# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-033029
**Filing Date:** 2026-3
**Character Count:** 2447062
**Document Hash:** 9b955e284237bdba7f58e9bdb4605c6f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033029.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 26803917

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

**January 31, 2026**<br>**(UNAUDITED)**

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_AF-TOCHeader-688_1)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA U.S. Large Value Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-753_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA International Value Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-754_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA International Small Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-756_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA Short-Term Fixed Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-752_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA Global Bond Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-755_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VIT Inflation-Protected Securities Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-758_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA Global Moderate Allocation Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-757_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Large Cap Growth Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-770_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Small Cap Growth Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-771_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Large Cap Growth Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-772_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International Small Cap Growth Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-773_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Social Fixed Income Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-769_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Diversified Fixed Income Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-740_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. High Relative Profitability Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-715_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[International High Relative Profitability Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-717_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional VA Equity Allocation Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-759_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA MN Municipal Bond Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-741_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA California Municipal Real Return Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-885_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Global Core Plus Fixed Income Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-884_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Sustainability Core 1 Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-886_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Targeted Value Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-1362_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Global Sustainability Fixed Income Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-1363_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Oregon Municipal Bond Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-1457_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Global Core Plus Real Return Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-1706_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets ex China Core Equity Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-1744_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional World ex U.S. Sustainability Targeted Value Portfolio](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_SOI-TOC-ScheduleofInvestments-1874_1) |
| [Notes to Financial Statements](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Organization](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Security Valuation](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Financial Instruments](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Federal Tax Cost](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Other](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Subsequent Event Evaluations](#xx_66cdb8fb-553c-40e3-8003-65a8ef84682d_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

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

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Security Valuation Note within the Notes to Schedules of Investments. |
| # | Total or Partial Securities on Loan. |
| \* | Non-Income Producing Securities. |
| Ɏ | Represents 7 Day subsidized yield as of 1/31/26. |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| » | &nbsp;&nbsp;Securities have generally been fair valued. See Security Valuation Note within the <br>Notes to Schedules of Investments.<br>|
| Ω | &nbsp;&nbsp;Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br>investors. This security has been deemed liquid based upon the Fund's Liquidity <br>Guidelines. The liquidity determination is unaudited.<br>|
| †† | Security valued using significant unobservable inputs (Level 3). |
| (r) | The adjustable rate shown is effective as of January 31, 2026. |
| ∞ | Rates reflect the effective yields at purchase date. |

---

------

**CONTINUED**

---

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

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (99.4%) | COMMON STOCKS — (99.4%) | COMMON STOCKS — (99.4%) | COMMON STOCKS — (99.4%) |
| COMMUNICATION SERVICES — (5.9%) | COMMUNICATION SERVICES — (5.9%) | COMMUNICATION SERVICES — (5.9%) | COMMUNICATION SERVICES — (5.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 638 | &nbsp;&nbsp;$215982 |
|  | AT&T, Inc. | 354632 | &nbsp;&nbsp;9294905 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 6022 | &nbsp;&nbsp;1241255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 191883 | &nbsp;&nbsp;5708519 |
|  | Electronic Arts, Inc. | 11729 | &nbsp;&nbsp;2391778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 19981 | &nbsp;&nbsp;1310154 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 19046 | &nbsp;&nbsp;1386168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLBKV US), <br>Class C<br>| 574 | &nbsp;&nbsp;21232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCI Liberty, Inc. <br>(GLIBA US), <br>Class A<br>| 120 | &nbsp;&nbsp;4496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDA US), <br>Class A<br>| 600 | &nbsp;&nbsp;28812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband <br>Corp. (LBRDK US), <br>Class C<br>| 6600 | &nbsp;&nbsp;317526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONA US), <br>Class A<br>| 535 | &nbsp;&nbsp;42634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 4527 | &nbsp;&nbsp;393940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWS <br>US), Class B<br>| 8065 | &nbsp;&nbsp;250821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 16744 | &nbsp;&nbsp;452590 |
| # | Omnicom Group, Inc. | 15117 | &nbsp;&nbsp;1164614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Skydance <br>Corp., Class B<br>| 14902 | &nbsp;&nbsp;167051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sphere Entertainment <br>Co.<br>| 154 | &nbsp;&nbsp;14709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive <br>Software, Inc.<br>| 2780 | &nbsp;&nbsp;612434 |
|  | T-Mobile U.S., Inc. | 28623 | &nbsp;&nbsp;5644742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 217401 | &nbsp;&nbsp;9678693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 7675 | &nbsp;&nbsp;$250051 |
|  | Walt Disney Co. | 34556 | &nbsp;&nbsp;3897917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 94164 | &nbsp;&nbsp;2593277 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;47084300 |
| CONSUMER DISCRETIONARY — (4.5%) | CONSUMER DISCRETIONARY — (4.5%) | CONSUMER DISCRETIONARY — (4.5%) | CONSUMER DISCRETIONARY — (4.5%) |
| \* | Amazon.com, Inc. | 5939 | &nbsp;&nbsp;1421203 |
| \* | Aptiv PLC | 7713 | &nbsp;&nbsp;584260 |
|  | Aramark | 21061 | &nbsp;&nbsp;810638 |
|  | Autoliv, Inc. | 7172 | &nbsp;&nbsp;869533 |
|  | Best Buy Co., Inc. | 4233 | &nbsp;&nbsp;275568 |
|  | BorgWarner, Inc. | 10903 | &nbsp;&nbsp;516911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caesars <br>Entertainment, Inc.<br>| 2169 | &nbsp;&nbsp;44898 |
| \* | Capri Holdings Ltd. | 1300 | &nbsp;&nbsp;29341 |
| \* | CarMax, Inc. | 7769 | &nbsp;&nbsp;346031 |
| \* | Carnival Corp. | 76047 | &nbsp;&nbsp;2282931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting Goods, <br>Inc.<br>| 958 | &nbsp;&nbsp;193516 |
|  | DR Horton, Inc. | 22468 | &nbsp;&nbsp;3344137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flutter Entertainment <br>PLC<br>| 5452 | &nbsp;&nbsp;900398 |
|  | Ford Motor Co. | 313394 | &nbsp;&nbsp;4349909 |
|  | Gap, Inc. | 1476 | &nbsp;&nbsp;41298 |
|  | Garmin Ltd. | 9121 | &nbsp;&nbsp;1839158 |
|  | General Motors Co. | 78828 | &nbsp;&nbsp;6621552 |
|  | Gentex Corp. | 170 | &nbsp;&nbsp;3912 |
|  | Genuine Parts Co. | 6863 | &nbsp;&nbsp;953888 |
|  | Harley-Davidson, Inc. | 1373 | &nbsp;&nbsp;27185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyatt Hotels Corp., <br>Class A<br>| 2188 | &nbsp;&nbsp;342138 |
|  | Lear Corp. | 1761 | &nbsp;&nbsp;206196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 14136 | &nbsp;&nbsp;1545772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 1507 | &nbsp;&nbsp;152599 |
|  | Lithia Motors, Inc. | 218 | &nbsp;&nbsp;70510 |
|  | LKQ Corp. | 35025 | &nbsp;&nbsp;1150571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 2127 | &nbsp;&nbsp;371162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 7230 | &nbsp;&nbsp;242494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mohawk Industries, <br>Inc.<br>| 618 | &nbsp;&nbsp;73159 |
|  | NIKE, Inc., Class B | 4948 | &nbsp;&nbsp;305836 |
| \* | NVR, Inc. | 118 | &nbsp;&nbsp;901016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 3800 | &nbsp;&nbsp;595802 |
|  | PulteGroup, Inc. | 20992 | &nbsp;&nbsp;2625889 |
|  | PVH Corp. | 672 | &nbsp;&nbsp;41906 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Ralph Lauren Corp. | 710 | &nbsp;&nbsp;$250921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 19400 | &nbsp;&nbsp;286150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 700 | &nbsp;&nbsp;56301 |
|  | Toll Brothers, Inc. | 3629 | &nbsp;&nbsp;524354 |
| # | Whirlpool Corp. | 6535 | &nbsp;&nbsp;522735 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;35721778 |
| CONSUMER STAPLES — (4.4%) | CONSUMER STAPLES — (4.4%) | CONSUMER STAPLES — (4.4%) | CONSUMER STAPLES — (4.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 8153 | &nbsp;&nbsp;135747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland <br>Co.<br>| 17513 | &nbsp;&nbsp;1178800 |
| \* | BellRing Brands, Inc. | 3250 | &nbsp;&nbsp;80828 |
|  | Bunge Global SA | 9855 | &nbsp;&nbsp;1122287 |
| # | Campbell's Co. | 12528 | &nbsp;&nbsp;350533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 1544 | &nbsp;&nbsp;936436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co., <br>Inc.<br>| 7825 | &nbsp;&nbsp;753156 |
|  | Conagra Brands, Inc. | 13042 | &nbsp;&nbsp;241407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands, <br>Inc., Class A<br>| 12500 | &nbsp;&nbsp;1958750 |
| \* | Coty, Inc., Class A | 22970 | &nbsp;&nbsp;72815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darling Ingredients, <br>Inc.<br>| 4055 | &nbsp;&nbsp;185151 |
|  | Dollar General Corp. | 11113 | &nbsp;&nbsp;1593938 |
| #\* | Dollar Tree, Inc. | 21034 | &nbsp;&nbsp;2473388 |
|  | General Mills, Inc. | 52942 | &nbsp;&nbsp;2449097 |
|  | Hormel Foods Corp. | 9549 | &nbsp;&nbsp;235001 |
|  | J.M. Smucker Co. | 2211 | &nbsp;&nbsp;231846 |
|  | Kenvue, Inc. | 145326 | &nbsp;&nbsp;2528672 |
|  | Keurig Dr. Pepper, Inc. | 47384 | &nbsp;&nbsp;1300217 |
|  | Kraft Heinz Co. | 17345 | &nbsp;&nbsp;411770 |
|  | Kroger Co. | 61601 | &nbsp;&nbsp;3871623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 2337 | &nbsp;&nbsp;144497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors <br>Beverage Co., <br>Class B<br>| 11394 | &nbsp;&nbsp;547368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International, <br>Inc., Class A<br>| 58142 | &nbsp;&nbsp;3399563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 5819 | &nbsp;&nbsp;555424 |
|  | Pilgrim's Pride Corp. | 2655 | &nbsp;&nbsp;115147 |
| \* | Post Holdings, Inc. | 508 | &nbsp;&nbsp;51974 |
|  | Procter & Gamble Co. | 26178 | &nbsp;&nbsp;3973035 |
|  | Seaboard Corp. | 12 | &nbsp;&nbsp;60987 |
|  | Target Corp. | 23039 | &nbsp;&nbsp;2429923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods, Inc., <br>Class A<br>| 10665 | &nbsp;&nbsp;696745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 13588 | &nbsp;&nbsp;1136229 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;35222354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (11.7%) | ENERGY — (11.7%) | ENERGY — (11.7%) | ENERGY — (11.7%) |
|  | APA Corp. | 454 | &nbsp;&nbsp;$11990 |
|  | Baker Hughes Co. | 95215 | &nbsp;&nbsp;5335849 |
|  | Cheniere Energy, Inc. | 1040 | &nbsp;&nbsp;219981 |
|  | Chevron Corp. | 70624 | &nbsp;&nbsp;12493386 |
|  | ConocoPhillips | 64415 | &nbsp;&nbsp;6713975 |
|  | Coterra Energy, Inc. | 58717 | &nbsp;&nbsp;1693985 |
|  | Devon Energy Corp. | 49369 | &nbsp;&nbsp;1985127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy, <br>Inc.<br>| 19240 | &nbsp;&nbsp;3154398 |
|  | EOG Resources, Inc. | 42603 | &nbsp;&nbsp;4777074 |
|  | EQT Corp. | 18087 | &nbsp;&nbsp;1044163 |
|  | Expand Energy Corp. | 4398 | &nbsp;&nbsp;494379 |
|  | Exxon Mobil Corp. | 176932 | &nbsp;&nbsp;25018185 |
|  | Halliburton Co. | 41510 | &nbsp;&nbsp;1391415 |
|  | HF Sinclair Corp. | 3700 | &nbsp;&nbsp;192363 |
|  | Kinder Morgan, Inc. | 104386 | &nbsp;&nbsp;3182729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 23522 | &nbsp;&nbsp;4144341 |
|  | NOV, Inc. | 626 | &nbsp;&nbsp;11487 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum <br>Corp.<br>| 67694 | &nbsp;&nbsp;3072631 |
|  | ONEOK, Inc. | 33126 | &nbsp;&nbsp;2623248 |
|  | Ovintiv, Inc. | 10759 | &nbsp;&nbsp;467694 |
|  | Phillips 66 | 16282 | &nbsp;&nbsp;2337444 |
|  | SLB Ltd. | 99968 | &nbsp;&nbsp;4836452 |
|  | TechnipFMC PLC | 5663 | &nbsp;&nbsp;315542 |
|  | Valero Energy Corp. | 11932 | &nbsp;&nbsp;2164823 |
|  | Williams Cos., Inc. | 82237 | &nbsp;&nbsp;5531261 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;93213922 |
| FINANCIALS — (22.3%) | FINANCIALS — (22.3%) | FINANCIALS — (22.3%) | FINANCIALS — (22.3%) |
|  | Aflac, Inc. | 22972 | &nbsp;&nbsp;2548743 |
|  | Allstate Corp. | 19316 | &nbsp;&nbsp;3843691 |
|  | Ally Financial, Inc. | 32768 | &nbsp;&nbsp;1385431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Financial <br>Group, Inc.<br>| 4681 | &nbsp;&nbsp;609794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 39995 | &nbsp;&nbsp;2994826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 28824 | &nbsp;&nbsp;2768257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 1069 | &nbsp;&nbsp;266577 |
|  | Assurant, Inc. | 3963 | &nbsp;&nbsp;943709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Capital Holdings <br>Ltd.<br>| 973 | &nbsp;&nbsp;100394 |
|  | Bank of America Corp. | 116602 | &nbsp;&nbsp;6203226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 27145 | &nbsp;&nbsp;3255228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway, <br>Inc., Class B<br>| 29719 | &nbsp;&nbsp;14280871 |
|  | Blackrock, Inc. | 1483 | &nbsp;&nbsp;1659388 |
| \* | Block, Inc. | 4887 | &nbsp;&nbsp;295321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 12064 | &nbsp;&nbsp;2641172 |
|  | Carlyle Group, Inc. | 2100 | &nbsp;&nbsp;123438 |
|  | Charles Schwab Corp. | 13516 | &nbsp;&nbsp;1404583 |
|  | Chubb Ltd. | 13005 | &nbsp;&nbsp;4025828 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 3827 | &nbsp;&nbsp;$615726 |
|  | Citigroup, Inc. | 32634 | &nbsp;&nbsp;3776080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 20697 | &nbsp;&nbsp;1303497 |
|  | CME Group, Inc. | 922 | &nbsp;&nbsp;266513 |
|  | Comerica, Inc. | 654 | &nbsp;&nbsp;57990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 12828 | &nbsp;&nbsp;395487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 3233 | &nbsp;&nbsp;369985 |
|  | Everest Group Ltd. | 1739 | &nbsp;&nbsp;576096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 9333 | &nbsp;&nbsp;507622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc.<br>| 42824 | &nbsp;&nbsp;2366026 |
|  | Fifth Third Bancorp | 53024 | &nbsp;&nbsp;2662865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 867 | &nbsp;&nbsp;1794317 |
|  | First Horizon Corp. | 7379 | &nbsp;&nbsp;180712 |
| \* | Fiserv, Inc. | 17382 | &nbsp;&nbsp;1107755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Resources, <br>Inc.<br>| 10235 | &nbsp;&nbsp;272456 |
|  | Global Payments, Inc. | 10222 | &nbsp;&nbsp;733326 |
|  | Globe Life, Inc. | 4255 | &nbsp;&nbsp;596636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 10148 | &nbsp;&nbsp;9492541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 29291 | &nbsp;&nbsp;3956042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 62613 | &nbsp;&nbsp;1094475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 13641 | &nbsp;&nbsp;2370533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial <br>Group, Inc.<br>| 1212 | &nbsp;&nbsp;74150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 112931 | &nbsp;&nbsp;34544464 |
|  | KeyCorp | 40804 | &nbsp;&nbsp;878102 |
|  | Lincoln National Corp. | 2459 | &nbsp;&nbsp;102319 |
|  | Loews Corp. | 7809 | &nbsp;&nbsp;824396 |
|  | M&T Bank Corp. | 5919 | &nbsp;&nbsp;1311473 |
| \* | Markel Group, Inc. | 557 | &nbsp;&nbsp;1136636 |
|  | MetLife, Inc. | 50464 | &nbsp;&nbsp;3980600 |
|  | Morgan Stanley | 42999 | &nbsp;&nbsp;7860217 |
|  | Northern Trust Corp. | 11340 | &nbsp;&nbsp;1694536 |
|  | PayPal Holdings, Inc. | 65777 | &nbsp;&nbsp;3465790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pinnacle Financial <br>Partners, Inc.<br>| 578 | &nbsp;&nbsp;54962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, Inc.<br>| 8683 | &nbsp;&nbsp;1938914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 14451 | &nbsp;&nbsp;1368799 |
|  | Progressive Corp. | 2141 | &nbsp;&nbsp;445328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Bancshares, <br>Inc.<br>| 567 | &nbsp;&nbsp;39129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 22948 | &nbsp;&nbsp;$2549752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 15482 | &nbsp;&nbsp;2567845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 34248 | &nbsp;&nbsp;976068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 828 | &nbsp;&nbsp;167877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 250 | &nbsp;&nbsp;70425 |
| # | State Street Corp. | 12650 | &nbsp;&nbsp;1655379 |
|  | Synchrony Financial | 36836 | &nbsp;&nbsp;2675399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 7864 | &nbsp;&nbsp;831068 |
|  | Travelers Cos., Inc. | 19755 | &nbsp;&nbsp;5620495 |
|  | Truist Financial Corp. | 28047 | &nbsp;&nbsp;1442177 |
|  | U.S. Bancorp | 66159 | &nbsp;&nbsp;3712182 |
|  | Unum Group | 5925 | &nbsp;&nbsp;450122 |
|  | W.R. Berkley Corp. | 15123 | &nbsp;&nbsp;1037135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Webster Financial <br>Corp.<br>| 384 | &nbsp;&nbsp;25256 |
|  | Wells Fargo & Co. | 108143 | &nbsp;&nbsp;9785860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 2028 | &nbsp;&nbsp;643829 |
|  | Zions Bancorp NA | 3064 | &nbsp;&nbsp;183564 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;177961405 |
| HEALTH CARE — (14.9%) | HEALTH CARE — (14.9%) | HEALTH CARE — (14.9%) | HEALTH CARE — (14.9%) |
|  | Abbott Laboratories | 46091 | &nbsp;&nbsp;5037746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agilent Technologies, <br>Inc.<br>| 9804 | &nbsp;&nbsp;1312265 |
| \* | Avantor, Inc. | 14651 | &nbsp;&nbsp;159989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International, <br>Inc.<br>| 22262 | &nbsp;&nbsp;446798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & <br>Co.<br>| 19550 | &nbsp;&nbsp;3978034 |
| \* | Biogen, Inc. | 5676 | &nbsp;&nbsp;1021056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioMarin <br>Pharmaceutical, Inc.<br>| 1200 | &nbsp;&nbsp;67848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, <br>Inc., Class A<br>| 918 | &nbsp;&nbsp;269617 |
| \* | Boston Scientific Corp. | 27061 | &nbsp;&nbsp;2531015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 75822 | &nbsp;&nbsp;4174001 |
| \* | Centene Corp. | 17690 | &nbsp;&nbsp;766331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 2087 | &nbsp;&nbsp;439272 |
|  | Cigna Group | 17064 | &nbsp;&nbsp;4677413 |
| \* | Cooper Cos., Inc. | 1912 | &nbsp;&nbsp;155599 |
|  | CVS Health Corp. | 25201 | &nbsp;&nbsp;1877979 |
|  | Danaher Corp. | 11146 | &nbsp;&nbsp;2439748 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 22882 | &nbsp;&nbsp;1861680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elanco Animal Health, <br>Inc.<br>| 6840 | &nbsp;&nbsp;164707 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Elevance Health, Inc. | 9618 | &nbsp;&nbsp;$3325327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare <br>Technologies, Inc.<br>| 36312 | &nbsp;&nbsp;2867559 |
|  | Gilead Sciences, Inc. | 27765 | &nbsp;&nbsp;3941242 |
| \* | Henry Schein, Inc. | 11024 | &nbsp;&nbsp;832092 |
| \* | Hologic, Inc. | 12948 | &nbsp;&nbsp;970194 |
|  | Humana, Inc. | 9065 | &nbsp;&nbsp;1769488 |
| \* | Incyte Corp. | 5747 | &nbsp;&nbsp;575102 |
| \* | IQVIA Holdings, Inc. | 8297 | &nbsp;&nbsp;1909555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals <br>PLC<br>| 5515 | &nbsp;&nbsp;907162 |
|  | Johnson & Johnson | 89110 | &nbsp;&nbsp;20250247 |
|  | Labcorp Holdings, Inc. | 3485 | &nbsp;&nbsp;946247 |
|  | McKesson Corp. | 3387 | &nbsp;&nbsp;2815308 |
|  | Medtronic PLC | 32325 | &nbsp;&nbsp;3328182 |
|  | Merck & Co., Inc. | 36939 | &nbsp;&nbsp;4073264 |
| \* | Moderna, Inc. | 7095 | &nbsp;&nbsp;312677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Molina Healthcare, <br>Inc.<br>| 1833 | &nbsp;&nbsp;329188 |
|  | Pfizer, Inc. | 231325 | &nbsp;&nbsp;6116233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 11566 | &nbsp;&nbsp;2163189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron <br>Pharmaceuticals, <br>Inc.<br>| 2125 | &nbsp;&nbsp;1575581 |
|  | ResMed, Inc. | 6745 | &nbsp;&nbsp;1742301 |
|  | Revvity, Inc. | 3314 | &nbsp;&nbsp;360563 |
|  | STERIS PLC | 5962 | &nbsp;&nbsp;1565621 |
|  | Stryker Corp. | 5704 | &nbsp;&nbsp;2107970 |
|  | Teleflex, Inc. | 157 | &nbsp;&nbsp;16386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare <br>Corp.<br>| 2708 | &nbsp;&nbsp;512570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher <br>Scientific, Inc.<br>| 10639 | &nbsp;&nbsp;6155832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Therapeutics <br>Corp.<br>| 2317 | &nbsp;&nbsp;1087808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, <br>Inc.<br>| 36709 | &nbsp;&nbsp;10532913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 6859 | &nbsp;&nbsp;1380442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vertex <br>Pharmaceuticals, <br>Inc.<br>| 3464 | &nbsp;&nbsp;1627734 |
|  | Viatris, Inc. | 50231 | &nbsp;&nbsp;657524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 397 | &nbsp;&nbsp;91755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 9350 | &nbsp;&nbsp;814104 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;119042458 |
| INDUSTRIALS — (15.1%) | INDUSTRIALS — (15.1%) | INDUSTRIALS — (15.1%) | INDUSTRIALS — (15.1%) |
|  | AECOM | 1339 | &nbsp;&nbsp;129120 |
|  | AGCO Corp. | 4174 | &nbsp;&nbsp;473373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings, <br>Inc.<br>| 7896 | &nbsp;&nbsp;282519 |
|  | AMETEK, Inc. | 14447 | &nbsp;&nbsp;3235839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 12022 | &nbsp;&nbsp;$1375317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 200 | &nbsp;&nbsp;124116 |
|  | Carlisle Cos., Inc. | 2296 | &nbsp;&nbsp;782683 |
|  | Carrier Global Corp. | 33212 | &nbsp;&nbsp;1978771 |
| \* | Clean Harbors, Inc. | 708 | &nbsp;&nbsp;184016 |
|  | CNH Industrial NV | 38211 | &nbsp;&nbsp;411150 |
| \* | Copart, Inc. | 28003 | &nbsp;&nbsp;1136362 |
|  | CSX Corp. | 144381 | &nbsp;&nbsp;5451827 |
|  | Cummins, Inc. | 11043 | &nbsp;&nbsp;6391909 |
|  | Deere & Co. | 9981 | &nbsp;&nbsp;5269968 |
|  | Delta Air Lines, Inc. | 55895 | &nbsp;&nbsp;3682922 |
|  | Dover Corp. | 9599 | &nbsp;&nbsp;1934103 |
|  | Eaton Corp. PLC | 7333 | &nbsp;&nbsp;2576963 |
|  | Emerson Electric Co. | 34759 | &nbsp;&nbsp;5108183 |
|  | Equifax, Inc. | 4945 | &nbsp;&nbsp;995923 |
|  | FedEx Corp. | 18671 | &nbsp;&nbsp;6016730 |
|  | Fortive Corp. | 14666 | &nbsp;&nbsp;774511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 12304 | &nbsp;&nbsp;665646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics <br>Corp.<br>| 9310 | &nbsp;&nbsp;3268648 |
| \* | GXO Logistics, Inc. | 407 | &nbsp;&nbsp;23032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 92 | &nbsp;&nbsp;19143 |
|  | Hubbell, Inc. | 1447 | &nbsp;&nbsp;706049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Ingalls <br>Industries, Inc.<br>| 1502 | &nbsp;&nbsp;631606 |
|  | IDEX Corp. | 597 | &nbsp;&nbsp;118534 |
|  | Ingersoll Rand, Inc. | 16947 | &nbsp;&nbsp;1458967 |
|  | ITT, Inc. | 400 | &nbsp;&nbsp;72920 |
|  | Jacobs Solutions, Inc. | 5558 | &nbsp;&nbsp;751775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 4129 | &nbsp;&nbsp;837031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 14056 | &nbsp;&nbsp;1676319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knight-Swift <br>Transportation <br>Holdings, Inc.<br>| 1347 | &nbsp;&nbsp;74220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies, <br>Inc.<br>| 6890 | &nbsp;&nbsp;2362237 |
|  | Leidos Holdings, Inc. | 9709 | &nbsp;&nbsp;1828011 |
| \* | MasTec, Inc. | 425 | &nbsp;&nbsp;102204 |
| \* | Middleby Corp. | 311 | &nbsp;&nbsp;45770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 9036 | &nbsp;&nbsp;1058025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern <br>Corp.<br>| 17334 | &nbsp;&nbsp;5048354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman <br>Corp.<br>| 6837 | &nbsp;&nbsp;4732982 |
|  | nVent Electric PLC | 1100 | &nbsp;&nbsp;123486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 907 | &nbsp;&nbsp;157092 |
|  | Oshkosh Corp. | 522 | &nbsp;&nbsp;75074 |
|  | Otis Worldwide Corp. | 2174 | &nbsp;&nbsp;185703 |
|  | Owens Corning | 8674 | &nbsp;&nbsp;1039492 |
| # | PACCAR, Inc. | 40377 | &nbsp;&nbsp;4962737 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Parker-Hannifin Corp. | 3899 | &nbsp;&nbsp;$3648840 |
|  | Pentair PLC | 14793 | &nbsp;&nbsp;1558738 |
|  | Quanta Services, Inc. | 4463 | &nbsp;&nbsp;2118274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services, <br>Inc.<br>| 21032 | &nbsp;&nbsp;4523773 |
|  | RTX Corp. | 44315 | &nbsp;&nbsp;8904213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensata Technologies <br>Holding PLC<br>| 215 | &nbsp;&nbsp;7437 |
|  | Snap-on, Inc. | 5335 | &nbsp;&nbsp;1953197 |
|  | Southwest Airlines Co. | 27308 | &nbsp;&nbsp;1297676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 21296 | &nbsp;&nbsp;1743929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & <br>Decker, Inc.<br>| 6807 | &nbsp;&nbsp;535439 |
|  | Textron, Inc. | 16232 | &nbsp;&nbsp;1429390 |
|  | TransUnion | 6107 | &nbsp;&nbsp;482575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uber Technologies, <br>Inc.<br>| 11695 | &nbsp;&nbsp;936185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL US)<br>| 1475 | &nbsp;&nbsp;83411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Haul Holding Co. <br>(UHAL/B US)<br>| 16075 | &nbsp;&nbsp;824808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 26066 | &nbsp;&nbsp;2667073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 5930 | &nbsp;&nbsp;629885 |
|  | United Rentals, Inc. | 4788 | &nbsp;&nbsp;3744503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WESCO International, <br>Inc.<br>| 600 | &nbsp;&nbsp;173658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 8070 | &nbsp;&nbsp;1857230 |
|  | Xylem, Inc. | 6229 | &nbsp;&nbsp;858792 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;120320388 |
| INFORMATION TECHNOLOGY — (12.2%) | INFORMATION TECHNOLOGY — (12.2%) | INFORMATION TECHNOLOGY — (12.2%) | INFORMATION TECHNOLOGY — (12.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 17167 | &nbsp;&nbsp;4525908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro <br>Devices, Inc.<br>| 20542 | &nbsp;&nbsp;4862908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 8499 | &nbsp;&nbsp;825678 |
|  | Amdocs Ltd. | 15020 | &nbsp;&nbsp;1230739 |
|  | Analog Devices, Inc. | 11694 | &nbsp;&nbsp;3635431 |
|  | Avnet, Inc. | 397 | &nbsp;&nbsp;24769 |
| \* | Ciena Corp. | 1583 | &nbsp;&nbsp;398615 |
|  | Cisco Systems, Inc. | 170801 | &nbsp;&nbsp;13377134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 49920 | &nbsp;&nbsp;4096435 |
| \* | Coherent Corp. | 781 | &nbsp;&nbsp;165713 |
|  | Corning, Inc. | 35119 | &nbsp;&nbsp;3626037 |
| \* | DXC Technology Co. | 2899 | &nbsp;&nbsp;41833 |
|  | Entegris, Inc. | 200 | &nbsp;&nbsp;23614 |
| \* | F5, Inc. | 1080 | &nbsp;&nbsp;297659 |
| \* | First Solar, Inc. | 5240 | &nbsp;&nbsp;1181725 |
| \* | Flex Ltd. | 25689 | &nbsp;&nbsp;1619435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 92529 | &nbsp;&nbsp;$1991224 |
|  | HP, Inc. | 106724 | &nbsp;&nbsp;2074715 |
| \* | Intel Corp. | 76556 | &nbsp;&nbsp;3557557 |
| \* | IPG Photonics Corp. | 430 | &nbsp;&nbsp;39736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight Technologies, <br>Inc.<br>| 7583 | &nbsp;&nbsp;1640430 |
| \* | Kyndryl Holdings, Inc. | 1573 | &nbsp;&nbsp;36179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marvell Technology, <br>Inc.<br>| 9011 | &nbsp;&nbsp;711148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, <br>Inc.<br>| 1704 | &nbsp;&nbsp;129368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology, <br>Inc.<br>| 47953 | &nbsp;&nbsp;19894741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 18311 | &nbsp;&nbsp;4140849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor <br>Corp.<br>| 21499 | &nbsp;&nbsp;1287575 |
| \* | PTC, Inc. | 313 | &nbsp;&nbsp;48869 |
|  | Qnity Electronics, Inc. | 8528 | &nbsp;&nbsp;820223 |
| \* | Qorvo, Inc. | 5422 | &nbsp;&nbsp;423512 |
|  | QUALCOMM, Inc. | 5606 | &nbsp;&nbsp;849813 |
|  | Ralliant Corp. | 4888 | &nbsp;&nbsp;258917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 1196 | &nbsp;&nbsp;443991 |
|  | Salesforce, Inc. | 26793 | &nbsp;&nbsp;5687886 |
| \* | Sandisk Corp. | 4710 | &nbsp;&nbsp;2714137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions, <br>Inc.<br>| 11761 | &nbsp;&nbsp;655793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Micro Computer, <br>Inc.<br>| 6394 | &nbsp;&nbsp;186129 |
|  | TD SYNNEX Corp. | 2852 | &nbsp;&nbsp;452527 |
|  | TE Connectivity PLC | 26379 | &nbsp;&nbsp;5876714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne Technologies, <br>Inc.<br>| 1702 | &nbsp;&nbsp;1055751 |
|  | Western Digital Corp. | 8617 | &nbsp;&nbsp;2156232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 1041 | &nbsp;&nbsp;244614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 2191 | &nbsp;&nbsp;201791 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;97514054 |
| MATERIALS — (8.0%) | MATERIALS — (8.0%) | MATERIALS — (8.0%) | MATERIALS — (8.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & <br>Chemicals, Inc.<br>| 15709 | &nbsp;&nbsp;4280702 |
|  | Albemarle Corp. | 5245 | &nbsp;&nbsp;894954 |
|  | Amcor PLC | 13448 | &nbsp;&nbsp;595074 |
|  | Ball Corp. | 19994 | &nbsp;&nbsp;1137059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF Industries Holdings, <br>Inc.<br>| 14702 | &nbsp;&nbsp;1370667 |
| \* | Cleveland-Cliffs, Inc. | 15656 | &nbsp;&nbsp;215427 |
|  | Corteva, Inc. | 24017 | &nbsp;&nbsp;1748438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRH PLC (CRHCF <br>US)<br>| 36337 | &nbsp;&nbsp;4448012 |
|  | Crown Holdings, Inc. | 2200 | &nbsp;&nbsp;230296 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Dow, Inc. | 53386 | &nbsp;&nbsp;$1470784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 17056 | &nbsp;&nbsp;749100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastman Chemical <br>Co.<br>| 14927 | &nbsp;&nbsp;1034740 |
|  | FMC Corp. | 801 | &nbsp;&nbsp;12656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan, <br>Inc.<br>| 107931 | &nbsp;&nbsp;6500684 |
|  | Huntsman Corp. | 3237 | &nbsp;&nbsp;35024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 10181 | &nbsp;&nbsp;710736 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 22948 | &nbsp;&nbsp;925263 |
|  | Linde PLC | 19751 | &nbsp;&nbsp;9025614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LyondellBasell <br>Industries NV, <br>Class A<br>| 34302 | &nbsp;&nbsp;1680798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta <br>Materials, Inc.<br>| 4484 | &nbsp;&nbsp;2923344 |
|  | Mosaic Co. | 29416 | &nbsp;&nbsp;808940 |
|  | Newmont Corp. | 71392 | &nbsp;&nbsp;8020891 |
|  | Nucor Corp. | 17238 | &nbsp;&nbsp;3063537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 9401 | &nbsp;&nbsp;2092193 |
|  | PPG Industries, Inc. | 16048 | &nbsp;&nbsp;1855630 |
|  | Reliance, Inc. | 3813 | &nbsp;&nbsp;1256384 |
|  | Royal Gold, Inc. | 782 | &nbsp;&nbsp;205908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 570 | &nbsp;&nbsp;60967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 17093 | &nbsp;&nbsp;711582 |
|  | Sonoco Products Co. | 945 | &nbsp;&nbsp;45360 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Steel Dynamics, Inc. | 12223 | &nbsp;&nbsp;$2194884 |
|  | Vulcan Materials Co. | 9911 | &nbsp;&nbsp;2978652 |
|  | Westlake Corp. | 3309 | &nbsp;&nbsp;262470 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;63546770 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 15734 | &nbsp;&nbsp;2679972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 693 | &nbsp;&nbsp;248032 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;2928004 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($477945143) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($477945143) |  | &nbsp;&nbsp;792555433 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 875506 | &nbsp;&nbsp;875506 |
| 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>| 308659 | &nbsp;&nbsp;3570257 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $482,390,906)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $482,390,906)^^ |  | &nbsp;&nbsp;$797001196 |

---

Summary of the Portfolio's investments as of January 31, 2026, 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;$47084300 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$47084300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;35721778 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35721778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;35222354 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35222354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;93213922 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;93213922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;177961405 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;177961405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;119042458 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;119042458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;120320388 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;120320388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;97514054 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;97514054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;63546770 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;63546770 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;2928004 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2928004 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;875506 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;875506 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3570257 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3570257 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$793430939 | &nbsp;&nbsp;&nbsp;$3570257 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$797001196 |

---

------

**Dimensional VA International Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) | COMMON STOCKS — (95.3%) |  |
| AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) | AUSTRALIA — (5.5%) |  |
|  | Ampol Ltd. | 2164 | &nbsp;&nbsp;$43476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANZ Group Holdings <br>Ltd.<br>| 161731 | &nbsp;&nbsp;4114491 |
|  | Aurizon Holdings Ltd. | 277946 | &nbsp;&nbsp;710979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 42211 | &nbsp;&nbsp;321428 |
|  | BlueScope Steel Ltd. | 88805 | &nbsp;&nbsp;1853454 |
|  | Challenger Ltd. | 101936 | &nbsp;&nbsp;649275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 189720 | &nbsp;&nbsp;325188 |
|  | Dyno Nobel Ltd. | 224487 | &nbsp;&nbsp;546736 |
| # | Endeavour Group Ltd. | 89250 | &nbsp;&nbsp;229278 |
|  | Evolution Mining Ltd. | 31407 | &nbsp;&nbsp;301609 |
|  | Fortescue Ltd. | 97270 | &nbsp;&nbsp;1408554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 177329 | &nbsp;&nbsp;796866 |
|  | Lendlease Corp. Ltd. | 34943 | &nbsp;&nbsp;116937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd.<br>| 176496 | &nbsp;&nbsp;5301835 |
| #\* | NEXTDC Ltd. | 17284 | &nbsp;&nbsp;159696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 13563 | &nbsp;&nbsp;249333 |
|  | Orica Ltd. | 73299 | &nbsp;&nbsp;1305763 |
|  | Origin Energy Ltd. | 152913 | &nbsp;&nbsp;1254087 |
|  | Perseus Mining Ltd. | 216155 | &nbsp;&nbsp;832520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QBE Insurance Group <br>Ltd.<br>| 182416 | &nbsp;&nbsp;2500152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 4466 | &nbsp;&nbsp;112658 |
| # | Rio Tinto Ltd. | 30306 | &nbsp;&nbsp;3157423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 15767 | &nbsp;&nbsp;213943 |
|  | Santos Ltd. | 496255 | &nbsp;&nbsp;2420111 |
|  | Sonic Healthcare Ltd. | 69963 | &nbsp;&nbsp;1118835 |
|  | South32 Ltd. (S32 AU) | 574429 | &nbsp;&nbsp;1819715 |
|  | Suncorp Group Ltd. | 111820 | &nbsp;&nbsp;1316338 |
| # | TPG Telecom Ltd. | 48705 | &nbsp;&nbsp;131385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking <br>Corp.<br>| 211501 | &nbsp;&nbsp;5682840 |
|  | Whitehaven Coal Ltd. | 74398 | &nbsp;&nbsp;454546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woodside Energy <br>Group Ltd. (WDS <br>AU)<br>| 154378 | &nbsp;&nbsp;2725774 |
|  | Worley Ltd. | 35830 | &nbsp;&nbsp;333273 |
| # | Yancoal Australia Ltd. | 87072 | &nbsp;&nbsp;348537 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;42857035 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |  |
|  | Erste Group Bank AG | 7148 | &nbsp;&nbsp;929304 |
|  | OMV AG | 8499 | &nbsp;&nbsp;504906 |
|  | Verbund AG | 1334 | &nbsp;&nbsp;97883 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;1532093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |  |
|  | Ageas SA | 19791 | &nbsp;&nbsp;$1405748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>SA (ABI BB)<br>| 35371 | &nbsp;&nbsp;2546111 |
|  | KBC Group NV | 9975 | &nbsp;&nbsp;1405632 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;5357491 |
| CANADA — (11.3%) | CANADA — (11.3%) | CANADA — (11.3%) |  |
|  | AltaGas Ltd. | 19080 | &nbsp;&nbsp;575490 |
|  | ARC Resources Ltd. | 44151 | &nbsp;&nbsp;819370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO CN)<br>| 14851 | &nbsp;&nbsp;2021760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal <br>(BMO US)<br>| 36571 | &nbsp;&nbsp;4979142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS CN)<br>| 18885 | &nbsp;&nbsp;1411885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia <br>(BNS US)<br>| 60155 | &nbsp;&nbsp;4494782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. (B <br>US)<br>| 172179 | &nbsp;&nbsp;7884076 |
|  | BCE, Inc. (BCE US) | 6300 | &nbsp;&nbsp;162918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 886 | &nbsp;&nbsp;40451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM CN)<br>| 49997 | &nbsp;&nbsp;4620587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 38530 | &nbsp;&nbsp;3559787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. (CP <br>US)<br>| 16875 | &nbsp;&nbsp;1254488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE US)<br>| 168565 | &nbsp;&nbsp;3324102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 53000 | &nbsp;&nbsp;758227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 12500 | &nbsp;&nbsp;178750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial <br>Holdings Ltd.<br>| 2464 | &nbsp;&nbsp;4066337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Quantum Minerals <br>Ltd.<br>| 49651 | &nbsp;&nbsp;1403492 |
|  | iA Financial Corp., Inc. | 15318 | &nbsp;&nbsp;1882168 |
|  | IGM Financial, Inc. | 5103 | &nbsp;&nbsp;246821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 47929 | &nbsp;&nbsp;1509342 |
|  | Lundin Mining Corp. | 73220 | &nbsp;&nbsp;1847102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 44732 | &nbsp;&nbsp;2287595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC CN)<br>| 7512 | &nbsp;&nbsp;286158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 101640 | &nbsp;&nbsp;3873500 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Nutrien Ltd. (NTR CN) | 900 | &nbsp;&nbsp;$61965 |
|  | Nutrien Ltd. (NTR US) | 75631 | &nbsp;&nbsp;5210192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 16528 | &nbsp;&nbsp;902429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PBA US)<br>| 46375 | &nbsp;&nbsp;1928273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pembina Pipeline <br>Corp. (PPL CN)<br>| 4708 | &nbsp;&nbsp;195629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 8823 | &nbsp;&nbsp;333598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 6475 | &nbsp;&nbsp;244420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Life Financial, Inc. <br>(SLF CN)<br>| 20577 | &nbsp;&nbsp;1296594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU CN)<br>| 8621 | &nbsp;&nbsp;455661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU US)<br>| 125197 | &nbsp;&nbsp;6631685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK US), Class B<br>| 75651 | &nbsp;&nbsp;4066998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECK/A CN), <br>Class A<br>| 200 | &nbsp;&nbsp;10772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teck Resources Ltd. <br>(TECKB CN), <br>Class B<br>| 134 | &nbsp;&nbsp;7192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank <br>(TD CN)<br>| 16845 | &nbsp;&nbsp;1574336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank <br>(TD US)<br>| 88723 | &nbsp;&nbsp;8294713 |
|  | Tourmaline Oil Corp. | 63828 | &nbsp;&nbsp;3020656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 127088 | &nbsp;&nbsp;1159206 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;88882649 |
| DENMARK — (2.1%) | DENMARK — (2.1%) | DENMARK — (2.1%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk AS <br>(MAERSKA DC), <br>Class A<br>| 237 | &nbsp;&nbsp;581164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk AS <br>(MAERSKB DC), <br>Class B<br>| 282 | &nbsp;&nbsp;697308 |
| # | Carlsberg AS, Class B | 14014 | &nbsp;&nbsp;1905191 |
|  | Coloplast AS, Class B | 3954 | &nbsp;&nbsp;337059 |
|  | Danske Bank AS | 32233 | &nbsp;&nbsp;1642208 |
| \* | Demant AS | 4619 | &nbsp;&nbsp;161681 |
|  | DSV AS | 14966 | &nbsp;&nbsp;4208213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 4778 | &nbsp;&nbsp;1556603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novonesis Novozymes <br>B, Class B<br>| 36497 | &nbsp;&nbsp;2236301 |
|  | Pandora AS | 2559 | &nbsp;&nbsp;207135 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 8633 | &nbsp;&nbsp;$291536 |
|  | Tryg AS | 22374 | &nbsp;&nbsp;543755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 65697 | &nbsp;&nbsp;1991367 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;16359521 |
| FINLAND — (0.6%) | FINLAND — (0.6%) | FINLAND — (0.6%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOK US), <br>Sponsored ADR<br>| 34049 | &nbsp;&nbsp;218935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nokia OYJ (NOKIA <br>FH)<br>| 515092 | &nbsp;&nbsp;3317661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 63303 | &nbsp;&nbsp;1223039 |
|  | UPM-Kymmene OYJ | 4673 | &nbsp;&nbsp;128919 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;4888554 |
| FRANCE — (9.3%) | FRANCE — (9.3%) | FRANCE — (9.3%) |  |
| \* | Alstom SA | 25652 | &nbsp;&nbsp;819027 |
| Ω | Amundi SA | 2929 | &nbsp;&nbsp;260415 |
|  | BNP Paribas SA | 50945 | &nbsp;&nbsp;5508806 |
|  | Bollore SE | 60491 | &nbsp;&nbsp;344885 |
|  | Bouygues SA | 39984 | &nbsp;&nbsp;2161287 |
|  | Capgemini SE | 5798 | &nbsp;&nbsp;900882 |
|  | Carrefour SA | 87166 | &nbsp;&nbsp;1427707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 68908 | &nbsp;&nbsp;6801596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 109893 | &nbsp;&nbsp;4080945 |
|  | Credit Agricole SA | 32751 | &nbsp;&nbsp;709269 |
|  | Eiffage SA | 14864 | &nbsp;&nbsp;2204440 |
|  | Engie SA | 258799 | &nbsp;&nbsp;7726808 |
|  | Kering SA | 210 | &nbsp;&nbsp;65557 |
|  | Orange SA (ORA FP) | 328337 | &nbsp;&nbsp;6103790 |
|  | Pernod Ricard SA | 8829 | &nbsp;&nbsp;789460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 17279 | &nbsp;&nbsp;1727006 |
|  | Renault SA | 31052 | &nbsp;&nbsp;1171883 |
|  | Rexel SA | 9346 | &nbsp;&nbsp;391649 |
|  | Sanofi SA (SAN FP) | 48344 | &nbsp;&nbsp;4559982 |
|  | Societe Generale SA | 84567 | &nbsp;&nbsp;7410558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics NV <br>(STM US)<br>| 17725 | &nbsp;&nbsp;494350 |
|  | TotalEnergies SE | 7191 | &nbsp;&nbsp;520628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies SE (TTE <br>FP)<br>| 228351 | &nbsp;&nbsp;16607668 |
|  | Vinci SA | 1599 | &nbsp;&nbsp;229912 |
|  | Vivendi SE | 29111 | &nbsp;&nbsp;81218 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;73099728 |
| GERMANY — (8.5%) | GERMANY — (8.5%) | GERMANY — (8.5%) |  |
| \* | Aumovio SE | 4169 | &nbsp;&nbsp;200070 |
|  | BASF SE | 139669 | &nbsp;&nbsp;7572009 |
|  | Bayer AG | 103412 | &nbsp;&nbsp;5469631 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG<br>| 30928 | &nbsp;&nbsp;$3184974 |
|  | Commerzbank AG | 117913 | &nbsp;&nbsp;4846777 |
|  | Continental AG | 15633 | &nbsp;&nbsp;1230149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Holding <br>AG<br>| 82778 | &nbsp;&nbsp;4008022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DB US)<br>| 40923 | &nbsp;&nbsp;1605000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG <br>(DBK GR)<br>| 124505 | &nbsp;&nbsp;4913103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Lufthansa <br>AG<br>| 29747 | &nbsp;&nbsp;306438 |
|  | Deutsche Post AG | 81254 | &nbsp;&nbsp;4544412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 145851 | &nbsp;&nbsp;4894505 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 1706 | &nbsp;&nbsp;124903 |
|  | E.ON SE | 231183 | &nbsp;&nbsp;4903353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 20548 | &nbsp;&nbsp;925050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius SE & Co. <br>KGaA<br>| 35281 | &nbsp;&nbsp;1973539 |
| #Ω | Hapag-Lloyd AG | 2188 | &nbsp;&nbsp;314331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>AG<br>| 23050 | &nbsp;&nbsp;6312717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA<br>| 7921 | &nbsp;&nbsp;653871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Group <br>AG<br>| 78104 | &nbsp;&nbsp;5337956 |
|  | Merck KGaA | 4286 | &nbsp;&nbsp;638582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 1255 | &nbsp;&nbsp;760626 |
|  | RWE AG | 30564 | &nbsp;&nbsp;1940932 |
|  | Volkswagen AG | 3115 | &nbsp;&nbsp;378061 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;67039011 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC Hong Kong <br>Holdings Ltd.<br>| 274500 | &nbsp;&nbsp;1445514 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Budweiser Brewing Co. <br>APAC Ltd.<br>| 209300 | &nbsp;&nbsp;206364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific Airways <br>Ltd.<br>| 220090 | &nbsp;&nbsp;345082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Asset Holdings <br>Ltd.<br>| 206217 | &nbsp;&nbsp;1208048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Holdings <br>Ltd.<br>| 284012 | &nbsp;&nbsp;2290074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK Infrastructure <br>Holdings Ltd.<br>| 24000 | &nbsp;&nbsp;197118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Entertainment <br>Group Ltd.<br>| 107000 | &nbsp;&nbsp;543642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 119454 | &nbsp;&nbsp;144142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henderson Land <br>Development Co. <br>Ltd.<br>| 74255 | &nbsp;&nbsp;$295358 |
|  | HKT Trust & HKT Ltd. | 192000 | &nbsp;&nbsp;287735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong & China <br>Gas Co. Ltd.<br>| 393000 | &nbsp;&nbsp;370146 |
|  | MTR Corp. Ltd. | 90660 | &nbsp;&nbsp;400882 |
|  | Sino Land Co. Ltd. | 397571 | &nbsp;&nbsp;598308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai <br>Properties Ltd.<br>| 95362 | &nbsp;&nbsp;1531407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 49500 | &nbsp;&nbsp;477669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 92500 | &nbsp;&nbsp;150178 |
| Ω | WH Group Ltd. | 1317189 | &nbsp;&nbsp;1554409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 81297 | &nbsp;&nbsp;106232 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;12152308 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |  |
|  | AIB Group PLC | 88815 | &nbsp;&nbsp;992786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland Group <br>PLC<br>| 71890 | &nbsp;&nbsp;1460621 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;2453407 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |
|  | Ashtrom Group Ltd. | 1375 | &nbsp;&nbsp;30400 |
|  | Bank Hapoalim BM | 78721 | &nbsp;&nbsp;1946096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 114309 | &nbsp;&nbsp;2747912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises Holdings <br>Ltd.<br>| 10637 | &nbsp;&nbsp;773598 |
|  | Delek Group Ltd. | 1690 | &nbsp;&nbsp;475597 |
| \* | Equital Ltd. | 614 | &nbsp;&nbsp;28737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 9608 | &nbsp;&nbsp;440704 |
|  | ICL Group Ltd. | 21495 | &nbsp;&nbsp;116714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Discount Bank <br>Ltd., Class A<br>| 136911 | &nbsp;&nbsp;1612998 |
|  | Kenon Holdings Ltd. | 212 | &nbsp;&nbsp;15118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 74606 | &nbsp;&nbsp;400307 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;8588181 |
| ITALY — (2.1%) | ITALY — (2.1%) | ITALY — (2.1%) |  |
|  | Banco BPM SpA | 92447 | &nbsp;&nbsp;1385717 |
|  | BPER Banca SpA | 8285 | &nbsp;&nbsp;116681 |
|  | Eni SpA (ENI IM) | 255959 | &nbsp;&nbsp;5231573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>US)<br>| 10010 | &nbsp;&nbsp;98799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLA <br>UX)<br>| 68330 | &nbsp;&nbsp;674417 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis NV (STLAM <br>IM)<br>| 145096 | &nbsp;&nbsp;$1423747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA (TIT <br>IM)<br>| 892553 | &nbsp;&nbsp;605448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 900902 | &nbsp;&nbsp;715339 |
|  | Tenaris SA (TEN IM) | 6874 | &nbsp;&nbsp;152692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 7453 | &nbsp;&nbsp;330168 |
|  | UniCredit SpA | 60468 | &nbsp;&nbsp;5269528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipol Assicurazioni <br>SpA<br>| 7537 | &nbsp;&nbsp;167862 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;16171971 |
| JAPAN — (20.1%) | JAPAN — (20.1%) | JAPAN — (20.1%) |  |
|  | Acom Co. Ltd. | 43100 | &nbsp;&nbsp;142576 |
|  | AGC, Inc. | 31800 | &nbsp;&nbsp;1173403 |
|  | Air Water, Inc. | 22400 | &nbsp;&nbsp;340014 |
|  | Aisin Corp. | 68500 | &nbsp;&nbsp;1227178 |
|  | Alfresa Holdings Corp. | 12800 | &nbsp;&nbsp;206142 |
|  | Amada Co. Ltd. | 38200 | &nbsp;&nbsp;489367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Group Holdings <br>Ltd.<br>| 198800 | &nbsp;&nbsp;2081208 |
|  | Asahi Kasei Corp. | 173200 | &nbsp;&nbsp;1680214 |
|  | Bridgestone Corp. | 68600 | &nbsp;&nbsp;1544478 |
|  | Brother Industries Ltd. | 29100 | &nbsp;&nbsp;593279 |
|  | Chiba Bank Ltd.  | 30300 | &nbsp;&nbsp;410223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, Inc.<br>| 9400 | &nbsp;&nbsp;209683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMSYS Holdings <br>Corp.<br>| 8300 | &nbsp;&nbsp;259325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 17200 | &nbsp;&nbsp;515779 |
|  | Credit Saison Co. Ltd. | 16600 | &nbsp;&nbsp;448168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Printing <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;127390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, <br>Inc.<br>| 246800 | &nbsp;&nbsp;2170394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 58800 | &nbsp;&nbsp;2003555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwa Securities <br>Group, Inc.<br>| 95400 | &nbsp;&nbsp;929614 |
|  | Denso Corp. | 112800 | &nbsp;&nbsp;1565073 |
|  | Dentsu Group, Inc. | 2300 | &nbsp;&nbsp;44647 |
|  | ENEOS Holdings, Inc. | 484827 | &nbsp;&nbsp;4097715 |
|  | EXEO Group, Inc. | 2600 | &nbsp;&nbsp;43379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Media Holdings, <br>Inc.<br>| 1800 | &nbsp;&nbsp;45326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJIFILM Holdings <br>Corp.<br>| 59600 | &nbsp;&nbsp;1190525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 9200 | &nbsp;&nbsp;334547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;75929 |
|  | Gunma Bank Ltd. | 7400 | &nbsp;&nbsp;93164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 22503 | &nbsp;&nbsp;281138 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 24900 | &nbsp;&nbsp;$186052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 25400 | &nbsp;&nbsp;709245 |
|  | Haseko Corp. | 28900 | &nbsp;&nbsp;592345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 12900 | &nbsp;&nbsp;421817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. <br>(7267 JP)<br>| 424500 | &nbsp;&nbsp;4269422 |
|  | Hulic Co. Ltd. | 29000 | &nbsp;&nbsp;345590 |
|  | Ibiden Co. Ltd. | 4800 | &nbsp;&nbsp;253031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. <br>Ltd.<br>| 124000 | &nbsp;&nbsp;1052172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 14400 | &nbsp;&nbsp;237826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER Holdings, <br>Inc.<br>| 15600 | &nbsp;&nbsp;233650 |
|  | Inpex Corp. | 140900 | &nbsp;&nbsp;3156754 |
|  | Isuzu Motors Ltd. | 83400 | &nbsp;&nbsp;1343558 |
|  | Iwatani Corp. | 13900 | &nbsp;&nbsp;164868 |
|  | Iyogin Holdings, Inc. | 9100 | &nbsp;&nbsp;169396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 28400 | &nbsp;&nbsp;414614 |
|  | Japan Airlines Co. Ltd. | 16400 | &nbsp;&nbsp;309881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Bank Co. <br>Ltd.<br>| 28100 | &nbsp;&nbsp;499264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Holdings <br>Co. Ltd.<br>| 41800 | &nbsp;&nbsp;502972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Post Insurance <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;309721 |
|  | JFE Holdings, Inc. | 76389 | &nbsp;&nbsp;1028439 |
|  | JTEKT Corp. | 24600 | &nbsp;&nbsp;290473 |
|  | Kajima Corp. | 1800 | &nbsp;&nbsp;73432 |
|  | Kamigumi Co. Ltd. | 7300 | &nbsp;&nbsp;255469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Kisen Kaisha <br>Ltd.<br>| 14400 | &nbsp;&nbsp;208081 |
|  | Kinden Corp. | 3600 | &nbsp;&nbsp;159300 |
|  | Kobe Steel Ltd. | 44800 | &nbsp;&nbsp;644887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 22700 | &nbsp;&nbsp;355373 |
|  | Komatsu Ltd. | 46900 | &nbsp;&nbsp;1795106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Corp. (6326 <br>JP)<br>| 121600 | &nbsp;&nbsp;1863114 |
|  | Kuraray Co. Ltd. | 49000 | &nbsp;&nbsp;528980 |
|  | Kyocera Corp. | 45800 | &nbsp;&nbsp;687128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoto Financial Group, <br>Inc.<br>| 10000 | &nbsp;&nbsp;241583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 14500 | &nbsp;&nbsp;108690 |
|  | Lixil Corp. | 34000 | &nbsp;&nbsp;390039 |
|  | LY Corp. | 175600 | &nbsp;&nbsp;449610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makita Corp. (6586 <br>JP)<br>| 5100 | &nbsp;&nbsp;177202 |
|  | Marubeni Corp. | 28600 | &nbsp;&nbsp;948037 |
| # | Mazda Motor Corp. | 74900 | &nbsp;&nbsp;576382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 38440 | &nbsp;&nbsp;289999 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 8800 | &nbsp;&nbsp;$159494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEIJI Holdings Co. <br>Ltd.<br>| 31700 | &nbsp;&nbsp;743747 |
|  | Minebea Mitsumi, Inc. | 43600 | &nbsp;&nbsp;891050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Chemical <br>Group Corp.<br>| 191900 | &nbsp;&nbsp;1266962 |
|  | Mitsubishi Corp. | 10300 | &nbsp;&nbsp;273633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Electric <br>Corp.<br>| 9800 | &nbsp;&nbsp;306367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. <br>Ltd.<br>| 71800 | &nbsp;&nbsp;1829889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 16700 | &nbsp;&nbsp;331290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 96600 | &nbsp;&nbsp;843022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 20495 | &nbsp;&nbsp;175067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 73100 | &nbsp;&nbsp;179704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ <br>Financial Group, Inc. <br>(8306 JP)<br>| 328400 | &nbsp;&nbsp;5947440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (8031 <br>JP)<br>| 27600 | &nbsp;&nbsp;901555 |
|  | Mitsui Chemicals, Inc. | 74000 | &nbsp;&nbsp;1081219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. <br>Ltd.<br>| 103000 | &nbsp;&nbsp;1181091 |
| # | Mitsui OSK Lines Ltd. | 26400 | &nbsp;&nbsp;827506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial <br>Group, Inc. (8411 <br>JP)<br>| 110020 | &nbsp;&nbsp;4776838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 53050 | &nbsp;&nbsp;1351585 |
|  | NGK Insulators Ltd. | 29500 | &nbsp;&nbsp;706760 |
|  | NH Foods Ltd. | 10200 | &nbsp;&nbsp;463096 |
|  | NHK Spring Co. Ltd. | 18852 | &nbsp;&nbsp;342610 |
|  | Nikon Corp. | 26100 | &nbsp;&nbsp;328512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 2400 | &nbsp;&nbsp;104376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 36500 | &nbsp;&nbsp;829084 |
|  | Nippon Steel Corp. | 316090 | &nbsp;&nbsp;1317164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 1800 | &nbsp;&nbsp;43261 |
|  | Nippon Yusen KK | 39800 | &nbsp;&nbsp;1308022 |
| \* | Nissan Motor Co. Ltd. | 284300 | &nbsp;&nbsp;692943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Seifun Group, <br>Inc.<br>| 21700 | &nbsp;&nbsp;275563 |
|  | Niterra Co. Ltd. | 18500 | &nbsp;&nbsp;808854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitori Holdings Co. <br>Ltd.<br>| 43600 | &nbsp;&nbsp;745297 |
|  | NOK Corp. | 5300 | &nbsp;&nbsp;103220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. <br>(8604 JP)<br>| 230900 | &nbsp;&nbsp;2092494 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 88000 | &nbsp;&nbsp;$584781 |
|  | NSK Ltd. | 22500 | &nbsp;&nbsp;156477 |
|  | Obayashi Corp. | 18000 | &nbsp;&nbsp;406320 |
|  | Oji Holdings Corp. | 108500 | &nbsp;&nbsp;642696 |
|  | Omron Corp. | 7200 | &nbsp;&nbsp;183706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ono Pharmaceutical <br>Co. Ltd.<br>| 40000 | &nbsp;&nbsp;595934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 9300 | &nbsp;&nbsp;547228 |
|  | ORIX Corp. (8591 JP) | 77100 | &nbsp;&nbsp;2349653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic Holdings <br>Corp.<br>| 198600 | &nbsp;&nbsp;2722944 |
|  | Resona Holdings, Inc. | 154400 | &nbsp;&nbsp;1800323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 20000 | &nbsp;&nbsp;1161499 |
|  | Ricoh Co. Ltd. | 77300 | &nbsp;&nbsp;684001 |
|  | Rinnai Corp. | 6200 | &nbsp;&nbsp;162845 |
|  | Rohm Co. Ltd. | 18100 | &nbsp;&nbsp;316963 |
|  | Seiko Epson Corp. | 44500 | &nbsp;&nbsp;572613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 7900 | &nbsp;&nbsp;122983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Chemical Co. <br>Ltd.<br>| 15400 | &nbsp;&nbsp;272386 |
| # | Sekisui House Ltd. | 59000 | &nbsp;&nbsp;1314921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings Co. <br>Ltd.<br>| 71300 | &nbsp;&nbsp;1021059 |
|  | Shimamura Co. Ltd. | 2800 | &nbsp;&nbsp;187670 |
|  | Shimizu Corp. | 9400 | &nbsp;&nbsp;166934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Financial <br>Group, Inc.<br>| 18400 | &nbsp;&nbsp;300582 |
|  | SoftBank Group Corp. | 65980 | &nbsp;&nbsp;1801741 |
|  | Sojitz Corp. | 26394 | &nbsp;&nbsp;962465 |
|  | Sompo Holdings, Inc. | 10800 | &nbsp;&nbsp;372433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 15100 | &nbsp;&nbsp;297473 |
|  | Subaru Corp. | 91600 | &nbsp;&nbsp;1966483 |
|  | SUMCO Corp. | 43300 | &nbsp;&nbsp;452053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 192000 | &nbsp;&nbsp;584088 |
|  | Sumitomo Corp. | 69100 | &nbsp;&nbsp;2806088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 31900 | &nbsp;&nbsp;1396567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry Co. <br>Ltd.<br>| 69300 | &nbsp;&nbsp;751372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 12700 | &nbsp;&nbsp;395410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Metal <br>Mining Co. Ltd.<br>| 24700 | &nbsp;&nbsp;1395757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui <br>Financial Group, Inc. <br>(8316 JP)<br>| 229559 | &nbsp;&nbsp;8078284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Group, Inc.<br>| 48606 | &nbsp;&nbsp;1623381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Realty & <br>Development Co. <br>Ltd.<br>| 76800 | &nbsp;&nbsp;2138648 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 21000 | &nbsp;&nbsp;$338439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntory Beverage & <br>Food Ltd.<br>| 16100 | &nbsp;&nbsp;510032 |
|  | Suzuken Co. Ltd. | 5100 | &nbsp;&nbsp;205579 |
|  | Suzuki Motor Corp. | 96800 | &nbsp;&nbsp;1319875 |
|  | T&D Holdings, Inc. | 12700 | &nbsp;&nbsp;313677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 13900 | &nbsp;&nbsp;381963 |
| # | Takashimaya Co. Ltd. | 34000 | &nbsp;&nbsp;424982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical <br>Co. Ltd. (4502 JP)<br>| 124367 | &nbsp;&nbsp;4233416 |
|  | TBS Holdings, Inc. | 2000 | &nbsp;&nbsp;77546 |
|  | Tokyo Century Corp. | 18400 | &nbsp;&nbsp;256324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Tatemono Co. <br>Ltd.<br>| 33600 | &nbsp;&nbsp;790683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 114100 | &nbsp;&nbsp;1056510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOPPAN Holdings, <br>Inc.<br>| 16700 | &nbsp;&nbsp;515859 |
|  | Toray Industries, Inc. | 131700 | &nbsp;&nbsp;971447 |
|  | Tosoh Corp. | 33300 | &nbsp;&nbsp;543476 |
|  | TOTO Ltd. | 12900 | &nbsp;&nbsp;405433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 11800 | &nbsp;&nbsp;296060 |
|  | Toyo Tire Corp. | 13800 | &nbsp;&nbsp;371906 |
|  | Toyoda Gosei Co. Ltd. | 6400 | &nbsp;&nbsp;173875 |
| # | Toyota Boshoku Corp. | 9400 | &nbsp;&nbsp;157844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Industries <br>Corp.<br>| 5900 | &nbsp;&nbsp;754940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(7203 JP)<br>| 645750 | &nbsp;&nbsp;14636238 |
|  | Toyota Tsusho Corp. | 22800 | &nbsp;&nbsp;830358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yakult Honsha Co. <br>Ltd.<br>| 18600 | &nbsp;&nbsp;300570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 53500 | &nbsp;&nbsp;187558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 6900 | &nbsp;&nbsp;109910 |
|  | Yamaha Corp. | 13800 | &nbsp;&nbsp;100305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaha Motor Co. <br>Ltd.<br>| 126600 | &nbsp;&nbsp;956045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Holdings Co. <br>Ltd.<br>| 13200 | &nbsp;&nbsp;172586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamato Kogyo Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;100929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Financial <br>Group, Inc.<br>| 57500 | &nbsp;&nbsp;523694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber Co. <br>Ltd. <br>| 20000 | &nbsp;&nbsp;789406 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;157899876 |
| NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) |  |
| Ω | ABN AMRO Bank NV | 37600 | &nbsp;&nbsp;1385306 |
|  | Aegon Ltd. (AGN NA) | 109392 | &nbsp;&nbsp;859217 |
|  | Akzo Nobel NV | 3260 | &nbsp;&nbsp;228387 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>NA)<br>| 15639 | &nbsp;&nbsp;$849305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ArcelorMittal SA (MT <br>US)<br>| 38069 | &nbsp;&nbsp;2054565 |
|  | ASR Nederland NV | 33719 | &nbsp;&nbsp;2449033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Europacific <br>Partners PLC<br>| 7924 | &nbsp;&nbsp;724599 |
|  | HAL Trust | 2615 | &nbsp;&nbsp;482672 |
|  | Heineken NV | 24608 | &nbsp;&nbsp;2031380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (ING <br>US), Sponsored <br>ADR<br>| 18092 | &nbsp;&nbsp;531724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV (INGA <br>NA)<br>| 181259 | &nbsp;&nbsp;5345490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold <br>Delhaize NV (AD <br>NA)<br>| 142133 | &nbsp;&nbsp;5557440 |
|  | Koninklijke KPN NV | 298979 | &nbsp;&nbsp;1464253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHG US)<br>| 30395 | &nbsp;&nbsp;872336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Philips NV <br>(PHIA NA)<br>| 56188 | &nbsp;&nbsp;1613484 |
|  | NN Group NV | 49364 | &nbsp;&nbsp;3912946 |
|  | Prosus NV (PRX NA) | 4852 | &nbsp;&nbsp;278996 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;30641133 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Auckland International <br>Airport Ltd.<br>| 101931 | &nbsp;&nbsp;507922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 135092 | &nbsp;&nbsp;303711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fonterra Co-Operative <br>Group Ltd.<br>| 4389 | &nbsp;&nbsp;21645 |
|  | Infratil Ltd. | 51355 | &nbsp;&nbsp;341627 |
|  | Mercury NZ Ltd. | 44439 | &nbsp;&nbsp;169535 |
|  | Meridian Energy Ltd. | 58159 | &nbsp;&nbsp;197298 |
|  | Port of Tauranga Ltd. | 20992 | &nbsp;&nbsp;101376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 22199 | &nbsp;&nbsp;154384 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;1797498 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | Aker BP ASA | 22689 | &nbsp;&nbsp;667916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 18018 | &nbsp;&nbsp;173208 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. BWLPG <br>NO<br>| 25143 | &nbsp;&nbsp;398030 |
| # | DNB Bank ASA | 30832 | &nbsp;&nbsp;884056 |
|  | Equinor ASA | 33623 | &nbsp;&nbsp;903736 |
|  | Hafnia Ltd. | 22085 | &nbsp;&nbsp;135378 |
|  | Norsk Hydro ASA | 91465 | &nbsp;&nbsp;812015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 3809 | &nbsp;&nbsp;77426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SpareBank 1 <br>Sor-Norge ASA<br>| 10821 | &nbsp;&nbsp;218143 |
|  | Stolt-Nielsen Ltd. | 1664 | &nbsp;&nbsp;52199 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
|  | Subsea 7 SA | 23150 | &nbsp;&nbsp;$591762 |
|  | TGS ASA | 2576 | &nbsp;&nbsp;27152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 7559 | &nbsp;&nbsp;87826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilh Wilhelmsen <br>Holding ASA, <br>Class A<br>| 299 | &nbsp;&nbsp;21288 |
| # | Yara International ASA | 11196 | &nbsp;&nbsp;514599 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;5564734 |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |  |
|  | EDP Renovaveis SA | 19364 | &nbsp;&nbsp;294166 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand Investment <br>Ltd.<br>| 100000 | &nbsp;&nbsp;242113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 12651 | &nbsp;&nbsp;92182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 265500 | &nbsp;&nbsp;153285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong Land <br>Holdings Ltd.<br>| 54500 | &nbsp;&nbsp;462425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jardine Cycle & <br>Carriage Ltd.<br>| 12600 | &nbsp;&nbsp;314272 |
|  | Keppel Ltd. | 111900 | &nbsp;&nbsp;962656 |
|  | Olam Group Ltd. | 70000 | &nbsp;&nbsp;49170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese <br>Banking Corp. Ltd.<br>| 97800 | &nbsp;&nbsp;1632237 |
|  | Seatrium Ltd. | 137655 | &nbsp;&nbsp;228286 |
|  | Singapore Airlines Ltd. | 139400 | &nbsp;&nbsp;695887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd.<br>| 68400 | &nbsp;&nbsp;2061517 |
|  | UOL Group Ltd. | 40699 | &nbsp;&nbsp;347593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilmar International <br>Ltd.<br>| 293900 | &nbsp;&nbsp;784725 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;8026348 |
| SPAIN — (3.0%) | SPAIN — (3.0%) | SPAIN — (3.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 10032 | &nbsp;&nbsp;254649 |
|  | Banco de Sabadell SA | 144096 | &nbsp;&nbsp;565257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA <br>(SAN SM)<br>| 1420111 | &nbsp;&nbsp;18132063 |
|  | CaixaBank SA | 21446 | &nbsp;&nbsp;283091 |
| Ω | Cellnex Telecom SA | 1599 | &nbsp;&nbsp;49457 |
|  | Mapfre SA | 12743 | &nbsp;&nbsp;58309 |
|  | Repsol SA (REP SM) | 188959 | &nbsp;&nbsp;3722699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 35758 | &nbsp;&nbsp;144759 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;23210284 |
| SWEDEN — (2.5%) | SWEDEN — (2.5%) | SWEDEN — (2.5%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 3101 | &nbsp;&nbsp;37209 |
|  | Billerud Aktiebolag | 22231 | &nbsp;&nbsp;179762 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | Boliden AB | 36364 | &nbsp;&nbsp;$2546451 |
|  | Bure Equity AB | 10951 | &nbsp;&nbsp;270395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 3128 | &nbsp;&nbsp;6511 |
| #\* | Embracer Group AB | 3128 | &nbsp;&nbsp;17134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYA <br>SS), Class A<br>| 368 | &nbsp;&nbsp;10852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essity AB (ESSITYB <br>SS), Class B<br>| 40692 | &nbsp;&nbsp;1204835 |
|  | Getinge AB, Class B | 14565 | &nbsp;&nbsp;319153 |
|  | Hexagon AB, Class B | 59015 | &nbsp;&nbsp;665396 |
|  | Hexpol AB | 16723 | &nbsp;&nbsp;136873 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holmen AB (HOLMB <br>SS), Class B<br>| 5250 | &nbsp;&nbsp;196785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 45158 | &nbsp;&nbsp;230693 |
|  | Loomis AB | 15044 | &nbsp;&nbsp;624269 |
|  | Pandox AB | 8704 | &nbsp;&nbsp;187800 |
|  | Securitas AB, Class B | 54981 | &nbsp;&nbsp;909215 |
| \*Ω | Sinch AB | 29890 | &nbsp;&nbsp;89563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska <br>Enskilda Banken AB <br>(SEBA SS), Class A<br>| 121946 | &nbsp;&nbsp;2621159 |
|  | Skanska AB, Class B | 37093 | &nbsp;&nbsp;1126596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SKF AB (SKFB SS), <br>Class B<br>| 63459 | &nbsp;&nbsp;1659243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABA SS), <br>Class A<br>| 26950 | &nbsp;&nbsp;222816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SSAB AB (SSABB <br>SS), Class B<br>| 81204 | &nbsp;&nbsp;668013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAA SS), <br>Class A<br>| 318 | &nbsp;&nbsp;3969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Cellulosa AB <br>SCA (SCAB SS), <br>Class B<br>| 19810 | &nbsp;&nbsp;248039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBA SS), Class A<br>| 51956 | &nbsp;&nbsp;819089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Svenska <br>Handelsbanken AB <br>(SHBB SS), Class B<br>| 1298 | &nbsp;&nbsp;34020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, <br>Class A<br>| 45094 | &nbsp;&nbsp;1753266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Swedish Orphan <br>Biovitrum AB<br>| 6395 | &nbsp;&nbsp;242852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM <br>Ericsson (ERICB <br>SS), Class B<br>| 28484 | &nbsp;&nbsp;308486 |
|  | Telia Co. AB | 293693 | &nbsp;&nbsp;1341724 |
|  | Trelleborg AB, Class B | 20404 | &nbsp;&nbsp;825673 |
| #\* | Volvo Car AB, Class B | 85329 | &nbsp;&nbsp;284752 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;19792593 |
| SWITZERLAND — (7.6%) | SWITZERLAND — (7.6%) | SWITZERLAND — (7.6%) |  |
|  | Alcon AG ALC SW | 3741 | &nbsp;&nbsp;302821 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| # | Alcon AG ALC US | 21522 | &nbsp;&nbsp;$1742819 |
| \* | Amrize Ltd. | 59673 | &nbsp;&nbsp;3155102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 1073 | &nbsp;&nbsp;145209 |
|  | Barry Callebaut AG | 103 | &nbsp;&nbsp;181694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Richemont SA, <br>Class A<br>| 28146 | &nbsp;&nbsp;5463407 |
|  | DSM-Firmenich AG | 7778 | &nbsp;&nbsp;613323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 5703 | &nbsp;&nbsp;1446399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holcim AG (HOLN <br>SW)<br>| 67160 | &nbsp;&nbsp;6922103 |
|  | Julius Baer Group Ltd. | 24232 | &nbsp;&nbsp;2024106 |
|  | Lonza Group AG | 4854 | &nbsp;&nbsp;3298050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS US), <br>Sponsored ADR<br>| 9858 | &nbsp;&nbsp;1465687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 4217 | &nbsp;&nbsp;334095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZNY US), ADR<br>| 20486 | &nbsp;&nbsp;1624146 |
| # | SIG Group AG | 8360 | &nbsp;&nbsp;129358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 579 | &nbsp;&nbsp;136608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 622 | &nbsp;&nbsp;29469 |
| # | Swiss Life Holding AG | 4041 | &nbsp;&nbsp;4431169 |
|  | Swiss Prime Site AG | 2218 | &nbsp;&nbsp;377594 |
|  | Swiss Re AG | 32603 | &nbsp;&nbsp;5209431 |
| # | Swisscom AG | 4046 | &nbsp;&nbsp;3322093 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBS <br>US)<br>| 25962 | &nbsp;&nbsp;1224113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG (UBSG <br>SW)<br>| 152323 | &nbsp;&nbsp;7207203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Insurance <br>Group AG<br>| 12509 | &nbsp;&nbsp;8899175 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;59685174 |
| UNITED KINGDOM — (13.0%) | UNITED KINGDOM — (13.0%) | UNITED KINGDOM — (13.0%) |  |
|  | 3i Group PLC | 58968 | &nbsp;&nbsp;2708938 |
|  | Anglo American PLC | 6363 | &nbsp;&nbsp;295039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated British <br>Foods PLC<br>| 18598 | &nbsp;&nbsp;486046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BARC <br>LN)<br>| 187695 | &nbsp;&nbsp;1252689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC (BCS <br>US), Sponsored <br>ADR<br>| 141629 | &nbsp;&nbsp;3788576 |
|  | Barratt Redrow PLC | 85585 | &nbsp;&nbsp;455717 |
|  | BP PLC (BP LN) | 520175 | &nbsp;&nbsp;3298199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BP PLC (BP US), <br>Sponsored ADR<br>| 131326 | &nbsp;&nbsp;4974625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC (BATS <br>LN)<br>| 99083 | &nbsp;&nbsp;5985962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco PLC (BTI <br>US), Sponsored <br>ADR<br>| 6743 | &nbsp;&nbsp;$409165 |
|  | BT Group PLC | 1273417 | &nbsp;&nbsp;3347202 |
| \* | Canal & SA | 29111 | &nbsp;&nbsp;126274 |
|  | Centrica PLC | 167147 | &nbsp;&nbsp;437676 |
|  | Glencore PLC | 565572 | &nbsp;&nbsp;3855703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBA LN)<br>| 98791 | &nbsp;&nbsp;1742765 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings PLC <br>(HSBC US), <br>Sponsored ADR<br>| 164365 | &nbsp;&nbsp;14465764 |
|  | J Sainsbury PLC | 260655 | &nbsp;&nbsp;1142115 |
|  | Kingfisher PLC | 263125 | &nbsp;&nbsp;1212583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LLOY LN)<br>| 3653924 | &nbsp;&nbsp;5456054 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group <br>PLC (LYG US), <br>ADR<br>| 608371 | &nbsp;&nbsp;3631975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG LN)<br>| 525574 | &nbsp;&nbsp;4790492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC <br>(NWG US), <br>Sponsored ADR<br>| 131049 | &nbsp;&nbsp;2389036 |
|  | Schroders PLC | 15716 | &nbsp;&nbsp;97341 |
|  | Shell PLC (SHEL LN) | 61108 | &nbsp;&nbsp;2348961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell PLC (SHEL US), <br>ADR<br>| 332967 | &nbsp;&nbsp;25648411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered <br>PLC<br>| 155097 | &nbsp;&nbsp;3968379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group PLC <br>(VOD LN)<br>| 2450130 | &nbsp;&nbsp;3608371 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;101924058 |
| UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 19137 | &nbsp;&nbsp;766765 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;748984578 |
| PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) |
| GERMANY — (0.6%) | GERMANY — (0.6%) | GERMANY — (0.6%) | GERMANY — (0.6%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische Motoren <br>Werke AG, 4.951%<br>| 5480 | &nbsp;&nbsp;565237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henkel AG & Co. <br>KGaA, 2.751%<br>| 13538 | &nbsp;&nbsp;1189339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, 5.285%<br>| 7818 | &nbsp;&nbsp;334497 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 23573 | &nbsp;&nbsp;$2859523 |
| TOTAL GERMANY |  | &nbsp;&nbsp;4948596 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $495,691,849) |  | &nbsp;&nbsp;753933174 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 2762966 | &nbsp;&nbsp;$31959228 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $527,650,824)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $527,650,824)^^ |  | &nbsp;&nbsp;$785892402 |

---

As of January 31, 2026, Dimensional VA International 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;15 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$5223698 | &nbsp;&nbsp;&nbsp;&nbsp;$5224312 | &nbsp;&nbsp;&nbsp;&nbsp;$614 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$5223698** | &nbsp;&nbsp;**$5224312** | &nbsp;&nbsp;**$614** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $4,382,778 or 0.6% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$42857035 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$42857035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1532093 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1532093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5357491 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5357491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;$88882649 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;88882649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16359521 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16359521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;218935 | &nbsp;&nbsp;&nbsp;4669619 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4888554 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;1014978 | &nbsp;&nbsp;&nbsp;72084750 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;73099728 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;1605000 | &nbsp;&nbsp;&nbsp;65434011 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;67039011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12152308 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12152308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2453407 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2453407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8588181 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8588181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;1103384 | &nbsp;&nbsp;&nbsp;15068587 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16171971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;157899876 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;157899876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;3458625 | &nbsp;&nbsp;&nbsp;27182508 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30641133 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1797498 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1797498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5564734 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5564734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;294166 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;294166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8026348 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8026348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23210284 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23210284 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;6511 | &nbsp;&nbsp;&nbsp;19786082 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19792593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;6356489 | &nbsp;&nbsp;&nbsp;53328685 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;59685174 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;55307552 | &nbsp;&nbsp;&nbsp;46616506 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;101924058 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;766765 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;766765 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4948596 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4948596 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31959228 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31959228 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$157954123 | &nbsp;&nbsp;&nbsp;$627938279 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$785892402 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$614 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;614 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$614 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$614 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Dimensional VA International Small Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (93.0%) | COMMON STOCKS — (93.0%) | COMMON STOCKS — (93.0%) |  |
| AUSTRALIA — (6.2%) | AUSTRALIA — (6.2%) | AUSTRALIA — (6.2%) |  |
| \* | 29Metals Ltd. | 164106 | &nbsp;&nbsp;$54067 |
| # | Accent Group Ltd. | 42543 | &nbsp;&nbsp;27322 |
|  | Acrow Ltd. | 25319 | &nbsp;&nbsp;18109 |
| # | Adairs Ltd. | 23147 | &nbsp;&nbsp;28106 |
| \* | Aeris Resources Ltd. | 68159 | &nbsp;&nbsp;28642 |
|  | AGL Energy Ltd. | 46461 | &nbsp;&nbsp;292314 |
| \* | AIC Mines Ltd. | 55184 | &nbsp;&nbsp;24133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ainsworth Game <br>Technology Ltd.<br>| 11272 | &nbsp;&nbsp;8130 |
| #\* | Alcidion Group Ltd. | 58601 | &nbsp;&nbsp;4697 |
| #\*,\* | &nbsp;&nbsp;&nbsp;&nbsp;Alkane Resources <br>Ltd.<br>| 281409 | &nbsp;&nbsp;297846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Aviation <br>Services Ltd.<br>| 13267 | &nbsp;&nbsp;10452 |
| \* | AMA Group Ltd. | 40639 | &nbsp;&nbsp;21191 |
|  | Amotiv Ltd. | 18541 | &nbsp;&nbsp;108168 |
|  | AMP Ltd. | 379646 | &nbsp;&nbsp;444458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amplitude Energy <br>Ltd.<br>| 45031 | &nbsp;&nbsp;97822 |
|  | Ansell Ltd. | 18507 | &nbsp;&nbsp;419594 |
| #\* | Appen Ltd. | 44293 | &nbsp;&nbsp;56733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arafura Rare Earths <br>Ltd. (ARU AU)<br>| 69395 | &nbsp;&nbsp;10892 |
|  | ARB Corp. Ltd. | 10753 | &nbsp;&nbsp;192306 |
| # | ARN Media Ltd. | 38557 | &nbsp;&nbsp;9943 |
| #\* | Aroa Biosurgery Ltd. | 37311 | &nbsp;&nbsp;16260 |
| \* | Articore Group Ltd. | 21367 | &nbsp;&nbsp;5198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 14241 | &nbsp;&nbsp;298924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 1673 | &nbsp;&nbsp;35194 |
| \* | Aurelia Metals Ltd. | 197432 | &nbsp;&nbsp;41827 |
|  | Aurizon Holdings Ltd. | 77704 | &nbsp;&nbsp;198765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aussie Broadband <br>Ltd.<br>| 22960 | &nbsp;&nbsp;72034 |
| \* | Austal Ltd. | 52644 | &nbsp;&nbsp;253872 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Agricultural <br>Co. Ltd.<br>| 38789 | &nbsp;&nbsp;36805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical <br>Labs Ltd.<br>| 23114 | &nbsp;&nbsp;43825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 14137 | &nbsp;&nbsp;44977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 24189 | &nbsp;&nbsp;34587 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Australian Strategic <br>Materials Ltd.<br>| 15824 | &nbsp;&nbsp;18375 |
| # | Autosports Group Ltd. | 5949 | &nbsp;&nbsp;15768 |
| #†† | AVZ Minerals Ltd. | 217167 | &nbsp;&nbsp;22770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 18263 | &nbsp;&nbsp;30373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 83030 | &nbsp;&nbsp;391060 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bannerman Energy <br>Ltd.<br>| 12943 | &nbsp;&nbsp;$40599 |
|  | Bapcor Ltd. | 44195 | &nbsp;&nbsp;65342 |
| \* | BCI Minerals Ltd. | 153878 | &nbsp;&nbsp;44585 |
| # | Beach Energy Ltd. | 195279 | &nbsp;&nbsp;167382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting <br>Group Ltd.<br>| 8420 | &nbsp;&nbsp;14605 |
|  | Bega Cheese Ltd. | 42996 | &nbsp;&nbsp;181991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell Financial Group <br>Ltd.<br>| 16281 | &nbsp;&nbsp;14806 |
| \* | Bellevue Gold Ltd. | 215533 | &nbsp;&nbsp;252749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 28173 | &nbsp;&nbsp;214532 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Betmakers Technology <br>Group Ltd.<br>| 25815 | &nbsp;&nbsp;3394 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Black Cat Syndicate <br>Ltd. (BC8 AU)<br>| 111769 | &nbsp;&nbsp;103809 |
| #\* | Boss Energy Ltd. | 35748 | &nbsp;&nbsp;47360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bravura Solutions <br>Ltd.<br>| 75448 | &nbsp;&nbsp;107041 |
|  | Breville Group Ltd. | 14849 | &nbsp;&nbsp;330879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brightstar Resources <br>Ltd.<br>| 31812 | &nbsp;&nbsp;13956 |
| #\* | Bubs Australia Ltd. | 77196 | &nbsp;&nbsp;7279 |
|  | Capral Ltd. | 1923 | &nbsp;&nbsp;16424 |
| \* | Capricorn Metals Ltd. | 38364 | &nbsp;&nbsp;359333 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Carnarvon Energy <br>Ltd.<br>| 150007 | &nbsp;&nbsp;10179 |
| \* | Catalyst Metals Ltd. | 38805 | &nbsp;&nbsp;220081 |
| #\* | Catapult Sports Ltd. | 27091 | &nbsp;&nbsp;65702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Woods <br>Properties Ltd.<br>| 9590 | &nbsp;&nbsp;54057 |
| \* | Cettire Ltd. | 11404 | &nbsp;&nbsp;4251 |
|  | Challenger Ltd. | 36732 | &nbsp;&nbsp;233962 |
|  | Champion Iron Ltd. | 42685 | &nbsp;&nbsp;172401 |
| #\* | Chrysos Corp. Ltd. | 6089 | &nbsp;&nbsp;33505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 20221 | &nbsp;&nbsp;34660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ClearView Wealth <br>Ltd.<br>| 24888 | &nbsp;&nbsp;8968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clinuvel <br>Pharmaceuticals <br>Ltd.<br>| 6591 | &nbsp;&nbsp;50333 |
| # | Clover Corp. Ltd. | 25399 | &nbsp;&nbsp;13897 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Entertainment <br>Holdings Ltd.<br>| 72872 | &nbsp;&nbsp;27556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cobram Estate Olives <br>Ltd.<br>| 9022 | &nbsp;&nbsp;23493 |
|  | Codan Ltd. | 14805 | &nbsp;&nbsp;389843 |
| # | Cogstate Ltd. | 9666 | &nbsp;&nbsp;14491 |
|  | Collins Foods Ltd. | 16649 | &nbsp;&nbsp;123550 |
| \* | Comet Ridge Ltd. | 115929 | &nbsp;&nbsp;10887 |
| #\* | Core Lithium Ltd. | 114745 | &nbsp;&nbsp;18377 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coronado Global <br>Resources, Inc., <br>CDI<br>| 18668 | &nbsp;&nbsp;$5256 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Travel <br>Management Ltd.<br>| 16158 | &nbsp;&nbsp;135582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Corp. Group <br>Ltd.<br>| 8852 | &nbsp;&nbsp;86950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyprium Metals Ltd. <br>CYM AU<br>| 44402 | &nbsp;&nbsp;17289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyprium Metals Ltd. <br>CYMXX AU<br>| 6295 | &nbsp;&nbsp;2477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalrymple Bay <br>Infrastructure Ltd.<br>| 51272 | &nbsp;&nbsp;173443 |
|  | Data#3 Ltd. | 17890 | &nbsp;&nbsp;121179 |
| #\* | Deep Yellow Ltd. | 148759 | &nbsp;&nbsp;290493 |
| \* | Develop Global Ltd. | 21464 | &nbsp;&nbsp;77114 |
|  | Dicker Data Ltd. | 12074 | &nbsp;&nbsp;84185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza <br>Enterprises Ltd.<br>| 7320 | &nbsp;&nbsp;115949 |
|  | Downer EDI Ltd. | 154371 | &nbsp;&nbsp;860869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dreadnought <br>Resources Ltd.<br>| 1031730 | &nbsp;&nbsp;18687 |
| \* | DUG Technology Ltd. | 8715 | &nbsp;&nbsp;11375 |
|  | Duratec Ltd. | 11642 | &nbsp;&nbsp;17457 |
|  | Dyno Nobel Ltd. | 135318 | &nbsp;&nbsp;329566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 14721 | &nbsp;&nbsp;273275 |
| \*†† | Elanor Investor Group | 2855 | &nbsp;&nbsp;306 |
| # | Elders Ltd. | 27002 | &nbsp;&nbsp;138323 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Electro Optic Systems <br>Holdings Ltd.<br>| 5176 | &nbsp;&nbsp;31278 |
| \* | Emeco Holdings Ltd. | 55197 | &nbsp;&nbsp;50461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 86706 | &nbsp;&nbsp;407645 |
| #\* | EML Payments Ltd. | 51536 | &nbsp;&nbsp;29387 |
|  | Energy One Ltd. | 1399 | &nbsp;&nbsp;16196 |
|  | Enero Group Ltd. | 7597 | &nbsp;&nbsp;3292 |
|  | EQT Holdings Ltd. | 3576 | &nbsp;&nbsp;61007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Euroz Hartleys Group <br>Ltd.<br>| 14654 | &nbsp;&nbsp;12655 |
|  | EVT Ltd. | 12918 | &nbsp;&nbsp;111844 |
|  | Experience Co. Ltd. | 24597 | &nbsp;&nbsp;2063 |
| # | Fenix Resources Ltd. | 56718 | &nbsp;&nbsp;17264 |
| \* | FireFly Metals Ltd. | 32053 | &nbsp;&nbsp;43962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FleetPartners Group <br>Ltd.<br>| 44716 | &nbsp;&nbsp;88874 |
|  | Fleetwood Ltd. | 9756 | &nbsp;&nbsp;18875 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 21674 | &nbsp;&nbsp;243080 |
| \* | Focus Minerals Ltd. | 15577 | &nbsp;&nbsp;43111 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Digital <br>Ventures Ltd.<br>| 17664 | &nbsp;&nbsp;3746 |
| # | G8 Education Ltd. | 79482 | &nbsp;&nbsp;36930 |
|  | Galan Lithium Ltd. | 3312 | &nbsp;&nbsp;865 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Galan Lithium Ltd. <br>GLN AU<br>| 38880 | &nbsp;&nbsp;10117 |
| \* | Gateway Mining Ltd. | 21766 | &nbsp;&nbsp;1047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generation <br>Development Group <br>Ltd.<br>| 36782 | &nbsp;&nbsp;$136815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genetic Signatures <br>Ltd.<br>| 13548 | &nbsp;&nbsp;1474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GenusPlus Group <br>Ltd.<br>| 7274 | &nbsp;&nbsp;37752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 12925 | &nbsp;&nbsp;38905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 29924 | &nbsp;&nbsp;150052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grange Resources <br>Ltd.<br>| 55500 | &nbsp;&nbsp;9935 |
|  | GWA Group Ltd. | 32736 | &nbsp;&nbsp;60563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 27695 | &nbsp;&nbsp;95642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Havilah Resources <br>Ltd.<br>| 27731 | &nbsp;&nbsp;12148 |
|  | Healius Ltd. | 92037 | &nbsp;&nbsp;57615 |
|  | Helia Group Ltd. | 41663 | &nbsp;&nbsp;168466 |
|  | Helloworld Travel Ltd. | 7031 | &nbsp;&nbsp;9893 |
| # | Humm Group Ltd. | 53557 | &nbsp;&nbsp;27816 |
| # | IDP Education Ltd. | 23172 | &nbsp;&nbsp;100838 |
| \* | IGO Ltd. | 47838 | &nbsp;&nbsp;273453 |
|  | Iluka Resources Ltd. | 55690 | &nbsp;&nbsp;204097 |
|  | Imdex Ltd. | 84077 | &nbsp;&nbsp;217325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immutep Ltd. (IMM <br>AU)<br>| 122328 | &nbsp;&nbsp;33673 |
| #\* | ImpediMed Ltd. | 121421 | &nbsp;&nbsp;1936 |
|  | Inghams Group Ltd. | 50749 | &nbsp;&nbsp;88207 |
| \* | Insignia Financial Ltd. | 101384 | &nbsp;&nbsp;327577 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integral Diagnostics <br>Ltd.<br>| 42340 | &nbsp;&nbsp;76940 |
| #\* | ioneer Ltd. | 214620 | &nbsp;&nbsp;22291 |
|  | IPD Group Ltd. | 4209 | &nbsp;&nbsp;12880 |
|  | IPH Ltd. | 30781 | &nbsp;&nbsp;79871 |
|  | IRESS Ltd. | 20980 | &nbsp;&nbsp;118118 |
|  | IVE Group Ltd. | 19754 | &nbsp;&nbsp;41376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital Holdings <br>Ltd.<br>| 75465 | &nbsp;&nbsp;95099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jumbo Interactive <br>Ltd.<br>| 3461 | &nbsp;&nbsp;24702 |
|  | Jupiter Mines Ltd. | 181844 | &nbsp;&nbsp;34448 |
| # | Karoon Energy Ltd. | 112273 | &nbsp;&nbsp;132914 |
|  | Kelsian Group Ltd. | 17277 | &nbsp;&nbsp;46921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsgate <br>Consolidated Ltd.<br>| 38014 | &nbsp;&nbsp;165872 |
| # | Kogan.com Ltd. | 8216 | &nbsp;&nbsp;20931 |
| # | L1 Group Ltd. | 133242 | &nbsp;&nbsp;113515 |
|  | Lendlease Corp. Ltd. | 83570 | &nbsp;&nbsp;279668 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle Communities <br>Ltd.<br>| 6758 | &nbsp;&nbsp;25940 |
| # | Lindsay Australia Ltd. | 22702 | &nbsp;&nbsp;10524 |
|  | Lovisa Holdings Ltd. | 6999 | &nbsp;&nbsp;150117 |
|  | Lycopodium Ltd. | 4742 | &nbsp;&nbsp;51794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 13440 | &nbsp;&nbsp;96872 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maas Group Holdings <br>Ltd.<br>| 15726 | &nbsp;&nbsp;$59448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macmahon Holdings <br>Ltd.<br>| 161782 | &nbsp;&nbsp;73033 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 1297 | &nbsp;&nbsp;63071 |
| # | Mader Group Ltd. | 4057 | &nbsp;&nbsp;23168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Financial <br>Group Ltd.<br>| 20374 | &nbsp;&nbsp;123169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mayne Pharma Group <br>Ltd.<br>| 14501 | &nbsp;&nbsp;28231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 9141 | &nbsp;&nbsp;108367 |
| \* | Megaport Ltd. | 23110 | &nbsp;&nbsp;184545 |
| \* | Melbana Energy Ltd. | 328430 | &nbsp;&nbsp;2020 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mesoblast Ltd. (MSB <br>AU)<br>| 106728 | &nbsp;&nbsp;187211 |
| \* | Metals X Ltd. | 120257 | &nbsp;&nbsp;107341 |
|  | Metcash Ltd. | 121521 | &nbsp;&nbsp;280157 |
| #\* | Metro Mining Ltd. | 464879 | &nbsp;&nbsp;21507 |
| \* | MGX Resources Ltd. | 74201 | &nbsp;&nbsp;25153 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Michael Hill <br>International Ltd. <br>(MHJ AU)<br>| 13468 | &nbsp;&nbsp;3725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 13437 | &nbsp;&nbsp;289114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monash IVF Group <br>Ltd.<br>| 45202 | &nbsp;&nbsp;22103 |
| \* | Myer Holdings Ltd. | 153762 | &nbsp;&nbsp;46410 |
|  | MyState Ltd. | 22138 | &nbsp;&nbsp;69002 |
| #\* | Nanosonics Ltd. | 23631 | &nbsp;&nbsp;63808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navigator Global <br>Investments Ltd.<br>| 47448 | &nbsp;&nbsp;104488 |
|  | Netwealth Group Ltd. | 5220 | &nbsp;&nbsp;88447 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Neuren <br>Pharmaceuticals <br>Ltd.<br>| 11273 | &nbsp;&nbsp;130530 |
|  | New Hope Corp. Ltd. | 67414 | &nbsp;&nbsp;211390 |
|  | nib holdings Ltd. | 57114 | &nbsp;&nbsp;266392 |
| # | Nick Scali Ltd. | 8901 | &nbsp;&nbsp;151199 |
|  | Nickel Industries Ltd. | 202184 | &nbsp;&nbsp;127996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 175251 | &nbsp;&nbsp;138976 |
| #\* | Novonix Ltd. | 30011 | &nbsp;&nbsp;7829 |
|  | NRW Holdings Ltd. | 72942 | &nbsp;&nbsp;263191 |
| \* | Nufarm Ltd. | 59509 | &nbsp;&nbsp;97175 |
| \* | Nuix Ltd. | 22762 | &nbsp;&nbsp;27240 |
|  | Objective Corp. Ltd. | 2833 | &nbsp;&nbsp;29652 |
| #\* | OFX Group Ltd. | 52215 | &nbsp;&nbsp;18174 |
|  | OM Holdings Ltd. | 27595 | &nbsp;&nbsp;5628 |
| #\* | Omni Bridgeway Ltd. | 38201 | &nbsp;&nbsp;41032 |
|  | oOh!media Ltd. | 67577 | &nbsp;&nbsp;58582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ora Banda Mining <br>Ltd.<br>| 144241 | &nbsp;&nbsp;120901 |
|  | Orora Ltd. | 162854 | &nbsp;&nbsp;231253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Current Group <br>Ltd.<br>| 4674 | &nbsp;&nbsp;32164 |
| #\*,\* | Paladin Energy Ltd. | 55149 | &nbsp;&nbsp;515069 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | Pantoro Gold Ltd. | 53744 | &nbsp;&nbsp;$178297 |
| #\* | Paragon Care Ltd. | 37058 | &nbsp;&nbsp;5407 |
|  | Peet Ltd. | 49105 | &nbsp;&nbsp;68609 |
| #\* | PeopleIN Ltd. | 8094 | &nbsp;&nbsp;3867 |
|  | Pepper Money Ltd. | 21844 | &nbsp;&nbsp;29710 |
|  | Perenti Ltd. | 126654 | &nbsp;&nbsp;243823 |
|  | Perpetual Ltd. | 11636 | &nbsp;&nbsp;145711 |
|  | Perseus Mining Ltd. | 97855 | &nbsp;&nbsp;376888 |
| \* | PEXA Group Ltd. | 18151 | &nbsp;&nbsp;173542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PPK Mining <br>Equipment Group <br>Pty. Ltd.<br>| 3365 | &nbsp;&nbsp;0 |
|  | Praemium Ltd. | 49756 | &nbsp;&nbsp;26122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Investments <br>Ltd.<br>| 8689 | &nbsp;&nbsp;80481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Propel Funeral <br>Partners Ltd.<br>| 12550 | &nbsp;&nbsp;43004 |
| # | PWR Holdings Ltd. | 10527 | &nbsp;&nbsp;68025 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ReadyTech Holdings <br>Ltd.<br>| 3553 | &nbsp;&nbsp;6242 |
| # | Redox Ltd. | 9616 | &nbsp;&nbsp;21141 |
|  | Regal Partners Ltd. | 4358 | &nbsp;&nbsp;9515 |
|  | Regis Healthcare Ltd. | 25606 | &nbsp;&nbsp;120055 |
|  | Regis Resources Ltd. | 115443 | &nbsp;&nbsp;601718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 98851 | &nbsp;&nbsp;256870 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Renascor Resources <br>Ltd.<br>| 207795 | &nbsp;&nbsp;12264 |
| \* | Resolute Mining Ltd. | 375540 | &nbsp;&nbsp;336417 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Retail Food Group <br>Ltd.<br>| 11865 | &nbsp;&nbsp;12297 |
|  | Ridley Corp. Ltd. | 40176 | &nbsp;&nbsp;69742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 17581 | &nbsp;&nbsp;60881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 27789 | &nbsp;&nbsp;377070 |
| \* | Saturn Metals Ltd. | 74987 | &nbsp;&nbsp;25224 |
| \* | Select Harvests Ltd. | 24913 | &nbsp;&nbsp;76816 |
|  | Servcorp Ltd. | 6297 | &nbsp;&nbsp;33839 |
|  | Service Stream Ltd. | 91018 | &nbsp;&nbsp;144255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shape Australia Pty. <br>Ltd.<br>| 4831 | &nbsp;&nbsp;22416 |
| #\* | Silver Mines Ltd. | 121386 | &nbsp;&nbsp;20160 |
|  | Sims Ltd. (SGM AU) | 22887 | &nbsp;&nbsp;320445 |
| \* | SiteMinder Ltd. | 21794 | &nbsp;&nbsp;76446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKS Technologies <br>Group Ltd.<br>| 8076 | &nbsp;&nbsp;19781 |
| \* | Smart Parking Ltd. | 17161 | &nbsp;&nbsp;15476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmartGroup Corp. <br>Ltd.<br>| 17827 | &nbsp;&nbsp;104551 |
|  | Solvar Ltd. | 30308 | &nbsp;&nbsp;39262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 24152 | &nbsp;&nbsp;42894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross Media <br>Group Ltd.<br>| 66672 | &nbsp;&nbsp;29786 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;SpeedCast <br>International Ltd.<br>| 29981 | &nbsp;&nbsp;0 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | SRG Global Ltd. | 67747 | &nbsp;&nbsp;$142064 |
| #\* | St Barbara Ltd. | 175279 | &nbsp;&nbsp;85892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanmore Resources <br>Ltd.<br>| 30674 | &nbsp;&nbsp;64211 |
| # | Steadfast Group Ltd. | 43051 | &nbsp;&nbsp;155909 |
| \* | Strickland Metals Ltd. | 282217 | &nbsp;&nbsp;36788 |
| #\* | Strike Energy Ltd. | 242526 | &nbsp;&nbsp;18537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 22153 | &nbsp;&nbsp;226055 |
| \* | Superloop Ltd. | 103226 | &nbsp;&nbsp;164480 |
| # | Supply Network Ltd. | 852 | &nbsp;&nbsp;21752 |
| #\* | Syrah Resources Ltd. | 39708 | &nbsp;&nbsp;6395 |
|  | Tabcorp Holdings Ltd. | 304304 | &nbsp;&nbsp;186806 |
|  | Tasmea Ltd. | 11889 | &nbsp;&nbsp;34477 |
|  | Ten Sixty Four Ltd. | 15386 | &nbsp;&nbsp;1179 |
| \* | Titan Minerals Ltd. | 34603 | &nbsp;&nbsp;23751 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 22589 | &nbsp;&nbsp;84175 |
| \* | Tuas Ltd. | 33140 | &nbsp;&nbsp;163908 |
| #\* | Tyro Payments Ltd. | 66050 | &nbsp;&nbsp;43601 |
| \* | Vault Minerals Ltd. | 119303 | &nbsp;&nbsp;456545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 81333 | &nbsp;&nbsp;325735 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 97183 | &nbsp;&nbsp;121658 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vulcan Energy <br>Resources Ltd.<br>| 27769 | &nbsp;&nbsp;76137 |
|  | Vulcan Steel Ltd. | 6975 | &nbsp;&nbsp;33579 |
| \* | Vysarn Ltd. | 57066 | &nbsp;&nbsp;31840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wagners Holding Co. <br>Ltd.<br>| 14430 | &nbsp;&nbsp;35972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Washington H Soul <br>Pattinson & Co. <br>Ltd.<br>| 8361 | &nbsp;&nbsp;223854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 38156 | &nbsp;&nbsp;122098 |
| # | Webjet Group Ltd. | 52612 | &nbsp;&nbsp;29367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 163587 | &nbsp;&nbsp;396355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 136031 | &nbsp;&nbsp;645164 |
|  | Whitehaven Coal Ltd. | 69899 | &nbsp;&nbsp;427058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wildcat Resources <br>Ltd.<br>| 21626 | &nbsp;&nbsp;5403 |
|  | XRF Scientific Ltd. | 12477 | &nbsp;&nbsp;18863 |
| #\* | Zip Co. Ltd. | 245680 | &nbsp;&nbsp;453244 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;28470039 |
| AUSTRIA — (1.6%) | AUSTRIA — (1.6%) | AUSTRIA — (1.6%) |  |
| \* | Addiko Bank AG | 2352 | &nbsp;&nbsp;71067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agrana Beteiligungs <br>AG<br>| 2144 | &nbsp;&nbsp;29006 |
|  | ANDRITZ AG | 8743 | &nbsp;&nbsp;756483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AT&S Austria <br>Technologie & <br>Systemtechnik AG<br>| 4664 | &nbsp;&nbsp;209677 |
| Ω | BAWAG Group AG | 13834 | &nbsp;&nbsp;2250457 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CA Immobilien <br>Anlagen AG<br>| 4798 | &nbsp;&nbsp;$143171 |
| \* | CPI Europe AG | 5377 | &nbsp;&nbsp;99184 |
|  | DO & Co. AG | 904 | &nbsp;&nbsp;211411 |
| \* | Eurotelesites AG | 4310 | &nbsp;&nbsp;21696 |
|  | EVN AG | 4306 | &nbsp;&nbsp;145089 |
| \* | FACC AG | 2374 | &nbsp;&nbsp;31779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Immofinanz AG (IIA <br>AV)<br>| 10232 | &nbsp;&nbsp;0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kapsch TrafficCom <br>AG<br>| 757 | &nbsp;&nbsp;5241 |
| #\* | Lenzing AG | 1793 | &nbsp;&nbsp;54131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayr Melnhof Karton <br>AG<br>| 774 | &nbsp;&nbsp;87722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 3173 | &nbsp;&nbsp;123744 |
|  | Palfinger AG | 2888 | &nbsp;&nbsp;124097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;POLYTEC Holding <br>AG<br>| 1603 | &nbsp;&nbsp;7840 |
|  | Porr AG | 3029 | &nbsp;&nbsp;124577 |
| # | SBO AG | 1398 | &nbsp;&nbsp;52522 |
|  | Semperit AG Holding | 1873 | &nbsp;&nbsp;27886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 2747 | &nbsp;&nbsp;284455 |
|  | Telekom Austria AG | 16877 | &nbsp;&nbsp;179229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UBM Development <br>AG<br>| 812 | &nbsp;&nbsp;19268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 16266 | &nbsp;&nbsp;301522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 4107 | &nbsp;&nbsp;322827 |
|  | voestalpine AG | 21274 | &nbsp;&nbsp;1010206 |
|  | Wienerberger AG | 13034 | &nbsp;&nbsp;430833 |
|  | Zumtobel Group AG | 6897 | &nbsp;&nbsp;29247 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;7154367 |
| BELGIUM — (1.3%) | BELGIUM — (1.3%) | BELGIUM — (1.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 2922 | &nbsp;&nbsp;864527 |
|  | Ageas SA | 3392 | &nbsp;&nbsp;240935 |
| \* | AGFA-Gevaert NV | 20629 | &nbsp;&nbsp;12211 |
| \* | Atenor | 3090 | &nbsp;&nbsp;9951 |
|  | Azelis Group NV | 8879 | &nbsp;&nbsp;87925 |
| \* | Banqup Group | 1279 | &nbsp;&nbsp;5181 |
|  | Barco NV | 8285 | &nbsp;&nbsp;113736 |
|  | Bekaert SA | 4681 | &nbsp;&nbsp;229635 |
| #\*†† | Biocartis Group NV | 5650 | &nbsp;&nbsp;0 |
| \* | bpost SA | 14476 | &nbsp;&nbsp;37355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie <br>d'Entreprises CFE<br>| 891 | &nbsp;&nbsp;9668 |
|  | CMB Tech NV | 5418 | &nbsp;&nbsp;71413 |
|  | Colruyt Group NV | 6945 | &nbsp;&nbsp;266130 |
|  | Deceuninck NV | 10393 | &nbsp;&nbsp;28408 |
|  | Deme Group NV | 1159 | &nbsp;&nbsp;231035 |
|  | D'ieteren Group | 1559 | &nbsp;&nbsp;355106 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Econocom Group SA <br>NV<br>| 14168 | &nbsp;&nbsp;$29412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 1783 | &nbsp;&nbsp;76817 |
|  | Fagron | 8950 | &nbsp;&nbsp;235289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galapagos NV (GLPG <br>BB)<br>| 4331 | &nbsp;&nbsp;146004 |
|  | Gimv NV | 3289 | &nbsp;&nbsp;177619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyloris <br>Pharmaceuticals <br>SA<br>| 768 | &nbsp;&nbsp;7254 |
| \* | Immobel SA | 570 | &nbsp;&nbsp;16341 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ion Beam <br>Applications<br>| 3161 | &nbsp;&nbsp;56757 |
|  | Jensen-Group NV | 507 | &nbsp;&nbsp;37860 |
|  | Kinepolis Group NV | 1476 | &nbsp;&nbsp;46748 |
|  | Lotus Bakeries NV | 36 | &nbsp;&nbsp;424427 |
|  | Melexis NV | 2453 | &nbsp;&nbsp;185441 |
| \* | Nyxoah SA | 1031 | &nbsp;&nbsp;4897 |
| #\* | Ontex Group NV | 11107 | &nbsp;&nbsp;64598 |
| \* | Onward Medical NV | 1990 | &nbsp;&nbsp;10159 |
| \* | Orange Belgium SA | 2344 | &nbsp;&nbsp;53461 |
|  | Proximus SADP | 13464 | &nbsp;&nbsp;122844 |
| # | Recticel SA | 4388 | &nbsp;&nbsp;53097 |
|  | Sipef NV | 638 | &nbsp;&nbsp;63576 |
| # | Solvay SA | 13537 | &nbsp;&nbsp;398532 |
|  | Syensqo SA | 5098 | &nbsp;&nbsp;429067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tessenderlo Group <br>SA<br>| 2766 | &nbsp;&nbsp;89728 |
|  | Umicore SA | 16890 | &nbsp;&nbsp;401514 |
|  | Van de Velde NV | 1093 | &nbsp;&nbsp;39248 |
|  | VGP NV | 1798 | &nbsp;&nbsp;220497 |
|  | Viohalco SA | 9200 | &nbsp;&nbsp;141066 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;6095469 |
| CANADA — (12.9%) | CANADA — (12.9%) | CANADA — (12.9%) |  |
| \* | 5N Plus, Inc. | 16307 | &nbsp;&nbsp;288380 |
| # | Acadian Timber Corp. | 1400 | &nbsp;&nbsp;16564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aclara Resources, <br>Inc.<br>| 6200 | &nbsp;&nbsp;16574 |
|  | ADENTRA, Inc. | 1854 | &nbsp;&nbsp;49289 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advantage Energy <br>Ltd.<br>| 23981 | &nbsp;&nbsp;193905 |
|  | Aecon Group, Inc. | 8991 | &nbsp;&nbsp;233087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AG Growth <br>International, Inc.<br>| 2367 | &nbsp;&nbsp;50516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGF Management <br>Ltd., Class B<br>| 7345 | &nbsp;&nbsp;97905 |
| #\* | Aimia, Inc. | 12133 | &nbsp;&nbsp;26732 |
| #\* | Air Canada | 13409 | &nbsp;&nbsp;185627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AirBoss of America <br>Corp.<br>| 2200 | &nbsp;&nbsp;7529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alaris Equity Partners <br>Income<br>| 2438 | &nbsp;&nbsp;38656 |
|  | Algoma Central Corp. | 1600 | &nbsp;&nbsp;22784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algoma Steel Group, <br>Inc. (ASTL US)<br>| 11500 | &nbsp;&nbsp;48070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>CN)<br>| 16126 | &nbsp;&nbsp;$105876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Algonquin Power & <br>Utilities Corp. (AQN <br>US)<br>| 74409 | &nbsp;&nbsp;487379 |
| \* | Allied Gold Corp. | 9747 | &nbsp;&nbsp;307579 |
|  | AltaGas Ltd. | 21393 | &nbsp;&nbsp;645254 |
|  | Altius Minerals Corp. | 4400 | &nbsp;&nbsp;139272 |
|  | Altus Group Ltd. | 6000 | &nbsp;&nbsp;203577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 14600 | &nbsp;&nbsp;59616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andrew Peller Ltd., <br>Class A<br>| 4300 | &nbsp;&nbsp;16516 |
|  | ARC Resources Ltd. | 57712 | &nbsp;&nbsp;1071040 |
| \* | Aritzia, Inc. | 12367 | &nbsp;&nbsp;974810 |
|  | Atco Ltd., Class I | 10207 | &nbsp;&nbsp;443167 |
| \* | Athabasca Oil Corp. | 76206 | &nbsp;&nbsp;447168 |
| \* | ATS Corp. (ATS CN) | 8214 | &nbsp;&nbsp;233453 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aurora Cannabis, Inc. <br>(ACB US)<br>| 651 | &nbsp;&nbsp;2643 |
| \* | AutoCanada, Inc. | 2934 | &nbsp;&nbsp;60031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Avino Silver & Gold <br>Mines Ltd. (ASM <br>US)<br>| 9826 | &nbsp;&nbsp;88336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTG <br>US)<br>| 116197 | &nbsp;&nbsp;569365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 66072 | &nbsp;&nbsp;321711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 4109 | &nbsp;&nbsp;232330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ballard Power <br>Systems, Inc. <br>(BLDP US)<br>| 11601 | &nbsp;&nbsp;27030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bausch Health Cos., <br>Inc. (BHC US)<br>| 36335 | &nbsp;&nbsp;208563 |
|  | Baytex Energy Corp. | 85820 | &nbsp;&nbsp;296224 |
|  | Birchcliff Energy Ltd. | 37934 | &nbsp;&nbsp;203927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bird Construction, <br>Inc.<br>| 10860 | &nbsp;&nbsp;240545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bitfarms Ltd. BITF <br>CN<br>| 5093 | &nbsp;&nbsp;11819 |
| \* | Bitfarms Ltd. BITF US | 54960 | &nbsp;&nbsp;128606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 6496 | &nbsp;&nbsp;78716 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>CN<br>| 26297 | &nbsp;&nbsp;93666 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BlackBerry Ltd. BB <br>US<br>| 44189 | &nbsp;&nbsp;157755 |
|  | BMTC Group, Inc. | 850 | &nbsp;&nbsp;8065 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bonterra Energy <br>Corp.<br>| 3035 | &nbsp;&nbsp;11078 |
| # | Boralex, Inc., Class A | 12043 | &nbsp;&nbsp;223322 |
|  | Boyd Group, Inc. | 3053 | &nbsp;&nbsp;500377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bragg Gaming Group, <br>Inc.<br>| 2243 | &nbsp;&nbsp;4755 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC CN, Class A<br>| 2300 | &nbsp;&nbsp;$109996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield <br>Infrastructure Corp. <br>BIPC US, Class A<br>| 8487 | &nbsp;&nbsp;406103 |
|  | BRP, Inc. (DOO CN) | 1300 | &nbsp;&nbsp;98117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRP, Inc. (DOOO <br>US)<br>| 2085 | &nbsp;&nbsp;157146 |
| \* | CAE, Inc. (CAE CN) | 6136 | &nbsp;&nbsp;196655 |
| \* | CAE, Inc. (CAE US) | 9790 | &nbsp;&nbsp;313672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calfrac Well Services <br>Ltd.<br>| 3300 | &nbsp;&nbsp;12093 |
|  | Calian Group Ltd. | 1900 | &nbsp;&nbsp;94062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canaccord Genuity <br>Group, Inc.<br>| 12896 | &nbsp;&nbsp;112324 |
| \* | Canacol Energy Ltd. | 3610 | &nbsp;&nbsp;4056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS CN)<br>| 900 | &nbsp;&nbsp;10919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS US)<br>| 5272 | &nbsp;&nbsp;64108 |
|  | Canada Packers, Inc. | 2225 | &nbsp;&nbsp;26096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 5934 | &nbsp;&nbsp;730043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Utilities Ltd., <br>Class A<br>| 10890 | &nbsp;&nbsp;352456 |
| \* | Canfor Corp. | 15300 | &nbsp;&nbsp;161129 |
| # | Capital Power Corp. | 17199 | &nbsp;&nbsp;754702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 83957 | &nbsp;&nbsp;930423 |
|  | Cardinal Energy Ltd. | 18431 | &nbsp;&nbsp;120063 |
|  | CareRx Corp. | 3200 | &nbsp;&nbsp;9071 |
|  | Cascades, Inc. | 18429 | &nbsp;&nbsp;173104 |
| \* | Cavvy Energy Ltd. | 4300 | &nbsp;&nbsp;2811 |
|  | Centerra Gold, Inc. | 26068 | &nbsp;&nbsp;436691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 36901 | &nbsp;&nbsp;384823 |
| \* | Cineplex, Inc. | 5627 | &nbsp;&nbsp;39837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 900 | &nbsp;&nbsp;9670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cogeco <br>Communications, <br>Inc.<br>| 2100 | &nbsp;&nbsp;101218 |
|  | Cogeco, Inc. | 800 | &nbsp;&nbsp;39235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>CN)<br>| 1200 | &nbsp;&nbsp;163972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 3381 | &nbsp;&nbsp;462183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 8644 | &nbsp;&nbsp;30662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corby Spirit & Wine <br>Ltd.<br>| 1800 | &nbsp;&nbsp;18335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cronos Group, Inc. <br>(CRON US)<br>| 35986 | &nbsp;&nbsp;$90325 |
| \* | D2L, Inc. | 3600 | &nbsp;&nbsp;28739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 10334 | &nbsp;&nbsp;505752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSG <br>CN)<br>| 2900 | &nbsp;&nbsp;216576 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 1553 | &nbsp;&nbsp;116102 |
|  | Dexterra Group, Inc. | 6209 | &nbsp;&nbsp;58963 |
| \* | Docebo, Inc. | 1007 | &nbsp;&nbsp;19694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doman Building <br>Materials Group <br>Ltd.<br>| 9452 | &nbsp;&nbsp;66709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Lending <br>Centres, Inc.<br>| 1800 | &nbsp;&nbsp;12188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dorel Industries, Inc., <br>Class B<br>| 3700 | &nbsp;&nbsp;5407 |
|  | DPM Metals, Inc. | 40475 | &nbsp;&nbsp;1412233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DREAM Unlimited <br>Corp., Class A<br>| 3625 | &nbsp;&nbsp;52206 |
| # | Dye & Durham Ltd. | 6092 | &nbsp;&nbsp;18656 |
|  | Dynacor Group, Inc. | 4900 | &nbsp;&nbsp;21951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 20400 | &nbsp;&nbsp;259935 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 8595 | &nbsp;&nbsp;368897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 27134 | &nbsp;&nbsp;1164144 |
| \* | Electrovaya, Inc. | 1634 | &nbsp;&nbsp;17696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 20669 | &nbsp;&nbsp;523689 |
| \* | Eloro Resources Ltd. | 11000 | &nbsp;&nbsp;22781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 13058 | &nbsp;&nbsp;426556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFX <br>CN)<br>| 14336 | &nbsp;&nbsp;263105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerflex Ltd. (EFXT <br>US)<br>| 3811 | &nbsp;&nbsp;69970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enghouse Systems <br>Ltd.<br>| 4790 | &nbsp;&nbsp;65818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ensign Energy <br>Services, Inc.<br>| 15950 | &nbsp;&nbsp;36898 |
|  | EQB, Inc. | 4086 | &nbsp;&nbsp;318652 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 16662 | &nbsp;&nbsp;238267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 3789 | &nbsp;&nbsp;127112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO US)<br>| 6844 | &nbsp;&nbsp;229342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 5502 | &nbsp;&nbsp;58428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 3043 | &nbsp;&nbsp;212305 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exco Technologies <br>Ltd.<br>| 4600 | &nbsp;&nbsp;$23614 |
|  | Extendicare, Inc. | 14310 | &nbsp;&nbsp;243711 |
| # | Fiera Capital Corp. | 11800 | &nbsp;&nbsp;51476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 19206 | &nbsp;&nbsp;1204421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 3100 | &nbsp;&nbsp;33216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firm Capital Mortgage <br>Investment Corp.<br>| 4900 | &nbsp;&nbsp;43327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 41075 | &nbsp;&nbsp;856003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 11845 | &nbsp;&nbsp;246617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Mining Gold <br>Corp.<br>| 87500 | &nbsp;&nbsp;43697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV CN)<br>| 2145 | &nbsp;&nbsp;332324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 1213 | &nbsp;&nbsp;188330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Foraco International <br>SA<br>| 7800 | &nbsp;&nbsp;16612 |
| \* | Foran Mining Corp. | 29400 | &nbsp;&nbsp;142288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FSM US)<br>| 19034 | &nbsp;&nbsp;186153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fortuna Mining Corp. <br>(FVI CN)<br>| 30193 | &nbsp;&nbsp;295352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freegold Ventures <br>Ltd.<br>| 5666 | &nbsp;&nbsp;6367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Freehold Royalties <br>Ltd.<br>| 19895 | &nbsp;&nbsp;239327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frontera Energy <br>Corp.<br>| 5580 | &nbsp;&nbsp;38521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU CN<br>| 12801 | &nbsp;&nbsp;33656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Galiano Gold, Inc. <br>GAU US<br>| 8290 | &nbsp;&nbsp;22051 |
|  | Gamehost, Inc. | 2000 | &nbsp;&nbsp;17361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDI Integrated Facility <br>Services, Inc.<br>| 1900 | &nbsp;&nbsp;50749 |
|  | Gibson Energy, Inc. | 20295 | &nbsp;&nbsp;399595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, <br>Inc. (GIL US)<br>| 2266 | &nbsp;&nbsp;147245 |
|  | goeasy Ltd. | 1736 | &nbsp;&nbsp;159518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoGold Resources, <br>Inc.<br>| 52458 | &nbsp;&nbsp;122896 |
| \* | GoldMining, Inc. | 13800 | &nbsp;&nbsp;21688 |
| \* | GoldMoney, Inc. | 1360 | &nbsp;&nbsp;11466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greenfire Resources <br>Ltd.<br>| 7174 | &nbsp;&nbsp;39098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Capital <br>Group Ltd., Class A<br>| 2750 | &nbsp;&nbsp;136081 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Haivision Systems, <br>Inc.<br>| 3200 | &nbsp;&nbsp;19764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 1309 | &nbsp;&nbsp;172617 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Headwater <br>Exploration, Inc.<br>| 37063 | &nbsp;&nbsp;$299411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;High Liner Foods, <br>Inc.<br>| 2300 | &nbsp;&nbsp;26181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HLS Therapeutics, <br>Inc.<br>| 2903 | &nbsp;&nbsp;9573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 40440 | &nbsp;&nbsp;957793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 11918 | &nbsp;&nbsp;282218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 35284 | &nbsp;&nbsp;641463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IMG <br>CN)<br>| 38174 | &nbsp;&nbsp;692747 |
|  | IGM Financial, Inc. | 1536 | &nbsp;&nbsp;74293 |
| \* | Imperial Metals Corp. | 9700 | &nbsp;&nbsp;84630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 2000 | &nbsp;&nbsp;64040 |
| # | InPlay Oil Corp. | 1317 | &nbsp;&nbsp;14108 |
| \* | Interfor Corp. | 7278 | &nbsp;&nbsp;54358 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 5148 | &nbsp;&nbsp;131001 |
| \* | Journey Energy, Inc. | 2400 | &nbsp;&nbsp;6151 |
| \* | K92 Mining, Inc. | 32045 | &nbsp;&nbsp;601528 |
|  | K-Bro Linen, Inc. | 1500 | &nbsp;&nbsp;37587 |
| \* | Kelt Exploration Ltd. | 27188 | &nbsp;&nbsp;155742 |
| # | Keyera Corp. | 25405 | &nbsp;&nbsp;860298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knight Therapeutics, <br>Inc.<br>| 11829 | &nbsp;&nbsp;50386 |
| # | KP Tissue, Inc. | 700 | &nbsp;&nbsp;5192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 8600 | &nbsp;&nbsp;186444 |
| \* | Largo, Inc. (LGO CN) | 1753 | &nbsp;&nbsp;2202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lassonde Industries, <br>Inc., Class A<br>| 500 | &nbsp;&nbsp;81152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laurentian Bank of <br>Canada<br>| 6900 | &nbsp;&nbsp;202695 |
|  | Leon's Furniture Ltd. | 3400 | &nbsp;&nbsp;68717 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD CN)<br>| 1400 | &nbsp;&nbsp;15114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lightspeed <br>Commerce, Inc. <br>(LSPD US)<br>| 16087 | &nbsp;&nbsp;173740 |
|  | Linamar Corp. | 5605 | &nbsp;&nbsp;355322 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lithium Americas <br>Corp.<br>| 5157 | &nbsp;&nbsp;25115 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lucara Diamond <br>Corp.<br>| 52607 | &nbsp;&nbsp;9562 |
|  | Lundin Gold, Inc. | 538 | &nbsp;&nbsp;40333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magellan Aerospace <br>Corp.<br>| 2400 | &nbsp;&nbsp;36697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mainstreet Equity <br>Corp.<br>| 600 | &nbsp;&nbsp;76945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Major Drilling Group <br>International, Inc.<br>| 13573 | &nbsp;&nbsp;148923 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 11125 | &nbsp;&nbsp;$206135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martinrea <br>International, Inc.<br>| 5961 | &nbsp;&nbsp;42508 |
| #\* | Mattr Corp. | 4242 | &nbsp;&nbsp;25608 |
| \* | MDA Space Ltd. | 20089 | &nbsp;&nbsp;566974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 5100 | &nbsp;&nbsp;56819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melcor Developments <br>Ltd.<br>| 2200 | &nbsp;&nbsp;26206 |
|  | Meren Energy, Inc. | 44613 | &nbsp;&nbsp;69787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Methanex Corp. <br>(MEOH US)<br>| 7928 | &nbsp;&nbsp;378324 |
|  | Morguard Corp. | 700 | &nbsp;&nbsp;60662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MTY Food Group, <br>Inc.<br>| 3000 | &nbsp;&nbsp;93438 |
|  | Mullen Group Ltd. | 12988 | &nbsp;&nbsp;153378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neo Performance <br>Materials, Inc.<br>| 5936 | &nbsp;&nbsp;83526 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 103070 | &nbsp;&nbsp;1035507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>US)<br>| 24626 | &nbsp;&nbsp;246999 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;New Pacific Metals <br>Corp.<br>| 4600 | &nbsp;&nbsp;15456 |
| \* | NFI Group, Inc. | 8237 | &nbsp;&nbsp;100055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North American <br>Construction Group <br>Ltd. (NOA CN)<br>| 2300 | &nbsp;&nbsp;34374 |
|  | North West Co., Inc. | 6881 | &nbsp;&nbsp;245647 |
| # | Northland Power, Inc. | 61320 | &nbsp;&nbsp;845281 |
| \* | NuVista Energy Ltd. | 20260 | &nbsp;&nbsp;277345 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Obsidian Energy Ltd. <br>(OBE US)<br>| 12119 | &nbsp;&nbsp;87378 |
|  | OceanaGold Corp. | 37721 | &nbsp;&nbsp;1222231 |
|  | Onex Corp. | 6761 | &nbsp;&nbsp;576074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 14416 | &nbsp;&nbsp;368221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX US)<br>| 15273 | &nbsp;&nbsp;389920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR CN)<br>| 14436 | &nbsp;&nbsp;569213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. <br>(OR US)<br>| 12160 | &nbsp;&nbsp;479590 |
| \* | Orezone Gold Corp. | 16500 | &nbsp;&nbsp;30294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Organigram Global, <br>Inc.<br>| 2430 | &nbsp;&nbsp;3645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Resources <br>Ltd., Class A<br>| 10792 | &nbsp;&nbsp;203539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parex Resources, <br>Inc.<br>| 10169 | &nbsp;&nbsp;150857 |
|  | Pason Systems, Inc. | 13302 | &nbsp;&nbsp;117912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pet Valu Holdings <br>Ltd.<br>| 7829 | &nbsp;&nbsp;156965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Peyto Exploration & <br>Development Corp.<br>| 24580 | &nbsp;&nbsp;442987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHX Energy Services <br>Corp.<br>| 5500 | &nbsp;&nbsp;$33808 |
|  | Pine Cliff Energy Ltd. | 23500 | &nbsp;&nbsp;13289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pizza Pizza Royalty <br>Corp.<br>| 4000 | &nbsp;&nbsp;46091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PMET Resources, <br>Inc.<br>| 9600 | &nbsp;&nbsp;43500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Renewable <br>Energy, Inc.<br>| 3600 | &nbsp;&nbsp;32229 |
|  | Pollard Banknote Ltd. | 1800 | &nbsp;&nbsp;24971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PrairieSky Royalty <br>Ltd.<br>| 29509 | &nbsp;&nbsp;642343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PD CN)<br>| 1930 | &nbsp;&nbsp;153890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Precision Drilling <br>Corp. (PDS US)<br>| 133 | &nbsp;&nbsp;10605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 6089 | &nbsp;&nbsp;418559 |
| # | Propel Holdings, Inc. | 1946 | &nbsp;&nbsp;34828 |
|  | Pulse Seismic, Inc. | 6700 | &nbsp;&nbsp;18846 |
| \* | Quarterhill, Inc. | 23309 | &nbsp;&nbsp;15578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 16496 | &nbsp;&nbsp;601738 |
| \* | Real Matters, Inc. | 4094 | &nbsp;&nbsp;18701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 6969 | &nbsp;&nbsp;208407 |
| # | Rogers Sugar, Inc. | 12650 | &nbsp;&nbsp;57321 |
|  | Russel Metals, Inc. | 8650 | &nbsp;&nbsp;306512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sangoma <br>Technologies Corp.<br>| 3500 | &nbsp;&nbsp;16245 |
| \* | Saturn Oil & Gas, Inc. | 2049 | &nbsp;&nbsp;4755 |
|  | Savaria Corp. | 8482 | &nbsp;&nbsp;147632 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SA US)<br>| 8288 | &nbsp;&nbsp;234219 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seabridge Gold, Inc. <br>(SEA CN)<br>| 3858 | &nbsp;&nbsp;109083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 42069 | &nbsp;&nbsp;542836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 11077 | &nbsp;&nbsp;172543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO CN<br>| 12600 | &nbsp;&nbsp;357925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO US<br>| 7634 | &nbsp;&nbsp;216806 |
| \* | Spartan Delta Corp. | 12672 | &nbsp;&nbsp;85246 |
| Ω | Spin Master Corp. | 5200 | &nbsp;&nbsp;71070 |
|  | Sprott, Inc. (SII CN) | 2798 | &nbsp;&nbsp;343116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 42995 | &nbsp;&nbsp;980120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM US)<br>| 1383 | &nbsp;&nbsp;31574 |
|  | Stella-Jones, Inc. | 9209 | &nbsp;&nbsp;617473 |
| \* | Steppe Gold Ltd. | 14200 | &nbsp;&nbsp;20857 |
| \* | STLLR Gold, Inc. | 11300 | &nbsp;&nbsp;12697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StorageVault Canada, <br>Inc.<br>| 20037 | &nbsp;&nbsp;72988 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strathcona Resources <br>Ltd.<br>| 5442 | &nbsp;&nbsp;$103914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SunOpta, Inc. (SOY <br>CN)<br>| 1950 | &nbsp;&nbsp;8908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SunOpta, Inc. (STKL <br>US)<br>| 8138 | &nbsp;&nbsp;37272 |
|  | Superior Plus Corp. | 25964 | &nbsp;&nbsp;139197 |
|  | Supremex, Inc. | 5800 | &nbsp;&nbsp;15718 |
|  | Surge Energy, Inc. | 12731 | &nbsp;&nbsp;69000 |
|  | Sylogist Ltd. | 3100 | &nbsp;&nbsp;9198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamarack Valley <br>Energy Ltd.<br>| 60509 | &nbsp;&nbsp;409274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 35100 | &nbsp;&nbsp;266798 |
| \* | Telesat Corp. | 700 | &nbsp;&nbsp;20378 |
|  | TELUS Corp. | 3749 | &nbsp;&nbsp;52312 |
| \* | TerrAscend Corp. | 9000 | &nbsp;&nbsp;5684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 1574 | &nbsp;&nbsp;163058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tidewater Midstream <br>& Infrastructure <br>Ltd.<br>| 1765 | &nbsp;&nbsp;7427 |
| #\* | Tilray Brands, Inc. | 2311 | &nbsp;&nbsp;17240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Timbercreek Financial <br>Corp.<br>| 9652 | &nbsp;&nbsp;49548 |
|  | TMX Group Ltd. | 7220 | &nbsp;&nbsp;266551 |
|  | Topaz Energy Corp. | 16546 | &nbsp;&nbsp;354822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 14210 | &nbsp;&nbsp;683967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 7808 | &nbsp;&nbsp;994600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Energy Services, <br>Inc.<br>| 6761 | &nbsp;&nbsp;81874 |
|  | TransAlta Corp. | 11303 | &nbsp;&nbsp;144452 |
|  | TransAlta Corp.  | 29463 | &nbsp;&nbsp;376496 |
| \* | Transat AT, Inc. | 3900 | &nbsp;&nbsp;7390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental, Inc., <br>Class A<br>| 11725 | &nbsp;&nbsp;198911 |
| \*†† | Trevali Mining Corp. | 4900 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trican Well Service <br>Ltd.<br>| 34374 | &nbsp;&nbsp;176458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>CN)<br>| 4938 | &nbsp;&nbsp;166492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 7336 | &nbsp;&nbsp;247370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trisura Group Ltd. <br>(TSU CN)<br>| 5900 | &nbsp;&nbsp;179949 |
| \* | Valeura Energy, Inc. | 3426 | &nbsp;&nbsp;25412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vecima Networks, <br>Inc.<br>| 1200 | &nbsp;&nbsp;8892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET CN)<br>| 3634 | &nbsp;&nbsp;35122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vermilion Energy, Inc. <br>(VET US)<br>| 21479 | &nbsp;&nbsp;207917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>CN)<br>| 1500 | &nbsp;&nbsp;$23288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VersaBank (VBNK <br>US)<br>| 1000 | &nbsp;&nbsp;15510 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Victoria Gold <br>Corp./Vancouver<br>| 1082 | &nbsp;&nbsp;72 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viemed Healthcare, <br>Inc.<br>| 4100 | &nbsp;&nbsp;31447 |
| \* | Vitalhub Corp. | 3821 | &nbsp;&nbsp;23656 |
|  | Wajax Corp. | 2200 | &nbsp;&nbsp;45675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Well Health <br>Technologies Corp.<br>| 27954 | &nbsp;&nbsp;81297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 22185 | &nbsp;&nbsp;363165 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG US)<br>| 1891 | &nbsp;&nbsp;129269 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Western Copper & <br>Gold Corp.<br>| 4800 | &nbsp;&nbsp;15312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 4442 | &nbsp;&nbsp;94702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCP CN<br>| 49134 | &nbsp;&nbsp;448168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whitecap Resources, <br>Inc. WCPRF US<br>| 53176 | &nbsp;&nbsp;484962 |
|  | Winpak Ltd. | 4600 | &nbsp;&nbsp;145299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yangarra Resources <br>Ltd.<br>| 8100 | &nbsp;&nbsp;6484 |
|  | Yellow Pages Ltd. | 1091 | &nbsp;&nbsp;9374 |
| †† | Zenith Capital Corp. | 1300 | &nbsp;&nbsp;29 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;58981428 |
| 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>| 43400 | &nbsp;&nbsp;1040975 |
| DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) |  |
|  | AL Sydbank | 8581 | &nbsp;&nbsp;777177 |
| \* | ALK-Abello AS | 21029 | &nbsp;&nbsp;694877 |
|  | Alm Brand AS | 115559 | &nbsp;&nbsp;319643 |
| # | Ambu AS, Class B | 27639 | &nbsp;&nbsp;374804 |
| \* | Bang & Olufsen AS | 14001 | &nbsp;&nbsp;26045 |
| \* | Bavarian Nordic AS | 11722 | &nbsp;&nbsp;357161 |
| # | cBrain AS | 905 | &nbsp;&nbsp;11664 |
|  | Chemometec AS | 2221 | &nbsp;&nbsp;214655 |
|  | Columbus AS | 16517 | &nbsp;&nbsp;26250 |
|  | D/S Norden AS | 2740 | &nbsp;&nbsp;123767 |
| #\* | Demant AS | 7482 | &nbsp;&nbsp;261895 |
| \* | Dfds AS | 3214 | &nbsp;&nbsp;50379 |
|  | FLSmidth & Co. AS | 7332 | &nbsp;&nbsp;628490 |
|  | Fluegger Group AS | 86 | &nbsp;&nbsp;4851 |
|  | Foroya Banki P | 552 | &nbsp;&nbsp;26601 |
| #\* | GN Store Nord AS | 9867 | &nbsp;&nbsp;173204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GronlandsBANKEN <br>AS<br>| 79 | &nbsp;&nbsp;14645 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNA DC), <br>Class A<br>| 4743 | &nbsp;&nbsp;$27705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 34629 | &nbsp;&nbsp;232165 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;H&H International AS, <br>Class B<br>| 2539 | &nbsp;&nbsp;37668 |
|  | ISS AS | 20273 | &nbsp;&nbsp;768847 |
|  | Jeudan AS | 1628 | &nbsp;&nbsp;52608 |
|  | Jyske Bank AS | 5926 | &nbsp;&nbsp;862390 |
| # | Matas AS | 5454 | &nbsp;&nbsp;83577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 324 | &nbsp;&nbsp;28276 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Netcompany Group <br>AS<br>| 5022 | &nbsp;&nbsp;265055 |
| \* | Nilfisk Holding AS | 2006 | &nbsp;&nbsp;44379 |
| \* | NKT AS | 8648 | &nbsp;&nbsp;1131040 |
| \*Ω | NNIT AS | 1779 | &nbsp;&nbsp;12917 |
| \* | North Media AS | 1083 | &nbsp;&nbsp;7906 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 1294 | &nbsp;&nbsp;39573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 2658 | &nbsp;&nbsp;379038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 3553 | &nbsp;&nbsp;895668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKA <br>DC, Class A<br>| 5409 | &nbsp;&nbsp;183371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS ROCKB <br>DC, Class B<br>| 9284 | &nbsp;&nbsp;313520 |
|  | Royal Unibrew AS | 6337 | &nbsp;&nbsp;597038 |
| \* | RTX AS | 1054 | &nbsp;&nbsp;19159 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandinavian Tobacco <br>Group AS<br>| 6629 | &nbsp;&nbsp;103096 |
|  | Schouw & Co. AS | 1656 | &nbsp;&nbsp;174756 |
| # | Solar AS, Class B | 889 | &nbsp;&nbsp;31424 |
|  | SP Group AS | 1779 | &nbsp;&nbsp;103266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparekassen <br>Sjaelland-Fyn AS<br>| 2633 | &nbsp;&nbsp;155988 |
|  | TCM Group AS | 1034 | &nbsp;&nbsp;11052 |
|  | Tivoli AS | 344 | &nbsp;&nbsp;33711 |
|  | TORM PLC, Class A | 4803 | &nbsp;&nbsp;118072 |
| \* | Trifork Group AG | 711 | &nbsp;&nbsp;10602 |
|  | UIE PLC | 1682 | &nbsp;&nbsp;100363 |
| \* | Zealand Pharma AS | 6046 | &nbsp;&nbsp;404341 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;11314679 |
| FINLAND — (2.4%) | FINLAND — (2.4%) | FINLAND — (2.4%) |  |
|  | Aktia Bank OYJ | 7233 | &nbsp;&nbsp;105451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alandsbanken Abp, <br>Class B<br>| 379 | &nbsp;&nbsp;21244 |
|  | Alma Media OYJ | 4469 | &nbsp;&nbsp;73104 |
|  | Anora Group OYJ | 5909 | &nbsp;&nbsp;30203 |
|  | Aspo OYJ | 2685 | &nbsp;&nbsp;24187 |
|  | Atria OYJ | 2491 | &nbsp;&nbsp;46831 |
|  | Bittium OYJ | 4078 | &nbsp;&nbsp;181823 |
|  | Citycon OYJ | 2833 | &nbsp;&nbsp;12774 |
|  | Digia OYJ | 2833 | &nbsp;&nbsp;21366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
|  | Elisa OYJ | 11400 | &nbsp;&nbsp;$504279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Endomines Finland <br>OYJ<br>| 484 | &nbsp;&nbsp;18565 |
| #Ω | Enento Group OYJ | 1937 | &nbsp;&nbsp;35560 |
| # | eQ OYJ | 761 | &nbsp;&nbsp;9858 |
| # | Finnair OYJ | 15156 | &nbsp;&nbsp;53185 |
| # | Fiskars OYJ Abp | 4519 | &nbsp;&nbsp;65286 |
|  | Gofore OYJ | 378 | &nbsp;&nbsp;5952 |
|  | Harvia OYJ | 2159 | &nbsp;&nbsp;105082 |
|  | Hiab OYJ | 7193 | &nbsp;&nbsp;427418 |
| # | HKFoods OYJ | 1550 | &nbsp;&nbsp;3077 |
|  | Huhtamaki OYJ | 11448 | &nbsp;&nbsp;401765 |
| \* | Incap OYJ | 2671 | &nbsp;&nbsp;31261 |
|  | Kalmar OYJ, Class B | 4700 | &nbsp;&nbsp;240301 |
| # | Kamux Corp. | 4139 | &nbsp;&nbsp;11228 |
|  | Kemira OYJ | 13667 | &nbsp;&nbsp;321459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 6324 | &nbsp;&nbsp;158143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 22629 | &nbsp;&nbsp;572363 |
| \* | Kojamo OYJ | 14800 | &nbsp;&nbsp;167350 |
|  | Konecranes OYJ | 9746 | &nbsp;&nbsp;1147710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lassila & Tikanoja <br>OYJ<br>| 4594 | &nbsp;&nbsp;40841 |
| #\* | Lindex Group OYJ | 8965 | &nbsp;&nbsp;26203 |
|  | Luotea PLC | 4594 | &nbsp;&nbsp;15731 |
|  | Mandatum OYJ | 50257 | &nbsp;&nbsp;409862 |
| # | Marimekko OYJ | 4640 | &nbsp;&nbsp;70797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metsa Board OYJ <br>(METSB FH), <br>Class B<br>| 10758 | &nbsp;&nbsp;33418 |
|  | Metso OYJ | 38248 | &nbsp;&nbsp;747777 |
|  | Nokian Renkaat OYJ | 14728 | &nbsp;&nbsp;188950 |
|  | Olvi OYJ, Class A | 1985 | &nbsp;&nbsp;78817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriola OYJ (OKDBV <br>FH), Class B<br>| 22579 | &nbsp;&nbsp;31216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNAV <br>FH), Class A<br>| 3516 | &nbsp;&nbsp;288695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNBV <br>FH), Class B<br>| 17217 | &nbsp;&nbsp;1423812 |
|  | Outokumpu OYJ | 40599 | &nbsp;&nbsp;227945 |
|  | Pihlajalinna OYJ | 3541 | &nbsp;&nbsp;60492 |
|  | Ponsse OYJ | 1180 | &nbsp;&nbsp;35766 |
|  | Puuilo OYJ | 9163 | &nbsp;&nbsp;133731 |
| #\* | QT Group OYJ | 1392 | &nbsp;&nbsp;43771 |
|  | Raisio OYJ, Class V | 14595 | &nbsp;&nbsp;47504 |
| \* | Rapala VMC OYJ | 3058 | &nbsp;&nbsp;4461 |
|  | Revenio Group OYJ | 2073 | &nbsp;&nbsp;49315 |
|  | Sampo OYJ, Class A | 28802 | &nbsp;&nbsp;321428 |
|  | Sanoma OYJ | 12197 | &nbsp;&nbsp;139527 |
|  | Scanfil OYJ | 1917 | &nbsp;&nbsp;25741 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 35804 | &nbsp;&nbsp;412175 |
|  | Taaleri PLC | 2682 | &nbsp;&nbsp;24354 |
| # | Talenom OYJ | 2896 | &nbsp;&nbsp;8759 |
|  | Teleste OYJ | 1530 | &nbsp;&nbsp;7093 |
| Ω | Terveystalo OYJ | 12756 | &nbsp;&nbsp;153287 |
|  | TietoEVRY OYJ | 12782 | &nbsp;&nbsp;277468 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokmanni Group <br>Corp.<br>| 4962 | &nbsp;&nbsp;$45293 |
|  | Vaisala OYJ, Class A | 2601 | &nbsp;&nbsp;129369 |
| # | Valmet OYJ | 20218 | &nbsp;&nbsp;692801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Verkkokauppa.com <br>OYJ<br>| 4018 | &nbsp;&nbsp;18565 |
| #\* | YIT OYJ | 25055 | &nbsp;&nbsp;91675 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;11103464 |
| FRANCE — (5.2%) | FRANCE — (5.2%) | FRANCE — (5.2%) |  |
| \* | 74Software SA | 775 | &nbsp;&nbsp;33546 |
|  | ABC arbitrage | 3148 | &nbsp;&nbsp;20393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aeroports de Paris <br>SA<br>| 569 | &nbsp;&nbsp;75177 |
|  | AKWEL SADIR | 1182 | &nbsp;&nbsp;11105 |
| \* | Alstom SA | 32087 | &nbsp;&nbsp;1024486 |
|  | Altamir | 1905 | &nbsp;&nbsp;66859 |
|  | Alten SA | 3048 | &nbsp;&nbsp;298798 |
|  | Arkema SA | 6315 | &nbsp;&nbsp;380302 |
|  | Assystem SA | 243 | &nbsp;&nbsp;13666 |
| Ω | Ayvens SA | 27948 | &nbsp;&nbsp;405185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bastide le Confort <br>Medical<br>| 266 | &nbsp;&nbsp;7336 |
| # | Beneteau SACA | 5853 | &nbsp;&nbsp;55045 |
|  | Boiron SA | 776 | &nbsp;&nbsp;27463 |
|  | Bonduelle SCA | 2134 | &nbsp;&nbsp;26762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caisse Regionale de <br>Credit Agricole <br>Mutuel du <br>Languedoc SCCV<br>| 23 | &nbsp;&nbsp;2189 |
|  | Carrefour SA | 64563 | &nbsp;&nbsp;1057488 |
|  | CBo Territoria | 2250 | &nbsp;&nbsp;9918 |
|  | Cie des Alpes | 3270 | &nbsp;&nbsp;100679 |
| \* | Claranova SE | 6744 | &nbsp;&nbsp;10078 |
| \* | Clariane SE | 17537 | &nbsp;&nbsp;79201 |
|  | Coface SA | 23658 | &nbsp;&nbsp;432685 |
|  | Derichebourg SA | 13913 | &nbsp;&nbsp;131128 |
| # | Edenred SE | 16456 | &nbsp;&nbsp;344684 |
|  | Eiffage SA | 2016 | &nbsp;&nbsp;298988 |
| #\* | Ekinops SAS | 2101 | &nbsp;&nbsp;5774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricite de <br>Strasbourg SA<br>| 132 | &nbsp;&nbsp;34073 |
| \*Ω | Elior Group SA | 21448 | &nbsp;&nbsp;72375 |
|  | Elis SA | 24685 | &nbsp;&nbsp;716715 |
| \* | Emeis SA | 8047 | &nbsp;&nbsp;129953 |
|  | Equasens | 286 | &nbsp;&nbsp;13455 |
|  | Eramet SA | 1705 | &nbsp;&nbsp;147762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etablissements Maurel <br>et Prom SA<br>| 13796 | &nbsp;&nbsp;107800 |
|  | Eurazeo SE | 8112 | &nbsp;&nbsp;487280 |
| \* | Euroapi SA | 9294 | &nbsp;&nbsp;23323 |
|  | Eurofins Scientific SE | 4374 | &nbsp;&nbsp;353826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eutelsat <br>Communications <br>SACA<br>| 33157 | &nbsp;&nbsp;90009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exel Industries SA, <br>Class A<br>| 184 | &nbsp;&nbsp;8435 |
|  | Exosens SAS | 3165 | &nbsp;&nbsp;202752 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | FDJ UNITED | 12972 | &nbsp;&nbsp;$343316 |
| \* | Figeac Aero | 1562 | &nbsp;&nbsp;19921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (0QSH <br>LI)<br>| 648 | &nbsp;&nbsp;27193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fnac Darty SA (FNAC <br>FP)<br>| 1685 | &nbsp;&nbsp;70941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forvia SE (FRVIA <br>FP)<br>| 20074 | &nbsp;&nbsp;327757 |
| \* | Gaumont SA | 20 | &nbsp;&nbsp;2397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 6431 | &nbsp;&nbsp;1385549 |
|  | Getlink SE | 7659 | &nbsp;&nbsp;151605 |
|  | GL Events SACA | 1643 | &nbsp;&nbsp;62640 |
|  | Groupe Crit SA | 446 | &nbsp;&nbsp;33634 |
| #\* | Guerbet | 1370 | &nbsp;&nbsp;22285 |
|  | Haulotte Group SA | 1014 | &nbsp;&nbsp;2678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 573 | &nbsp;&nbsp;277928 |
|  | Imerys SA | 5683 | &nbsp;&nbsp;177201 |
| # | Infotel SA | 414 | &nbsp;&nbsp;21361 |
|  | Interparfums SA | 2531 | &nbsp;&nbsp;77051 |
|  | Ipsen SA | 3452 | &nbsp;&nbsp;563937 |
|  | IPSOS SA | 6110 | &nbsp;&nbsp;259209 |
| # | Jacquet Metals SACA | 2005 | &nbsp;&nbsp;55205 |
|  | JCDecaux SE | 7386 | &nbsp;&nbsp;145680 |
|  | Kaufman & Broad SA | 2327 | &nbsp;&nbsp;86584 |
|  | Laurent-Perrier | 396 | &nbsp;&nbsp;42454 |
|  | Linedata Services | 112 | &nbsp;&nbsp;5642 |
|  | LNA Sante SA | 809 | &nbsp;&nbsp;22339 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maisons du Monde <br>SA<br>| 3427 | &nbsp;&nbsp;6502 |
|  | Manitou BF SA | 1600 | &nbsp;&nbsp;42184 |
|  | Mersen SA | 3050 | &nbsp;&nbsp;93257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropole Television <br>SA<br>| 4335 | &nbsp;&nbsp;62096 |
| #\* | Nacon SA | 1747 | &nbsp;&nbsp;819 |
|  | Nexans SA | 6055 | &nbsp;&nbsp;953737 |
| #\* | Nexity SA | 3283 | &nbsp;&nbsp;37121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Atlantic <br>Energies<br>| 336 | &nbsp;&nbsp;18747 |
|  | NRJ Group | 2200 | &nbsp;&nbsp;18934 |
|  | Oeneo SA | 177 | &nbsp;&nbsp;1938 |
|  | Opmobility | 5205 | &nbsp;&nbsp;99726 |
| #\* | OVH Groupe SA | 3817 | &nbsp;&nbsp;45102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pierre Et Vacances <br>SA<br>| 9298 | &nbsp;&nbsp;19956 |
|  | Pluxee NV | 7163 | &nbsp;&nbsp;94896 |
|  | Quadient SA | 4783 | &nbsp;&nbsp;90514 |
| # | Remy Cointreau SA | 1755 | &nbsp;&nbsp;83695 |
| # | Renault SA | 21234 | &nbsp;&nbsp;801358 |
|  | Rexel SA | 29590 | &nbsp;&nbsp;1239986 |
|  | Robertet SA | 78 | &nbsp;&nbsp;78207 |
|  | Rubis SCA | 15073 | &nbsp;&nbsp;610352 |
|  | Samse SACA | 132 | &nbsp;&nbsp;18935 |
|  | Savencia SA | 669 | &nbsp;&nbsp;47414 |
|  | SCOR SE | 24119 | &nbsp;&nbsp;785970 |
|  | SEB SA | 3173 | &nbsp;&nbsp;178984 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 536 | &nbsp;&nbsp;$49969 |
|  | SES SA | 54655 | &nbsp;&nbsp;447654 |
| \*Ω | SMCP SA | 4479 | &nbsp;&nbsp;32561 |
|  | Societe BIC SA | 3290 | &nbsp;&nbsp;211938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Societe des Bains de <br>Mer et du Cercle <br>des Etrangers a <br>Monaco<br>| 252 | &nbsp;&nbsp;39311 |
|  | Societe LDC SADIR | 668 | &nbsp;&nbsp;74897 |
|  | Sodexo SA | 6577 | &nbsp;&nbsp;336029 |
| \* | SOITEC | 1017 | &nbsp;&nbsp;31675 |
| \* | Solutions 30 SE | 7372 | &nbsp;&nbsp;7969 |
|  | Sopra Steria Group | 2094 | &nbsp;&nbsp;382501 |
|  | SPIE SA | 18212 | &nbsp;&nbsp;997906 |
|  | Stef SA | 521 | &nbsp;&nbsp;77324 |
|  | Sword Group | 975 | &nbsp;&nbsp;42199 |
|  | Synergie SE | 1041 | &nbsp;&nbsp;37849 |
|  | Technip Energies NV | 17757 | &nbsp;&nbsp;695886 |
|  | Teleperformance SE | 6817 | &nbsp;&nbsp;440347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Television Francaise 1 <br>SA<br>| 5827 | &nbsp;&nbsp;56320 |
|  | TFF Group | 598 | &nbsp;&nbsp;12017 |
|  | Thermador Groupe | 904 | &nbsp;&nbsp;84368 |
|  | Tikehau Capital SCA | 4027 | &nbsp;&nbsp;76887 |
|  | Trigano SA | 1245 | &nbsp;&nbsp;247719 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ubisoft Entertainment <br>SA<br>| 10592 | &nbsp;&nbsp;54646 |
|  | Valeo SE | 26631 | &nbsp;&nbsp;371939 |
| # | Vallourec SACA | 36664 | &nbsp;&nbsp;778109 |
|  | Vetoquinol SA | 312 | &nbsp;&nbsp;32142 |
|  | Vicat SACA | 3357 | &nbsp;&nbsp;311061 |
|  | VIEL & Cie SA | 4347 | &nbsp;&nbsp;93013 |
|  | Virbac SACA | 342 | &nbsp;&nbsp;142569 |
| \* | Viridien | 1238 | &nbsp;&nbsp;187272 |
|  | Vivendi SE | 119229 | &nbsp;&nbsp;332642 |
| #\* | Voltalia SA | 4789 | &nbsp;&nbsp;40289 |
|  | Vusion | 1041 | &nbsp;&nbsp;162061 |
| # | Wavestone | 677 | &nbsp;&nbsp;48335 |
| #\*Ω | Worldline SA | 16737 | &nbsp;&nbsp;28350 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;X-Fab Silicon <br>Foundries SE<br>| 8082 | &nbsp;&nbsp;49076 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;23936460 |
| GERMANY — (6.1%) | GERMANY — (6.1%) | GERMANY — (6.1%) |  |
|  | 1&1 AG | 8529 | &nbsp;&nbsp;271619 |
| \* | 7C Solarparken AG | 6352 | &nbsp;&nbsp;12761 |
|  | Adesso SE | 441 | &nbsp;&nbsp;42527 |
|  | Adtran Networks SE | 1517 | &nbsp;&nbsp;39927 |
|  | AIXTRON SE | 9634 | &nbsp;&nbsp;221017 |
|  | All for One Group SE | 283 | &nbsp;&nbsp;13466 |
|  | Allgeier SE | 979 | &nbsp;&nbsp;25993 |
|  | Alzchem Group AG | 1350 | &nbsp;&nbsp;246800 |
|  | Amadeus Fire AG | 781 | &nbsp;&nbsp;36017 |
| \* | Aroundtown SA | 163398 | &nbsp;&nbsp;519236 |
|  | Atoss Software SE | 1398 | &nbsp;&nbsp;161118 |
| Ω | Aumann AG | 624 | &nbsp;&nbsp;10393 |
| # | Aurubis AG | 4672 | &nbsp;&nbsp;882232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Bechtle AG | 10363 | &nbsp;&nbsp;$537137 |
| Ω | Befesa SA | 2952 | &nbsp;&nbsp;108119 |
|  | Bertrandt AG | 899 | &nbsp;&nbsp;20461 |
|  | Bijou Brigitte AG | 711 | &nbsp;&nbsp;36520 |
|  | Bilfinger SE | 4196 | &nbsp;&nbsp;587896 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Borussia Dortmund <br>GmbH & Co. KGaA<br>| 11253 | &nbsp;&nbsp;43474 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BRANICKS Group <br>AG<br>| 5249 | &nbsp;&nbsp;12074 |
| # | Brenntag SE | 6053 | &nbsp;&nbsp;368262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CANCOM SE (COK <br>GR)<br>| 2100 | &nbsp;&nbsp;70657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 3341 | &nbsp;&nbsp;110886 |
| \* | Ceconomy AG | 28741 | &nbsp;&nbsp;151879 |
| \* | CENIT AG | 1323 | &nbsp;&nbsp;11001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 855 | &nbsp;&nbsp;102409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 4871 | &nbsp;&nbsp;409364 |
| \*Ω | Delivery Hero SE | 2748 | &nbsp;&nbsp;76639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 2329 | &nbsp;&nbsp;96214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Beteiligungs <br>AG<br>| 1693 | &nbsp;&nbsp;51153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche EuroShop <br>AG<br>| 2391 | &nbsp;&nbsp;54626 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche <br>Pfandbriefbank AG<br>| 20019 | &nbsp;&nbsp;98780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Wohnen <br>SE<br>| 1305 | &nbsp;&nbsp;32445 |
|  | Deutz AG | 10689 | &nbsp;&nbsp;136880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Draegerwerk AG & <br>Co. KGaA<br>| 432 | &nbsp;&nbsp;36372 |
|  | Duerr AG | 7939 | &nbsp;&nbsp;211602 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 3593 | &nbsp;&nbsp;263058 |
|  | Eckert & Ziegler SE | 8883 | &nbsp;&nbsp;157264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EDAG Engineering <br>Group AG<br>| 1225 | &nbsp;&nbsp;5508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 1053 | &nbsp;&nbsp;143298 |
|  | ElringKlinger AG | 4625 | &nbsp;&nbsp;23308 |
| # | Energiekontor AG | 348 | &nbsp;&nbsp;15815 |
|  | Evonik Industries AG | 25540 | &nbsp;&nbsp;395612 |
| #\* | Evotec SE | 12399 | &nbsp;&nbsp;91312 |
|  | Fabasoft AG | 270 | &nbsp;&nbsp;4932 |
|  | Fielmann Group AG | 3979 | &nbsp;&nbsp;195023 |
|  | flatexDEGIRO SE | 20105 | &nbsp;&nbsp;980716 |
| #\* | Formycon AG | 431 | &nbsp;&nbsp;11749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 5454 | &nbsp;&nbsp;504633 |
|  | Freenet AG | 17397 | &nbsp;&nbsp;628191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME GR)<br>| 10984 | &nbsp;&nbsp;494488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 1718 | &nbsp;&nbsp;184557 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | FUCHS SE | 4442 | &nbsp;&nbsp;$156328 |
|  | GEA Group AG | 16219 | &nbsp;&nbsp;1159704 |
| # | Gerresheimer AG | 5211 | &nbsp;&nbsp;155648 |
|  | Gesco SE | 1167 | &nbsp;&nbsp;20814 |
| # | GFT Technologies SE | 2864 | &nbsp;&nbsp;70527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand City Properties <br>SA<br>| 13135 | &nbsp;&nbsp;147214 |
| # | Grenke AG | 2176 | &nbsp;&nbsp;37141 |
|  | Hawesko Holding SE | 351 | &nbsp;&nbsp;8456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberger <br>Druckmaschinen <br>AG<br>| 33592 | &nbsp;&nbsp;73034 |
| #\* | HelloFresh SE | 19635 | &nbsp;&nbsp;128971 |
| # | Hensoldt AG | 9991 | &nbsp;&nbsp;992532 |
| \* | Hoenle AG | 579 | &nbsp;&nbsp;6412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hornbach Holding AG <br>& Co. KGaA<br>| 1627 | &nbsp;&nbsp;155467 |
| # | HUGO BOSS AG | 8152 | &nbsp;&nbsp;338012 |
|  | Indus Holding AG | 1977 | &nbsp;&nbsp;75222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in <br>Traffic Systems SE<br>| 627 | &nbsp;&nbsp;35637 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Instone Real Estate <br>Group SE<br>| 5460 | &nbsp;&nbsp;55748 |
| \* | IONOS Group SE | 4165 | &nbsp;&nbsp;134280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 1884 | &nbsp;&nbsp;46854 |
|  | Jenoptik AG | 6346 | &nbsp;&nbsp;200276 |
| Ω | JOST Werke SE | 1984 | &nbsp;&nbsp;147156 |
| # | K&S AG | 18643 | &nbsp;&nbsp;305461 |
| # | KION Group AG | 10002 | &nbsp;&nbsp;706489 |
| # | Kloeckner & Co. SE | 4004 | &nbsp;&nbsp;52160 |
| #\* | Knaus Tabbert AG | 655 | &nbsp;&nbsp;9938 |
| \* | Koenig & Bauer AG | 2538 | &nbsp;&nbsp;27954 |
| # | Kontron AG | 6182 | &nbsp;&nbsp;171514 |
|  | Krones AG | 3169 | &nbsp;&nbsp;509955 |
|  | KSB SE & Co. KGaA | 31 | &nbsp;&nbsp;38099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KWS Saat SE & Co. <br>KGaA<br>| 1789 | &nbsp;&nbsp;158938 |
|  | Lanxess AG | 11026 | &nbsp;&nbsp;227746 |
|  | LEG Immobilien SE | 13415 | &nbsp;&nbsp;970006 |
|  | Leifheit AG | 1317 | &nbsp;&nbsp;23983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LPKF Laser & <br>Electronics SE<br>| 1120 | &nbsp;&nbsp;10386 |
| #\* | Medios AG | 155 | &nbsp;&nbsp;2938 |
|  | MLP SE | 11878 | &nbsp;&nbsp;103540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mutares SE & Co. <br>KGaA<br>| 2212 | &nbsp;&nbsp;85483 |
|  | Nagarro SE | 445 | &nbsp;&nbsp;37399 |
| # | Nemetschek SE | 4146 | &nbsp;&nbsp;362254 |
| \* | Nordex SE | 13497 | &nbsp;&nbsp;540371 |
| # | Norma Group SE | 4726 | &nbsp;&nbsp;82262 |
|  | Patrizia SE | 7041 | &nbsp;&nbsp;71257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentixapharm Holding <br>AG<br>| 2162 | &nbsp;&nbsp;4839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 72 | &nbsp;&nbsp;14004 |
|  | ProCredit Holding AG | 2799 | &nbsp;&nbsp;28197 |
| # | Puma SE (PUM GR) | 9089 | &nbsp;&nbsp;232333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| \* | PVA TePla AG | 1719 | &nbsp;&nbsp;$53976 |
|  | Rational AG | 592 | &nbsp;&nbsp;474379 |
| # | RENK Group AG | 7853 | &nbsp;&nbsp;505591 |
| # | RTL Group SA | 5870 | &nbsp;&nbsp;255931 |
|  | SAF-Holland SE | 3326 | &nbsp;&nbsp;66863 |
|  | Salzgitter AG | 3659 | &nbsp;&nbsp;196346 |
|  | Schaeffler AG | 22542 | &nbsp;&nbsp;265863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schott Pharma AG & <br>Co. KGaA<br>| 1449 | &nbsp;&nbsp;24646 |
| Ω | Scout24 SE | 3695 | &nbsp;&nbsp;367879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 206 | &nbsp;&nbsp;57870 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SFC Energy AG, <br>Class BR<br>| 590 | &nbsp;&nbsp;9829 |
| \* | SGL Carbon SE | 9673 | &nbsp;&nbsp;46994 |
| # | Siltronic AG | 2576 | &nbsp;&nbsp;159940 |
|  | Sixt SE | 1909 | &nbsp;&nbsp;149592 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SMA Solar Technology <br>AG<br>| 1252 | &nbsp;&nbsp;54466 |
|  | Stabilus SE | 3527 | &nbsp;&nbsp;80969 |
|  | STRATEC SE | 981 | &nbsp;&nbsp;25992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 4913 | &nbsp;&nbsp;196428 |
|  | Suedzucker AG | 9862 | &nbsp;&nbsp;112910 |
|  | Surteco Group SE | 1107 | &nbsp;&nbsp;16984 |
| # | SUSS MicroTec SE | 3160 | &nbsp;&nbsp;185868 |
| # | Symrise AG | 7341 | &nbsp;&nbsp;618017 |
| # | TAG Immobilien AG | 38474 | &nbsp;&nbsp;652725 |
|  | Takkt AG | 5920 | &nbsp;&nbsp;25314 |
| #\*Ω | TeamViewer SE | 18141 | &nbsp;&nbsp;121297 |
|  | Technotrans SE | 1129 | &nbsp;&nbsp;44426 |
|  | thyssenkrupp AG | 96169 | &nbsp;&nbsp;1282002 |
| \* | Tkms AG& Co. KGaA | 4808 | &nbsp;&nbsp;561900 |
| \* | TUI AG | 48603 | &nbsp;&nbsp;518206 |
|  | United Internet AG | 13635 | &nbsp;&nbsp;443587 |
| #\* | Verbio SE | 2874 | &nbsp;&nbsp;84866 |
| # | Vossloh AG | 1662 | &nbsp;&nbsp;159102 |
| # | Wacker Chemie AG | 3201 | &nbsp;&nbsp;259961 |
|  | Wacker Neuson SE | 3888 | &nbsp;&nbsp;88797 |
|  | Washtec AG | 1525 | &nbsp;&nbsp;86930 |
| \* | Westwing Group SE | 1261 | &nbsp;&nbsp;21459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuestenrot & <br>Wuerttembergische <br>AG<br>| 2869 | &nbsp;&nbsp;51068 |
| \*Ω | Zalando SE | 20708 | &nbsp;&nbsp;595466 |
|  | Zeal Network SE | 583 | &nbsp;&nbsp;33559 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;27828357 |
| HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Credit Service <br>Asia Co. Ltd.<br>| 12000 | &nbsp;&nbsp;11450 |
| \* | Allied Group Ltd. | 206000 | &nbsp;&nbsp;76620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analogue Holdings <br>Ltd.<br>| 46000 | &nbsp;&nbsp;5895 |
|  | APAC Resources Ltd. | 13099 | &nbsp;&nbsp;4684 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Future Mobility <br>Group Ltd.<br>| 20600 | &nbsp;&nbsp;1701 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Financial <br>Holdings Ltd.<br>| 54874 | &nbsp;&nbsp;$34276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Standard <br>International Group <br>Ltd.<br>| 98940 | &nbsp;&nbsp;2881 |
| # | ASMPT Ltd. | 24600 | &nbsp;&nbsp;328065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated <br>International Hotels <br>Ltd.<br>| 28000 | &nbsp;&nbsp;19078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 122374 | &nbsp;&nbsp;233747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Smart <br>Securities & <br>Commodities Group <br>Ltd.<br>| 114000 | &nbsp;&nbsp;129123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cafe de Coral <br>Holdings Ltd.<br>| 42000 | &nbsp;&nbsp;25279 |
|  | Chen Hsong Holdings | 30000 | &nbsp;&nbsp;6366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevalier International <br>Holdings Ltd.<br>| 4000 | &nbsp;&nbsp;2212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Development <br>Holdings Ltd.<br>| 16300 | &nbsp;&nbsp;3295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Motor Bus Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;18048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Star <br>Entertainment Ltd.<br>| 180000 | &nbsp;&nbsp;102392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Estates <br>Holdings Ltd.<br>| 61500 | &nbsp;&nbsp;9993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Sang Sang <br>Holdings <br>International Ltd.<br>| 49000 | &nbsp;&nbsp;91741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chuang's Consortium <br>International Ltd.<br>| 100000 | &nbsp;&nbsp;4104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Telecom <br>International <br>Holdings Ltd.<br>| 196000 | &nbsp;&nbsp;64512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CK Life Sciences <br>International <br>Holdings, Inc.<br>| 182000 | &nbsp;&nbsp;19595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;C-Mer Medical <br>Holdings Ltd.<br>| 52000 | &nbsp;&nbsp;10186 |
| #†† | Convoy, Inc. | 516000 | &nbsp;&nbsp;2067 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cowell e Holdings, <br>Inc.<br>| 20000 | &nbsp;&nbsp;77768 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 51000 | &nbsp;&nbsp;48089 |
| \* | CSC Holdings Ltd. | 1321250 | &nbsp;&nbsp;5074 |
| \* | CSI Properties Ltd. | 1203358 | &nbsp;&nbsp;30480 |
|  | CTF Services Ltd. | 205556 | &nbsp;&nbsp;240796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Banking <br>Group Ltd.<br>| 52928 | &nbsp;&nbsp;75394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah Sing Financial <br>Holdings Ltd.<br>| 17806 | &nbsp;&nbsp;86105 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 380000 | &nbsp;&nbsp;40075 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dickson Concepts <br>International Ltd.<br>| 14500 | &nbsp;&nbsp;$10507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 14000 | &nbsp;&nbsp;15908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Nice <br>International <br>Holdings Ltd.<br>| 20000 | &nbsp;&nbsp;8904 |
| # | EC Healthcare | 47000 | &nbsp;&nbsp;4216 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;EcoGreen <br>International Group <br>Ltd.<br>| 38000 | &nbsp;&nbsp;1733 |
| \* | ENM Holdings Ltd. | 144000 | &nbsp;&nbsp;6736 |
| \* | Esprit Holdings Ltd. | 19587 | &nbsp;&nbsp;2497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairwood Holdings <br>Ltd.<br>| 10500 | &nbsp;&nbsp;6079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Consortium <br>International Ltd.<br>| 199803 | &nbsp;&nbsp;21255 |
|  | First Pacific Co. Ltd. | 272000 | &nbsp;&nbsp;212825 |
| #\*Ω | FIT Hon Teng Ltd. | 153000 | &nbsp;&nbsp;95638 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Frontage Holdings <br>Corp.<br>| 90000 | &nbsp;&nbsp;12177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 14000 | &nbsp;&nbsp;10208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 160000 | &nbsp;&nbsp;30106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Sun <br>Enterprises Ltd.<br>| 72000 | &nbsp;&nbsp;12631 |
| \* | GR Life Style Co. Ltd. | 96000 | &nbsp;&nbsp;28137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eagle Holdings <br>Ltd.<br>| 28630 | &nbsp;&nbsp;59106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-Resources Group <br>Ltd.<br>| 42950 | &nbsp;&nbsp;66033 |
|  | Guoco Group Ltd. | 4000 | &nbsp;&nbsp;36593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 246400 | &nbsp;&nbsp;84271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 90000 | &nbsp;&nbsp;193807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Properties <br>Ltd.<br>| 194525 | &nbsp;&nbsp;234728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanison Construction <br>Holdings Ltd.<br>| 27198 | &nbsp;&nbsp;765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbour Centre <br>Development Ltd.<br>| 13500 | &nbsp;&nbsp;8262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HKR International <br>Ltd.<br>| 100386 | &nbsp;&nbsp;15755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Ferry <br>Holdings Co. Ltd.<br>| 23000 | &nbsp;&nbsp;14474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong <br>Technology Venture <br>Co. Ltd.<br>| 44669 | &nbsp;&nbsp;8178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongkong & Shanghai <br>Hotels Ltd.<br>| 59883 | &nbsp;&nbsp;48063 |
| \*Ω | Honma Golf Ltd. | 30500 | &nbsp;&nbsp;12176 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison <br>Telecommunications <br>Hong Kong <br>Holdings Ltd.<br>| 162000 | &nbsp;&nbsp;$24056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hysan Development <br>Co. Ltd.<br>| 68000 | &nbsp;&nbsp;186754 |
|  | IGG, Inc. | 95000 | &nbsp;&nbsp;44809 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 88000 | &nbsp;&nbsp;72129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Housewares Retail <br>Co. Ltd.<br>| 41000 | &nbsp;&nbsp;3670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jacobson Pharma <br>Corp. Ltd.<br>| 56000 | &nbsp;&nbsp;8872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 48937 | &nbsp;&nbsp;168564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Wah International <br>Holdings Ltd.<br>| 109000 | &nbsp;&nbsp;36237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Karrie International <br>Holdings Ltd.<br>| 136000 | &nbsp;&nbsp;42834 |
|  | Kerry Properties Ltd. | 63000 | &nbsp;&nbsp;191253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLN Logistics Group <br>Ltd.<br>| 53000 | &nbsp;&nbsp;47846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kowloon Development <br>Co. Ltd.<br>| 45515 | &nbsp;&nbsp;28608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lai Sun Development <br>Co. Ltd.<br>| 45912 | &nbsp;&nbsp;3901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Langham Hospitality <br>Investments & <br>Langham Hospitality <br>Investments Ltd.<br>| 138408 | &nbsp;&nbsp;8750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liu Chong Hing <br>Investment Ltd.<br>| 30000 | &nbsp;&nbsp;17073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 34000 | &nbsp;&nbsp;139676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 158000 | &nbsp;&nbsp;97999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MECOM Power & <br>Construction Ltd.<br>| 159750 | &nbsp;&nbsp;3448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Melco International <br>Development Ltd.<br>| 76500 | &nbsp;&nbsp;41356 |
| \* | Midland Holdings Ltd. | 78000 | &nbsp;&nbsp;30366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miramar Hotel & <br>Investment<br>| 21000 | &nbsp;&nbsp;29054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 43000 | &nbsp;&nbsp;32409 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mongolian Mining <br>Corp.<br>| 63000 | &nbsp;&nbsp;109102 |
|  | NagaCorp Ltd. | 144547 | &nbsp;&nbsp;85154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 126000 | &nbsp;&nbsp;183326 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;NewOcean Energy <br>Holdings Ltd.<br>| 110000 | &nbsp;&nbsp;0 |
| # | Nissin Foods Co. Ltd. | 28000 | &nbsp;&nbsp;26153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 39606 | &nbsp;&nbsp;17286 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oshidori International <br>Holdings Ltd.<br>| 700200 | &nbsp;&nbsp;$80735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Basin Shipping <br>Ltd.<br>| 569000 | &nbsp;&nbsp;223465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Textiles <br>Holdings Ltd.<br>| 114000 | &nbsp;&nbsp;17973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global <br>Technology Ltd.<br>| 83000 | &nbsp;&nbsp;52379 |
|  | PCCW Ltd. | 309286 | &nbsp;&nbsp;231143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Medical Health <br>Management Ltd.<br>| 60000 | &nbsp;&nbsp;9299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East <br>Holdings Ltd.<br>| 96000 | &nbsp;&nbsp;34513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 40000 | &nbsp;&nbsp;35699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Financial <br>Holdings Ltd.<br>| 70000 | &nbsp;&nbsp;13450 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Regina Miracle <br>International <br>Holdings Ltd.<br>| 43000 | &nbsp;&nbsp;12808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sa Sa International <br>Holdings Ltd.<br>| 124000 | &nbsp;&nbsp;9350 |
| Ω | Samsonite Group SA | 128700 | &nbsp;&nbsp;326984 |
|  | SEA Holdings Ltd. | 40046 | &nbsp;&nbsp;6731 |
|  | Shangri-La Asia Ltd. | 136000 | &nbsp;&nbsp;84803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>HK Ltd.<br>| 55000 | &nbsp;&nbsp;9614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun Tak Holdings <br>Ltd.<br>| 190000 | &nbsp;&nbsp;16324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singamas Container <br>Holdings Ltd.<br>| 194000 | &nbsp;&nbsp;15899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinohope Technology <br>Holdings Ltd.<br>| 24500 | &nbsp;&nbsp;7988 |
| #\* | SJM Holdings Ltd. | 252499 | &nbsp;&nbsp;77494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 43000 | &nbsp;&nbsp;26892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solomon Systech <br>International Ltd.<br>| 200000 | &nbsp;&nbsp;11134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Soundwill Holdings <br>Ltd.<br>| 4000 | &nbsp;&nbsp;3315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 55000 | &nbsp;&nbsp;101680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Hung Kai & Co. <br>Ltd.<br>| 74464 | &nbsp;&nbsp;40942 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SUNeVision Holdings <br>Ltd.<br>| 89000 | &nbsp;&nbsp;75933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI Cheung Holdings <br>Ltd.<br>| 37000 | &nbsp;&nbsp;17893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taung Gold <br>International Ltd.<br>| 142000 | &nbsp;&nbsp;9821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Television Broadcasts <br>Ltd.<br>| 43600 | &nbsp;&nbsp;16959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texhong International <br>Group Ltd.<br>| 35000 | &nbsp;&nbsp;24995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texwinca Holdings <br>Ltd.<br>| 112000 | &nbsp;&nbsp;18661 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongda Group <br>Holdings Ltd.<br>| 15600 | &nbsp;&nbsp;$7423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Town Health <br>International <br>Medical Group Ltd.<br>| 330000 | &nbsp;&nbsp;10135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradelink Electronic <br>Commerce Ltd.<br>| 58000 | &nbsp;&nbsp;8024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport International <br>Holdings Ltd.<br>| 31629 | &nbsp;&nbsp;42032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 70000 | &nbsp;&nbsp;9195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 105000 | &nbsp;&nbsp;159874 |
|  | Upbest Group Ltd. | 148000 | &nbsp;&nbsp;12705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Partners Group <br>Ltd.<br>| 150000 | &nbsp;&nbsp;46788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vitasoy International <br>Holdings Ltd.<br>| 80000 | &nbsp;&nbsp;71563 |
| \* | Viva Goods Co. Ltd. | 296000 | &nbsp;&nbsp;24250 |
| #\* | Vobile Group Ltd. | 94000 | &nbsp;&nbsp;58291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSTECS Holdings <br>Ltd.<br>| 79600 | &nbsp;&nbsp;78757 |
|  | VTech Holdings Ltd. | 18300 | &nbsp;&nbsp;142511 |
| \* | Wang On Group Ltd. | 260000 | &nbsp;&nbsp;798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wealthink <br>AI-Innovation <br>Capital Ltd.<br>| 116000 | &nbsp;&nbsp;2718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing On Co. <br>International Ltd.<br>| 14000 | &nbsp;&nbsp;24703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Properties <br>Ltd.<br>| 56000 | &nbsp;&nbsp;13897 |
|  | Wynn Macau Ltd. | 157200 | &nbsp;&nbsp;116332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 159142 | &nbsp;&nbsp;207953 |
|  | YesAsia Holdings Ltd. | 14000 | &nbsp;&nbsp;6328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 93000 | &nbsp;&nbsp;207418 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yunfeng Financial <br>Group Ltd.<br>| 92000 | &nbsp;&nbsp;37938 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;7658053 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |  |
|  | Cairn Homes PLC | 121347 | &nbsp;&nbsp;299867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBD ID)<br>| 2754 | &nbsp;&nbsp;52678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FBD Holdings PLC <br>(FBH LN)<br>| 1308 | &nbsp;&nbsp;25117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glanbia PLC (GLB <br>ID)<br>| 20272 | &nbsp;&nbsp;390660 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Glenveagh Properties <br>PLC<br>| 39389 | &nbsp;&nbsp;91327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Continental <br>Group PLC (IR5B <br>ID)<br>| 11766 | &nbsp;&nbsp;89281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenmare Resources <br>PLC<br>| 255 | &nbsp;&nbsp;$865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Permanent TSB <br>Group Holdings <br>PLC<br>| 10745 | &nbsp;&nbsp;39742 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;989537 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |  |
|  | Ackerstein Group Ltd. | 7019 | &nbsp;&nbsp;17852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adgar Investment & <br>Development Ltd.<br>| 8764 | &nbsp;&nbsp;13356 |
|  | Afcon Holdings Ltd. | 210 | &nbsp;&nbsp;21826 |
| \* | AFI Properties Ltd. | 633 | &nbsp;&nbsp;48573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 738 | &nbsp;&nbsp;69128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alrov Properties & <br>Lodgings Ltd.<br>| 854 | &nbsp;&nbsp;70965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 12145 | &nbsp;&nbsp;24462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analyst IMS <br>Investment <br>Management <br>Services Ltd.<br>| 877 | &nbsp;&nbsp;44242 |
|  | Arad Ltd. | 1518 | &nbsp;&nbsp;25502 |
| \* | Argo Properties NV | 1330 | &nbsp;&nbsp;53803 |
| \* | Ashdod Refinery Ltd. | 1014 | &nbsp;&nbsp;20951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AudioCodes Ltd. <br>(AUDC US)<br>| 1100 | &nbsp;&nbsp;9185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 4774 | &nbsp;&nbsp;35722 |
|  | Ayalon Holdings Ltd. | 1192 | &nbsp;&nbsp;36070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 16240 | &nbsp;&nbsp;103941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Square Real <br>Estate Ltd.<br>| 659 | &nbsp;&nbsp;96164 |
|  | Carasso Motors Ltd. | 3945 | &nbsp;&nbsp;47303 |
|  | Castro Model Ltd. | 211 | &nbsp;&nbsp;9513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 5444 | &nbsp;&nbsp;64644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CELJF US)<br>| 4034 | &nbsp;&nbsp;48590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cohen Development <br>Gas & Oil Ltd.<br>| 290 | &nbsp;&nbsp;18298 |
| \* | Compugen Ltd. | 3643 | &nbsp;&nbsp;6973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 595 | &nbsp;&nbsp;90658 |
|  | Danya Cebus Ltd. | 1282 | &nbsp;&nbsp;59932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 3967 | &nbsp;&nbsp;29623 |
|  | Delta Galil Ltd. | 722 | &nbsp;&nbsp;39265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 266 | &nbsp;&nbsp;12642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diplomat Holdings <br>Ltd.<br>| 914 | &nbsp;&nbsp;15369 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Direct Finance of <br>Direct Group 2006 <br>Ltd.<br>| 145 | &nbsp;&nbsp;$25471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dor Alon Energy in <br>Israel 1988 Ltd.<br>| 633 | &nbsp;&nbsp;33764 |
|  | Duniec Brothers Ltd. | 612 | &nbsp;&nbsp;53479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 1425 | &nbsp;&nbsp;45616 |
| \* | Ellomay Capital Ltd. | 458 | &nbsp;&nbsp;12311 |
| \* | Equital Ltd. | 1922 | &nbsp;&nbsp;89933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMS Enterprises <br>Migun Ltd.<br>| 605 | &nbsp;&nbsp;52229 |
|  | Fox Wizel Ltd. | 738 | &nbsp;&nbsp;74508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 7256 | &nbsp;&nbsp;140637 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hagag Group Real <br>Estate <br>Development<br>| 1534 | &nbsp;&nbsp;12351 |
|  | Hamat Group Ltd. | 1543 | &nbsp;&nbsp;8488 |
|  | Hilan Ltd. | 509 | &nbsp;&nbsp;40612 |
|  | IDI Insurance Co. Ltd. | 960 | &nbsp;&nbsp;75401 |
| \* | IES Holdings Ltd. | 375 | &nbsp;&nbsp;52677 |
|  | Ilex Medical Ltd. | 584 | &nbsp;&nbsp;11916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 12208 | &nbsp;&nbsp;79478 |
|  | Isracard Ltd. | 23531 | &nbsp;&nbsp;111616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 10812 | &nbsp;&nbsp;61009 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Israel Shipyards <br>Industries Ltd.<br>| 655 | &nbsp;&nbsp;37452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 192 | &nbsp;&nbsp;60738 |
|  | Issta Ltd. | 1352 | &nbsp;&nbsp;48286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kamada Ltd. (KMDA <br>IT)<br>| 3545 | &nbsp;&nbsp;29797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kardan Real Estate <br>Enterprise & <br>Development Ltd.<br>| 14081 | &nbsp;&nbsp;27588 |
|  | Kerur Holdings Ltd. | 747 | &nbsp;&nbsp;22389 |
| # | Klil Industries Ltd. | 43 | &nbsp;&nbsp;2719 |
|  | Kvutzat Acro Ltd. | 1993 | &nbsp;&nbsp;27819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lahav L.R. Real <br>Estate Ltd.<br>| 14044 | &nbsp;&nbsp;43224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land Development <br>Nimrodi Group Ltd.<br>| 2893 | &nbsp;&nbsp;34664 |
|  | Lapidoth Capital Ltd. | 1304 | &nbsp;&nbsp;41012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Libra Insurance Co. <br>Ltd.<br>| 3058 | &nbsp;&nbsp;17838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 507 | &nbsp;&nbsp;60400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC IT)<br>| 2800 | &nbsp;&nbsp;72960 |
| \* | Malam - Team Ltd. | 1290 | &nbsp;&nbsp;54680 |
|  | Max Stock Ltd. | 11180 | &nbsp;&nbsp;100908 |
| #\* | Maytronics Ltd. | 3730 | &nbsp;&nbsp;4370 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean Towers <br>Ltd.<br>| 10111 | &nbsp;&nbsp;$50251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 4797 | &nbsp;&nbsp;186805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MENIF - Financial <br>Services Ltd.<br>| 2666 | &nbsp;&nbsp;21481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meshek Energy <br>Renewable <br>Energies Ltd.<br>| 24168 | &nbsp;&nbsp;83658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meshulam Levinstein <br>Contracting & <br>Engineering Ltd.<br>| 236 | &nbsp;&nbsp;47636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 1009 | &nbsp;&nbsp;133479 |
|  | Nawi Group Ltd. | 3445 | &nbsp;&nbsp;61022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 1971 | &nbsp;&nbsp;113541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neto ME Holdings <br>Ltd.<br>| 211 | &nbsp;&nbsp;18164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexxen International <br>Ltd.<br>| 3352 | &nbsp;&nbsp;36974 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nexxen International <br>Ltd. NEXN US<br>| 2139 | &nbsp;&nbsp;13219 |
|  | Novolog Ltd. | 34768 | &nbsp;&nbsp;13784 |
|  | Oil Refineries Ltd. | 269871 | &nbsp;&nbsp;88744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Palram Industries <br>1990 Ltd.<br>| 2023 | &nbsp;&nbsp;36932 |
| \* | Perion Network Ltd. | 5767 | &nbsp;&nbsp;49965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plasson Industries <br>Ltd.<br>| 468 | &nbsp;&nbsp;25927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyram Plastic <br>Industries Ltd.<br>| 5234 | &nbsp;&nbsp;17478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prashkovsky <br>Investments & <br>Construction Ltd.<br>| 987 | &nbsp;&nbsp;49830 |
| \* | Priortech Ltd. | 621 | &nbsp;&nbsp;51875 |
|  | Qualitau Ltd. | 650 | &nbsp;&nbsp;140560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 <br>Ltd.<br>| 1016 | &nbsp;&nbsp;115784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rani Zim Shopping <br>Centers Ltd.<br>| 3920 | &nbsp;&nbsp;6159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rapac Communication <br>& Infrastructure <br>Ltd.<br>| 465 | &nbsp;&nbsp;11711 |
|  | Retailors Ltd. | 1080 | &nbsp;&nbsp;15413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sano-Brunos <br>Enterprises Ltd.<br>| 278 | &nbsp;&nbsp;37436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scope Metals Group <br>Ltd.<br>| 872 | &nbsp;&nbsp;51533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shikun & Binui Soltec <br>Renewable Energy<br>| 22737 | &nbsp;&nbsp;24981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 4733 | &nbsp;&nbsp;96305 |
| # | Tadiran Group Ltd. | 324 | &nbsp;&nbsp;16061 |
| Ω | Tamar Petroleum Ltd. | 7885 | &nbsp;&nbsp;86743 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
| \* | TAT Technologies Ltd. | 738 | &nbsp;&nbsp;$36284 |
|  | Telsys Ltd. | 225 | &nbsp;&nbsp;16579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 7339 | &nbsp;&nbsp;26399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 3463 | &nbsp;&nbsp;39989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Supermarket <br>Chain Ltd.<br>| 648 | &nbsp;&nbsp;11542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 5651 | &nbsp;&nbsp;87504 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;4724640 |
| ITALY — (3.6%) | ITALY — (3.6%) | ITALY — (3.6%) |  |
|  | A2A SpA | 261372 | &nbsp;&nbsp;788506 |
|  | ACEA SpA | 5746 | &nbsp;&nbsp;160154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroporto Guglielmo <br>Marconi Di Bologna <br>SpA<br>| 1126 | &nbsp;&nbsp;14427 |
|  | Amplifon SpA | 9628 | &nbsp;&nbsp;155229 |
| #\* | Aquafil SpA | 3880 | &nbsp;&nbsp;6598 |
|  | Ariston Holding NV | 3485 | &nbsp;&nbsp;19654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 22214 | &nbsp;&nbsp;56155 |
|  | Ascopiave SpA | 13216 | &nbsp;&nbsp;52716 |
|  | Avio SpA | 2055 | &nbsp;&nbsp;84577 |
|  | Azimut Holding SpA | 14290 | &nbsp;&nbsp;603665 |
|  | B&C Speakers SpA | 545 | &nbsp;&nbsp;9014 |
|  | Banca Generali SpA | 7319 | &nbsp;&nbsp;493155 |
|  | Banca IFIS SpA | 3794 | &nbsp;&nbsp;123549 |
|  | Banca Profilo SpA | 12870 | &nbsp;&nbsp;2730 |
| \*Ω | Banca Sistema SpA | 3568 | &nbsp;&nbsp;6747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco di Desio e della <br>Brianza SpA<br>| 5000 | &nbsp;&nbsp;55293 |
| # | BasicNet SpA | 3725 | &nbsp;&nbsp;31534 |
| \*Ω | BFF Bank SpA | 17862 | &nbsp;&nbsp;171282 |
| # | Biesse SpA | 2760 | &nbsp;&nbsp;20396 |
|  | Brembo NV | 20309 | &nbsp;&nbsp;244304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunello Cucinelli <br>SpA<br>| 5466 | &nbsp;&nbsp;523885 |
|  | Buzzi SpA | 10783 | &nbsp;&nbsp;613768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cairo Communication <br>SpA<br>| 12430 | &nbsp;&nbsp;41345 |
|  | Cembre SpA | 650 | &nbsp;&nbsp;53670 |
|  | Cementir Holding NV | 6965 | &nbsp;&nbsp;156608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CIR SpA-Compagnie <br>Industriali<br>| 101938 | &nbsp;&nbsp;84493 |
|  | Comer Industries SpA | 522 | &nbsp;&nbsp;31919 |
|  | Credito Emiliano SpA | 14468 | &nbsp;&nbsp;266111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;d'Amico International <br>Shipping SA<br>| 10230 | &nbsp;&nbsp;72257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 1875 | &nbsp;&nbsp;138428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 6860 | &nbsp;&nbsp;353917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davide <br>Campari-Milano NV<br>| 44218 | &nbsp;&nbsp;$315151 |
|  | De' Longhi SpA | 4577 | &nbsp;&nbsp;202336 |
| #\* | Digital Bros SpA | 371 | &nbsp;&nbsp;5709 |
| \*Ω | doValue SpA | 726 | &nbsp;&nbsp;2256 |
|  | Emak SpA | 17016 | &nbsp;&nbsp;19022 |
| Ω | Enav SpA | 24013 | &nbsp;&nbsp;138592 |
|  | Equita Group SpA | 2730 | &nbsp;&nbsp;19975 |
|  | ERG SpA | 3795 | &nbsp;&nbsp;101000 |
|  | Esprinet SpA | 3078 | &nbsp;&nbsp;22653 |
|  | Fiera Milano SpA | 1311 | &nbsp;&nbsp;10818 |
|  | Fila SpA | 3109 | &nbsp;&nbsp;33767 |
| \* | Fincantieri SpA | 15871 | &nbsp;&nbsp;301257 |
|  | FNM SpA | 21790 | &nbsp;&nbsp;12812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garofalo Health Care <br>SpA<br>| 3478 | &nbsp;&nbsp;23038 |
| \* | Geox SpA | 11985 | &nbsp;&nbsp;4141 |
| # | GPI SpA | 1749 | &nbsp;&nbsp;37372 |
|  | Hera SpA | 110093 | &nbsp;&nbsp;544820 |
| # | IMMSI SpA | 26564 | &nbsp;&nbsp;16789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrie De Nora <br>SpA<br>| 3309 | &nbsp;&nbsp;29859 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Infrastrutture Wireless <br>Italiane SpA<br>| 16286 | &nbsp;&nbsp;143979 |
|  | Intercos SpA | 2918 | &nbsp;&nbsp;44157 |
|  | Interpump Group SpA | 3763 | &nbsp;&nbsp;218311 |
|  | Iren SpA | 72748 | &nbsp;&nbsp;232855 |
|  | Italgas SpA | 78707 | &nbsp;&nbsp;945600 |
|  | Italmobiliare SpA | 1795 | &nbsp;&nbsp;59271 |
|  | Iveco Group NV | 26294 | &nbsp;&nbsp;588162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lottomatica Group <br>SpA<br>| 32409 | &nbsp;&nbsp;797200 |
|  | LU-VE SpA | 909 | &nbsp;&nbsp;43270 |
|  | Maire SpA | 26791 | &nbsp;&nbsp;468102 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Mariella Burani <br>Fashion Group <br>SpA<br>| 422 | &nbsp;&nbsp;0 |
| # | MARR SpA | 2614 | &nbsp;&nbsp;27767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV, Class A<br>| 31864 | &nbsp;&nbsp;117088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEA IM), <br>Class A<br>| 35632 | &nbsp;&nbsp;132919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MFE-MediaForEurope <br>NV (MFEB IM), <br>Class B<br>| 8379 | &nbsp;&nbsp;40279 |
|  | Moltiply Group SpA | 2280 | &nbsp;&nbsp;94193 |
| \* | NewPrinces SpA | 1779 | &nbsp;&nbsp;41412 |
| #Ω | Nexi SpA | 61370 | &nbsp;&nbsp;262017 |
|  | Orsero SpA | 1122 | &nbsp;&nbsp;25953 |
| Ω | OVS SpA | 28187 | &nbsp;&nbsp;159322 |
|  | Pharmanutra SpA | 513 | &nbsp;&nbsp;38410 |
| \*Ω | Philogen SpA | 459 | &nbsp;&nbsp;11445 |
| # | Piaggio & C SpA | 10436 | &nbsp;&nbsp;21582 |
| Ω | Pirelli & C SpA | 38861 | &nbsp;&nbsp;292631 |
| Ω | RAI Way SpA | 12339 | &nbsp;&nbsp;83667 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 7204 | &nbsp;&nbsp;$396936 |
|  | Reply SpA | 3638 | &nbsp;&nbsp;476953 |
| \* | Revo SpA | 1542 | &nbsp;&nbsp;40889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizzoli Corriere Della <br>Sera Mediagroup <br>SpA<br>| 22611 | &nbsp;&nbsp;26131 |
|  | Sabaf SpA | 1277 | &nbsp;&nbsp;20908 |
| \* | Safilo Group SpA | 25816 | &nbsp;&nbsp;65436 |
| # | Saipem SpA | 195064 | &nbsp;&nbsp;720421 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Salvatore Ferragamo <br>SpA<br>| 3061 | &nbsp;&nbsp;24114 |
| # | Sanlorenzo SpA | 1680 | &nbsp;&nbsp;64371 |
| # | Sesa SpA | 768 | &nbsp;&nbsp;81468 |
|  | Sogefi SpA | 8720 | &nbsp;&nbsp;33215 |
|  | SOL SpA | 4883 | &nbsp;&nbsp;262894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamburi Investment <br>Partners SpA<br>| 12603 | &nbsp;&nbsp;142677 |
| Ω | Technogym SpA | 19877 | &nbsp;&nbsp;415089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 1176651 | &nbsp;&nbsp;798161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 714164 | &nbsp;&nbsp;567064 |
| # | TXT e-solutions SpA | 629 | &nbsp;&nbsp;21256 |
|  | Webuild SpA | 56254 | &nbsp;&nbsp;232999 |
| # | Wiit SpA | 741 | &nbsp;&nbsp;22951 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;16580978 |
| JAPAN — (20.0%) | JAPAN — (20.0%) | JAPAN — (20.0%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;&Do Holdings Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;4235 |
|  | 77 Bank Ltd. | 5202 | &nbsp;&nbsp;285691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;44315 |
|  | Achilles Corp. | 1800 | &nbsp;&nbsp;16962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AD Works Group Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;18630 |
|  | ADEKA Corp. | 10300 | &nbsp;&nbsp;306160 |
| # | Ad-sol Nissin Corp. | 2400 | &nbsp;&nbsp;27405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adtec Plasma <br>Technology Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;8329 |
|  | Advan Group Co. Ltd. | 3100 | &nbsp;&nbsp;19048 |
| #\* | Adventure, Inc. | 300 | &nbsp;&nbsp;3219 |
|  | Adways, Inc. | 4900 | &nbsp;&nbsp;8351 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aeon Fantasy Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;14732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 15200 | &nbsp;&nbsp;165919 |
| # | Aeon Hokkaido Corp. | 4800 | &nbsp;&nbsp;29081 |
|  | Aeon Kyushu Co. Ltd. | 800 | &nbsp;&nbsp;15057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AFC-HD AMS Life <br>Science Co. Ltd.<br>| 1400 | &nbsp;&nbsp;8002 |
| # | Ahresty Corp. | 2700 | &nbsp;&nbsp;14455 |
|  | Ai Holdings Corp. | 3800 | &nbsp;&nbsp;65510 |
| \* | AI inside, Inc. | 200 | &nbsp;&nbsp;3293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Aica Kogyo Co. Ltd. | 5500 | &nbsp;&nbsp;$124842 |
|  | Aichi Corp. | 5600 | &nbsp;&nbsp;49373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial Group, <br>Inc.<br>| 3200 | &nbsp;&nbsp;113538 |
|  | Aichi Steel Corp. | 6000 | &nbsp;&nbsp;119476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Tokei Denki Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;16229 |
|  | Aida Engineering Ltd. | 6800 | &nbsp;&nbsp;52675 |
|  | Aiful Corp. | 43200 | &nbsp;&nbsp;153607 |
|  | Ain Holdings, Inc. | 2800 | &nbsp;&nbsp;116927 |
|  | Aiphone Co. Ltd. | 1800 | &nbsp;&nbsp;34588 |
|  | Air Water, Inc. | 10100 | &nbsp;&nbsp;153310 |
| # | Airman Corp. | 2800 | &nbsp;&nbsp;34955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airport Facilities Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;22227 |
| # | Airtech Japan Ltd. | 1000 | &nbsp;&nbsp;7970 |
|  | Airtrip Corp. | 1800 | &nbsp;&nbsp;8612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aisan Industry Co. <br>Ltd.<br>| 6170 | &nbsp;&nbsp;87821 |
|  | AIT Corp. | 1200 | &nbsp;&nbsp;17407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aizawa Securities <br>Group Co. Ltd.<br>| 1200 | &nbsp;&nbsp;11019 |
|  | Ajis Co. Ltd. | 800 | &nbsp;&nbsp;16352 |
|  | Akatsuki Corp. | 3500 | &nbsp;&nbsp;14084 |
|  | Akatsuki, Inc. | 1100 | &nbsp;&nbsp;18110 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 14000 | &nbsp;&nbsp;10248 |
|  | Akita Bank Ltd. | 2400 | &nbsp;&nbsp;78868 |
| # | Albis Co. Ltd. | 800 | &nbsp;&nbsp;13550 |
|  | Alconix Corp. | 2600 | &nbsp;&nbsp;45624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 17100 | &nbsp;&nbsp;275393 |
|  | Alinco, Inc. | 2200 | &nbsp;&nbsp;15943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alleanza Holdings Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;9774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Allied Telesis Holdings <br>KK<br>| 18800 | &nbsp;&nbsp;38650 |
| # | Alpen Co. Ltd. | 2400 | &nbsp;&nbsp;33681 |
|  | Alpha Corp. | 500 | &nbsp;&nbsp;4132 |
| # | Alpha Systems, Inc. | 500 | &nbsp;&nbsp;12248 |
|  | Alps Alpine Co. Ltd. | 23000 | &nbsp;&nbsp;301252 |
| # | Altech Corp. | 2310 | &nbsp;&nbsp;39278 |
|  | Amano Corp. | 7200 | &nbsp;&nbsp;182733 |
| # | Amiyaki Tei Co. Ltd. | 900 | &nbsp;&nbsp;8080 |
|  | Amuse, Inc. | 1600 | &nbsp;&nbsp;20858 |
| # | Amvis Holdings, Inc. | 8800 | &nbsp;&nbsp;27158 |
|  | Anest Iwata Corp. | 5900 | &nbsp;&nbsp;63085 |
|  | Anicom Holdings, Inc. | 11000 | &nbsp;&nbsp;74845 |
|  | Anycolor, Inc. | 2300 | &nbsp;&nbsp;65657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AOI Electronics Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;8486 |
|  | AOKI Holdings, Inc. | 5300 | &nbsp;&nbsp;63291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Trading Co. <br>Ltd.<br>| 5900 | &nbsp;&nbsp;100144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 3200 | &nbsp;&nbsp;31306 |
|  | Aozora Bank Ltd. | 6700 | &nbsp;&nbsp;108547 |
|  | Appier Group, Inc. | 9200 | &nbsp;&nbsp;61792 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arakawa Chemical <br>Industries Ltd.<br>| 2600 | &nbsp;&nbsp;$22117 |
|  | Arata Corp. | 3600 | &nbsp;&nbsp;71823 |
|  | ARCLANDS Corp. | 7039 | &nbsp;&nbsp;87159 |
|  | Arcs Co. Ltd. | 4600 | &nbsp;&nbsp;103345 |
|  | ARE Holdings, Inc. | 10200 | &nbsp;&nbsp;239120 |
|  | Arealink Co. Ltd. | 4000 | &nbsp;&nbsp;28744 |
|  | Argo Graphics, Inc. | 8000 | &nbsp;&nbsp;74508 |
|  | Ariake Japan Co. Ltd. | 1200 | &nbsp;&nbsp;43502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arisawa <br>Manufacturing Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;46225 |
|  | Artience Co. Ltd. | 3800 | &nbsp;&nbsp;91102 |
| # | Artnature, Inc. | 1000 | &nbsp;&nbsp;5338 |
| # | Artner Co. Ltd. | 1400 | &nbsp;&nbsp;18772 |
|  | As One Corp. | 8000 | &nbsp;&nbsp;120168 |
|  | Asahi Co. Ltd. | 1600 | &nbsp;&nbsp;13342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Diamond <br>Industrial Co. Ltd.<br>| 6600 | &nbsp;&nbsp;38626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;55945 |
|  | Asahi Net, Inc. | 1700 | &nbsp;&nbsp;7806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Printing Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;6358 |
| # | Asahi Yukizai Corp. | 1400 | &nbsp;&nbsp;48916 |
|  | Asanuma Corp. | 6500 | &nbsp;&nbsp;44427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pile Holdings <br>Corp.<br>| 4100 | &nbsp;&nbsp;37323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASKA Pharmaceutical <br>Holdings Co. Ltd.<br>| 3300 | &nbsp;&nbsp;53365 |
|  | ASKUL Corp. | 3200 | &nbsp;&nbsp;28264 |
|  | Asteria Corp. | 3600 | &nbsp;&nbsp;30227 |
|  | Asti Corp. | 400 | &nbsp;&nbsp;6858 |
|  | Atrae, Inc. | 2300 | &nbsp;&nbsp;10319 |
| \* | Atsugi Co. Ltd. | 4000 | &nbsp;&nbsp;29894 |
|  | Aucnet, Inc. | 1800 | &nbsp;&nbsp;23937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobacs Seven Co. <br>Ltd.<br>| 8800 | &nbsp;&nbsp;93743 |
| # | Aval Data Corp. | 1000 | &nbsp;&nbsp;19122 |
|  | Avant Group Corp. | 2800 | &nbsp;&nbsp;29746 |
|  | Avantia Co. Ltd. | 1300 | &nbsp;&nbsp;7136 |
|  | Avex, Inc. | 4000 | &nbsp;&nbsp;30958 |
|  | Awa Bank Ltd. | 4200 | &nbsp;&nbsp;141234 |
|  | Axial Retailing, Inc. | 10400 | &nbsp;&nbsp;78097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 4900 | &nbsp;&nbsp;31451 |
|  | AZOOM Co. Ltd. | 800 | &nbsp;&nbsp;23437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bando Chemical <br>Industries Ltd.<br>| 5100 | &nbsp;&nbsp;66811 |
|  | Bank of Iwate Ltd. | 2000 | &nbsp;&nbsp;79100 |
|  | Bank of Nagoya Ltd. | 3900 | &nbsp;&nbsp;123577 |
|  | Bank of Saga Ltd. | 2500 | &nbsp;&nbsp;74414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Ryukyus <br>Ltd.<br>| 7000 | &nbsp;&nbsp;99877 |
|  | Bank of Toyama Ltd. | 600 | &nbsp;&nbsp;8378 |
|  | Base Co. Ltd. | 1800 | &nbsp;&nbsp;35474 |
| # | Beauty Garage, Inc. | 800 | &nbsp;&nbsp;7574 |
|  | Belc Co. Ltd. | 1400 | &nbsp;&nbsp;69356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 4200 | &nbsp;&nbsp;$38946 |
|  | Belluna Co. Ltd. | 9800 | &nbsp;&nbsp;61717 |
|  | Bic Camera, Inc. | 8800 | &nbsp;&nbsp;97786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 1500 | &nbsp;&nbsp;86073 |
|  | BML, Inc. | 3000 | &nbsp;&nbsp;75921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 1000 | &nbsp;&nbsp;10255 |
|  | Bourbon Corp. | 1100 | &nbsp;&nbsp;19347 |
|  | Br Holdings Corp. | 4900 | &nbsp;&nbsp;11185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BRONCO BILLY Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;24771 |
| # | Buffalo, Inc. | 900 | &nbsp;&nbsp;26209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bull-Dog Sauce Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;15769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 5284 | &nbsp;&nbsp;69089 |
|  | Bushiroad, Inc. | 9800 | &nbsp;&nbsp;17940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Brain <br>Showa-Ota, Inc.<br>| 1800 | &nbsp;&nbsp;39128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 4000 | &nbsp;&nbsp;37085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BuySell Technologies <br>Co. Ltd.<br>| 700 | &nbsp;&nbsp;22196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Uyemura & Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;150341 |
|  | CAC Holdings Corp. | 1700 | &nbsp;&nbsp;22052 |
|  | Calbee, Inc. | 8000 | &nbsp;&nbsp;156528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Career Design Center <br>Co. Ltd.<br>| 1000 | &nbsp;&nbsp;15824 |
|  | Careerlink Co. Ltd. | 600 | &nbsp;&nbsp;10248 |
| # | Carlit Co. Ltd. | 2600 | &nbsp;&nbsp;38166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 12500 | &nbsp;&nbsp;122212 |
|  | Cawachi Ltd. | 1800 | &nbsp;&nbsp;36077 |
|  | CCI Group, Inc. | 24000 | &nbsp;&nbsp;143953 |
|  | Celsys, Inc. | 5600 | &nbsp;&nbsp;52391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 4800 | &nbsp;&nbsp;64902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Glass Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;80151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Security <br>Patrols Co. Ltd.<br>| 1400 | &nbsp;&nbsp;26403 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Sports Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;14173 |
| # | Ceres, Inc. | 600 | &nbsp;&nbsp;7118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Change Holdings, <br>Inc.<br>| 7200 | &nbsp;&nbsp;48976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charm Care Corp. <br>KK<br>| 3100 | &nbsp;&nbsp;26140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiba Kogyo Bank <br>Ltd.<br>| 7400 | &nbsp;&nbsp;95196 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 1700 | &nbsp;&nbsp;15788 |
|  | Chino Corp. | 1800 | &nbsp;&nbsp;16374 |
|  | Chiyoda Co. Ltd. | 4400 | &nbsp;&nbsp;31269 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| #\* | Chiyoda Corp. | 8300 | &nbsp;&nbsp;$68991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chiyoda Integre Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;40647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chofu Seisakusho Co. <br>Ltd.<br>| 3306 | &nbsp;&nbsp;42789 |
|  | Chori Co. Ltd. | 2100 | &nbsp;&nbsp;53633 |
| # | Choushimaru Co. Ltd. | 1200 | &nbsp;&nbsp;12607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Shiryo Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;37434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chubu Steel Plate Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;22827 |
|  | Chudenko Corp. | 2500 | &nbsp;&nbsp;71308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuetsu Pulp & Paper <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;18258 |
|  | Chugai Ro Co. Ltd. | 700 | &nbsp;&nbsp;21228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 19000 | &nbsp;&nbsp;343905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Electric <br>Power Co., Inc.<br>| 35500 | &nbsp;&nbsp;226599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine <br>Paints Ltd.<br>| 5200 | &nbsp;&nbsp;146660 |
| # | Chuo Spring Co. Ltd. | 2000 | &nbsp;&nbsp;44187 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chuo Warehouse Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;11061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 27800 | &nbsp;&nbsp;245702 |
|  | CKD Corp. | 5600 | &nbsp;&nbsp;149375 |
| # | CK-San-Etsu Co. Ltd. | 400 | &nbsp;&nbsp;11064 |
|  | Cleanup Corp. | 3800 | &nbsp;&nbsp;21473 |
|  | CMK Corp. | 9700 | &nbsp;&nbsp;34354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Bottlers <br>Japan Holdings, <br>Inc.<br>| 2000 | &nbsp;&nbsp;44613 |
|  | COLOPL, Inc. | 8600 | &nbsp;&nbsp;24831 |
| # | Colowide Co. Ltd. | 9200 | &nbsp;&nbsp;104950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 2200 | &nbsp;&nbsp;31366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Institute of <br>Japan Ltd.<br>| 6840 | &nbsp;&nbsp;23188 |
|  | Comture Corp. | 2900 | &nbsp;&nbsp;30453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;25037 |
|  | Core Corp. | 800 | &nbsp;&nbsp;11887 |
| # | Corona Corp. | 2600 | &nbsp;&nbsp;15984 |
| # | Cosel Co. Ltd. | 2800 | &nbsp;&nbsp;21117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 1000 | &nbsp;&nbsp;44796 |
| # | Cota Co. Ltd. | 3352 | &nbsp;&nbsp;25460 |
| #\* | Cover Corp. | 1400 | &nbsp;&nbsp;14731 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Create Restaurants <br>Holdings, Inc.<br>| 23800 | &nbsp;&nbsp;113904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 3100 | &nbsp;&nbsp;65116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Creek & River Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;16730 |
|  | Cresco Ltd. | 3600 | &nbsp;&nbsp;39087 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Cross Cat Co. Ltd. | 1200 | &nbsp;&nbsp;$8049 |
| \* | CrowdWorks, Inc. | 1400 | &nbsp;&nbsp;7038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Engineering Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;53523 |
|  | CTS Co. Ltd. | 5000 | &nbsp;&nbsp;32975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 7300 | &nbsp;&nbsp;35207 |
| #\* | CYBERDYNE, Inc. | 12000 | &nbsp;&nbsp;21287 |
|  | Cyberlinks Co. Ltd. | 1300 | &nbsp;&nbsp;10942 |
| # | Cybozu, Inc. | 3300 | &nbsp;&nbsp;50895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai Nippon Toryo Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;30307 |
|  | Daicel Corp. | 18300 | &nbsp;&nbsp;172755 |
| # | Daido Metal Co. Ltd. | 5500 | &nbsp;&nbsp;36590 |
|  | Daido Steel Co. Ltd. | 17200 | &nbsp;&nbsp;220948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihatsu Infinearth <br>Mfg Co. Ltd.<br>| 2400 | &nbsp;&nbsp;38162 |
|  | Daiho Corp. | 7000 | &nbsp;&nbsp;35572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dai-Ichi Cutter Kogyo <br>KK<br>| 900 | &nbsp;&nbsp;8015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Jitsugyo Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;61749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Kensetsu <br>Corp.<br>| 1100 | &nbsp;&nbsp;26844 |
|  | Daiichikosho Co. Ltd. | 8200 | &nbsp;&nbsp;88663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiken Medical Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;8492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiki Aluminium <br>Industry Co. Ltd.<br>| 3900 | &nbsp;&nbsp;33092 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikoku Denki Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;22068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;26267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikyonishikawa <br>Corp.<br>| 4200 | &nbsp;&nbsp;22266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dainichiseika Color & <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;76054 |
|  | Daio Paper Corp. | 9700 | &nbsp;&nbsp;60871 |
|  | Daiseki Co. Ltd. | 5076 | &nbsp;&nbsp;114086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 27600 | &nbsp;&nbsp;329050 |
| # | Daishinku Corp. | 3200 | &nbsp;&nbsp;12190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daisue Construction <br>Co. Ltd.<br>| 500 | &nbsp;&nbsp;12389 |
|  | Daito Bank Ltd. | 1000 | &nbsp;&nbsp;6469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Pharmaceutical <br>Co. Ltd.<br>| 6590 | &nbsp;&nbsp;56889 |
|  | Daitron Co. Ltd. | 3200 | &nbsp;&nbsp;52460 |
|  | Daiwa Industries Ltd. | 4300 | &nbsp;&nbsp;43243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 10700 | &nbsp;&nbsp;210424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 12300 | &nbsp;&nbsp;129688 |
|  | Dear Life Co. Ltd. | 5600 | &nbsp;&nbsp;41542 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | DeNA Co. Ltd. | 7400 | &nbsp;&nbsp;$121352 |
| # | Denka Co. Ltd. | 10800 | &nbsp;&nbsp;207877 |
|  | Dentsu Soken, Inc. | 600 | &nbsp;&nbsp;9458 |
|  | Denyo Co. Ltd. | 2000 | &nbsp;&nbsp;47429 |
|  | Dexerials Corp. | 6700 | &nbsp;&nbsp;117546 |
|  | DIC Corp. | 10500 | &nbsp;&nbsp;256986 |
|  | Digital Arts, Inc. | 1100 | &nbsp;&nbsp;39952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Hearts <br>Holdings Co. Ltd.<br>| 1200 | &nbsp;&nbsp;7142 |
| \* | Digital Holdings, Inc. | 300 | &nbsp;&nbsp;3916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 1600 | &nbsp;&nbsp;13169 |
| # | Dip Corp. | 4800 | &nbsp;&nbsp;63708 |
|  | DKK Co. Ltd. | 1600 | &nbsp;&nbsp;27733 |
| # | DKS Co. Ltd. | 1200 | &nbsp;&nbsp;79664 |
|  | DMG Mori Co. Ltd. | 7100 | &nbsp;&nbsp;125303 |
|  | Doshisha Co. Ltd. | 2900 | &nbsp;&nbsp;60625 |
|  | Double Standard, Inc. | 600 | &nbsp;&nbsp;6531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doutor Nichires <br>Holdings Co. Ltd.<br>| 4112 | &nbsp;&nbsp;74976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;379059 |
|  | DTS Corp. | 19200 | &nbsp;&nbsp;156413 |
|  | Duskin Co. Ltd. | 4400 | &nbsp;&nbsp;120853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DyDo Group Holdings, <br>Inc.<br>| 1800 | &nbsp;&nbsp;28727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagle Industry Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;82121 |
|  | Earth Corp. | 1100 | &nbsp;&nbsp;34767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;16019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Foods Industry, <br>Inc.<br>| 800 | &nbsp;&nbsp;13501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;49879 |
|  | Ebase Co. Ltd. | 3100 | &nbsp;&nbsp;8754 |
| # | Eco's Co. Ltd. | 800 | &nbsp;&nbsp;15771 |
|  | EDION Corp. | 10500 | &nbsp;&nbsp;143728 |
|  | EF-ON, Inc. | 2280 | &nbsp;&nbsp;5463 |
|  | eGuarantee, Inc. | 4000 | &nbsp;&nbsp;45338 |
|  | Ehime Bank Ltd. | 4800 | &nbsp;&nbsp;52799 |
|  | Eidai Co. Ltd. | 3000 | &nbsp;&nbsp;4560 |
|  | Eizo Corp. | 4000 | &nbsp;&nbsp;56008 |
|  | EJ Holdings, Inc. | 1200 | &nbsp;&nbsp;13967 |
|  | Elan Corp. | 1000 | &nbsp;&nbsp;4336 |
|  | Elecom Co. Ltd. | 6500 | &nbsp;&nbsp;69466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Power <br>Development Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;76458 |
|  | EM Systems Co. Ltd. | 4700 | &nbsp;&nbsp;22125 |
|  | en, Inc. | 4100 | &nbsp;&nbsp;38101 |
|  | Endo Lighting Corp. | 1700 | &nbsp;&nbsp;26163 |
|  | Enomoto Co. Ltd. | 1000 | &nbsp;&nbsp;15743 |
| # | Enplas Corp. | 400 | &nbsp;&nbsp;23512 |
| # | Envipro Holdings, Inc. | 1400 | &nbsp;&nbsp;7778 |
|  | eRex Co. Ltd. | 2800 | &nbsp;&nbsp;11408 |
| # | ES-Con Japan Ltd. | 4600 | &nbsp;&nbsp;35517 |
|  | Eslead Corp. | 1000 | &nbsp;&nbsp;43751 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | ESPEC Corp. | 2400 | &nbsp;&nbsp;$53376 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Hospitality <br>Group Co. Ltd.<br>| 1400 | &nbsp;&nbsp;31944 |
| \* | euglena Co. Ltd. | 5000 | &nbsp;&nbsp;13474 |
|  | eWeLL Co. Ltd. | 600 | &nbsp;&nbsp;9715 |
|  | Exedy Corp. | 5100 | &nbsp;&nbsp;187938 |
|  | EXEO Group, Inc. | 19200 | &nbsp;&nbsp;320337 |
|  | Ezaki Glico Co. Ltd. | 6500 | &nbsp;&nbsp;233486 |
|  | F&M Co. Ltd. | 1000 | &nbsp;&nbsp;15755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FALCO HOLDINGS <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;24227 |
|  | FCC Co. Ltd. | 4400 | &nbsp;&nbsp;107121 |
| \* | FDK Corp. | 800 | &nbsp;&nbsp;1999 |
|  | Feed One Co. Ltd. | 3920 | &nbsp;&nbsp;28268 |
| # | Ferrotec Corp. | 6400 | &nbsp;&nbsp;244694 |
|  | Fibergate, Inc. | 1100 | &nbsp;&nbsp;4923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIDEA Holdings Co. <br>Ltd.<br>| 3050 | &nbsp;&nbsp;39574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 6100 | &nbsp;&nbsp;80138 |
|  | FINDEX, Inc. | 1700 | &nbsp;&nbsp;9452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Bank of Toyama <br>Ltd.<br>| 4700 | &nbsp;&nbsp;67699 |
| # | First Juken Co. Ltd. | 900 | &nbsp;&nbsp;6805 |
| # | Fixstars Corp. | 3000 | &nbsp;&nbsp;29477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FJ Next Holdings Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;29408 |
|  | Focus Systems Corp. | 1700 | &nbsp;&nbsp;20191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foster Electric Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;61040 |
|  | FP Corp. | 5300 | &nbsp;&nbsp;90222 |
| # | FP Partner, Inc. | 300 | &nbsp;&nbsp;4359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 3800 | &nbsp;&nbsp;32714 |
|  | Freebit Co. Ltd. | 2000 | &nbsp;&nbsp;21323 |
|  | F-Tech, Inc. | 1600 | &nbsp;&nbsp;8169 |
|  | FTGroup Co. Ltd. | 1100 | &nbsp;&nbsp;9119 |
|  | Fudo Tetra Corp. | 1930 | &nbsp;&nbsp;37489 |
|  | Fuji Co. Ltd. | 3200 | &nbsp;&nbsp;43610 |
|  | Fuji Corp. (6134 JP) | 3700 | &nbsp;&nbsp;91156 |
|  | Fuji Corp. Ltd. | 5200 | &nbsp;&nbsp;27764 |
|  | Fuji Kyuko Co. Ltd. | 2800 | &nbsp;&nbsp;37093 |
|  | Fuji Oil Co. Ltd. | 5400 | &nbsp;&nbsp;141359 |
| # | Fuji Pharma Co. Ltd. | 2000 | &nbsp;&nbsp;24717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 6000 | &nbsp;&nbsp;124084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji United Holdings <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;7367 |
|  | Fujibo Holdings, Inc. | 1500 | &nbsp;&nbsp;83552 |
| # | Fujicco Co. Ltd. | 2800 | &nbsp;&nbsp;29269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Composites, <br>Inc.<br>| 4200 | &nbsp;&nbsp;61673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fujikura Kasei Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;20229 |
|  | Fujimi, Inc. | 6000 | &nbsp;&nbsp;106060 |
|  | Fujishoji Co. Ltd. | 1200 | &nbsp;&nbsp;8465 |
|  | Fujita Kanko, Inc. | 5000 | &nbsp;&nbsp;80590 |
| # | Fujiya Co. Ltd. | 1700 | &nbsp;&nbsp;28157 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | FuKoKu Co. Ltd. | 1200 | &nbsp;&nbsp;$15593 |
|  | Fukuda Corp. | 1000 | &nbsp;&nbsp;50449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;131601 |
| # | Fukui Bank Ltd. | 2700 | &nbsp;&nbsp;51011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 1900 | &nbsp;&nbsp;38887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;74348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;17419 |
|  | Fumakilla Ltd. | 1500 | &nbsp;&nbsp;11237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 9520 | &nbsp;&nbsp;69008 |
|  | Furukawa Co. Ltd. | 4100 | &nbsp;&nbsp;122789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Furuno Electric Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;161531 |
| # | Furuya Metal Co. Ltd. | 1900 | &nbsp;&nbsp;51872 |
|  | Furyu Corp. | 4000 | &nbsp;&nbsp;26691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;96396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Pharmaceutical <br>Industries Ltd.<br>| 1100 | &nbsp;&nbsp;16181 |
| # | Futaba Corp. | 5300 | &nbsp;&nbsp;21983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Futaba Industrial Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;58537 |
|  | Future Corp. | 4100 | &nbsp;&nbsp;50312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 5300 | &nbsp;&nbsp;149046 |
|  | G-7 Holdings, Inc. | 4000 | &nbsp;&nbsp;37767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;32199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gakken Holdings Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;30498 |
|  | Gakkyusha Co. Ltd. | 1000 | &nbsp;&nbsp;15530 |
|  | Galilei Co. Ltd. | 3200 | &nbsp;&nbsp;79826 |
|  | Gecoss Corp. | 2000 | &nbsp;&nbsp;20495 |
| #\* | GENDA, Inc. | 3900 | &nbsp;&nbsp;16909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 1600 | &nbsp;&nbsp;32160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;54537 |
|  | Geo Holdings Corp. | 3300 | &nbsp;&nbsp;38874 |
| # | Gift Holdings, Inc. | 1200 | &nbsp;&nbsp;28479 |
| # | giftee, Inc. | 2900 | &nbsp;&nbsp;23876 |
| # | Giken Ltd. | 1200 | &nbsp;&nbsp;15527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Link <br>Management KK<br>| 1600 | &nbsp;&nbsp;21473 |
|  | GLOBERIDE, Inc. | 2200 | &nbsp;&nbsp;31290 |
|  | Glory Ltd. | 5400 | &nbsp;&nbsp;140658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLtechno Holdings, <br>Inc.<br>| 1300 | &nbsp;&nbsp;27371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 600 | &nbsp;&nbsp;19732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 4400 | &nbsp;&nbsp;25321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO GlobalSign <br>Holdings KK<br>| 400 | &nbsp;&nbsp;$5830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 6000 | &nbsp;&nbsp;149527 |
| # | Godo Steel Ltd. | 1600 | &nbsp;&nbsp;41420 |
|  | Goldcrest Co. Ltd. | 2590 | &nbsp;&nbsp;55670 |
|  | Goldwin, Inc. | 4400 | &nbsp;&nbsp;73432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Good Com Asset Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;19512 |
|  | GREE Holdings, Inc. | 15100 | &nbsp;&nbsp;39581 |
|  | Greens Co. Ltd. | 1600 | &nbsp;&nbsp;21854 |
|  | grems, Inc. | 1700 | &nbsp;&nbsp;26444 |
|  | GS Yuasa Corp. | 10400 | &nbsp;&nbsp;242097 |
|  | GSI Creos Corp. | 1000 | &nbsp;&nbsp;16239 |
|  | G-Tekt Corp. | 3300 | &nbsp;&nbsp;41877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gun-Ei Chemical <br>Industry Co. Ltd.<br>| 700 | &nbsp;&nbsp;22146 |
|  | Gunze Ltd. | 4400 | &nbsp;&nbsp;127903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 7100 | &nbsp;&nbsp;147473 |
|  | H2O Retailing Corp. | 12700 | &nbsp;&nbsp;173912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HABA Laboratories, <br>Inc.<br>| 400 | &nbsp;&nbsp;4409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hagihara Industries, <br>Inc.<br>| 1400 | &nbsp;&nbsp;15428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagiwara Electric <br>Holdings Co. Ltd.<br>| 1000 | &nbsp;&nbsp;23842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hagoromo Foods <br>Corp.<br>| 600 | &nbsp;&nbsp;13158 |
| # | Hakudo Co. Ltd. | 800 | &nbsp;&nbsp;12149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 21600 | &nbsp;&nbsp;161395 |
| # | Hakuto Co. Ltd. | 900 | &nbsp;&nbsp;24163 |
|  | Halows Co. Ltd. | 1600 | &nbsp;&nbsp;47054 |
|  | Hamakyorex Co. Ltd. | 8800 | &nbsp;&nbsp;104384 |
|  | Handsman Co. Ltd. | 800 | &nbsp;&nbsp;4227 |
|  | Hanwa Co. Ltd. | 4200 | &nbsp;&nbsp;213587 |
|  | Happinet Corp. | 4200 | &nbsp;&nbsp;75236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;31558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harima Chemicals <br>Group, Inc.<br>| 2500 | &nbsp;&nbsp;15913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hashimoto Sogyo <br>Holdings Co. Ltd.<br>| 1400 | &nbsp;&nbsp;11803 |
|  | Hazama Ando Corp. | 17510 | &nbsp;&nbsp;226425 |
| # | Heiwado Co. Ltd. | 3500 | &nbsp;&nbsp;66695 |
| # | Hennge KK | 1000 | &nbsp;&nbsp;7507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiya Engineering <br>Ltd.<br>| 2400 | &nbsp;&nbsp;74747 |
|  | Hiday Hidaka Corp. | 2600 | &nbsp;&nbsp;52250 |
| # | HI-LEX Corp. | 3300 | &nbsp;&nbsp;73858 |
| \* | Hino Motors Ltd. | 40700 | &nbsp;&nbsp;109553 |
|  | Hioki EE Corp. | 1400 | &nbsp;&nbsp;55757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirakawa Hewtech <br>Corp.<br>| 1260 | &nbsp;&nbsp;22435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirano Tecseed Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;13099 |
|  | Hirata Corp. | 3300 | &nbsp;&nbsp;54836 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Hirogin Holdings, Inc. | 31900 | &nbsp;&nbsp;$361296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiroshima Electric <br>Railway Co. Ltd.<br>| 2000 | &nbsp;&nbsp;8230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiroshima Gas Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;14525 |
|  | HIS Co. Ltd. | 5900 | &nbsp;&nbsp;49005 |
|  | Hisaka Works Ltd. | 4200 | &nbsp;&nbsp;41896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical Co., <br>Inc.<br>| 3400 | &nbsp;&nbsp;140064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hito Communications <br>Holdings, Inc.<br>| 1000 | &nbsp;&nbsp;6201 |
|  | Hochiki Corp. | 1700 | &nbsp;&nbsp;54372 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hodogaya Chemical <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;23627 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Coca-Cola <br>Bottling Co. Ltd.<br>| 1200 | &nbsp;&nbsp;30864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Electric <br>Power Co., Inc.<br>| 19500 | &nbsp;&nbsp;132339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokkaido Gas Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;63946 |
|  | Hokkan Holdings Ltd. | 1200 | &nbsp;&nbsp;18126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokko Chemical <br>Industry Co. Ltd.<br>| 3300 | &nbsp;&nbsp;37393 |
| # | Hokuetsu Corp. | 14600 | &nbsp;&nbsp;85817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 10639 | &nbsp;&nbsp;365650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Industry Co. Ltd.<br>| 400 | &nbsp;&nbsp;7826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electric <br>Power Co.<br>| 18900 | &nbsp;&nbsp;119543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuriku Electrical <br>Construction Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;18328 |
|  | Hokuto Corp. | 2800 | &nbsp;&nbsp;35901 |
|  | H-One Co. Ltd. | 4000 | &nbsp;&nbsp;37469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeys Holdings Co. <br>Ltd.<br>| 2670 | &nbsp;&nbsp;25438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 5300 | &nbsp;&nbsp;45470 |
|  | Hosiden Corp. | 6600 | &nbsp;&nbsp;109949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hosokawa Micron <br>Corp.<br>| 2000 | &nbsp;&nbsp;79332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;16371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 4100 | &nbsp;&nbsp;79414 |
|  | Howa Machinery Ltd. | 2200 | &nbsp;&nbsp;19657 |
|  | HS Holdings Co. Ltd. | 3300 | &nbsp;&nbsp;27817 |
|  | Hyakugo Bank Ltd. | 24900 | &nbsp;&nbsp;226447 |
|  | Hyakujushi Bank Ltd. | 3400 | &nbsp;&nbsp;183848 |
|  | IBJ, Inc. | 2800 | &nbsp;&nbsp;13096 |
| # | Ichibanya Co. Ltd. | 3600 | &nbsp;&nbsp;20876 |
|  | Ichigo, Inc. | 15400 | &nbsp;&nbsp;40640 |
|  | Ichiken Co. Ltd. | 500 | &nbsp;&nbsp;16139 |
|  | Ichikoh Industries Ltd. | 8700 | &nbsp;&nbsp;28948 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichimasa Kamaboko <br>Co. Ltd.<br>| 1100 | &nbsp;&nbsp;$5312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichinen Holdings Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;42319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichiyoshi Securities <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;55338 |
| # | Icom, Inc. | 1500 | &nbsp;&nbsp;29005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IDEA Consultants, <br>Inc.<br>| 500 | &nbsp;&nbsp;13317 |
|  | Idec Corp. | 4000 | &nbsp;&nbsp;74551 |
|  | IDOM, Inc. | 5100 | &nbsp;&nbsp;50208 |
|  | Iino Kaiun Kaisha Ltd. | 8900 | &nbsp;&nbsp;90308 |
|  | I'll, Inc. | 1700 | &nbsp;&nbsp;27290 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Imasen Electric <br>Industrial<br>| 901 | &nbsp;&nbsp;5171 |
|  | i-mobile Co. Ltd. | 3600 | &nbsp;&nbsp;12071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;17725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 12800 | &nbsp;&nbsp;213200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Seisakusho Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;17572 |
|  | Inabata & Co. Ltd. | 5800 | &nbsp;&nbsp;146801 |
| # | I-NE Co. Ltd. | 800 | &nbsp;&nbsp;6923 |
|  | Ines Corp. | 3000 | &nbsp;&nbsp;36440 |
|  | Infomart Corp. | 17300 | &nbsp;&nbsp;50556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 15800 | &nbsp;&nbsp;236646 |
|  | Innotech Corp. | 2400 | &nbsp;&nbsp;32915 |
|  | Insource Co. Ltd. | 7200 | &nbsp;&nbsp;33774 |
|  | Intage Holdings, Inc. | 1500 | &nbsp;&nbsp;16435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 4700 | &nbsp;&nbsp;75943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inui Global Logistics <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;10058 |
| # | IPS, Inc. | 400 | &nbsp;&nbsp;7649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IR Japan Holdings <br>Ltd.<br>| 1000 | &nbsp;&nbsp;5080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iriso Electronics Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;69109 |
|  | ISB Corp. | 2200 | &nbsp;&nbsp;25814 |
|  | Ise Chemicals Corp. | 4000 | &nbsp;&nbsp;153697 |
|  | Iseki & Co. Ltd. | 2500 | &nbsp;&nbsp;28927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;11981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Sangyo <br>Kaisha Ltd.<br>| 4400 | &nbsp;&nbsp;83538 |
| # | Istyle, Inc. | 9400 | &nbsp;&nbsp;27577 |
|  | Itfor, Inc. | 3600 | &nbsp;&nbsp;39489 |
| # | ITmedia, Inc. | 1700 | &nbsp;&nbsp;18904 |
|  | Ito En Ltd. | 6700 | &nbsp;&nbsp;123817 |
|  | Itochu Enex Co. Ltd. | 5500 | &nbsp;&nbsp;68140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;64290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itoham Yonekyu <br>Holdings, Inc.<br>| 3400 | &nbsp;&nbsp;132367 |
|  | Itoki Corp. | 4500 | &nbsp;&nbsp;75898 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IwaiCosmo Holdings, <br>Inc.<br>| 2900 | &nbsp;&nbsp;$65264 |
| # | Iwaki Co. Ltd. | 1300 | &nbsp;&nbsp;22546 |
|  | Iwatani Corp. | 22700 | &nbsp;&nbsp;269244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iwatsuka <br>Confectionery Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;19723 |
|  | Izumi Co. Ltd. | 3700 | &nbsp;&nbsp;73195 |
|  | J Trust Co. Ltd. | 12548 | &nbsp;&nbsp;39660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;61434 |
|  | Jaccs Co. Ltd. | 2800 | &nbsp;&nbsp;76753 |
| \* | Jade Group, Inc. | 1300 | &nbsp;&nbsp;14037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAFCO Group Co. <br>Ltd.<br>| 6700 | &nbsp;&nbsp;105767 |
|  | JANOME Corp. | 2299 | &nbsp;&nbsp;17837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;219194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 4400 | &nbsp;&nbsp;68742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Cash Machine <br>Co. Ltd.<br>| 4200 | &nbsp;&nbsp;27641 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Japan <br>Communications, <br>Inc.<br>| 19200 | &nbsp;&nbsp;17737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator <br>Service Holdings <br>Co. Ltd.<br>| 15400 | &nbsp;&nbsp;162148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Foundation <br>Engineering Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;12560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Hospice <br>Holdings, Inc.<br>| 500 | &nbsp;&nbsp;3343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 2200 | &nbsp;&nbsp;31693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Lifeline Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;86902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 8700 | &nbsp;&nbsp;100891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Medical <br>Dynamic Marketing, <br>Inc.<br>| 3570 | &nbsp;&nbsp;11235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Petroleum <br>Exploration Co. <br>Ltd.<br>| 16500 | &nbsp;&nbsp;203143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Property <br>Management <br>Center Co. Ltd.<br>| 900 | &nbsp;&nbsp;7455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pulp & Paper <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;99713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan Pure Chemical <br>Co. Ltd.<br>| 1000 | &nbsp;&nbsp;31669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 9300 | &nbsp;&nbsp;127922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;$50214 |
|  | Japan Transcity Corp. | 5400 | &nbsp;&nbsp;42649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Wool Textile <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;62666 |
|  | JBCC Holdings, Inc. | 8000 | &nbsp;&nbsp;77060 |
|  | JCU Corp. | 3500 | &nbsp;&nbsp;127933 |
|  | JDC Corp. | 8000 | &nbsp;&nbsp;32625 |
|  | Jeol Ltd. | 5700 | &nbsp;&nbsp;229955 |
|  | JFE Systems, Inc. | 2200 | &nbsp;&nbsp;32262 |
|  | JGC Holdings Corp. | 26900 | &nbsp;&nbsp;376978 |
|  | Jichodo Co. Ltd. | 200 | &nbsp;&nbsp;12979 |
| #\* | JIG-SAW, Inc. | 800 | &nbsp;&nbsp;13960 |
| # | JINS Holdings, Inc. | 1700 | &nbsp;&nbsp;56906 |
|  | JINUSHI Co. Ltd. | 1600 | &nbsp;&nbsp;32800 |
| # | JK Holdings Co. Ltd. | 2500 | &nbsp;&nbsp;23177 |
|  | J-Lease Co. Ltd. | 2400 | &nbsp;&nbsp;22278 |
|  | JM Holdings Co. Ltd. | 2200 | &nbsp;&nbsp;25492 |
| # | JMS Co. Ltd. | 2200 | &nbsp;&nbsp;6234 |
|  | J-Oil Mills, Inc. | 2600 | &nbsp;&nbsp;34162 |
|  | Joshin Denki Co. Ltd. | 1900 | &nbsp;&nbsp;33747 |
|  | Joyful Honda Co. Ltd. | 5800 | &nbsp;&nbsp;79780 |
| # | JP-Holdings, Inc. | 6800 | &nbsp;&nbsp;30775 |
|  | JSB Co. Ltd. | 1200 | &nbsp;&nbsp;25146 |
|  | JSP Corp. | 1900 | &nbsp;&nbsp;29969 |
|  | JTEKT Corp. | 16506 | &nbsp;&nbsp;194900 |
|  | Juki Corp. | 3700 | &nbsp;&nbsp;12861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 3600 | &nbsp;&nbsp;191430 |
|  | Justsystems Corp. | 5000 | &nbsp;&nbsp;154434 |
|  | JVCKenwood Corp. | 23070 | &nbsp;&nbsp;187511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K&O Energy Group, <br>Inc.<br>| 2300 | &nbsp;&nbsp;63123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kadoya Sesame Mills, <br>Inc.<br>| 400 | &nbsp;&nbsp;10362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;90410 |
| # | Kagome Co. Ltd. | 6600 | &nbsp;&nbsp;116877 |
|  | Kakaku.com, Inc. | 12200 | &nbsp;&nbsp;166508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaken Pharmaceutical <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;94621 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 4000 | &nbsp;&nbsp;14980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kameda Seika Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;45390 |
|  | Kamei Corp. | 3600 | &nbsp;&nbsp;71882 |
|  | Kamigumi Co. Ltd. | 1100 | &nbsp;&nbsp;38495 |
| # | Kanaden Corp. | 3200 | &nbsp;&nbsp;44131 |
|  | Kanadevia Corp. | 20400 | &nbsp;&nbsp;134695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kanagawa Chuo <br>Kotsu Co. Ltd.<br>| 800 | &nbsp;&nbsp;18999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanamic Network Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;5744 |
|  | Kanamoto Co. Ltd. | 4200 | &nbsp;&nbsp;101300 |
|  | Kaneka Corp. | 6500 | &nbsp;&nbsp;197105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaneko Seeds Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;17312 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kanematsu Corp. | 19010 | &nbsp;&nbsp;$249690 |
|  | Kanemi Co. Ltd. | 500 | &nbsp;&nbsp;11390 |
|  | Kansai Paint Co. Ltd. | 10400 | &nbsp;&nbsp;165977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanto Denka Kogyo <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;30122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kappa Create Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;20397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kasumigaseki Capital <br>Co. Ltd.<br>| 1500 | &nbsp;&nbsp;72792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Katakura Industries <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;51330 |
|  | Katitas Co. Ltd. | 6500 | &nbsp;&nbsp;128431 |
|  | Kato Sangyo Co. Ltd. | 2500 | &nbsp;&nbsp;105227 |
|  | Kato Works Co. Ltd. | 1600 | &nbsp;&nbsp;14156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawada Technologies, <br>Inc.<br>| 1800 | &nbsp;&nbsp;54511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawai Musical <br>Instruments <br>Manufacturing Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;22768 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 1600 | &nbsp;&nbsp;33127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;171046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihanshin Building <br>Co. Ltd.<br>| 4100 | &nbsp;&nbsp;50844 |
|  | Keikyu Corp. | 15193 | &nbsp;&nbsp;149322 |
|  | Keio Corp. | 10900 | &nbsp;&nbsp;271861 |
|  | KEIWA, Inc. | 1600 | &nbsp;&nbsp;13737 |
|  | Keiyo Bank Ltd. | 16700 | &nbsp;&nbsp;200652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenko Mayonnaise <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;25929 |
|  | KH Neochem Co. Ltd. | 4500 | &nbsp;&nbsp;74019 |
| # | Kibun Foods, Inc. | 1500 | &nbsp;&nbsp;10678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimura Chemical <br>Plants Co. Ltd.<br>| 3300 | &nbsp;&nbsp;26964 |
| # | King Jim Co. Ltd. | 3000 | &nbsp;&nbsp;15766 |
| # | Kinki Sharyo Co. Ltd. | 700 | &nbsp;&nbsp;11131 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Department <br>Store Co. Ltd.<br>| 1200 | &nbsp;&nbsp;14098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei Pharmaceutical <br>Co. Ltd.<br>| 3800 | &nbsp;&nbsp;113183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate <br>Co. Ltd.<br>| 1100 | &nbsp;&nbsp;44995 |
|  | Kitagawa Corp. | 1600 | &nbsp;&nbsp;18320 |
|  | Kita-Nippon Bank Ltd. | 1000 | &nbsp;&nbsp;30382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kitano Construction <br>Corp.<br>| 2800 | &nbsp;&nbsp;28089 |
|  | Kitz Corp. | 7900 | &nbsp;&nbsp;103107 |
|  | Kiyo Bank Ltd. | 7900 | &nbsp;&nbsp;192932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KNT-CT Holdings Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;10165 |
|  | Koa Corp. | 4700 | &nbsp;&nbsp;47362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;26130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kobe Electric Railway <br>Co. Ltd.<br>| 899 | &nbsp;&nbsp;14390 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kohnan Shoji Co. Ltd. | 2700 | &nbsp;&nbsp;$67950 |
|  | Kohsoku Corp. | 200 | &nbsp;&nbsp;3888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koike Sanso Kogyo <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;24293 |
| # | Kojima Co. Ltd. | 5300 | &nbsp;&nbsp;42824 |
|  | Kokuyo Co. Ltd. | 11700 | &nbsp;&nbsp;68550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Matere Co. <br>Ltd.<br>| 4200 | &nbsp;&nbsp;23606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komatsu Wall Industry <br>Co. Ltd.<br>| 2400 | &nbsp;&nbsp;44046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;95328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Komehyo Holdings <br>Co. Ltd.<br>| 800 | &nbsp;&nbsp;17270 |
|  | Komeri Co. Ltd. | 4600 | &nbsp;&nbsp;98158 |
|  | Komori Corp. | 4700 | &nbsp;&nbsp;51016 |
| # | Konaka Co. Ltd. | 1760 | &nbsp;&nbsp;2845 |
| # | Kondotec, Inc. | 2900 | &nbsp;&nbsp;27967 |
|  | Konica Minolta, Inc. | 59200 | &nbsp;&nbsp;259133 |
|  | Konishi Co. Ltd. | 8000 | &nbsp;&nbsp;67486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;62417 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Konoshima Chemical <br>Co. Ltd.<br>| 800 | &nbsp;&nbsp;8440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 9500 | &nbsp;&nbsp;30662 |
| # | Kose Holdings Corp. | 4200 | &nbsp;&nbsp;149840 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koshidaka Holdings <br>Co. Ltd.<br>| 5700 | &nbsp;&nbsp;44011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 10400 | &nbsp;&nbsp;120784 |
|  | Kotobukiya Co. Ltd. | 600 | &nbsp;&nbsp;5773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 1000 | &nbsp;&nbsp;20240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPP Group Holdings <br>Co. Ltd.<br>| 3900 | &nbsp;&nbsp;22290 |
|  | Kraftia Corp. | 1868 | &nbsp;&nbsp;97419 |
|  | Krosaki Harima Corp. | 1200 | &nbsp;&nbsp;32560 |
|  | KRS Corp. | 2000 | &nbsp;&nbsp;38630 |
|  | K's Holdings Corp. | 15400 | &nbsp;&nbsp;160158 |
|  | KU Holdings Co. Ltd. | 2400 | &nbsp;&nbsp;19538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 17200 | &nbsp;&nbsp;193038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumiai Chemical <br>Industry Co. Ltd.<br>| 10467 | &nbsp;&nbsp;47618 |
|  | Kura Sushi, Inc. | 2800 | &nbsp;&nbsp;61596 |
|  | Kurabo Industries Ltd. | 1800 | &nbsp;&nbsp;105746 |
|  | Kuraray Co. Ltd. | 30300 | &nbsp;&nbsp;327104 |
|  | Kureha Corp. | 6000 | &nbsp;&nbsp;170396 |
| # | Kurimoto Ltd. | 10000 | &nbsp;&nbsp;111054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuriyama Holdings <br>Corp.<br>| 1000 | &nbsp;&nbsp;10997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 4500 | &nbsp;&nbsp;117946 |
|  | KYB Corp. | 4000 | &nbsp;&nbsp;113643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyodo Printing Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;38106 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Kyoei Steel Ltd. | 2900 | &nbsp;&nbsp;$46741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Boeki Kaisha <br>Ltd.<br>| 1600 | &nbsp;&nbsp;19818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu <br>Kogyo Co. Ltd.<br>| 3800 | &nbsp;&nbsp;81171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyokuto Securities <br>Co. Ltd.<br>| 2600 | &nbsp;&nbsp;29068 |
|  | Kyokuyo Co. Ltd. | 1500 | &nbsp;&nbsp;49936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyorin Pharmaceutical <br>Co. Ltd.<br>| 4500 | &nbsp;&nbsp;47230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoritsu Maintenance <br>Co. Ltd.<br>| 7800 | &nbsp;&nbsp;141834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyosan Electric <br>Manufacturing Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;21757 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Electronic <br>Instruments Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;26863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyowa Leather Cloth <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;6343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 37323 | &nbsp;&nbsp;279768 |
|  | LA Holdings Co. Ltd. | 500 | &nbsp;&nbsp;32319 |
| # | Lacto Japan Co. Ltd. | 900 | &nbsp;&nbsp;20495 |
|  | LEC, Inc. | 3100 | &nbsp;&nbsp;20642 |
|  | Leopalace21 Corp. | 25200 | &nbsp;&nbsp;112651 |
|  | Life Corp. | 4600 | &nbsp;&nbsp;75921 |
|  | Lifedrink Co., Inc. | 5700 | &nbsp;&nbsp;59771 |
| # | LIFULL Co. Ltd. | 8200 | &nbsp;&nbsp;9312 |
|  | LIKE, Inc. | 1600 | &nbsp;&nbsp;15819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Link & Motivation, <br>Inc.<br>| 3900 | &nbsp;&nbsp;12708 |
|  | Lintec Corp. | 4700 | &nbsp;&nbsp;145008 |
|  | Lion Corp. | 25000 | &nbsp;&nbsp;267998 |
|  | LITALICO, Inc. | 2500 | &nbsp;&nbsp;19234 |
|  | Lixil Corp. | 7600 | &nbsp;&nbsp;87185 |
|  | Loadstar Capital KK | 1600 | &nbsp;&nbsp;31196 |
| # | Look Holdings, Inc. | 700 | &nbsp;&nbsp;11173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&A Capital Partners <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;28516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 24800 | &nbsp;&nbsp;232969 |
| # | Macbee Planet, Inc. | 800 | &nbsp;&nbsp;7619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 6300 | &nbsp;&nbsp;108017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maeda Kosen Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;67022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kasei <br>Industries Co. Ltd.<br>| 2100 | &nbsp;&nbsp;31310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maezawa Kyuso <br>Industries Co. Ltd.<br>| 2400 | &nbsp;&nbsp;25384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makino Milling <br>Machine Co. Ltd.<br>| 2800 | &nbsp;&nbsp;206351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Management <br>Solutions Co. Ltd.<br>| 1100 | &nbsp;&nbsp;9267 |
|  | Mandom Corp. | 5600 | &nbsp;&nbsp;114800 |
|  | Mani, Inc. | 10000 | &nbsp;&nbsp;98658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | MarkLines Co. Ltd. | 1500 | &nbsp;&nbsp;$15160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mars Group Holdings <br>Corp.<br>| 1800 | &nbsp;&nbsp;37974 |
|  | Marubun Corp. | 1900 | &nbsp;&nbsp;16843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marudai Food Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;38557 |
|  | Maruha Nichiro Corp. | 17556 | &nbsp;&nbsp;158118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 21600 | &nbsp;&nbsp;214032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marusan Securities <br>Co. Ltd.<br>| 6200 | &nbsp;&nbsp;42387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen CHI Holdings <br>Co. Ltd.<br>| 400 | &nbsp;&nbsp;864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa Unyu <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;87042 |
| # | Marvelous, Inc. | 3300 | &nbsp;&nbsp;10245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matching Service <br>Japan Co. Ltd.<br>| 600 | &nbsp;&nbsp;4085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuda Sangyo Co. <br>Ltd.<br>| 2125 | &nbsp;&nbsp;84414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Construction <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;32980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Securities Co. <br>Ltd.<br>| 16500 | &nbsp;&nbsp;97078 |
|  | Matsuoka Corp. | 700 | &nbsp;&nbsp;11459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matsuyafoods <br>Holdings Co. Ltd.<br>| 800 | &nbsp;&nbsp;34102 |
|  | Max Co. Ltd. | 2700 | &nbsp;&nbsp;114173 |
|  | Maxell Ltd. | 5200 | &nbsp;&nbsp;74807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;29072 |
|  | MCJ Co. Ltd. | 8900 | &nbsp;&nbsp;90694 |
|  | MEC Co. Ltd. | 2100 | &nbsp;&nbsp;75395 |
|  | Media Do Co. Ltd. | 900 | &nbsp;&nbsp;9547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical System <br>Network Co. Ltd.<br>| 2400 | &nbsp;&nbsp;8077 |
|  | Medikit Co. Ltd. | 800 | &nbsp;&nbsp;15438 |
| #\* | Medley, Inc. | 3500 | &nbsp;&nbsp;54049 |
|  | Megachips Corp. | 500 | &nbsp;&nbsp;27386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megmilk Snow Brand <br>Co. Ltd.<br>| 7400 | &nbsp;&nbsp;161164 |
|  | Meidensha Corp. | 4600 | &nbsp;&nbsp;180276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Electric <br>Industries Co. Ltd.<br>| 1400 | &nbsp;&nbsp;21340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiji Shipping Group <br>Co. Ltd.<br>| 1700 | &nbsp;&nbsp;7879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;278836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;55720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 9100 | &nbsp;&nbsp;203557 |
|  | Meito Co. Ltd. | 1200 | &nbsp;&nbsp;19926 |
|  | Meiwa Corp. | 4100 | &nbsp;&nbsp;24516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiwa Estate Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;11817 |
| # | Menicon Co. Ltd. | 7200 | &nbsp;&nbsp;75505 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| \* | Mercari, Inc. | 14900 | &nbsp;&nbsp;$330665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mercuria Holdings Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;13917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METAWATER Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;77108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micronics Japan Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;208147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;31065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mie Kotsu Group <br>Holdings, Inc.<br>| 5900 | &nbsp;&nbsp;21136 |
|  | Mikuni Corp. | 2700 | &nbsp;&nbsp;6765 |
|  | Milbon Co. Ltd. | 3000 | &nbsp;&nbsp;49290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIMAKI <br>ENGINEERING Co. <br>Ltd.<br>| 1900 | &nbsp;&nbsp;21725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirai Industry Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;15165 |
| # | Miraial Co. Ltd. | 1100 | &nbsp;&nbsp;9090 |
|  | Mirait One Corp. | 11100 | &nbsp;&nbsp;266354 |
|  | Mirarth Holdings, Inc. | 14600 | &nbsp;&nbsp;37271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 2800 | &nbsp;&nbsp;34969 |
|  | Mitani Corp. | 4800 | &nbsp;&nbsp;73929 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sangyo Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;15213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;59422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mito Securities Co. <br>Ltd.<br>| 10500 | &nbsp;&nbsp;40888 |
| # | Mitsuba Corp. | 5000 | &nbsp;&nbsp;42254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Kakoki <br>Kaisha Ltd.<br>| 3000 | &nbsp;&nbsp;63695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 18500 | &nbsp;&nbsp;158026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Materials <br>Corp.<br>| 14900 | &nbsp;&nbsp;428585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Paper Mills <br>Ltd.<br>| 6500 | &nbsp;&nbsp;28063 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Pencil Co. <br>Ltd.<br>| 4300 | &nbsp;&nbsp;63787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Research <br>Institute, Inc.<br>| 1100 | &nbsp;&nbsp;34547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Steel <br>Manufacturing Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;27956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuboshi Belting <br>Ltd.<br>| 2000 | &nbsp;&nbsp;52102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui DM Sugar Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;39127 |
| # | Mitsui High-Tec, Inc. | 10500 | &nbsp;&nbsp;50773 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Matsushima <br>Holdings Co. Ltd.<br>| 5500 | &nbsp;&nbsp;50854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 6300 | &nbsp;&nbsp;147364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsuuroko Group <br>Holdings Co. Ltd.<br>| 4400 | &nbsp;&nbsp;61892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Miura Co. Ltd. | 9200 | &nbsp;&nbsp;$189171 |
|  | MIXI, Inc. | 4400 | &nbsp;&nbsp;77455 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 3600 | &nbsp;&nbsp;45347 |
| # | Miyazaki Bank Ltd. | 2000 | &nbsp;&nbsp;100810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;17742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;138490 |
|  | Mizuho Medy Co. Ltd. | 1200 | &nbsp;&nbsp;13838 |
|  | Mizuno Corp. | 6000 | &nbsp;&nbsp;124309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mochida <br>Pharmaceutical Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;60952 |
|  | Monogatari Corp. | 3600 | &nbsp;&nbsp;96666 |
|  | MORESCO Corp. | 1100 | &nbsp;&nbsp;13457 |
|  | Morinaga & Co. Ltd. | 9400 | &nbsp;&nbsp;164395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk Industry <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;258239 |
|  | Moriroku Co. Ltd. | 1900 | &nbsp;&nbsp;29852 |
|  | Morita Holdings Corp. | 3900 | &nbsp;&nbsp;70747 |
|  | Morito Co. Ltd. | 2600 | &nbsp;&nbsp;30290 |
| # | Mory Industries, Inc. | 4500 | &nbsp;&nbsp;29188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOS Food Services, <br>Inc.<br>| 2500 | &nbsp;&nbsp;68105 |
|  | MrMax Holdings Ltd. | 4600 | &nbsp;&nbsp;23386 |
|  | MTG Co. Ltd. | 500 | &nbsp;&nbsp;13670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mugen Estate Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;21600 |
|  | m-up Holdings, Inc. | 9400 | &nbsp;&nbsp;50228 |
|  | Murakami Corp. | 1000 | &nbsp;&nbsp;41983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 5800 | &nbsp;&nbsp;102647 |
|  | Musashino Bank Ltd. | 4100 | &nbsp;&nbsp;146324 |
|  | Nabtesco Corp. | 700 | &nbsp;&nbsp;18968 |
| # | NAC Co. Ltd. | 2200 | &nbsp;&nbsp;7721 |
|  | Nachi-Fujikoshi Corp. | 2600 | &nbsp;&nbsp;82309 |
| # | Nafco Co. Ltd. | 2100 | &nbsp;&nbsp;29583 |
|  | Nagaileben Co. Ltd. | 1700 | &nbsp;&nbsp;19640 |
|  | Nagano Keiki Co. Ltd. | 2100 | &nbsp;&nbsp;36179 |
|  | Nagase & Co. Ltd. | 9100 | &nbsp;&nbsp;236515 |
|  | Nagase Brothers, Inc. | 900 | &nbsp;&nbsp;15442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nagoya Railroad Co. <br>Ltd.<br>| 20600 | &nbsp;&nbsp;230232 |
|  | Nakabayashi Co. Ltd. | 3300 | &nbsp;&nbsp;12580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nakamoto Packs Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;8982 |
| # | Nakamuraya Co. Ltd. | 600 | &nbsp;&nbsp;11847 |
|  | Nakanishi, Inc. | 9300 | &nbsp;&nbsp;130395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nakayama Steel <br>Works Ltd.<br>| 3500 | &nbsp;&nbsp;14249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 7996 | &nbsp;&nbsp;217972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nankai Electric <br>Railway Co. Ltd.<br>| 10900 | &nbsp;&nbsp;201842 |
|  | Nanto Bank Ltd. | 3500 | &nbsp;&nbsp;151056 |
| # | Natori Co. Ltd. | 1400 | &nbsp;&nbsp;17058 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEC Capital Solutions <br>Ltd.<br>| 900 | &nbsp;&nbsp;$23700 |
|  | Neturen Co. Ltd. | 3800 | &nbsp;&nbsp;32475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;10351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Japan Chemical <br>Co. Ltd.<br>| 6200 | &nbsp;&nbsp;9316 |
|  | Nextage Co. Ltd. | 6300 | &nbsp;&nbsp;133467 |
| #\* | NexTone, Inc. | 500 | &nbsp;&nbsp;5474 |
| # | NF Holdings Corp. | 600 | &nbsp;&nbsp;4643 |
|  | Nice Corp. | 1300 | &nbsp;&nbsp;16319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichia Steel Works <br>Ltd.<br>| 4000 | &nbsp;&nbsp;9555 |
|  | Nichias Corp. | 6400 | &nbsp;&nbsp;321081 |
| # | Nichiban Co. Ltd. | 1500 | &nbsp;&nbsp;19046 |
|  | Nichicon Corp. | 5900 | &nbsp;&nbsp;64568 |
|  | Nichiden Corp. | 1800 | &nbsp;&nbsp;29398 |
|  | Nichiha Corp. | 3300 | &nbsp;&nbsp;72638 |
|  | Nichimo Co. Ltd. | 1000 | &nbsp;&nbsp;16295 |
|  | Nichirei Corp. | 22300 | &nbsp;&nbsp;276722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nichireki Group Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;52986 |
|  | Nichirin Co. Ltd. | 1430 | &nbsp;&nbsp;33987 |
|  | Nifco, Inc. | 6797 | &nbsp;&nbsp;211618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Dempa Kogyo <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;17875 |
|  | Nihon Dengi Co. Ltd. | 1200 | &nbsp;&nbsp;82183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Denkei Co. <br>Ltd.<br>| 1050 | &nbsp;&nbsp;16022 |
|  | Nihon Flush Co. Ltd. | 3200 | &nbsp;&nbsp;16993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nihon House Holdings <br>Co. Ltd.<br>| 5600 | &nbsp;&nbsp;11774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Kagaku Sangyo <br>Co. Ltd.<br>| 1900 | &nbsp;&nbsp;32503 |
|  | Nihon Kohden Corp. | 7100 | &nbsp;&nbsp;78713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 40900 | &nbsp;&nbsp;187840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Nohyaku Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;40047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;104861 |
|  | Nihon Plast Co. Ltd. | 1700 | &nbsp;&nbsp;4975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Tokushu Toryo <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;21206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Yamamura <br>Glass Co. Ltd.<br>| 800 | &nbsp;&nbsp;15978 |
|  | Nikkiso Co. Ltd. | 6200 | &nbsp;&nbsp;71520 |
|  | Nikko Co. Ltd. | 4200 | &nbsp;&nbsp;22140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nikkon Holdings Co. <br>Ltd.<br>| 13800 | &nbsp;&nbsp;327136 |
|  | Nikon Corp. | 2800 | &nbsp;&nbsp;35243 |
|  | Nippn Corp. | 7000 | &nbsp;&nbsp;119493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 4600 | &nbsp;&nbsp;44009 |
|  | Nippon Aqua Co. Ltd. | 1700 | &nbsp;&nbsp;9725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Beet Sugar <br>Manufacturing Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;$48245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbide <br>Industries Co., Inc.<br>| 1100 | &nbsp;&nbsp;19324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Carbon Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;35759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemical <br>Industrial Co. Ltd.<br>| 1300 | &nbsp;&nbsp;27502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Chemi-Con <br>Corp.<br>| 2900 | &nbsp;&nbsp;28152 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Coke & <br>Engineering Co. <br>Ltd.<br>| 32300 | &nbsp;&nbsp;22963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Concrete <br>Industries Co. Ltd.<br>| 8400 | &nbsp;&nbsp;18669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Denko Co. <br>Ltd.<br>| 15100 | &nbsp;&nbsp;37545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 4700 | &nbsp;&nbsp;106014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Electric Glass <br>Co. Ltd.<br>| 7142 | &nbsp;&nbsp;310605 |
|  | Nippon Gas Co. Ltd. | 11500 | &nbsp;&nbsp;218098 |
|  | Nippon Hume Corp. | 6600 | &nbsp;&nbsp;68520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 25100 | &nbsp;&nbsp;291703 |
| # | Nippon Kodoshi Corp. | 400 | &nbsp;&nbsp;8708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Light Metal <br>Holdings Co. Ltd.<br>| 9580 | &nbsp;&nbsp;169012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Paper <br>Industries Co. Ltd.<br>| 20000 | &nbsp;&nbsp;151869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 23500 | &nbsp;&nbsp;43353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Rietec Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;21631 |
|  | Nippon Seiki Co. Ltd. | 5800 | &nbsp;&nbsp;93932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Seisen Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;12176 |
|  | Nippon Sharyo Ltd. | 1200 | &nbsp;&nbsp;28524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sheet Glass <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;53315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;216969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 16800 | &nbsp;&nbsp;241967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Signal Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;60028 |
|  | Nippon Soda Co. Ltd. | 5600 | &nbsp;&nbsp;133645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Thompson Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;38655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Yakin Kogyo <br>Co. Ltd.<br>| 1660 | &nbsp;&nbsp;51381 |
|  | Nipro Corp. | 17500 | &nbsp;&nbsp;160819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishikawa Rubber Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;90655 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsu <br>Construction Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;$119081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Financial <br>Holdings, Inc.<br>| 15100 | &nbsp;&nbsp;365738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon Railroad <br>Co. Ltd.<br>| 7200 | &nbsp;&nbsp;132598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishio Holdings Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;80770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 13100 | &nbsp;&nbsp;84240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 1000 | &nbsp;&nbsp;40649 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nissei Plastic <br>Industrial Co. Ltd.<br>| 1400 | &nbsp;&nbsp;7892 |
|  | Nissha Co. Ltd. | 4900 | &nbsp;&nbsp;39617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Group <br>Holdings Co. Ltd.<br>| 5400 | &nbsp;&nbsp;28181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 3100 | &nbsp;&nbsp;113183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 17536 | &nbsp;&nbsp;162587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;10299 |
|  | Nissui Corp. | 35600 | &nbsp;&nbsp;300110 |
|  | Nitta Corp. | 2600 | &nbsp;&nbsp;68502 |
|  | Nitta Gelatin, Inc. | 2000 | &nbsp;&nbsp;16274 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nittetsu Mining Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;185642 |
| # | Nitto Boseki Co. Ltd. | 1400 | &nbsp;&nbsp;133607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nitto Fuji Flour Milling <br>Co. Ltd.<br>| 400 | &nbsp;&nbsp;18065 |
| # | Nitto Kogyo Corp. | 3700 | &nbsp;&nbsp;98985 |
|  | Nitto Kohki Co. Ltd. | 1300 | &nbsp;&nbsp;15767 |
|  | Nitto Seiko Co. Ltd. | 6200 | &nbsp;&nbsp;28923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction <br>Co. Ltd.<br>| 3500 | &nbsp;&nbsp;29482 |
|  | Nittoku Co. Ltd. | 1300 | &nbsp;&nbsp;19715 |
|  | Noda Corp. | 800 | &nbsp;&nbsp;3502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;72464 |
|  | Nojima Corp. | 20100 | &nbsp;&nbsp;140251 |
|  | NOK Corp. | 6435 | &nbsp;&nbsp;125325 |
|  | Nomura Co. Ltd. | 2700 | &nbsp;&nbsp;23865 |
|  | Noritake Co. Ltd. | 2800 | &nbsp;&nbsp;111236 |
|  | Noritsu Koki Co. Ltd. | 8700 | &nbsp;&nbsp;124007 |
|  | Noritz Corp. | 4000 | &nbsp;&nbsp;53482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 32300 | &nbsp;&nbsp;192963 |
|  | NPC, Inc. | 3700 | &nbsp;&nbsp;17680 |
|  | NPR-RIKEN Corp. | 3314 | &nbsp;&nbsp;77944 |
| # | NS Tool Co. Ltd. | 2000 | &nbsp;&nbsp;10859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NS United Kaiun <br>Kaisha Ltd.<br>| 1700 | &nbsp;&nbsp;75841 |
|  | NSD Co. Ltd. | 8060 | &nbsp;&nbsp;169166 |
|  | NSK Ltd. | 37007 | &nbsp;&nbsp;257367 |
|  | NSW, Inc. | 1200 | &nbsp;&nbsp;19184 |
|  | NTN Corp. | 51500 | &nbsp;&nbsp;123432 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nxera Pharma Co. <br>Ltd.<br>| 8100 | &nbsp;&nbsp;$42694 |
|  | Oat Agrio Co. Ltd. | 900 | &nbsp;&nbsp;12383 |
|  | Obara Group, Inc. | 1600 | &nbsp;&nbsp;39086 |
| # | Oenon Holdings, Inc. | 5000 | &nbsp;&nbsp;14419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 4200 | &nbsp;&nbsp;153396 |
|  | Ohara, Inc. | 700 | &nbsp;&nbsp;4849 |
|  | Ohashi Technica, Inc. | 3400 | &nbsp;&nbsp;25208 |
|  | Ohba Co. Ltd. | 1400 | &nbsp;&nbsp;10448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohmoto Gumi Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;18307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohsho Food Service <br>Corp.<br>| 5400 | &nbsp;&nbsp;109950 |
|  | Oiles Corp. | 2973 | &nbsp;&nbsp;46767 |
| # | Oisix ra daichi, Inc. | 1500 | &nbsp;&nbsp;13909 |
|  | Oita Bank Ltd. | 1600 | &nbsp;&nbsp;84892 |
| # | Okabe Co. Ltd. | 4000 | &nbsp;&nbsp;24681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Industries, <br>Inc.<br>| 1200 | &nbsp;&nbsp;42730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okamoto Machine <br>Tool Works Ltd.<br>| 700 | &nbsp;&nbsp;21972 |
|  | Okamura Corp. | 7900 | &nbsp;&nbsp;121250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 19900 | &nbsp;&nbsp;113958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 11500 | &nbsp;&nbsp;151743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 5000 | &nbsp;&nbsp;104810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Electric <br>Power Co., Inc.<br>| 5325 | &nbsp;&nbsp;37821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Financial <br>Group, Inc.<br>| 2860 | &nbsp;&nbsp;97425 |
|  | OKUMA Corp. | 6200 | &nbsp;&nbsp;153877 |
|  | Okumura Corp. | 3500 | &nbsp;&nbsp;145762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Okura Industrial Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;43166 |
| # | Okuwa Co. Ltd. | 3000 | &nbsp;&nbsp;16885 |
|  | Onoken Co. Ltd. | 2900 | &nbsp;&nbsp;26717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 12700 | &nbsp;&nbsp;60229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ootoya Holdings Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;29656 |
|  | Open Up Group, Inc. | 7200 | &nbsp;&nbsp;86554 |
|  | Optex Group Co. Ltd. | 3800 | &nbsp;&nbsp;58998 |
| #\* | Optim Corp. | 1200 | &nbsp;&nbsp;3861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimus Group Co. <br>Ltd.<br>| 4600 | &nbsp;&nbsp;10545 |
|  | Optorun Co. Ltd. | 300 | &nbsp;&nbsp;3959 |
| # | Orient Corp. | 4810 | &nbsp;&nbsp;34195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Shiraishi <br>Corp.<br>| 13900 | &nbsp;&nbsp;36909 |
| # | Oro Co. Ltd. | 700 | &nbsp;&nbsp;9513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 1800 | &nbsp;&nbsp;47348 |
| # | Osaka Steel Co. Ltd. | 1500 | &nbsp;&nbsp;30551 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OSAKA Titanium <br>Technologies Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;$41696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osaki Electric Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;48213 |
|  | OSG Corp. | 10600 | &nbsp;&nbsp;178998 |
|  | OUG Holdings, Inc. | 500 | &nbsp;&nbsp;12869 |
|  | Oyo Corp. | 2700 | &nbsp;&nbsp;50271 |
| # | Ozu Corp. | 600 | &nbsp;&nbsp;7001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Industrial Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;118931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Metals Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;45251 |
|  | Pack Corp. | 4200 | &nbsp;&nbsp;35222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 7400 | &nbsp;&nbsp;79429 |
|  | PALTAC Corp. | 2900 | &nbsp;&nbsp;90753 |
|  | Park24 Co. Ltd. | 12800 | &nbsp;&nbsp;178377 |
|  | Parker Corp. | 2400 | &nbsp;&nbsp;22971 |
|  | Pasona Group, Inc. | 3900 | &nbsp;&nbsp;50227 |
|  | Pegasus Co. Ltd. | 2600 | &nbsp;&nbsp;12204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 30200 | &nbsp;&nbsp;316955 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People Dreams & <br>Technologies Group <br>Co. Ltd.<br>| 900 | &nbsp;&nbsp;8960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pharma Foods <br>International Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;5652 |
|  | PHC Holdings Corp. | 2500 | &nbsp;&nbsp;17546 |
| #\* | PIA Corp. | 800 | &nbsp;&nbsp;13812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pickles Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;19427 |
|  | Pigeon Corp. | 15000 | &nbsp;&nbsp;156324 |
|  | PILLAR Corp. | 2000 | &nbsp;&nbsp;83514 |
|  | Pilot Corp. | 3800 | &nbsp;&nbsp;119474 |
|  | Piolax, Inc. | 2300 | &nbsp;&nbsp;25857 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PKSHA Technology, <br>Inc.<br>| 1600 | &nbsp;&nbsp;32667 |
| #\* | Plaid, Inc. | 2000 | &nbsp;&nbsp;9896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 3500 | &nbsp;&nbsp;50280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pole To Win Holdings, <br>Inc.<br>| 5100 | &nbsp;&nbsp;10436 |
|  | Port, Inc. | 1800 | &nbsp;&nbsp;25364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Group Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;56032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 400 | &nbsp;&nbsp;8644 |
|  | Press Kogyo Co. Ltd. | 9000 | &nbsp;&nbsp;50867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 15500 | &nbsp;&nbsp;69467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prima Meat Packers <br>Ltd.<br>| 3000 | &nbsp;&nbsp;53590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procrea Holdings, <br>Inc.<br>| 3104 | &nbsp;&nbsp;53812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | Pronexus, Inc. | 2300 | &nbsp;&nbsp;$17219 |
| # | Pro-Ship, Inc. | 1800 | &nbsp;&nbsp;18797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 1110 | &nbsp;&nbsp;21810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Punch Industry Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;8342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QB Net Holdings Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;12579 |
|  | Qol Holdings Co. Ltd. | 3800 | &nbsp;&nbsp;52181 |
|  | Quick Co. Ltd. | 6600 | &nbsp;&nbsp;37121 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Raccoon Holdings, <br>Inc.<br>| 2900 | &nbsp;&nbsp;12083 |
|  | Raito Kogyo Co. Ltd. | 4700 | &nbsp;&nbsp;106278 |
|  | Raiznext Corp. | 4600 | &nbsp;&nbsp;75018 |
|  | Raksul, Inc. | 7500 | &nbsp;&nbsp;98580 |
|  | Rakus Co. Ltd. | 10600 | &nbsp;&nbsp;60328 |
| # | Rasa Corp. | 1400 | &nbsp;&nbsp;18551 |
|  | Rasa Industries Ltd. | 800 | &nbsp;&nbsp;37856 |
|  | Relo Group, Inc. | 9600 | &nbsp;&nbsp;109053 |
| # | Renaissance, Inc. | 1600 | &nbsp;&nbsp;11265 |
|  | Rengo Co. Ltd. | 25300 | &nbsp;&nbsp;216739 |
| #\* | RENOVA, Inc. | 6700 | &nbsp;&nbsp;29962 |
|  | Resorttrust, Inc. | 23000 | &nbsp;&nbsp;268009 |
|  | Restar Corp. | 2800 | &nbsp;&nbsp;53298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Retail Partners Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;27951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rheon Automatic <br>Machinery Co. Ltd.<br>| 2000 | &nbsp;&nbsp;19907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;58128 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ride On Express <br>Holdings Co. Ltd.<br>| 1200 | &nbsp;&nbsp;8006 |
|  | Riken Keiki Co. Ltd. | 3000 | &nbsp;&nbsp;64071 |
|  | Riken Technos Corp. | 5600 | &nbsp;&nbsp;60363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riken Vitamin Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;44232 |
| # | Ringer Hut Co. Ltd. | 1800 | &nbsp;&nbsp;26214 |
|  | Rion Co. Ltd. | 1400 | &nbsp;&nbsp;24851 |
|  | Riso Kagaku Corp. | 2000 | &nbsp;&nbsp;15790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riso Kyoiku Group <br>Corp.<br>| 5580 | &nbsp;&nbsp;7444 |
| # | Rix Corp. | 700 | &nbsp;&nbsp;16756 |
| # | Rock Field Co. Ltd. | 1100 | &nbsp;&nbsp;9919 |
| # | Rokko Butter Co. Ltd. | 1700 | &nbsp;&nbsp;13062 |
|  | Roland Corp. | 2000 | &nbsp;&nbsp;49366 |
| # | Rorze Corp. | 7700 | &nbsp;&nbsp;163117 |
|  | Round One Corp. | 16100 | &nbsp;&nbsp;113743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Holdings Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;46301 |
|  | Ryobi Ltd. | 3200 | &nbsp;&nbsp;56339 |
|  | RYODEN Corp. | 2300 | &nbsp;&nbsp;54828 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ryoyo Ryosan <br>Holdings, Inc.<br>| 2892 | &nbsp;&nbsp;58285 |
|  | S Foods, Inc. | 2300 | &nbsp;&nbsp;45302 |
|  | S&B Foods, Inc. | 2000 | &nbsp;&nbsp;56493 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sac's Bar Holdings, <br>Inc.<br>| 3250 | &nbsp;&nbsp;17111 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagami Holdings <br>Corp.<br>| 1400 | &nbsp;&nbsp;$17467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sagami Rubber <br>Industries Co. Ltd.<br>| 1000 | &nbsp;&nbsp;4417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saibu Gas Holdings <br>Co. Ltd.<br>| 2800 | &nbsp;&nbsp;43269 |
|  | Saizeriya Co. Ltd. | 2700 | &nbsp;&nbsp;109218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Chemical <br>Industry Co. Ltd.<br>| 2200 | &nbsp;&nbsp;47346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Heavy <br>Industries Ltd.<br>| 1200 | &nbsp;&nbsp;17050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakai Moving Service <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;64179 |
|  | Sakata INX Corp. | 5200 | &nbsp;&nbsp;79743 |
|  | Sakata Seed Corp. | 2300 | &nbsp;&nbsp;60497 |
|  | Sala Corp. | 7300 | &nbsp;&nbsp;52353 |
| # | Samco, Inc. | 900 | &nbsp;&nbsp;27657 |
|  | San Holdings, Inc. | 4400 | &nbsp;&nbsp;42253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San ju San Financial <br>Group, Inc.<br>| 2700 | &nbsp;&nbsp;87595 |
|  | San-A Co. Ltd. | 5000 | &nbsp;&nbsp;95318 |
|  | San-Ai Obbli Co. Ltd. | 6600 | &nbsp;&nbsp;93794 |
|  | Sangetsu Corp. | 5000 | &nbsp;&nbsp;102073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 16200 | &nbsp;&nbsp;165715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sanken Electric Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;113126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;215402 |
|  | Sanko Gosei Ltd. | 2900 | &nbsp;&nbsp;18069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Frontier Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;16506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Seiko Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;20374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sankyo Tateyama, <br>Inc.<br>| 2800 | &nbsp;&nbsp;11662 |
|  | Sankyu, Inc. | 3418 | &nbsp;&nbsp;203629 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanoh Industrial Co. <br>Ltd.<br>| 5400 | &nbsp;&nbsp;29812 |
| \* | Sansan, Inc. | 6900 | &nbsp;&nbsp;66679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansei Technologies, <br>Inc.<br>| 1200 | &nbsp;&nbsp;18857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansha Electric <br>Manufacturing Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;5249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanshin Electronics <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;40567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santec Holdings <br>Corp.<br>| 600 | &nbsp;&nbsp;40417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Chemical <br>Industries Ltd.<br>| 1600 | &nbsp;&nbsp;57161 |
|  | Sanyo Denki Co. Ltd. | 3000 | &nbsp;&nbsp;80663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Electric <br>Railway Co. Ltd.<br>| 3300 | &nbsp;&nbsp;43247 |
|  | Sanyo Shokai Ltd. | 1900 | &nbsp;&nbsp;54040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyo Trading Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;26720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Sato Corp. | 3000 | &nbsp;&nbsp;$45012 |
| # | Sato Shoji Corp. | 2600 | &nbsp;&nbsp;39595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satori Electric Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;31615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group Holdings <br>Co. Ltd.<br>| 13800 | &nbsp;&nbsp;211675 |
|  | SAXA, Inc. | 400 | &nbsp;&nbsp;17053 |
| #\* | SBI ARUHI Corp. | 1300 | &nbsp;&nbsp;7467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Insurance Group <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;17080 |
| # | SBS Holdings, Inc. | 2300 | &nbsp;&nbsp;57337 |
|  | Scroll Corp. | 4700 | &nbsp;&nbsp;39624 |
|  | SEC Carbon Ltd. | 1000 | &nbsp;&nbsp;17331 |
|  | Seed Co. Ltd. | 1500 | &nbsp;&nbsp;5608 |
| # | Segue Group Co. Ltd. | 1700 | &nbsp;&nbsp;5641 |
|  | Seika Corp. | 4800 | &nbsp;&nbsp;72212 |
|  | Seikagaku Corp. | 5200 | &nbsp;&nbsp;23497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seikitokyu Kogyo Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;15126 |
|  | Seiko Group Corp. | 3300 | &nbsp;&nbsp;164851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 7100 | &nbsp;&nbsp;110529 |
|  | Seiren Co. Ltd. | 5100 | &nbsp;&nbsp;104370 |
|  | Sekisui Jushi Corp. | 3700 | &nbsp;&nbsp;49786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sekisui Kasei Co. <br>Ltd.<br>| 3500 | &nbsp;&nbsp;9564 |
|  | SEMITEC Corp. | 800 | &nbsp;&nbsp;12445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 12500 | &nbsp;&nbsp;155705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;74737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 29200 | &nbsp;&nbsp;154575 |
| #\* | Senshukai Co. Ltd. | 3000 | &nbsp;&nbsp;4000 |
| # | SERAKU Co. Ltd. | 1100 | &nbsp;&nbsp;11797 |
|  | Seria Co. Ltd. | 4800 | &nbsp;&nbsp;114051 |
|  | Seven Bank Ltd. | 65200 | &nbsp;&nbsp;125505 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SFP Holdings Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;20043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 2400 | &nbsp;&nbsp;18037 |
| #\* | Sharp Corp. | 22900 | &nbsp;&nbsp;104508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Machine Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;68826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura <br>Mechatronics Corp.<br>| 1200 | &nbsp;&nbsp;180910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibusawa Logistics <br>Corp.<br>| 4800 | &nbsp;&nbsp;40343 |
|  | Shibuya Corp. | 2000 | &nbsp;&nbsp;45545 |
| #\* | SHIFT, Inc. | 18000 | &nbsp;&nbsp;85337 |
|  | Shiga Bank Ltd. | 4699 | &nbsp;&nbsp;240321 |
|  | Shikibo Ltd. | 900 | &nbsp;&nbsp;6285 |
|  | Shikoku Bank Ltd. | 5400 | &nbsp;&nbsp;71179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Electric <br>Power Co., Inc.<br>| 18800 | &nbsp;&nbsp;190304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shikoku Kasei <br>Holdings Corp.<br>| 4600 | &nbsp;&nbsp;128090 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shima Seiki <br>Manufacturing Ltd.<br>| 3200 | &nbsp;&nbsp;$21074 |
|  | Shimadaya Corp. | 900 | &nbsp;&nbsp;10414 |
| # | Shimizu Bank Ltd. | 2400 | &nbsp;&nbsp;38980 |
|  | Shimojima Co. Ltd. | 1200 | &nbsp;&nbsp;10748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Maint Holdings <br>Co. Ltd.<br>| 1400 | &nbsp;&nbsp;11043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Nippon Air <br>Technologies Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;51029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinagawa Refra Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;62459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindengen Electric <br>Manufacturing Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;33156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;65313 |
| # | Shinko Shoji Co. Ltd. | 4000 | &nbsp;&nbsp;27894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinmaywa Industries <br>Ltd.<br>| 7700 | &nbsp;&nbsp;108801 |
|  | Shinnihon Corp. | 3400 | &nbsp;&nbsp;43893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;29268 |
|  | Shinsho Corp. | 3000 | &nbsp;&nbsp;51584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (3447 <br>JP)<br>| 1700 | &nbsp;&nbsp;10424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinwa Co. Ltd. (7607 <br>JP)<br>| 1500 | &nbsp;&nbsp;30363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 9600 | &nbsp;&nbsp;158245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shizuoka Gas Co. <br>Ltd.<br>| 5100 | &nbsp;&nbsp;40369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHO-BOND Holdings <br>Co. Ltd.<br>| 13600 | &nbsp;&nbsp;122084 |
|  | Shoei Co. Ltd. | 6000 | &nbsp;&nbsp;69047 |
| # | Shoei Foods Corp. | 600 | &nbsp;&nbsp;15805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Showa Sangyo Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;40742 |
|  | Sigma Koki Co. Ltd. | 700 | &nbsp;&nbsp;7099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 6800 | &nbsp;&nbsp;34356 |
|  | Siix Corp. | 3600 | &nbsp;&nbsp;29426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex Holdings, <br>Inc.<br>| 11600 | &nbsp;&nbsp;71915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinanen Holdings Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;41230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 3599 | &nbsp;&nbsp;243566 |
|  | Sinko Industries Ltd. | 7200 | &nbsp;&nbsp;69136 |
|  | Sintokogio Ltd. | 5338 | &nbsp;&nbsp;39358 |
|  | SK Kaken Co. Ltd. | 200 | &nbsp;&nbsp;13800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK-Electronics Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;28019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 17800 | &nbsp;&nbsp;257297 |
| # | Smaregi, Inc. | 600 | &nbsp;&nbsp;10605 |
| # | SMK Corp. | 500 | &nbsp;&nbsp;8984 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | SMS Co. Ltd. | 7700 | &nbsp;&nbsp;$81486 |
|  | Socionext, Inc. | 18453 | &nbsp;&nbsp;246924 |
|  | Soda Nikka Co. Ltd. | 3100 | &nbsp;&nbsp;23462 |
|  | Sodick Co. Ltd. | 5800 | &nbsp;&nbsp;39221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 1800 | &nbsp;&nbsp;24152 |
|  | Software Service, Inc. | 400 | &nbsp;&nbsp;33057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soken Chemical & <br>Engineering Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;29186 |
|  | Solasto Corp. | 6800 | &nbsp;&nbsp;40260 |
|  | Soliton Systems KK | 1500 | &nbsp;&nbsp;18965 |
|  | Sotetsu Holdings, Inc. | 9700 | &nbsp;&nbsp;175317 |
|  | Sotoh Co. Ltd. | 600 | &nbsp;&nbsp;3121 |
|  | Space Co. Ltd. | 4280 | &nbsp;&nbsp;42719 |
|  | Sparx Group Co. Ltd. | 2360 | &nbsp;&nbsp;25136 |
|  | SPK Corp. | 1000 | &nbsp;&nbsp;15017 |
|  | S-Pool, Inc. | 900 | &nbsp;&nbsp;1498 |
|  | Sprix, Inc. | 1600 | &nbsp;&nbsp;13279 |
|  | SRA Holdings | 1000 | &nbsp;&nbsp;36358 |
| # | SRE Holdings Corp. | 1600 | &nbsp;&nbsp;30610 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SRS Holdings Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;20138 |
|  | ST Corp. | 2100 | &nbsp;&nbsp;20742 |
|  | ST HD Co. Ltd. | 2640 | &nbsp;&nbsp;47511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Marc Holdings Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;30913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 11300 | &nbsp;&nbsp;222612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings <br>Co. Ltd.<br>| 3600 | &nbsp;&nbsp;33991 |
|  | Starts Corp., Inc. | 3800 | &nbsp;&nbsp;120555 |
|  | Starzen Co. Ltd. | 6000 | &nbsp;&nbsp;51254 |
|  | Stella Chemifa Corp. | 1500 | &nbsp;&nbsp;51541 |
|  | Step Co. Ltd. | 1500 | &nbsp;&nbsp;23752 |
|  | Strike Co. Ltd. | 2300 | &nbsp;&nbsp;62688 |
| # | Studio Alice Co. Ltd. | 1100 | &nbsp;&nbsp;14167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Subaru Enterprise Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;19552 |
| # | Sugimoto & Co. Ltd. | 3000 | &nbsp;&nbsp;27550 |
|  | SUMCO Corp. | 42000 | &nbsp;&nbsp;438481 |
|  | Sumida Corp. | 3300 | &nbsp;&nbsp;25268 |
|  | Suminoe Co. Ltd. | 1800 | &nbsp;&nbsp;14794 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumiseki Holdings, <br>Inc.<br>| 3700 | &nbsp;&nbsp;16084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;70440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>Co. Ltd.<br>| 1392 | &nbsp;&nbsp;4235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 7500 | &nbsp;&nbsp;233510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Osaka <br>Cement Co. Ltd.<br>| 4000 | &nbsp;&nbsp;107811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Seika <br>Chemicals Co. Ltd.<br>| 900 | &nbsp;&nbsp;31204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Warehouse <br>Co. Ltd.<br>| 7300 | &nbsp;&nbsp;175112 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Frontier <br>Fudousan Co. Ltd.<br>| 3700 | &nbsp;&nbsp;$58690 |
| # | Suncall Corp. | 1500 | &nbsp;&nbsp;9286 |
|  | Sundrug Co. Ltd. | 5300 | &nbsp;&nbsp;141129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun-Wa Technos <br>Corp.<br>| 1500 | &nbsp;&nbsp;29137 |
|  | Suruga Bank Ltd. | 20500 | &nbsp;&nbsp;257479 |
| # | Suzuden Corp. | 1100 | &nbsp;&nbsp;12210 |
|  | Suzuken Co. Ltd. | 6000 | &nbsp;&nbsp;241858 |
|  | Suzuki Co. Ltd. | 1400 | &nbsp;&nbsp;22630 |
|  | SWCC Corp. | 4300 | &nbsp;&nbsp;320484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;15255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 2000 | &nbsp;&nbsp;18076 |
|  | Systena Corp. | 34600 | &nbsp;&nbsp;113540 |
| # | Syuppin Co. Ltd. | 4900 | &nbsp;&nbsp;36755 |
|  | T Hasegawa Co. Ltd. | 3100 | &nbsp;&nbsp;57029 |
|  | T RAD Co. Ltd. | 1100 | &nbsp;&nbsp;60746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tachibana Eletech Co. <br>Ltd.<br>| 2500 | &nbsp;&nbsp;49232 |
|  | Tachikawa Corp. | 2700 | &nbsp;&nbsp;33761 |
|  | Tachi-S Co. Ltd. | 4300 | &nbsp;&nbsp;58615 |
|  | Tadano Ltd. | 13200 | &nbsp;&nbsp;97554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taihei Dengyo Kaisha <br>Ltd.<br>| 6000 | &nbsp;&nbsp;86676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiheiyo Cement <br>Corp.<br>| 2400 | &nbsp;&nbsp;65950 |
|  | Taiho Kogyo Co. Ltd. | 1900 | &nbsp;&nbsp;10412 |
|  | Taikisha Ltd. | 5200 | &nbsp;&nbsp;116163 |
|  | Taiko Bank Ltd. | 1100 | &nbsp;&nbsp;16881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisei Lamick Group <br>Head Quarter & <br>Innovation Co. Ltd.<br>| 800 | &nbsp;&nbsp;13355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;226568 |
|  | Taiyo Yuden Co. Ltd. | 14500 | &nbsp;&nbsp;306610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takamatsu <br>Construction Group <br>Co. Ltd.<br>| 2100 | &nbsp;&nbsp;51949 |
| # | Takamiya Co. Ltd. | 1700 | &nbsp;&nbsp;4859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takaoka Toko Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;35872 |
|  | Takara & Co. Ltd. | 1500 | &nbsp;&nbsp;41160 |
|  | Takara Bio, Inc. | 5600 | &nbsp;&nbsp;29418 |
|  | Takara Holdings, Inc. | 18700 | &nbsp;&nbsp;193139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;76378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago International <br>Corp.<br>| 10500 | &nbsp;&nbsp;102531 |
|  | Takashimaya Co. Ltd. | 20800 | &nbsp;&nbsp;259989 |
|  | Takasho Co. Ltd. | 1700 | &nbsp;&nbsp;4416 |
|  | Takatori Corp. | 400 | &nbsp;&nbsp;3823 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Take & Give Needs <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;6695 |
| # | TAKEBISHI Corp. | 1400 | &nbsp;&nbsp;20699 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;$140774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taki Chemical Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;12706 |
| # | Tama Home Co. Ltd. | 1900 | &nbsp;&nbsp;45643 |
|  | Tamron Co. Ltd. | 16000 | &nbsp;&nbsp;106803 |
|  | Tamura Corp. | 11000 | &nbsp;&nbsp;45338 |
| # | Tanseisha Co. Ltd. | 5900 | &nbsp;&nbsp;58379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taoka Chemical Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;7323 |
|  | Tayca Corp. | 1900 | &nbsp;&nbsp;17123 |
|  | Tazmo Co. Ltd. | 1200 | &nbsp;&nbsp;19620 |
| # | Tbk Co. Ltd. | 2800 | &nbsp;&nbsp;6828 |
| # | TDC Soft, Inc. | 5200 | &nbsp;&nbsp;41202 |
|  | TechMatrix Corp. | 5200 | &nbsp;&nbsp;71124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Techno Medica Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;10082 |
|  | Techno Ryowa Ltd. | 1500 | &nbsp;&nbsp;75547 |
|  | Techno Smart Corp. | 700 | &nbsp;&nbsp;9361 |
|  | Teijin Ltd. | 21600 | &nbsp;&nbsp;208966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Electric <br>Manufacturing Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;45330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Sen-I Co. <br>Ltd.<br>| 2900 | &nbsp;&nbsp;56306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teikoku Tsushin <br>Kogyo Co. Ltd.<br>| 800 | &nbsp;&nbsp;14172 |
|  | Tekken Corp. | 1800 | &nbsp;&nbsp;56687 |
|  | Temairazu, Inc. | 400 | &nbsp;&nbsp;8036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenpos Holdings Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;17039 |
|  | Tera Probe, Inc. | 500 | &nbsp;&nbsp;23756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Terasaki Electric Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;20047 |
|  | TESEC Corp. | 700 | &nbsp;&nbsp;13337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tess Holdings Co. <br>Ltd.<br>| 6500 | &nbsp;&nbsp;15485 |
|  | Tigers Polymer Corp. | 1400 | &nbsp;&nbsp;8721 |
|  | TKC Corp. | 2400 | &nbsp;&nbsp;63103 |
|  | Toa Corp. (1885 JP) | 9600 | &nbsp;&nbsp;195227 |
|  | Toa Corp. (6809 JP) | 2600 | &nbsp;&nbsp;27783 |
|  | TOA ROAD Corp. | 3000 | &nbsp;&nbsp;33818 |
|  | Toagosei Co. Ltd. | 12300 | &nbsp;&nbsp;139808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOBISHIMA <br>HOLDINGS, Inc.<br>| 3420 | &nbsp;&nbsp;53742 |
|  | Tobu Railway Co. Ltd. | 12500 | &nbsp;&nbsp;220680 |
|  | TOC Co. Ltd. | 6100 | &nbsp;&nbsp;33017 |
|  | Tocalo Co. Ltd. | 8200 | &nbsp;&nbsp;137185 |
|  | Tochigi Bank Ltd. | 12300 | &nbsp;&nbsp;66725 |
|  | Toda Corp. | 25600 | &nbsp;&nbsp;223455 |
| \* | Toda Kogyo Corp. | 200 | &nbsp;&nbsp;1859 |
|  | Toei Co. Ltd. | 400 | &nbsp;&nbsp;14561 |
|  | Toenec Corp. | 7000 | &nbsp;&nbsp;92733 |
|  | Toho Bank Ltd. | 24400 | &nbsp;&nbsp;95023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 2700 | &nbsp;&nbsp;22343 |
|  | Toho Gas Co. Ltd. | 5600 | &nbsp;&nbsp;185508 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;$140512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toho Titanium Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;54109 |
| #\* | Toho Zinc Co. Ltd. | 2700 | &nbsp;&nbsp;28909 |
|  | Tohoku Bank Ltd. | 800 | &nbsp;&nbsp;7901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tohokushinsha Film <br>Corp.<br>| 5400 | &nbsp;&nbsp;22175 |
|  | Tokai Carbon Co. Ltd. | 25500 | &nbsp;&nbsp;176444 |
|  | Tokai Corp. | 2500 | &nbsp;&nbsp;39850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOKAI Holdings <br>Corp.<br>| 10700 | &nbsp;&nbsp;79498 |
|  | Tokai Rika Co. Ltd. | 6900 | &nbsp;&nbsp;139853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 25100 | &nbsp;&nbsp;120255 |
|  | Token Corp. | 880 | &nbsp;&nbsp;84566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokushu Tokai Paper <br>Co. Ltd.<br>| 2754 | &nbsp;&nbsp;29414 |
|  | Tokuyama Corp. | 6900 | &nbsp;&nbsp;180395 |
|  | Tokyo Base Co. Ltd. | 2400 | &nbsp;&nbsp;6559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 2400 | &nbsp;&nbsp;54905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Energy & <br>Systems, Inc.<br>| 4100 | &nbsp;&nbsp;48756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 3024 | &nbsp;&nbsp;197435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Rope <br>Manufacturing Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;6510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Sangyo Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;16684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 3752 | &nbsp;&nbsp;339933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Steel <br>Manufacturing Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;64441 |
|  | Tokyo Tekko Co. Ltd. | 1500 | &nbsp;&nbsp;59771 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Theatres Co., <br>Inc.<br>| 600 | &nbsp;&nbsp;5815 |
|  | Tokyotokeiba Co. Ltd. | 1800 | &nbsp;&nbsp;62349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Construction <br>Co. Ltd.<br>| 10400 | &nbsp;&nbsp;85938 |
|  | Toli Corp. | 6000 | &nbsp;&nbsp;29577 |
|  | Tomato Bank Ltd. | 900 | &nbsp;&nbsp;9368 |
|  | Tomoe Corp. | 3500 | &nbsp;&nbsp;45868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tomoe Engineering <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;37461 |
|  | Tomoku Co. Ltd. | 1500 | &nbsp;&nbsp;33627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOMONY Holdings, <br>Inc.<br>| 25600 | &nbsp;&nbsp;144883 |
|  | Tomy Co. Ltd. | 8717 | &nbsp;&nbsp;153929 |
|  | Topre Corp. | 4300 | &nbsp;&nbsp;70049 |
|  | Topy Industries Ltd. | 1600 | &nbsp;&nbsp;32428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Semiconductor <br>Ltd.<br>| 1100 | &nbsp;&nbsp;10487 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toridoll Holdings <br>Corp.<br>| 4600 | &nbsp;&nbsp;$124085 |
| # | Torigoe Co. Ltd. | 2500 | &nbsp;&nbsp;16934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;27970 |
|  | Tosei Corp. | 8400 | &nbsp;&nbsp;85575 |
|  | Toshiba TEC Corp. | 4500 | &nbsp;&nbsp;75677 |
|  | Tosho Co. Ltd. | 2800 | &nbsp;&nbsp;13544 |
|  | Totech Corp. | 3600 | &nbsp;&nbsp;93672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 3100 | &nbsp;&nbsp;93340 |
| # | Tottori Bank Ltd. | 600 | &nbsp;&nbsp;6645 |
| # | Toumei Co. Ltd. | 1600 | &nbsp;&nbsp;11344 |
|  | Tow Co. Ltd. | 4500 | &nbsp;&nbsp;11009 |
|  | Towa Bank Ltd. | 7700 | &nbsp;&nbsp;57461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;69872 |
|  | Toyo Denki Seizo KK | 1000 | &nbsp;&nbsp;12877 |
| # | Toyo Gosei Co. Ltd. | 600 | &nbsp;&nbsp;34396 |
| # | Toyo Innovex Co. Ltd. | 2600 | &nbsp;&nbsp;11431 |
|  | Toyo Kanetsu KK | 2400 | &nbsp;&nbsp;41322 |
| # | Toyo Tanso Co. Ltd. | 1900 | &nbsp;&nbsp;66384 |
|  | Toyobo Co. Ltd. | 18500 | &nbsp;&nbsp;158765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;260812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 8781 | &nbsp;&nbsp;147450 |
|  | TPR Co. Ltd. | 6600 | &nbsp;&nbsp;57358 |
|  | Transaction Co. Ltd. | 4800 | &nbsp;&nbsp;37023 |
|  | Transcosmos, Inc. | 3300 | &nbsp;&nbsp;80478 |
|  | TRE Holdings Corp. | 6356 | &nbsp;&nbsp;70535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;15413 |
|  | Trenders, Inc. | 1600 | &nbsp;&nbsp;10638 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tri Chemical <br>Laboratories, Inc.<br>| 3600 | &nbsp;&nbsp;77167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 5200 | &nbsp;&nbsp;82183 |
|  | TS Tech Co. Ltd. | 11800 | &nbsp;&nbsp;144964 |
|  | TSI Holdings Co. Ltd. | 8125 | &nbsp;&nbsp;55421 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tsubaki Nakashima <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;20294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 11085 | &nbsp;&nbsp;170042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;22178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuburaya Fields <br>Holdings, Inc.<br>| 4100 | &nbsp;&nbsp;48576 |
|  | Tsugami Corp. | 5000 | &nbsp;&nbsp;103996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukada Global <br>Holdings, Inc.<br>| 1900 | &nbsp;&nbsp;6999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsukishima Holdings <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;76853 |
|  | Tsukuba Bank Ltd. | 5500 | &nbsp;&nbsp;18187 |
|  | Tsumura & Co. | 7800 | &nbsp;&nbsp;206192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsurumi Manufacturing <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;56463 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsutsumi Jewelry Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;$13640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 3400 | &nbsp;&nbsp;78632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tv Tokyo Holdings <br>Corp.<br>| 1500 | &nbsp;&nbsp;44367 |
|  | UACJ Corp. | 16812 | &nbsp;&nbsp;266092 |
|  | UBE Corp. | 12100 | &nbsp;&nbsp;209249 |
| # | Ubicom Holdings, Inc. | 800 | &nbsp;&nbsp;5373 |
|  | Uchida Yoko Co. Ltd. | 6000 | &nbsp;&nbsp;80655 |
|  | ULS Group, Inc. | 3000 | &nbsp;&nbsp;11060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrafabrics Holdings <br>Co. Ltd.<br>| 600 | &nbsp;&nbsp;2902 |
|  | Ulvac, Inc. | 2500 | &nbsp;&nbsp;134230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 6600 | &nbsp;&nbsp;79453 |
|  | Unipres Corp. | 5500 | &nbsp;&nbsp;48647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNISOL Holdings <br>Corp.<br>| 2300 | &nbsp;&nbsp;33976 |
|  | United Arrows Ltd. | 2700 | &nbsp;&nbsp;42036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 7321 | &nbsp;&nbsp;44126 |
| # | UNITED, Inc. | 2400 | &nbsp;&nbsp;8355 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Universal <br>Entertainment <br>Corp.<br>| 3800 | &nbsp;&nbsp;19165 |
|  | User Local, Inc. | 600 | &nbsp;&nbsp;7185 |
|  | Ushio, Inc. | 11800 | &nbsp;&nbsp;212124 |
|  | UT Group Co. Ltd. | 64500 | &nbsp;&nbsp;86096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V Technology Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;30261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;108675 |
|  | Valqua Ltd. | 2100 | &nbsp;&nbsp;59559 |
| # | Value HR Co. Ltd. | 1400 | &nbsp;&nbsp;12570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ValueCommerce Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;9642 |
|  | Vector, Inc. | 3300 | &nbsp;&nbsp;31219 |
|  | Vertex Corp. | 3600 | &nbsp;&nbsp;30846 |
|  | Vision, Inc. | 5000 | &nbsp;&nbsp;41925 |
| \* | Visional, Inc. | 1600 | &nbsp;&nbsp;88176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vital KSK Holdings, <br>Inc.<br>| 5900 | &nbsp;&nbsp;53571 |
|  | VT Holdings Co. Ltd. | 7400 | &nbsp;&nbsp;26012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 4100 | &nbsp;&nbsp;115603 |
|  | Wacom Co. Ltd. | 5600 | &nbsp;&nbsp;27138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wakachiku <br>Construction Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;50577 |
|  | Wakita & Co. Ltd. | 3700 | &nbsp;&nbsp;48214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warabeya Nichiyo <br>Holdings Co. Ltd.<br>| 2500 | &nbsp;&nbsp;55653 |
| # | Watahan & Co. Ltd. | 2000 | &nbsp;&nbsp;18322 |
|  | WATAMI Co. Ltd. | 1100 | &nbsp;&nbsp;6786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WDB Holdings Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;11408 |
|  | WDI Corp. | 600 | &nbsp;&nbsp;12414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Weathernews, Inc. | 1400 | &nbsp;&nbsp;$36904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellneo Sugar Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;38836 |
|  | Wellnet Corp. | 2300 | &nbsp;&nbsp;9826 |
| # | West Holdings Corp. | 3408 | &nbsp;&nbsp;35070 |
| # | Will Group, Inc. | 1500 | &nbsp;&nbsp;11545 |
| \* | WingArc1st, Inc. | 2600 | &nbsp;&nbsp;54780 |
| # | Wood One Co. Ltd. | 600 | &nbsp;&nbsp;3828 |
|  | World Co. Ltd. | 2800 | &nbsp;&nbsp;56821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;World Holdings Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;16370 |
|  | Wowow, Inc. | 800 | &nbsp;&nbsp;7499 |
| \* | W-Scope Corp. | 7000 | &nbsp;&nbsp;7655 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xebio Holdings Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;32730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yahagi Construction <br>Co. Ltd.<br>| 4200 | &nbsp;&nbsp;63041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;38909 |
|  | YAMABIKO Corp. | 3960 | &nbsp;&nbsp;82439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 1900 | &nbsp;&nbsp;21268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 55500 | &nbsp;&nbsp;194569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamae Group <br>Holdings Co. Ltd.<br>| 1700 | &nbsp;&nbsp;30755 |
| # | Yamagata Bank Ltd. | 3600 | &nbsp;&nbsp;51535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 13836 | &nbsp;&nbsp;220393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 3100 | &nbsp;&nbsp;117814 |
| # | Yamami Co. | 500 | &nbsp;&nbsp;15774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamanashi Chuo <br>Bank Ltd.<br>| 4600 | &nbsp;&nbsp;141170 |
|  | Yamatane Corp. | 2000 | &nbsp;&nbsp;29242 |
|  | Yamato Corp. | 1400 | &nbsp;&nbsp;21167 |
| # | Yamaura Corp. | 1300 | &nbsp;&nbsp;12367 |
| # | Yamaya Corp. | 1000 | &nbsp;&nbsp;14391 |
|  | Yamazen Corp. | 6600 | &nbsp;&nbsp;60874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yashima Denki Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;51663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yasuda Logistics <br>Corp.<br>| 2000 | &nbsp;&nbsp;28819 |
|  | Yellow Hat Ltd. | 9000 | &nbsp;&nbsp;98260 |
|  | Yodoko Ltd. | 12000 | &nbsp;&nbsp;108717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Bridge <br>Holdings Corp.<br>| 4000 | &nbsp;&nbsp;80508 |
| # | Yokorei Co. Ltd. | 6700 | &nbsp;&nbsp;55019 |
|  | Yokowo Co. Ltd. | 2300 | &nbsp;&nbsp;32760 |
|  | Yondenko Corp. | 2520 | &nbsp;&nbsp;27306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yondoshi Holdings, <br>Inc.<br>| 2300 | &nbsp;&nbsp;27096 |
|  | Yonex Co. Ltd. | 7400 | &nbsp;&nbsp;156012 |
| # | Yorozu Corp. | 2000 | &nbsp;&nbsp;13173 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yoshimura Food <br>Holdings KK<br>| 1500 | &nbsp;&nbsp;8459 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yoshinoya Holdings <br>Co. Ltd.<br>| 8200 | &nbsp;&nbsp;161947 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yossix Holdings Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;$24406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotai Refractories Co. <br>Ltd.<br>| 200 | &nbsp;&nbsp;2354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuasa Trading Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;73301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yukiguni Factory Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;14424 |
|  | Yurtec Corp. | 6100 | &nbsp;&nbsp;107251 |
| # | Yushin Co. | 1200 | &nbsp;&nbsp;5907 |
|  | Yushiro, Inc. | 1000 | &nbsp;&nbsp;19636 |
|  | Zacros Corp. | 5600 | &nbsp;&nbsp;42164 |
| # | Zenitaka Corp. | 400 | &nbsp;&nbsp;20349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 10076 | &nbsp;&nbsp;200327 |
|  | Zenrin Co. Ltd. | 3800 | &nbsp;&nbsp;25774 |
|  | Zeon Corp. | 17500 | &nbsp;&nbsp;213847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;45153 |
|  | ZIGExN Co. Ltd. | 10600 | &nbsp;&nbsp;32137 |
|  | Zojirushi Corp. | 2400 | &nbsp;&nbsp;23992 |
| # | Zuiko Corp. | 2800 | &nbsp;&nbsp;18188 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;91980691 |
| NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) |  |
|  | Aalberts NV | 11759 | &nbsp;&nbsp;451528 |
|  | Acomo NV | 2505 | &nbsp;&nbsp;73882 |
|  | Aegon Ltd. (AEG US) | 70263 | &nbsp;&nbsp;547349 |
|  | Aegon Ltd. (AGN NA) | 16041 | &nbsp;&nbsp;125994 |
|  | Akzo Nobel NV | 15542 | &nbsp;&nbsp;1088829 |
| \*Ω | Alfen NV | 727 | &nbsp;&nbsp;9699 |
|  | Allfunds Group PLC | 17362 | &nbsp;&nbsp;168256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMG Critical Materials <br>NV<br>| 5247 | &nbsp;&nbsp;224465 |
|  | Aperam SA | 6050 | &nbsp;&nbsp;260322 |
| # | Arcadis NV | 9292 | &nbsp;&nbsp;417305 |
| \*Ω | Basic-Fit NV | 4834 | &nbsp;&nbsp;184278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brunel International <br>NV<br>| 2645 | &nbsp;&nbsp;23471 |
|  | Corbion NV | 7289 | &nbsp;&nbsp;175077 |
| Ω | CTP NV | 10377 | &nbsp;&nbsp;226226 |
| \* | Flow Traders Ltd. | 5117 | &nbsp;&nbsp;166469 |
|  | ForFarmers NV | 4983 | &nbsp;&nbsp;32954 |
|  | Fugro NV | 22307 | &nbsp;&nbsp;308252 |
|  | Havas NV | 7342 | &nbsp;&nbsp;151700 |
| # | IMCD NV | 5378 | &nbsp;&nbsp;502695 |
| \* | InPost SA | 18387 | &nbsp;&nbsp;288194 |
|  | Kendrion NV | 2485 | &nbsp;&nbsp;43775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM <br>Groep NV<br>| 57099 | &nbsp;&nbsp;598837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 3780 | &nbsp;&nbsp;307996 |
|  | Koninklijke Vopak NV | 10402 | &nbsp;&nbsp;519153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC NA<br>| 28670 | &nbsp;&nbsp;509556 |
|  | Nedap NV | 608 | &nbsp;&nbsp;62757 |
| \* | Pharming Group NV | 76895 | &nbsp;&nbsp;156773 |
|  | PostNL NV | 59318 | &nbsp;&nbsp;83066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  | Randstad NV | 10585 | &nbsp;&nbsp;$378800 |
|  | SBM Offshore NV | 22994 | &nbsp;&nbsp;825950 |
| Ω | Signify NV | 14744 | &nbsp;&nbsp;313008 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sligro Food Group <br>NV<br>| 3086 | &nbsp;&nbsp;41575 |
|  | TKH Group NV | 5041 | &nbsp;&nbsp;221222 |
| \* | TomTom NV | 3556 | &nbsp;&nbsp;26715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Van Lanschot Kempen <br>NV<br>| 5806 | &nbsp;&nbsp;352070 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;9868198 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |
|  | Air New Zealand Ltd. | 154777 | &nbsp;&nbsp;54034 |
|  | Briscoe Group Ltd. | 4326 | &nbsp;&nbsp;13011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Infrastructure <br>NZ Ltd.<br>| 55723 | &nbsp;&nbsp;97725 |
|  | Delegat Group Ltd. | 3242 | &nbsp;&nbsp;8695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fletcher Building Ltd. <br>(FBU NZ)<br>| 22463 | &nbsp;&nbsp;50501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 12736 | &nbsp;&nbsp;111865 |
|  | Genesis Energy Ltd. | 51586 | &nbsp;&nbsp;75495 |
| \* | Gentrack Group Ltd. | 9860 | &nbsp;&nbsp;45281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 5327 | &nbsp;&nbsp;31810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heartland Group <br>Holdings Ltd.<br>| 87409 | &nbsp;&nbsp;63404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Investore Property <br>Ltd.<br>| 33140 | &nbsp;&nbsp;22036 |
| #\* | KMD Brands Ltd. | 57266 | &nbsp;&nbsp;9456 |
| # | NZME Ltd. (NZM AU) | 14069 | &nbsp;&nbsp;9611 |
|  | NZX Ltd. | 26482 | &nbsp;&nbsp;24062 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Oceania Healthcare <br>Ltd.<br>| 61685 | &nbsp;&nbsp;31417 |
| #\* | Pacific Edge Ltd. | 48944 | &nbsp;&nbsp;5689 |
|  | PGG Wrightson Ltd. | 1057 | &nbsp;&nbsp;1458 |
| #\* | Rakon Ltd. | 8385 | &nbsp;&nbsp;7135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 69490 | &nbsp;&nbsp;116463 |
|  | Sanford Ltd. | 8585 | &nbsp;&nbsp;37791 |
|  | Scales Corp. Ltd. | 14563 | &nbsp;&nbsp;50362 |
| \* | Serko Ltd. | 3777 | &nbsp;&nbsp;6713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 13671 | &nbsp;&nbsp;42568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 12046 | &nbsp;&nbsp;24194 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SKYCITY <br>Entertainment <br>Group Ltd.<br>| 92691 | &nbsp;&nbsp;51667 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Steel & Tube Holdings <br>Ltd.<br>| 31557 | &nbsp;&nbsp;12699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 18234 | &nbsp;&nbsp;126809 |
| # | Tourism Holdings Ltd. | 14242 | &nbsp;&nbsp;22104 |
|  | TOWER Ltd. | 45071 | &nbsp;&nbsp;52393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turners Automotive <br>Group Ltd.<br>| 5196 | &nbsp;&nbsp;26964 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 35213 | &nbsp;&nbsp;$39295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Warehouse Group <br>Ltd.<br>| 13502 | &nbsp;&nbsp;5941 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;1278648 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | 2020 Bulkers Ltd. | 3214 | &nbsp;&nbsp;47731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 48103 | &nbsp;&nbsp;40478 |
|  | Akastor ASA | 20811 | &nbsp;&nbsp;28948 |
| \* | Aker BioMarine ASA | 2247 | &nbsp;&nbsp;22570 |
|  | Aker Solutions ASA | 13556 | &nbsp;&nbsp;49534 |
|  | Archer Ltd. | 5376 | &nbsp;&nbsp;14175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ArcticZymes <br>Technologies ASA<br>| 4800 | &nbsp;&nbsp;10967 |
|  | Atea ASA | 9153 | &nbsp;&nbsp;146474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 7382 | &nbsp;&nbsp;70964 |
| \* | Axactor ASA | 25001 | &nbsp;&nbsp;21702 |
|  | B2 Impact ASA | 23892 | &nbsp;&nbsp;51549 |
|  | Bluenord ASA | 2137 | &nbsp;&nbsp;99886 |
|  | Bonheur ASA | 2161 | &nbsp;&nbsp;56572 |
|  | Bouvet ASA | 10437 | &nbsp;&nbsp;63060 |
| \* | BW Energy Ltd. | 4501 | &nbsp;&nbsp;21698 |
|  | BW Offshore Ltd. | 10768 | &nbsp;&nbsp;52473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadeler AS (CADLR <br>NO)<br>| 4269 | &nbsp;&nbsp;25413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudberry Clean <br>Energy ASA<br>| 22324 | &nbsp;&nbsp;28689 |
|  | DNO ASA | 55702 | &nbsp;&nbsp;94614 |
| #Ω | Elkem ASA | 32694 | &nbsp;&nbsp;97122 |
| Ω | Elmera Group ASA | 17422 | &nbsp;&nbsp;72747 |
|  | Elopak ASA | 20567 | &nbsp;&nbsp;106893 |
| Ω | Europris ASA | 16921 | &nbsp;&nbsp;155451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FLEX LNG Ltd. <br>(FLNG US)<br>| 3156 | &nbsp;&nbsp;84265 |
| \* | Grieg Seafood ASA | 5477 | &nbsp;&nbsp;42408 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hexagon Composites <br>ASA<br>| 17331 | &nbsp;&nbsp;13973 |
| \* | Hexagon Purus ASA | 5948 | &nbsp;&nbsp;1015 |
| Ω | Kid ASA | 5116 | &nbsp;&nbsp;66205 |
| # | Kitron ASA | 26647 | &nbsp;&nbsp;229041 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Klaveness <br>Combination <br>Carriers ASA<br>| 3243 | &nbsp;&nbsp;29786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Automotive <br>ASA<br>| 96264 | &nbsp;&nbsp;21587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 33260 | &nbsp;&nbsp;115982 |
|  | Medistim ASA | 1791 | &nbsp;&nbsp;41617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPC Container Ships <br>ASA<br>| 44680 | &nbsp;&nbsp;86591 |
| Ω | Multiconsult ASA | 2262 | &nbsp;&nbsp;39937 |
| \* | Napatech AS | 2111 | &nbsp;&nbsp;7361 |
| #\* | NEL ASA | 47009 | &nbsp;&nbsp;10724 |
|  | Norbit ASA | 5449 | &nbsp;&nbsp;104729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| \* | Nordic Mining ASA | 10260 | &nbsp;&nbsp;$12696 |
| #\*Ω | Norske Skog ASA | 7831 | &nbsp;&nbsp;15176 |
| \* | Northern Ocean Ltd. | 15527 | &nbsp;&nbsp;14772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Air Shuttle <br>ASA<br>| 69005 | &nbsp;&nbsp;116478 |
| \* | NRC Group ASA | 4746 | &nbsp;&nbsp;4510 |
|  | Odfjell SE, Class A | 2813 | &nbsp;&nbsp;39683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Odfjell Technology <br>Ltd.<br>| 1620 | &nbsp;&nbsp;9895 |
| \* | OKEA ASA | 3071 | &nbsp;&nbsp;7486 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Okeanis Eco Tankers <br>Corp.<br>| 2062 | &nbsp;&nbsp;83155 |
| \* | Otello Corp. ASA | 4092 | &nbsp;&nbsp;7754 |
|  | Panoro Energy ASA | 13679 | &nbsp;&nbsp;31343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paratus Energy <br>Services Ltd.<br>| 6817 | &nbsp;&nbsp;33122 |
|  | Pareto Bank ASA | 5469 | &nbsp;&nbsp;45965 |
|  | Pexip Holding ASA | 6590 | &nbsp;&nbsp;52789 |
| \* | PhotoCure ASA | 3580 | &nbsp;&nbsp;25653 |
|  | Rana Gruber ASA | 3575 | &nbsp;&nbsp;28838 |
|  | Rogaland Sparebank | 1135 | &nbsp;&nbsp;16295 |
|  | SATS ASA | 18785 | &nbsp;&nbsp;78295 |
| \*Ω | Scatec ASA | 13436 | &nbsp;&nbsp;160513 |
| \* | Sea1 offshore, Inc. | 8468 | &nbsp;&nbsp;21957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SED Energy Holdings <br>PLC<br>| 13811 | &nbsp;&nbsp;11994 |
|  | Selvaag Bolig ASA | 5226 | &nbsp;&nbsp;18817 |
| #\* | SmartCraft ASA | 8158 | &nbsp;&nbsp;18333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solstad Maritime <br>Holding AS<br>| 10185 | &nbsp;&nbsp;23100 |
|  | Solstad Offshore ASA | 4068 | &nbsp;&nbsp;21528 |
|  | Sparebanken More | 3895 | &nbsp;&nbsp;44311 |
|  | TGS ASA | 17859 | &nbsp;&nbsp;188240 |
| \* | Zaptec ASA | 6598 | &nbsp;&nbsp;15791 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;3423420 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |  |
| # | Altri SGPS SA | 8639 | &nbsp;&nbsp;44326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 184858 | &nbsp;&nbsp;200091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corticeira Amorim <br>SGPS SA<br>| 5127 | &nbsp;&nbsp;40669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 9306 | &nbsp;&nbsp;74872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 28413 | &nbsp;&nbsp;565351 |
|  | Ibersol SGPS SA | 3299 | &nbsp;&nbsp;41628 |
| # | Mota-Engil SGPS SA | 12914 | &nbsp;&nbsp;68208 |
| # | Navigator Co. SA | 24329 | &nbsp;&nbsp;92090 |
|  | NOS SGPS SA | 25793 | &nbsp;&nbsp;134087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REN - Redes <br>Energeticas <br>Nacionais SGPS <br>SA<br>| 47767 | &nbsp;&nbsp;194667 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semapa-Sociedade <br>de Investimento e <br>Gestao<br>| 1712 | &nbsp;&nbsp;$45411 |
|  | Sonae SGPS SA | 90392 | &nbsp;&nbsp;189691 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;1691091 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |  |
| \* | AEM Holdings Ltd. | 29282 | &nbsp;&nbsp;44491 |
|  | Aztech Global Ltd. | 18500 | &nbsp;&nbsp;9591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 43835 | &nbsp;&nbsp;67307 |
|  | BRC Asia Ltd. | 2900 | &nbsp;&nbsp;9544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukit Sembawang <br>Estates Ltd.<br>| 15900 | &nbsp;&nbsp;63931 |
|  | Capitaland India Trust | 99814 | &nbsp;&nbsp;97391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aviation Oil <br>Singapore Corp. <br>Ltd.<br>| 27800 | &nbsp;&nbsp;38217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunsine <br>Chemical Holdings <br>Ltd.<br>| 43800 | &nbsp;&nbsp;25171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chuan Hup Holdings <br>Ltd.<br>| 87000 | &nbsp;&nbsp;14956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 47200 | &nbsp;&nbsp;343926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ComfortDelGro Corp. <br>Ltd.<br>| 201300 | &nbsp;&nbsp;232565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COSCO Shipping <br>International <br>Singapore Co. Ltd.<br>| 175500 | &nbsp;&nbsp;16133 |
|  | CSE Global Ltd. | 44857 | &nbsp;&nbsp;39603 |
| \* | Del Monte Pacific Ltd. | 39100 | &nbsp;&nbsp;2634 |
|  | Delfi Ltd. | 32000 | &nbsp;&nbsp;22440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 28100 | &nbsp;&nbsp;115705 |
| \*†† | Ezion Holdings Ltd. | 243320 | &nbsp;&nbsp;0 |
| #\*†† | Ezra Holdings Ltd. | 227326 | &nbsp;&nbsp;0 |
|  | Far East Orchard Ltd. | 11554 | &nbsp;&nbsp;11814 |
|  | First Resources Ltd. | 60300 | &nbsp;&nbsp;101426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 26500 | &nbsp;&nbsp;56080 |
|  | Fraser & Neave Ltd. | 24800 | &nbsp;&nbsp;29810 |
|  | Frasers Property Ltd. | 33700 | &nbsp;&nbsp;29864 |
|  | Frencken Group Ltd. | 23200 | &nbsp;&nbsp;30509 |
| \* | Fu Yu Corp. Ltd. | 62300 | &nbsp;&nbsp;4977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geo Energy <br>Resources Ltd.<br>| 62900 | &nbsp;&nbsp;21064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden <br>Agri-Resources <br>Ltd.<br>| 742400 | &nbsp;&nbsp;168523 |
|  | GuocoLand Ltd. | 41300 | &nbsp;&nbsp;87562 |
|  | Haw Par Corp. Ltd. | 13600 | &nbsp;&nbsp;175012 |
|  | Ho Bee Land Ltd. | 24900 | &nbsp;&nbsp;47737 |
|  | Hong Fok Corp. Ltd. | 54120 | &nbsp;&nbsp;36289 |
|  | Hong Leong Asia Ltd. | 16000 | &nbsp;&nbsp;43184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Finance <br>Ltd.<br>| 28500 | &nbsp;&nbsp;61569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotel Grand Central <br>Ltd.<br>| 44475 | &nbsp;&nbsp;$25513 |
|  | Hour Glass Ltd. | 15200 | &nbsp;&nbsp;26744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hutchison Port <br>Holdings Trust<br>| 544100 | &nbsp;&nbsp;125148 |
| \*†† | Hyflux Ltd. | 27500 | &nbsp;&nbsp;0 |
|  | iFAST Corp. Ltd. | 11400 | &nbsp;&nbsp;94535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Agri <br>Resources Ltd.<br>| 28000 | &nbsp;&nbsp;8710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keppel Infrastructure <br>Trust<br>| 359185 | &nbsp;&nbsp;146646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 259800 | &nbsp;&nbsp;30690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mermaid Maritime <br>PCL<br>| 120300 | &nbsp;&nbsp;11877 |
|  | Metro Holdings Ltd. | 51300 | &nbsp;&nbsp;21715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Mechanics <br>Holdings Ltd.<br>| 5200 | &nbsp;&nbsp;6892 |
| \*†† | Midas Holdings Ltd. | 114000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanofilm Technologies <br>International Ltd.<br>| 23000 | &nbsp;&nbsp;10333 |
|  | Netlink NBN Trust | 252800 | &nbsp;&nbsp;194480 |
| \* | Oceanus Group Ltd. | 837300 | &nbsp;&nbsp;2574 |
|  | Olam Group Ltd. | 93300 | &nbsp;&nbsp;65537 |
|  | OUE Ltd. | 32900 | &nbsp;&nbsp;30512 |
| \* | Oxley Holdings Ltd. | 85599 | &nbsp;&nbsp;5716 |
|  | Pan-United Corp. Ltd. | 11800 | &nbsp;&nbsp;10686 |
|  | Propnex Ltd. | 24200 | &nbsp;&nbsp;41693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q&M Dental Group <br>Singapore Ltd.<br>| 29700 | &nbsp;&nbsp;12044 |
|  | QAF Ltd. | 16600 | &nbsp;&nbsp;12452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raffles Medical Group <br>Ltd.<br>| 85287 | &nbsp;&nbsp;66769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Holdings <br>Ltd.<br>| 50900 | &nbsp;&nbsp;30621 |
|  | SATS Ltd. | 73100 | &nbsp;&nbsp;217775 |
|  | SBS Transit Ltd. | 8500 | &nbsp;&nbsp;21852 |
|  | Seatrium Ltd. | 181300 | &nbsp;&nbsp;300667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 66800 | &nbsp;&nbsp;142877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIA Engineering Co. <br>Ltd.<br>| 22600 | &nbsp;&nbsp;58651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 16800 | &nbsp;&nbsp;46144 |
|  | Singapore Post Ltd. | 205300 | &nbsp;&nbsp;63745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stamford Land Corp. <br>Ltd.<br>| 40485 | &nbsp;&nbsp;15748 |
|  | StarHub Ltd. | 68000 | &nbsp;&nbsp;60822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Straits Trading Co. <br>Ltd.<br>| 17719 | &nbsp;&nbsp;24962 |
| \*†† | Swiber Holdings Ltd. | 17249 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Medical <br>Group Ltd.<br>| 346900 | &nbsp;&nbsp;16659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuan Sing Holdings <br>Ltd.<br>| 53212 | &nbsp;&nbsp;14471 |
|  | UMS Integration Ltd. | 55327 | &nbsp;&nbsp;58320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 50000 | &nbsp;&nbsp;123951 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | UOL Group Ltd. | 42700 | &nbsp;&nbsp;$364683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 29800 | &nbsp;&nbsp;20516 |
|  | Venture Corp. Ltd. | 23600 | &nbsp;&nbsp;303050 |
|  | Vicom Ltd. | 8800 | &nbsp;&nbsp;11436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wing Tai Holdings <br>Ltd.<br>| 50670 | &nbsp;&nbsp;65682 |
|  | Yeo Hiap Seng Ltd. | 2538 | &nbsp;&nbsp;1210 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;4964133 |
| SPAIN — (2.1%) | SPAIN — (2.1%) | SPAIN — (2.1%) |  |
|  | Acciona SA | 1987 | &nbsp;&nbsp;427038 |
| # | Acerinox SA | 18875 | &nbsp;&nbsp;280382 |
| Ω | Aedas Homes SA | 1068 | &nbsp;&nbsp;30324 |
|  | Almirall SA | 11997 | &nbsp;&nbsp;179587 |
| \* | Amper SA | 288666 | &nbsp;&nbsp;65029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atresmedia Corp. de <br>Medios de <br>Comunicacion SA<br>| 14163 | &nbsp;&nbsp;88133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Audax Renovables <br>SA<br>| 22690 | &nbsp;&nbsp;35410 |
|  | Azkoyen SA | 2184 | &nbsp;&nbsp;22604 |
|  | Bankinter SA | 33746 | &nbsp;&nbsp;576043 |
|  | CIE Automotive SA | 8549 | &nbsp;&nbsp;291224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 2025 | &nbsp;&nbsp;134993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 2173 | &nbsp;&nbsp;55007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribuidora <br>Internacional de <br>Alimentacion SA<br>| 2246 | &nbsp;&nbsp;104227 |
|  | Ebro Foods SA | 7810 | &nbsp;&nbsp;170220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;eDreams ODIGEO <br>SA<br>| 6147 | &nbsp;&nbsp;25434 |
|  | Elecnor SA | 5450 | &nbsp;&nbsp;173718 |
|  | Enagas SA | 26312 | &nbsp;&nbsp;433178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 13122 | &nbsp;&nbsp;34553 |
| \* | Ercros SA | 14096 | &nbsp;&nbsp;57119 |
|  | Faes Farma SA | 40443 | &nbsp;&nbsp;250747 |
|  | Fluidra SA | 9216 | &nbsp;&nbsp;268078 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Gestamp Automocion <br>SA<br>| 23515 | &nbsp;&nbsp;84309 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 6257 | &nbsp;&nbsp;25842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grenergy Renovables <br>SA<br>| 2130 | &nbsp;&nbsp;243131 |
|  | Grifols SA | 22700 | &nbsp;&nbsp;290425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Empresarial <br>San Jose SA<br>| 2273 | &nbsp;&nbsp;22386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iberpapel Gestion SA <br>(IBG SM)<br>| 982 | &nbsp;&nbsp;24465 |
|  | Indra Sistemas SA | 15608 | &nbsp;&nbsp;1008807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorio Reig Jofre <br>SA<br>| 1789 | &nbsp;&nbsp;5834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorios <br>Farmaceuticos Rovi <br>SA<br>| 3229 | &nbsp;&nbsp;$275696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA <br>Cia de Seguros y <br>Reaseguros<br>| 50832 | &nbsp;&nbsp;70893 |
|  | Logista Integral SA | 7624 | &nbsp;&nbsp;278098 |
|  | Mapfre SA | 50337 | &nbsp;&nbsp;230329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 13608 | &nbsp;&nbsp;121411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miquel y Costas & <br>Miquel SA<br>| 3439 | &nbsp;&nbsp;57102 |
| Ω | Neinor Homes SA | 4984 | &nbsp;&nbsp;118757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nueva Expresion <br>Textil SA<br>| 22292 | &nbsp;&nbsp;25749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Obrascon Huarte Lain <br>SA<br>| 34077 | &nbsp;&nbsp;14478 |
|  | Pharma Mar SA | 2005 | &nbsp;&nbsp;187582 |
|  | Prim SA | 846 | &nbsp;&nbsp;12789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de <br>Informaciones SA, <br>Class A<br>| 21413 | &nbsp;&nbsp;8742 |
| Ω | Prosegur Cash SA | 59234 | &nbsp;&nbsp;45019 |
| \* | Realia Business SA | 40885 | &nbsp;&nbsp;49574 |
| # | Redeia Corp. SA | 30774 | &nbsp;&nbsp;531834 |
|  | Sacyr SA | 723 | &nbsp;&nbsp;3399 |
|  | Sacyr SA SCYR SM | 57897 | &nbsp;&nbsp;272440 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente <br>SA<br>| 6205 | &nbsp;&nbsp;136853 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Soltec Power Holdings <br>SA<br>| 2859 | &nbsp;&nbsp;2575 |
| #\*Ω | Talgo SA | 10483 | &nbsp;&nbsp;36446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tecnicas Reunidas <br>SA<br>| 7176 | &nbsp;&nbsp;271716 |
| # | Tubacex SA | 17770 | &nbsp;&nbsp;72602 |
| Ω | Unicaja Banco SA | 190238 | &nbsp;&nbsp;651925 |
|  | Vidrala SA | 2830 | &nbsp;&nbsp;295633 |
|  | Viscofan SA | 5162 | &nbsp;&nbsp;346425 |
| \* | Vocento SA | 10365 | &nbsp;&nbsp;7932 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;9534246 |
| SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) |  |
| Ω | AcadeMedia AB | 12500 | &nbsp;&nbsp;132450 |
|  | AddLife AB, Class B | 14907 | &nbsp;&nbsp;228358 |
|  | Addnode Group AB | 14839 | &nbsp;&nbsp;142617 |
|  | AFRY AB | 13027 | &nbsp;&nbsp;206712 |
| Ω | Alimak Group AB | 9300 | &nbsp;&nbsp;142397 |
|  | Alleima AB | 20812 | &nbsp;&nbsp;181891 |
|  | Alligo AB, Class B | 3336 | &nbsp;&nbsp;47449 |
| Ω | Ambea AB | 15686 | &nbsp;&nbsp;239204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Annehem Fastigheter <br>AB, Class B<br>| 4374 | &nbsp;&nbsp;8049 |
|  | AQ Group AB | 8425 | &nbsp;&nbsp;185443 |
|  | Arjo AB, Class B | 28363 | &nbsp;&nbsp;85026 |
| Ω | Attendo AB | 23905 | &nbsp;&nbsp;238632 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Beijer Alma AB | 5922 | &nbsp;&nbsp;$175988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bergman & Beving <br>AB<br>| 4898 | &nbsp;&nbsp;152381 |
|  | Betsson AB, Class B | 8591 | &nbsp;&nbsp;100872 |
| #\* | Better Collective AS | 3617 | &nbsp;&nbsp;43134 |
| \* | BHG Group AB | 34784 | &nbsp;&nbsp;119819 |
|  | Bilia AB, Class A | 9569 | &nbsp;&nbsp;135587 |
|  | Billerud Aktiebolag | 14475 | &nbsp;&nbsp;117046 |
|  | BioGaia AB, Class B | 6605 | &nbsp;&nbsp;81240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BioInvent International <br>AB<br>| 7181 | &nbsp;&nbsp;23809 |
| \* | Bonava AB, Class B | 29853 | &nbsp;&nbsp;43725 |
| #\*Ω | Boozt AB | 5306 | &nbsp;&nbsp;53884 |
| Ω | Bravida Holding AB | 4549 | &nbsp;&nbsp;44817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group AB, <br>Class B<br>| 760 | &nbsp;&nbsp;10904 |
|  | Bufab AB | 16645 | &nbsp;&nbsp;184249 |
|  | Bulten AB | 1365 | &nbsp;&nbsp;7614 |
|  | Bure Equity AB | 3785 | &nbsp;&nbsp;93457 |
|  | Byggmax Group AB | 8034 | &nbsp;&nbsp;51000 |
| \* | Carasent AB | 4077 | &nbsp;&nbsp;11814 |
|  | Catella AB | 6126 | &nbsp;&nbsp;18747 |
| \* | Cavotec Group AB | 3590 | &nbsp;&nbsp;5925 |
|  | Cellavision AB | 2319 | &nbsp;&nbsp;38331 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cibus Nordic Real <br>Estate AB publ<br>| 6346 | &nbsp;&nbsp;110002 |
| #\* | Cint Group AB | 33048 | &nbsp;&nbsp;10735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 7761 | &nbsp;&nbsp;265743 |
|  | Cloetta AB, Class B | 39934 | &nbsp;&nbsp;195331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coinshares <br>International Ltd.<br>| 3030 | &nbsp;&nbsp;33259 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 11573 | &nbsp;&nbsp;68652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (COREB <br>SS), Class B<br>| 40500 | &nbsp;&nbsp;18748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corem Property <br>Group AB (CORED <br>SS), Class D<br>| 1514 | &nbsp;&nbsp;40664 |
|  | CTT Systems AB | 1396 | &nbsp;&nbsp;25608 |
|  | Dios Fastigheter AB | 16804 | &nbsp;&nbsp;121701 |
| Ω | Dometic Group AB | 31073 | &nbsp;&nbsp;133733 |
|  | Duni AB | 1739 | &nbsp;&nbsp;20453 |
| \*Ω | Dustin Group AB | 107256 | &nbsp;&nbsp;20885 |
| \* | Dynavox Group AB | 13348 | &nbsp;&nbsp;130585 |
|  | Eastnine AB | 12380 | &nbsp;&nbsp;69228 |
|  | Elanders AB, Class B | 2467 | &nbsp;&nbsp;16445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 11917 | &nbsp;&nbsp;96261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 22887 | &nbsp;&nbsp;157701 |
|  | Elekta AB, Class B | 30329 | &nbsp;&nbsp;194961 |
| \* | Eltel AB | 2122 | &nbsp;&nbsp;2142 |
| #\* | Embracer Group AB | 11328 | &nbsp;&nbsp;62049 |
| \* | Enea AB | 2398 | &nbsp;&nbsp;18024 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| # | Engcon AB | 2420 | &nbsp;&nbsp;$21709 |
|  | Eolus AB, Class B | 1951 | &nbsp;&nbsp;7383 |
|  | Ependion AB | 3083 | &nbsp;&nbsp;36815 |
|  | Ework Group AB | 1919 | &nbsp;&nbsp;20515 |
|  | Fagerhult Group AB | 9325 | &nbsp;&nbsp;39312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fasadgruppen Group <br>AB<br>| 1014 | &nbsp;&nbsp;3050 |
| \* | Fastighets AB Trianon | 3524 | &nbsp;&nbsp;7739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fastighetsbolaget <br>Emilshus AB, <br>Class B<br>| 530 | &nbsp;&nbsp;3160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FastPartner AB <br>(FPARA SS), <br>Class A<br>| 7836 | &nbsp;&nbsp;40291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fenix Outdoor <br>International AG<br>| 523 | &nbsp;&nbsp;30797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FormPipe Software <br>AB<br>| 2655 | &nbsp;&nbsp;6878 |
|  | G5 Entertainment AB | 858 | &nbsp;&nbsp;9058 |
| \* | GARO AB | 263 | &nbsp;&nbsp;475 |
|  | Granges AB | 13482 | &nbsp;&nbsp;226233 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Green Landscaping <br>Group AB<br>| 965 | &nbsp;&nbsp;4781 |
|  | Hanza AB | 4490 | &nbsp;&nbsp;70159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heba Fastighets AB, <br>Class B<br>| 11429 | &nbsp;&nbsp;38676 |
|  | Hemnet Group AB | 5391 | &nbsp;&nbsp;85966 |
| \* | Hexatronic Group AB | 7246 | &nbsp;&nbsp;19062 |
| \* | HMS Networks AB | 1198 | &nbsp;&nbsp;54005 |
| Ω | Hoist Finance AB | 9784 | &nbsp;&nbsp;137630 |
|  | Humana AB | 7849 | &nbsp;&nbsp;41880 |
| \* | Humble Group AB | 12102 | &nbsp;&nbsp;10813 |
|  | Instalco AB | 31003 | &nbsp;&nbsp;88431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO CN)<br>| 614 | &nbsp;&nbsp;12815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Petroleum Corp. <br>(IPCO SS)<br>| 10960 | &nbsp;&nbsp;229079 |
|  | INVISIO AB | 3226 | &nbsp;&nbsp;94398 |
|  | Inwido AB | 7662 | &nbsp;&nbsp;131881 |
|  | JM AB | 8467 | &nbsp;&nbsp;130294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;John Mattson <br>Fastighetsforetagen <br>AB<br>| 2266 | &nbsp;&nbsp;16807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kabe Group AB, <br>Class B<br>| 409 | &nbsp;&nbsp;9548 |
| \* | Karnell Group AB | 1603 | &nbsp;&nbsp;11117 |
| \* | Karnov Group AB | 7838 | &nbsp;&nbsp;86121 |
| \* | K-fast Holding AB | 9722 | &nbsp;&nbsp;13351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Klarabo Sverige AB, <br>Class B<br>| 14295 | &nbsp;&nbsp;23912 |
|  | KNOW IT AB | 4178 | &nbsp;&nbsp;54710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lime Technologies <br>AB<br>| 1571 | &nbsp;&nbsp;44842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 12632 | &nbsp;&nbsp;265553 |
|  | Logistea AB, Class B | 13817 | &nbsp;&nbsp;22310 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| #\* | Maha Capital AB | 6730 | &nbsp;&nbsp;$9522 |
| \* | Medcap AB | 2076 | &nbsp;&nbsp;114574 |
|  | MEKO AB | 6042 | &nbsp;&nbsp;48026 |
|  | Midsona AB, Class B | 2500 | &nbsp;&nbsp;2766 |
|  | MIPS AB | 3089 | &nbsp;&nbsp;96148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 17794 | &nbsp;&nbsp;207717 |
|  | Momentum Group AB | 4931 | &nbsp;&nbsp;72812 |
| \* | Morrow Bank AB | 13215 | &nbsp;&nbsp;19509 |
| \* | NCAB Group AB | 19077 | &nbsp;&nbsp;99177 |
|  | NCC AB, Class B | 12373 | &nbsp;&nbsp;316832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nederman Holding <br>AB<br>| 2831 | &nbsp;&nbsp;45722 |
|  | Nelly Group AB | 518 | &nbsp;&nbsp;7796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Net Insight AB, <br>Class B<br>| 41507 | &nbsp;&nbsp;10140 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group AB, <br>Class B<br>| 11290 | &nbsp;&nbsp;135378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nilorngruppen AB, <br>Class B<br>| 954 | &nbsp;&nbsp;6922 |
| #\* | Nobia AB | 59716 | &nbsp;&nbsp;25929 |
|  | Nolato AB, Class B | 22976 | &nbsp;&nbsp;150162 |
| \* | Norion Bank AB | 8935 | &nbsp;&nbsp;68061 |
|  | Note AB | 1939 | &nbsp;&nbsp;36068 |
| # | NP3 Fastigheter AB | 4244 | &nbsp;&nbsp;125955 |
|  | Nyfosa AB | 24501 | &nbsp;&nbsp;194775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 8880 | &nbsp;&nbsp;126824 |
| #\* | Orron Energy AB | 27733 | &nbsp;&nbsp;16561 |
| \* | Ovzon AB | 15652 | &nbsp;&nbsp;96388 |
|  | Peab AB, Class B | 16289 | &nbsp;&nbsp;162804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Platzer Fastigheter <br>Holding AB, <br>Class B<br>| 6591 | &nbsp;&nbsp;54907 |
| \* | Pricer AB, Class B | 41621 | &nbsp;&nbsp;18971 |
|  | Proact IT Group AB | 2325 | &nbsp;&nbsp;26611 |
|  | Ratos AB, Class B | 31729 | &nbsp;&nbsp;135618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 5421 | &nbsp;&nbsp;115797 |
|  | Rejlers AB | 2212 | &nbsp;&nbsp;45283 |
| \* | Rottneros AB | 14228 | &nbsp;&nbsp;3744 |
|  | Rvrc Holding AB | 8199 | &nbsp;&nbsp;62995 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBB <br>SS<br>| 117090 | &nbsp;&nbsp;64483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samhallsbyggnadsbolaget <br>i Norden AB SBBD <br>SS, Class D<br>| 22897 | &nbsp;&nbsp;27891 |
|  | Scandi Standard AB | 5934 | &nbsp;&nbsp;71969 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 29182 | &nbsp;&nbsp;291608 |
| \* | Sdiptech AB, Class B | 4662 | &nbsp;&nbsp;89298 |
| \*Ω | Sinch AB | 100936 | &nbsp;&nbsp;302446 |
|  | SinterCast AB | 685 | &nbsp;&nbsp;7474 |
| # | SkiStar AB | 4670 | &nbsp;&nbsp;87909 |
|  | Solid Forsakring AB | 1512 | &nbsp;&nbsp;15636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stendorren <br>Fastigheter AB<br>| 2374 | &nbsp;&nbsp;52195 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
| \* | Stillfront Group AB | 50717 | &nbsp;&nbsp;$31377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group AB, <br>Class B<br>| 195841 | &nbsp;&nbsp;237771 |
|  | Svedbergs Group AB | 1966 | &nbsp;&nbsp;14591 |
|  | Synsam AB | 4750 | &nbsp;&nbsp;34935 |
|  | Systemair AB | 12291 | &nbsp;&nbsp;119637 |
|  | TF Bank AB | 3374 | &nbsp;&nbsp;65090 |
| #\* | Tobii AB | 20318 | &nbsp;&nbsp;4573 |
|  | Troax Group AB | 5379 | &nbsp;&nbsp;87757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truecaller AB, <br>Class B<br>| 21395 | &nbsp;&nbsp;37047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VBG Group AB, <br>Class B<br>| 4057 | &nbsp;&nbsp;175316 |
| \* | Vestum AB | 21461 | &nbsp;&nbsp;19460 |
| \* | Viaplay Group AB | 47184 | &nbsp;&nbsp;6414 |
| \* | Vimian Group AB | 6780 | &nbsp;&nbsp;20328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 3155 | &nbsp;&nbsp;88593 |
|  | Vitrolife AB | 4071 | &nbsp;&nbsp;53067 |
|  | Volati AB | 1959 | &nbsp;&nbsp;20941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;XANO Industri AB, <br>Class B<br>| 1571 | &nbsp;&nbsp;15940 |
| #\* | XSpray Pharma AB | 2567 | &nbsp;&nbsp;7025 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;12028302 |
| SWITZERLAND — (7.2%) | SWITZERLAND — (7.2%) | SWITZERLAND — (7.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 12678 | &nbsp;&nbsp;1214387 |
|  | Adecco Group AG | 19554 | &nbsp;&nbsp;574622 |
|  | Allreal Holding AG | 2145 | &nbsp;&nbsp;627440 |
|  | ALSO Holding AG | 536 | &nbsp;&nbsp;138129 |
| \* | ams-OSRAM AG | 10249 | &nbsp;&nbsp;106641 |
|  | APG SGA SA | 211 | &nbsp;&nbsp;57580 |
| # | Arbonia AG | 6387 | &nbsp;&nbsp;41733 |
| \* | Aryzta AG | 3799 | &nbsp;&nbsp;269306 |
|  | Ascom Holding AG | 5945 | &nbsp;&nbsp;41235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autoneum Holding <br>AG<br>| 610 | &nbsp;&nbsp;99770 |
|  | Avolta AG | 8278 | &nbsp;&nbsp;506791 |
|  | Bachem Holding AG | 236 | &nbsp;&nbsp;21393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale de <br>Geneve<br>| 3730 | &nbsp;&nbsp;134158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 1443 | &nbsp;&nbsp;195281 |
|  | Barry Callebaut AG | 205 | &nbsp;&nbsp;361623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Basilea <br>Pharmaceutica Ag <br>Allschwil<br>| 747 | &nbsp;&nbsp;52320 |
|  | Belimo Holding AG | 1399 | &nbsp;&nbsp;1530194 |
|  | Bell Food Group AG | 344 | &nbsp;&nbsp;98703 |
|  | Bellevue Group AG | 1225 | &nbsp;&nbsp;17950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 606 | &nbsp;&nbsp;252891 |
|  | BKW AG | 1890 | &nbsp;&nbsp;357326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 869 | &nbsp;&nbsp;170779 |
|  | Bucher Industries AG | 956 | &nbsp;&nbsp;443492 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 467 | &nbsp;&nbsp;$322859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burkhalter Holding <br>AG<br>| 331 | &nbsp;&nbsp;60155 |
|  | Bystronic AG | 206 | &nbsp;&nbsp;71895 |
|  | Calida Holding AG | 61 | &nbsp;&nbsp;959 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carlo Gavazzi Holding <br>AG<br>| 62 | &nbsp;&nbsp;12774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 4341 | &nbsp;&nbsp;554919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cham Swiss <br>Properties AG<br>| 498 | &nbsp;&nbsp;16228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 430 | &nbsp;&nbsp;68418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 477 | &nbsp;&nbsp;181716 |
| # | Clariant AG | 26539 | &nbsp;&nbsp;245555 |
| # | Coltene Holding AG | 373 | &nbsp;&nbsp;26632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSMO <br>Pharmaceuticals <br>NV<br>| 1722 | &nbsp;&nbsp;258205 |
|  | CPH Group AG | 351 | &nbsp;&nbsp;30635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 888 | &nbsp;&nbsp;181491 |
|  | DKSH Holding AG | 4476 | &nbsp;&nbsp;328413 |
| #\* | DocMorris AG | 3992 | &nbsp;&nbsp;28885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 3530 | &nbsp;&nbsp;265466 |
|  | EFG International AG | 17150 | &nbsp;&nbsp;438267 |
|  | Emmi AG | 291 | &nbsp;&nbsp;294812 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Feintool International <br>Holding AG<br>| 549 | &nbsp;&nbsp;7261 |
|  | Flughafen Zurich AG | 2650 | &nbsp;&nbsp;823040 |
|  | Forbo Holding AG | 146 | &nbsp;&nbsp;172424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fundamenta Real <br>Estate AG<br>| 4142 | &nbsp;&nbsp;101346 |
| Ω | Galenica AG | 6980 | &nbsp;&nbsp;872483 |
| #\* | GAM Holding AG | 11357 | &nbsp;&nbsp;1908 |
|  | Georg Fischer AG | 11602 | &nbsp;&nbsp;773283 |
|  | Glarner Kantonalbank | 419 | &nbsp;&nbsp;11918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gurit Holding AG, <br>Class BR<br>| 550 | &nbsp;&nbsp;14655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 5400 | &nbsp;&nbsp;1369552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiag Immobilien <br>Holding AG<br>| 563 | &nbsp;&nbsp;90514 |
|  | Huber & Suhner AG | 2430 | &nbsp;&nbsp;491479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hypothekarbank <br>Lenzburg AG<br>| 9 | &nbsp;&nbsp;47249 |
|  | Implenia AG | 2259 | &nbsp;&nbsp;216340 |
|  | Inficon Holding AG | 3430 | &nbsp;&nbsp;542799 |
|  | Interroll Holding AG | 83 | &nbsp;&nbsp;199874 |
|  | Intershop Holding AG | 820 | &nbsp;&nbsp;177699 |
|  | Investis Holding SA | 420 | &nbsp;&nbsp;84119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVF Hartmann Holding <br>AG<br>| 61 | &nbsp;&nbsp;$11765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungfraubahn Holding <br>AG<br>| 792 | &nbsp;&nbsp;312103 |
|  | Kardex Holding AG | 936 | &nbsp;&nbsp;329039 |
| \* | Komax Holding AG | 457 | &nbsp;&nbsp;39592 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kudelski SA, <br>Class BR<br>| 6965 | &nbsp;&nbsp;11028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Landis & Gyr Group <br>AG<br>| 2688 | &nbsp;&nbsp;188829 |
| # | Lastminute.com NV | 626 | &nbsp;&nbsp;11560 |
| \* | LEM Holding SA | 81 | &nbsp;&nbsp;29595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 1746 | &nbsp;&nbsp;217717 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 2452 | &nbsp;&nbsp;210480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 5982 | &nbsp;&nbsp;515362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 2543 | &nbsp;&nbsp;323969 |
| Ω | Medacta Group SA | 1084 | &nbsp;&nbsp;231944 |
| Ω | Medmix AG | 2412 | &nbsp;&nbsp;35660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meier Tobler Group <br>AG<br>| 348 | &nbsp;&nbsp;16374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metall Zug AG, <br>Class B<br>| 32 | &nbsp;&nbsp;33408 |
|  | Mikron Holding AG | 1746 | &nbsp;&nbsp;39008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobilezone Holding <br>AG<br>| 5769 | &nbsp;&nbsp;105199 |
|  | Mobimo Holding AG | 1015 | &nbsp;&nbsp;511138 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Montana Aerospace <br>AG<br>| 5388 | &nbsp;&nbsp;232556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturenergie Holding <br>AG<br>| 3046 | &nbsp;&nbsp;128685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novavest Real Estate <br>AG<br>| 789 | &nbsp;&nbsp;41137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OC Oerlikon Corp. AG <br>Pfaeffikon<br>| 20076 | &nbsp;&nbsp;92082 |
|  | Orell Fuessli AG | 108 | &nbsp;&nbsp;16771 |
| #\* | Orior AG | 654 | &nbsp;&nbsp;9361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peach Property Group <br>AG<br>| 2652 | &nbsp;&nbsp;19909 |
|  | Phoenix Mecano AG | 95 | &nbsp;&nbsp;54425 |
|  | Plazza AG, Class A | 145 | &nbsp;&nbsp;82113 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;PolyPeptide Group <br>AG<br>| 979 | &nbsp;&nbsp;34607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSP Swiss Property <br>AG<br>| 6211 | &nbsp;&nbsp;1246666 |
| # | Rieter Holding AG | 9594 | &nbsp;&nbsp;41293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Romande Energie <br>Holding SA<br>| 1575 | &nbsp;&nbsp;87156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schweiter <br>Technologies AG<br>| 122 | &nbsp;&nbsp;39736 |
| \*Ω | Sensirion Holding AG | 719 | &nbsp;&nbsp;53715 |
|  | SFS Group AG | 2453 | &nbsp;&nbsp;360135 |
|  | Siegfried Holding AG | 5700 | &nbsp;&nbsp;700882 |
| # | SIG Group AG | 25557 | &nbsp;&nbsp;395454 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON NO<br>| 4030 | &nbsp;&nbsp;$41563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 17907 | &nbsp;&nbsp;184281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 393 | &nbsp;&nbsp;302058 |
| # | Stadler Rail AG | 9477 | &nbsp;&nbsp;242800 |
|  | Sulzer AG | 2945 | &nbsp;&nbsp;634550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 6306 | &nbsp;&nbsp;357906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 2791 | &nbsp;&nbsp;658502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 4478 | &nbsp;&nbsp;212160 |
|  | Swiss Prime Site AG | 9423 | &nbsp;&nbsp;1604177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 2390 | &nbsp;&nbsp;1360642 |
|  | Tecan Group AG | 763 | &nbsp;&nbsp;134429 |
|  | Temenos AG | 8165 | &nbsp;&nbsp;721572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thurgauer <br>Kantonalbank<br>| 118 | &nbsp;&nbsp;26088 |
|  | TX Group AG | 513 | &nbsp;&nbsp;110505 |
|  | Valiant Holding AG | 2513 | &nbsp;&nbsp;504469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Varia U.S. Properties <br>AG<br>| 834 | &nbsp;&nbsp;21779 |
| #Ω | VAT Group AG | 922 | &nbsp;&nbsp;596226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vaudoise Assurances <br>Holding SA<br>| 160 | &nbsp;&nbsp;152394 |
|  | Vetropack Holding AG | 1753 | &nbsp;&nbsp;51154 |
|  | Vontobel Holding AG | 4050 | &nbsp;&nbsp;349053 |
|  | VP Bank AG, Class A | 427 | &nbsp;&nbsp;46589 |
|  | VZ Holding AG | 2147 | &nbsp;&nbsp;420836 |
| # | V-ZUG Holding AG | 260 | &nbsp;&nbsp;13401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walliser <br>Kantonalbank<br>| 546 | &nbsp;&nbsp;97832 |
|  | Warteck Invest AG | 35 | &nbsp;&nbsp;89122 |
| # | Ypsomed Holding AG | 719 | &nbsp;&nbsp;284555 |
|  | Zehnder Group AG | 848 | &nbsp;&nbsp;90298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zug Estates Holding <br>AG, Class B<br>| 41 | &nbsp;&nbsp;123546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zuger Kantonalbank, <br>Class BR<br>| 19 | &nbsp;&nbsp;230847 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;33173758 |
| UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) |  |
|  | 4imprint Group PLC | 3540 | &nbsp;&nbsp;198334 |
|  | Aberdeen Group PLC | 227194 | &nbsp;&nbsp;678353 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accesso Technology <br>Group PLC<br>| 3718 | &nbsp;&nbsp;14364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Medical <br>Solutions Group <br>PLC<br>| 19397 | &nbsp;&nbsp;57146 |
|  | AEP Plantations PLC | 3206 | &nbsp;&nbsp;64591 |
|  | AG Barr PLC | 8935 | &nbsp;&nbsp;77967 |
|  | AJ Bell PLC | 63879 | &nbsp;&nbsp;405692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial <br>Software Holdings <br>PLC<br>| 12585 | &nbsp;&nbsp;$37158 |
| \* | AO World PLC | 29565 | &nbsp;&nbsp;43781 |
|  | Ashmore Group PLC | 60983 | &nbsp;&nbsp;197857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Technology <br>Holdings PLC<br>| 9541 | &nbsp;&nbsp;52933 |
| \* | ASOS PLC | 3183 | &nbsp;&nbsp;14433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining <br>Copper SA<br>| 9857 | &nbsp;&nbsp;138067 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Auction Technology <br>Group PLC<br>| 7425 | &nbsp;&nbsp;31415 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Autotrader Group <br>PLC<br>| 45417 | &nbsp;&nbsp;334791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 36966 | &nbsp;&nbsp;89243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Babcock International <br>Group PLC<br>| 64475 | &nbsp;&nbsp;1271217 |
|  | Balfour Beatty PLC | 80013 | &nbsp;&nbsp;783513 |
|  | Barratt Redrow PLC | 102244 | &nbsp;&nbsp;544422 |
|  | Beazley PLC | 38950 | &nbsp;&nbsp;605109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Begbies Traynor <br>Group PLC<br>| 6119 | &nbsp;&nbsp;9899 |
|  | Bellway PLC | 22114 | &nbsp;&nbsp;822971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 7671 | &nbsp;&nbsp;433402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury <br>Publishing PLC<br>| 14973 | &nbsp;&nbsp;101855 |
|  | Bodycote PLC | 22425 | &nbsp;&nbsp;229403 |
| \* | boohoo Group PLC | 114743 | &nbsp;&nbsp;39170 |
|  | Breedon Group PLC | 29120 | &nbsp;&nbsp;134124 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bridgepoint Group <br>PLC<br>| 14376 | &nbsp;&nbsp;53475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brooks Macdonald <br>Group PLC<br>| 1728 | &nbsp;&nbsp;37909 |
| \* | Burberry Group PLC | 34824 | &nbsp;&nbsp;526153 |
|  | Burford Capital Ltd. | 40048 | &nbsp;&nbsp;381621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 31641 | &nbsp;&nbsp;145906 |
|  | C&C Group PLC | 46348 | &nbsp;&nbsp;69327 |
| \* | Canal & SA | 66518 | &nbsp;&nbsp;287614 |
| \* | Capita PLC | 16242 | &nbsp;&nbsp;84060 |
|  | Capital Ltd. | 18600 | &nbsp;&nbsp;33650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capricorn Energy <br>PLC<br>| 15872 | &nbsp;&nbsp;56156 |
|  | Card Factory PLC | 36595 | &nbsp;&nbsp;34035 |
|  | Castings PLC | 4744 | &nbsp;&nbsp;17832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Asia Metals <br>PLC<br>| 23942 | &nbsp;&nbsp;73222 |
|  | Chemring Group PLC | 35709 | &nbsp;&nbsp;244119 |
|  | Chesnara PLC | 38493 | &nbsp;&nbsp;161102 |
|  | Clarkson PLC | 4093 | &nbsp;&nbsp;235002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Close Brothers Group <br>PLC<br>| 20450 | &nbsp;&nbsp;141961 |
| Ω | CMC Markets PLC | 20029 | &nbsp;&nbsp;89483 |
|  | Coats Group PLC | 226657 | &nbsp;&nbsp;263768 |
|  | Computacenter PLC | 10177 | &nbsp;&nbsp;465779 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Conduit Holdings Ltd. | 7911 | &nbsp;&nbsp;$41627 |
| Ω | Convatec Group PLC | 120208 | &nbsp;&nbsp;379174 |
|  | Costain Group PLC | 37342 | &nbsp;&nbsp;90443 |
|  | Cranswick PLC | 7370 | &nbsp;&nbsp;531973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crest Nicholson <br>Holdings PLC<br>| 39673 | &nbsp;&nbsp;82974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 14272 | &nbsp;&nbsp;533343 |
|  | Currys PLC | 162568 | &nbsp;&nbsp;325795 |
|  | CVS Group PLC | 11121 | &nbsp;&nbsp;198451 |
|  | DCC PLC | 7945 | &nbsp;&nbsp;503629 |
| \* | DFS Furniture PLC | 28727 | &nbsp;&nbsp;77680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DiscoverIE Group <br>PLC<br>| 13083 | &nbsp;&nbsp;112659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Group <br>PLC<br>| 54669 | &nbsp;&nbsp;136411 |
|  | dotdigital group PLC | 39655 | &nbsp;&nbsp;40205 |
|  | Dr. Martens PLC | 59425 | &nbsp;&nbsp;54784 |
|  | Drax Group PLC | 56007 | &nbsp;&nbsp;691068 |
|  | Dunelm Group PLC | 22816 | &nbsp;&nbsp;288165 |
|  | easyJet PLC | 28834 | &nbsp;&nbsp;188660 |
|  | Ecora Royalties PLC | 27228 | &nbsp;&nbsp;53741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EKF Diagnostics <br>Holdings PLC<br>| 40219 | &nbsp;&nbsp;13558 |
|  | Elementis PLC | 93313 | &nbsp;&nbsp;205671 |
|  | Energean PLC | 15023 | &nbsp;&nbsp;174458 |
|  | EnQuest PLC | 368832 | &nbsp;&nbsp;62514 |
|  | Essentra PLC | 27960 | &nbsp;&nbsp;38520 |
|  | Everplay Group PLC | 3856 | &nbsp;&nbsp;17293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDM Group Holdings <br>PLC<br>| 12308 | &nbsp;&nbsp;27218 |
|  | Fevara PLC | 3571 | &nbsp;&nbsp;6621 |
|  | Firstgroup PLC | 130935 | &nbsp;&nbsp;334918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 3876 | &nbsp;&nbsp;22467 |
| Ω | Forterra PLC | 26491 | &nbsp;&nbsp;64267 |
|  | Foxtons Group PLC | 63052 | &nbsp;&nbsp;46258 |
| \* | Frasers Group PLC | 19915 | &nbsp;&nbsp;189709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 2549 | &nbsp;&nbsp;16635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuller Smith & Turner <br>PLC, Class A<br>| 5788 | &nbsp;&nbsp;53355 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Funding Circle <br>Holdings PLC<br>| 26177 | &nbsp;&nbsp;58332 |
|  | Future PLC | 11695 | &nbsp;&nbsp;86559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 19567 | &nbsp;&nbsp;140455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 3503 | &nbsp;&nbsp;817208 |
| \* | Gaming Realms PLC | 21915 | &nbsp;&nbsp;11965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 10921 | &nbsp;&nbsp;136030 |
|  | GB Group PLC | 26873 | &nbsp;&nbsp;88130 |
| \* | Genel Energy PLC | 20214 | &nbsp;&nbsp;17238 |
|  | Genuit Group PLC | 52378 | &nbsp;&nbsp;238475 |
| \* | Georgia Capital PLC | 6426 | &nbsp;&nbsp;297138 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gooch & Housego <br>PLC<br>| 2118 | &nbsp;&nbsp;$20192 |
|  | Goodwin PLC | 172 | &nbsp;&nbsp;59283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 30552 | &nbsp;&nbsp;390632 |
|  | Grainger PLC | 102954 | &nbsp;&nbsp;274036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group <br>PLC<br>| 52189 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 125804 | &nbsp;&nbsp;497530 |
|  | Greggs PLC | 8546 | &nbsp;&nbsp;188039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Keystone <br>Petroleum Ltd.<br>| 47620 | &nbsp;&nbsp;118830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Marine Services <br>PLC<br>| 6061 | &nbsp;&nbsp;1886 |
| \*Ω | Gym Group PLC | 22995 | &nbsp;&nbsp;53364 |
|  | Halfords Group PLC | 37620 | &nbsp;&nbsp;77368 |
|  | Harbour Energy PLC | 78816 | &nbsp;&nbsp;252442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hargreaves Services <br>PLC<br>| 1423 | &nbsp;&nbsp;14566 |
|  | Harworth Group PLC | 24301 | &nbsp;&nbsp;54799 |
|  | Hays PLC | 71088 | &nbsp;&nbsp;46227 |
| \* | Headlam Group PLC | 13204 | &nbsp;&nbsp;7987 |
|  | Helical PLC | 1868 | &nbsp;&nbsp;4928 |
| \* | Helios Towers PLC | 138253 | &nbsp;&nbsp;328071 |
|  | Henry Boot PLC | 13323 | &nbsp;&nbsp;35352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 14502 | &nbsp;&nbsp;304199 |
|  | Hill & Smith PLC | 13237 | &nbsp;&nbsp;404483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 9754 | &nbsp;&nbsp;63090 |
|  | Hiscox Ltd. | 40810 | &nbsp;&nbsp;830054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 68954 | &nbsp;&nbsp;622279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl <br>Group PLC<br>| 23602 | &nbsp;&nbsp;83868 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hostelworld Group <br>PLC<br>| 3800 | &nbsp;&nbsp;6101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery <br>Group PLC<br>| 45840 | &nbsp;&nbsp;525139 |
|  | Hunting PLC | 21793 | &nbsp;&nbsp;132590 |
| Ω | Ibstock PLC | 46814 | &nbsp;&nbsp;81450 |
|  | ICG PLC | 8999 | &nbsp;&nbsp;223925 |
| # | IDOX PLC | 18014 | &nbsp;&nbsp;17447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 40370 | &nbsp;&nbsp;748946 |
|  | IMI PLC | 14590 | &nbsp;&nbsp;550952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impax Asset <br>Management Group <br>PLC<br>| 5042 | &nbsp;&nbsp;11286 |
|  | Inchcape PLC | 58796 | &nbsp;&nbsp;657481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Personal <br>Finance PLC<br>| 40760 | &nbsp;&nbsp;131317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 116707 | &nbsp;&nbsp;395653 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Investec PLC | 41049 | &nbsp;&nbsp;$340880 |
|  | iomart Group PLC | 16597 | &nbsp;&nbsp;4279 |
| \* | IP Group PLC | 129231 | &nbsp;&nbsp;104952 |
|  | Ithaca Energy PLC | 13903 | &nbsp;&nbsp;35113 |
|  | ITV PLC | 567619 | &nbsp;&nbsp;632864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J D Wetherspoon <br>PLC<br>| 13350 | &nbsp;&nbsp;122422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Fisher & Sons <br>PLC<br>| 6723 | &nbsp;&nbsp;41160 |
| # | James Halstead PLC | 42326 | &nbsp;&nbsp;79948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 136305 | &nbsp;&nbsp;152543 |
|  | JET2 PLC | 18252 | &nbsp;&nbsp;309415 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;John Wood Group <br>PLC<br>| 73731 | &nbsp;&nbsp;26213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 18723 | &nbsp;&nbsp;605462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 68407 | &nbsp;&nbsp;132300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jupiter Fund <br>Management PLC<br>| 65869 | &nbsp;&nbsp;169323 |
|  | Just Group PLC | 152125 | &nbsp;&nbsp;450698 |
|  | Kainos Group PLC | 8664 | &nbsp;&nbsp;106670 |
|  | Keller Group PLC | 11585 | &nbsp;&nbsp;281973 |
|  | Kier Group PLC | 96324 | &nbsp;&nbsp;295164 |
|  | Kingfisher PLC | 130846 | &nbsp;&nbsp;602990 |
|  | Kitwave Group PLC | 3322 | &nbsp;&nbsp;13478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Knights Group <br>Holdings PLC<br>| 5278 | &nbsp;&nbsp;14226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancashire Holdings <br>Ltd.<br>| 35221 | &nbsp;&nbsp;297453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 6114 | &nbsp;&nbsp;844706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liontrust Asset <br>Management PLC<br>| 9051 | &nbsp;&nbsp;29321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;London Investment <br>Group PLC<br>| 2089 | &nbsp;&nbsp;11138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 9596 | &nbsp;&nbsp;34870 |
| Ω | Luceco PLC | 8203 | &nbsp;&nbsp;17687 |
|  | M&C Saatchi PLC | 3423 | &nbsp;&nbsp;6027 |
|  | M&G PLC | 16743 | &nbsp;&nbsp;70978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macfarlane Group <br>PLC<br>| 19165 | &nbsp;&nbsp;18877 |
|  | Man Group PLC | 194764 | &nbsp;&nbsp;702982 |
|  | Marshalls PLC | 14797 | &nbsp;&nbsp;31694 |
| \* | Marston's PLC | 104647 | &nbsp;&nbsp;86536 |
|  | McBride PLC | 30429 | &nbsp;&nbsp;66728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group <br>International PLC<br>| 40883 | &nbsp;&nbsp;77472 |
|  | Mears Group PLC | 18054 | &nbsp;&nbsp;90679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Bank Holdings <br>PLC<br>| 24939 | &nbsp;&nbsp;45594 |
|  | Midwich Group PLC | 8466 | &nbsp;&nbsp;22652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mitchells & Butlers <br>PLC<br>| 57716 | &nbsp;&nbsp;208575 |
|  | Mitie Group PLC | 182589 | &nbsp;&nbsp;417410 |
|  | MJ Gleeson PLC | 7302 | &nbsp;&nbsp;38678 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Mondi PLC | 39777 | &nbsp;&nbsp;$464843 |
|  | MONY Group PLC | 72167 | &nbsp;&nbsp;184223 |
|  | Moonpig Group PLC | 43083 | &nbsp;&nbsp;126391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 34605 | &nbsp;&nbsp;108380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 6870 | &nbsp;&nbsp;464703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mortgage Advice <br>Bureau Holdings <br>Ltd.<br>| 4749 | &nbsp;&nbsp;50836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mountview Estates <br>PLC<br>| 77 | &nbsp;&nbsp;9416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MP Evans Group <br>PLC<br>| 5183 | &nbsp;&nbsp;92699 |
|  | NCC Group PLC | 43338 | &nbsp;&nbsp;83549 |
|  | Next 15 Group PLC | 9568 | &nbsp;&nbsp;46117 |
|  | Nichols PLC | 1407 | &nbsp;&nbsp;19471 |
|  | Ninety One PLC | 59362 | &nbsp;&nbsp;206656 |
|  | Norcros PLC | 7961 | &nbsp;&nbsp;38668 |
| \* | Ocado Group PLC | 41521 | &nbsp;&nbsp;124433 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;On the Beach Group <br>PLC<br>| 18670 | &nbsp;&nbsp;56089 |
|  | OSB Group PLC | 57929 | &nbsp;&nbsp;484185 |
|  | Pagegroup PLC | 38658 | &nbsp;&nbsp;109236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African <br>Resources PLC<br>| 428330 | &nbsp;&nbsp;758085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Banking <br>Group PLC<br>| 33407 | &nbsp;&nbsp;406530 |
|  | PayPoint PLC | 9568 | &nbsp;&nbsp;69620 |
|  | Pennon Group PLC | 56781 | &nbsp;&nbsp;425609 |
|  | Persimmon PLC | 34159 | &nbsp;&nbsp;657808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pets at Home Group <br>PLC<br>| 62931 | &nbsp;&nbsp;176248 |
|  | Pharos Energy PLC | 20801 | &nbsp;&nbsp;6234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Spree <br>Deutschland Ltd.<br>| 8962 | &nbsp;&nbsp;21447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 13091 | &nbsp;&nbsp;84599 |
|  | Playtech PLC | 42562 | &nbsp;&nbsp;172932 |
|  | Plus500 Ltd. | 16473 | &nbsp;&nbsp;948210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 10376 | &nbsp;&nbsp;83751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pollen Street Group <br>Ltd.<br>| 1118 | &nbsp;&nbsp;14067 |
|  | Porvair PLC | 2545 | &nbsp;&nbsp;29512 |
|  | Premier Foods PLC | 100223 | &nbsp;&nbsp;259367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PureTech Health PLC <br>(PRTC LN)<br>| 28808 | &nbsp;&nbsp;52194 |
|  | PZ Cussons PLC | 26682 | &nbsp;&nbsp;26747 |
|  | QinetiQ Group PLC | 70252 | &nbsp;&nbsp;483995 |
| Ω | Quilter PLC | 232618 | &nbsp;&nbsp;619214 |
|  | Rank Group PLC | 24101 | &nbsp;&nbsp;29000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 5396 | &nbsp;&nbsp;163329 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Raven Property Group <br>Ltd.<br>| 45894 | &nbsp;&nbsp;0 |
|  | Reach PLC | 49305 | &nbsp;&nbsp;43267 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Record PLC | 11865 | &nbsp;&nbsp;$9425 |
|  | Renew Holdings PLC | 9219 | &nbsp;&nbsp;118203 |
|  | RHI Magnesita NV | 1686 | &nbsp;&nbsp;64013 |
|  | Rightmove PLC | 61900 | &nbsp;&nbsp;419026 |
|  | Robert Walters PLC | 6706 | &nbsp;&nbsp;11486 |
|  | Rotork PLC | 123367 | &nbsp;&nbsp;598669 |
|  | RS Group PLC | 37664 | &nbsp;&nbsp;345852 |
|  | RWS Holdings PLC | 19833 | &nbsp;&nbsp;22860 |
|  | S&U PLC | 1186 | &nbsp;&nbsp;38432 |
| # | S4 Capital PLC | 24198 | &nbsp;&nbsp;8743 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sabre Insurance <br>Group PLC<br>| 36053 | &nbsp;&nbsp;64168 |
| \* | Saga PLC | 10855 | &nbsp;&nbsp;77393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Savannah Energy <br>PLC<br>| 107834 | &nbsp;&nbsp;10599 |
|  | Savills PLC | 18326 | &nbsp;&nbsp;270461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secure Trust Bank <br>PLC<br>| 584 | &nbsp;&nbsp;11605 |
|  | Senior PLC | 59262 | &nbsp;&nbsp;198305 |
|  | Serco Group PLC | 147642 | &nbsp;&nbsp;606208 |
|  | Serica Energy PLC | 30512 | &nbsp;&nbsp;90132 |
| \* | SIG PLC | 100181 | &nbsp;&nbsp;13374 |
| \* | SigmaRoc PLC | 70928 | &nbsp;&nbsp;139210 |
|  | Smiths News PLC | 41443 | &nbsp;&nbsp;38664 |
|  | Softcat PLC | 16254 | &nbsp;&nbsp;318320 |
| \* | SolGold PLC | 101626 | &nbsp;&nbsp;38988 |
|  | Speedy Hire PLC | 89137 | &nbsp;&nbsp;31177 |
|  | Spirax Group PLC | 2717 | &nbsp;&nbsp;270734 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Spire Healthcare <br>Group PLC<br>| 38601 | &nbsp;&nbsp;108176 |
|  | SSP Group PLC | 87707 | &nbsp;&nbsp;219605 |
|  | SThree PLC | 17971 | &nbsp;&nbsp;47126 |
| \* | Strix Group PLC | 17224 | &nbsp;&nbsp;11079 |
|  | STV Group PLC | 2980 | &nbsp;&nbsp;4681 |
|  | Tate & Lyle PLC | 52039 | &nbsp;&nbsp;269233 |
|  | Taylor Wimpey PLC | 327708 | &nbsp;&nbsp;479096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 6722 | &nbsp;&nbsp;390832 |
|  | Telecom Plus PLC | 8571 | &nbsp;&nbsp;156579 |
|  | Topps Tiles PLC | 21096 | &nbsp;&nbsp;12181 |
|  | TP ICAP Group PLC | 127002 | &nbsp;&nbsp;443035 |
| \*Ω | Trainline PLC | 18585 | &nbsp;&nbsp;52085 |
|  | Travis Perkins PLC | 33001 | &nbsp;&nbsp;282486 |
|  | Treatt PLC | 1767 | &nbsp;&nbsp;4932 |
|  | Tribal Group PLC | 5915 | &nbsp;&nbsp;5704 |
|  | Trifast PLC | 13605 | &nbsp;&nbsp;13941 |
| \* | TT Electronics PLC | 37226 | &nbsp;&nbsp;57101 |
| #\* | Tullow Oil PLC | 238014 | &nbsp;&nbsp;26481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultimate Products <br>PLC<br>| 4833 | &nbsp;&nbsp;3559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vanquis Banking <br>Group PLC<br>| 43840 | &nbsp;&nbsp;71542 |
|  | Vertu Motors PLC | 37928 | &nbsp;&nbsp;32672 |
|  | Vesuvius PLC | 33003 | &nbsp;&nbsp;207684 |
|  | Victrex PLC | 10081 | &nbsp;&nbsp;90592 |
| \* | Videndum PLC | 9739 | &nbsp;&nbsp;1641 |
| \* | Vistry Group PLC | 40509 | &nbsp;&nbsp;369130 |
|  | Volex PLC | 16979 | &nbsp;&nbsp;102423 |
|  | Volution Group PLC | 27412 | &nbsp;&nbsp;239914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Vp PLC | 3850 | &nbsp;&nbsp;$28424 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of <br>Switzerland Group <br>PLC<br>| 25349 | &nbsp;&nbsp;180552 |
| \* | Watkin Jones PLC | 29876 | &nbsp;&nbsp;11897 |
|  | WH Smith PLC | 15052 | &nbsp;&nbsp;139026 |
|  | Whitbread PLC | 11547 | &nbsp;&nbsp;431031 |
|  | Wickes Group PLC | 43591 | &nbsp;&nbsp;135912 |
|  | Wilmington PLC | 6879 | &nbsp;&nbsp;28105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WPP PLC (WPP US), <br>Sponsored ADR<br>| 4257 | &nbsp;&nbsp;88886 |
| \* | Xaar PLC | 10372 | &nbsp;&nbsp;15610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 28163 | &nbsp;&nbsp;134007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGA LN), <br>Class A<br>| 3702 | &nbsp;&nbsp;42123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young & Co.'s <br>Brewery PLC <br>(YNGN LN)<br>| 2921 | &nbsp;&nbsp;23756 |
|  | Zigup PLC | 33311 | &nbsp;&nbsp;173772 |
|  | Zotefoams PLC | 3070 | &nbsp;&nbsp;17475 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;51338873 |
| UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diversified Energy Co. <br>DEC LN<br>| 5748 | &nbsp;&nbsp;74982 |
| # | Qiagen NV | 21917 | &nbsp;&nbsp;1172453 |
| \* | Sunococorp LLC | 4426 | &nbsp;&nbsp;237309 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;1484744 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;426644550 |
| 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;Draegerwerk AG & <br>Co. KGaA, 2.296%<br>| 1245 | &nbsp;&nbsp;131471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Einhell Germany AG, <br>1.716%<br>| 762 | &nbsp;&nbsp;79419 |
|  | FUCHS SE, 3.204% | 9860 | &nbsp;&nbsp;426217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jungheinrich AG, <br>2.208%<br>| 6075 | &nbsp;&nbsp;261436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 5668 | &nbsp;&nbsp;242508 |
|  | Sixt SE, 5.075% | 2482 | &nbsp;&nbsp;156490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO SE & Co. KGaA, <br>2.829%<br>| 368 | &nbsp;&nbsp;51588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Villeroy & Boch AG, <br>5.099%<br>| 1074 | &nbsp;&nbsp;22909 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;1372038 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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>| 1997 | &nbsp;&nbsp;$35 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silver Mines Ltd. <br>Warrants 06/17/26<br>| 4488 | &nbsp;&nbsp;407 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;442 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Webuild SpA Warrants <br>08/02/2030<br>| 1925 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;442 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $326,034,731) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $326,034,731) |  | &nbsp;&nbsp;428017030 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (6.7%) | SECURITIES LENDING COLLATERAL — (6.7%) | SECURITIES LENDING COLLATERAL — (6.7%) | SECURITIES LENDING COLLATERAL — (6.7%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 2676851 | &nbsp;&nbsp;$30963131 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $356,997,731)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $356,997,731)^^ |  | &nbsp;&nbsp;$458980161 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $16,602,840 or 3.6% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$354356 | &nbsp;&nbsp;&nbsp;$27957025 | &nbsp;&nbsp;&nbsp;$158658 | &nbsp;&nbsp;&nbsp;$28470039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7154367 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7154367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;4897 | &nbsp;&nbsp;&nbsp;6090572 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6095469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;58950550 | &nbsp;&nbsp;&nbsp;30777 | &nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;58981428 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;1040975 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1040975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11314679 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11314679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;40841 | &nbsp;&nbsp;&nbsp;11062623 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11103464 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23936460 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23936460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27828357 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27828357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7654253 | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;7658053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;989537 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;989537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;70994 | &nbsp;&nbsp;&nbsp;4653646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4724640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;117088 | &nbsp;&nbsp;&nbsp;16463890 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16580978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;91980691 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;91980691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;1056905 | &nbsp;&nbsp;&nbsp;8811293 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9868198 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1278648 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1278648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;84265 | &nbsp;&nbsp;&nbsp;3339155 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3423420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1691091 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1691091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4964133 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4964133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;3399 | &nbsp;&nbsp;&nbsp;9528272 | &nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;9534246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;32324 | &nbsp;&nbsp;&nbsp;11995978 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12028302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;210480 | &nbsp;&nbsp;&nbsp;32963278 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33173758 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;88886 | &nbsp;&nbsp;&nbsp;51249987 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;51338873 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;1097553 | &nbsp;&nbsp;&nbsp;387191 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1484744 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1372038 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1372038 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30963131 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30963131 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$63153513 | &nbsp;&nbsp;&nbsp;$395661514 | &nbsp;&nbsp;&nbsp;$165,134˂˃ | &nbsp;&nbsp;&nbsp;$458980161 |

---

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

---

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

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) | AGENCY OBLIGATIONS — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp., SOFR + <br>0.115%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp., SOFR + <br>0.115%, FRN |  |  |
| (r) | 3.765%, 02/10/27 | 1700 | &nbsp;&nbsp;$1701364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp., SOFR + <br>0.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp., SOFR + <br>0.120%, FRN |  |  |
| (r) | 3.770%, 07/10/26 | 300 | &nbsp;&nbsp;300145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp., SOFR <br>+ 0.115%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp., SOFR <br>+ 0.115%, FRN |  |  |
| (r) | 3.765%, 05/05/27 | 4000 | &nbsp;&nbsp;3999905 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  | &nbsp;&nbsp;6001414 |
| BONDS — (26.6%) | BONDS — (26.6%) | BONDS — (26.6%) | BONDS — (26.6%) |
| African Development Bank | African Development Bank |  |  |
|  | 0.875%, 03/23/26 | 811 | &nbsp;&nbsp;807711 |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 0.500%, 02/04/26 | 366 | &nbsp;&nbsp;365934 |
|  | 1.000%, 04/14/26 | 7303 | &nbsp;&nbsp;7262911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 1.000%, FRN |  |  |
| (r) | 4.690%, 06/16/26 | 569 | &nbsp;&nbsp;570673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN |  |  |
| (r) | 3.885%, 04/15/26 | 3000 | &nbsp;&nbsp;3000840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.560%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.237%, 03/18/26 | 1400 | &nbsp;&nbsp;1400700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN |  |  |
| (r)Ω | 4.338%, 07/16/27 | 6300 | &nbsp;&nbsp;6332848 |
| (r) | 4.338%, 07/16/27 | 400 | &nbsp;&nbsp;402086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN |  |  |
| (r)Ω | 4.468%, 01/18/27 | 1100 | &nbsp;&nbsp;1105686 |
| (r) | 4.468%, 01/18/27 | 1000 | &nbsp;&nbsp;1005169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of England Euro <br>Notes | &nbsp;&nbsp;&nbsp;&nbsp;Bank of England Euro <br>Notes |  |  |
|  | 4.625%, 03/06/26 | 800 | &nbsp;&nbsp;800760 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 | 1300 | &nbsp;&nbsp;1300242 |
| Ω | 1.000%, 05/26/26 | 2500 | &nbsp;&nbsp;2478188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.360%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.360%, FRN |  |  |
| (r) | 4.109%, 02/26/27 | 2470 | &nbsp;&nbsp;2476264 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN |  |  |
| (r) | 4.515%, 05/29/27 | 3442 | &nbsp;&nbsp;$3457867 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.460%, FRN |  |  |
| (r)Ω | 4.203%, 11/27/26 | 1850 | &nbsp;&nbsp;1856169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.410%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.410%, <br>FRN |  |  |
| (r) | 4.076%, 01/14/28 | 2750 | &nbsp;&nbsp;2751622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.590%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.590%, <br>FRN |  |  |
| (r) | 4.336%, 05/27/27 | 4330 | &nbsp;&nbsp;4346273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.620%, <br>FRN |  |  |
| (r) | 4.365%, 08/28/26 | 3650 | &nbsp;&nbsp;3657707 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN |  |  |
| (r) | 4.956%, 03/11/26 | 795 | &nbsp;&nbsp;795977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN |  |  |
| (r) | 3.860%, 09/16/26 | 200 | &nbsp;&nbsp;200008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.280%, FRN |  |  |
| (r) | 3.946%, 04/12/27 | 1907 | &nbsp;&nbsp;1908380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN |  |  |
| (r) | 4.030%, 10/04/27 | 9500 | &nbsp;&nbsp;9514087 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.280%, FRN |  |  |
| (r) | 4.052%, 02/23/27 | 361 | &nbsp;&nbsp;361495 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.370%, FRN |  |  |
| (r) | 4.036%, 01/12/27 | 3500 | &nbsp;&nbsp;3503897 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.270%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.270%, <br>FRN |  |  |
| (r) | 3.937%, 07/30/27 | 7346 | &nbsp;&nbsp;7349476 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN |  |  |
| (r) | 4.286%, 04/29/26 | 1000 | &nbsp;&nbsp;$1001023 |
| &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) | 4.706%, 12/08/26 | 500 | &nbsp;&nbsp;502656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 1.000%, FRN |  |  |
| (r) | 4.687%, 06/17/26 | 200 | &nbsp;&nbsp;200631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank | &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank |  |  |
|  | 4.875%, 03/09/26 | 4619 | &nbsp;&nbsp;4622962 |
| &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 | 4.588%, 07/02/27 | 3000 | &nbsp;&nbsp;3021630 |
| Morgan Stanley Bank NA | Morgan Stanley Bank NA |  |  |
|  | 4.754%, 04/21/26 | 1248 | &nbsp;&nbsp;1249363 |
| &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 | 4.337%, 05/20/27 | 250 | &nbsp;&nbsp;251182 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |
|  | 1.100%, 03/26/26 | 10500 | &nbsp;&nbsp;10455854 |
| Province of Quebec | Province of Quebec |  |  |
|  | 2.500%, 04/20/26 | 2735 | &nbsp;&nbsp;2727053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA, SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA, SOFR + <br>0.460%, FRN |  |  |
| (r) | 4.302%, 11/03/27 | 2310 | &nbsp;&nbsp;2319602 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN |  |  |
| (r) | 4.863%, 08/03/26 | 1000 | &nbsp;&nbsp;1004075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB, SOFR + 1.250%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB, SOFR + 1.250%, <br>FRN |  |  |
| (r)Ω | 4.934%, 06/15/26 | 650 | &nbsp;&nbsp;652595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |
| (r)Ω | 4.165%, 08/20/27 | 1750 | &nbsp;&nbsp;1751217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |
| (r) | 4.096%, 04/28/27 | 2762 | &nbsp;&nbsp;2774180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |
| (r) | 4.760%, 12/11/26 | 300 | &nbsp;&nbsp;301957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.420%, FRN |  |  |
| (r) | 4.078%, 04/16/26 | 6000 | &nbsp;&nbsp;6003714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.460%, FRN |  |  |
| (r) | 4.118%, 10/20/26 | 2900 | &nbsp;&nbsp;2905452 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;110758116 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (17.6%) | U.S. TREASURY OBLIGATIONS — (17.6%) | U.S. TREASURY OBLIGATIONS — (17.6%) | U.S. TREASURY OBLIGATIONS — (17.6%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.676%, 03/24/26 | 3250 | &nbsp;&nbsp;$3233569 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.098%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.098%, <br>FRN |  |  |
| (r) | 3.711%, 01/31/27 | 1000 | &nbsp;&nbsp;1000371 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.150%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.150%, <br>FRN |  |  |
| (r) | 3.763%, 04/30/26 | 12800 | &nbsp;&nbsp;12802965 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN |  |  |
| (r) | 3.773%, 04/30/27 | 25750 | &nbsp;&nbsp;25782281 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.182%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.182%, <br>FRN |  |  |
| (r) | 3.795%, 07/31/26 | 5800 | &nbsp;&nbsp;5803256 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.190%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.190%, <br>FRN |  |  |
| (r) | 3.803%, 10/31/27 | 11000 | &nbsp;&nbsp;11018649 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S.Treasury Notes, 3M <br>USTMMR + 0.159%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S.Treasury Notes, 3M <br>USTMMR + 0.159%, <br>FRN |  |  |
| (r) | 3.772%, 07/31/27 | 13750 | &nbsp;&nbsp;13766353 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;73407444 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (51.9%) | COMMERCIAL PAPER — (51.9%) | COMMERCIAL PAPER — (51.9%) | COMMERCIAL PAPER — (51.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| Ω | 3.871%, 04/07/26 | 1000 | &nbsp;&nbsp;993116 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 3.730%, 04/29/26 | 4750 | &nbsp;&nbsp;4706960 |
| Ω | 3.731%, 04/30/26 | 4000 | &nbsp;&nbsp;3963350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |
| Ω | 4.069%, 02/10/26 | 1750 | &nbsp;&nbsp;1748045 |
| Ω | 3.921%, 03/09/26 | 3000 | &nbsp;&nbsp;2988313 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 3.825%, 02/06/26 | 1000 | &nbsp;&nbsp;999290 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 3.973%, 02/06/26 | 800 | &nbsp;&nbsp;799432 |
| Ω | 3.964%, 03/12/26 | 4250 | &nbsp;&nbsp;4232328 |
| Ω | 3.742%, 06/12/26 | 3500 | &nbsp;&nbsp;3453415 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.053%, 02/03/26 | 5000 | &nbsp;&nbsp;4997974 |
| Ω | 4.006%, 03/10/26 | 1750 | &nbsp;&nbsp;1743012 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.954%, 03/23/26 | 4750 | &nbsp;&nbsp;4725139 |
| Ω | 4.025%, 04/15/26 | 5000 | &nbsp;&nbsp;4962056 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 3.890%, 03/05/26 | 600 | &nbsp;&nbsp;597919 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 3.872%, 03/16/26 | 2600 | &nbsp;&nbsp;$2588040 |
| Ω | 3.745%, 04/21/26 | 750 | &nbsp;&nbsp;743796 |
| Ω | 3.736%, 05/28/26 | 3500 | &nbsp;&nbsp;3457679 |
| European Investment Bank | European Investment Bank |  |  |
|  | 3.924%, 02/17/26 | 6000 | &nbsp;&nbsp;5989022 |
|  | 4.041%, 02/17/26 | 3750 | &nbsp;&nbsp;3743139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada |  |  |
|  | 3.868%, 03/03/26 | 4000 | &nbsp;&nbsp;3987366 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 3.738%, 04/15/26 | 5000 | &nbsp;&nbsp;4961797 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 3.933%, 02/02/26 | 1500 | &nbsp;&nbsp;1499546 |
| Ω | 3.940%, 02/02/26 | 4000 | &nbsp;&nbsp;3998788 |
| Ω | 3.699%, 06/12/26 | 1300 | &nbsp;&nbsp;1282958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |
| Ω | 4.000%, 02/09/26 | 200 | &nbsp;&nbsp;199799 |
| Ω | 3.956%, 03/03/26 | 3500 | &nbsp;&nbsp;3488769 |
| Ω | 3.894%, 03/09/26 | 1000 | &nbsp;&nbsp;996189 |
| Ω | 4.004%, 03/19/26 | 1250 | &nbsp;&nbsp;1243983 |
| Ω | 3.706%, 04/01/26 | 1000 | &nbsp;&nbsp;993881 |
| Ω | 3.745%, 04/23/26 | 2500 | &nbsp;&nbsp;2479060 |
| Ω | 3.769%, 07/27/26 | 2500 | &nbsp;&nbsp;2455500 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |
| Ω | 3.964%, 02/10/26 | 2500 | &nbsp;&nbsp;2497206 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. |  |  |
| Ω | 3.958%, 02/20/26 | 4500 | &nbsp;&nbsp;4490355 |
| Ω | 4.002%, 03/10/26 | 2000 | &nbsp;&nbsp;1992001 |
| Ω | 3.748%, 03/27/26 | 2000 | &nbsp;&nbsp;1988489 |
| Ω | 3.709%, 04/17/26 | 1000 | &nbsp;&nbsp;992092 |
| Ω | 3.756%, 04/23/26 | 2500 | &nbsp;&nbsp;2478696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV |  |  |
| Ω | 3.691%, 06/16/26 | 3800 | &nbsp;&nbsp;3746928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. |  |  |
| Ω | 3.690%, 02/09/26 | 1500 | &nbsp;&nbsp;1498480 |
| Ω | 3.697%, 04/30/26 | 3000 | &nbsp;&nbsp;2972587 |
| Ω | 3.693%, 05/29/26 | 3000 | &nbsp;&nbsp;2963994 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |
| Ω | 3.790%, 07/14/26 | 600 | &nbsp;&nbsp;589848 |
| Ω | 3.778%, 07/20/26 | 4500 | &nbsp;&nbsp;4421178 |
| Ω | 3.790%, 07/20/26 | 3750 | &nbsp;&nbsp;3684315 |
| Norfina Ltd. | Norfina Ltd. |  |  |
| Ω | 3.907%, 04/29/26 | 500 | &nbsp;&nbsp;495420 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.022%, 03/26/26 | 800 | &nbsp;&nbsp;795523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG |  |  |
|  | 3.831%, 03/30/26 | 2290 | &nbsp;&nbsp;2276114 |
|  | 3.843%, 03/30/26 | 4000 | &nbsp;&nbsp;3975744 |
|  | 3.724%, 04/30/26 | 5000 | &nbsp;&nbsp;4953812 |
|  | 3.726%, 05/07/26 | 1000 | &nbsp;&nbsp;990047 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |
| Ω | 3.776%, 05/01/26 | 1000 | &nbsp;&nbsp;990585 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 3.703%, 04/22/26 | 1750 | &nbsp;&nbsp;$1735603 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 3.882%, 02/19/26 | 500 | &nbsp;&nbsp;498988 |
| Ω | 3.907%, 03/02/26 | 5000 | &nbsp;&nbsp;4984363 |
| Ω | 3.927%, 03/18/26 | 2500 | &nbsp;&nbsp;2488068 |
| Ω | 3.868%, 03/31/26 | 4000 | &nbsp;&nbsp;3975600 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.017%, 02/06/26 | 5250 | &nbsp;&nbsp;5246274 |
|  | 3.848%, 03/30/26 | 1500 | &nbsp;&nbsp;1491003 |
|  | 3.765%, 04/21/26 | 4000 | &nbsp;&nbsp;3967218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario <br>Canada |  |  |
|  | 3.734%, 05/29/26 | 1000 | &nbsp;&nbsp;988064 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 3.770%, 02/25/26 | 1000 | &nbsp;&nbsp;997375 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 3.949%, 02/25/26 | 1500 | &nbsp;&nbsp;1496033 |
| Ω | 3.912%, 03/11/26 | 4000 | &nbsp;&nbsp;3983704 |
| Ω | 3.747%, 04/20/26 | 1000 | &nbsp;&nbsp;991852 |
| Ω | 3.734%, 04/28/26 | 3500 | &nbsp;&nbsp;3468641 |
| Ω | 3.766%, 04/28/26 | 2000 | &nbsp;&nbsp;1982081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Queensland Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Queensland Treasury <br>Corp. |  |  |
|  | 3.833%, 07/14/26 | 1500 | &nbsp;&nbsp;1475525 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.039%, 02/10/26 | 500 | &nbsp;&nbsp;499441 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 3.979%, 02/13/26 | 4250 | &nbsp;&nbsp;4244022 |
| Ω | 3.692%, 02/04/26 | 1000 | &nbsp;&nbsp;999498 |
| Ω | 3.699%, 03/25/26 | 4000 | &nbsp;&nbsp;3978172 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 3.888%, 03/04/26 | 2500 | &nbsp;&nbsp;2491626 |
|  | 4.023%, 03/11/26 | 3500 | &nbsp;&nbsp;3485754 |
|  | 3.958%, 03/16/26 | 4500 | &nbsp;&nbsp;4479356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |
| Ω | 3.802%, 07/22/26 | 2000 | &nbsp;&nbsp;1964550 |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 3.789%, 07/22/26 | 7000 | &nbsp;&nbsp;6876228 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.072%, 03/02/26 | 500 | &nbsp;&nbsp;498386 |
| Ω | 3.912%, 03/26/26 | 1500 | &nbsp;&nbsp;1491393 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 3.899%, 02/12/26 | 1600 | &nbsp;&nbsp;1597879 |
| Ω | 4.033%, 02/13/26 | 4250 | &nbsp;&nbsp;4243931 |
| Ω | 4.037%, 02/20/26 | 1000 | &nbsp;&nbsp;997851 |
| Ω | 3.857%, 03/13/26 | 5000 | &nbsp;&nbsp;4978381 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $216,439,367) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $216,439,367) |  | &nbsp;&nbsp;216409935 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $406,479,439) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $406,479,439) |  | &nbsp;&nbsp;406576909 |

---

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

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (2.5%) | TEMPORARY CASH INVESTMENTS — (2.5%) | TEMPORARY CASH INVESTMENTS — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 10429646 | &nbsp;&nbsp;$10429646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 1 | &nbsp;&nbsp;$12 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $416,909,097)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $416,909,097)^^ |  | &nbsp;&nbsp;$417006567 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $185,720,086 or 45.0% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6001414 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6001414 |
| Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;110758116 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;110758116 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;73407444 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;73407444 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;216409935 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;216409935 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$10429646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10429646 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$10429646 | &nbsp;&nbsp;&nbsp;$406576921 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$417006567 |

---

------

**Dimensional VA Global Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (98.2%) | BONDS — (98.2%) | BONDS — (98.2%) | BONDS — (98.2%) | BONDS — (98.2%) |
| AUSTRALIA — (8.7%) | AUSTRALIA — (8.7%) | AUSTRALIA — (8.7%) | AUSTRALIA — (8.7%) | AUSTRALIA — (8.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.560%, <br>FRN, 4.237%, <br>03/18/26<br>|  | 3046 | &nbsp;&nbsp;$3047523 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.800%, <br>FRN, 4.445%, <br>02/05/27<br>| AUD | 1100 | &nbsp;&nbsp;768950 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.970%, <br>FRN, 4.604%, <br>05/12/27<br>| AUD | 500 | &nbsp;&nbsp;350581 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.839%, <br>11/04/27<br>| AUD | 1650 | &nbsp;&nbsp;1163352 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.670%, <br>FRN, 4.382%, <br>12/15/27<br>| AUD | 600 | &nbsp;&nbsp;419214 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.060%, <br>FRN, 4.798%, <br>03/31/28<br>| AUD | 500 | &nbsp;&nbsp;351967 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.297%, <br>06/18/28<br>|  | 1200 | &nbsp;&nbsp;1205177 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.960%, <br>FRN, 4.605%, <br>02/05/29<br>| AUD | 500 | &nbsp;&nbsp;352172 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 500 | &nbsp;&nbsp;505809 |
| &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, 4.429%, <br>03/13/26<br>|  | 300 | &nbsp;&nbsp;300201 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.436%, <br>01/14/27<br>| AUD | 1600 | &nbsp;&nbsp;1117358 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.434%, <br>07/22/27<br>| AUD | 2000 | &nbsp;&nbsp;1398285 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.892%, <br>01/13/28<br>| AUD | 1500 | &nbsp;&nbsp;1056903 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.489%, <br>03/14/30<br>|  | 1861 | &nbsp;&nbsp;1878731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.422%, 06/12/28 |  | 800 | &nbsp;&nbsp;804277 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.370%, <br>02/25/27<br>| AUD | 500 | &nbsp;&nbsp;$349324 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.345%, <br>05/10/27<br>| AUD | 3000 | &nbsp;&nbsp;2097261 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.427%, <br>10/18/27<br>| AUD | 2500 | &nbsp;&nbsp;1747334 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.257%, <br>10/26/27<br>|  | 900 | &nbsp;&nbsp;904096 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.850%, <br>11/25/27<br>| AUD | 1000 | &nbsp;&nbsp;704943 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.634%, <br>05/12/28<br>| AUD | 4580 | &nbsp;&nbsp;3220603 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.329%, <br>06/13/28<br>|  | 400 | &nbsp;&nbsp;402085 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.900%, <br>FRN, 4.628%, <br>03/22/29<br>| AUD | 1500 | &nbsp;&nbsp;1053164 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.512%, <br>01/25/27<br>| AUD | 500 | &nbsp;&nbsp;349254 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.230%, <br>FRN, 4.871%, <br>11/11/27<br>| AUD | 1500 | &nbsp;&nbsp;1057895 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 500 | &nbsp;&nbsp;351615 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.880%, <br>FRN, 4.535%, <br>05/14/29<br>| AUD | 500 | &nbsp;&nbsp;350504 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.850%, <br>FRN, 4.578%, <br>09/19/29<br>| AUD | 2000 | &nbsp;&nbsp;1401266 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.488%, <br>07/01/30<br>|  | 2500 | &nbsp;&nbsp;2524365 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;31234209 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- <br>strassen-Finanzierungs <br>AG | &nbsp;&nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- <br>strassen-Finanzierungs <br>AG |  |  |  |
|  | 2.500%, 03/25/30 | EUR | 300 | &nbsp;&nbsp;$355248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria <br>Government Bonds |  |  |  |
|  | 3.450%, 10/20/30 | EUR | 400 | &nbsp;&nbsp;493558 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  |  | &nbsp;&nbsp;848806 |
| BELGIUM — (3.1%) | BELGIUM — (3.1%) | BELGIUM — (3.1%) | BELGIUM — (3.1%) | BELGIUM — (3.1%) |
| Euroclear Holding NV | Euroclear Holding NV |  |  |  |
|  | 1.500%, 04/11/30 | EUR | 100 | &nbsp;&nbsp;111742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 9800 | &nbsp;&nbsp;10463193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de <br>Vlaamse Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de <br>Vlaamse Gemeenschap |  |  |  |
|  | 2.750%, 10/22/29 | EUR | 500 | &nbsp;&nbsp;595689 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;11170624 |
| CANADA — (18.7%) | CANADA — (18.7%) | CANADA — (18.7%) | CANADA — (18.7%) | CANADA — (18.7%) |
| Canada Government Bonds | Canada Government Bonds | Canada Government Bonds |  |  |
|  | 4.500%, 02/01/26 | CAD | 3200 | &nbsp;&nbsp;2349737 |
|  | 0.250%, 03/01/26 | CAD | 500 | &nbsp;&nbsp;366640 |
|  | 2.750%, 09/01/30 | CAD | 1000 | &nbsp;&nbsp;728748 |
| Canada Housing Trust No. 1 | Canada Housing Trust No. 1 | Canada Housing Trust No. 1 |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.33%, <br>FRN, 2.607%, <br>03/15/28<br>| CAD | 2000 | &nbsp;&nbsp;1473844 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.28%, <br>FRN, 2.557%, <br>09/15/29<br>| CAD | 660 | &nbsp;&nbsp;485637 |
| Ω | 2.850%, 06/15/30 | CAD | 6300 | &nbsp;&nbsp;4603328 |
| CDP Financial, Inc. | CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 |  | 500 | &nbsp;&nbsp;500093 |
|  | 3.000%, 04/11/29 | EUR | 2560 | &nbsp;&nbsp;3081216 |
|  | 3.950%, 09/01/29 | CAD | 300 | &nbsp;&nbsp;227594 |
|  | 4.200%, 12/02/30 | CAD | 2400 | &nbsp;&nbsp;1843416 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.956%, <br>03/11/26<br>|  | 250 | &nbsp;&nbsp;250307 |
|  | 3.600%, 06/02/29 | CAD | 1000 | &nbsp;&nbsp;750979 |
|  | 3.125%, 06/11/29 | EUR | 3737 | &nbsp;&nbsp;4529844 |
|  | 3.350%, 12/02/30 | CAD | 6100 | &nbsp;&nbsp;4527570 |
| Province of Alberta | Province of Alberta | Province of Alberta |  |  |
|  | 4.100%, 06/01/29 | CAD | 3600 | &nbsp;&nbsp;2748283 |
|  | 2.900%, 09/20/29 | CAD | 1800 | &nbsp;&nbsp;1322600 |
|  | 2.050%, 06/01/30 | CAD | 8600 | &nbsp;&nbsp;6070748 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia |  |  |
|  | 2.950%, 12/18/28 | CAD | 220 | &nbsp;&nbsp;162469 |
|  | 5.700%, 06/18/29 | CAD | 2800 | &nbsp;&nbsp;2244051 |
|  | 2.200%, 06/18/30 | CAD | 8200 | &nbsp;&nbsp;5822172 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Province of Manitoba | Province of Manitoba | Province of Manitoba |  |  |
|  | 2.750%, 06/02/29 | CAD | 100 | &nbsp;&nbsp;$73196 |
|  | 2.050%, 06/02/30 | CAD | 1250 | &nbsp;&nbsp;881412 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 2.700%, 06/02/29 | CAD | 1000 | &nbsp;&nbsp;731054 |
|  | 1.550%, 11/01/29 | CAD | 700 | &nbsp;&nbsp;489355 |
|  | 2.050%, 06/02/30 | CAD | 4300 | &nbsp;&nbsp;3033574 |
|  | 2.950%, 09/08/30 | CAD | 700 | &nbsp;&nbsp;511507 |
|  | 1.350%, 12/02/30 | CAD | 7600 | &nbsp;&nbsp;5147784 |
| Province of Quebec | Province of Quebec | Province of Quebec |  |  |
|  | 2.300%, 09/01/29 | CAD | 4700 | &nbsp;&nbsp;3380659 |
| Δ | 0.000%, 10/15/29 | EUR | 2300 | &nbsp;&nbsp;2486979 |
|  | 1.900%, 09/01/30 | CAD | 6600 | &nbsp;&nbsp;4606356 |
| Δ | 0.000%, 10/29/30 | EUR | 100 | &nbsp;&nbsp;104669 |
| Province of Saskatchewan | Province of Saskatchewan |  |  |  |
|  | 2.200%, 06/02/30 | CAD | 200 | &nbsp;&nbsp;142035 |
| PSP Capital, Inc. | PSP Capital, Inc. | PSP Capital, Inc. |  |  |
|  | 2.050%, 01/15/30 | CAD | 200 | &nbsp;&nbsp;141819 |
|  | 4.400%, 12/02/30 | CAD | 1900 | &nbsp;&nbsp;1474734 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;67294409 |
| DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) |
| Kommunekredit | Kommunekredit |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 1300 | &nbsp;&nbsp;1404111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV |  |  |  |
|  | 2.875%, 08/27/30 | EUR | 1200 | &nbsp;&nbsp;1427363 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;2831474 |
| FINLAND — (4.3%) | FINLAND — (4.3%) | FINLAND — (4.3%) | FINLAND — (4.3%) | FINLAND — (4.3%) |
| Finland Government Bonds | Finland Government Bonds | Finland Government Bonds |  |  |
|  | 2.500%, 04/15/30 | EUR | 500 | &nbsp;&nbsp;593854 |
| Δ | 0.000%, 09/15/30 | EUR | 2000 | &nbsp;&nbsp;2112886 |
| Finnvera OYJ | Finnvera OYJ |  |  |  |
|  | 2.375%, 10/29/30 | EUR | 100 | &nbsp;&nbsp;117360 |
| Kuntarahoitus OYJ | Kuntarahoitus OYJ | Kuntarahoitus OYJ |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.665%, <br>07/15/26<br>|  | 1900 | &nbsp;&nbsp;1906764 |
|  | 2.500%, 08/29/29 | EUR | 1199 | &nbsp;&nbsp;1424343 |
|  | 2.625%, 12/14/29 | EUR | 2686 | &nbsp;&nbsp;3199645 |
|  | 3.125%, 07/29/30 | EUR | 800 | &nbsp;&nbsp;970912 |
| Δ | 0.000%, 10/14/30 | EUR | 750 | &nbsp;&nbsp;787782 |
| Nordea Bank Abp | Nordea Bank Abp | Nordea Bank Abp |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>03/19/27<br>|  | 1025 | &nbsp;&nbsp;1028865 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.830%, <br>FRN, 4.575%, <br>08/28/30<br>|  | 1800 | &nbsp;&nbsp;1808362 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 2.875%, 11/27/29 | EUR | 1450 | &nbsp;&nbsp;1729900 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;15680673 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale |  |  |
|  | 0.600%, 11/25/29 | EUR | 1200 | &nbsp;&nbsp;$1322171 |
|  | 3.125%, 03/01/30 | EUR | 1400 | &nbsp;&nbsp;1691983 |
|  | 2.875%, 05/25/30 | EUR | 2500 | &nbsp;&nbsp;2992023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations, SOFR + <br>0.340%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations, SOFR + <br>0.340%, FRN |  |  |  |
| (r) | 4.006%, 05/03/26 |  | 3200 | &nbsp;&nbsp;3198176 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT |  |  |
|  | 2.750%, 02/25/30 | EUR | 800 | &nbsp;&nbsp;955394 |
|  | 2.500%, 05/25/30 | EUR | 2100 | &nbsp;&nbsp;2481256 |
| L'Oreal SA | L'Oreal SA | L'Oreal SA |  |  |
|  | 3.375%, 11/23/29 | EUR | 400 | &nbsp;&nbsp;487178 |
|  | 2.750%, 11/19/30 | EUR | 900 | &nbsp;&nbsp;1067252 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE |  |  |
|  | 2.625%, 03/07/29 | EUR | 200 | &nbsp;&nbsp;237619 |
|  | 3.250%, 09/07/29 | EUR | 900 | &nbsp;&nbsp;1090278 |
|  | 3.375%, 02/05/30 | EUR | 1300 | &nbsp;&nbsp;1581284 |
| Region of Ile de France | Region of Ile de France |  |  |  |
|  | 1.375%, 03/14/29 | EUR | 300 | &nbsp;&nbsp;343661 |
| Sanofi SA | Sanofi SA |  |  |  |
|  | 1.375%, 03/21/30 | EUR | 100 | &nbsp;&nbsp;112884 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;17561159 |
| GERMANY — (10.7%) | GERMANY — (10.7%) | GERMANY — (10.7%) | GERMANY — (10.7%) | GERMANY — (10.7%) |
| Allianz Finance II BV | Allianz Finance II BV | Allianz Finance II BV |  |  |
|  | 3.250%, 12/04/29 | EUR | 900 | &nbsp;&nbsp;1094283 |
|  | 1.500%, 01/15/30 | EUR | 100 | &nbsp;&nbsp;113952 |
|  | 0.500%, 01/14/31 | EUR | 1000 | &nbsp;&nbsp;1068060 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bayerische <br>Landesbodenkreditanstalt  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische <br>Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 900 | &nbsp;&nbsp;1057826 |
| Deutsche Bahn AG | Deutsche Bahn AG | Deutsche Bahn AG |  |  |
|  | 0.375%, 06/23/29 | EUR | 400 | &nbsp;&nbsp;441482 |
|  | 1.875%, 05/24/30 | EUR | 740 | &nbsp;&nbsp;853396 |
| Deutsche Boerse AG | Deutsche Boerse AG |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 200 | &nbsp;&nbsp;245732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg | &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg | &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg |  |  |
|  | 2.375%, 09/25/29 | EUR | 800 | &nbsp;&nbsp;945671 |
|  | 0.010%, 06/03/30 | EUR | 74 | &nbsp;&nbsp;78622 |
| Investitionsbank Berlin | Investitionsbank Berlin |  |  |  |
|  | 2.500%, 05/20/30 | EUR | 1200 | &nbsp;&nbsp;1415218 |
| Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |
|  | 2.375%, 10/04/29 | EUR | 700 | &nbsp;&nbsp;829411 |
|  | 0.375%, 04/23/30 | EUR | 1124 | &nbsp;&nbsp;1223378 |
|  | 3.125%, 06/07/30 | EUR | 900 | &nbsp;&nbsp;1095615 |
| Δ | 0.000%, 09/17/30 | EUR | 1660 | &nbsp;&nbsp;1757428 |
| Δ | 0.000%, 01/10/31 | EUR | 1200 | &nbsp;&nbsp;1256855 |
| Land Baden-Wuerttemberg | Land Baden-Wuerttemberg |  |  |  |
|  | 2.625%, 03/12/30 | EUR | 400 | &nbsp;&nbsp;476430 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Land Berlin | Land Berlin | Land Berlin |  |  |
|  | 0.100%, 01/18/30 | EUR | 300 | &nbsp;&nbsp;$323815 |
|  | 2.375%, 06/04/30 | EUR | 1896 | &nbsp;&nbsp;2232536 |
| Landwirtschaftliche Rentenbank | Landwirtschaftliche Rentenbank | Landwirtschaftliche Rentenbank |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 262 | &nbsp;&nbsp;282982 |
|  | 0.050%, 12/18/29 | EUR | 440 | &nbsp;&nbsp;475489 |
| LFA Foerderbank Bayern | LFA Foerderbank Bayern |  |  |  |
|  | 2.875%, 04/01/30 | EUR | 100 | &nbsp;&nbsp;119690 |
| NRW Bank | NRW Bank |  |  |  |
|  | 0.125%, 02/04/30 | EUR | 1800 | &nbsp;&nbsp;1940112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV |  |  |
|  | 2.625%, 05/27/29 | EUR | 1700 | &nbsp;&nbsp;2021873 |
|  | 1.000%, 02/25/30 | EUR | 200 | &nbsp;&nbsp;222994 |
|  | 2.750%, 09/09/30 | EUR | 700 | &nbsp;&nbsp;831534 |
| State of Hesse | State of Hesse | State of Hesse |  |  |
|  | 0.010%, 03/11/30 | EUR | 376 | &nbsp;&nbsp;402297 |
| Δ | 0.000%, 11/08/30 | EUR | 300 | &nbsp;&nbsp;314391 |
| State of Lower Saxony | State of Lower Saxony | State of Lower Saxony |  |  |
|  | 2.500%, 01/09/30 | EUR | 1478 | &nbsp;&nbsp;1750690 |
|  | 0.125%, 01/10/30 | EUR | 382 | &nbsp;&nbsp;412888 |
|  | 2.750%, 03/25/30 | EUR | 3858 | &nbsp;&nbsp;4617053 |
|  | 0.010%, 01/10/31 | EUR | 450 | &nbsp;&nbsp;469996 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North <br>Rhine-Westphalia | &nbsp;&nbsp;&nbsp;&nbsp;State of North <br>Rhine-Westphalia |  |  |  |
|  | 2.650%, 01/15/30 | EUR | 3400 | &nbsp;&nbsp;4047339 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate | &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | &nbsp;&nbsp;2150909 |
| State of Saxony-Anhalt | State of Saxony-Anhalt |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 1808 | &nbsp;&nbsp;2136263 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;38706210 |
| LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | &nbsp;&nbsp;61383 |
|  | 2.625%, 05/07/30 | EUR | 8900 | &nbsp;&nbsp;10602000 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;10663383 |
| NETHERLANDS — (9.9%) | NETHERLANDS — (9.9%) | NETHERLANDS — (9.9%) | NETHERLANDS — (9.9%) | NETHERLANDS — (9.9%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.416%, <br>07/07/28<br>|  | 400 | &nbsp;&nbsp;401819 |
|  | 2.750%, 06/04/29 | EUR | 1900 | &nbsp;&nbsp;2263698 |
|  | 3.125%, 01/21/30 | EUR | 1600 | &nbsp;&nbsp;1927260 |
| BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
|  | 0.100%, 01/15/30 | EUR | 2100 | &nbsp;&nbsp;2267435 |
|  | 3.000%, 04/23/30 | EUR | 125 | &nbsp;&nbsp;150998 |
|  | 2.500%, 05/21/30 | EUR | 5567 | &nbsp;&nbsp;6588257 |
| Δ | 0.000%, 01/20/31 | EUR | 200 | &nbsp;&nbsp;208185 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.365%, <br>08/28/26<br>|  | 500 | &nbsp;&nbsp;$501056 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.730%, <br>FRN, 4.542%, <br>01/27/27<br>| AUD | 5500 | &nbsp;&nbsp;3842220 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.870%, <br>FRN, 4.526%, <br>02/26/27<br>| AUD | 1200 | &nbsp;&nbsp;839422 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.180%, <br>FRN, 4.907%, <br>01/19/28<br>| AUD | 4000 | &nbsp;&nbsp;2820692 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.406%, <br>05/26/28<br>| AUD | 500 | &nbsp;&nbsp;350139 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.256%, <br>10/17/28<br>|  | 740 | &nbsp;&nbsp;742850 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.804%, <br>11/21/28<br>| AUD | 1250 | &nbsp;&nbsp;883817 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.030%, <br>FRN, 4.686%, <br>02/26/29<br>| AUD | 500 | &nbsp;&nbsp;352419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank <br>NV |  |  |
|  | 2.750%, 12/17/29 | EUR | 2550 | &nbsp;&nbsp;3054886 |
|  | 2.500%, 05/22/30 | EUR | 5845 | &nbsp;&nbsp;6911308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Netherlands Government <br>Bonds |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 1600 | &nbsp;&nbsp;1705951 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;35812412 |
| NEW ZEALAND — (3.7%) | NEW ZEALAND — (3.7%) | NEW ZEALAND — (3.7%) | NEW ZEALAND — (3.7%) | NEW ZEALAND — (3.7%) |
| Housing New Zealand Ltd. | Housing New Zealand Ltd. |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 800 | &nbsp;&nbsp;447291 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |
|  | 3.000%, 04/20/29 | NZD | 1500 | &nbsp;&nbsp;886198 |
|  | 4.500%, 05/15/30 | NZD | 14800 | &nbsp;&nbsp;9132251 |
| &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 | 1000 | &nbsp;&nbsp;585209 |
|  | 1.500%, 04/20/29 | NZD | 1850 | &nbsp;&nbsp;1038304 |
|  | 4.500%, 05/15/30 | NZD | 1900 | &nbsp;&nbsp;1164451 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;13253704 |
| NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) |
| Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 300 | &nbsp;&nbsp;300946 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.410%, <br>FRN, 4.080%, <br>04/09/29<br>|  | 6000 | &nbsp;&nbsp;$6016322 |
|  | 0.050%, 10/24/29 | EUR | 150 | &nbsp;&nbsp;162025 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;6479293 |
| SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Bank Ltd., 3M Swap <br>+ 0.770%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Bank Ltd., 3M Swap <br>+ 0.770%, FRN |  |  |  |
| (r) | 4.426%, 02/26/27 | AUD | 500 | &nbsp;&nbsp;349436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.165%, 08/20/27 |  | 780 | &nbsp;&nbsp;780542 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.447%, <br>04/16/27<br>| AUD | 500 | &nbsp;&nbsp;349328 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.650%, <br>FRN, 4.313%, <br>02/28/28<br>| AUD | 1000 | &nbsp;&nbsp;697743 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.580%, <br>FRN, 4.254%, <br>04/02/28<br>|  | 4000 | &nbsp;&nbsp;4011733 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.580%, <br>FRN, 4.254%, <br>04/02/28<br>|  | 2000 | &nbsp;&nbsp;2005867 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;8194649 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.2%) |
| African Development Bank | African Development Bank |  |  |  |
|  | 0.875%, 03/23/26 |  | 340 | &nbsp;&nbsp;338621 |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 3.983%, <br>06/20/28<br>|  | 4386 | &nbsp;&nbsp;4385181 |
|  | 0.025%, 01/31/30 | EUR | 100 | &nbsp;&nbsp;107652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN |  |  |  |
| (r) | 4.422%, 08/16/27 |  | 3058 | &nbsp;&nbsp;3074369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 300 | &nbsp;&nbsp;323061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial | &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 400 | &nbsp;&nbsp;425372 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.190%, <br>FRN, 3.856%, <br>04/14/26<br>|  | 204 | &nbsp;&nbsp;203988 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 4.116%, <br>02/20/28<br>|  | 4240 | &nbsp;&nbsp;$4243686 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.420%, <br>FRN, 4.086%, <br>07/22/30<br>|  | 1400 | &nbsp;&nbsp;1401779 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.764%, <br>05/21/28<br>|  | 6900 | &nbsp;&nbsp;7007364 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.764%, <br>05/21/28<br>|  | 500 | &nbsp;&nbsp;507780 |
|  | 0.050%, 01/16/30 | EUR | 500 | &nbsp;&nbsp;540743 |
|  | 4.000%, 04/15/30 | EUR | 1500 | &nbsp;&nbsp;1888876 |
|  | 2.375%, 05/15/30 | EUR | 300 | &nbsp;&nbsp;354943 |
| Δ | 0.000%, 01/14/31 | EUR | 400 | &nbsp;&nbsp;419086 |
| European Union | European Union | European Union |  |  |
|  | 2.875%, 10/05/29 | EUR | 1100 | &nbsp;&nbsp;1325260 |
|  | 1.625%, 12/04/29 | EUR | 8100 | &nbsp;&nbsp;9327693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 2671 | &nbsp;&nbsp;2674961 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.953%, <br>03/20/28<br>|  | 1400 | &nbsp;&nbsp;1399282 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/05/28<br>|  | 4220 | &nbsp;&nbsp;4223323 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 500 | &nbsp;&nbsp;500093 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>01/12/27<br>|  | 1450 | &nbsp;&nbsp;1451615 |
| Δ | 0.000%, 02/21/30 | EUR | 500 | &nbsp;&nbsp;537082 |
|  | 4.250%, 09/18/30 | CAD | 500 | &nbsp;&nbsp;386079 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 2370 | &nbsp;&nbsp;2805282 |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.310%, <br>FRN, 4.070%, <br>08/28/28<br>|  | 4040 | &nbsp;&nbsp;4040491 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.360%, <br>FRN, 4.121%, <br>08/28/29<br>|  | 500 | &nbsp;&nbsp;499746 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 0.290%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 0.290%, FRN |  |  |  |
| (r) | 3.970%, 10/04/27 |  | 300 | &nbsp;&nbsp;$300495 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;54693903 |
| SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.750%, FRN |  |  |  |
| (r)Ω | 4.484%, 06/02/28 |  | 2900 | &nbsp;&nbsp;2913623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.863%, 08/03/26 |  | 630 | &nbsp;&nbsp;632567 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.660%, <br>FRN, 4.406%, <br>05/28/27<br>|  | 400 | &nbsp;&nbsp;401503 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.502%, <br>05/23/28<br>|  | 1950 | &nbsp;&nbsp;1960630 |
|  | 0.050%, 09/06/28 | EUR | 200 | &nbsp;&nbsp;222720 |
|  | 2.625%, 09/05/29 | EUR | 759 | &nbsp;&nbsp;900164 |
| Swedbank AB | Swedbank AB | Swedbank AB |  |  |
|  | 4.125%, 11/13/28 | EUR | 100 | &nbsp;&nbsp;123470 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.030%, <br>FRN, 4.797%, <br>11/20/29<br>|  | 1400 | &nbsp;&nbsp;1419784 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;8574461 |
| UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) |
| Bank of England Euro Notes | Bank of England Euro Notes | Bank of England Euro Notes |  |  |
|  | 4.625%, 03/06/26 |  | 600 | &nbsp;&nbsp;600570 |
| UNITED STATES — (8.3%) | UNITED STATES — (8.3%) | UNITED STATES — (8.3%) | UNITED STATES — (8.3%) | UNITED STATES — (8.3%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 2.500%, 05/06/29 | EUR | 1500 | &nbsp;&nbsp;1773328 |
| Apple, Inc. | Apple, Inc. |  |  |  |
|  | 1.375%, 05/24/29 | EUR | 150 | &nbsp;&nbsp;171553 |
| &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) | 4.802%, 08/18/26 |  | 250 | &nbsp;&nbsp;250872 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Finance Corp. |  |  |  |
|  | 1.500%, 03/18/30 | EUR | 800 | &nbsp;&nbsp;908877 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.470%, <br>FRN, 4.219%, <br>02/26/28<br>|  | 950 | &nbsp;&nbsp;953743 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.364%, <br>08/13/28<br>|  | 2000 | &nbsp;&nbsp;2014080 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 300 | &nbsp;&nbsp;$328629 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.196%, <br>10/15/28<br>|  | 1380 | &nbsp;&nbsp;1389304 |
|  | 2.125%, 06/03/30 | EUR | 1450 | &nbsp;&nbsp;1681778 |
| Johnson & Johnson | Johnson & Johnson |  |  |  |
|  | 2.700%, 02/26/29 | EUR | 124 | &nbsp;&nbsp;147953 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN |  |  |  |
| (r) | 4.286%, 04/29/26 |  | 700 | &nbsp;&nbsp;700716 |
| Mastercard, Inc. | Mastercard, Inc. | Mastercard, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.440%, <br>FRN, 4.124%, <br>03/15/28<br>|  | 260 | &nbsp;&nbsp;260534 |
|  | 1.000%, 02/22/29 | EUR | 300 | &nbsp;&nbsp;339430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN |  |  |  |
| #(r) | 4.144%, 09/15/27 |  | 1041 | &nbsp;&nbsp;1046603 |
| &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) | 4.831%, 10/30/26 |  | 500 | &nbsp;&nbsp;503632 |
| &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 | 4.337%, 05/20/27 |  | 500 | &nbsp;&nbsp;502365 |
| Nestle Finance International Ltd. | Nestle Finance International Ltd. | Nestle Finance International Ltd. |  |  |
|  | 1.250%, 11/02/29 | EUR | 200 | &nbsp;&nbsp;227033 |
|  | 3.500%, 01/17/30 | EUR | 738 | &nbsp;&nbsp;902631 |
|  | 1.500%, 04/01/30 | EUR | 400 | &nbsp;&nbsp;455357 |
|  | 2.625%, 10/28/30 | EUR | 3500 | &nbsp;&nbsp;4150460 |
|  | 3.000%, 01/23/31 | EUR | 200 | &nbsp;&nbsp;239425 |
| Nestle Holdings, Inc. | Nestle Holdings, Inc. |  |  |  |
|  | 2.192%, 01/26/29 | CAD | 4300 | &nbsp;&nbsp;3084101 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 2450 | &nbsp;&nbsp;2645869 |
| Roche Finance Europe BV | Roche Finance Europe BV |  |  |  |
|  | 3.227%, 05/03/30 | EUR | 200 | &nbsp;&nbsp;242741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.529%, 11/13/26 |  | 600 | &nbsp;&nbsp;602889 |
| Sanofi SA | Sanofi SA | Sanofi SA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.540%, <br>FRN, 4.382%, <br>11/03/28<br>|  | 1950 | &nbsp;&nbsp;1960775 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 2.625%, 06/23/29 | EUR | 400 | &nbsp;&nbsp;$474091 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN |  |  |  |
| (r) | 4.306%, 10/22/27 |  | 560 | &nbsp;&nbsp;562741 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 1100 | &nbsp;&nbsp;1283134 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;29804644 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;353404583 |
| COMMERCIAL PAPER — (1.1%) | COMMERCIAL PAPER — (1.1%) | COMMERCIAL PAPER — (1.1%) | COMMERCIAL PAPER — (1.1%) | COMMERCIAL PAPER — (1.1%) |
| CANADA — (0.7%) | CANADA — (0.7%) | CANADA — (0.7%) | CANADA — (0.7%) | CANADA — (0.7%) |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
| Ω | 4.027%, 02/04/26 |  | 2500 | &nbsp;&nbsp;2498734 |
| FRANCE — (0.4%) | FRANCE — (0.4%) | FRANCE — (0.4%) | FRANCE — (0.4%) | FRANCE — (0.4%) |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |  |
| Ω | 3.944%, 03/31/26 |  | 1500 | &nbsp;&nbsp;1490700 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $3,989,926) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $3,989,926) |  |  | &nbsp;&nbsp;3989434 |
| FOREIGN SOVEREIGN OBLIGATIONS — (0.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.2%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.2%) |
| CANADA — (0.2%) | CANADA — (0.2%) | CANADA — (0.2%) | CANADA — (0.2%) | CANADA — (0.2%) |
| Canada Treasury Bills | Canada Treasury Bills |  |  |  |
| ∞ | 2.379%, 02/11/26 | CAD | 900 | &nbsp;&nbsp;660473 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $351,894,541) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $351,894,541) |  |  | &nbsp;&nbsp;358054490 |

---

&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>| 146937 | &nbsp;&nbsp;1699617 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $353,594,158)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $353,594,158)^^ |  | &nbsp;&nbsp;$359754107 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of January 31, 2026, Dimensional VA Global Bond Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| CAD | 4466547 | USD | 3231354 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$50142 |
| GBP | 2227864 | USD | 2990283 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58162 |
| SGD | 9069879 | USD | 7080850 | Societe Generale | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63009 |
| USD | 5050500 | EUR | 4233806 | Societe Generale | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23910 |
| USD | 578132 | NZD | 955451 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
| USD | 530999 | NZD | 878817 | Citibank, N.A. | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| USD | 16741608 | EUR | 13975924 | Australia and New Zealand Bank | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126058 |
| USD | 9626492 | CAD | 13006450 | NatWest Markets PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48622 |
| USD | 686835 | NZD | 1128003 | Citibank, N.A. | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5517 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$378165** |
| EUR | 13975924 | USD | 16691306 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(124951)<br>|
| USD | 1868685 | CAD | 2566756 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16348)<br>|
| USD | 2847040 | EUR | 2437698 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42485)<br>|
| USD | 7628545 | CAD | 10439694 | NatWest Markets PLC | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38399)<br>|
| CAD | 13006450 | USD | 9600323 | NatWest Markets PLC | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48345)<br>|
| USD | 13562946 | EUR | 11538226 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113886)<br>|
| USD | 25480785 | EUR | 21653451 | NatWest Markets PLC | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(187323)<br>|
| USD | 2625072 | NZD | 4551654 | Bank of America Corp. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116095)<br>|
| USD | 12933047 | AUD | 19200776 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(437286)<br>|
| USD | 28572783 | EUR | 24416300 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(377187)<br>|
| USD | 695018 | NZD | 1196096 | Citibank, N.A. | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25340)<br>|
| USD | 11642826 | CAD | 16122509 | Societe Generale | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202106)<br>|
| USD | 12382735 | AUD | 18530384 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(520606)<br>|
| USD | 2995614 | GBP | 2227864 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52831)<br>|
| USD | 1175573 | AUD | 1713615 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17656)<br>|
| USD | 1417502 | NZD | 2421366 | Royal Bank of Canada | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41704)<br>|
| USD | 2809681 | AUD | 4049217 | Societe Generale | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9867)<br>|
| USD | 10219598 | SGD | 13066379 | NatWest Markets PLC | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72091)<br>|
| SGD | 3996500 | USD | 3161951 | Societe Generale | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14121)<br>|
| USD | 1973431 | EUR | 1683943 | Citibank, N.A. | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25832)<br>|
| USD | 3505554 | EUR | 3004593 | Societe Generale | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61652)<br>|
| USD | 1602788 | CAD | 2219629 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29805)<br>|
| USD | 8987901 | CAD | 12380034 | NatWest Markets PLC | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117923)<br>|
| USD | 2134140 | NZD | 3717031 | Citibank, N.A. | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(107286)<br>|
| USD | 2128187 | NZD | 3697927 | Australia and New Zealand Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101801)<br>|
| USD | 25718866 | EUR | 22021104 | HSBC Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(435533)<br>|
| USD | 25288529 | EUR | 21674843 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(461873)<br>|
| USD | 27840179 | EUR | 23710494 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333935)<br>|
| USD | 9926459 | CAD | 13674164 | Royal Bank of Canada | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138465)<br>|
| USD | 2191813 | NZD | 3652455 | NatWest Markets PLC | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11809)<br>|
| USD | 9437331 | CAD | 12959857 | Societe Generale | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103035)<br>|
| USD | 4452422 | CAD | 6127905 | Citibank, N.A. | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59942)<br>|
| USD | 7809405 | CAD | 10677191 | NatWest Markets PLC | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52886)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(4500404)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(4122239)**<br>|

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $42,507,612 or 11.7% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$31234209 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$31234209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;848806 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;848806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11170624 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11170624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;67294409 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;67294409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2831474 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2831474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15680673 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15680673 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17561159 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17561159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;38706210 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;38706210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10663383 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10663383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35812412 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35812412 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13253704 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13253704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6479293 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6479293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8194649 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8194649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54693903 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54693903 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8574461 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8574461 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;600570 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;600570 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29804644 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29804644 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3989434 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3989434 |
| Foreign Sovereign Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;660473 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;660473 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1699617 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1699617 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$359754107 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$359754107 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;378165 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;378165 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4500404) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4500404) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(4122239) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(4122239) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Dimensional VIT Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.7%) | U.S. TREASURY OBLIGATIONS — (99.7%) | U.S. TREASURY OBLIGATIONS — (99.7%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 2.500%, 01/15/29 | 14268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14861916 |
| 3.875%, 04/15/29 | 16249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17642907 |
| 3.375%, 04/15/32 | 12821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14265061 |
| 2.125%, 02/15/40 | 12749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12647113 |
| 2.125%, 02/15/41 | 14507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14242307 |
| 0.750%, 02/15/42 | 9325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7277567 |
| 0.625%, 02/15/43 | 8460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317310 |
| 1.375%, 02/15/44 | 10571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8862679 |
| 0.750%, 02/15/45 | 2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506772 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 4326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317774 |
| 0.875%, 01/15/29 | 18487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18388687 |
| 0.250%, 07/15/29 | 3358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273709 |
| 0.125%, 01/15/30 | 20475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19641707 |
| 0.125%, 07/15/30 | 6828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521611 |
| 0.125%, 01/15/31 | 22557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21282389 |
| 0.125%, 07/15/31 | 26306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24671500 |
| 0.125%, 01/15/32 | 22804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21081228 |
| 0.625%, 07/15/32 | 16903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16020678 |
| 1.125%, 01/15/33 | 6747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6535434 |
| 1.375%, 07/15/33 | 2668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624301 |
| 1.750%, 01/15/34 | 6644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6657730 |
| 1.875%, 07/15/34 | 4649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702492 |
| 2.125%, 01/15/35 | 12840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13153400 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($271317935) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266496272 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 3.720% | 770917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770917 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $272,088,852)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $272,088,852)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$267267189 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$266496272 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$266496272 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$770917 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;770917 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$770917 | &nbsp;&nbsp;&nbsp;$266496272 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$267267189 |

---

------

**Dimensional VA Global Moderate Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (46.8%) | DOMESTIC EQUITIES — (46.8%) | DOMESTIC EQUITIES — (46.8%) |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1956794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$88916720 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;626149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31845933 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;176487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6452357 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;56771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314002 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129529012 |
| INTERNATIONAL EQUITIES — (18.4%) | INTERNATIONAL EQUITIES — (18.4%) | INTERNATIONAL EQUITIES — (18.4%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1422148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30377088 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;511864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16016225 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;180770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553943 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;224688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874034 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50821290 |
| FIXED INCOME (INTERNATIONAL) — (34.8%) | FIXED INCOME (INTERNATIONAL) — (34.8%) | FIXED INCOME (INTERNATIONAL) — (34.8%) |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;3698212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34393368 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;3505336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34352295 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1403810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13729261 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1359244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13728364 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96203288 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $177,898,570) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $177,898,570) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$276553590 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $130,992) | &nbsp;&nbsp;&nbsp;&nbsp;130992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130992 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $178,029,562)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $178,029,562)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$276684582 |

---

Summary of the Portfolio's investments as of January 31, 2026, 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;$276553590 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$276553590 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;130992 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;130992 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$276684582 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$276684582 |

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) |
| COMMUNICATION SERVICES — (5.4%) | COMMUNICATION SERVICES — (5.4%) | COMMUNICATION SERVICES — (5.4%) | COMMUNICATION SERVICES — (5.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 30281 | &nbsp;&nbsp;$10251027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOGL <br>US), Class A<br>| 29260 | &nbsp;&nbsp;9889880 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 71587 | &nbsp;&nbsp;10412329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 173735 | &nbsp;&nbsp;124481128 |
| \* | Netflix, Inc. | 911990 | &nbsp;&nbsp;76142045 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;231176409 |
| CONSUMER DISCRETIONARY — (9.4%) | CONSUMER DISCRETIONARY — (9.4%) | CONSUMER DISCRETIONARY — (9.4%) | CONSUMER DISCRETIONARY — (9.4%) |
| \* | Amazon.com, Inc. | 78022 | &nbsp;&nbsp;18670665 |
|  | Booking Holdings, Inc. | 605 | &nbsp;&nbsp;3026113 |
| \* | Burlington Stores, Inc. | 23716 | &nbsp;&nbsp;7016616 |
| \* | Carvana Co. | 1451 | &nbsp;&nbsp;582011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 481735 | &nbsp;&nbsp;18725039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants, <br>Inc.<br>| 43774 | &nbsp;&nbsp;8726347 |
|  | Expedia Group, Inc. | 70338 | &nbsp;&nbsp;18628316 |
|  | Home Depot, Inc. | 373712 | &nbsp;&nbsp;139988778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 499728 | &nbsp;&nbsp;26350657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International, <br>Inc., Class A<br>| 1 | &nbsp;&nbsp;315 |
|  | NIKE, Inc., Class B | 84854 | &nbsp;&nbsp;5244826 |
| # | Ross Stores, Inc. | 148747 | &nbsp;&nbsp;28061122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 22274 | &nbsp;&nbsp;7231254 |
| # | Starbucks Corp. | 37155 | &nbsp;&nbsp;3416402 |
|  | Tapestry, Inc. | 115110 | &nbsp;&nbsp;14608610 |
|  | TJX Cos., Inc. | 407546 | &nbsp;&nbsp;61054466 |
|  | Tractor Supply Co. | 397960 | &nbsp;&nbsp;20248205 |
| \* | Ulta Beauty, Inc. | 13247 | &nbsp;&nbsp;8575578 |
|  | Williams-Sonoma, Inc. | 52477 | &nbsp;&nbsp;10739418 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;400894738 |
| CONSUMER STAPLES — (9.4%) | CONSUMER STAPLES — (9.4%) | CONSUMER STAPLES — (9.4%) | CONSUMER STAPLES — (9.4%) |
|  | Altria Group, Inc. | 102445 | &nbsp;&nbsp;6350566 |
|  | Clorox Co. | 19419 | &nbsp;&nbsp;2190269 |
|  | Coca-Cola Co. | 943991 | &nbsp;&nbsp;70619967 |
|  | Colgate-Palmolive Co. | 578202 | &nbsp;&nbsp;52205859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 98743 | &nbsp;&nbsp;92843106 |
|  | Hershey Co. | 471 | &nbsp;&nbsp;91727 |
| # | Kimberly-Clark Corp. | 246799 | &nbsp;&nbsp;24677432 |
|  | PepsiCo, Inc. | 424380 | &nbsp;&nbsp;65197499 |
|  | Procter & Gamble Co. | 56275 | &nbsp;&nbsp;8540857 |
|  | Sysco Corp. | 515246 | &nbsp;&nbsp;43203377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Walmart, Inc. | 313939 | &nbsp;&nbsp;$37402692 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;403323351 |
| ENERGY — (1.8%) | ENERGY — (1.8%) | ENERGY — (1.8%) | ENERGY — (1.8%) |
|  | Cheniere Energy, Inc. | 135331 | &nbsp;&nbsp;28625213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 228906 | &nbsp;&nbsp;46005528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 3225 | &nbsp;&nbsp;1123461 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;75754202 |
| FINANCIALS — (9.5%) | FINANCIALS — (9.5%) | FINANCIALS — (9.5%) | FINANCIALS — (9.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 30352 | &nbsp;&nbsp;16001271 |
|  | Aon PLC, Class A | 22996 | &nbsp;&nbsp;8040321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 137366 | &nbsp;&nbsp;6373782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 10791 | &nbsp;&nbsp;3933319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 18020 | &nbsp;&nbsp;3391184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 310416 | &nbsp;&nbsp;167249037 |
|  | Moody's Corp. | 42803 | &nbsp;&nbsp;22067515 |
|  | Visa, Inc., Class A | 556847 | &nbsp;&nbsp;179210070 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;406266499 |
| HEALTH CARE — (11.4%) | HEALTH CARE — (11.4%) | HEALTH CARE — (11.4%) | HEALTH CARE — (11.4%) |
|  | AbbVie, Inc. | 403783 | &nbsp;&nbsp;90047647 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alnylam <br>Pharmaceuticals, <br>Inc.<br>| 28971 | &nbsp;&nbsp;9793936 |
|  | Amgen, Inc. | 252681 | &nbsp;&nbsp;86386580 |
|  | Cencora, Inc. | 153459 | &nbsp;&nbsp;55125542 |
| \* | Dexcom, Inc. | 800 | &nbsp;&nbsp;58432 |
|  | Eli Lilly & Co. | 184172 | &nbsp;&nbsp;191013990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 31399 | &nbsp;&nbsp;21051774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 4058 | &nbsp;&nbsp;2363704 |
| \* | Solventum Corp. | 39626 | &nbsp;&nbsp;3050013 |
| \* | Waters Corp. | 3919 | &nbsp;&nbsp;1452852 |
|  | Zoetis, Inc. | 203921 | &nbsp;&nbsp;25453419 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;485797889 |
| INDUSTRIALS — (15.3%) | INDUSTRIALS — (15.3%) | INDUSTRIALS — (15.3%) | INDUSTRIALS — (15.3%) |
|  | 3M Co. | 218759 | &nbsp;&nbsp;33505128 |
| \* | ATI, Inc. | 16402 | &nbsp;&nbsp;1973161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 130798 | &nbsp;&nbsp;32283562 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Boeing Co. | 44256 | &nbsp;&nbsp;$10343512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 55905 | &nbsp;&nbsp;11019435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 3182 | &nbsp;&nbsp;653678 |
|  | Caterpillar, Inc. | 162058 | &nbsp;&nbsp;106530447 |
|  | Cintas Corp. | 85041 | &nbsp;&nbsp;16275997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems USA, <br>Inc.<br>| 4410 | &nbsp;&nbsp;5036661 |
|  | EMCOR Group, Inc. | 123 | &nbsp;&nbsp;88650 |
|  | Fastenal Co. | 395566 | &nbsp;&nbsp;17151742 |
|  | FTAI Aviation Ltd. | 3437 | &nbsp;&nbsp;935964 |
|  | General Electric Co. | 200408 | &nbsp;&nbsp;61483170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 166186 | &nbsp;&nbsp;37810639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 34814 | &nbsp;&nbsp;7244097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 195763 | &nbsp;&nbsp;51145041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 26703 | &nbsp;&nbsp;13220121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 3675 | &nbsp;&nbsp;975161 |
|  | Lockheed Martin Corp. | 88880 | &nbsp;&nbsp;56369474 |
|  | Paychex, Inc. | 178026 | &nbsp;&nbsp;18359821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 20651 | &nbsp;&nbsp;8707494 |
|  | Rollins, Inc. | 75167 | &nbsp;&nbsp;4761078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 35798 | &nbsp;&nbsp;15055923 |
| # | Union Pacific Corp. | 108505 | &nbsp;&nbsp;25509525 |
|  | Veralto Corp. | 33019 | &nbsp;&nbsp;3268221 |
|  | Verisk Analytics, Inc. | 101106 | &nbsp;&nbsp;21986511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 222250 | &nbsp;&nbsp;41378505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 65612 | &nbsp;&nbsp;14581611 |
|  | WW Grainger, Inc. | 33886 | &nbsp;&nbsp;36594847 |
| \* | XPO, Inc. | 5345 | &nbsp;&nbsp;791648 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;655040824 |
| INFORMATION TECHNOLOGY — (34.2%) | INFORMATION TECHNOLOGY — (34.2%) | INFORMATION TECHNOLOGY — (34.2%) | INFORMATION TECHNOLOGY — (34.2%) |
| \* | Adobe, Inc. | 102145 | &nbsp;&nbsp;29954021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 66060 | &nbsp;&nbsp;9517925 |
|  | Apple, Inc. | 1002544 | &nbsp;&nbsp;260140117 |
|  | Applied Materials, Inc. | 135913 | &nbsp;&nbsp;43807478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 125307 | &nbsp;&nbsp;59283995 |
| \* | Autodesk, Inc. | 52578 | &nbsp;&nbsp;13295399 |
|  | Broadcom, Inc. | 218408 | &nbsp;&nbsp;72358570 |
| #\* | Fortinet, Inc. | 407602 | &nbsp;&nbsp;33121739 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Gartner, Inc. | 33377 | &nbsp;&nbsp;$6996153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 72732 | &nbsp;&nbsp;7311021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 149550 | &nbsp;&nbsp;45866985 |
|  | Jabil, Inc. | 93715 | &nbsp;&nbsp;22228261 |
|  | KLA Corp. | 37884 | &nbsp;&nbsp;54096079 |
|  | Lam Research Corp. | 405720 | &nbsp;&nbsp;94719391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 515 | &nbsp;&nbsp;77770 |
|  | Microsoft Corp. | 477909 | &nbsp;&nbsp;205639464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 94311 | &nbsp;&nbsp;37963950 |
|  | NetApp, Inc. | 142755 | &nbsp;&nbsp;13754444 |
|  | NVIDIA Corp. | 1657500 | &nbsp;&nbsp;316797975 |
|  | Oracle Corp. | 615281 | &nbsp;&nbsp;101262947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 139175 | &nbsp;&nbsp;29999171 |
|  | Western Digital Corp. | 10782 | &nbsp;&nbsp;2697980 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;1460890835 |
| MATERIALS — (0.5%) | MATERIALS — (0.5%) | MATERIALS — (0.5%) | MATERIALS — (0.5%) |
|  | Sherwin-Williams Co. | 64866 | &nbsp;&nbsp;23004078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 1843 | &nbsp;&nbsp;113842 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;23117920 |
| UTILITIES — (1.6%) | UTILITIES — (1.6%) | UTILITIES — (1.6%) | UTILITIES — (1.6%) |
|  | NRG Energy, Inc. | 182006 | &nbsp;&nbsp;27779576 |
|  | Vistra Corp. | 247384 | &nbsp;&nbsp;39173256 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;66952832 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($2482345333) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($2482345333) |  | &nbsp;&nbsp;4209215499 |

---

&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>3.720%<br>| 37381620 | &nbsp;&nbsp;37381620 |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 2384913 | &nbsp;&nbsp;27586290 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,547,313,243)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,547,313,243)^^ |  | &nbsp;&nbsp;$4274183409 |

---

------

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

**CONTINUED**

As of January 31, 2026, U.S. Large Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;88 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$30718680 | &nbsp;&nbsp;&nbsp;&nbsp;$30649300 | &nbsp;&nbsp;&nbsp;&nbsp;$(69380)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$30718680** | &nbsp;&nbsp;**$30649300** | &nbsp;&nbsp;**$(69380)**<br>|

---

Summary of the Portfolio's investments as of January 31, 2026, 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;$231176409 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$231176409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;400894738 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;400894738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;403323351 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;403323351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;75754202 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;75754202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;406266499 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;406266499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;485797889 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;485797889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;655040824 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;655040824 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;1460890835 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1460890835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;23117920 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23117920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;66952832 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;66952832 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;37381620 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37381620 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$27586290 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27586290 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$4246597119 | &nbsp;&nbsp;&nbsp;$27586290 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4274183409 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(69380) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(69380) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(69380) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(69380) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) |
| COMMUNICATION SERVICES — (2.7%) | COMMUNICATION SERVICES — (2.7%) | COMMUNICATION SERVICES — (2.7%) | COMMUNICATION SERVICES — (2.7%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2291915D US), <br>Class A<br>| 10989 | &nbsp;&nbsp;$483736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlanta Braves <br>Holdings, Inc. <br>(2292098D US), <br>Class C<br>| 58522 | &nbsp;&nbsp;2336783 |
| \* | Cargurus, Inc. | 50875 | &nbsp;&nbsp;1648350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cinemark Holdings, <br>Inc.<br>| 149564 | &nbsp;&nbsp;3541675 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EverQuote, Inc., <br>Class A<br>| 42068 | &nbsp;&nbsp;954944 |
| \* | Gogo, Inc. | 21079 | &nbsp;&nbsp;96753 |
| #\* | Grindr, Inc. | 144128 | &nbsp;&nbsp;1631529 |
|  | IDT Corp., Class B | 30201 | &nbsp;&nbsp;1468675 |
| \* | IMAX Corp. | 72775 | &nbsp;&nbsp;2540575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iridium <br>Communications, <br>Inc.<br>| 134617 | &nbsp;&nbsp;2681571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;John Wiley & Sons, <br>Inc. (WLY US), <br>Class A<br>| 6407 | &nbsp;&nbsp;200091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILA US), <br>Class A<br>| 45411 | &nbsp;&nbsp;350573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Latin America <br>Ltd. (LILAK US), <br>Class C<br>| 141070 | &nbsp;&nbsp;1097524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumen Technologies, <br>Inc.<br>| 1122804 | &nbsp;&nbsp;9903131 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Madison Square <br>Garden <br>Entertainment Corp.<br>| 40151 | &nbsp;&nbsp;2484142 |
| \* | Magnite, Inc. | 157439 | &nbsp;&nbsp;2278142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Times Co., <br>Class A<br>| 110809 | &nbsp;&nbsp;8123408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Group, <br>Inc.<br>| 29275 | &nbsp;&nbsp;6217424 |
| \* | QuinStreet, Inc. | 73220 | &nbsp;&nbsp;973094 |
|  | Sinclair, Inc. | 52657 | &nbsp;&nbsp;764053 |
| \* | Travelzoo | 5554 | &nbsp;&nbsp;32491 |
| \* | TripAdvisor, Inc. | 113738 | &nbsp;&nbsp;1511578 |
| \* | USA TODAY Co., Inc. | 187564 | &nbsp;&nbsp;1110379 |
| \* | Yelp, Inc. | 70499 | &nbsp;&nbsp;1930263 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;54360884 |
| CONSUMER DISCRETIONARY — (17.2%) | CONSUMER DISCRETIONARY — (17.2%) | CONSUMER DISCRETIONARY — (17.2%) | CONSUMER DISCRETIONARY — (17.2%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abercrombie & Fitch <br>Co., Class A<br>| 50361 | &nbsp;&nbsp;4916744 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Accel Entertainment, <br>Inc.<br>| 46293 | &nbsp;&nbsp;$523574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acushnet Holdings <br>Corp.<br>| 73215 | &nbsp;&nbsp;7097462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adtalem Global <br>Education, Inc.<br>| 34983 | &nbsp;&nbsp;3622490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Eagle <br>Outfitters, Inc.<br>| 64934 | &nbsp;&nbsp;1513612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;American Public <br>Education, Inc.<br>| 16542 | &nbsp;&nbsp;691125 |
|  | Aramark | 188470 | &nbsp;&nbsp;7254210 |
| \* | Arhaus, Inc. | 68474 | &nbsp;&nbsp;697065 |
|  | Autoliv, Inc. | 56750 | &nbsp;&nbsp;6880370 |
| \* | AutoNation, Inc. | 29966 | &nbsp;&nbsp;6142431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Birkenstock Holding <br>PLC<br>| 31050 | &nbsp;&nbsp;1172448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boot Barn Holdings, <br>Inc.<br>| 33478 | &nbsp;&nbsp;5975153 |
|  | Boyd Gaming Corp. | 2041 | &nbsp;&nbsp;172546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Horizons Family <br>Solutions, Inc.<br>| 52124 | &nbsp;&nbsp;4828246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brinker International, <br>Inc.<br>| 51346 | &nbsp;&nbsp;8098291 |
|  | Brunswick Corp. | 20547 | &nbsp;&nbsp;1648280 |
|  | Buckle, Inc. | 65853 | &nbsp;&nbsp;3114847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Build-A-Bear <br>Workshop, Inc.<br>| 16835 | &nbsp;&nbsp;1004713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camping World <br>Holdings, Inc., <br>Class A<br>| 36535 | &nbsp;&nbsp;481897 |
|  | Carriage Services, Inc. | 14550 | &nbsp;&nbsp;624340 |
| \* | Cavco Industries, Inc. | 8573 | &nbsp;&nbsp;4218087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Champion Homes, <br>Inc.<br>| 61343 | &nbsp;&nbsp;4808064 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheesecake Factory, <br>Inc.<br>| 64811 | &nbsp;&nbsp;3756446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc.<br>| 34922 | &nbsp;&nbsp;3589982 |
|  | Churchill Downs, Inc. | 26553 | &nbsp;&nbsp;2611753 |
| \* | Citi Trends, Inc. | 8069 | &nbsp;&nbsp;348177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cooper-Standard <br>Holdings, Inc.<br>| 7200 | &nbsp;&nbsp;225864 |
|  | Cricut, Inc., Class A | 55236 | &nbsp;&nbsp;246905 |
| \* | Crocs, Inc. | 57014 | &nbsp;&nbsp;4784615 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dave & Buster's <br>Entertainment, Inc.<br>| 43944 | &nbsp;&nbsp;824829 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 46077 | &nbsp;&nbsp;5498829 |
| # | Dillard's, Inc., Class A | 9875 | &nbsp;&nbsp;5999655 |
| \* | Dorman Products, Inc. | 26871 | &nbsp;&nbsp;3337378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Driven Brands <br>Holdings, Inc.<br>| 28538 | &nbsp;&nbsp;443766 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Bros, Inc., <br>Class A<br>| 140694 | &nbsp;&nbsp;$7652347 |
| \* | Envela Corp. | 10494 | &nbsp;&nbsp;143138 |
| \* | Figs, Inc., Class A | 201324 | &nbsp;&nbsp;2176312 |
| \* | Five Below, Inc. | 27813 | &nbsp;&nbsp;5330083 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Floor & Decor <br>Holdings, Inc., <br>Class A<br>| 67127 | &nbsp;&nbsp;4427697 |
| \* | Frontdoor, Inc. | 79753 | &nbsp;&nbsp;4714200 |
|  | Gap, Inc. | 283518 | &nbsp;&nbsp;7932834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GigaCloud Technology, <br>Inc., Class A<br>| 25975 | &nbsp;&nbsp;1037182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, Inc. <br>(GIL US)<br>| 38385 | &nbsp;&nbsp;2494257 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global Business Travel <br>Group I<br>| 186197 | &nbsp;&nbsp;1275449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Canyon <br>Education, Inc.<br>| 33140 | &nbsp;&nbsp;5761058 |
| \* | Groupon, Inc. | 28141 | &nbsp;&nbsp;398195 |
|  | H&R Block, Inc. | 143144 | &nbsp;&nbsp;5647031 |
|  | Hasbro, Inc. | 156858 | &nbsp;&nbsp;14008988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand <br>Vacations, Inc.<br>| 47784 | &nbsp;&nbsp;2155536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Installed Building <br>Products, Inc.<br>| 30114 | &nbsp;&nbsp;8677048 |
|  | Kontoor Brands, Inc. | 72290 | &nbsp;&nbsp;4317882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kura Sushi USA, Inc., <br>Class A<br>| 11571 | &nbsp;&nbsp;773058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Laureate Education, <br>Inc.<br>| 161837 | &nbsp;&nbsp;5551009 |
| \* | Legacy Education, Inc. | 1168 | &nbsp;&nbsp;11773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levi Strauss & Co., <br>Class A<br>| 79519 | &nbsp;&nbsp;1580838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Educational <br>Services Corp.<br>| 41122 | &nbsp;&nbsp;1096313 |
|  | Marine Products Corp. | 4479 | &nbsp;&nbsp;43267 |
| \* | Mattel, Inc. | 287080 | &nbsp;&nbsp;5997101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts <br>International<br>| 3707 | &nbsp;&nbsp;124333 |
|  | Murphy USA, Inc. | 21037 | &nbsp;&nbsp;8888343 |
|  | Nathan's Famous, Inc. | 430 | &nbsp;&nbsp;43482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Norwegian Cruise Line <br>Holdings Ltd.<br>| 474199 | &nbsp;&nbsp;10413410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet <br>Holdings, Inc.<br>| 59395 | &nbsp;&nbsp;6551862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneSpaWorld Holdings <br>Ltd.<br>| 131024 | &nbsp;&nbsp;2574622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Papa John's <br>International, Inc.<br>| 6657 | &nbsp;&nbsp;234127 |
|  | Patrick Industries, Inc. | 36380 | &nbsp;&nbsp;4590065 |
|  | Polaris, Inc. | 39191 | &nbsp;&nbsp;2501953 |
|  | Pool Corp. | 33825 | &nbsp;&nbsp;8594594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red Rock Resorts, <br>Inc., Class A<br>| 49765 | &nbsp;&nbsp;3141664 |
| \* | Revolve Group, Inc. | 52554 | &nbsp;&nbsp;1453118 |
| \* | RH | 161 | &nbsp;&nbsp;32012 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rush Street <br>Interactive, Inc.<br>| 104734 | &nbsp;&nbsp;$1850650 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Savers Value Village, <br>Inc.<br>| 146101 | &nbsp;&nbsp;1513606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 123011 | &nbsp;&nbsp;9893775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shake Shack, Inc., <br>Class A<br>| 47697 | &nbsp;&nbsp;4224523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 47857 | &nbsp;&nbsp;4204237 |
| \* | Sonos, Inc. | 138281 | &nbsp;&nbsp;1984332 |
|  | Steven Madden Ltd. | 94479 | &nbsp;&nbsp;4145739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Stitch Fix, Inc., <br>Class A<br>| 4200 | &nbsp;&nbsp;20160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Roadhouse, <br>Inc.<br>| 55766 | &nbsp;&nbsp;10030073 |
| \* | TopBuild Corp. | 22957 | &nbsp;&nbsp;10745024 |
| \* | Udemy, Inc. | 175737 | &nbsp;&nbsp;845295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Parks & <br>Resorts, Inc.<br>| 30650 | &nbsp;&nbsp;1153972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal Technical <br>Institute, Inc.<br>| 70706 | &nbsp;&nbsp;1967748 |
| \* | Urban Outfitters, Inc. | 37171 | &nbsp;&nbsp;2633565 |
| # | Vail Resorts, Inc. | 43052 | &nbsp;&nbsp;5728930 |
| #\* | Valvoline, Inc. | 144258 | &nbsp;&nbsp;4720122 |
|  | VF Corp. | 287706 | &nbsp;&nbsp;5636161 |
| \* | Victoria's Secret & Co. | 95111 | &nbsp;&nbsp;5184501 |
| # | Wendy's Co. | 247480 | &nbsp;&nbsp;1927869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolverine World Wide, <br>Inc.<br>| 106585 | &nbsp;&nbsp;1888686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & <br>Resorts, Inc.<br>| 89521 | &nbsp;&nbsp;6516234 |
| #\* | XPEL, Inc. | 30735 | &nbsp;&nbsp;1583160 |
| \* | YETI Holdings, Inc. | 93443 | &nbsp;&nbsp;4271280 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;342170017 |
| CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) | CONSUMER STAPLES — (4.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albertsons Cos., Inc., <br>Class A<br>| 410917 | &nbsp;&nbsp;6841768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BJ's Wholesale Club <br>Holdings, Inc.<br>| 118094 | &nbsp;&nbsp;10916609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Boston Beer Co., Inc. , <br>Class A<br>| 7921 | &nbsp;&nbsp;1692084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 22782 | &nbsp;&nbsp;634023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BFB US), Class B<br>| 91761 | &nbsp;&nbsp;2511499 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chefs' Warehouse, <br>Inc.<br>| 52905 | &nbsp;&nbsp;3327725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola <br>Consolidated, Inc.<br>| 48930 | &nbsp;&nbsp;7440296 |
| \* | elf Beauty, Inc. | 29761 | &nbsp;&nbsp;2529387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings, <br>Inc.<br>| 67927 | &nbsp;&nbsp;1482846 |
| \*» | Fresh Market, Inc. | 15766 | &nbsp;&nbsp;0 |
| \* | Freshpet, Inc. | 11969 | &nbsp;&nbsp;834239 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Interparfums, Inc. | 38086 | &nbsp;&nbsp;$3716051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lamb Weston <br>Holdings, Inc.<br>| 158281 | &nbsp;&nbsp;7269846 |
| \* | Lifeway Foods, Inc. | 12373 | &nbsp;&nbsp;272577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mama's Creations, <br>Inc.<br>| 30015 | &nbsp;&nbsp;453227 |
| #\* | Maplebear, Inc. | 138939 | &nbsp;&nbsp;5162973 |
|  | Marzetti Co. | 25440 | &nbsp;&nbsp;4364741 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Beverage <br>Corp.<br>| 99605 | &nbsp;&nbsp;3394538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Grocers by <br>Vitamin Cottage, <br>Inc.<br>| 22191 | &nbsp;&nbsp;606258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil-Dri Corp. of <br>America<br>| 11485 | &nbsp;&nbsp;695417 |
|  | Pilgrim's Pride Corp. | 104383 | &nbsp;&nbsp;4527091 |
| # | PriceSmart, Inc. | 29844 | &nbsp;&nbsp;4244115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds Consumer <br>Products, Inc.<br>| 126322 | &nbsp;&nbsp;2926881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sprouts Farmers <br>Market, Inc.<br>| 103119 | &nbsp;&nbsp;7312168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tootsie Roll Industries, <br>Inc.<br>| 46946 | &nbsp;&nbsp;1778315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turning Point Brands, <br>Inc.<br>| 24799 | &nbsp;&nbsp;3004399 |
| \* | Vita Coco Co., Inc. | 73668 | &nbsp;&nbsp;3930188 |
| \* | Vital Farms, Inc. | 58222 | &nbsp;&nbsp;1656416 |
|  | WD-40 Co. | 17538 | &nbsp;&nbsp;4055312 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;97580989 |
| ENERGY — (2.3%) | ENERGY — (2.3%) | ENERGY — (2.3%) | ENERGY — (2.3%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Antero Midstream <br>Corp.<br>| 365973 | &nbsp;&nbsp;6887612 |
|  | Archrock, Inc. | 194441 | &nbsp;&nbsp;5753509 |
|  | Cactus, Inc., Class A | 76296 | &nbsp;&nbsp;4290124 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Centrus Energy Corp., <br>Class A<br>| 17601 | &nbsp;&nbsp;4898006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Comstock Resources, <br>Inc.<br>| 115382 | &nbsp;&nbsp;2809552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Laboratories, <br>Inc.<br>| 52737 | &nbsp;&nbsp;1030481 |
| \* | CVR Energy, Inc. | 115045 | &nbsp;&nbsp;2616123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Services of <br>America Corp.<br>| 11992 | &nbsp;&nbsp;108048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelerate Energy, <br>Inc., Class A<br>| 22849 | &nbsp;&nbsp;853410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceaneering <br>International, Inc.<br>| 128229 | &nbsp;&nbsp;3859693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solaris Energy <br>Infrastructure, Inc.<br>| 25571 | &nbsp;&nbsp;1411263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TETRA Technologies, <br>Inc.<br>| 164184 | &nbsp;&nbsp;1871698 |
| \* | Uranium Energy Corp. | 127838 | &nbsp;&nbsp;2203927 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weatherford <br>International PLC<br>| 79532 | &nbsp;&nbsp;$7482371 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;46075817 |
| FINANCIALS — (10.7%) | FINANCIALS — (10.7%) | FINANCIALS — (10.7%) | FINANCIALS — (10.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acadian Asset <br>Management, Inc.<br>| 45397 | &nbsp;&nbsp;2515902 |
|  | AMERISAFE, Inc. | 20853 | &nbsp;&nbsp;784281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artisan Partners Asset <br>Management, Inc., <br>Class A<br>| 90556 | &nbsp;&nbsp;4031553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baldwin Insurance <br>Group, Inc.<br>| 73587 | &nbsp;&nbsp;1613027 |
| \* | Bancorp, Inc. | 57108 | &nbsp;&nbsp;3394500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGC Group, Inc., <br>Class A<br>| 377540 | &nbsp;&nbsp;3439389 |
| \* | Cantaloupe, Inc. | 78482 | &nbsp;&nbsp;842897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cass Information <br>Systems, Inc.<br>| 796 | &nbsp;&nbsp;35788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Financial <br>Corp.<br>| 19270 | &nbsp;&nbsp;1845681 |
|  | Cohen & Steers, Inc. | 65075 | &nbsp;&nbsp;4181719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/A US), <br>Class A<br>| 26953 | &nbsp;&nbsp;292440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crawford & Co. <br>(CRD/B US), <br>Class B<br>| 30600 | &nbsp;&nbsp;315180 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Credit Acceptance <br>Corp.<br>| 11775 | &nbsp;&nbsp;5866776 |
| \* | Dave, Inc. | 14922 | &nbsp;&nbsp;2442582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigitalBridge Group, <br>Inc.<br>| 114781 | &nbsp;&nbsp;1766480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Donnelley Financial <br>Solutions, Inc.<br>| 34508 | &nbsp;&nbsp;1785789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enova International, <br>Inc.<br>| 5436 | &nbsp;&nbsp;897864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Esquire Financial <br>Holdings, Inc.<br>| 10992 | &nbsp;&nbsp;1172077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Euronet Worldwide, <br>Inc.<br>| 43605 | &nbsp;&nbsp;3159618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evercore, Inc., <br>Class A<br>| 33780 | &nbsp;&nbsp;11933461 |
|  | EVERTEC, Inc. | 47473 | &nbsp;&nbsp;1424665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FactSet Research <br>Systems, Inc.<br>| 30377 | &nbsp;&nbsp;7726694 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Federated Hermes, <br>Inc.<br>| 84142 | &nbsp;&nbsp;4483086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial <br>Bankshares, Inc.<br>| 125138 | &nbsp;&nbsp;3981891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstCash Holdings, <br>Inc.<br>| 38211 | &nbsp;&nbsp;6514975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GBank Financial <br>Holdings, Inc.<br>| 2169 | &nbsp;&nbsp;70558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Goosehead Insurance, <br>Inc., Class A<br>| 22220 | &nbsp;&nbsp;1374085 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Hagerty, Inc., Class A | 16731 | &nbsp;&nbsp;$210978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hamilton Lane, Inc., <br>Class A<br>| 49418 | &nbsp;&nbsp;6979798 |
|  | HCI Group, Inc. | 14817 | &nbsp;&nbsp;2351013 |
|  | Houlihan Lokey, Inc. | 16031 | &nbsp;&nbsp;2698338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Money <br>Express, Inc.<br>| 26385 | &nbsp;&nbsp;407912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 38338 | &nbsp;&nbsp;6870553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsale Capital Group, <br>Inc.<br>| 20887 | &nbsp;&nbsp;8268746 |
|  | Lazard, Inc. | 144889 | &nbsp;&nbsp;7783437 |
| \* | LendingTree, Inc. | 17388 | &nbsp;&nbsp;985204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MarketAxess Holdings, <br>Inc.<br>| 39672 | &nbsp;&nbsp;6713693 |
|  | Moelis & Co., Class A | 95092 | &nbsp;&nbsp;6815244 |
|  | Morningstar, Inc. | 35431 | &nbsp;&nbsp;7160251 |
| \* | NCR Atleos Corp. | 94957 | &nbsp;&nbsp;3541896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NerdWallet, Inc., <br>Class A<br>| 18073 | &nbsp;&nbsp;217960 |
|  | OppFi, Inc. | 33804 | &nbsp;&nbsp;321814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oscar Health, Inc., <br>Class A<br>| 153979 | &nbsp;&nbsp;2209599 |
| \* | Palomar Holdings, Inc. | 33694 | &nbsp;&nbsp;4164241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paymentus Holdings, <br>Inc., Class A<br>| 8068 | &nbsp;&nbsp;215658 |
| \* | Payoneer Global, Inc. | 375614 | &nbsp;&nbsp;2400173 |
| \* | Paysign, Inc. | 67422 | &nbsp;&nbsp;281150 |
|  | Piper Sandler Cos. | 17139 | &nbsp;&nbsp;5936093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PJT Partners, Inc., <br>Class A<br>| 26656 | &nbsp;&nbsp;4612288 |
|  | Primerica, Inc. | 28828 | &nbsp;&nbsp;7582917 |
| \* | Remitly Global, Inc. | 263293 | &nbsp;&nbsp;3480733 |
|  | RLI Corp. | 87620 | &nbsp;&nbsp;5119637 |
| #\* | Root, Inc., Class A | 17819 | &nbsp;&nbsp;1107094 |
|  | SEI Investments Co. | 74228 | &nbsp;&nbsp;6520930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ServisFirst <br>Bancshares, Inc.<br>| 39524 | &nbsp;&nbsp;3235039 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shift4 Payments, Inc., <br>Class A<br>| 58761 | &nbsp;&nbsp;3469249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silvercrest Asset <br>Management Group, <br>Inc., Class A<br>| 11193 | &nbsp;&nbsp;164985 |
|  | SLM Corp. | 201684 | &nbsp;&nbsp;5475721 |
| \* | Trupanion, Inc. | 54178 | &nbsp;&nbsp;1733154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virtu Financial, Inc., <br>Class A<br>| 81837 | &nbsp;&nbsp;3397054 |
| # | Western Union Co. | 413296 | &nbsp;&nbsp;3872583 |
| \* | WEX, Inc. | 37362 | &nbsp;&nbsp;5750012 |
| # | WisdomTree, Inc. | 165757 | &nbsp;&nbsp;2685263 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;212633368 |
| HEALTH CARE — (11.3%) | HEALTH CARE — (11.3%) | HEALTH CARE — (11.3%) | HEALTH CARE — (11.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;10X Genomics, Inc., <br>Class A<br>| 52381 | &nbsp;&nbsp;1058096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA <br>Pharmaceuticals, <br>Inc.<br>| 171200 | &nbsp;&nbsp;$4302256 |
| \* | ADMA Biologics, Inc. | 302989 | &nbsp;&nbsp;5241710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebia Therapeutics, <br>Inc.<br>| 125375 | &nbsp;&nbsp;176779 |
| \* | Align Technology, Inc. | 17500 | &nbsp;&nbsp;2853025 |
| #\* | Alkermes PLC | 167087 | &nbsp;&nbsp;5662578 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amneal <br>Pharmaceuticals, <br>Inc.<br>| 154266 | &nbsp;&nbsp;2110359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ANI Pharmaceuticals, <br>Inc.<br>| 29204 | &nbsp;&nbsp;2390347 |
| #\* | Artivion, Inc. | 55966 | &nbsp;&nbsp;2281734 |
| \* | AtriCure, Inc. | 45607 | &nbsp;&nbsp;1684266 |
| \* | BioLife Solutions, Inc. | 45314 | &nbsp;&nbsp;987845 |
|  | Bio-Techne Corp. | 85753 | &nbsp;&nbsp;5495910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bioventus, Inc., <br>Class A<br>| 61666 | &nbsp;&nbsp;489011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BrightSpring Health <br>Services, Inc.<br>| 41724 | &nbsp;&nbsp;1638501 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brookdale Senior <br>Living, Inc.<br>| 272710 | &nbsp;&nbsp;4090650 |
|  | Bruker Corp. | 119272 | &nbsp;&nbsp;5282557 |
| \* | CareDx, Inc. | 54598 | &nbsp;&nbsp;1121989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Catalyst <br>Pharmaceuticals, <br>Inc.<br>| 136280 | &nbsp;&nbsp;3311604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Charles River <br>Laboratories <br>International, Inc.<br>| 5448 | &nbsp;&nbsp;1146695 |
|  | Chemed Corp. | 17789 | &nbsp;&nbsp;7598393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Collegium <br>Pharmaceutical, Inc.<br>| 44485 | &nbsp;&nbsp;2042751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concentra Group <br>Holdings Parent, <br>Inc.<br>| 163566 | &nbsp;&nbsp;3627894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corcept Therapeutics, <br>Inc.<br>| 102880 | &nbsp;&nbsp;4101826 |
| \* | CorVel Corp. | 60598 | &nbsp;&nbsp;4219439 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CytomX Therapeutics, <br>Inc.<br>| 147066 | &nbsp;&nbsp;836806 |
| #\* | DaVita, Inc. | 32137 | &nbsp;&nbsp;3513860 |
| \* | Doximity, Inc., Class A | 79646 | &nbsp;&nbsp;2984336 |
| \* | Electromed, Inc. | 9743 | &nbsp;&nbsp;291023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health <br>Corp.<br>| 92983 | &nbsp;&nbsp;8789683 |
|  | Ensign Group, Inc. | 50876 | &nbsp;&nbsp;8733374 |
| \* | Exelixis, Inc. | 208469 | &nbsp;&nbsp;8622278 |
| \* | Fortrea Holdings, Inc. | 11218 | &nbsp;&nbsp;188575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guardian Pharmacy <br>Services, Inc., <br>Class A<br>| 31637 | &nbsp;&nbsp;955437 |
| \* | Haemonetics Corp. | 60868 | &nbsp;&nbsp;4057461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Halozyme <br>Therapeutics, Inc.<br>| 129842 | &nbsp;&nbsp;9310970 |
| #\* | Harrow, Inc. | 48136 | &nbsp;&nbsp;1970688 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | HealthEquity, Inc. | 64040 | &nbsp;&nbsp;$5486307 |
| \* | Henry Schein, Inc. | 28650 | &nbsp;&nbsp;2162502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;InfuSystem Holdings, <br>Inc.<br>| 12644 | &nbsp;&nbsp;104439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovage Holding <br>Corp.<br>| 11109 | &nbsp;&nbsp;61655 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inspire Medical <br>Systems, Inc.<br>| 28578 | &nbsp;&nbsp;2165641 |
|  | iRadimed Corp. | 15946 | &nbsp;&nbsp;1560794 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kiniksa <br>Pharmaceuticals <br>International PLC<br>| 31730 | &nbsp;&nbsp;1393582 |
| \* | Krystal Biotech, Inc. | 20181 | &nbsp;&nbsp;5635342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lantheus Holdings, <br>Inc.<br>| 67104 | &nbsp;&nbsp;4490600 |
|  | LeMaitre Vascular, Inc. | 25399 | &nbsp;&nbsp;2158153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ligand <br>Pharmaceuticals, <br>Inc.<br>| 19367 | &nbsp;&nbsp;3720401 |
| \* | LivaNova PLC | 65921 | &nbsp;&nbsp;4331669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 21882 | &nbsp;&nbsp;12745827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merit Medical Systems, <br>Inc.<br>| 59999 | &nbsp;&nbsp;4865319 |
| \* | MiMedx Group, Inc. | 181953 | &nbsp;&nbsp;929780 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Monte Rosa <br>Therapeutics, Inc.<br>| 51951 | &nbsp;&nbsp;1066035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Research <br>Corp.<br>| 16406 | &nbsp;&nbsp;333698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niagen Bioscience, <br>Inc.<br>| 15428 | &nbsp;&nbsp;92414 |
| #\* | Nutex Health, Inc. | 2088 | &nbsp;&nbsp;310674 |
| \* | OptimizeRx Corp. | 7904 | &nbsp;&nbsp;85047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Option Care Health, <br>Inc.<br>| 164607 | &nbsp;&nbsp;5596638 |
|  | Organon & Co. | 32554 | &nbsp;&nbsp;278011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Biosciences of <br>California, Inc.<br>| 157179 | &nbsp;&nbsp;355225 |
| \* | PACS Group, Inc. | 76048 | &nbsp;&nbsp;2567380 |
| \* | Pennant Group, Inc. | 26985 | &nbsp;&nbsp;745326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phibro Animal Health <br>Corp., Class A<br>| 26223 | &nbsp;&nbsp;1052853 |
| \* | Phreesia, Inc. | 59372 | &nbsp;&nbsp;797366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privia Health Group, <br>Inc.<br>| 135772 | &nbsp;&nbsp;3152626 |
| \* | Progyny, Inc. | 111422 | &nbsp;&nbsp;2659643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protagonist <br>Therapeutics, Inc.<br>| 29993 | &nbsp;&nbsp;2453427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Protalix <br>BioTherapeutics, <br>Inc.<br>| 4774 | &nbsp;&nbsp;11171 |
| \* | RadNet, Inc. | 54362 | &nbsp;&nbsp;3810776 |
| \* | Repligen Corp. | 24789 | &nbsp;&nbsp;3702733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals, <br>Inc.<br>| 23604 | &nbsp;&nbsp;822835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGA Technologies, <br>Inc.<br>| 53565 | &nbsp;&nbsp;358885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Simulations Plus, Inc. | 19461 | &nbsp;&nbsp;$328696 |
| \* | Sotera Health Co. | 359909 | &nbsp;&nbsp;6521551 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Stoke Therapeutics, <br>Inc.<br>| 60396 | &nbsp;&nbsp;1832415 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Supernus <br>Pharmaceuticals, <br>Inc.<br>| 11955 | &nbsp;&nbsp;575753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tactile Systems <br>Technology, Inc.<br>| 24080 | &nbsp;&nbsp;694949 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TransMedics Group, <br>Inc.<br>| 44334 | &nbsp;&nbsp;5939648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Physical Therapy, <br>Inc.<br>| 13258 | &nbsp;&nbsp;1111948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UFP Technologies, <br>Inc.<br>| 9754 | &nbsp;&nbsp;2449620 |
| \* | Veracyte, Inc. | 12881 | &nbsp;&nbsp;490508 |
| \* | Vericel Corp. | 31621 | &nbsp;&nbsp;1137724 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;226318292 |
| INDUSTRIALS — (27.0%) | INDUSTRIALS — (27.0%) | INDUSTRIALS — (27.0%) | INDUSTRIALS — (27.0%) |
|  | A.O. Smith Corp. | 89209 | &nbsp;&nbsp;6555969 |
| # | AAON, Inc. | 81836 | &nbsp;&nbsp;7451986 |
| \* | AAR Corp. | 7012 | &nbsp;&nbsp;742641 |
|  | Acuity, Inc. | 17861 | &nbsp;&nbsp;5523336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage <br>Systems, Inc.<br>| 64643 | &nbsp;&nbsp;9828322 |
|  | Allient, Inc. | 15998 | &nbsp;&nbsp;976038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission <br>Holdings, Inc.<br>| 89446 | &nbsp;&nbsp;9722780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alta Equipment Group, <br>Inc.<br>| 40974 | &nbsp;&nbsp;276984 |
| \* | API Group Corp. | 92938 | &nbsp;&nbsp;3863433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Applied Industrial <br>Technologies, Inc.<br>| 35348 | &nbsp;&nbsp;9204973 |
|  | Argan, Inc. | 14823 | &nbsp;&nbsp;5145212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armstrong World <br>Industries, Inc.<br>| 41056 | &nbsp;&nbsp;7543629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astronics Corp. (ATRO <br>US)<br>| 41116 | &nbsp;&nbsp;3114537 |
| \* | ATI, Inc. | 29008 | &nbsp;&nbsp;3489662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atmus Filtration <br>Technologies, Inc.<br>| 92536 | &nbsp;&nbsp;5364312 |
|  | AZZ, Inc. | 28177 | &nbsp;&nbsp;3502119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrett Business <br>Services, Inc.<br>| 32933 | &nbsp;&nbsp;1251454 |
| \* | Blue Bird Corp. | 41113 | &nbsp;&nbsp;2068395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 104491 | &nbsp;&nbsp;9239094 |
|  | Brady Corp., Class A | 45372 | &nbsp;&nbsp;3923317 |
|  | Brink's Co. | 47385 | &nbsp;&nbsp;6019790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Builders FirstSource, <br>Inc.<br>| 5841 | &nbsp;&nbsp;668210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CACI International, <br>Inc., Class A<br>| 6110 | &nbsp;&nbsp;3791744 |
|  | Cadre Holdings, Inc. | 50642 | &nbsp;&nbsp;2026186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Technology <br>Corp.<br>| 47327 | &nbsp;&nbsp;15041940 |

---

------

**U.S. Small Cap Growth 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>| 61180 | &nbsp;&nbsp;$6171838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CECO Environmental <br>Corp.<br>| 44602 | &nbsp;&nbsp;3007513 |
| \* | Centuri Holdings, Inc. | 13066 | &nbsp;&nbsp;360622 |
| \* | Chart Industries, Inc. | 24213 | &nbsp;&nbsp;5020323 |
| \* | Clean Harbors, Inc. | 8069 | &nbsp;&nbsp;2097214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Construction Partners, <br>Inc., Class A<br>| 29449 | &nbsp;&nbsp;3235856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Core & Main, Inc., <br>Class A<br>| 151826 | &nbsp;&nbsp;8101435 |
|  | CRA International, Inc. | 8434 | &nbsp;&nbsp;1593520 |
|  | Crane Co. | 3027 | &nbsp;&nbsp;552851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Systems <br>International, Inc.<br>| 33882 | &nbsp;&nbsp;2702090 |
|  | CSW Industrials, Inc. | 12394 | &nbsp;&nbsp;3346132 |
| \* | Dayforce, Inc. | 25570 | &nbsp;&nbsp;1771234 |
|  | Donaldson Co., Inc. | 109212 | &nbsp;&nbsp;11133071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douglas Dynamics, <br>Inc.<br>| 22897 | &nbsp;&nbsp;862759 |
| \* | DXP Enterprises, Inc. | 18403 | &nbsp;&nbsp;2393310 |
| \* | Dycom Industries, Inc. | 28599 | &nbsp;&nbsp;10421190 |
| \* | Energy Recovery, Inc. | 54861 | &nbsp;&nbsp;800422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enerpac Tool Group <br>Corp.<br>| 67827 | &nbsp;&nbsp;2737498 |
|  | EnerSys | 7008 | &nbsp;&nbsp;1262772 |
|  | Enpro, Inc. | 19006 | &nbsp;&nbsp;4538253 |
| \* | Enviri Corp. | 77782 | &nbsp;&nbsp;1471635 |
|  | Esab Corp. | 34376 | &nbsp;&nbsp;4162934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO Technologies, <br>Inc.<br>| 21956 | &nbsp;&nbsp;5009701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espey Mfg. & <br>Electronics Corp.<br>| 355 | &nbsp;&nbsp;18769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everus Construction <br>Group, Inc.<br>| 58175 | &nbsp;&nbsp;5147906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ExlService Holdings, <br>Inc.<br>| 181002 | &nbsp;&nbsp;7086228 |
|  | Exponent, Inc. | 56899 | &nbsp;&nbsp;4089331 |
|  | Federal Signal Corp. | 63224 | &nbsp;&nbsp;6833882 |
|  | Flowserve Corp. | 72531 | &nbsp;&nbsp;5668298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc.<br>| 74741 | &nbsp;&nbsp;4043488 |
| \* | Forward Air Corp. | 40634 | &nbsp;&nbsp;1132876 |
| \* | Franklin Covey Co. | 7046 | &nbsp;&nbsp;143527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franklin Electric Co., <br>Inc.<br>| 44359 | &nbsp;&nbsp;4419044 |
| \* | FTI Consulting, Inc. | 31531 | &nbsp;&nbsp;5507520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Generac Holdings, <br>Inc.<br>| 35318 | &nbsp;&nbsp;5934837 |
|  | Genpact Ltd. | 122614 | &nbsp;&nbsp;5407277 |
|  | Global Industrial Co. | 41824 | &nbsp;&nbsp;1278141 |
|  | Gorman-Rupp Co. | 26409 | &nbsp;&nbsp;1439026 |
| \* | Graham Corp. | 8004 | &nbsp;&nbsp;559640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Granite Construction, <br>Inc.<br>| 42713 | &nbsp;&nbsp;5157168 |
|  | Griffon Corp. | 54539 | &nbsp;&nbsp;4442202 |
|  | Herc Holdings, Inc. | 33800 | &nbsp;&nbsp;4844892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Hexcel Corp. | 75175 | &nbsp;&nbsp;$6225242 |
|  | HNI Corp. | 49046 | &nbsp;&nbsp;2343908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huron Consulting <br>Group, Inc.<br>| 21887 | &nbsp;&nbsp;3698903 |
| \* | IBEX Holdings Ltd. | 17308 | &nbsp;&nbsp;643858 |
| \* | IES Holdings, Inc. | 20200 | &nbsp;&nbsp;7681858 |
| \* | Innodata, Inc. | 41430 | &nbsp;&nbsp;2296879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Innovative Solutions & <br>Support, Inc.<br>| 23085 | &nbsp;&nbsp;426842 |
|  | Insperity, Inc. | 20855 | &nbsp;&nbsp;891134 |
|  | Interface, Inc. | 51024 | &nbsp;&nbsp;1605725 |
|  | ITT, Inc. | 12603 | &nbsp;&nbsp;2297527 |
|  | Kadant, Inc. | 12261 | &nbsp;&nbsp;3936271 |
|  | Karat Packaging, Inc. | 18552 | &nbsp;&nbsp;453967 |
|  | KBR, Inc. | 121599 | &nbsp;&nbsp;5205653 |
|  | Kforce, Inc. | 22570 | &nbsp;&nbsp;797398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kratos Defense & <br>Security Solutions, <br>Inc.<br>| 10729 | &nbsp;&nbsp;1105194 |
|  | Landstar System, Inc. | 34500 | &nbsp;&nbsp;5152920 |
| \* | Legalzoom.com, Inc. | 230506 | &nbsp;&nbsp;2049198 |
|  | Leonardo DRS, Inc. | 8866 | &nbsp;&nbsp;364038 |
| \* | Limbach Holdings, Inc. | 14876 | &nbsp;&nbsp;1279038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 220 | &nbsp;&nbsp;58377 |
|  | Lindsay Corp. | 10497 | &nbsp;&nbsp;1314959 |
| \* | Liquidity Services, Inc. | 32626 | &nbsp;&nbsp;1044032 |
|  | LSI Industries, Inc. | 19937 | &nbsp;&nbsp;440807 |
|  | Maximus, Inc. | 50224 | &nbsp;&nbsp;4743155 |
|  | McGrath RentCorp | 13866 | &nbsp;&nbsp;1548694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Microvast Holdings, <br>Inc.<br>| 35048 | &nbsp;&nbsp;91826 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modine Manufacturing <br>Co.<br>| 59366 | &nbsp;&nbsp;10962526 |
|  | Moog, Inc., Class A | 22860 | &nbsp;&nbsp;6980301 |
|  | MSA Safety, Inc. | 33178 | &nbsp;&nbsp;5877483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MSC Industrial Direct <br>Co., Inc., Class A<br>| 58020 | &nbsp;&nbsp;4893407 |
|  | Mueller Industries, Inc. | 67514 | &nbsp;&nbsp;9191356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water <br>Products, Inc., <br>Class A<br>| 162321 | &nbsp;&nbsp;4394029 |
| \* | MYR Group, Inc. | 17801 | &nbsp;&nbsp;4450962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nextpower, Inc., <br>Class A<br>| 112250 | &nbsp;&nbsp;13143352 |
| \* | NPK International, Inc. | 99538 | &nbsp;&nbsp;1374620 |
|  | nVent Electric PLC | 58868 | &nbsp;&nbsp;6608522 |
|  | Omega Flex, Inc. | 2704 | &nbsp;&nbsp;89205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optex Systems <br>Holdings, Inc.<br>| 920 | &nbsp;&nbsp;13736 |
|  | Park Aerospace Corp. | 2998 | &nbsp;&nbsp;73421 |
| \* | Parsons Corp. | 64013 | &nbsp;&nbsp;4484751 |
|  | Paycom Software, Inc. | 14385 | &nbsp;&nbsp;1938379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paylocity Holding <br>Corp.<br>| 38527 | &nbsp;&nbsp;5200374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perma-Pipe <br>International <br>Holdings, Inc.<br>| 2638 | &nbsp;&nbsp;76185 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Powell Industries, Inc. | 13940 | &nbsp;&nbsp;$6183645 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power Solutions <br>International, Inc.<br>| 29652 | &nbsp;&nbsp;2124862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primoris Services <br>Corp.<br>| 46204 | &nbsp;&nbsp;6849743 |
|  | Quad/Graphics, Inc. | 46838 | &nbsp;&nbsp;286649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RCM Technologies, <br>Inc.<br>| 9373 | &nbsp;&nbsp;195052 |
|  | REV Group, Inc. | 63464 | &nbsp;&nbsp;4055350 |
| \* | Saia, Inc. | 15572 | &nbsp;&nbsp;5214596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Science Applications <br>International Corp.<br>| 47653 | &nbsp;&nbsp;4849169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simpson <br>Manufacturing Co., <br>Inc.<br>| 40731 | &nbsp;&nbsp;7200426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SiteOne Landscape <br>Supply, Inc.<br>| 45497 | &nbsp;&nbsp;6530639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPX Technologies, <br>Inc.<br>| 13243 | &nbsp;&nbsp;2759974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standex International <br>Corp.<br>| 12627 | &nbsp;&nbsp;3030480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterling Infrastructure, <br>Inc.<br>| 33025 | &nbsp;&nbsp;11819978 |
| \* | Taylor Devices, Inc. | 897 | &nbsp;&nbsp;65248 |
| \* | Team, Inc. | 312 | &nbsp;&nbsp;4502 |
|  | Tecnoglass, Inc. | 59850 | &nbsp;&nbsp;2927263 |
|  | Tetra Tech, Inc. | 154844 | &nbsp;&nbsp;5831425 |
|  | Toro Co. | 73965 | &nbsp;&nbsp;6767797 |
| \* | Trex Co., Inc. | 91510 | &nbsp;&nbsp;3790344 |
|  | TriNet Group, Inc. | 61728 | &nbsp;&nbsp;3780223 |
| #\* | Upwork, Inc. | 168661 | &nbsp;&nbsp;3378280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valmont Industries, <br>Inc.<br>| 18335 | &nbsp;&nbsp;8169343 |
| \* | Verra Mobility Corp. | 190841 | &nbsp;&nbsp;3683231 |
|  | VSE Corp. | 4893 | &nbsp;&nbsp;1069463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Watts Water <br>Technologies, Inc., <br>Class A<br>| 23210 | &nbsp;&nbsp;6946985 |
| \* | Willdan Group, Inc. | 14885 | &nbsp;&nbsp;1878487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WillScot Holdings <br>Corp.<br>| 157924 | &nbsp;&nbsp;3163218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zurn Elkay Water <br>Solutions Corp.<br>| 116704 | &nbsp;&nbsp;5381221 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;537631893 |
| INFORMATION TECHNOLOGY — (13.2%) | INFORMATION TECHNOLOGY — (13.2%) | INFORMATION TECHNOLOGY — (13.2%) | INFORMATION TECHNOLOGY — (13.2%) |
|  | A10 Networks, Inc. | 93268 | &nbsp;&nbsp;1626594 |
| \* | ACI Worldwide, Inc. | 97119 | &nbsp;&nbsp;4211080 |
|  | Adeia, Inc. | 140740 | &nbsp;&nbsp;2545987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTRAN Holdings, <br>Inc.<br>| 67576 | &nbsp;&nbsp;623051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Industries, Inc.<br>| 24766 | &nbsp;&nbsp;6324246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alarm.com Holdings, <br>Inc.<br>| 60152 | &nbsp;&nbsp;2934215 |
|  | Amdocs Ltd. | 79107 | &nbsp;&nbsp;6482028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amkor Technology, <br>Inc.<br>| 17609 | &nbsp;&nbsp;$851043 |
| \* | Appfolio, Inc., Class A | 21342 | &nbsp;&nbsp;4052419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axcelis Technologies, <br>Inc.<br>| 13281 | &nbsp;&nbsp;1169658 |
|  | Badger Meter, Inc. | 34049 | &nbsp;&nbsp;4990902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFA <br>US), Class A<br>| 1014 | &nbsp;&nbsp;186322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bel Fuse, Inc. (BELFB <br>US), Class B<br>| 11061 | &nbsp;&nbsp;2225363 |
|  | Belden, Inc. | 41393 | &nbsp;&nbsp;4864091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 10102 | &nbsp;&nbsp;354782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BK Technologies <br>Corp.<br>| 4248 | &nbsp;&nbsp;324037 |
| \* | Blackbaud, Inc. | 61347 | &nbsp;&nbsp;3294334 |
| #\* | BlackLine, Inc. | 32125 | &nbsp;&nbsp;1492849 |
| \* | Box, Inc., Class A | 63631 | &nbsp;&nbsp;1613046 |
| \* | Calix, Inc. | 48342 | &nbsp;&nbsp;2159437 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCC Intelligent <br>Solutions Holdings, <br>Inc.<br>| 599750 | &nbsp;&nbsp;4546105 |
| \* | Cerence, Inc. | 57854 | &nbsp;&nbsp;655486 |
| \* | Cirrus Logic, Inc. | 50536 | &nbsp;&nbsp;6586862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clear Secure, Inc., <br>Class A<br>| 112567 | &nbsp;&nbsp;3671935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Climb Global Solutions, <br>Inc.<br>| 5809 | &nbsp;&nbsp;688889 |
|  | Cognex Corp. | 165151 | &nbsp;&nbsp;6397950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Commvault Systems, <br>Inc.<br>| 47168 | &nbsp;&nbsp;4042298 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Consensus Cloud <br>Solutions, Inc.<br>| 812 | &nbsp;&nbsp;17344 |
|  | Crane NXT Co. | 59187 | &nbsp;&nbsp;2990127 |
| \* | Crexendo, Inc. | 21566 | &nbsp;&nbsp;150962 |
|  | CTS Corp. | 12215 | &nbsp;&nbsp;627973 |
| \* | Daktronics, Inc. | 55253 | &nbsp;&nbsp;1279107 |
| \* | Digi International, Inc. | 7178 | &nbsp;&nbsp;309156 |
| \* | Digital Turbine, Inc. | 142400 | &nbsp;&nbsp;743328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dolby Laboratories, <br>Inc., Class A<br>| 41255 | &nbsp;&nbsp;2648158 |
| \* | Dynatrace, Inc. | 91326 | &nbsp;&nbsp;3478607 |
| \* | eGain Corp. | 34426 | &nbsp;&nbsp;353555 |
| \* | Enphase Energy, Inc. | 10101 | &nbsp;&nbsp;373535 |
| # | Entegris, Inc. | 3501 | &nbsp;&nbsp;413363 |
| \* | EPAM Systems, Inc. | 24146 | &nbsp;&nbsp;5036856 |
| \* | Fabrinet | 193 | &nbsp;&nbsp;94462 |
| \* | FormFactor, Inc. | 63084 | &nbsp;&nbsp;4446791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frequency Electronics, <br>Inc.<br>| 9871 | &nbsp;&nbsp;519017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Freshworks, Inc., <br>Class A<br>| 240852 | &nbsp;&nbsp;2596385 |
|  | Hackett Group, Inc. | 32136 | &nbsp;&nbsp;586482 |
| \* | Harmonic, Inc. | 83937 | &nbsp;&nbsp;815868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Group, Inc.<br>| 9082 | &nbsp;&nbsp;50587 |
| # | InterDigital, Inc. | 28297 | &nbsp;&nbsp;9237273 |
| \* | Itron, Inc. | 41403 | &nbsp;&nbsp;4102209 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Knowles Corp. | 38972 | &nbsp;&nbsp;$944681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kulicke & Soffa <br>Industries, Inc.<br>| 67257 | &nbsp;&nbsp;3855844 |
| \* | Kyndryl Holdings, Inc. | 267278 | &nbsp;&nbsp;6147394 |
| \* | Lantronix, Inc. | 16300 | &nbsp;&nbsp;108232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lattice Semiconductor <br>Corp.<br>| 99693 | &nbsp;&nbsp;8027280 |
|  | Littelfuse, Inc. | 3737 | &nbsp;&nbsp;1209891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 43536 | &nbsp;&nbsp;6574371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirion Technologies, <br>Inc.<br>| 195871 | &nbsp;&nbsp;4865436 |
|  | MKS, Inc. | 49899 | &nbsp;&nbsp;11746724 |
| \* | M-Tron Industries, Inc. | 1046 | &nbsp;&nbsp;68215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Napco Security <br>Technologies, Inc.<br>| 45835 | &nbsp;&nbsp;1690853 |
| \* | nCino, Inc. | 39984 | &nbsp;&nbsp;853658 |
| \* | Novanta, Inc. | 16215 | &nbsp;&nbsp;2181566 |
|  | NVE Corp. | 6291 | &nbsp;&nbsp;424580 |
| \* | Onto Innovation, Inc. | 30171 | &nbsp;&nbsp;6096051 |
| \* | Ooma, Inc. | 22990 | &nbsp;&nbsp;270132 |
| \* | OSI Systems, Inc. | 17857 | &nbsp;&nbsp;4466750 |
| \* | PagerDuty, Inc. | 117950 | &nbsp;&nbsp;1250270 |
| \* | PDF Solutions, Inc. | 45707 | &nbsp;&nbsp;1455768 |
|  | Pegasystems, Inc. | 185200 | &nbsp;&nbsp;8091388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Penguin Solutions, <br>Inc.<br>| 37886 | &nbsp;&nbsp;727790 |
| \* | Plexus Corp. | 18478 | &nbsp;&nbsp;3683220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Integrations, <br>Inc.<br>| 61105 | &nbsp;&nbsp;2807164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Progress Software <br>Corp.<br>| 54762 | &nbsp;&nbsp;2240861 |
| \* | Qualys, Inc. | 41429 | &nbsp;&nbsp;5464485 |
| \* | Rambus, Inc. | 71779 | &nbsp;&nbsp;8170604 |
| \* | Rapid7, Inc. | 57006 | &nbsp;&nbsp;679511 |
|  | Red Violet, Inc. | 10501 | &nbsp;&nbsp;477585 |
| \* | Sanmina Corp. | 42147 | &nbsp;&nbsp;5971387 |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Sapiens International <br>Corp. NV<br>| 56930 | &nbsp;&nbsp;2476455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SEMrush Holdings, <br>Inc., Class A<br>| 2 | &nbsp;&nbsp;24 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Laboratories, <br>Inc.<br>| 15720 | &nbsp;&nbsp;2239314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SkyWater Technology, <br>Inc.<br>| 5866 | &nbsp;&nbsp;185718 |
| \* | Sprinklr, Inc., Class A | 163399 | &nbsp;&nbsp;1042486 |
| \* | SPS Commerce, Inc. | 27332 | &nbsp;&nbsp;2439654 |
| \* | Teradata Corp. | 121190 | &nbsp;&nbsp;3456339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TTM Technologies, <br>Inc.<br>| 77296 | &nbsp;&nbsp;7590467 |
| \* | Turtle Beach Corp. | 1726 | &nbsp;&nbsp;20643 |
| \* | UiPath, Inc., Class A | 193015 | &nbsp;&nbsp;2430059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Display <br>Corp.<br>| 43623 | &nbsp;&nbsp;5008793 |
| \* | Vertex, Inc., Class A | 44640 | &nbsp;&nbsp;828072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viant Technology, Inc., <br>Class A<br>| 1078 | &nbsp;&nbsp;12742 |
| \* | Viavi Solutions, Inc. | 229511 | &nbsp;&nbsp;5613839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Vontier Corp. | 151877 | &nbsp;&nbsp;$5695387 |
| \* | Yext, Inc. | 22309 | &nbsp;&nbsp;159732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 14117 | &nbsp;&nbsp;3317213 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;262854782 |
| MATERIALS — (5.4%) | MATERIALS — (5.4%) | MATERIALS — (5.4%) | MATERIALS — (5.4%) |
|  | AptarGroup, Inc. | 41508 | &nbsp;&nbsp;5186425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal <br>Packaging SA<br>| 26332 | &nbsp;&nbsp;115597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Axalta Coating <br>Systems Ltd.<br>| 183705 | &nbsp;&nbsp;6168814 |
|  | Balchem Corp. | 26610 | &nbsp;&nbsp;4528224 |
|  | Cabot Corp. | 25967 | &nbsp;&nbsp;1874558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caledonia Mining <br>Corp. PLC<br>| 19347 | &nbsp;&nbsp;530882 |
| \* | Century Aluminum Co. | 118027 | &nbsp;&nbsp;5350164 |
|  | Chemours Co. | 194906 | &nbsp;&nbsp;2921641 |
| \* | Coeur Mining, Inc. | 280220 | &nbsp;&nbsp;5727697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass Minerals <br>International, Inc.<br>| 53940 | &nbsp;&nbsp;1347421 |
|  | Crown Holdings, Inc. | 80284 | &nbsp;&nbsp;8404129 |
|  | Eagle Materials, Inc. | 30410 | &nbsp;&nbsp;6197862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions, <br>Inc.<br>| 78785 | &nbsp;&nbsp;2292643 |
| \* | Flotek Industries, Inc. | 39086 | &nbsp;&nbsp;678924 |
|  | Hawkins, Inc. | 25525 | &nbsp;&nbsp;3324631 |
|  | Hecla Mining Co. | 274766 | &nbsp;&nbsp;6187730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Idaho Strategic <br>Resources, Inc.<br>| 7029 | &nbsp;&nbsp;253466 |
| \* | Ingevity Corp. | 46766 | &nbsp;&nbsp;3076735 |
| \* | Knife River Corp. | 54537 | &nbsp;&nbsp;3663250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Louisiana-Pacific <br>Corp.<br>| 84093 | &nbsp;&nbsp;7041948 |
|  | Materion Corp. | 23390 | &nbsp;&nbsp;3234369 |
|  | NewMarket Corp. | 9032 | &nbsp;&nbsp;6058575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perimeter Solutions, <br>Inc.<br>| 139871 | &nbsp;&nbsp;3657627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramaco Resources, <br>Inc. (METCB US), <br>Class B<br>| 395 | &nbsp;&nbsp;5182 |
|  | Royal Gold, Inc. | 16876 | &nbsp;&nbsp;4443620 |
|  | Sealed Air Corp. | 157811 | &nbsp;&nbsp;6609125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensient Technologies <br>Corp.<br>| 40784 | &nbsp;&nbsp;3854904 |
| \* | Smith-Midland Corp. | 475 | &nbsp;&nbsp;16692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 2968 | &nbsp;&nbsp;183333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Lime & Minerals, <br>Inc.<br>| 32425 | &nbsp;&nbsp;3908185 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;106844353 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Compass, Inc., <br>Class A<br>| 44448 | &nbsp;&nbsp;556489 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmark Group, Inc., <br>Class A<br>| 148380 | &nbsp;&nbsp;$2645615 |
|  | St. Joe Co. | 59636 | &nbsp;&nbsp;3947307 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;7149411 |
| UTILITIES — (0.2%) | UTILITIES — (0.2%) | UTILITIES — (0.2%) | UTILITIES — (0.2%) |
| \* | Hallador Energy Co. | 56679 | &nbsp;&nbsp;1047995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ormat Technologies, <br>Inc.<br>| 22947 | &nbsp;&nbsp;2866998 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;3914993 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;1897534799 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | &nbsp;&nbsp;&nbsp;&nbsp;Gen Digital, Inc. Rights <br>04/17/2027<br>| 1520 | &nbsp;&nbsp;2675 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;2675 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,398,845,888) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,398,845,888) |  | &nbsp;&nbsp;1897537474 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 6030491 | &nbsp;&nbsp;$6030491 |
| SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 7802438 | &nbsp;&nbsp;90250802 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,495,127,171)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,495,127,171)^^ |  | &nbsp;&nbsp;$1993818767 |

---

Summary of the Portfolio's investments as of January 31, 2026, 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;$54360884 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$54360884 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;342170017 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;342170017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;97580989 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;97580989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;46075817 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46075817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;212633368 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;212633368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;226318292 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;226318292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;537631893 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;537631893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;260378327 | &nbsp;&nbsp;&nbsp;$2476455 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;262854782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;106844353 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;106844353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;7149411 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7149411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;3914993 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3914993 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2675 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;6030491 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6030491 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;90250802 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;90250802 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$1901088835 | &nbsp;&nbsp;&nbsp;$92729932 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1993818767 |

---

------

**International Large Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (96.5%) | COMMON STOCKS — (96.5%) | COMMON STOCKS — (96.5%) |  |
| AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) |  |
|  | ALS Ltd. | 61022 | &nbsp;&nbsp;$1040515 |
|  | Aristocrat Leisure Ltd. | 71358 | &nbsp;&nbsp;2650930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>AU)<br>| 262219 | &nbsp;&nbsp;9031439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>LN), Class DI<br>| 71676 | &nbsp;&nbsp;2473512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>US), Sponsored <br>ADR<br>| 48542 | &nbsp;&nbsp;3336292 |
|  | Brambles Ltd. | 371832 | &nbsp;&nbsp;5771837 |
| \* | Capricorn Metals Ltd. | 34652 | &nbsp;&nbsp;324565 |
|  | Cochlear Ltd. | 8488 | &nbsp;&nbsp;1582107 |
|  | Coles Group Ltd. | 322483 | &nbsp;&nbsp;4764635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank <br>of Australia<br>| 35059 | &nbsp;&nbsp;3629337 |
|  | Computershare Ltd. | 83070 | &nbsp;&nbsp;1886566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 23393 | &nbsp;&nbsp;434259 |
|  | Evolution Mining Ltd. | 380777 | &nbsp;&nbsp;3656688 |
| \* | Genesis Minerals Ltd. | 155816 | &nbsp;&nbsp;769418 |
|  | HUB24 Ltd. | 7586 | &nbsp;&nbsp;531521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 454860 | &nbsp;&nbsp;2398086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;James Hardie <br>Industries PLC (JHX <br>AU), CDI<br>| 11292 | &nbsp;&nbsp;257310 |
|  | JB Hi-Fi Ltd. | 38910 | &nbsp;&nbsp;2192210 |
|  | Lottery Corp. Ltd.  | 489688 | &nbsp;&nbsp;1744476 |
|  | Medibank Pvt Ltd. | 515463 | &nbsp;&nbsp;1653947 |
|  | Netwealth Group Ltd. | 34977 | &nbsp;&nbsp;592644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 254334 | &nbsp;&nbsp;4675498 |
|  | Pro Medicus Ltd. | 14522 | &nbsp;&nbsp;1856540 |
|  | Qantas Airways Ltd. | 112615 | &nbsp;&nbsp;787362 |
|  | REA Group Ltd. | 6159 | &nbsp;&nbsp;809809 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 63970 | &nbsp;&nbsp;868011 |
|  | SGH Ltd. | 47685 | &nbsp;&nbsp;1528216 |
|  | Technology One Ltd. | 81793 | &nbsp;&nbsp;1428007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 310857 | &nbsp;&nbsp;1056073 |
|  | Wesfarmers Ltd. | 126566 | &nbsp;&nbsp;7301160 |
| # | WiseTech Global Ltd. | 13638 | &nbsp;&nbsp;546429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 202789 | &nbsp;&nbsp;4351929 |
| #\* | Xero Ltd. | 20173 | &nbsp;&nbsp;1314700 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;77246028 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |  |
|  | Erste Group Bank AG | 16288 | &nbsp;&nbsp;2117585 |
|  | OMV AG | 13071 | &nbsp;&nbsp;776518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |
|  | Verbund AG | 4604 | &nbsp;&nbsp;$337821 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;3231924 |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>BB)<br>| 101 | &nbsp;&nbsp;84938 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Argenx SE (ARGX <br>US), ADR<br>| 1434 | &nbsp;&nbsp;1205277 |
|  | KBC Group NV | 16209 | &nbsp;&nbsp;2284099 |
|  | UCB SA | 23068 | &nbsp;&nbsp;7029407 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;10603721 |
| CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 38633 | &nbsp;&nbsp;7359587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. (AGI <br>US), Class A<br>| 67719 | &nbsp;&nbsp;2498831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 62233 | &nbsp;&nbsp;3237679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AtkinsRealis Group, <br>Inc.<br>| 30500 | &nbsp;&nbsp;2140477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. <br>(ABX CN)<br>| 5721 | &nbsp;&nbsp;261503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. (B <br>US)<br>| 99132 | &nbsp;&nbsp;4539254 |
| \* | CAE, Inc. (CAE US) | 6879 | &nbsp;&nbsp;220403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cameco Corp. (CCJ <br>US)<br>| 19245 | &nbsp;&nbsp;2374641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNI <br>US)<br>| 38976 | &nbsp;&nbsp;3750271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ US)<br>| 210584 | &nbsp;&nbsp;7835831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific <br>Kansas City Ltd. (CP <br>US)<br>| 22147 | &nbsp;&nbsp;1646408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 26213 | &nbsp;&nbsp;1579730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 27937 | &nbsp;&nbsp;7850018 |
|  | CGI, Inc. (GIB US) | 23662 | &nbsp;&nbsp;2029726 |
|  | CGI, Inc. (GIBA CN) | 13812 | &nbsp;&nbsp;1183755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Software, <br>Inc.<br>| 2145 | &nbsp;&nbsp;3958653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 2200 | &nbsp;&nbsp;164472 |
|  | Dollarama, Inc. | 58059 | &nbsp;&nbsp;7824203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 115007 | &nbsp;&nbsp;2913922 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 53307 | &nbsp;&nbsp;$2910324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV CN)<br>| 535 | &nbsp;&nbsp;125235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Franco-Nevada Corp. <br>(FNV US)<br>| 16916 | &nbsp;&nbsp;3964434 |
|  | George Weston Ltd. | 45246 | &nbsp;&nbsp;3155739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GFL Environmental, <br>Inc.<br>| 24420 | &nbsp;&nbsp;1048839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, Inc. <br>(GIL US)<br>| 28251 | &nbsp;&nbsp;1835750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 20206 | &nbsp;&nbsp;367345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>US)<br>| 16000 | &nbsp;&nbsp;1620000 |
|  | Intact Financial Corp. | 42643 | &nbsp;&nbsp;7763835 |
|  | Keyera Corp. | 57061 | &nbsp;&nbsp;1932275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. (K <br>CN)<br>| 9500 | &nbsp;&nbsp;299166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 336552 | &nbsp;&nbsp;10621581 |
|  | Loblaw Cos. Ltd. L CN | 93724 | &nbsp;&nbsp;4217288 |
|  | Lundin Gold, Inc. | 13400 | &nbsp;&nbsp;1004569 |
|  | Lundin Mining Corp. | 64600 | &nbsp;&nbsp;1629648 |
|  | Metro, Inc. | 38440 | &nbsp;&nbsp;2551742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Canada<br>| 264 | &nbsp;&nbsp;31457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 11455 | &nbsp;&nbsp;625443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>CN)<br>| 4210 | &nbsp;&nbsp;477874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 24890 | &nbsp;&nbsp;2826757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR CN)<br>| 8875 | &nbsp;&nbsp;594621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 35653 | &nbsp;&nbsp;2388394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY CN)<br>| 9740 | &nbsp;&nbsp;1621748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada <br>(RY US)<br>| 2274 | &nbsp;&nbsp;378007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 9227 | &nbsp;&nbsp;914399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 2916 | &nbsp;&nbsp;288917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. (TRP <br>CN)<br>| 7432 | &nbsp;&nbsp;435773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC Energy Corp. (TRP <br>US)<br>| 45458 | &nbsp;&nbsp;2667021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 3681 | &nbsp;&nbsp;395892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 9924 | &nbsp;&nbsp;1097892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 15268 | &nbsp;&nbsp;1944872 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN CN)<br>| 1440 | &nbsp;&nbsp;$240908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN US)<br>| 14584 | &nbsp;&nbsp;2444362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wheaton Precious <br>Metals Corp. (WPM <br>US)<br>| 42314 | &nbsp;&nbsp;5579947 |
|  | WSP Global, Inc. | 15189 | &nbsp;&nbsp;2936291 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;136307709 |
| DENMARK — (1.5%) | DENMARK — (1.5%) | DENMARK — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 236924 | &nbsp;&nbsp;14068363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS (NVO <br>US), Sponsored <br>ADR<br>| 43768 | &nbsp;&nbsp;2601132 |
|  | Pandora AS | 25171 | &nbsp;&nbsp;2037432 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;18706927 |
| FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) |  |
|  | Kone OYJ, Class B | 42730 | &nbsp;&nbsp;3070786 |
|  | Metso OYJ | 55305 | &nbsp;&nbsp;1081253 |
|  | Sampo OYJ, Class A | 203872 | &nbsp;&nbsp;2273642 |
|  | Wartsila OYJ Abp | 48762 | &nbsp;&nbsp;1976812 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;8402493 |
| FRANCE — (8.8%) | FRANCE — (8.8%) | FRANCE — (8.8%) |  |
|  | Air Liquide SA | 42394 | &nbsp;&nbsp;7938794 |
|  | Airbus SE | 64157 | &nbsp;&nbsp;14688728 |
|  | Bureau Veritas SA | 107145 | &nbsp;&nbsp;3449247 |
|  | Eurofins Scientific SE | 31637 | &nbsp;&nbsp;2559211 |
|  | Getlink SE | 19902 | &nbsp;&nbsp;393948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 4492 | &nbsp;&nbsp;10807742 |
|  | Legrand SA | 46288 | &nbsp;&nbsp;7390241 |
|  | L'Oreal SA | 18831 | &nbsp;&nbsp;8651696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 41162 | &nbsp;&nbsp;26566131 |
|  | Safran SA | 57231 | &nbsp;&nbsp;20448130 |
|  | Thales SA | 29639 | &nbsp;&nbsp;9073257 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;111967125 |
| GERMANY — (8.5%) | GERMANY — (8.5%) | GERMANY — (8.5%) |  |
|  | adidas AG | 34980 | &nbsp;&nbsp;6202077 |
| \* | Aumovio SE | 1605 | &nbsp;&nbsp;76991 |
| # | Beiersdorf AG | 15071 | &nbsp;&nbsp;1797659 |
|  | Continental AG | 20635 | &nbsp;&nbsp;1623752 |
|  | Deutsche Boerse AG | 48827 | &nbsp;&nbsp;12364226 |
|  | Deutsche Post AG | 82803 | &nbsp;&nbsp;4631045 |
|  | E.ON SE | 117143 | &nbsp;&nbsp;2484584 |
|  | GEA Group AG | 24190 | &nbsp;&nbsp;1729653 |
|  | Hannover Rueck SE | 11549 | &nbsp;&nbsp;3265474 |
| # | Hensoldt AG | 9181 | &nbsp;&nbsp;912064 |
| # | HOCHTIEF AG | 4406 | &nbsp;&nbsp;1847632 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 246029 | &nbsp;&nbsp;$12026510 |
|  | Knorr-Bremse AG | 20193 | &nbsp;&nbsp;2351176 |
| # | MTU Aero Engines AG | 14899 | &nbsp;&nbsp;6623721 |
| # | Nemetschek SE | 14047 | &nbsp;&nbsp;1227347 |
|  | Rheinmetall AG | 11621 | &nbsp;&nbsp;24623112 |
|  | SAP SE (SAP GR) | 48333 | &nbsp;&nbsp;9655405 |
| \* | Siemens Energy AG | 60851 | &nbsp;&nbsp;10367795 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 27062 | &nbsp;&nbsp;1350758 |
| # | Symrise AG | 32074 | &nbsp;&nbsp;2700216 |
| \*Ω | Zalando SE | 211 | &nbsp;&nbsp;6067 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;107867264 |
| HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) |  |
|  | AIA Group Ltd. | 336400 | &nbsp;&nbsp;3881206 |
|  | HKT Trust & HKT Ltd. | 1204000 | &nbsp;&nbsp;1804339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Exchanges <br>& Clearing Ltd.<br>| 119290 | &nbsp;&nbsp;6576586 |
|  | PCCW Ltd. | 408000 | &nbsp;&nbsp;304917 |
|  | PRADA SpA | 161600 | &nbsp;&nbsp;826159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 441000 | &nbsp;&nbsp;1646770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 256500 | &nbsp;&nbsp;3501609 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;18541586 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |  |
|  | AIB Group PLC | 52688 | &nbsp;&nbsp;588953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), Class A<br>| 11232 | &nbsp;&nbsp;998434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 19254 | &nbsp;&nbsp;1676534 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;3263921 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |
| # | Aura Investments Ltd. | 27956 | &nbsp;&nbsp;197132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 787 | &nbsp;&nbsp;198767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 477830 | &nbsp;&nbsp;1227155 |
| # | El Al Israel Airlines | 31672 | &nbsp;&nbsp;179112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elbit Systems Ltd. <br>(ESLT US)<br>| 384 | &nbsp;&nbsp;269787 |
|  | Electra Ltd. | 5380 | &nbsp;&nbsp;186596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>IT)<br>| 1793 | &nbsp;&nbsp;101184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enlight Renewable <br>Energy Ltd. (ENLT <br>US)<br>| 4855 | &nbsp;&nbsp;269792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 1387 | &nbsp;&nbsp;285329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems 1985 <br>Ltd. (FORTY IT)<br>| 1752 | &nbsp;&nbsp;279610 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 1638 | &nbsp;&nbsp;$75132 |
|  | Hilan Ltd. | 2586 | &nbsp;&nbsp;206332 |
|  | Isrotel Ltd. | 1220 | &nbsp;&nbsp;67902 |
|  | Matrix IT Ltd. | 6536 | &nbsp;&nbsp;293366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 2102 | &nbsp;&nbsp;81856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 4314 | &nbsp;&nbsp;554328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 9823 | &nbsp;&nbsp;768444 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nice Ltd. (NICE US), <br>Sponsored ADR<br>| 1439 | &nbsp;&nbsp;153124 |
| \* | Nova Ltd. (NVMI IT) | 1973 | &nbsp;&nbsp;963111 |
| #\* | Nova Ltd. (NVMI US) | 810 | &nbsp;&nbsp;370850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 7510 | &nbsp;&nbsp;215888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications Co. <br>Ltd.<br>| 26094 | &nbsp;&nbsp;317073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 2076 | &nbsp;&nbsp;508036 |
|  | Phoenix Financial Ltd. | 18068 | &nbsp;&nbsp;876978 |
|  | Shufersal Ltd. | 32340 | &nbsp;&nbsp;417673 |
|  | Strauss Group Ltd. | 6947 | &nbsp;&nbsp;262196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tel Aviv Stock <br>Exchange Ltd.<br>| 11375 | &nbsp;&nbsp;437032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA IT)<br>| 98607 | &nbsp;&nbsp;3345574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 9668 | &nbsp;&nbsp;329485 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tower Semiconductor <br>Ltd. (TSEM US)<br>| 2683 | &nbsp;&nbsp;361481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YH Dimri Construction <br>& Development Ltd.<br>| 1229 | &nbsp;&nbsp;156038 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;13956363 |
| ITALY — (2.7%) | ITALY — (2.7%) | ITALY — (2.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 36885 | &nbsp;&nbsp;865256 |
|  | BPER Banca SpA | 196962 | &nbsp;&nbsp;2773900 |
|  | Enel SpA | 946877 | &nbsp;&nbsp;10461615 |
|  | Ferrari NV (RACE IM) | 5787 | &nbsp;&nbsp;1930296 |
|  | Ferrari NV (RACE US) | 8166 | &nbsp;&nbsp;2720666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 151578 | &nbsp;&nbsp;4018368 |
|  | Intesa Sanpaolo SpA | 257820 | &nbsp;&nbsp;1825207 |
|  | Moncler SpA | 22600 | &nbsp;&nbsp;1316759 |
| Ω | Poste Italiane SpA | 74569 | &nbsp;&nbsp;1964010 |
|  | Prysmian SpA | 32144 | &nbsp;&nbsp;3807240 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 11335 | &nbsp;&nbsp;$624551 |
|  | Snam SpA | 273223 | &nbsp;&nbsp;1877775 |
|  | UniCredit SpA | 2669 | &nbsp;&nbsp;232593 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;34418236 |
| JAPAN — (20.6%) | JAPAN — (20.6%) | JAPAN — (20.6%) |  |
|  | Advantest Corp. | 85200 | &nbsp;&nbsp;14090928 |
|  | Aeon Co. Ltd. | 250500 | &nbsp;&nbsp;3426238 |
|  | Ajinomoto Co., Inc. | 79300 | &nbsp;&nbsp;1814133 |
|  | Asahi Intecc Co. Ltd. | 26900 | &nbsp;&nbsp;448427 |
|  | Asics Corp. | 171200 | &nbsp;&nbsp;4121242 |
|  | Astellas Pharma, Inc. | 388100 | &nbsp;&nbsp;5398427 |
|  | Azbil Corp. | 55682 | &nbsp;&nbsp;487312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 135600 | &nbsp;&nbsp;3518645 |
|  | BayCurrent, Inc. | 35600 | &nbsp;&nbsp;1254376 |
|  | BIPROGY, Inc. | 23500 | &nbsp;&nbsp;780420 |
|  | Capcom Co. Ltd. | 81124 | &nbsp;&nbsp;2067762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugai Pharmaceutical <br>Co. Ltd.<br>| 71900 | &nbsp;&nbsp;4106977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 9100 | &nbsp;&nbsp;407646 |
|  | CyberAgent, Inc. | 36300 | &nbsp;&nbsp;329317 |
|  | Daifuku Co. Ltd. | 63253 | &nbsp;&nbsp;2269087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. <br>Ltd.<br>| 104800 | &nbsp;&nbsp;1919896 |
|  | Daikin Industries Ltd. | 1000 | &nbsp;&nbsp;119830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 102500 | &nbsp;&nbsp;2080486 |
|  | Dentsu Soken, Inc. | 17400 | &nbsp;&nbsp;274277 |
|  | Dexerials Corp. | 23500 | &nbsp;&nbsp;412289 |
|  | Disco Corp. | 10100 | &nbsp;&nbsp;4305131 |
| # | Ebara Corp. | 106400 | &nbsp;&nbsp;3221242 |
|  | Fast Retailing Co. Ltd. | 21500 | &nbsp;&nbsp;8202956 |
|  | Food & Life Cos. Ltd. | 28500 | &nbsp;&nbsp;1556954 |
|  | Fuji Electric Co. Ltd. | 21300 | &nbsp;&nbsp;1517255 |
|  | Fujikura Ltd. | 53600 | &nbsp;&nbsp;6736819 |
|  | Fujitsu Ltd. | 176000 | &nbsp;&nbsp;4890298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 5798 | &nbsp;&nbsp;334869 |
|  | Hitachi Ltd. (6501 JP) | 316000 | &nbsp;&nbsp;10965234 |
|  | Horiba Ltd. | 4100 | &nbsp;&nbsp;486283 |
|  | Hoya Corp. | 36500 | &nbsp;&nbsp;6123087 |
|  | IHI Corp. | 238300 | &nbsp;&nbsp;5513353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 31600 | &nbsp;&nbsp;510596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 20400 | &nbsp;&nbsp;638795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 253200 | &nbsp;&nbsp;2762973 |
|  | Kakaku.com, Inc. | 30000 | &nbsp;&nbsp;409445 |
|  | Kandenko Co. Ltd. | 12900 | &nbsp;&nbsp;464431 |
|  | Kao Corp. | 57364 | &nbsp;&nbsp;2294701 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 28800 | &nbsp;&nbsp;$2404114 |
|  | KDDI Corp. | 426400 | &nbsp;&nbsp;7199327 |
|  | Kikkoman Corp. | 60500 | &nbsp;&nbsp;547257 |
|  | Kobe Bussan Co. Ltd. | 36700 | &nbsp;&nbsp;896929 |
|  | Kokusai Electric Corp. | 11700 | &nbsp;&nbsp;485741 |
|  | Konami Group Corp. | 12900 | &nbsp;&nbsp;1883699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water Industries <br>Ltd.<br>| 23703 | &nbsp;&nbsp;1185619 |
|  | Lasertec Corp. | 20700 | &nbsp;&nbsp;4755564 |
| # | M3, Inc. | 14400 | &nbsp;&nbsp;177682 |
|  | Marui Group Co. Ltd. | 34800 | &nbsp;&nbsp;681033 |
|  | Maruwa Co. Ltd. | 800 | &nbsp;&nbsp;245966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MatsukiyoCocokara & <br>Co.<br>| 19800 | &nbsp;&nbsp;317173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 12000 | &nbsp;&nbsp;520362 |
| \* | Mercari, Inc. | 10400 | &nbsp;&nbsp;230800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Heavy <br>Industries Ltd.<br>| 180500 | &nbsp;&nbsp;5314629 |
|  | Mitsui E&S Co. Ltd. | 10300 | &nbsp;&nbsp;457722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 11800 | &nbsp;&nbsp;1540004 |
|  | MonotaRO Co. Ltd. | 63100 | &nbsp;&nbsp;851152 |
|  | NEC Corp. | 74500 | &nbsp;&nbsp;2525523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sanso <br>Holdings Corp.<br>| 40500 | &nbsp;&nbsp;1228897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 27936 | &nbsp;&nbsp;962940 |
| # | Nitto Boseki Co. Ltd. | 700 | &nbsp;&nbsp;66804 |
|  | Nitto Denko Corp. | 121900 | &nbsp;&nbsp;2709024 |
|  | NOF Corp. | 19600 | &nbsp;&nbsp;378564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 90430 | &nbsp;&nbsp;2750915 |
| # | NS Solutions Corp. | 7800 | &nbsp;&nbsp;206071 |
|  | Obic Co. Ltd. | 21300 | &nbsp;&nbsp;592011 |
|  | Olympus Corp. | 264200 | &nbsp;&nbsp;3155738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 16400 | &nbsp;&nbsp;965005 |
|  | Oracle Corp. Japan | 9600 | &nbsp;&nbsp;649584 |
|  | Organo Corp. | 3600 | &nbsp;&nbsp;380129 |
|  | Oriental Land Co. Ltd. | 60700 | &nbsp;&nbsp;1062639 |
|  | Otsuka Corp. | 29000 | &nbsp;&nbsp;574968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 464000 | &nbsp;&nbsp;2747130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 626400 | &nbsp;&nbsp;1097088 |
| \* | Rakuten Bank Ltd. | 11900 | &nbsp;&nbsp;569513 |
| \* | Rakuten Group, Inc. | 360500 | &nbsp;&nbsp;2161454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 157000 | &nbsp;&nbsp;8269781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 4700 | &nbsp;&nbsp;272952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 114400 | &nbsp;&nbsp;2281685 |
|  | Sankyo Co. Ltd. | 62500 | &nbsp;&nbsp;977658 |
|  | Sanrio Co. Ltd. | 37500 | &nbsp;&nbsp;1160191 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santen Pharmaceutical <br>Co. Ltd.<br>| 4406 | &nbsp;&nbsp;$49566 |
|  | Sanwa Holdings Corp. | 42500 | &nbsp;&nbsp;962680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings Co. <br>Ltd.<br>| 25800 | &nbsp;&nbsp;3285707 |
|  | Seibu Holdings, Inc. | 58300 | &nbsp;&nbsp;1544727 |
|  | SG Holdings Co. Ltd. | 35801 | &nbsp;&nbsp;344649 |
| #\* | Sharp Corp. | 33700 | &nbsp;&nbsp;153796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Chemical <br>Co. Ltd.<br>| 167543 | &nbsp;&nbsp;5509578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 65500 | &nbsp;&nbsp;1334647 |
|  | Socionext, Inc. | 23345 | &nbsp;&nbsp;312386 |
|  | SoftBank Corp. | 3564100 | &nbsp;&nbsp;4844535 |
|  | SoftBank Group Corp. | 239216 | &nbsp;&nbsp;6532364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sony Financial Group, <br>Inc. SFGYY US, <br>ADR<br>| 5585 | &nbsp;&nbsp;27757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 835000 | &nbsp;&nbsp;18410002 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(SONY US), <br>Sponsored ADR<br>| 27926 | &nbsp;&nbsp;617165 |
|  | Sugi Holdings Co. Ltd. | 23800 | &nbsp;&nbsp;547025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Electric <br>Industries Ltd.<br>| 46100 | &nbsp;&nbsp;2018236 |
|  | Sysmex Corp. | 13801 | &nbsp;&nbsp;130589 |
|  | Taisei Corp. | 12800 | &nbsp;&nbsp;1276776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takasago Thermal <br>Engineering Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;404750 |
|  | TDK Corp. (6762 JP) | 129301 | &nbsp;&nbsp;1668400 |
|  | TIS, Inc. | 49600 | &nbsp;&nbsp;1443286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 9100 | &nbsp;&nbsp;151267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine Holdings, <br>Inc. (8766 JP)<br>| 254900 | &nbsp;&nbsp;9500769 |
|  | Tokyo Electron Ltd. | 52500 | &nbsp;&nbsp;13989089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo Co. <br>Ltd.<br>| 5500 | &nbsp;&nbsp;259609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha <br>Ltd.<br>| 3700 | &nbsp;&nbsp;264167 |
|  | Toyota Tsusho Corp. | 44900 | &nbsp;&nbsp;1635223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. (4704 <br>JP)<br>| 31700 | &nbsp;&nbsp;1243525 |
|  | Tsuruha Holdings, Inc. | 12560 | &nbsp;&nbsp;200141 |
|  | Unicharm Corp. | 143401 | &nbsp;&nbsp;870902 |
|  | USS Co. Ltd. | 58600 | &nbsp;&nbsp;647491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;110175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 52800 | &nbsp;&nbsp;1760292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 24400 | &nbsp;&nbsp;1322404 |
|  | ZOZO, Inc. | 111600 | &nbsp;&nbsp;921755 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;261998604 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (4.2%) | NETHERLANDS — (4.2%) | NETHERLANDS — (4.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 3091 | &nbsp;&nbsp;$4432201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 29490 | &nbsp;&nbsp;41964270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 5763 | &nbsp;&nbsp;1121729 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 15751 | &nbsp;&nbsp;279580 |
|  | Wolters Kluwer NV | 66610 | &nbsp;&nbsp;6254878 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;54052658 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
| # | a2 Milk Co. Ltd.  | 3013 | &nbsp;&nbsp;17905 |
| # | Chorus Ltd. (CNU NZ) | 159898 | &nbsp;&nbsp;914325 |
|  | Contact Energy Ltd. | 9939 | &nbsp;&nbsp;56015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 33477 | &nbsp;&nbsp;782067 |
|  | Mainfreight Ltd. | 12798 | &nbsp;&nbsp;518059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 386792 | &nbsp;&nbsp;526489 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;2814860 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | AF Gruppen ASA | 7452 | &nbsp;&nbsp;142697 |
|  | Borregaard ASA | 13187 | &nbsp;&nbsp;265380 |
| # | DNB Bank ASA | 5078 | &nbsp;&nbsp;145603 |
|  | Frontline PLC | 20043 | &nbsp;&nbsp;570525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gjensidige Forsikring <br>ASA<br>| 7887 | &nbsp;&nbsp;224484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 37577 | &nbsp;&nbsp;1290811 |
|  | Mowi ASA | 27157 | &nbsp;&nbsp;626025 |
|  | Norsk Hydro ASA | 12446 | &nbsp;&nbsp;110494 |
| # | Orkla ASA | 10826 | &nbsp;&nbsp;128812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 13853 | &nbsp;&nbsp;750431 |
|  | Storebrand ASA | 130967 | &nbsp;&nbsp;2291904 |
|  | Telenor ASA | 44656 | &nbsp;&nbsp;752571 |
| # | TOMRA Systems ASA | 16984 | &nbsp;&nbsp;225313 |
|  | Var Energi ASA | 69993 | &nbsp;&nbsp;255925 |
|  | Veidekke ASA | 34744 | &nbsp;&nbsp;640282 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;8421257 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 140797 | &nbsp;&nbsp;152399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 37079 | &nbsp;&nbsp;737784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jeronimo Martins <br>SGPS SA<br>| 23855 | &nbsp;&nbsp;562526 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;1452709 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 133663 | &nbsp;&nbsp;$6212971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sembcorp Industries <br>Ltd.<br>| 213800 | &nbsp;&nbsp;1013087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 184800 | &nbsp;&nbsp;2560608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 314600 | &nbsp;&nbsp;2418515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Telecommunications <br>Ltd.<br>| 459900 | &nbsp;&nbsp;1659637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 547300 | &nbsp;&nbsp;1437380 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;15302198 |
| SPAIN — (3.0%) | SPAIN — (3.0%) | SPAIN — (3.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 38941 | &nbsp;&nbsp;4368995 |
| Ω | Aena SME SA | 123810 | &nbsp;&nbsp;3845235 |
|  | Amadeus IT Group SA | 51668 | &nbsp;&nbsp;3464166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 49245 | &nbsp;&nbsp;1250017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA US), <br>Sponsored ADR<br>| 53818 | &nbsp;&nbsp;1368054 |
|  | Bankinter SA | 75627 | &nbsp;&nbsp;1290951 |
|  | Endesa SA | 69616 | &nbsp;&nbsp;2569855 |
|  | Ferrovial SE | 111675 | &nbsp;&nbsp;7543092 |
|  | Iberdrola SA | 2069 | &nbsp;&nbsp;46413 |
|  | Iberdrola SA IBE SM | 151087 | &nbsp;&nbsp;3396852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 110684 | &nbsp;&nbsp;7202219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 49011 | &nbsp;&nbsp;1538992 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;37884841 |
| SWEDEN — (3.1%) | SWEDEN — (3.1%) | SWEDEN — (3.1%) |  |
| # | AAK AB | 15902 | &nbsp;&nbsp;444969 |
|  | AddTech AB, Class B | 46759 | &nbsp;&nbsp;1518217 |
|  | Alfa Laval AB | 13640 | &nbsp;&nbsp;790059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Assa Abloy AB, <br>Class B<br>| 14660 | &nbsp;&nbsp;592761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 253368 | &nbsp;&nbsp;5225002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 142793 | &nbsp;&nbsp;2568512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 30198 | &nbsp;&nbsp;1176587 |
| # | Axfood AB | 25778 | &nbsp;&nbsp;883189 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 626 | &nbsp;&nbsp;$21435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 42925 | &nbsp;&nbsp;1203324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 25518 | &nbsp;&nbsp;636345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, Class B<br>| 67675 | &nbsp;&nbsp;1355201 |
|  | Indutrade AB | 34001 | &nbsp;&nbsp;798190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group AB, <br>Class B<br>| 43671 | &nbsp;&nbsp;956858 |
| # | Lifco AB, Class B | 18429 | &nbsp;&nbsp;633257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 16035 | &nbsp;&nbsp;364906 |
| #Ω | Munters Group AB | 19489 | &nbsp;&nbsp;384784 |
|  | Mycronic AB | 21742 | &nbsp;&nbsp;500460 |
|  | Nordnet AB publ | 33693 | &nbsp;&nbsp;1090073 |
|  | Sandvik AB | 55058 | &nbsp;&nbsp;2174039 |
|  | Sectra AB, Class B | 30190 | &nbsp;&nbsp;746430 |
|  | Sweco AB, Class B | 27085 | &nbsp;&nbsp;448720 |
|  | Tele2 AB, Class B | 155092 | &nbsp;&nbsp;2853464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM <br>Ericsson (ERICB <br>SS), Class B<br>| 328707 | &nbsp;&nbsp;3559950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 26464 | &nbsp;&nbsp;961521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB SS), <br>Class B<br>| 212273 | &nbsp;&nbsp;7713448 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;39601701 |
| SWITZERLAND — (8.5%) | SWITZERLAND — (8.5%) | SWITZERLAND — (8.5%) |  |
|  | Geberit AG | 9600 | &nbsp;&nbsp;7330465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 14000 | &nbsp;&nbsp;3241871 |
|  | Nestle SA | 232776 | &nbsp;&nbsp;22213002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NOVN <br>SW)<br>| 29182 | &nbsp;&nbsp;4329727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS US), <br>Sponsored ADR<br>| 94379 | &nbsp;&nbsp;14032270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 5139 | &nbsp;&nbsp;7007252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG (RO <br>SW), Class BR<br>| 4309 | &nbsp;&nbsp;1991280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 94629 | &nbsp;&nbsp;43031550 |
|  | SGS SA | 45576 | &nbsp;&nbsp;5485503 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;108662920 |
| UNITED KINGDOM — (12.1%) | UNITED KINGDOM — (12.1%) | UNITED KINGDOM — (12.1%) |  |
|  | Admiral Group PLC | 60444 | &nbsp;&nbsp;2274747 |
| Ω | Airtel Africa PLC | 257738 | &nbsp;&nbsp;1123745 |
|  | Ashtead Group PLC | 153457 | &nbsp;&nbsp;9879516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN LN)<br>| 14419 | &nbsp;&nbsp;2686463 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 189468 | &nbsp;&nbsp;$17576946 |
| Ω | Autotrader Group PLC | 237916 | &nbsp;&nbsp;1753794 |
|  | Bunzl PLC | 34678 | &nbsp;&nbsp;972477 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 18752 | &nbsp;&nbsp;556992 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 3840 | &nbsp;&nbsp;114394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 37935 | &nbsp;&nbsp;2060237 |
|  | Compass Group PLC | 178492 | &nbsp;&nbsp;5352150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DEO <br>US), Sponsored <br>ADR<br>| 37543 | &nbsp;&nbsp;3483990 |
|  | Diageo PLC (DGE LN) | 21446 | &nbsp;&nbsp;493479 |
|  | Experian PLC | 130958 | &nbsp;&nbsp;4960000 |
|  | Fresnillo PLC | 37468 | &nbsp;&nbsp;1845170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 7786 | &nbsp;&nbsp;1816381 |
|  | GSK PLC (GSK LN) | 106170 | &nbsp;&nbsp;2745732 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC (GSK US), <br>Sponsored ADR<br>| 245083 | &nbsp;&nbsp;12646304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery Group <br>PLC<br>| 1725 | &nbsp;&nbsp;19761 |
|  | IMI PLC | 32732 | &nbsp;&nbsp;1236035 |
|  | Imperial Brands PLC | 287207 | &nbsp;&nbsp;12096523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;InterContinental Hotels <br>Group PLC (IHG <br>US), ADR<br>| 1 | &nbsp;&nbsp;185 |
|  | Intertek Group PLC | 30510 | &nbsp;&nbsp;1871717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General Group <br>PLC<br>| 809429 | &nbsp;&nbsp;2938887 |
|  | Next PLC | 33755 | &nbsp;&nbsp;6128520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 207354 | &nbsp;&nbsp;17299338 |
|  | RELX PLC (REL LN) | 57560 | &nbsp;&nbsp;2040618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX US), <br>Sponsored ADR<br>| 78406 | &nbsp;&nbsp;2806935 |
|  | RELX PLC (REN NA) | 71813 | &nbsp;&nbsp;2564978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce Holdings <br>PLC<br>| 1078734 | &nbsp;&nbsp;18033169 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Sage Group PLC | 199857 | &nbsp;&nbsp;$2620765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 120279 | &nbsp;&nbsp;2512066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 147933 | &nbsp;&nbsp;10112700 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;154624714 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |  |
| \* | Sunococorp LLC | 1005 | &nbsp;&nbsp;53893 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;1229383652 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Software, <br>Inc. Warrants <br>03/31/2040<br>| 2145 | &nbsp;&nbsp;0 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 38940 | &nbsp;&nbsp;21417 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;21417 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $801,086,988) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $801,086,988) |  | &nbsp;&nbsp;1229405069 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 3857708 | &nbsp;&nbsp;44622103 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $845,709,091)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $845,709,091)^^ |  | &nbsp;&nbsp;$1274027172 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $10,428,393 or 0.8% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$3336292 | &nbsp;&nbsp;&nbsp;$73909736 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$77246028 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3231924 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3231924 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;$1205277 | &nbsp;&nbsp;&nbsp;$9398444 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$10603721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;136307709 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;136307709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;2601132 | &nbsp;&nbsp;&nbsp;16105795 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18706927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8402493 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8402493 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;111967125 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;111967125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;107867264 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;107867264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18541586 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18541586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3263921 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3263921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;1754519 | &nbsp;&nbsp;&nbsp;12201844 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13956363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;2720666 | &nbsp;&nbsp;&nbsp;31697570 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;34418236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;644922 | &nbsp;&nbsp;&nbsp;261353682 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;261998604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;42243850 | &nbsp;&nbsp;&nbsp;11808808 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54052658 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2814860 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2814860 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8421257 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8421257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1452709 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1452709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15302198 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15302198 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;1368054 | &nbsp;&nbsp;&nbsp;36516787 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37884841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;39601701 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;39601701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;14032270 | &nbsp;&nbsp;&nbsp;94630650 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;108662920 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;46741454 | &nbsp;&nbsp;&nbsp;107883260 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;154624714 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;53893 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;53893 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21417 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21417 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;44622103 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;44622103 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$253010038 | &nbsp;&nbsp;&nbsp;$1021017134 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1274027172 |

---

------

**International Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (92.4%) | COMMON STOCKS — (92.4%) | COMMON STOCKS — (92.4%) |  |
| AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) |  |
|  | Acrow Ltd. | 69202 | &nbsp;&nbsp;$49497 |
|  | ARB Corp. Ltd. | 22535 | &nbsp;&nbsp;403015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 21862 | &nbsp;&nbsp;458892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 2568 | &nbsp;&nbsp;54022 |
| \* | Audinate Group Ltd. | 449 | &nbsp;&nbsp;1350 |
|  | Aussie Broadband Ltd. | 37107 | &nbsp;&nbsp;116416 |
| \* | Austal Ltd. | 59643 | &nbsp;&nbsp;287625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Clinical Labs <br>Ltd.<br>| 36962 | &nbsp;&nbsp;70081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Ethical <br>Investment Ltd.<br>| 25309 | &nbsp;&nbsp;80521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Australian Finance <br>Group Ltd.<br>| 43070 | &nbsp;&nbsp;61584 |
| †† | AVZ Minerals Ltd. | 336495 | &nbsp;&nbsp;35282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baby Bunting Group <br>Ltd.<br>| 17170 | &nbsp;&nbsp;28555 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beacon Lighting Group <br>Ltd.<br>| 28954 | &nbsp;&nbsp;50224 |
| \* | Bellevue Gold Ltd. | 216525 | &nbsp;&nbsp;253913 |
| # | Bravura Solutions Ltd. | 73643 | &nbsp;&nbsp;104480 |
| # | Breville Group Ltd. | 30432 | &nbsp;&nbsp;678113 |
| \* | Capricorn Metals Ltd. | 107779 | &nbsp;&nbsp;1009503 |
| \* | Catalyst Metals Ltd. | 39768 | &nbsp;&nbsp;225543 |
| #\* | Catapult Sports Ltd. | 22005 | &nbsp;&nbsp;53367 |
| #\* | Cettire Ltd. | 48710 | &nbsp;&nbsp;18157 |
| \* | Chrysos Corp. Ltd. | 2273 | &nbsp;&nbsp;12507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Clinuvel <br>Pharmaceuticals <br>Ltd.<br>| 9055 | &nbsp;&nbsp;69149 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cobram Estate Olives <br>Ltd.<br>| 17184 | &nbsp;&nbsp;44747 |
|  | Codan Ltd. | 29274 | &nbsp;&nbsp;770838 |
| # | Cogstate Ltd. | 6282 | &nbsp;&nbsp;9418 |
|  | Collins Foods Ltd. | 26555 | &nbsp;&nbsp;197061 |
|  | Data#3 Ltd. | 47477 | &nbsp;&nbsp;321588 |
| #\* | Deep Yellow Ltd. | 124237 | &nbsp;&nbsp;242607 |
|  | Dicker Data Ltd. | 19198 | &nbsp;&nbsp;133857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza <br>Enterprises Ltd.<br>| 1117 | &nbsp;&nbsp;17693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 34803 | &nbsp;&nbsp;646070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emerald Resources <br>NL<br>| 159779 | &nbsp;&nbsp;751195 |
|  | Energy One Ltd. | 1136 | &nbsp;&nbsp;13152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energy Resources of <br>Australia Ltd.<br>| 44404 | &nbsp;&nbsp;124 |
|  | EVT Ltd. | 20183 | &nbsp;&nbsp;174744 |
| \* | Focus Minerals Ltd. | 5935 | &nbsp;&nbsp;16426 |
| \* | Genesis Minerals Ltd. | 22100 | &nbsp;&nbsp;109130 |
|  | GenusPlus Group Ltd. | 11579 | &nbsp;&nbsp;60094 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GR Engineering <br>Services Ltd.<br>| 26710 | &nbsp;&nbsp;$80399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansen Technologies <br>Ltd.<br>| 49856 | &nbsp;&nbsp;172173 |
| \* | IGO Ltd. | 46180 | &nbsp;&nbsp;263976 |
|  | Imdex Ltd. | 91945 | &nbsp;&nbsp;237663 |
|  | Inghams Group Ltd. | 108895 | &nbsp;&nbsp;189271 |
|  | IRESS Ltd. | 19414 | &nbsp;&nbsp;109301 |
| # | Jumbo Interactive Ltd. | 10368 | &nbsp;&nbsp;74000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsgate <br>Consolidated Ltd.<br>| 21589 | &nbsp;&nbsp;94203 |
| # | Kogan.com Ltd. | 19529 | &nbsp;&nbsp;49752 |
|  | Lovisa Holdings Ltd. | 17049 | &nbsp;&nbsp;365673 |
|  | Lycopodium Ltd. | 3894 | &nbsp;&nbsp;42532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MA Financial Group <br>Ltd.<br>| 22193 | &nbsp;&nbsp;159961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Technology <br>Group Ltd.<br>| 2866 | &nbsp;&nbsp;139368 |
| # | Mader Group Ltd. | 5695 | &nbsp;&nbsp;32522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McMillan Shakespeare <br>Ltd.<br>| 18902 | &nbsp;&nbsp;224085 |
| \* | Megaport Ltd. | 35515 | &nbsp;&nbsp;283605 |
|  | Metcash Ltd. | 231542 | &nbsp;&nbsp;533801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monadelphous Group <br>Ltd.<br>| 26446 | &nbsp;&nbsp;569019 |
| \* | Myer Holdings Ltd. | 157534 | &nbsp;&nbsp;47548 |
| #\* | Nanosonics Ltd. | 27624 | &nbsp;&nbsp;74590 |
|  | Netwealth Group Ltd. | 6915 | &nbsp;&nbsp;117167 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Neuren <br>Pharmaceuticals <br>Ltd.<br>| 16162 | &nbsp;&nbsp;187140 |
|  | nib holdings Ltd. | 132496 | &nbsp;&nbsp;617991 |
| # | Nick Scali Ltd. | 27080 | &nbsp;&nbsp;460003 |
|  | NRW Holdings Ltd. | 52054 | &nbsp;&nbsp;187822 |
|  | Objective Corp. Ltd. | 6021 | &nbsp;&nbsp;63020 |
| \* | Ora Banda Mining Ltd. | 100480 | &nbsp;&nbsp;84221 |
| \* | Paladin Energy Ltd. | 20554 | &nbsp;&nbsp;192711 |
| \* | Pantoro Gold Ltd. | 48614 | &nbsp;&nbsp;161278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PPK Mining Equipment <br>Group Pty. Ltd.<br>| 7132 | &nbsp;&nbsp;0 |
|  | Praemium Ltd. | 19679 | &nbsp;&nbsp;10331 |
| # | PWR Holdings Ltd. | 21649 | &nbsp;&nbsp;139894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 193799 | &nbsp;&nbsp;596865 |
| # | Redox Ltd. | 13096 | &nbsp;&nbsp;28792 |
|  | Regis Healthcare Ltd. | 37883 | &nbsp;&nbsp;177617 |
|  | Regis Resources Ltd. | 123919 | &nbsp;&nbsp;645897 |
|  | Ridley Corp. Ltd. | 83115 | &nbsp;&nbsp;144280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RPMGlobal Holdings <br>Ltd.<br>| 21120 | &nbsp;&nbsp;73136 |
|  | Servcorp Ltd. | 9221 | &nbsp;&nbsp;49552 |
|  | Service Stream Ltd. | 66453 | &nbsp;&nbsp;105322 |
| \* | SiteMinder Ltd. | 19117 | &nbsp;&nbsp;67056 |
| \* | Smart Parking Ltd. | 19697 | &nbsp;&nbsp;17764 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
|  | SmartGroup Corp. Ltd. | 44344 | &nbsp;&nbsp;$260066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cross <br>Electrical <br>Engineering Ltd.<br>| 30518 | &nbsp;&nbsp;54199 |
|  | SRG Global Ltd. | 74369 | &nbsp;&nbsp;155950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 29619 | &nbsp;&nbsp;302240 |
| \* | Superloop Ltd. | 88032 | &nbsp;&nbsp;140270 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Telix Pharmaceuticals <br>Ltd.<br>| 27127 | &nbsp;&nbsp;197928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Temple & Webster <br>Group Ltd.<br>| 28945 | &nbsp;&nbsp;240745 |
| \* | Tuas Ltd. | 44177 | &nbsp;&nbsp;218496 |
| \* | Tyro Payments Ltd. | 88693 | &nbsp;&nbsp;58548 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Store <br>Holdings Ltd.<br>| 2072 | &nbsp;&nbsp;11917 |
| \* | Vault Minerals Ltd. | 35801 | &nbsp;&nbsp;137002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventia Services Group <br>Pty. Ltd.<br>| 182575 | &nbsp;&nbsp;731206 |
|  | Vulcan Steel Ltd. | 13022 | &nbsp;&nbsp;62691 |
| \* | Vysarn Ltd. | 29284 | &nbsp;&nbsp;16339 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WEB Travel Group <br>Ltd.<br>| 55905 | &nbsp;&nbsp;178894 |
| # | Webjet Group Ltd. | 88931 | &nbsp;&nbsp;49640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 216590 | &nbsp;&nbsp;524776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 168491 | &nbsp;&nbsp;797813 |
| #\* | Zip Co. Ltd. | 298858 | &nbsp;&nbsp;551349 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;20191910 |
| AUSTRIA — (1.6%) | AUSTRIA — (1.6%) | AUSTRIA — (1.6%) |  |
|  | ANDRITZ AG | 22725 | &nbsp;&nbsp;1966266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AT&S Austria <br>Technologie & <br>Systemtechnik AG<br>| 3284 | &nbsp;&nbsp;147637 |
| Ω | BAWAG Group AG | 12859 | &nbsp;&nbsp;2091848 |
|  | DO & Co. AG | 1869 | &nbsp;&nbsp;437088 |
| \* | Eurotelesites AG | 8017 | &nbsp;&nbsp;40357 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische Post <br>AG<br>| 8207 | &nbsp;&nbsp;320065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strabag SE (STR AV), <br>Class BR<br>| 2166 | &nbsp;&nbsp;224292 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;5227553 |
| BELGIUM — (1.4%) | BELGIUM — (1.4%) | BELGIUM — (1.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 573 | &nbsp;&nbsp;169532 |
|  | Barco NV | 3468 | &nbsp;&nbsp;47608 |
|  | Colruyt Group NV | 6576 | &nbsp;&nbsp;251990 |
|  | Deme Group NV | 1593 | &nbsp;&nbsp;317548 |
| # | D'ieteren Group | 3590 | &nbsp;&nbsp;817725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVS Broadcast <br>Equipment SA<br>| 2260 | &nbsp;&nbsp;97367 |
|  | Fagron | 19119 | &nbsp;&nbsp;502626 |
|  | Ion Beam Applications | 743 | &nbsp;&nbsp;13341 |
|  | Jensen-Group NV | 433 | &nbsp;&nbsp;32334 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |  |
| # | Kinepolis Group NV | 3664 | &nbsp;&nbsp;$116046 |
| # | Lotus Bakeries NV | 120 | &nbsp;&nbsp;1414758 |
|  | Melexis NV | 5418 | &nbsp;&nbsp;409589 |
|  | Solvay SA | 20216 | &nbsp;&nbsp;595163 |
|  | Van de Velde NV | 1744 | &nbsp;&nbsp;62625 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;4848252 |
| CANADA — (12.5%) | CANADA — (12.5%) | CANADA — (12.5%) |  |
| \* | 5N Plus, Inc. | 13400 | &nbsp;&nbsp;236971 |
| \* | Air Canada | 20074 | &nbsp;&nbsp;277894 |
| \* | Allied Gold Corp. | 12441 | &nbsp;&nbsp;392604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amerigo Resources <br>Ltd.<br>| 15100 | &nbsp;&nbsp;61658 |
| \* | Aritzia, Inc. | 26722 | &nbsp;&nbsp;2106321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Badger Infrastructure <br>Solutions Ltd.<br>| 11038 | &nbsp;&nbsp;624107 |
| # | Bird Construction, Inc. | 14525 | &nbsp;&nbsp;321723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Diamond Group <br>Ltd.<br>| 9300 | &nbsp;&nbsp;112694 |
|  | Boyd Group, Inc. | 5138 | &nbsp;&nbsp;842102 |
|  | BRP, Inc. (DOO CN) | 2112 | &nbsp;&nbsp;159402 |
|  | BRP, Inc. (DOOO US) | 2163 | &nbsp;&nbsp;163025 |
| \* | CAE, Inc. (CAE CN) | 6100 | &nbsp;&nbsp;195501 |
| \* | CAE, Inc. (CAE US) | 1450 | &nbsp;&nbsp;46458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Canada Goose <br>Holdings, Inc. <br>(GOOS CN)<br>| 7500 | &nbsp;&nbsp;90993 |
|  | Canada Packers, Inc. | 2352 | &nbsp;&nbsp;27585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 23 | &nbsp;&nbsp;6463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CES Energy Solutions <br>Corp.<br>| 41389 | &nbsp;&nbsp;431626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cipher <br>Pharmaceuticals, <br>Inc.<br>| 2100 | &nbsp;&nbsp;22563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 6060 | &nbsp;&nbsp;828402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Computer Modelling <br>Group Ltd.<br>| 27056 | &nbsp;&nbsp;95972 |
| \* | D2L, Inc. | 2500 | &nbsp;&nbsp;19957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 11841 | &nbsp;&nbsp;579506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Descartes Systems <br>Group, Inc. (DSGX <br>US)<br>| 10648 | &nbsp;&nbsp;796045 |
| \* | Docebo, Inc. | 1000 | &nbsp;&nbsp;19557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Lending <br>Centres, Inc.<br>| 2900 | &nbsp;&nbsp;19637 |
|  | DPM Metals, Inc. | 15960 | &nbsp;&nbsp;556868 |
| # | Dye & Durham Ltd. | 4976 | &nbsp;&nbsp;15239 |
| \* | Electrovaya, Inc. | 1947 | &nbsp;&nbsp;20891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 33141 | &nbsp;&nbsp;839690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 18342 | &nbsp;&nbsp;1001391 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ERO Copper Corp. <br>(ERO CN)<br>| 17559 | &nbsp;&nbsp;$589061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertz Technologies <br>Ltd.<br>| 8600 | &nbsp;&nbsp;91327 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 5805 | &nbsp;&nbsp;405005 |
|  | Extendicare, Inc. | 25468 | &nbsp;&nbsp;433741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 45321 | &nbsp;&nbsp;2842111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Firan Technology <br>Group Corp.<br>| 3200 | &nbsp;&nbsp;34288 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (AG US)<br>| 30666 | &nbsp;&nbsp;639079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV CN)<br>| 500 | &nbsp;&nbsp;77465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 5478 | &nbsp;&nbsp;850514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Freehold Royalties <br>Ltd.<br>| 15268 | &nbsp;&nbsp;183667 |
|  | Gibson Energy, Inc. | 49372 | &nbsp;&nbsp;972103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, Inc. <br>(GIL US)<br>| 8429 | &nbsp;&nbsp;547716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hammond Power <br>Solutions, Inc.<br>| 1500 | &nbsp;&nbsp;197804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Headwater Exploration, <br>Inc.<br>| 63496 | &nbsp;&nbsp;512948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM US)<br>| 12449 | &nbsp;&nbsp;294792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Information Services <br>Corp.<br>| 4303 | &nbsp;&nbsp;137782 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jamieson Wellness, <br>Inc.<br>| 12261 | &nbsp;&nbsp;312007 |
| \* | K92 Mining, Inc. | 61362 | &nbsp;&nbsp;1151847 |
|  | Keyera Corp. | 28756 | &nbsp;&nbsp;973774 |
| \* | Kinaxis, Inc. | 3926 | &nbsp;&nbsp;396449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Labrador Iron Ore <br>Royalty Corp.<br>| 18300 | &nbsp;&nbsp;396736 |
|  | Lundin Gold, Inc. | 16823 | &nbsp;&nbsp;1261185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maple Leaf Foods, <br>Inc.<br>| 11760 | &nbsp;&nbsp;217901 |
| \* | MDA Space Ltd. | 16084 | &nbsp;&nbsp;453941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medical Facilities <br>Corp.<br>| 3300 | &nbsp;&nbsp;36765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>CN)<br>| 88600 | &nbsp;&nbsp;890132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Gold, Inc. (NGD <br>US)<br>| 66894 | &nbsp;&nbsp;670947 |
| # | North West Co., Inc. | 15170 | &nbsp;&nbsp;541559 |
|  | OceanaGold Corp. | 33922 | &nbsp;&nbsp;1099136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OR Royalties, Inc. (OR <br>US)<br>| 25638 | &nbsp;&nbsp;1011163 |
|  | Pet Valu Holdings Ltd. | 10095 | &nbsp;&nbsp;202397 |
|  | Pine Cliff Energy Ltd. | 49359 | &nbsp;&nbsp;27912 |
| # | PrairieSky Royalty Ltd. | 54246 | &nbsp;&nbsp;1180811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 9736 | &nbsp;&nbsp;669254 |
| # | Propel Holdings, Inc. | 4448 | &nbsp;&nbsp;79608 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | Pulse Seismic, Inc. | 14400 | &nbsp;&nbsp;$40504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quebecor, Inc., <br>Class B<br>| 25087 | &nbsp;&nbsp;915119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richelieu Hardware <br>Ltd.<br>| 8872 | &nbsp;&nbsp;265316 |
|  | Savaria Corp. | 14977 | &nbsp;&nbsp;260680 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Secure Waste <br>Infrastructure Corp.<br>| 76841 | &nbsp;&nbsp;991515 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sienna Senior Living, <br>Inc.<br>| 22092 | &nbsp;&nbsp;344120 |
|  | Sprott, Inc. (SII CN) | 1200 | &nbsp;&nbsp;147139 |
|  | Sprott, Inc. (SII US) | 5885 | &nbsp;&nbsp;721972 |
|  | Stella-Jones, Inc. | 15153 | &nbsp;&nbsp;1016024 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SunOpta, Inc. (STKL <br>US)<br>| 6600 | &nbsp;&nbsp;30228 |
|  | Sylogist Ltd. | 3400 | &nbsp;&nbsp;10088 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TGB US)<br>| 11400 | &nbsp;&nbsp;86868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taseko Mines Ltd. <br>(TKO CN)<br>| 27426 | &nbsp;&nbsp;208467 |
|  | TELUS Corp. | 9810 | &nbsp;&nbsp;136885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TerraVest Industries, <br>Inc.<br>| 3307 | &nbsp;&nbsp;342588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 3300 | &nbsp;&nbsp;354915 |
| # | Topaz Energy Corp. | 24519 | &nbsp;&nbsp;525799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold Resources, <br>Inc.<br>| 9100 | &nbsp;&nbsp;438008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 10206 | &nbsp;&nbsp;1300063 |
|  | TransAlta Corp. | 25233 | &nbsp;&nbsp;322478 |
| # | TransAlta Corp.  | 52100 | &nbsp;&nbsp;665766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triple Flag Precious <br>Metals Corp. (TFPM <br>US)<br>| 7390 | &nbsp;&nbsp;249191 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Viemed Healthcare, <br>Inc.<br>| 8932 | &nbsp;&nbsp;68508 |
| \* | Wall Financial Corp. | 2300 | &nbsp;&nbsp;26942 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wesdome Gold Mines <br>Ltd.<br>| 49200 | &nbsp;&nbsp;805396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westshore Terminals <br>Investment Corp.<br>| 8414 | &nbsp;&nbsp;179384 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;41749735 |
| DENMARK — (2.1%) | DENMARK — (2.1%) | DENMARK — (2.1%) |  |
| \* | ALK-Abello AS | 31893 | &nbsp;&nbsp;1053864 |
|  | Ambu AS, Class B | 174 | &nbsp;&nbsp;2359 |
| # | cBrain AS | 3479 | &nbsp;&nbsp;44837 |
|  | Chemometec AS | 4914 | &nbsp;&nbsp;474928 |
| #\* | Demant AS | 12853 | &nbsp;&nbsp;449898 |
|  | ISS AS | 35376 | &nbsp;&nbsp;1341624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MT Hoejgaard Holding <br>AS<br>| 275 | &nbsp;&nbsp;24000 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NTG Nordic Transport <br>Group AS<br>| 1504 | &nbsp;&nbsp;45995 |
|  | Pandora AS | 1775 | &nbsp;&nbsp;143675 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Per Aarsleff Holding <br>AS<br>| 2762 | &nbsp;&nbsp;$393869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 7254 | &nbsp;&nbsp;1828645 |
|  | Royal Unibrew AS | 13889 | &nbsp;&nbsp;1308547 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;7112241 |
| FINLAND — (2.6%) | FINLAND — (2.6%) | FINLAND — (2.6%) |  |
|  | Alma Media OYJ | 5579 | &nbsp;&nbsp;91261 |
|  | Elisa OYJ | 25465 | &nbsp;&nbsp;1126445 |
| # | eQ OYJ | 1222 | &nbsp;&nbsp;15829 |
|  | F-Secure OYJ | 7210 | &nbsp;&nbsp;16135 |
|  | Harvia OYJ | 4474 | &nbsp;&nbsp;217756 |
|  | Hiab OYJ | 3913 | &nbsp;&nbsp;232516 |
|  | Kalmar OYJ, Class B | 8376 | &nbsp;&nbsp;428246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOA <br>FH), Class A<br>| 12798 | &nbsp;&nbsp;320037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ (KESKOB <br>FH), Class B<br>| 59117 | &nbsp;&nbsp;1495268 |
|  | Konecranes OYJ | 623 | &nbsp;&nbsp;73366 |
|  | Marimekko OYJ | 7952 | &nbsp;&nbsp;121332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNAV <br>FH), Class A<br>| 7832 | &nbsp;&nbsp;643077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orion OYJ (ORNBV <br>FH), Class B<br>| 27053 | &nbsp;&nbsp;2237230 |
|  | Puuilo OYJ | 18161 | &nbsp;&nbsp;265054 |
| #\* | QT Group OYJ | 3609 | &nbsp;&nbsp;113485 |
|  | Sampo OYJ, Class A | 94925 | &nbsp;&nbsp;1059355 |
|  | Sanoma OYJ | 6329 | &nbsp;&nbsp;72400 |
|  | Vaisala OYJ, Class A | 2328 | &nbsp;&nbsp;115791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Verkkokauppa.com <br>OYJ<br>| 2707 | &nbsp;&nbsp;12507 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;8657090 |
| FRANCE — (4.8%) | FRANCE — (4.8%) | FRANCE — (4.8%) |  |
| # | Aeroports de Paris SA | 2592 | &nbsp;&nbsp;342460 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bastide le Confort <br>Medical<br>| 726 | &nbsp;&nbsp;20021 |
|  | Elis SA | 23483 | &nbsp;&nbsp;681816 |
|  | Equasens | 585 | &nbsp;&nbsp;27522 |
|  | Eurofins Scientific SE | 10696 | &nbsp;&nbsp;865231 |
|  | Exosens SAS | 3253 | &nbsp;&nbsp;208389 |
|  | FDJ UNITED | 12300 | &nbsp;&nbsp;325531 |
| \* | Figeac Aero | 1042 | &nbsp;&nbsp;13289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaztransport Et <br>Technigaz SA<br>| 10027 | &nbsp;&nbsp;2160301 |
|  | Getlink SE | 51070 | &nbsp;&nbsp;1010900 |
|  | GL Events SACA | 1413 | &nbsp;&nbsp;53871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ID Logistics Group <br>SACA<br>| 1159 | &nbsp;&nbsp;562162 |
|  | Infotel SA | 775 | &nbsp;&nbsp;39988 |
|  | Interparfums SA | 4793 | &nbsp;&nbsp;145913 |
|  | Ipsen SA | 5178 | &nbsp;&nbsp;845905 |
|  | IPSOS SA | 2074 | &nbsp;&nbsp;87987 |
|  | JCDecaux SE | 11506 | &nbsp;&nbsp;226942 |
|  | Kaufman & Broad SA | 3850 | &nbsp;&nbsp;143252 |
|  | Lectra | 782 | &nbsp;&nbsp;20966 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |  |
|  | Linedata Services | 183 | &nbsp;&nbsp;$9218 |
|  | Nexans SA | 7280 | &nbsp;&nbsp;1146690 |
| #\* | OVH Groupe SA | 1540 | &nbsp;&nbsp;18197 |
|  | Pluxee NV | 15298 | &nbsp;&nbsp;202668 |
|  | Rexel SA | 1658 | &nbsp;&nbsp;69479 |
|  | Robertet SA | 176 | &nbsp;&nbsp;176467 |
|  | SEB SA | 1283 | &nbsp;&nbsp;72372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seche Environnement <br>SACA<br>| 870 | &nbsp;&nbsp;81107 |
|  | Societe BIC SA | 995 | &nbsp;&nbsp;64097 |
|  | Societe LDC SADIR | 222 | &nbsp;&nbsp;24891 |
|  | Sodexo SA | 12218 | &nbsp;&nbsp;624237 |
|  | Sopra Steria Group | 5081 | &nbsp;&nbsp;928121 |
|  | SPIE SA | 33641 | &nbsp;&nbsp;1843321 |
|  | Stef SA | 683 | &nbsp;&nbsp;101367 |
|  | Sword Group | 2139 | &nbsp;&nbsp;92578 |
|  | Technip Energies NV | 33822 | &nbsp;&nbsp;1325464 |
|  | Trigano SA | 94 | &nbsp;&nbsp;18703 |
| # | Vallourec SACA | 40543 | &nbsp;&nbsp;860438 |
|  | VIEL & Cie SA | 2096 | &nbsp;&nbsp;44848 |
|  | Virbac SACA | 523 | &nbsp;&nbsp;218022 |
|  | Vusion | 1608 | &nbsp;&nbsp;250330 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;15955061 |
| GERMANY — (5.7%) | GERMANY — (5.7%) | GERMANY — (5.7%) |  |
|  | Adesso SE | 355 | &nbsp;&nbsp;34234 |
|  | Alzchem Group AG | 1130 | &nbsp;&nbsp;206581 |
|  | Atoss Software SE | 2860 | &nbsp;&nbsp;329612 |
| # | Bechtle AG | 4945 | &nbsp;&nbsp;256310 |
|  | Bilfinger SE | 5444 | &nbsp;&nbsp;762752 |
| \* | Ceconomy AG | 28388 | &nbsp;&nbsp;150014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cewe Stiftung & Co. <br>KGaA<br>| 18 | &nbsp;&nbsp;2156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CTS Eventim AG & <br>Co. KGaA<br>| 15249 | &nbsp;&nbsp;1281541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dermapharm Holding <br>SE<br>| 3998 | &nbsp;&nbsp;165163 |
|  | Eckert & Ziegler SE | 13761 | &nbsp;&nbsp;243624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elmos Semiconductor <br>SE<br>| 2015 | &nbsp;&nbsp;274212 |
| # | Energiekontor AG | 2022 | &nbsp;&nbsp;91888 |
|  | Fabasoft AG | 987 | &nbsp;&nbsp;18029 |
|  | Fielmann Group AG | 8389 | &nbsp;&nbsp;411170 |
|  | flatexDEGIRO SE | 17548 | &nbsp;&nbsp;855986 |
|  | Freenet AG | 20446 | &nbsp;&nbsp;738288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friedrich Vorwerk <br>Group SE<br>| 1386 | &nbsp;&nbsp;148892 |
|  | FUCHS SE | 6923 | &nbsp;&nbsp;243642 |
|  | GEA Group AG | 33419 | &nbsp;&nbsp;2389553 |
| # | Hensoldt AG | 14387 | &nbsp;&nbsp;1429242 |
| # | HUGO BOSS AG | 6429 | &nbsp;&nbsp;266570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Init Innovation in Traffic <br>Systems SE<br>| 748 | &nbsp;&nbsp;42514 |
| \* | IONOS Group SE | 7092 | &nbsp;&nbsp;228646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IVU Traffic <br>Technologies AG<br>| 3749 | &nbsp;&nbsp;93236 |
| Ω | JOST Werke SE | 235 | &nbsp;&nbsp;17430 |
| # | Kontron AG | 4880 | &nbsp;&nbsp;135391 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Krones AG | 3266 | &nbsp;&nbsp;$525564 |
| # | Nagarro SE | 1800 | &nbsp;&nbsp;151277 |
| # | Nemetschek SE | 7293 | &nbsp;&nbsp;637221 |
| \* | Nordex SE | 20538 | &nbsp;&nbsp;822268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfeiffer Vacuum <br>Technology AG<br>| 139 | &nbsp;&nbsp;27036 |
| \* | PVA TePla AG | 329 | &nbsp;&nbsp;10331 |
|  | Rational AG | 747 | &nbsp;&nbsp;598583 |
| # | RENK Group AG | 10868 | &nbsp;&nbsp;699702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Schott Pharma AG & <br>Co. KGaA<br>| 1954 | &nbsp;&nbsp;33235 |
| Ω | Scout24 SE | 6240 | &nbsp;&nbsp;621262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Secunet Security <br>Networks AG<br>| 437 | &nbsp;&nbsp;122762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stroeer SE & Co. <br>KGaA<br>| 9269 | &nbsp;&nbsp;370587 |
| # | SUSS MicroTec SE | 3129 | &nbsp;&nbsp;184044 |
|  | Symrise AG | 12604 | &nbsp;&nbsp;1061094 |
| #\*Ω | TeamViewer SE | 40383 | &nbsp;&nbsp;270014 |
| \* | TUI AG | 83340 | &nbsp;&nbsp;888573 |
| # | Vossloh AG | 1360 | &nbsp;&nbsp;130192 |
|  | Washtec AG | 3302 | &nbsp;&nbsp;188224 |
| \* | Westwing Group SE | 755 | &nbsp;&nbsp;12848 |
| #\*Ω | Zalando SE | 28868 | &nbsp;&nbsp;830110 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;19001603 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |  |
|  | ASMPT Ltd. | 16600 | &nbsp;&nbsp;221377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Mart 360 <br>Holdings Ltd.<br>| 42000 | &nbsp;&nbsp;10808 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Smart Securities <br>& Commodities <br>Group Ltd.<br>| 152000 | &nbsp;&nbsp;172164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cowell e Holdings, <br>Inc.<br>| 88000 | &nbsp;&nbsp;342180 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Crystal International <br>Group Ltd.<br>| 78000 | &nbsp;&nbsp;73549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deep Source Holdings <br>Ltd.<br>| 310000 | &nbsp;&nbsp;32692 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;DL Holdings Group <br>Ltd.<br>| 24000 | &nbsp;&nbsp;6425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dream International <br>Ltd.<br>| 18000 | &nbsp;&nbsp;20454 |
| #\*Ω | FIT Hon Teng Ltd. | 242000 | &nbsp;&nbsp;151270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FSE Lifestyle Services <br>Ltd.<br>| 41000 | &nbsp;&nbsp;29895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giordano International <br>Ltd.<br>| 172000 | &nbsp;&nbsp;32364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 316000 | &nbsp;&nbsp;108075 |
|  | IGG, Inc. | 120000 | &nbsp;&nbsp;56600 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Impro Precision <br>Industries Ltd.<br>| 27000 | &nbsp;&nbsp;22130 |
|  | JBM Healthcare Ltd. | 28000 | &nbsp;&nbsp;9602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 43000 | &nbsp;&nbsp;148114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luk Fook Holdings <br>International Ltd.<br>| 13000 | &nbsp;&nbsp;$53406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 370000 | &nbsp;&nbsp;229492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Melco International <br>Development Ltd.<br>| 133499 | &nbsp;&nbsp;72169 |
| \* | Midland Holdings Ltd. | 38000 | &nbsp;&nbsp;14794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modern Dental Group <br>Ltd.<br>| 43000 | &nbsp;&nbsp;32409 |
|  | NagaCorp Ltd. | 160000 | &nbsp;&nbsp;94258 |
|  | Nissin Foods Co. Ltd. | 36000 | &nbsp;&nbsp;33625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Watch <br>Holdings<br>| 28000 | &nbsp;&nbsp;12220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAX Global Technology <br>Ltd.<br>| 8000 | &nbsp;&nbsp;5049 |
|  | PCCW Ltd. | 971687 | &nbsp;&nbsp;726186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Medical Health <br>Management Ltd.<br>| 132000 | &nbsp;&nbsp;20458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pico Far East Holdings <br>Ltd.<br>| 32000 | &nbsp;&nbsp;11504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plover Bay <br>Technologies Ltd.<br>| 128000 | &nbsp;&nbsp;114237 |
| Ω | Samsonite Group SA | 308100 | &nbsp;&nbsp;782780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinohope Technology <br>Holdings Ltd.<br>| 44000 | &nbsp;&nbsp;14347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SmarTone <br>Telecommunications <br>Holdings Ltd.<br>| 25000 | &nbsp;&nbsp;15635 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stella International <br>Holdings Ltd.<br>| 89000 | &nbsp;&nbsp;164538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SUNeVision Holdings <br>Ltd.<br>| 211000 | &nbsp;&nbsp;180020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradelink Electronic <br>Commerce Ltd.<br>| 178000 | &nbsp;&nbsp;24626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Laboratories <br>International <br>Holdings Ltd.<br>| 158000 | &nbsp;&nbsp;240572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitasoy International <br>Holdings Ltd.<br>| 178000 | &nbsp;&nbsp;159227 |
|  | VSTECS Holdings Ltd. | 80000 | &nbsp;&nbsp;79153 |
|  | VTech Holdings Ltd. | 42100 | &nbsp;&nbsp;327853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Glass Holdings <br>Ltd.<br>| 210538 | &nbsp;&nbsp;275113 |
|  | Yee Hop Holdings Ltd. | 40000 | &nbsp;&nbsp;7639 |
|  | YesAsia Holdings Ltd. | 24000 | &nbsp;&nbsp;10848 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;5139857 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |  |
|  | Cairn Homes PLC | 32285 | &nbsp;&nbsp;79781 |
|  | Glanbia PLC (GLB ID) | 27038 | &nbsp;&nbsp;521047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irish Continental Group <br>PLC (IR5B ID)<br>| 40436 | &nbsp;&nbsp;305983 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;906811 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (0.9%) | ISRAEL — (0.9%) | ISRAEL — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altshuler Shaham <br>Finance Ltd.<br>| 10092 | &nbsp;&nbsp;$20327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analyst IMS <br>Investment <br>Management <br>Services Ltd.<br>| 721 | &nbsp;&nbsp;36373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Bank <br>Services Ltd.<br>| 1364 | &nbsp;&nbsp;10206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 94 | &nbsp;&nbsp;23741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cohen Development <br>Gas & Oil Ltd.<br>| 84 | &nbsp;&nbsp;5300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danel Adir Yeoshua <br>Ltd.<br>| 1587 | &nbsp;&nbsp;241806 |
|  | Danya Cebus Ltd. | 1341 | &nbsp;&nbsp;62690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Israel Brands <br>Ltd.<br>| 658 | &nbsp;&nbsp;31272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electra Consumer <br>Products 1970 Ltd.<br>| 2404 | &nbsp;&nbsp;76955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMS Enterprises <br>Migun Ltd.<br>| 369 | &nbsp;&nbsp;31855 |
|  | Fox Wizel Ltd. | 1581 | &nbsp;&nbsp;159616 |
|  | Globrands Ltd. | 90 | &nbsp;&nbsp;13328 |
|  | Hilan Ltd. | 736 | &nbsp;&nbsp;58724 |
| # | Hiper Global Ltd. | 2782 | &nbsp;&nbsp;22613 |
|  | IDI Insurance Co. Ltd. | 2449 | &nbsp;&nbsp;192350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 25113 | &nbsp;&nbsp;163494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Shipyards <br>Industries Ltd.<br>| 208 | &nbsp;&nbsp;11893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Libra Insurance Co. <br>Ltd.<br>| 5353 | &nbsp;&nbsp;31225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & Sons <br>Ltd.<br>| 700 | &nbsp;&nbsp;83393 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magic Software <br>Enterprises Ltd. <br>(MGIC US)<br>| 9937 | &nbsp;&nbsp;255282 |
| \* | Malam - Team Ltd. | 2020 | &nbsp;&nbsp;85623 |
|  | Max Stock Ltd. | 16993 | &nbsp;&nbsp;153374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meitav Investment <br>House Ltd.<br>| 10788 | &nbsp;&nbsp;420106 |
| \* | Nayax Ltd. | 981 | &nbsp;&nbsp;55073 |
|  | Novolog Ltd. | 23600 | &nbsp;&nbsp;9357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 319 | &nbsp;&nbsp;9170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications Co. <br>Ltd.<br>| 7775 | &nbsp;&nbsp;94476 |
|  | Qualitau Ltd. | 613 | &nbsp;&nbsp;132559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rami Levy Chain <br>Stores Hashikma <br>Marketing 2006 Ltd.<br>| 2647 | &nbsp;&nbsp;301653 |
|  | Retailors Ltd. | 3984 | &nbsp;&nbsp;56858 |
| # | Tadiran Group Ltd. | 920 | &nbsp;&nbsp;45604 |
| Ω | Tamar Petroleum Ltd. | 6005 | &nbsp;&nbsp;66061 |
|  | Telsys Ltd. | 884 | &nbsp;&nbsp;65223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiv Taam Holdings 1 <br>Ltd.<br>| 18868 | &nbsp;&nbsp;$67869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD More Investments <br>Ltd.<br>| 6747 | &nbsp;&nbsp;104475 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;3199924 |
| ITALY — (4.3%) | ITALY — (4.3%) | ITALY — (4.3%) |  |
|  | A2A SpA | 36319 | &nbsp;&nbsp;109567 |
|  | ACEA SpA | 6569 | &nbsp;&nbsp;183093 |
|  | Amplifon SpA | 35115 | &nbsp;&nbsp;566147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arnoldo Mondadori <br>Editore SpA<br>| 50889 | &nbsp;&nbsp;128642 |
|  | Azimut Holding SpA | 39046 | &nbsp;&nbsp;1649456 |
|  | Banca Generali SpA | 20762 | &nbsp;&nbsp;1398945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 3512 | &nbsp;&nbsp;82385 |
| \*Ω | BFF Bank SpA | 45285 | &nbsp;&nbsp;434246 |
|  | Brembo NV | 10046 | &nbsp;&nbsp;120847 |
| # | Brunello Cucinelli SpA | 11735 | &nbsp;&nbsp;1124732 |
| Ω | Carel Industries SpA | 7633 | &nbsp;&nbsp;189845 |
|  | Cembre SpA | 763 | &nbsp;&nbsp;63000 |
|  | De' Longhi SpA | 5079 | &nbsp;&nbsp;224528 |
| \*Ω | doValue SpA | 14092 | &nbsp;&nbsp;43794 |
| Ω | Enav SpA | 20417 | &nbsp;&nbsp;117838 |
|  | Fiera Milano SpA | 2922 | &nbsp;&nbsp;24111 |
| \* | Fincantieri SpA | 16008 | &nbsp;&nbsp;303858 |
|  | Hera SpA | 12748 | &nbsp;&nbsp;63086 |
| # | Intercos SpA | 8001 | &nbsp;&nbsp;121077 |
|  | Iveco Group NV | 8027 | &nbsp;&nbsp;179553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lottomatica Group <br>SpA<br>| 25778 | &nbsp;&nbsp;634090 |
|  | LU-VE SpA | 2501 | &nbsp;&nbsp;119053 |
|  | Maire SpA | 52339 | &nbsp;&nbsp;914485 |
| # | MARR SpA | 5190 | &nbsp;&nbsp;55130 |
|  | Moltiply Group SpA | 4425 | &nbsp;&nbsp;182809 |
| \* | NewPrinces SpA | 4907 | &nbsp;&nbsp;114228 |
| # | Pharmanutra SpA | 1151 | &nbsp;&nbsp;86179 |
| \*Ω | Philogen SpA | 526 | &nbsp;&nbsp;13116 |
| # | Piaggio & C SpA | 45642 | &nbsp;&nbsp;94391 |
| Ω | RAI Way SpA | 34041 | &nbsp;&nbsp;230822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 14533 | &nbsp;&nbsp;800759 |
|  | Reply SpA | 6169 | &nbsp;&nbsp;808774 |
| # | Saipem SpA | 267614 | &nbsp;&nbsp;988367 |
| # | Sanlorenzo SpA | 3013 | &nbsp;&nbsp;115446 |
| # | Sesa SpA | 1469 | &nbsp;&nbsp;155828 |
|  | SOL SpA | 12905 | &nbsp;&nbsp;694787 |
| Ω | Technogym SpA | 40447 | &nbsp;&nbsp;844650 |
| # | TXT e-solutions SpA | 983 | &nbsp;&nbsp;33220 |
|  | Webuild SpA | 97794 | &nbsp;&nbsp;405054 |
| # | Wiit SpA | 1997 | &nbsp;&nbsp;61852 |
| # | Zignago Vetro SpA | 7166 | &nbsp;&nbsp;64366 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;14546156 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (19.1%) | JAPAN — (19.1%) | JAPAN — (19.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A&D HOLON Holdings <br>Co. Ltd.<br>| 5300 | &nbsp;&nbsp;$78290 |
| # | Ad-sol Nissin Corp. | 2600 | &nbsp;&nbsp;29689 |
| #\* | Aeon Fantasy Co. Ltd. | 2900 | &nbsp;&nbsp;53402 |
| # | Aeon Hokkaido Corp. | 9000 | &nbsp;&nbsp;54526 |
|  | Aeon Kyushu Co. Ltd. | 1200 | &nbsp;&nbsp;22586 |
|  | Aica Kogyo Co. Ltd. | 13800 | &nbsp;&nbsp;313240 |
|  | Aidma Holdings, Inc. | 700 | &nbsp;&nbsp;9644 |
| # | AIMECHATEC Ltd. | 700 | &nbsp;&nbsp;39133 |
|  | Ain Holdings, Inc. | 900 | &nbsp;&nbsp;37584 |
|  | Airman Corp. | 4900 | &nbsp;&nbsp;61171 |
|  | AIT Corp. | 2500 | &nbsp;&nbsp;36265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akebono Brake <br>Industry Co. Ltd.<br>| 5000 | &nbsp;&nbsp;3660 |
| # | Altech Corp. | 4470 | &nbsp;&nbsp;76006 |
|  | Amano Corp. | 14300 | &nbsp;&nbsp;362928 |
|  | Anest Iwata Corp. | 800 | &nbsp;&nbsp;8554 |
|  | Anicom Holdings, Inc. | 20000 | &nbsp;&nbsp;136082 |
|  | Anycolor, Inc. | 5400 | &nbsp;&nbsp;154152 |
| # | AnyMind Group, Inc. | 3300 | &nbsp;&nbsp;14305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoyama Zaisan <br>Networks Co. Ltd.<br>| 6400 | &nbsp;&nbsp;62612 |
|  | Appier Group, Inc. | 7600 | &nbsp;&nbsp;51046 |
|  | Arealink Co. Ltd. | 8800 | &nbsp;&nbsp;63237 |
|  | Argo Graphics, Inc. | 16800 | &nbsp;&nbsp;156466 |
| # | Artner Co. Ltd. | 2100 | &nbsp;&nbsp;28158 |
|  | As One Corp. | 14742 | &nbsp;&nbsp;221439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asahi Kogyosha Co. <br>Ltd.<br>| 1100 | &nbsp;&nbsp;25642 |
|  | Asahi Net, Inc. | 7000 | &nbsp;&nbsp;32144 |
|  | Asahi Yukizai Corp. | 1900 | &nbsp;&nbsp;66386 |
|  | Asanuma Corp. | 2300 | &nbsp;&nbsp;15720 |
|  | ASKUL Corp. | 10531 | &nbsp;&nbsp;93015 |
| \* | Atom Corp. | 2100 | &nbsp;&nbsp;8215 |
|  | Atrae, Inc. | 4500 | &nbsp;&nbsp;20190 |
|  | Aucnet, Inc. | 9200 | &nbsp;&nbsp;122346 |
|  | Avant Group Corp. | 7100 | &nbsp;&nbsp;75428 |
|  | Axell Corp. | 600 | &nbsp;&nbsp;4765 |
|  | Axial Retailing, Inc. | 13700 | &nbsp;&nbsp;102878 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AZ-COM MARUWA <br>Holdings, Inc.<br>| 12100 | &nbsp;&nbsp;77664 |
|  | AZOOM Co. Ltd. | 800 | &nbsp;&nbsp;23437 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Innovation, <br>Inc.<br>| 900 | &nbsp;&nbsp;36558 |
|  | Base Co. Ltd. | 2100 | &nbsp;&nbsp;41386 |
|  | Beauty Garage, Inc. | 2600 | &nbsp;&nbsp;24616 |
|  | Belc Co. Ltd. | 3000 | &nbsp;&nbsp;148621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bell System24 <br>Holdings, Inc.<br>| 12200 | &nbsp;&nbsp;113129 |
| \* | Bengo4.com, Inc. | 1200 | &nbsp;&nbsp;22562 |
| # | Bewith, Inc. | 800 | &nbsp;&nbsp;8593 |
|  | Bic Camera, Inc. | 25500 | &nbsp;&nbsp;283357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Zones Holdings <br>Co. Ltd.<br>| 4900 | &nbsp;&nbsp;281171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookoff Group <br>Holdings Ltd.<br>| 1200 | &nbsp;&nbsp;12306 |
|  | Broadleaf Co. Ltd. | 3300 | &nbsp;&nbsp;14108 |
| # | Broadmedia Corp. | 2530 | &nbsp;&nbsp;31692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BRONCO BILLY Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;$19817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bunka Shutter Co. <br>Ltd.<br>| 9300 | &nbsp;&nbsp;121599 |
| # | Bushiroad, Inc. | 8600 | &nbsp;&nbsp;15744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Business Engineering <br>Corp.<br>| 7000 | &nbsp;&nbsp;64898 |
|  | C Uyemura & Co. Ltd. | 2600 | &nbsp;&nbsp;300682 |
|  | Calbee, Inc. | 12400 | &nbsp;&nbsp;242619 |
|  | Careerlink Co. Ltd. | 2200 | &nbsp;&nbsp;37575 |
|  | Celsys, Inc. | 13300 | &nbsp;&nbsp;124428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Automotive <br>Products Ltd.<br>| 9900 | &nbsp;&nbsp;133860 |
| # | Change Holdings, Inc. | 10500 | &nbsp;&nbsp;71423 |
| # | Charm Care Corp. KK | 5300 | &nbsp;&nbsp;44691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chikaranomoto <br>Holdings Co. Ltd.<br>| 2800 | &nbsp;&nbsp;26003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugoku Marine Paints <br>Ltd.<br>| 7100 | &nbsp;&nbsp;200248 |
|  | CKD Corp. | 16000 | &nbsp;&nbsp;426786 |
| # | Colowide Co. Ltd. | 22300 | &nbsp;&nbsp;254391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Engineering <br>& Consulting Ltd.<br>| 6700 | &nbsp;&nbsp;95525 |
|  | Comture Corp. | 7600 | &nbsp;&nbsp;79807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Copro-Holdings Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;15300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Core Concept <br>Technologies, Inc.<br>| 700 | &nbsp;&nbsp;5763 |
|  | Core Corp. | 2800 | &nbsp;&nbsp;41604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 500 | &nbsp;&nbsp;22398 |
| # | Cota Co. Ltd. | 6129 | &nbsp;&nbsp;46553 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Create Restaurants <br>Holdings, Inc.<br>| 76200 | &nbsp;&nbsp;364684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Create SD Holdings <br>Co. Ltd.<br>| 8100 | &nbsp;&nbsp;170141 |
|  | Creek & River Co. Ltd. | 1600 | &nbsp;&nbsp;15746 |
|  | Cresco Ltd. | 9000 | &nbsp;&nbsp;97716 |
| \* | CrowdWorks, Inc. | 1300 | &nbsp;&nbsp;6536 |
|  | CTS Co. Ltd. | 8600 | &nbsp;&nbsp;56717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Curves Holdings Co. <br>Ltd.<br>| 16500 | &nbsp;&nbsp;79578 |
| # | Cybozu, Inc. | 7600 | &nbsp;&nbsp;117212 |
|  | Dai-Dan Co. Ltd. | 9000 | &nbsp;&nbsp;156111 |
| # | Daiei Kankyo Co. Ltd. | 1000 | &nbsp;&nbsp;26375 |
|  | Daiichikosho Co. Ltd. | 15700 | &nbsp;&nbsp;169758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daikokutenbussan Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;68951 |
|  | Daiseki Co. Ltd. | 11798 | &nbsp;&nbsp;265167 |
|  | Daitron Co. Ltd. | 3800 | &nbsp;&nbsp;62296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiwabo Holdings Co. <br>Ltd.<br>| 28500 | &nbsp;&nbsp;560476 |
|  | Dear Life Co. Ltd. | 10300 | &nbsp;&nbsp;76408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Densan System <br>Holdings Co. Ltd.<br>| 900 | &nbsp;&nbsp;18910 |
|  | Dentsu Soken, Inc. | 23400 | &nbsp;&nbsp;368856 |
|  | Dexerials Corp. | 47100 | &nbsp;&nbsp;826333 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Digital Arts, Inc. | 3200 | &nbsp;&nbsp;$116223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Hearts Holdings <br>Co. Ltd.<br>| 4700 | &nbsp;&nbsp;27972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Information <br>Technologies Corp.<br>| 8400 | &nbsp;&nbsp;69140 |
| # | Dip Corp. | 9600 | &nbsp;&nbsp;127416 |
|  | DMG Mori Co. Ltd. | 18000 | &nbsp;&nbsp;317668 |
|  | Double Standard, Inc. | 1200 | &nbsp;&nbsp;13062 |
|  | DTS Corp. | 54400 | &nbsp;&nbsp;443169 |
|  | Earth Corp. | 400 | &nbsp;&nbsp;12642 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EAT&HOLDINGS Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;21358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebara Jitsugyo Co. <br>Ltd.<br>| 7200 | &nbsp;&nbsp;99757 |
| # | Ebase Co. Ltd. | 8200 | &nbsp;&nbsp;23156 |
|  | eGuarantee, Inc. | 10500 | &nbsp;&nbsp;119013 |
| # | E-Guardian, Inc. | 400 | &nbsp;&nbsp;4425 |
|  | Elan Corp. | 2600 | &nbsp;&nbsp;11274 |
|  | Elecom Co. Ltd. | 15200 | &nbsp;&nbsp;162444 |
|  | EM Systems Co. Ltd. | 9000 | &nbsp;&nbsp;42367 |
|  | en, Inc. | 9800 | &nbsp;&nbsp;91071 |
|  | Entrust, Inc. | 4400 | &nbsp;&nbsp;32064 |
|  | ERI Holdings Co. Ltd. | 400 | &nbsp;&nbsp;11156 |
|  | ES-Con Japan Ltd. | 6900 | &nbsp;&nbsp;53276 |
|  | ESPEC Corp. | 1200 | &nbsp;&nbsp;26688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Hospitality <br>Group Co. Ltd.<br>| 1200 | &nbsp;&nbsp;27381 |
|  | eWeLL Co. Ltd. | 1800 | &nbsp;&nbsp;29146 |
|  | EXEO Group, Inc. | 14000 | &nbsp;&nbsp;233579 |
|  | F&M Co. Ltd. | 1900 | &nbsp;&nbsp;29934 |
|  | FaithNetwork Co. Ltd. | 4500 | &nbsp;&nbsp;24365 |
| \* | f-code, Inc. | 1000 | &nbsp;&nbsp;10705 |
| \* | FDK Corp. | 1800 | &nbsp;&nbsp;4497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financial Partners <br>Group Co. Ltd.<br>| 15000 | &nbsp;&nbsp;197062 |
|  | FINDEX, Inc. | 6200 | &nbsp;&nbsp;34473 |
|  | Fintech Global, Inc. | 19400 | &nbsp;&nbsp;18364 |
| # | Fixstars Corp. | 5000 | &nbsp;&nbsp;49128 |
| # | Focus Systems Corp. | 1600 | &nbsp;&nbsp;19003 |
|  | Food & Life Cos. Ltd. | 900 | &nbsp;&nbsp;49167 |
| # | Forval Corp. | 1800 | &nbsp;&nbsp;13303 |
|  | FP Corp. | 12400 | &nbsp;&nbsp;211085 |
| # | FP Partner, Inc. | 1600 | &nbsp;&nbsp;23246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;France Bed Holdings <br>Co. Ltd.<br>| 6400 | &nbsp;&nbsp;55097 |
|  | Freebit Co. Ltd. | 4100 | &nbsp;&nbsp;43712 |
|  | FTGroup Co. Ltd. | 2600 | &nbsp;&nbsp;21555 |
|  | Fuji Kyuko Co. Ltd. | 6700 | &nbsp;&nbsp;88758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal International, <br>Inc.<br>| 2400 | &nbsp;&nbsp;49634 |
|  | Fujibo Holdings, Inc. | 1200 | &nbsp;&nbsp;66841 |
|  | Fujimi, Inc. | 12200 | &nbsp;&nbsp;215656 |
|  | Fujio Food Group, Inc. | 3700 | &nbsp;&nbsp;25632 |
|  | Fujita Kanko, Inc. | 9000 | &nbsp;&nbsp;145061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuda Denshi Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;285135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukui Computer <br>Holdings, Inc.<br>| 3200 | &nbsp;&nbsp;65495 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLCAST Holdings <br>Co. Ltd.<br>| 5400 | &nbsp;&nbsp;$58789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Funai Soken Holdings, <br>Inc.<br>| 21260 | &nbsp;&nbsp;154108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuso Chemical Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;269907 |
|  | Future Corp. | 13500 | &nbsp;&nbsp;165661 |
|  | G-7 Holdings, Inc. | 8600 | &nbsp;&nbsp;81198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GA Technologies Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;36223 |
|  | Gakkyusha Co. Ltd. | 1800 | &nbsp;&nbsp;27954 |
|  | Gakujo Co. Ltd. | 1800 | &nbsp;&nbsp;20651 |
|  | Galilei Co. Ltd. | 6400 | &nbsp;&nbsp;159652 |
| #\* | GENDA, Inc. | 7300 | &nbsp;&nbsp;31651 |
| #\* | Geniee, Inc. | 1900 | &nbsp;&nbsp;13498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genki Global Dining <br>Concepts Corp.<br>| 3200 | &nbsp;&nbsp;64320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genky DrugStores Co. <br>Ltd.<br>| 4400 | &nbsp;&nbsp;119981 |
| # | Gift Holdings, Inc. | 2400 | &nbsp;&nbsp;56958 |
| # | giftee, Inc. | 6000 | &nbsp;&nbsp;49399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Link <br>Management KK<br>| 1000 | &nbsp;&nbsp;13420 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial Gate, <br>Inc.<br>| 1000 | &nbsp;&nbsp;32887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO Financial <br>Holdings, Inc.<br>| 10300 | &nbsp;&nbsp;59275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GMO GlobalSign <br>Holdings KK<br>| 1400 | &nbsp;&nbsp;20404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GMO internet group, <br>Inc.<br>| 15938 | &nbsp;&nbsp;397194 |
| \* | GNI Group Ltd. | 4100 | &nbsp;&nbsp;67858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokurakuyu Holdings <br>Co. Ltd.<br>| 3700 | &nbsp;&nbsp;11648 |
|  | Goldwin, Inc. | 9903 | &nbsp;&nbsp;165273 |
|  | Greens Co. Ltd. | 2300 | &nbsp;&nbsp;31415 |
|  | grems, Inc. | 3600 | &nbsp;&nbsp;55998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GungHo Online <br>Entertainment, Inc.<br>| 1500 | &nbsp;&nbsp;25494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 4500 | &nbsp;&nbsp;93469 |
|  | Hakudo Co. Ltd. | 300 | &nbsp;&nbsp;4556 |
|  | Halows Co. Ltd. | 3400 | &nbsp;&nbsp;99991 |
|  | Happinet Corp. | 8400 | &nbsp;&nbsp;150473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hard Off Corp. Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;48652 |
|  | Hazama Ando Corp. | 17200 | &nbsp;&nbsp;222417 |
| # | Hennge KK | 5800 | &nbsp;&nbsp;43538 |
|  | Hiday Hidaka Corp. | 4800 | &nbsp;&nbsp;96462 |
|  | Hioki EE Corp. | 2868 | &nbsp;&nbsp;114221 |
|  | Hirose Tusyo, Inc. | 400 | &nbsp;&nbsp;9570 |
|  | HIS Co. Ltd. | 10800 | &nbsp;&nbsp;89704 |
|  | Hochiki Corp. | 900 | &nbsp;&nbsp;28785 |
|  | Hokuto Corp. | 2100 | &nbsp;&nbsp;26925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoosiers Holdings Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;13727 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotland Holdings Co. <br>Ltd.<br>| 3900 | &nbsp;&nbsp;49114 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Human Technologies, <br>Inc.<br>| 1400 | &nbsp;&nbsp;$16523 |
|  | IBJ, Inc. | 7600 | &nbsp;&nbsp;35546 |
| # | Ichibanya Co. Ltd. | 15820 | &nbsp;&nbsp;91736 |
|  | Ichigo, Inc. | 13000 | &nbsp;&nbsp;34306 |
|  | IDOM, Inc. | 22700 | &nbsp;&nbsp;223477 |
| # | IG Port, Inc. | 2400 | &nbsp;&nbsp;18749 |
| # | IKK Holdings, Inc. | 2500 | &nbsp;&nbsp;12885 |
|  | I'll, Inc. | 3200 | &nbsp;&nbsp;51369 |
|  | i-mobile Co. Ltd. | 8400 | &nbsp;&nbsp;28165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imuraya Group Co. <br>Ltd.<br>| 2200 | &nbsp;&nbsp;35450 |
|  | Infomart Corp. | 23200 | &nbsp;&nbsp;67798 |
|  | Insource Co. Ltd. | 16000 | &nbsp;&nbsp;75053 |
|  | Intage Holdings, Inc. | 900 | &nbsp;&nbsp;9861 |
| # | Intelligent Wave, Inc. | 3700 | &nbsp;&nbsp;22766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 15100 | &nbsp;&nbsp;243987 |
| # | IPS, Inc. | 2400 | &nbsp;&nbsp;45892 |
|  | ISB Corp. | 3900 | &nbsp;&nbsp;45761 |
|  | Ise Chemicals Corp. | 8000 | &nbsp;&nbsp;307394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ishihara Chemical Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;11981 |
| # | Istyle, Inc. | 15800 | &nbsp;&nbsp;46352 |
|  | Itfor, Inc. | 9100 | &nbsp;&nbsp;99819 |
| # | ITmedia, Inc. | 4100 | &nbsp;&nbsp;45593 |
|  | Ito En Ltd. | 10600 | &nbsp;&nbsp;195889 |
|  | Itochu Enex Co. Ltd. | 11000 | &nbsp;&nbsp;136280 |
|  | Itoki Corp. | 10500 | &nbsp;&nbsp;177096 |
| # | Iwaki Co. Ltd. | 2200 | &nbsp;&nbsp;38155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JAC Recruitment Co. <br>Ltd.<br>| 23200 | &nbsp;&nbsp;148465 |
| \* | Jade Group, Inc. | 3000 | &nbsp;&nbsp;32392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 11800 | &nbsp;&nbsp;369499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics Industry <br>Ltd.<br>| 9300 | &nbsp;&nbsp;145296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Business <br>Systems, Inc.<br>| 1400 | &nbsp;&nbsp;16595 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Japan <br>Communications, <br>Inc.<br>| 34900 | &nbsp;&nbsp;32241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Elevator Service <br>Holdings Co. Ltd.<br>| 37000 | &nbsp;&nbsp;389576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Hospice <br>Holdings, Inc.<br>| 1300 | &nbsp;&nbsp;8691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Investment <br>Adviser Co. Ltd.<br>| 1100 | &nbsp;&nbsp;15846 |
|  | Japan Lifeline Co. Ltd. | 14500 | &nbsp;&nbsp;144836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Material Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;255126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Property <br>Management Center <br>Co. Ltd.<br>| 3500 | &nbsp;&nbsp;28992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Japan System <br>Techniques Co. Ltd.<br>| 4400 | &nbsp;&nbsp;69045 |
|  | JBCC Holdings, Inc. | 21600 | &nbsp;&nbsp;208061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | JCU Corp. | 6400 | &nbsp;&nbsp;$233935 |
|  | Jeol Ltd. | 12300 | &nbsp;&nbsp;496219 |
|  | JFE Systems, Inc. | 1600 | &nbsp;&nbsp;23463 |
| #\* | JIG-SAW, Inc. | 1700 | &nbsp;&nbsp;29664 |
| # | JINS Holdings, Inc. | 3400 | &nbsp;&nbsp;113811 |
|  | J-Lease Co. Ltd. | 5400 | &nbsp;&nbsp;50126 |
|  | JM Holdings Co. Ltd. | 7400 | &nbsp;&nbsp;85746 |
| # | JP-Holdings, Inc. | 20500 | &nbsp;&nbsp;92776 |
|  | Justsystems Corp. | 10400 | &nbsp;&nbsp;321223 |
|  | JVCKenwood Corp. | 30800 | &nbsp;&nbsp;250339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;45205 |
|  | Kagome Co. Ltd. | 6600 | &nbsp;&nbsp;116877 |
|  | Kakaku.com, Inc. | 18600 | &nbsp;&nbsp;253856 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kakiyasu Honten Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;53462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kamakura Shinsho <br>Ltd.<br>| 10700 | &nbsp;&nbsp;40071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kanamic Network Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;16594 |
|  | Kanematsu Corp. | 22400 | &nbsp;&nbsp;294217 |
| # | Kanro, Inc. | 1800 | &nbsp;&nbsp;18793 |
|  | Kansai Paint Co. Ltd. | 11200 | &nbsp;&nbsp;178745 |
| # | Kappa Create Co. Ltd. | 5100 | &nbsp;&nbsp;52011 |
|  | Katitas Co. Ltd. | 14800 | &nbsp;&nbsp;292427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KeePer Technical <br>Laboratory Co. Ltd.<br>| 5200 | &nbsp;&nbsp;107664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 13500 | &nbsp;&nbsp;299885 |
|  | KH Neochem Co. Ltd. | 5200 | &nbsp;&nbsp;85533 |
| # | Kibun Foods, Inc. | 1400 | &nbsp;&nbsp;9966 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kintetsu Department <br>Store Co. Ltd.<br>| 2000 | &nbsp;&nbsp;23496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ki-Star Real Estate Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;65448 |
|  | Kitz Corp. | 1900 | &nbsp;&nbsp;24798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koa Shoji Holdings Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;10860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kohoku Kogyo Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;24942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMEDA Holdings Co. <br>Ltd.<br>| 14600 | &nbsp;&nbsp;267652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport Co. <br>Ltd.<br>| 3800 | &nbsp;&nbsp;81787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kosaido Holdings Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;54869 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koshidaka Holdings <br>Co. Ltd.<br>| 13241 | &nbsp;&nbsp;102236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kotobuki Spirits Co. <br>Ltd.<br>| 22500 | &nbsp;&nbsp;261311 |
| #\* | Kourakuen Corp. | 1600 | &nbsp;&nbsp;11645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kozo Keikaku <br>Engineering <br>Holdings, Inc.<br>| 3000 | &nbsp;&nbsp;60721 |
|  | Kura Sushi, Inc. | 4200 | &nbsp;&nbsp;92394 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kushikatsu Tanaka <br>Holdings Co.<br>| 1100 | &nbsp;&nbsp;12953 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kusuri No. Aoki <br>Holdings Co. Ltd.<br>| 15900 | &nbsp;&nbsp;$416742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyoritsu Maintenance <br>Co. Ltd.<br>| 17600 | &nbsp;&nbsp;320036 |
|  | LA Holdings Co. Ltd. | 1400 | &nbsp;&nbsp;90494 |
| # | Lacto Japan Co. Ltd. | 800 | &nbsp;&nbsp;18218 |
|  | LEC, Inc. | 1200 | &nbsp;&nbsp;7990 |
|  | Leopalace21 Corp. | 48000 | &nbsp;&nbsp;214573 |
|  | Life Corp. | 10800 | &nbsp;&nbsp;178248 |
|  | Lifedrink Co., Inc. | 7600 | &nbsp;&nbsp;79695 |
|  | LIKE, Inc. | 1800 | &nbsp;&nbsp;17796 |
| # | Link & Motivation, Inc. | 13500 | &nbsp;&nbsp;43990 |
|  | Lion Corp. | 28800 | &nbsp;&nbsp;308734 |
| # | LITALICO, Inc. | 6400 | &nbsp;&nbsp;49238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M&A Capital Partners <br>Co. Ltd.<br>| 1100 | &nbsp;&nbsp;22406 |
| # | Macbee Planet, Inc. | 1400 | &nbsp;&nbsp;13333 |
|  | Macnica Holdings, Inc. | 15600 | &nbsp;&nbsp;267471 |
|  | Maeda Kosen Co. Ltd. | 12800 | &nbsp;&nbsp;153193 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Management Solutions <br>Co. Ltd.<br>| 3400 | &nbsp;&nbsp;28643 |
|  | Mani, Inc. | 20700 | &nbsp;&nbsp;204222 |
|  | MarkLines Co. Ltd. | 4100 | &nbsp;&nbsp;41437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matching Service <br>Japan Co. Ltd.<br>| 1300 | &nbsp;&nbsp;8851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsui Securities Co. <br>Ltd.<br>| 30200 | &nbsp;&nbsp;177682 |
| # | Matsuya Co. Ltd. | 1900 | &nbsp;&nbsp;23180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matsuyafoods Holdings <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;68204 |
|  | Max Co. Ltd. | 3600 | &nbsp;&nbsp;152231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvalu Tokai Co. <br>Ltd.<br>| 500 | &nbsp;&nbsp;12113 |
|  | MCJ Co. Ltd. | 23300 | &nbsp;&nbsp;237436 |
|  | MEC Co. Ltd. | 4900 | &nbsp;&nbsp;175921 |
| # | Media Do Co. Ltd. | 1100 | &nbsp;&nbsp;11668 |
| #\* | Medley, Inc. | 4700 | &nbsp;&nbsp;72579 |
|  | Meidensha Corp. | 4600 | &nbsp;&nbsp;180276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiho Facility Works <br>Ltd.<br>| 3100 | &nbsp;&nbsp;21984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meiko Electronics Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;459259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meisei Industrial Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;16716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEITEC Group <br>Holdings, Inc.<br>| 24000 | &nbsp;&nbsp;536853 |
| \* | Mercari, Inc. | 25800 | &nbsp;&nbsp;572561 |
|  | METAWATER Co. Ltd. | 5600 | &nbsp;&nbsp;119945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micronics Japan Co. <br>Ltd.<br>| 9600 | &nbsp;&nbsp;555059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Midac Holdings Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;31065 |
|  | Milbon Co. Ltd. | 3460 | &nbsp;&nbsp;56848 |
| # | Mirai Industry Co. Ltd. | 1100 | &nbsp;&nbsp;23830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miroku Jyoho Service <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;74934 |
|  | Mitani Corp. | 6400 | &nbsp;&nbsp;98572 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitani Sekisan Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;$113893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logisnext <br>Co. Ltd.<br>| 1600 | &nbsp;&nbsp;16201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui-Soko Holdings <br>Co. Ltd.<br>| 9900 | &nbsp;&nbsp;231572 |
|  | Miura Co. Ltd. | 13200 | &nbsp;&nbsp;271419 |
|  | MIXI, Inc. | 6700 | &nbsp;&nbsp;117943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miyaji Engineering <br>Group, Inc.<br>| 4000 | &nbsp;&nbsp;50386 |
|  | Mizuho Medy Co. Ltd. | 2000 | &nbsp;&nbsp;23064 |
|  | Monogatari Corp. | 9900 | &nbsp;&nbsp;265831 |
|  | Morinaga & Co. Ltd. | 19600 | &nbsp;&nbsp;342781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moriya Transportation <br>Engineering & <br>Manufacturing Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;26077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOS Food Services, <br>Inc.<br>| 2400 | &nbsp;&nbsp;65381 |
| # | MTI Ltd. | 1800 | &nbsp;&nbsp;8569 |
| # | Mugen Estate Co. Ltd. | 2500 | &nbsp;&nbsp;33750 |
|  | m-up Holdings, Inc. | 22600 | &nbsp;&nbsp;120761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 5100 | &nbsp;&nbsp;90258 |
|  | Nagase Brothers, Inc. | 1700 | &nbsp;&nbsp;29168 |
|  | Nagawa Co. Ltd. | 1300 | &nbsp;&nbsp;51764 |
|  | Nakanishi, Inc. | 14401 | &nbsp;&nbsp;201917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namura Shipbuilding <br>Co. Ltd.<br>| 9100 | &nbsp;&nbsp;248067 |
|  | Nareru Group, Inc. | 1100 | &nbsp;&nbsp;16876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NCD Co. <br>Ltd./Shinagawa<br>| 1900 | &nbsp;&nbsp;39405 |
| #\* | NE, Inc. | 1900 | &nbsp;&nbsp;8901 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Net Protections <br>Holdings, Inc.<br>| 4000 | &nbsp;&nbsp;12392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Art Holdings Co. <br>Ltd.<br>| 3619 | &nbsp;&nbsp;34055 |
| # | Nextage Co. Ltd. | 13500 | &nbsp;&nbsp;286000 |
| #\* | NexTone, Inc. | 1200 | &nbsp;&nbsp;13137 |
|  | Nichias Corp. | 14000 | &nbsp;&nbsp;702364 |
|  | Nichirei Corp. | 32400 | &nbsp;&nbsp;402054 |
|  | Nifco, Inc. | 11100 | &nbsp;&nbsp;345587 |
|  | Nihon Dengi Co. Ltd. | 600 | &nbsp;&nbsp;41092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon M&A Center <br>Holdings, Inc.<br>| 74300 | &nbsp;&nbsp;341234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Air <br>Conditioning <br>Services Co. Ltd.<br>| 6700 | &nbsp;&nbsp;64100 |
|  | Nippon Aqua Co. Ltd. | 3900 | &nbsp;&nbsp;22311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Dry-Chemical <br>Co. Ltd.<br>| 400 | &nbsp;&nbsp;27796 |
|  | Nippon Gas Co. Ltd. | 38300 | &nbsp;&nbsp;726360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Parking <br>Development Co. <br>Ltd.<br>| 74700 | &nbsp;&nbsp;137809 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsuya Chain <br>Co. Ltd.<br>| 10900 | &nbsp;&nbsp;150781 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissei ASB Machine <br>Co. Ltd.<br>| 2700 | &nbsp;&nbsp;$109752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nisso Holdings Co. <br>Ltd.<br>| 8200 | &nbsp;&nbsp;36717 |
|  | Nissui Corp. | 33700 | &nbsp;&nbsp;284093 |
| # | Nitto Boseki Co. Ltd. | 1600 | &nbsp;&nbsp;152694 |
|  | Nitto Kogyo Corp. | 300 | &nbsp;&nbsp;8026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nittoc Construction Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;23586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noevir Holdings Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;144928 |
|  | Nojima Corp. | 27300 | &nbsp;&nbsp;190490 |
|  | Nomura Co. Ltd. | 4000 | &nbsp;&nbsp;35355 |
|  | NSD Co. Ltd. | 19600 | &nbsp;&nbsp;411371 |
| # | Oat Agrio Co. Ltd. | 1200 | &nbsp;&nbsp;16510 |
| # | Oenon Holdings, Inc. | 4100 | &nbsp;&nbsp;11823 |
|  | Ohba Co. Ltd. | 2300 | &nbsp;&nbsp;17165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ohsho Food Service <br>Corp.<br>| 12000 | &nbsp;&nbsp;244334 |
| # | Oisix ra daichi, Inc. | 1200 | &nbsp;&nbsp;11127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Okinawa Cellular <br>Telephone Co.<br>| 17200 | &nbsp;&nbsp;360547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Onward Holdings Co. <br>Ltd.<br>| 14300 | &nbsp;&nbsp;67817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ootoya Holdings Co. <br>Ltd.<br>| 400 | &nbsp;&nbsp;16947 |
|  | Open Up Group, Inc. | 9000 | &nbsp;&nbsp;108193 |
|  | Optex Group Co. Ltd. | 3720 | &nbsp;&nbsp;57756 |
|  | Organo Corp. | 2300 | &nbsp;&nbsp;242860 |
|  | Oro Co. Ltd. | 2900 | &nbsp;&nbsp;39411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Osaka Organic <br>Chemical Industry <br>Ltd.<br>| 3900 | &nbsp;&nbsp;102587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;OSAKA Titanium <br>Technologies Co. <br>Ltd.<br>| 7700 | &nbsp;&nbsp;114664 |
|  | OSG Corp. | 10600 | &nbsp;&nbsp;178998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PAL GROUP Holdings <br>Co. Ltd.<br>| 21600 | &nbsp;&nbsp;231848 |
|  | Park24 Co. Ltd. | 33300 | &nbsp;&nbsp;464058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta-Ocean <br>Construction Co. <br>Ltd.<br>| 39300 | &nbsp;&nbsp;412461 |
| \* | PeptiDream, Inc. | 6500 | &nbsp;&nbsp;65956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pharma Foods <br>International Co. <br>Ltd.<br>| 4100 | &nbsp;&nbsp;17825 |
| #\* | PIA Corp. | 1300 | &nbsp;&nbsp;22444 |
|  | Pigeon Corp. | 31500 | &nbsp;&nbsp;328281 |
|  | PILLAR Corp. | 6900 | &nbsp;&nbsp;288122 |
|  | Pilot Corp. | 6300 | &nbsp;&nbsp;198076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plus Alpha Consulting <br>Co. Ltd.<br>| 6300 | &nbsp;&nbsp;90504 |
|  | Poppins Corp. | 800 | &nbsp;&nbsp;7055 |
| # | Port, Inc. | 1000 | &nbsp;&nbsp;14091 |
|  | PR Times Corp. | 1200 | &nbsp;&nbsp;20513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Group Co. <br>Ltd.<br>| 10200 | &nbsp;&nbsp;119069 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premium Water <br>Holdings, Inc.<br>| 800 | &nbsp;&nbsp;$17289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige International, <br>Inc.<br>| 27000 | &nbsp;&nbsp;121007 |
|  | Pronexus, Inc. | 700 | &nbsp;&nbsp;5241 |
| # | Pro-Ship, Inc. | 5200 | &nbsp;&nbsp;54301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PS Construction Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;13754 |
|  | Qol Holdings Co. Ltd. | 2200 | &nbsp;&nbsp;30210 |
|  | Quick Co. Ltd. | 11700 | &nbsp;&nbsp;65806 |
|  | Raito Kogyo Co. Ltd. | 13600 | &nbsp;&nbsp;307527 |
|  | Raksul, Inc. | 9800 | &nbsp;&nbsp;128811 |
|  | Rakus Co. Ltd. | 36608 | &nbsp;&nbsp;208348 |
|  | Relo Group, Inc. | 29300 | &nbsp;&nbsp;332838 |
| # | Renaissance, Inc. | 1700 | &nbsp;&nbsp;11969 |
|  | Resorttrust, Inc. | 50200 | &nbsp;&nbsp;584959 |
|  | Riken Keiki Co. Ltd. | 5800 | &nbsp;&nbsp;123870 |
|  | Riken Vitamin Co. Ltd. | 300 | &nbsp;&nbsp;6032 |
| # | Ringer Hut Co. Ltd. | 5000 | &nbsp;&nbsp;72817 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Riso Kyoiku Group <br>Corp.<br>| 12105 | &nbsp;&nbsp;16148 |
|  | Roland Corp. | 2800 | &nbsp;&nbsp;69113 |
|  | Rorze Corp. | 15700 | &nbsp;&nbsp;332590 |
| # | Round One Corp. | 62600 | &nbsp;&nbsp;442257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Holdings Co. <br>Ltd.<br>| 10800 | &nbsp;&nbsp;92602 |
|  | Saizeriya Co. Ltd. | 5900 | &nbsp;&nbsp;238662 |
| # | Samco, Inc. | 900 | &nbsp;&nbsp;27657 |
|  | Sangetsu Corp. | 8500 | &nbsp;&nbsp;173524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanki Engineering Co. <br>Ltd.<br>| 4800 | &nbsp;&nbsp;206786 |
|  | Sankyu, Inc. | 4900 | &nbsp;&nbsp;291919 |
| \* | Sansan, Inc. | 11900 | &nbsp;&nbsp;114997 |
| # | Santec Holdings Corp. | 900 | &nbsp;&nbsp;60626 |
|  | Sato Foods Co. Ltd. | 600 | &nbsp;&nbsp;28853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SBI Global Asset <br>Management Co. <br>Ltd.<br>| 12700 | &nbsp;&nbsp;52227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Leasing Services <br>Co. Ltd.<br>| 700 | &nbsp;&nbsp;29801 |
|  | SBS Holdings, Inc. | 5900 | &nbsp;&nbsp;147082 |
|  | Seika Corp. | 1800 | &nbsp;&nbsp;27079 |
|  | Seiko Group Corp. | 3900 | &nbsp;&nbsp;194824 |
|  | Seiren Co. Ltd. | 8500 | &nbsp;&nbsp;173951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senko Group Holdings <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;224215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senshu Electric Co. <br>Ltd.<br>| 3300 | &nbsp;&nbsp;123315 |
|  | SERAKU Co. Ltd. | 1300 | &nbsp;&nbsp;13942 |
|  | Seria Co. Ltd. | 14476 | &nbsp;&nbsp;343960 |
|  | Seven Bank Ltd. | 124400 | &nbsp;&nbsp;239461 |
| # | SFP Holdings Co. Ltd. | 1600 | &nbsp;&nbsp;22906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharingtechnology, <br>Inc.<br>| 3000 | &nbsp;&nbsp;22547 |
| \* | Sharp Corp. | 19400 | &nbsp;&nbsp;88535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shibaura Mechatronics <br>Corp.<br>| 3600 | &nbsp;&nbsp;542730 |
| #\* | SHIFT, Inc. | 38985 | &nbsp;&nbsp;184825 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Shimadaya Corp. | 1400 | &nbsp;&nbsp;$16199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Maint Holdings <br>Co. Ltd.<br>| 5200 | &nbsp;&nbsp;41015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;53214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ship Healthcare <br>Holdings, Inc.<br>| 20100 | &nbsp;&nbsp;331326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHO-BOND Holdings <br>Co. Ltd.<br>| 27600 | &nbsp;&nbsp;247758 |
|  | Shoei Co. Ltd. | 13700 | &nbsp;&nbsp;157658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings, <br>Inc.<br>| 19600 | &nbsp;&nbsp;99026 |
| \* | Simplex Holdings, Inc. | 22800 | &nbsp;&nbsp;141350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinfonia Technology <br>Co. Ltd.<br>| 4300 | &nbsp;&nbsp;291007 |
|  | Sinko Industries Ltd. | 10500 | &nbsp;&nbsp;100823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Perfect JSAT <br>Holdings, Inc.<br>| 4200 | &nbsp;&nbsp;60710 |
| # | Smaregi, Inc. | 500 | &nbsp;&nbsp;8837 |
|  | SMS Co. Ltd. | 19900 | &nbsp;&nbsp;210594 |
|  | Socionext, Inc. | 30900 | &nbsp;&nbsp;413481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softcreate Holdings <br>Corp.<br>| 5000 | &nbsp;&nbsp;67089 |
|  | Software Service, Inc. | 800 | &nbsp;&nbsp;66113 |
|  | Solasto Corp. | 14600 | &nbsp;&nbsp;86442 |
|  | Soliton Systems KK | 3900 | &nbsp;&nbsp;49310 |
|  | Sparx Group Co. Ltd. | 7020 | &nbsp;&nbsp;74770 |
|  | S-Pool, Inc. | 1100 | &nbsp;&nbsp;1831 |
| # | SRA Holdings | 3100 | &nbsp;&nbsp;112710 |
| # | SRS Holdings Co. Ltd. | 6600 | &nbsp;&nbsp;53166 |
|  | ST HD Co. Ltd. | 6700 | &nbsp;&nbsp;120577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Marc Holdings Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;32731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Mica Holdings Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;24549 |
|  | Starts Corp., Inc. | 7800 | &nbsp;&nbsp;247455 |
|  | Step Co. Ltd. | 1600 | &nbsp;&nbsp;25336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Foods Holdings, <br>Inc.<br>| 2400 | &nbsp;&nbsp;20237 |
|  | Strike Co. Ltd. | 3100 | &nbsp;&nbsp;84492 |
| # | Studio Alice Co. Ltd. | 1900 | &nbsp;&nbsp;24470 |
|  | Sundrug Co. Ltd. | 2100 | &nbsp;&nbsp;55919 |
|  | SWCC Corp. | 6900 | &nbsp;&nbsp;514265 |
|  | System D, Inc. | 800 | &nbsp;&nbsp;8786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Research Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;25425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;System Support <br>Holdings, Inc.<br>| 3400 | &nbsp;&nbsp;30729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Systems Engineering <br>Consultants Co. Ltd.<br>| 1200 | &nbsp;&nbsp;26786 |
|  | Systena Corp. | 78000 | &nbsp;&nbsp;255957 |
| # | Syuppin Co. Ltd. | 8200 | &nbsp;&nbsp;61509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyo Holdings Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;679705 |
|  | Taiyo Yuden Co. Ltd. | 11100 | &nbsp;&nbsp;234715 |
|  | Takara & Co. Ltd. | 2200 | &nbsp;&nbsp;60367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeuchi <br>Manufacturing Co. <br>Ltd.<br>| 11300 | &nbsp;&nbsp;$467865 |
| # | Tama Home Co. Ltd. | 5500 | &nbsp;&nbsp;132123 |
|  | Tamron Co. Ltd. | 43200 | &nbsp;&nbsp;288369 |
| # | Tanseisha Co. Ltd. | 2200 | &nbsp;&nbsp;21768 |
| # | Tazmo Co. Ltd. | 4100 | &nbsp;&nbsp;67035 |
| # | TDC Soft, Inc. | 10200 | &nbsp;&nbsp;80819 |
|  | TechMatrix Corp. | 11600 | &nbsp;&nbsp;158661 |
|  | Technoflex Corp. | 1000 | &nbsp;&nbsp;13358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenpos Holdings Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;38947 |
|  | Tera Probe, Inc. | 600 | &nbsp;&nbsp;28507 |
|  | TKC Corp. | 8200 | &nbsp;&nbsp;215604 |
|  | Toa Corp. (1885 JP) | 2500 | &nbsp;&nbsp;50840 |
|  | Tocalo Co. Ltd. | 21500 | &nbsp;&nbsp;359691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho Co. Ltd. (8142 <br>JP)<br>| 4200 | &nbsp;&nbsp;34757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toho System Science <br>Co. Ltd.<br>| 2400 | &nbsp;&nbsp;17835 |
|  | Toho Titanium Co. Ltd. | 10500 | &nbsp;&nbsp;126254 |
|  | TOKAI Holdings Corp. | 29500 | &nbsp;&nbsp;219175 |
|  | Token Corp. | 300 | &nbsp;&nbsp;28829 |
|  | Tokyo Base Co. Ltd. | 6300 | &nbsp;&nbsp;17218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Electron Device <br>Ltd.<br>| 6900 | &nbsp;&nbsp;157853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;724804 |
|  | Tokyotokeiba Co. Ltd. | 5500 | &nbsp;&nbsp;190512 |
|  | Tomy Co. Ltd. | 25400 | &nbsp;&nbsp;448526 |
| # | Toridoll Holdings Corp. | 13600 | &nbsp;&nbsp;366859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torishima Pump <br>Manufacturing Co. <br>Ltd.<br>| 400 | &nbsp;&nbsp;5594 |
|  | Tosei Corp. | 13800 | &nbsp;&nbsp;140588 |
|  | Toshiba TEC Corp. | 7100 | &nbsp;&nbsp;119401 |
|  | Totech Corp. | 3300 | &nbsp;&nbsp;85866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toukei Computer Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;16343 |
| # | Toumei Co. Ltd. | 1600 | &nbsp;&nbsp;11344 |
|  | Tow Co. Ltd. | 4900 | &nbsp;&nbsp;11988 |
|  | Towa Corp. | 11139 | &nbsp;&nbsp;214987 |
| # | Toyo Gosei Co. Ltd. | 1600 | &nbsp;&nbsp;91724 |
|  | Toyokumo, Inc. | 800 | &nbsp;&nbsp;12442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Traders Holdings Co. <br>Ltd.<br>| 8020 | &nbsp;&nbsp;50435 |
| # | Transaction Co. Ltd. | 8000 | &nbsp;&nbsp;61704 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Transaction Media <br>Networks, Inc.<br>| 6200 | &nbsp;&nbsp;17948 |
|  | Transcosmos, Inc. | 6300 | &nbsp;&nbsp;153640 |
|  | TRE Holdings Corp. | 500 | &nbsp;&nbsp;5549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasure Factory Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;28624 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tri Chemical <br>Laboratories, Inc.<br>| 2900 | &nbsp;&nbsp;62162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsuburaya Fields <br>Holdings, Inc.<br>| 9600 | &nbsp;&nbsp;113739 |
|  | Tsugami Corp. | 6500 | &nbsp;&nbsp;135195 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | Tsuzuki Denki Co. Ltd. | 900 | &nbsp;&nbsp;$21204 |
|  | ULS Group, Inc. | 7000 | &nbsp;&nbsp;25808 |
|  | Ulvac, Inc. | 8500 | &nbsp;&nbsp;456383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Next Holdings Co. <br>Ltd.<br>| 14400 | &nbsp;&nbsp;173352 |
|  | United Arrows Ltd. | 5000 | &nbsp;&nbsp;77845 |
|  | User Local, Inc. | 2500 | &nbsp;&nbsp;29936 |
|  | UT Group Co. Ltd. | 133500 | &nbsp;&nbsp;178199 |
|  | Valqua Ltd. | 6500 | &nbsp;&nbsp;184349 |
| # | Value HR Co. Ltd. | 4800 | &nbsp;&nbsp;43097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ValueCommerce Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;20962 |
|  | Vector, Inc. | 9100 | &nbsp;&nbsp;86088 |
|  | Vertex Corp. | 12000 | &nbsp;&nbsp;102821 |
|  | Vision, Inc. | 9800 | &nbsp;&nbsp;82173 |
| \* | Visional, Inc. | 5600 | &nbsp;&nbsp;308616 |
| # | WA, Inc. | 1300 | &nbsp;&nbsp;11203 |
|  | Wacom Co. Ltd. | 7100 | &nbsp;&nbsp;34407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waseda Academy Co. <br>Ltd.<br>| 3700 | &nbsp;&nbsp;49911 |
| # | Watahan & Co. Ltd. | 3300 | &nbsp;&nbsp;30232 |
|  | WATAMI Co. Ltd. | 2600 | &nbsp;&nbsp;16040 |
|  | Weathernews, Inc. | 4000 | &nbsp;&nbsp;105439 |
|  | Wellnet Corp. | 5700 | &nbsp;&nbsp;24351 |
| # | West Holdings Corp. | 7315 | &nbsp;&nbsp;75274 |
| # | Will Group, Inc. | 5900 | &nbsp;&nbsp;45410 |
| \* | WingArc1st, Inc. | 4200 | &nbsp;&nbsp;88491 |
|  | Workman Co. Ltd. | 3000 | &nbsp;&nbsp;123421 |
|  | World Co. Ltd. | 2100 | &nbsp;&nbsp;42615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAKUODO Holdings <br>Co. Ltd.<br>| 3100 | &nbsp;&nbsp;40206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YAMADA Consulting <br>Group Co. Ltd.<br>| 3600 | &nbsp;&nbsp;40298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamaichi Electronics <br>Co. Ltd.<br>| 4500 | &nbsp;&nbsp;171020 |
| # | Yamami Co. | 900 | &nbsp;&nbsp;28394 |
| # | Yamaura Corp. | 900 | &nbsp;&nbsp;8562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yashima Denki Co. <br>Ltd.<br>| 1300 | &nbsp;&nbsp;25831 |
|  | Yonex Co. Ltd. | 14600 | &nbsp;&nbsp;307807 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yoshimura Food <br>Holdings KK<br>| 2000 | &nbsp;&nbsp;11278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yoshinoya Holdings <br>Co. Ltd.<br>| 19900 | &nbsp;&nbsp;393018 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yossix Holdings Co. <br>Ltd.<br>| 900 | &nbsp;&nbsp;18304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yukiguni Factory Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;41211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zenkoku Hosho Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;397632 |
|  | Zenrin Co. Ltd. | 2500 | &nbsp;&nbsp;16957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZERIA Pharmaceutical <br>Co. Ltd.<br>| 3722 | &nbsp;&nbsp;49429 |
| # | ZIGExN Co. Ltd. | 10500 | &nbsp;&nbsp;31834 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;64003406 |
| NETHERLANDS — (1.9%) | NETHERLANDS — (1.9%) | NETHERLANDS — (1.9%) |  |
|  | Akzo Nobel NV | 16155 | &nbsp;&nbsp;1131775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
| # | Arcadis NV | 14235 | &nbsp;&nbsp;$639296 |
| \*Ω | Basic-Fit NV | 7314 | &nbsp;&nbsp;278819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BE Semiconductor <br>Industries NV<br>| 9431 | &nbsp;&nbsp;1835681 |
|  | Corbion NV | 270 | &nbsp;&nbsp;6485 |
| # | IMCD NV | 3881 | &nbsp;&nbsp;362766 |
| #\* | InPost SA | 32720 | &nbsp;&nbsp;512847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke BAM Groep <br>NV<br>| 49269 | &nbsp;&nbsp;516719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Heijmans <br>NV<br>| 3896 | &nbsp;&nbsp;317447 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 20004 | &nbsp;&nbsp;355071 |
|  | Nedap NV | 1373 | &nbsp;&nbsp;141720 |
|  | PostNL NV | 31394 | &nbsp;&nbsp;43962 |
|  | TKH Group NV | 3040 | &nbsp;&nbsp;133409 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;6275997 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |
|  | Air New Zealand Ltd. | 183698 | &nbsp;&nbsp;64131 |
|  | Briscoe Group Ltd. | 6337 | &nbsp;&nbsp;19060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freightways Group <br>Ltd.<br>| 33273 | &nbsp;&nbsp;292248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hallenstein Glasson <br>Holdings Ltd.<br>| 11317 | &nbsp;&nbsp;67580 |
| # | NZME Ltd. (NZM NZ) | 11793 | &nbsp;&nbsp;8122 |
|  | NZX Ltd. | 73480 | &nbsp;&nbsp;66764 |
|  | Scales Corp. Ltd. | 25045 | &nbsp;&nbsp;86610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skellerup Holdings <br>Ltd.<br>| 60070 | &nbsp;&nbsp;187043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKY Network <br>Television Ltd.<br>| 11985 | &nbsp;&nbsp;24072 |
|  | TOWER Ltd. | 56842 | &nbsp;&nbsp;66076 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Group <br>International Ltd.<br>| 30441 | &nbsp;&nbsp;33970 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;915676 |
| NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) |  |
|  | 2020 Bulkers Ltd. | 3624 | &nbsp;&nbsp;53820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABG Sundal Collier <br>Holding ASA<br>| 119624 | &nbsp;&nbsp;100661 |
|  | AF Gruppen ASA | 469 | &nbsp;&nbsp;8981 |
| \* | Aker BioMarine ASA | 1055 | &nbsp;&nbsp;10597 |
|  | Atea ASA | 22915 | &nbsp;&nbsp;366706 |
|  | Bluenord ASA | 1915 | &nbsp;&nbsp;89509 |
|  | Borregaard ASA | 5500 | &nbsp;&nbsp;110684 |
| # | Bouvet ASA | 23439 | &nbsp;&nbsp;141618 |
| Ω | Elmera Group ASA | 23591 | &nbsp;&nbsp;98505 |
|  | Elopak ASA | 24411 | &nbsp;&nbsp;126871 |
| Ω | Europris ASA | 44317 | &nbsp;&nbsp;407136 |
| Ω | Kid ASA | 9010 | &nbsp;&nbsp;116595 |
|  | Kitron ASA | 55251 | &nbsp;&nbsp;474903 |
|  | Medistim ASA | 4290 | &nbsp;&nbsp;99684 |
| Ω | Multiconsult ASA | 5352 | &nbsp;&nbsp;94493 |
|  | Norbit ASA | 3975 | &nbsp;&nbsp;76399 |
|  | Odfjell Technology Ltd. | 4019 | &nbsp;&nbsp;24540 |
| \* | OKEA ASA | 6412 | &nbsp;&nbsp;15631 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Okeanis Eco Tankers <br>Corp.<br>| 2766 | &nbsp;&nbsp;$111546 |
|  | Rana Gruber ASA | 4523 | &nbsp;&nbsp;36485 |
|  | SATS ASA | 28004 | &nbsp;&nbsp;116719 |
| \*Ω | Scatec ASA | 14915 | &nbsp;&nbsp;178182 |
| # | Zalaris ASA | 1212 | &nbsp;&nbsp;11265 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;2871530 |
| PORTUGAL — (0.3%) | PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |  |
| # | Altri SGPS SA | 10964 | &nbsp;&nbsp;56256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 5227 | &nbsp;&nbsp;5658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTT-Correios de <br>Portugal SA<br>| 25964 | &nbsp;&nbsp;208895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 25488 | &nbsp;&nbsp;507151 |
| # | Mota-Engil SGPS SA | 27718 | &nbsp;&nbsp;146397 |
| # | Navigator Co. SA | 21247 | &nbsp;&nbsp;80425 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;1004782 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |  |
|  | Aztech Global Ltd. | 45500 | &nbsp;&nbsp;23588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boustead Singapore <br>Ltd.<br>| 26000 | &nbsp;&nbsp;39922 |
|  | BRC Asia Ltd. | 7800 | &nbsp;&nbsp;25670 |
|  | Delfi Ltd. | 68200 | &nbsp;&nbsp;47825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 65600 | &nbsp;&nbsp;270116 |
|  | First Resources Ltd. | 83400 | &nbsp;&nbsp;140280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Food Empire Holdings <br>Ltd.<br>| 48100 | &nbsp;&nbsp;101791 |
|  | Frencken Group Ltd. | 61200 | &nbsp;&nbsp;80479 |
|  | Hong Leong Asia Ltd. | 16400 | &nbsp;&nbsp;44264 |
|  | HRnetgroup Ltd. | 67400 | &nbsp;&nbsp;39442 |
|  | iFAST Corp. Ltd. | 31300 | &nbsp;&nbsp;259557 |
|  | LHN Ltd. | 25700 | &nbsp;&nbsp;13737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marco Polo Marine <br>Ltd.<br>| 277700 | &nbsp;&nbsp;32805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Mechanics <br>Holdings Ltd.<br>| 15800 | &nbsp;&nbsp;20940 |
|  | Netlink NBN Trust | 441300 | &nbsp;&nbsp;339493 |
|  | Pan-United Corp. Ltd. | 27400 | &nbsp;&nbsp;24813 |
|  | Propnex Ltd. | 98100 | &nbsp;&nbsp;169011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q&M Dental Group <br>Singapore Ltd.<br>| 87720 | &nbsp;&nbsp;35572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raffles Medical Group <br>Ltd.<br>| 223700 | &nbsp;&nbsp;175129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rex International <br>Holding Ltd.<br>| 179900 | &nbsp;&nbsp;22168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riverstone Holdings <br>Ltd.<br>| 117700 | &nbsp;&nbsp;70807 |
|  | SATS Ltd. | 150700 | &nbsp;&nbsp;448957 |
|  | Seatrium Ltd. | 5900 | &nbsp;&nbsp;9785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Siong Group <br>Ltd.<br>| 206900 | &nbsp;&nbsp;442534 |
|  | StarHub Ltd. | 158800 | &nbsp;&nbsp;142038 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Medical <br>Group Ltd.<br>| 402800 | &nbsp;&nbsp;$19344 |
| # | UMS Integration Ltd. | 246468 | &nbsp;&nbsp;259799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOB-Kay Hian <br>Holdings Ltd.<br>| 25800 | &nbsp;&nbsp;63959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valuetronics Holdings <br>Ltd.<br>| 55600 | &nbsp;&nbsp;38278 |
|  | Venture Corp. Ltd. | 2100 | &nbsp;&nbsp;26966 |
|  | Vicom Ltd. | 33700 | &nbsp;&nbsp;43793 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;3472862 |
| SPAIN — (2.5%) | SPAIN — (2.5%) | SPAIN — (2.5%) |  |
|  | Acciona SA | 3386 | &nbsp;&nbsp;727705 |
|  | Audax Renovables SA | 30608 | &nbsp;&nbsp;47767 |
|  | Bankinter SA | 11878 | &nbsp;&nbsp;202757 |
|  | CIE Automotive SA | 3908 | &nbsp;&nbsp;133127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construcciones y <br>Auxiliar de <br>Ferrocarriles SA<br>| 3367 | &nbsp;&nbsp;224455 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Distribuidora <br>Internacional de <br>Alimentacion SA<br>| 1732 | &nbsp;&nbsp;80398 |
| \* | eDreams ODIGEO SA | 9822 | &nbsp;&nbsp;40639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ence Energia y <br>Celulosa SA<br>| 4331 | &nbsp;&nbsp;11405 |
|  | Fluidra SA | 7215 | &nbsp;&nbsp;209872 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Global Dominion <br>Access SA<br>| 10267 | &nbsp;&nbsp;42404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grenergy Renovables <br>SA<br>| 1358 | &nbsp;&nbsp;155010 |
|  | Indra Sistemas SA | 37303 | &nbsp;&nbsp;2411040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laboratorios <br>Farmaceuticos Rovi <br>SA<br>| 6930 | &nbsp;&nbsp;591693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linea Directa <br>Aseguradora SA Cia <br>de Seguros y <br>Reaseguros<br>| 51545 | &nbsp;&nbsp;71887 |
|  | Logista Integral SA | 21593 | &nbsp;&nbsp;787641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melia Hotels <br>International SA<br>| 33213 | &nbsp;&nbsp;296327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nueva Expresion Textil <br>SA<br>| 25000 | &nbsp;&nbsp;28877 |
| Ω | Prosegur Cash SA | 118184 | &nbsp;&nbsp;89822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosegur Cia de <br>Seguridad SA<br>| 7242 | &nbsp;&nbsp;24107 |
|  | Renta 4 Banco SA | 926 | &nbsp;&nbsp;20779 |
|  | Sacyr SA | 206 | &nbsp;&nbsp;968 |
|  | Sacyr SA SCYR SM | 16525 | &nbsp;&nbsp;77759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solaria Energia y <br>Medio Ambiente SA<br>| 7600 | &nbsp;&nbsp;167620 |
| \* | Tecnicas Reunidas SA | 10270 | &nbsp;&nbsp;388869 |
|  | Tubacex SA | 16970 | &nbsp;&nbsp;69334 |
|  | Vidrala SA | 6315 | &nbsp;&nbsp;659749 |
|  | Viscofan SA | 13530 | &nbsp;&nbsp;908007 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;8470018 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) |  |
|  | AddLife AB, Class B | 12797 | &nbsp;&nbsp;$196035 |
|  | Addnode Group AB | 31624 | &nbsp;&nbsp;303937 |
|  | AQ Group AB | 15000 | &nbsp;&nbsp;330165 |
| Ω | Attendo AB | 11678 | &nbsp;&nbsp;116576 |
|  | Beijer Alma AB | 8618 | &nbsp;&nbsp;256106 |
|  | Bergman & Beving AB | 3825 | &nbsp;&nbsp;118999 |
|  | Betsson AB, Class B | 5880 | &nbsp;&nbsp;69041 |
|  | Bilia AB, Class A | 17266 | &nbsp;&nbsp;244648 |
|  | BioGaia AB, Class B | 6245 | &nbsp;&nbsp;76812 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BoneSupport Holding <br>AB<br>| 4324 | &nbsp;&nbsp;89789 |
| \*Ω | Boozt AB | 4103 | &nbsp;&nbsp;41667 |
|  | Bufab AB | 42020 | &nbsp;&nbsp;465133 |
| # | Cellavision AB | 3860 | &nbsp;&nbsp;63802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clas Ohlson AB, <br>Class B<br>| 10598 | &nbsp;&nbsp;362884 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coor Service <br>Management <br>Holding AB<br>| 13674 | &nbsp;&nbsp;81115 |
|  | CTT Systems AB | 968 | &nbsp;&nbsp;17757 |
| \* | Dynavox Group AB | 12425 | &nbsp;&nbsp;121555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux Professional <br>AB, Class B<br>| 55121 | &nbsp;&nbsp;379806 |
| # | Engcon AB | 2804 | &nbsp;&nbsp;25154 |
|  | Ework Group AB | 2192 | &nbsp;&nbsp;23433 |
|  | Hanza AB | 1050 | &nbsp;&nbsp;16407 |
|  | Hemnet Group AB | 13676 | &nbsp;&nbsp;218081 |
|  | Instalco AB | 1311 | &nbsp;&nbsp;3739 |
|  | INVISIO AB | 8775 | &nbsp;&nbsp;256771 |
|  | Lime Technologies AB | 2918 | &nbsp;&nbsp;83290 |
| \* | Medcap AB | 3367 | &nbsp;&nbsp;185824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro Systemation AB, <br>Class B<br>| 3597 | &nbsp;&nbsp;26865 |
|  | MIPS AB | 4779 | &nbsp;&nbsp;148751 |
|  | Momentum Group AB | 8546 | &nbsp;&nbsp;126192 |
| \* | NCAB Group AB | 37830 | &nbsp;&nbsp;196670 |
|  | NCC AB, Class B | 4373 | &nbsp;&nbsp;111978 |
|  | Nederman Holding AB | 4197 | &nbsp;&nbsp;67784 |
|  | Nelly Group AB | 2351 | &nbsp;&nbsp;35385 |
|  | Nolato AB, Class B | 12225 | &nbsp;&nbsp;79898 |
|  | Note AB | 2797 | &nbsp;&nbsp;52028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OEM International AB, <br>Class B<br>| 20968 | &nbsp;&nbsp;299465 |
|  | Proact IT Group AB | 6525 | &nbsp;&nbsp;74682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RaySearch <br>Laboratories AB<br>| 7143 | &nbsp;&nbsp;152580 |
|  | Rusta AB | 8612 | &nbsp;&nbsp;79177 |
|  | Rvrc Holding AB | 12708 | &nbsp;&nbsp;97639 |
|  | Scandi Standard AB | 3558 | &nbsp;&nbsp;43152 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Scandic Hotels Group <br>AB<br>| 42995 | &nbsp;&nbsp;429638 |
| # | SkiStar AB | 9997 | &nbsp;&nbsp;188186 |
|  | Solid Forsakring AB | 1038 | &nbsp;&nbsp;10733 |
|  | Synsam AB | 24004 | &nbsp;&nbsp;176541 |
|  | Systemair AB | 2549 | &nbsp;&nbsp;24811 |
|  | TF Bank AB | 6142 | &nbsp;&nbsp;118488 |
|  | Troax Group AB | 11120 | &nbsp;&nbsp;181420 |
|  | Truecaller AB, Class B | 46868 | &nbsp;&nbsp;81156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 8760 | &nbsp;&nbsp;$245981 |
|  | Volati AB | 3354 | &nbsp;&nbsp;35853 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;7233579 |
| SWITZERLAND — (8.1%) | SWITZERLAND — (8.1%) | SWITZERLAND — (8.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelleron Industries <br>AG (ACLN SW)<br>| 23434 | &nbsp;&nbsp;2244672 |
|  | APG SGA SA | 377 | &nbsp;&nbsp;102879 |
| \* | Aryzta AG | 7819 | &nbsp;&nbsp;554228 |
|  | Avolta AG | 12335 | &nbsp;&nbsp;755167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Basilea Pharmaceutica <br>Ag Allschwil<br>| 1679 | &nbsp;&nbsp;117597 |
|  | Belimo Holding AG | 3044 | &nbsp;&nbsp;3329457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bossard Holding AG, <br>Class A<br>| 1719 | &nbsp;&nbsp;337824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burckhardt <br>Compression <br>Holding AG<br>| 999 | &nbsp;&nbsp;690655 |
|  | Burkhalter Holding AG | 567 | &nbsp;&nbsp;103045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cicor Technologies <br>Ltd.<br>| 563 | &nbsp;&nbsp;89580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Financiere <br>Tradition SA, <br>Class BR<br>| 1124 | &nbsp;&nbsp;428195 |
| # | Coltene Holding AG | 468 | &nbsp;&nbsp;33414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daetwyler Holding AG, <br>Class BR<br>| 1738 | &nbsp;&nbsp;355216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;dormakaba Holding <br>AG<br>| 9890 | &nbsp;&nbsp;743755 |
|  | Emmi AG | 646 | &nbsp;&nbsp;654462 |
|  | Flughafen Zurich AG | 217 | &nbsp;&nbsp;67396 |
|  | Georg Fischer AG | 20427 | &nbsp;&nbsp;1361477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 1768 | &nbsp;&nbsp;448401 |
|  | Inficon Holding AG | 5830 | &nbsp;&nbsp;922600 |
|  | Interroll Holding AG | 26 | &nbsp;&nbsp;62611 |
|  | Kardex Holding AG | 2288 | &nbsp;&nbsp;804319 |
| \* | LEM Holding SA | 126 | &nbsp;&nbsp;46036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGI US)<br>| 11331 | &nbsp;&nbsp;972653 |
| Ω | Medacta Group SA | 2186 | &nbsp;&nbsp;467739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobilezone Holding <br>AG<br>| 14625 | &nbsp;&nbsp;266689 |
| #\* | Orior AG | 1085 | &nbsp;&nbsp;15530 |
|  | SFS Group AG | 1729 | &nbsp;&nbsp;253842 |
|  | Siegfried Holding AG | 14370 | &nbsp;&nbsp;1766960 |
| # | SIG Group AG | 7165 | &nbsp;&nbsp;110867 |
|  | SKAN Group AG | 1832 | &nbsp;&nbsp;138485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Softwareone Holding <br>AG SWON SW<br>| 11538 | &nbsp;&nbsp;118738 |
|  | Sonova Holding AG | 2635 | &nbsp;&nbsp;721155 |
| # | Stadler Rail AG | 1352 | &nbsp;&nbsp;34638 |
|  | Sulzer AG | 3893 | &nbsp;&nbsp;838813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 2575 | &nbsp;&nbsp;1465964 |
|  | Temenos AG | 20126 | &nbsp;&nbsp;1778612 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
| Ω | VAT Group AG | 4282 | &nbsp;&nbsp;$2769025 |
|  | VZ Holding AG | 4613 | &nbsp;&nbsp;904199 |
|  | Ypsomed Holding AG | 1069 | &nbsp;&nbsp;423073 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;27299968 |
| UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) |  |
|  | 4imprint Group PLC | 7740 | &nbsp;&nbsp;433646 |
|  | AG Barr PLC | 8921 | &nbsp;&nbsp;77845 |
| Ω | Airtel Africa PLC | 9368 | &nbsp;&nbsp;40845 |
|  | AJ Bell PLC | 81220 | &nbsp;&nbsp;515824 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Financial Software <br>Holdings PLC<br>| 29356 | &nbsp;&nbsp;86675 |
| \* | AO World PLC | 44960 | &nbsp;&nbsp;66578 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ashtead Technology <br>Holdings PLC<br>| 16300 | &nbsp;&nbsp;90431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atalaya Mining Copper <br>SA<br>| 11042 | &nbsp;&nbsp;154665 |
| Ω | Autotrader Group PLC | 59866 | &nbsp;&nbsp;441301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B&M European Value <br>Retail SA<br>| 100457 | &nbsp;&nbsp;242523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Babcock International <br>Group PLC<br>| 197394 | &nbsp;&nbsp;3891905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomsbury Publishing <br>PLC<br>| 13828 | &nbsp;&nbsp;94066 |
| \* | Burberry Group PLC | 51422 | &nbsp;&nbsp;776931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bytes Technology <br>Group PLC (BYIT <br>LN)<br>| 63833 | &nbsp;&nbsp;294354 |
|  | Chemring Group PLC | 22499 | &nbsp;&nbsp;153811 |
|  | Clarkson PLC | 6119 | &nbsp;&nbsp;351325 |
| Ω | CMC Markets PLC | 6551 | &nbsp;&nbsp;29268 |
|  | Coats Group PLC | 431804 | &nbsp;&nbsp;502504 |
|  | Computacenter PLC | 24476 | &nbsp;&nbsp;1120213 |
| Ω | Convatec Group PLC | 207723 | &nbsp;&nbsp;655224 |
|  | Cranswick PLC | 15010 | &nbsp;&nbsp;1083436 |
|  | CVS Group PLC | 19843 | &nbsp;&nbsp;354093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Group <br>PLC<br>| 38703 | &nbsp;&nbsp;96572 |
|  | dotdigital group PLC | 13805 | &nbsp;&nbsp;13997 |
|  | Dr. Martens PLC | 33197 | &nbsp;&nbsp;30604 |
|  | Dunelm Group PLC | 37158 | &nbsp;&nbsp;469304 |
|  | Energean PLC | 41424 | &nbsp;&nbsp;481045 |
|  | Entain PLC | 11113 | &nbsp;&nbsp;92196 |
| #\* | Evoke PLC | 29607 | &nbsp;&nbsp;10094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDM Group Holdings <br>PLC<br>| 26704 | &nbsp;&nbsp;59053 |
|  | Firstgroup PLC | 50890 | &nbsp;&nbsp;130171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foresight Group <br>Holdings Ltd.<br>| 7357 | &nbsp;&nbsp;42644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Developments <br>PLC<br>| 3282 | &nbsp;&nbsp;21419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galliford Try Holdings <br>PLC<br>| 15138 | &nbsp;&nbsp;108663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 8702 | &nbsp;&nbsp;2030073 |
| \* | Gaming Realms PLC | 34011 | &nbsp;&nbsp;18569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamma <br>Communications <br>PLC<br>| 23390 | &nbsp;&nbsp;$291342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greencore Group PLC <br>GNC LN<br>| 56544 | &nbsp;&nbsp;223621 |
|  | Greggs PLC | 27873 | &nbsp;&nbsp;613294 |
|  | Harbour Energy PLC | 21824 | &nbsp;&nbsp;69901 |
|  | Hays PLC | 24031 | &nbsp;&nbsp;15627 |
| \* | Helios Towers PLC | 83931 | &nbsp;&nbsp;199166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 16196 | &nbsp;&nbsp;339733 |
|  | Hill & Smith PLC | 23052 | &nbsp;&nbsp;704400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Food Group <br>PLC<br>| 12790 | &nbsp;&nbsp;82727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hochschild Mining <br>PLC<br>| 52640 | &nbsp;&nbsp;475052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hollywood Bowl Group <br>PLC<br>| 42980 | &nbsp;&nbsp;152727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howden Joinery Group <br>PLC<br>| 123221 | &nbsp;&nbsp;1411609 |
|  | ICG PLC | 3019 | &nbsp;&nbsp;75123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 55816 | &nbsp;&nbsp;1035501 |
|  | IMI PLC | 56929 | &nbsp;&nbsp;2149769 |
|  | Inchcape PLC | 100016 | &nbsp;&nbsp;1118420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IntegraFin Holdings <br>PLC<br>| 50715 | &nbsp;&nbsp;244145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International <br>Workplace Group <br>PLC<br>| 220696 | &nbsp;&nbsp;748190 |
|  | ITV PLC | 227711 | &nbsp;&nbsp;253885 |
|  | J D Wetherspoon PLC | 24584 | &nbsp;&nbsp;225439 |
| # | James Halstead PLC | 93307 | &nbsp;&nbsp;176245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Service <br>Group PLC<br>| 84067 | &nbsp;&nbsp;162587 |
|  | Kainos Group PLC | 23032 | &nbsp;&nbsp;283568 |
|  | Keller Group PLC | 5340 | &nbsp;&nbsp;129973 |
|  | Kier Group PLC | 33860 | &nbsp;&nbsp;103756 |
|  | Kitwave Group PLC | 2849 | &nbsp;&nbsp;11559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 1989 | &nbsp;&nbsp;274799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LSL Property Services <br>PLC<br>| 13847 | &nbsp;&nbsp;50318 |
| Ω | Luceco PLC | 32411 | &nbsp;&nbsp;69884 |
|  | M&G PLC | 668 | &nbsp;&nbsp;2832 |
|  | Man Group PLC | 74175 | &nbsp;&nbsp;267727 |
|  | McBride PLC | 35139 | &nbsp;&nbsp;77056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Me Group International <br>PLC<br>| 62186 | &nbsp;&nbsp;117841 |
|  | Mitie Group PLC | 393366 | &nbsp;&nbsp;899261 |
|  | MONY Group PLC | 143431 | &nbsp;&nbsp;366140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Advanced <br>Materials PLC<br>| 24962 | &nbsp;&nbsp;78179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Sindall Group <br>PLC<br>| 6631 | &nbsp;&nbsp;448537 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mortgage Advice <br>Bureau Holdings <br>Ltd.<br>| 8498 | &nbsp;&nbsp;$90967 |
|  | Next 15 Group PLC | 4456 | &nbsp;&nbsp;21478 |
|  | Nichols PLC | 1075 | &nbsp;&nbsp;14877 |
|  | Ninety One PLC | 79471 | &nbsp;&nbsp;276663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oxford Instruments <br>PLC<br>| 3855 | &nbsp;&nbsp;133400 |
|  | Pagegroup PLC | 85989 | &nbsp;&nbsp;242980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan African Resources <br>PLC<br>| 436133 | &nbsp;&nbsp;771895 |
|  | PayPoint PLC | 13593 | &nbsp;&nbsp;98907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pinewood <br>Technologies Group <br>PLC<br>| 11571 | &nbsp;&nbsp;74775 |
|  | Plus500 Ltd. | 27850 | &nbsp;&nbsp;1603087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polar Capital Holdings <br>PLC<br>| 20109 | &nbsp;&nbsp;162312 |
|  | QinetiQ Group PLC | 84863 | &nbsp;&nbsp;584656 |
|  | Record PLC | 14254 | &nbsp;&nbsp;11322 |
|  | Renew Holdings PLC | 19291 | &nbsp;&nbsp;247344 |
|  | Rightmove PLC | 121046 | &nbsp;&nbsp;819409 |
|  | Rotork PLC | 221063 | &nbsp;&nbsp;1072764 |
|  | RS Group PLC | 59247 | &nbsp;&nbsp;544039 |
| \* | Saga PLC | 8904 | &nbsp;&nbsp;63483 |
|  | Serco Group PLC | 185303 | &nbsp;&nbsp;760842 |
|  | Softcat PLC | 32618 | &nbsp;&nbsp;638794 |
|  | Spirax Group PLC | 6543 | &nbsp;&nbsp;651973 |
|  | SSP Group PLC | 178241 | &nbsp;&nbsp;446287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 11583 | &nbsp;&nbsp;241915 |
|  | SThree PLC | 6210 | &nbsp;&nbsp;16285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatton Asset <br>Management PLC<br>| 9729 | &nbsp;&nbsp;90742 |
|  | Telecom Plus PLC | 19737 | &nbsp;&nbsp;360564 |
| \*Ω | Trainline PLC | 42264 | &nbsp;&nbsp;118446 |
| \*Ω | Trustpilot Group PLC | 55554 | &nbsp;&nbsp;139986 |
|  | Volex PLC | 11005 | &nbsp;&nbsp;66386 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | Volution Group PLC | 65907 | &nbsp;&nbsp;$576827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAG Payment <br>Solutions PLC<br>| 3902 | &nbsp;&nbsp;6749 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Watches of Switzerland <br>Group PLC<br>| 17744 | &nbsp;&nbsp;126384 |
|  | WH Smith PLC | 33990 | &nbsp;&nbsp;313944 |
|  | Wickes Group PLC | 71296 | &nbsp;&nbsp;222293 |
|  | Wilmington PLC | 4671 | &nbsp;&nbsp;19084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XPS Pensions Group <br>PLC<br>| 28217 | &nbsp;&nbsp;134264 |
| # | YouGov PLC | 3542 | &nbsp;&nbsp;11609 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;40789532 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |  |
|  | Qiagen NV | 595 | &nbsp;&nbsp;31934 |
| \* | Sunococorp LLC | 10480 | &nbsp;&nbsp;561926 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;593860 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;309467403 |
| PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
| # | FUCHS SE, 3.204% | 16206 | &nbsp;&nbsp;700534 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $215,248,936) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $215,248,936) |  | &nbsp;&nbsp;310167937 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (7.4%) | SECURITIES LENDING COLLATERAL — (7.4%) | SECURITIES LENDING COLLATERAL — (7.4%) | SECURITIES LENDING COLLATERAL — (7.4%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 2141127 | &nbsp;&nbsp;24766415 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $240,015,210)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $240,015,210)^^ |  | &nbsp;&nbsp;$334934352 |

---

As of January 31, 2026, International Small Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;1 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$341677 | &nbsp;&nbsp;&nbsp;&nbsp;$348287 | &nbsp;&nbsp;&nbsp;&nbsp;$6610 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$341677** | &nbsp;&nbsp;**$348287** | &nbsp;&nbsp;**$6610** |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $14,233,836 or 4.2% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$285815 | &nbsp;&nbsp;&nbsp;$19870813 | &nbsp;&nbsp;&nbsp;$35282 | &nbsp;&nbsp;&nbsp;$20191910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5227553 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5227553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4848252 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4848252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;41734496 | &nbsp;&nbsp;&nbsp;15239 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;41749735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7112241 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7112241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8657090 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8657090 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15955061 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15955061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19001603 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19001603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5139857 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5139857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;906811 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;906811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;255282 | &nbsp;&nbsp;&nbsp;2944642 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3199924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14546156 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14546156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;8901 | &nbsp;&nbsp;&nbsp;63994505 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;64003406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;355071 | &nbsp;&nbsp;&nbsp;5920926 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6275997 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;915676 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;915676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2871530 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2871530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1004782 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1004782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3472862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3472862 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;8469050 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8470018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7233579 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7233579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;972653 | &nbsp;&nbsp;&nbsp;26327315 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27299968 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;40789532 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;40789532 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;593860 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;593860 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;700534 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;700534 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24766415 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24766415 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$44207046 | &nbsp;&nbsp;&nbsp;$290692024 | &nbsp;&nbsp;&nbsp;$35,282˂˃ | &nbsp;&nbsp;&nbsp;$334934352 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6610 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$6610 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6610 |
| &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 Social Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.2%) | AGENCY OBLIGATIONS — (8.2%) | AGENCY OBLIGATIONS — (8.2%) | AGENCY OBLIGATIONS — (8.2%) | AGENCY OBLIGATIONS — (8.2%) |
| Federal Home Loan Banks | Federal Home Loan Banks |  |  |  |
|  | 5.750%, 06/12/26 |  | 150 | &nbsp;&nbsp;$151115 |
|  | 3.000%, 09/11/26 |  | 1200 | &nbsp;&nbsp;1195253 |
|  | 3.250%, 06/09/28 |  | 2350 | &nbsp;&nbsp;2333677 |
|  | 3.250%, 11/16/28 |  | 3960 | &nbsp;&nbsp;3933063 |
|  | 2.125%, 09/14/29 |  | 945 | &nbsp;&nbsp;891952 |
|  | 2.125%, 12/14/29 |  | 1000 | &nbsp;&nbsp;942983 |
|  | 5.500%, 07/15/36 |  | 3295 | &nbsp;&nbsp;3599897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp. |  |  |  |
|  | 6.750%, 09/15/29 |  | 2500 | &nbsp;&nbsp;2761073 |
|  | 6.750%, 03/15/31 |  | 3815 | &nbsp;&nbsp;4327675 |
| # | 6.250%, 07/15/32 |  | 4239 | &nbsp;&nbsp;4770305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association |  |  |  |
|  | 2.125%, 04/24/26 |  | 3000 | &nbsp;&nbsp;2988864 |
|  | 1.875%, 09/24/26 |  | 2090 | &nbsp;&nbsp;2066470 |
|  | 0.750%, 10/08/27 |  | 1320 | &nbsp;&nbsp;1260309 |
| # | 6.250%, 05/15/29 |  | 4330 | &nbsp;&nbsp;4679668 |
|  | 7.125%, 01/15/30 |  | 3583 | &nbsp;&nbsp;4027424 |
| # | 7.250%, 05/15/30 |  | 3316 | &nbsp;&nbsp;3770406 |
|  | 0.875%, 08/05/30 |  | 10650 | &nbsp;&nbsp;9393557 |
|  | 6.625%, 11/15/30 |  | 4400 | &nbsp;&nbsp;4935580 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;58029271 |
| BONDS — (48.7%) | BONDS — (48.7%) | BONDS — (48.7%) | BONDS — (48.7%) | BONDS — (48.7%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 1.800%, 02/10/31 |  | 173 | &nbsp;&nbsp;151954 |
| Ω | 2.500%, 02/10/41 |  | 1132 | &nbsp;&nbsp;777292 |
| &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, 3M <br>Euribor + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, 3M <br>Euribor + 0.600%, FRN |  |  |  |
| (r) | 2.616%, 01/15/27 | EUR | 2600 | &nbsp;&nbsp;3092973 |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust |  |  |  |
|  | 3.850%, 10/29/41 |  | 308 | &nbsp;&nbsp;251713 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 730 | &nbsp;&nbsp;802786 |
|  | 4.500%, 05/15/42 |  | 200 | &nbsp;&nbsp;171789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers Group, <br>Inc. |  |  |  |
|  | 3.300%, 06/15/30 |  | 800 | &nbsp;&nbsp;763200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC |  |  |  |
|  | 2.875%, 01/21/30 | EUR | 600 | &nbsp;&nbsp;712750 |
| Ahold Finance USA LLC | Ahold Finance USA LLC |  |  |  |
|  | 6.875%, 05/01/29 |  | 40 | &nbsp;&nbsp;43291 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | &nbsp;&nbsp;196642 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 4.500%, 06/15/43 |  | 2000 | &nbsp;&nbsp;1740281 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 200 | &nbsp;&nbsp;$226780 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 1.900%, 08/15/40 |  | 1400 | &nbsp;&nbsp;942314 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 1.500%, 06/03/30 |  | 4000 | &nbsp;&nbsp;3602424 |
|  | 2.875%, 05/12/41 |  | 3200 | &nbsp;&nbsp;2412950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. |  |  |  |
|  | 2.630%, 06/19/30 |  | 125 | &nbsp;&nbsp;116535 |
| American Express Co. | American Express Co. |  |  |  |
|  | 4.050%, 12/03/42 |  | 1200 | &nbsp;&nbsp;1029739 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. |  |  |  |
|  | 4.900%, 01/10/34 |  | 1000 | &nbsp;&nbsp;1003006 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.710%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.710%, <br>FRN |  |  |  |
| (r) | 4.375%, 07/09/27 |  | 1000 | &nbsp;&nbsp;1003877 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 2.300%, 09/15/31 |  | 500 | &nbsp;&nbsp;445179 |
| # | 4.050%, 03/15/32 |  | 625 | &nbsp;&nbsp;608890 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
| # | 4.500%, 05/13/32 |  | 200 | &nbsp;&nbsp;201556 |
| Aon Corp. | Aon Corp. |  |  |  |
|  | 3.750%, 05/02/29 |  | 1000 | &nbsp;&nbsp;989954 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
| Ω | 5.000%, 03/23/35 |  | 1000 | &nbsp;&nbsp;994682 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.250%, 09/30/30 | EUR | 1100 | &nbsp;&nbsp;1306519 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 3.875%, 01/12/28 |  | 400 | &nbsp;&nbsp;397725 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 2.450%, 08/12/31 |  | 1000 | &nbsp;&nbsp;893509 |
|  | 5.950%, 10/15/33 |  | 3000 | &nbsp;&nbsp;3164912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SONIA + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SONIA + 1.000%, FRN |  |  |  |
| (r) | 4.838%, 05/23/29 | GBP | 5000 | &nbsp;&nbsp;6995458 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.750%, 06/01/31 |  | 306 | &nbsp;&nbsp;281403 |
|  | 3.500%, 06/01/41 |  | 1705 | &nbsp;&nbsp;1340001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |  |
|  | 4.950%, 02/05/29 | AUD | 5000 | &nbsp;&nbsp;3491883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., 3M <br>Swap + 0.700%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., 3M <br>Swap + 0.700%, FRN |  |  |  |
| (r) | 4.422%, 06/18/27 | AUD | 1000 | &nbsp;&nbsp;698822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., 3M <br>Swap + 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., 3M <br>Swap + 0.960%, FRN |  |  |  |
| (r) | 4.605%, 02/05/29 | AUD | 1000 | &nbsp;&nbsp;704344 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.297%, 06/18/28 |  | 265 | &nbsp;&nbsp;$266143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 4.468%, 01/18/27 |  | 500 | &nbsp;&nbsp;502584 |
| Autodesk, Inc. | Autodesk, Inc. |  |  |  |
|  | 3.500%, 06/15/27 |  | 315 | &nbsp;&nbsp;313022 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 1500 | &nbsp;&nbsp;1362404 |
|  | 5.500%, 06/01/32 |  | 120 | &nbsp;&nbsp;122369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC/Baker <br>Hughes Co-Obligor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC/Baker <br>Hughes Co-Obligor, Inc. |  |  |  |
|  | 3.337%, 12/15/27 |  | 30 | &nbsp;&nbsp;29709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA |  |  |  |
|  | 3.125%, 07/15/30 | EUR | 300 | &nbsp;&nbsp;357960 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 2075 | &nbsp;&nbsp;2203742 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 2.150%, 08/01/31 |  | 2200 | &nbsp;&nbsp;1960002 |
|  | 2.450%, 02/02/32 |  | 275 | &nbsp;&nbsp;246023 |
| Best Buy Co., Inc. | Best Buy Co., Inc. |  |  |  |
|  | 1.950%, 10/01/30 |  | 300 | &nbsp;&nbsp;269836 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.250%, 04/30/29 |  | 1400 | &nbsp;&nbsp;1372284 |
|  | 2.400%, 04/30/30 |  | 133 | &nbsp;&nbsp;124498 |
|  | 1.900%, 01/28/31 |  | 160 | &nbsp;&nbsp;143886 |
|  | 2.100%, 02/25/32 |  | 500 | &nbsp;&nbsp;441902 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
| # | 6.250%, 04/18/34 |  | 200 | &nbsp;&nbsp;206106 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 1050 | &nbsp;&nbsp;980943 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 2.550%, 04/01/32 |  | 1000 | &nbsp;&nbsp;874265 |
|  | 5.750%, 01/15/35 |  | 400 | &nbsp;&nbsp;409353 |
| BPCE SA | BPCE SA |  |  |  |
|  | 3.125%, 09/05/30 | EUR | 1200 | &nbsp;&nbsp;1429796 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
| # | 5.625%, 05/15/30 |  | 1200 | &nbsp;&nbsp;1220885 |
| &nbsp;&nbsp;&nbsp;&nbsp;British Telecommunications <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;British Telecommunications <br>PLC |  |  |  |
| Ω | 3.250%, 11/08/29 |  | 1000 | &nbsp;&nbsp;962623 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
|  | 3.419%, 04/15/33 |  | 767 | &nbsp;&nbsp;708732 |
| Ω | 3.137%, 11/15/35 |  | 483 | &nbsp;&nbsp;415352 |
| Ω | 3.187%, 11/15/36 |  | 41 | &nbsp;&nbsp;34746 |
| Ω | 4.926%, 05/15/37 |  | 436 | &nbsp;&nbsp;429358 |
|  | 3.500%, 02/15/41 |  | 1400 | &nbsp;&nbsp;1136791 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 6.350%, 01/05/34 |  | 2130 | &nbsp;&nbsp;2304213 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 4.400%, 09/15/32 |  | 200 | &nbsp;&nbsp;192981 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale |  |  |  |
|  | 0.600%, 11/25/29 | EUR | 1000 | &nbsp;&nbsp;$1101810 |
|  | 3.125%, 03/01/30 | EUR | 6400 | &nbsp;&nbsp;7734779 |
|  | 2.875%, 05/25/30 | EUR | 5500 | &nbsp;&nbsp;6582451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |  |
| # | 3.600%, 04/07/32 |  | 2000 | &nbsp;&nbsp;1907330 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 1000 | &nbsp;&nbsp;805266 |
| &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy <br>Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy <br>Resources Corp. |  |  |  |
|  | 5.850%, 01/15/41 |  | 442 | &nbsp;&nbsp;459191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 520 | &nbsp;&nbsp;507506 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 6.000%, 05/11/37 |  | 1000 | &nbsp;&nbsp;1084653 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.900%, 02/15/39 |  | 200 | &nbsp;&nbsp;215139 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 8.125%, 07/15/39 |  | 1167 | &nbsp;&nbsp;1483974 |
|  | 5.875%, 01/30/42 |  | 400 | &nbsp;&nbsp;420262 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 700 | &nbsp;&nbsp;712478 |
|  | 6.450%, 06/15/34 |  | 1000 | &nbsp;&nbsp;1056923 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 7.050%, 03/15/33 |  | 400 | &nbsp;&nbsp;456300 |
|  | 3.900%, 03/01/38 |  | 310 | &nbsp;&nbsp;268984 |
|  | 4.600%, 10/15/38 |  | 1225 | &nbsp;&nbsp;1132445 |
|  | 6.550%, 07/01/39 |  | 1000 | &nbsp;&nbsp;1092974 |
| # | 3.250%, 11/01/39 |  | 400 | &nbsp;&nbsp;312063 |
|  | 3.750%, 04/01/40 |  | 3173 | &nbsp;&nbsp;2607197 |
|  | 4.650%, 07/15/42 |  | 400 | &nbsp;&nbsp;352270 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 300 | &nbsp;&nbsp;283330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc. |  |  |  |
|  | 6.750%, 04/01/38 |  | 200 | &nbsp;&nbsp;229236 |
|  | 4.200%, 03/15/42 |  | 1000 | &nbsp;&nbsp;853939 |
| &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC |  |  |  |
|  | 5.750%, 10/01/41 |  | 500 | &nbsp;&nbsp;510595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 0.750%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 0.750%, <br>FRN |  |  |  |
| (r) | 4.406%, 05/26/28 | AUD | 3000 | &nbsp;&nbsp;2100833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.030%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.030%, <br>FRN |  |  |  |
| (r) | 4.686%, 02/26/29 | AUD | 1500 | &nbsp;&nbsp;1057258 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.710%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.710%, <br>FRN |  |  |  |
| (r) | 4.419%, 03/05/27 |  | 500 | &nbsp;&nbsp;502522 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 300 | &nbsp;&nbsp;278622 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ω | 8.375%, 03/01/39 |  | 1500 | &nbsp;&nbsp;$1736157 |
| Ω | 4.700%, 12/15/42 |  | 300 | &nbsp;&nbsp;239944 |
| Ω | 4.500%, 06/30/43 |  | 1900 | &nbsp;&nbsp;1473495 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 1050 | &nbsp;&nbsp;765867 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.100%, 03/15/44 |  | 200 | &nbsp;&nbsp;168280 |
| Cummins, Inc. | Cummins, Inc. |  |  |  |
|  | 4.875%, 10/01/43 |  | 1180 | &nbsp;&nbsp;1122997 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 500 | &nbsp;&nbsp;469305 |
|  | 6.125%, 09/15/39 |  | 1900 | &nbsp;&nbsp;1972980 |
|  | 4.125%, 04/01/40 |  | 85 | &nbsp;&nbsp;72345 |
|  | 5.300%, 12/05/43 |  | 400 | &nbsp;&nbsp;370993 |
|  | 6.000%, 06/01/44 |  | 500 | &nbsp;&nbsp;501211 |
| &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream <br>Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream <br>Operating LP |  |  |  |
|  | 5.600%, 04/01/44 |  | 50 | &nbsp;&nbsp;48320 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |  |
|  | 3.150%, 01/15/32 |  | 300 | &nbsp;&nbsp;276475 |
| Digital Dutch Finco BV | Digital Dutch Finco BV |  |  |  |
|  | 1.500%, 03/15/30 | EUR | 700 | &nbsp;&nbsp;780685 |
| Dollar Tree, Inc. | Dollar Tree, Inc. |  |  |  |
|  | 4.200%, 05/15/28 |  | 400 | &nbsp;&nbsp;400447 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
| # | 6.300%, 03/15/33 |  | 1200 | &nbsp;&nbsp;1273782 |
|  | 5.250%, 11/15/41 |  | 1450 | &nbsp;&nbsp;1307229 |
|  | 4.625%, 10/01/44 |  | 200 | &nbsp;&nbsp;160770 |
| &nbsp;&nbsp;&nbsp;&nbsp;E.ON International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;E.ON International Finance <br>BV |  |  |  |
| Ω | 6.650%, 04/30/38 |  | 1000 | &nbsp;&nbsp;1115593 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.800%, 09/01/42 |  | 2500 | &nbsp;&nbsp;2229614 |
| Eaton Vance Corp. | Eaton Vance Corp. |  |  |  |
|  | 3.500%, 04/06/27 |  | 1500 | &nbsp;&nbsp;1494179 |
| eBay, Inc. | eBay, Inc. |  |  |  |
|  | 4.000%, 07/15/42 |  | 500 | &nbsp;&nbsp;413288 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 5.850%, 01/15/36 |  | 200 | &nbsp;&nbsp;210799 |
|  | 6.375%, 06/15/37 |  | 400 | &nbsp;&nbsp;435604 |
|  | 4.625%, 05/15/42 |  | 1000 | &nbsp;&nbsp;893910 |
|  | 4.650%, 01/15/43 |  | 2066 | &nbsp;&nbsp;1839659 |
|  | 5.100%, 01/15/44 |  | 200 | &nbsp;&nbsp;187010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy <br>Partners LP |  |  |  |
|  | 5.500%, 09/15/40 |  | 1071 | &nbsp;&nbsp;1065434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV |  |  |  |
| Ω | 6.000%, 10/07/39 |  | 1950 | &nbsp;&nbsp;2037011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC |  |  |  |
|  | 7.550%, 04/15/38 |  | 200 | &nbsp;&nbsp;240481 |
|  | 6.125%, 10/15/39 |  | 400 | &nbsp;&nbsp;429590 |
|  | 5.950%, 02/01/41 |  | 1800 | &nbsp;&nbsp;1881684 |
|  | 5.700%, 02/15/42 |  | 400 | &nbsp;&nbsp;406206 |
|  | 4.850%, 08/15/42 |  | 444 | &nbsp;&nbsp;411222 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 2.500%, 05/15/31 |  | 500 | &nbsp;&nbsp;453122 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Eurogrid GmbH | Eurogrid GmbH |  |  |  |
|  | 3.722%, 04/27/30 | EUR | 200 | &nbsp;&nbsp;$243859 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.300%, FRN |  |  |  |
| (r) | 4.086%, 02/16/29 |  | 184 | &nbsp;&nbsp;183839 |
| European Investment Bank | European Investment Bank |  |  |  |
| Δ | 0.000%, 09/09/30 | EUR | 1500 | &nbsp;&nbsp;1589884 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Investment <br>Bank, SONIA + 0.340%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Investment <br>Bank, SONIA + 0.340%, <br>FRN |  |  |  |
| (r) | 4.129%, 03/12/26 | GBP | 680 | &nbsp;&nbsp;930683 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 3.250%, 02/15/30 |  | 1200 | &nbsp;&nbsp;1152159 |
| Extra Space Storage LP | Extra Space Storage LP |  |  |  |
|  | 2.350%, 03/15/32 |  | 900 | &nbsp;&nbsp;786762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. |  |  |  |
|  | 6.000%, 12/07/33 |  | 1400 | &nbsp;&nbsp;1484133 |
| FedEx Corp. | FedEx Corp. |  |  |  |
|  | 4.900%, 01/15/34 |  | 672 | &nbsp;&nbsp;675709 |
|  | 3.250%, 05/15/41 |  | 450 | &nbsp;&nbsp;346546 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 700 | &nbsp;&nbsp;667992 |
|  | 2.450%, 03/15/31 |  | 500 | &nbsp;&nbsp;447178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |  |
|  | 3.100%, 03/01/41 |  | 61 | &nbsp;&nbsp;45037 |
| &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 300 | &nbsp;&nbsp;262717 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.875%, 06/15/29 |  | 700 | &nbsp;&nbsp;710737 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 900 | &nbsp;&nbsp;808277 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 250 | &nbsp;&nbsp;251278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc. |  |  |  |
|  | 3.250%, 09/15/29 |  | 1560 | &nbsp;&nbsp;1506111 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 1000 | &nbsp;&nbsp;997053 |
| Franklin Resources, Inc. | Franklin Resources, Inc. |  |  |  |
|  | 1.600%, 10/30/30 |  | 3300 | &nbsp;&nbsp;2928846 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT |  |  |  |
|  | 2.500%, 05/25/30 | EUR | 3500 | &nbsp;&nbsp;4135427 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 850 | &nbsp;&nbsp;794131 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 6.250%, 10/02/43 |  | 1000 | &nbsp;&nbsp;1020143 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |  |
|  | 6.400%, 01/09/33 |  | 400 | &nbsp;&nbsp;431261 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 5.450%, 09/06/34 |  | 200 | &nbsp;&nbsp;$203124 |
|  | 5.900%, 01/07/35 |  | 400 | &nbsp;&nbsp;416553 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 4.450%, 06/01/28 |  | 787 | &nbsp;&nbsp;790491 |
| Halliburton Co. | Halliburton Co. |  |  |  |
|  | 6.700%, 09/15/38 |  | 795 | &nbsp;&nbsp;888410 |
|  | 7.450%, 09/15/39 |  | 1000 | &nbsp;&nbsp;1182002 |
| Hasbro, Inc. | Hasbro, Inc. |  |  |  |
|  | 6.350%, 03/15/40 |  | 2200 | &nbsp;&nbsp;2305156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care Service Corp. <br>A Mutual Legal Reserve <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Health Care Service Corp. <br>A Mutual Legal Reserve <br>Co. |  |  |  |
| Ω | 2.200%, 06/01/30 |  | 500 | &nbsp;&nbsp;454343 |
| Ω | 5.450%, 06/15/34 |  | 400 | &nbsp;&nbsp;407758 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 3.300%, 04/15/40 |  | 3600 | &nbsp;&nbsp;2935965 |
|  | 5.950%, 04/01/41 |  | 800 | &nbsp;&nbsp;856999 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | &nbsp;&nbsp;1032009 |
|  | 5.500%, 04/15/35 |  | 200 | &nbsp;&nbsp;202708 |
| HP, Inc. | HP, Inc. |  |  |  |
| # | 6.000%, 09/15/41 |  | 1150 | &nbsp;&nbsp;1145714 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 6.100%, 01/14/42 |  | 1900 | &nbsp;&nbsp;2041165 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.950%, 10/01/44 |  | 2000 | &nbsp;&nbsp;1722987 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBM International Capital <br>Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;IBM International Capital <br>Pte. Ltd. |  |  |  |
|  | 5.250%, 02/05/44 |  | 1500 | &nbsp;&nbsp;1443862 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 1200 | &nbsp;&nbsp;1433177 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 3.900%, 09/01/42 |  | 200 | &nbsp;&nbsp;169299 |
| ING Groep NV | ING Groep NV |  |  |  |
|  | 4.050%, 04/09/29 |  | 200 | &nbsp;&nbsp;199568 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 300 | &nbsp;&nbsp;269259 |
|  | 2.800%, 08/12/41 |  | 2300 | &nbsp;&nbsp;1625212 |
|  | 4.800%, 10/01/41 |  | 130 | &nbsp;&nbsp;116676 |
|  | 5.625%, 02/10/43 |  | 2400 | &nbsp;&nbsp;2341610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN |  |  |  |
| (r) | 3.860%, 09/16/26 |  | 750 | &nbsp;&nbsp;750030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.300%, FRN |  |  |  |
| (r) | 4.102%, 02/15/29 |  | 1100 | &nbsp;&nbsp;1100077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.030%, 10/04/27 |  | 5000 | &nbsp;&nbsp;5007414 |
| (r) | 4.030%, 10/05/28 |  | 1200 | &nbsp;&nbsp;1200945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange, <br>Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 4750 | &nbsp;&nbsp;3503980 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.270%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.270%, FRN |  |  |  |
| (r) | 3.963%, 06/15/27 |  | 3200 | &nbsp;&nbsp;$3201687 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.430%, FRN |  |  |  |
| (r) | 4.220%, 08/19/27 |  | 1123 | &nbsp;&nbsp;1127964 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 1.950%, 05/15/30 |  | 1600 | &nbsp;&nbsp;1459388 |
|  | 4.000%, 06/20/42 |  | 400 | &nbsp;&nbsp;335170 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 120 | &nbsp;&nbsp;142040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP |  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | &nbsp;&nbsp;870894 |
|  | 2.700%, 01/15/34 |  | 1000 | &nbsp;&nbsp;845373 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 750 | &nbsp;&nbsp;726120 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 3.125%, 11/23/31 |  | 235 | &nbsp;&nbsp;213863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five <br>Year Bonds |  |  |  |
|  | 0.400%, 09/20/28 | JPY | 292000 | &nbsp;&nbsp;1842528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten <br>Year Bonds |  |  |  |
|  | 0.100%, 09/20/28 | JPY | 400000 | &nbsp;&nbsp;2504213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. |  |  |  |
|  | 2.625%, 10/15/31 |  | 350 | &nbsp;&nbsp;311579 |
|  | 2.750%, 10/15/32 |  | 2120 | &nbsp;&nbsp;1852544 |
|  | 6.200%, 04/14/34 |  | 2000 | &nbsp;&nbsp;2103320 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 5.500%, 10/15/40 |  | 1600 | &nbsp;&nbsp;1662300 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 330 | &nbsp;&nbsp;305186 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 2.700%, 10/01/30 |  | 2200 | &nbsp;&nbsp;2065773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP |  |  |  |
|  | 6.500%, 09/01/39 |  | 100 | &nbsp;&nbsp;110192 |
|  | 5.000%, 08/15/42 |  | 3700 | &nbsp;&nbsp;3430489 |
|  | 5.000%, 03/01/43 |  | 400 | &nbsp;&nbsp;366683 |
|  | 5.500%, 03/01/44 |  | 500 | &nbsp;&nbsp;483377 |
|  | 5.400%, 09/01/44 |  | 150 | &nbsp;&nbsp;143378 |
| &nbsp;&nbsp;&nbsp;&nbsp;KKR Group Finance Co. <br>II LLC | &nbsp;&nbsp;&nbsp;&nbsp;KKR Group Finance Co. <br>II LLC |  |  |  |
| #Ω | 5.500%, 02/01/43 |  | 500 | &nbsp;&nbsp;485822 |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 300 | &nbsp;&nbsp;359005 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 6.875%, 01/26/39 |  | 500 | &nbsp;&nbsp;558048 |
|  | 4.625%, 10/01/39 |  | 1700 | &nbsp;&nbsp;1535417 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 5.000%, 06/04/42 |  | 300 | &nbsp;&nbsp;$273614 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 424 | &nbsp;&nbsp;482885 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 4.750%, 03/15/26 |  | 28 | &nbsp;&nbsp;28028 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 373 | &nbsp;&nbsp;354066 |
|  | 3.400%, 03/01/32 |  | 268 | &nbsp;&nbsp;247924 |
|  | 7.000%, 06/15/40 |  | 1144 | &nbsp;&nbsp;1280416 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 5.650%, 03/15/35 |  | 600 | &nbsp;&nbsp;611423 |
| LSEG Finance PLC | LSEG Finance PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 2513 | &nbsp;&nbsp;1938753 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 280 | &nbsp;&nbsp;241191 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 940 | &nbsp;&nbsp;677621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M <br>Euribor + 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M <br>Euribor + 0.440%, FRN |  |  |  |
| (r) | 2.497%, 12/18/26 | EUR | 195 | &nbsp;&nbsp;231601 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 2712 | &nbsp;&nbsp;2899944 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.875%, 04/01/39 |  | 400 | &nbsp;&nbsp;350963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., <br>Inc. |  |  |  |
|  | 2.375%, 12/15/31 |  | 574 | &nbsp;&nbsp;515161 |
|  | 4.750%, 03/15/39 |  | 500 | &nbsp;&nbsp;478343 |
|  | 5.350%, 11/15/44 |  | 266 | &nbsp;&nbsp;260232 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 4.350%, 01/15/32 |  | 1000 | &nbsp;&nbsp;1005082 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 1000 | &nbsp;&nbsp;1064781 |
|  | 5.875%, 02/06/41 |  | 500 | &nbsp;&nbsp;522859 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 4.663%, 02/15/30 |  | 100 | &nbsp;&nbsp;100961 |
|  | 3.366%, 11/01/41 |  | 2950 | &nbsp;&nbsp;2282975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial <br>Group, Inc. |  |  |  |
|  | 2.048%, 07/17/30 |  | 2500 | &nbsp;&nbsp;2274887 |
| Morgan Stanley | Morgan Stanley |  |  |  |
|  | 6.375%, 07/24/42 |  | 500 | &nbsp;&nbsp;553932 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 485 | &nbsp;&nbsp;467711 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |  |
|  | 4.600%, 05/23/29 |  | 400 | &nbsp;&nbsp;404828 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | &nbsp;&nbsp;911023 |
| &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) | 4.345%, 05/10/27 | AUD | 720 | &nbsp;&nbsp;503343 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., 3M Swap + <br>1.030%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., 3M Swap + <br>1.030%, FRN |  |  |  |
| (r) | 4.683%, 11/16/28 | AUD | 1500 | &nbsp;&nbsp;1056663 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., 3M Swap + <br>1.200%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., 3M Swap + <br>1.200%, FRN |  |  |  |
| (r) | 4.850%, 11/25/27 | AUD | 2500 | &nbsp;&nbsp;$1762358 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.600%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.600%, <br>FRN |  |  |  |
| (r)Ω | 4.257%, 10/26/27 |  | 1200 | &nbsp;&nbsp;1205462 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. |  |  |  |
|  | 8.000%, 03/01/32 |  | 121 | &nbsp;&nbsp;143918 |
| NetApp, Inc. | NetApp, Inc. |  |  |  |
|  | 2.700%, 06/22/30 |  | 300 | &nbsp;&nbsp;279502 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 32300 | &nbsp;&nbsp;19930521 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 2400 | &nbsp;&nbsp;1470885 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 5.450%, 06/09/44 |  | 200 | &nbsp;&nbsp;198711 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 400 | &nbsp;&nbsp;409706 |
| NIKE, Inc. | NIKE, Inc. |  |  |  |
|  | 2.850%, 03/27/30 |  | 6550 | &nbsp;&nbsp;6250122 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 2.679%, 07/16/30 |  | 400 | &nbsp;&nbsp;370544 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 6.400%, 12/01/37 |  | 1750 | &nbsp;&nbsp;1962747 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.625%, 07/24/30 | EUR | 700 | &nbsp;&nbsp;845866 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.250%, 03/24/26 | EUR | 200 | &nbsp;&nbsp;236450 |
| &nbsp;&nbsp;&nbsp;&nbsp;OP Corporate Bank PLC, <br>3M Euribor + 0.400%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;OP Corporate Bank PLC, <br>3M Euribor + 0.400%, <br>FRN |  |  |  |
| (r) | 2.418%, 03/28/27 | EUR | 379 | &nbsp;&nbsp;450146 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.600%, 04/01/40 |  | 1000 | &nbsp;&nbsp;738594 |
|  | 5.375%, 07/15/40 |  | 500 | &nbsp;&nbsp;450572 |
|  | 3.650%, 03/25/41 |  | 1500 | &nbsp;&nbsp;1094552 |
| Orsted AS | Orsted AS |  |  |  |
|  | 1.500%, 11/26/29 | EUR | 300 | &nbsp;&nbsp;334666 |
| P3 Group SARL | P3 Group SARL |  |  |  |
|  | 4.625%, 02/13/30 | EUR | 1300 | &nbsp;&nbsp;1614858 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 5.875%, 05/01/42 |  | 800 | &nbsp;&nbsp;805783 |
|  | 4.875%, 11/15/44 |  | 1200 | &nbsp;&nbsp;1059277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | &nbsp;&nbsp;1241303 |
|  | 4.700%, 06/15/44 |  | 1000 | &nbsp;&nbsp;856992 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 1700 | &nbsp;&nbsp;$1545436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. |  |  |  |
|  | 6.050%, 10/15/36 |  | 1000 | &nbsp;&nbsp;1084785 |
| Prologis LP | Prologis LP |  |  |  |
|  | 5.125%, 01/15/34 |  | 800 | &nbsp;&nbsp;817940 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 7.500%, 09/15/29 |  | 500 | &nbsp;&nbsp;561432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prudential Funding Asia <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Funding Asia <br>PLC |  |  |  |
|  | 3.625%, 03/24/32 |  | 2200 | &nbsp;&nbsp;2102783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co. |  |  |  |
|  | 5.100%, 08/01/33 |  | 1600 | &nbsp;&nbsp;1652208 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.000%, 02/15/35 |  | 1500 | &nbsp;&nbsp;1606550 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 2.900%, 10/01/30 |  | 1147 | &nbsp;&nbsp;1075193 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.875%, 09/30/30 | EUR | 2500 | &nbsp;&nbsp;3039248 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 2.850%, 12/15/32 |  | 366 | &nbsp;&nbsp;328538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. |  |  |  |
|  | 3.150%, 06/15/30 |  | 1300 | &nbsp;&nbsp;1233498 |
| RELX Capital, Inc. | RELX Capital, Inc. |  |  |  |
| # | 4.750%, 05/20/32 |  | 133 | &nbsp;&nbsp;134907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |  |
|  | 7.500%, 08/15/38 |  | 300 | &nbsp;&nbsp;345866 |
| Ross Stores, Inc. | Ross Stores, Inc. |  |  |  |
|  | 1.875%, 04/15/31 |  | 1000 | &nbsp;&nbsp;882236 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 2.200%, 09/02/30 |  | 1800 | &nbsp;&nbsp;1637349 |
|  | 3.300%, 09/02/40 |  | 1925 | &nbsp;&nbsp;1495927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santander Holdings USA, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Santander Holdings USA, <br>Inc. |  |  |  |
|  | 4.400%, 07/13/27 |  | 200 | &nbsp;&nbsp;200795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Holdings <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Holdings <br>Corp. |  |  |  |
| Ω | 2.650%, 06/26/30 |  | 439 | &nbsp;&nbsp;413723 |
| #Ω | 4.850%, 05/15/33 |  | 1000 | &nbsp;&nbsp;1003713 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |  |
| # | 2.950%, 08/15/29 |  | 100 | &nbsp;&nbsp;96187 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.200%, 02/01/31 |  | 1000 | &nbsp;&nbsp;904493 |
|  | 2.250%, 01/15/32 |  | 2366 | &nbsp;&nbsp;2090036 |
|  | 6.750%, 02/01/40 |  | 200 | &nbsp;&nbsp;229089 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 3.000%, 01/22/30 |  | 1900 | &nbsp;&nbsp;1791590 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 2.200%, 06/15/30 |  | 500 | &nbsp;&nbsp;456712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. |  |  |  |
|  | 5.200%, 09/01/40 |  | 600 | &nbsp;&nbsp;580813 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 3.250%, 01/15/31 |  | 125 | &nbsp;&nbsp;118497 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |  |
| # | 3.784%, 03/09/26 |  | 600 | &nbsp;&nbsp;$600125 |
|  | 1.546%, 06/15/26 | EUR | 100 | &nbsp;&nbsp;118215 |
|  | 3.040%, 07/16/29 |  | 800 | &nbsp;&nbsp;770284 |
|  | 2.130%, 07/08/30 |  | 1160 | &nbsp;&nbsp;1057115 |
|  | 2.222%, 09/17/31 |  | 250 | &nbsp;&nbsp;222031 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | &nbsp;&nbsp;510057 |
| Target Corp. | Target Corp. |  |  |  |
|  | 4.000%, 07/01/42 |  | 600 | &nbsp;&nbsp;507299 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 7.045%, 06/20/36 |  | 700 | &nbsp;&nbsp;781881 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 975 | &nbsp;&nbsp;1116397 |
| Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |  |
| # | 4.900%, 03/14/33 |  | 1500 | &nbsp;&nbsp;1546396 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1000 | &nbsp;&nbsp;893541 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 4.456%, 06/08/32 |  | 750 | &nbsp;&nbsp;749553 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 1000 | &nbsp;&nbsp;1012344 |
| &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 <br>Corp. |  |  |  |
|  | 4.375%, 08/16/41 |  | 2000 | &nbsp;&nbsp;1791672 |
| UBS AG | UBS AG |  |  |  |
|  | 5.808%, 11/24/28 | AUD | 1500 | &nbsp;&nbsp;1069145 |
| UDR, Inc. | UDR, Inc. |  |  |  |
|  | 2.100%, 06/15/33 |  | 1000 | &nbsp;&nbsp;828006 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 3.550%, 08/15/39 |  | 200 | &nbsp;&nbsp;170287 |
|  | 3.200%, 05/20/41 |  | 2500 | &nbsp;&nbsp;1960347 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd., 3M Swap + <br>0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd., 3M Swap + <br>0.720%, FRN |  |  |  |
| (r) | 4.447%, 04/16/27 | AUD | 1300 | &nbsp;&nbsp;908252 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 4.875%, 11/15/40 |  | 2000 | &nbsp;&nbsp;1928714 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 6.625%, 06/15/37 |  | 450 | &nbsp;&nbsp;496378 |
| VeriSign, Inc. | VeriSign, Inc. |  |  |  |
|  | 2.700%, 06/15/31 |  | 1000 | &nbsp;&nbsp;909861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. |  |  |  |
|  | 4.016%, 12/03/29 |  | 151 | &nbsp;&nbsp;150118 |
|  | 2.355%, 03/15/32 |  | 238 | &nbsp;&nbsp;209824 |
|  | 4.812%, 03/15/39 |  | 1390 | &nbsp;&nbsp;1316771 |
|  | 3.400%, 03/22/41 |  | 1400 | &nbsp;&nbsp;1090938 |
|  | 3.850%, 11/01/42 |  | 510 | &nbsp;&nbsp;407825 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.050%, 04/15/30 |  | 1000 | &nbsp;&nbsp;927354 |
|  | 2.700%, 04/15/40 |  | 3000 | &nbsp;&nbsp;2298641 |
| Vodafone Group PLC | Vodafone Group PLC |  |  |  |
|  | 6.250%, 11/30/32 |  | 533 | &nbsp;&nbsp;581814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC |  |  |  |
| Ω | 5.800%, 03/27/35 |  | 300 | &nbsp;&nbsp;310314 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Vonovia SE | Vonovia SE |  |  |  |
|  | 1.000%, 07/09/30 | EUR | 600 | &nbsp;&nbsp;$651951 |
| Walmart, Inc. | Walmart, Inc. |  |  |  |
|  | 5.625%, 04/01/40 |  | 4000 | &nbsp;&nbsp;4262021 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
|  | 3.500%, 05/13/40 |  | 140 | &nbsp;&nbsp;116574 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 2.750%, 01/15/31 |  | 2000 | &nbsp;&nbsp;1860491 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 3.375%, 06/15/30 |  | 100 | &nbsp;&nbsp;95799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.420%, FRN |  |  |  |
| (r) | 4.078%, 04/16/26 |  | 300 | &nbsp;&nbsp;300186 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.820%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.820%, FRN |  |  |  |
| (r) | 4.488%, 07/01/30 |  | 2500 | &nbsp;&nbsp;2524365 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 6.300%, 04/15/40 |  | 200 | &nbsp;&nbsp;215387 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 2.450%, 02/01/32 |  | 1000 | &nbsp;&nbsp;883918 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;346080747 |
| U.S. TREASURY OBLIGATIONS — (41.0%) | U.S. TREASURY OBLIGATIONS — (41.0%) | U.S. TREASURY OBLIGATIONS — (41.0%) | U.S. TREASURY OBLIGATIONS — (41.0%) | U.S. TREASURY OBLIGATIONS — (41.0%) |
| U.S. Treasury Bonds | U.S. Treasury Bonds |  |  |  |
|  | 6.000%, 02/15/26 |  | 6500 | &nbsp;&nbsp;6504989 |
|  | 6.250%, 05/15/30 |  | 3800 | &nbsp;&nbsp;4172430 |
|  | 1.125%, 05/15/40 |  | 7600 | &nbsp;&nbsp;4801953 |
|  | 4.375%, 05/15/40 |  | 1500 | &nbsp;&nbsp;1468242 |
|  | 1.125%, 08/15/40 |  | 8800 | &nbsp;&nbsp;5504469 |
|  | 3.875%, 08/15/40 |  | 2800 | &nbsp;&nbsp;2583547 |
|  | 1.375%, 11/15/40 |  | 9000 | &nbsp;&nbsp;5821875 |
|  | 1.875%, 02/15/41 |  | 8300 | &nbsp;&nbsp;5778227 |
|  | 2.250%, 05/15/41 |  | 7500 | &nbsp;&nbsp;5498437 |
|  | 1.750%, 08/15/41 |  | 8300 | &nbsp;&nbsp;5582074 |
|  | 2.000%, 11/15/41 |  | 7900 | &nbsp;&nbsp;5495438 |
|  | 2.375%, 02/15/42 |  | 2800 | &nbsp;&nbsp;2053734 |
|  | 2.750%, 08/15/42 |  | 7600 | &nbsp;&nbsp;5851406 |
|  | 2.750%, 11/15/42 |  | 6500 | &nbsp;&nbsp;4978340 |
|  | 3.125%, 02/15/43 |  | 6700 | &nbsp;&nbsp;5405277 |
|  | 2.875%, 05/15/43 |  | 6400 | &nbsp;&nbsp;4954500 |
|  | 3.625%, 08/15/43 |  | 2000 | &nbsp;&nbsp;1721797 |
|  | 3.625%, 02/15/44 |  | 6800 | &nbsp;&nbsp;5824359 |
|  | 3.375%, 05/15/44 |  | 5500 | &nbsp;&nbsp;4530195 |
|  | 3.125%, 08/15/44 |  | 7000 | &nbsp;&nbsp;5529727 |
|  | 4.125%, 08/15/44 |  | 3000 | &nbsp;&nbsp;2743359 |
|  | 3.000%, 11/15/44 |  | 7100 | &nbsp;&nbsp;5477816 |
|  | 2.500%, 02/15/45 |  | 7000 | &nbsp;&nbsp;4943750 |
|  | 4.750%, 02/15/45 |  | 1500 | &nbsp;&nbsp;1486055 |
|  | 3.000%, 05/15/45 |  | 6500 | &nbsp;&nbsp;4986211 |
|  | 2.875%, 08/15/45 |  | 2500 | &nbsp;&nbsp;1870703 |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |  |
|  | 0.750%, 05/31/26 |  | 7000 | &nbsp;&nbsp;6933555 |
|  | 2.625%, 02/15/29 |  | 1000 | &nbsp;&nbsp;971641 |
|  | 2.375%, 03/31/29 |  | 3000 | &nbsp;&nbsp;2888203 |
|  | 2.375%, 05/15/29 |  | 4600 | &nbsp;&nbsp;4420313 |
|  | 3.250%, 06/30/29 |  | 2500 | &nbsp;&nbsp;2467676 |
|  | 3.500%, 01/31/30 |  | 600 | &nbsp;&nbsp;595195 |
|  | 3.750%, 05/31/30 |  | 3000 | &nbsp;&nbsp;2999414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 4.000%, 07/31/30 | 5500 | &nbsp;&nbsp;$5553496 |
|  | 4.125%, 08/31/30 | 2500 | &nbsp;&nbsp;2535742 |
|  | 4.625%, 09/30/30 | 600 | &nbsp;&nbsp;621375 |
|  | 0.875%, 11/15/30 | 3000 | &nbsp;&nbsp;2620078 |
|  | 3.500%, 11/30/30 | 1000 | &nbsp;&nbsp;987109 |
|  | 4.375%, 11/30/30 | 3500 | &nbsp;&nbsp;3588184 |
|  | 1.625%, 05/15/31 | 6000 | &nbsp;&nbsp;5366953 |
|  | 1.250%, 08/15/31 | 5200 | &nbsp;&nbsp;4522172 |
|  | 1.375%, 11/15/31 | 2000 | &nbsp;&nbsp;1738828 |
|  | 4.125%, 11/30/31 | 5300 | &nbsp;&nbsp;5357762 |
|  | 4.375%, 01/31/32 | 1500 | &nbsp;&nbsp;1535273 |
|  | 1.875%, 02/15/32 | 3000 | &nbsp;&nbsp;2668828 |
|  | 4.125%, 02/29/32 | 4500 | &nbsp;&nbsp;4543770 |
|  | 2.875%, 05/15/32 | 5000 | &nbsp;&nbsp;4698242 |
|  | 4.125%, 05/31/32 | 2500 | &nbsp;&nbsp;2521387 |
|  | 4.000%, 06/30/32 | 2500 | &nbsp;&nbsp;2503613 |
|  | 4.000%, 07/31/32 | 2000 | &nbsp;&nbsp;2001797 |
|  | 2.750%, 08/15/32 | 3500 | &nbsp;&nbsp;3251309 |
|  | 3.875%, 08/31/32 | 5700 | &nbsp;&nbsp;5660367 |
|  | 3.875%, 09/30/32 | 2800 | &nbsp;&nbsp;2779109 |
|  | 3.750%, 10/31/32 | 2000 | &nbsp;&nbsp;1968906 |
|  | 4.125%, 11/15/32 | 4000 | &nbsp;&nbsp;4026719 |
|  | 3.500%, 02/15/33 | 5500 | &nbsp;&nbsp;5319961 |
|  | 3.375%, 05/15/33 | 4000 | &nbsp;&nbsp;3828125 |
|  | 3.875%, 08/15/33 | 6500 | &nbsp;&nbsp;6414434 |
|  | 4.500%, 11/15/33 | 5500 | &nbsp;&nbsp;5646953 |
|  | 4.000%, 02/15/34 | 6500 | &nbsp;&nbsp;6446172 |
|  | 4.625%, 02/15/35 | 3000 | &nbsp;&nbsp;3094453 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.098%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.098%, <br>FRN |  |  |
| (r) | 3.711%, 01/31/27 | 9000 | &nbsp;&nbsp;9003336 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.150%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.150%, <br>FRN |  |  |
| (r) | 3.763%, 04/30/26 | 8600 | &nbsp;&nbsp;8601992 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN |  |  |
| (r) | 3.773%, 04/30/27 | 8500 | &nbsp;&nbsp;8510656 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.182%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.182%, <br>FRN |  |  |
| (r) | 3.795%, 07/31/26 | 8500 | &nbsp;&nbsp;8504772 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.205%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.205%, <br>FRN |  |  |
| (r) | 3.818%, 10/31/26 | 9000 | &nbsp;&nbsp;9009309 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S.Treasury Notes, 3M <br>USTMMR + 0.159%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S.Treasury Notes, 3M <br>USTMMR + 0.159%, <br>FRN |  |  |
| (r) | 3.772%, 07/31/27 | 9000 | &nbsp;&nbsp;$9010704 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;291286793 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $706,075,026) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $706,075,026) |  | &nbsp;&nbsp;695396811 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 1267579 | &nbsp;&nbsp;$14662084 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $720,737,052)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $720,737,052)^^ |  | &nbsp;&nbsp;$710058895 |

---

As of January 31, 2026, DFA Social Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| CAD | 5468446 | USD | 3964816 | HSBC Bank | 03/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$59745 |
| USD | 11932121 | EUR | 9920837 | Australia and New Zealand Bank | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124933 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$184678** |
| USD | 5291541 | EUR | 4495950 | Australia and New Zealand Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(37981)<br>|
| USD | 1203521 | NZD | 2079419 | Citibank, N.A. | 02/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48590)<br>|
| USD | 2350629 | NZD | 4133356 | Goldman Sachs Capital Markets L.P. | 02/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138250)<br>|
| USD | 10206612 | EUR | 8721140 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(133888)<br>|
| USD | 13003738 | AUD | 19451837 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541242)<br>|
| USD | 8005209 | NZD | 13917146 | State Street Bank and Trust | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(379298)<br>|
| USD | 7815971 | GBP | 5819686 | Citibank, N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147205)<br>|
| USD | 4746155 | NZD | 8135952 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159407)<br>|
| USD | 219749 | NZD | 378523 | Citibank, N.A. | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8481)<br>|
| USD | 4266534 | NZD | 7431929 | Citibank, N.A. | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(215033)<br>|
| USD | 11436158 | EUR | 9791255 | HSBC Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192886)<br>|
| USD | 3969975 | CAD | 5468446 | Citibank, N.A. | 03/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54586)<br>|
| USD | 4300051 | JPY | 678323416 | Societe Generale | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102595)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(2159442)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(1974764)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $21,119,426 or 2.9% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$58029271 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$58029271 |
| Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;346080747 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;346080747 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$291286793 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$291286793 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14662084 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14662084 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$710058895 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$710058895 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184678 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184678 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2159442) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2159442) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(1974764) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(1974764) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Diversified Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (19.7%) | U.S. TREASURY OBLIGATIONS — (19.7%) | U.S. TREASURY OBLIGATIONS — (19.7%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 3.375%, 04/15/32 | 74267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$82633719 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.125%, 07/15/31 | 52074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48838228 |
| 0.125%, 01/15/32 | 90274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83454634 |
| 1.750%, 01/15/34 | 82326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82497734 |
| 2.125%, 01/15/35 | 32819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33620090 |
| TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331044405 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| AFFILIATED INVESTMENT COMPANIES — (79.8%) | AFFILIATED INVESTMENT COMPANIES — (79.8%) | AFFILIATED INVESTMENT COMPANIES — (79.8%) |
| DFA Intermediate Government Fixed Income Portfolio<br>| 74441263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835975389 |
| DFA Two-Year Global Fixed Income Portfolio<br>| 51475691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503432257 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>Cost ($1419833138) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339407646 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT SECURITIES<br>(Cost $1,743,289,960) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670452051 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 3.720% | 9059770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9059770 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,752,349,730)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,752,349,730)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1679511821 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$331044405 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$331044405 |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$1339407646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1339407646 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;9059770 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9059770 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$1348467416 | &nbsp;&nbsp;&nbsp;$331044405 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1679511821 |

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) |
| COMMUNICATION SERVICES — (6.8%) | COMMUNICATION SERVICES — (6.8%) | COMMUNICATION SERVICES — (6.8%) | COMMUNICATION SERVICES — (6.8%) |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 60976 | &nbsp;&nbsp;$12568373 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 92122 | &nbsp;&nbsp;13399145 |
|  | Match Group, Inc. | 2080 | &nbsp;&nbsp;64792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 405625 | &nbsp;&nbsp;290630312 |
| \* | Netflix, Inc. | 822597 | &nbsp;&nbsp;68678624 |
|  | Omnicom Group, Inc. | 66817 | &nbsp;&nbsp;5147582 |
| # | T-Mobile U.S., Inc. | 110402 | &nbsp;&nbsp;21772378 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;412261206 |
| CONSUMER DISCRETIONARY — (10.6%) | CONSUMER DISCRETIONARY — (10.6%) | CONSUMER DISCRETIONARY — (10.6%) | CONSUMER DISCRETIONARY — (10.6%) |
|  | Best Buy Co., Inc. | 84581 | &nbsp;&nbsp;5506223 |
| \* | Burlington Stores, Inc. | 54747 | &nbsp;&nbsp;16197447 |
| \* | Carnival Corp. | 81697 | &nbsp;&nbsp;2452544 |
| \* | Carvana Co. | 33596 | &nbsp;&nbsp;13475692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 411044 | &nbsp;&nbsp;15977280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants, <br>Inc.<br>| 108581 | &nbsp;&nbsp;21645622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting Goods, <br>Inc.<br>| 21953 | &nbsp;&nbsp;4434506 |
|  | eBay, Inc. | 286383 | &nbsp;&nbsp;26123857 |
|  | Expedia Group, Inc. | 107533 | &nbsp;&nbsp;28479040 |
|  | General Motors Co. | 587216 | &nbsp;&nbsp;49326144 |
| # | Home Depot, Inc. | 367269 | &nbsp;&nbsp;137575295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 294296 | &nbsp;&nbsp;15518228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 80865 | &nbsp;&nbsp;14110943 |
| \* | NVR, Inc. | 788 | &nbsp;&nbsp;6016955 |
|  | Ralph Lauren Corp. | 502 | &nbsp;&nbsp;177412 |
| # | Ross Stores, Inc. | 301391 | &nbsp;&nbsp;56857412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 240162 | &nbsp;&nbsp;77968593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Service Corp. <br>International<br>| 2262 | &nbsp;&nbsp;181933 |
|  | Tapestry, Inc. | 100489 | &nbsp;&nbsp;12753059 |
|  | TJX Cos., Inc. | 461608 | &nbsp;&nbsp;69153495 |
|  | Tractor Supply Co. | 438764 | &nbsp;&nbsp;22324312 |
| #\* | Ulta Beauty, Inc. | 43317 | &nbsp;&nbsp;28041693 |
|  | Williams-Sonoma, Inc. | 101786 | &nbsp;&nbsp;20830505 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;645128190 |
| CONSUMER STAPLES — (7.6%) | CONSUMER STAPLES — (7.6%) | CONSUMER STAPLES — (7.6%) | CONSUMER STAPLES — (7.6%) |
| # | Altria Group, Inc. | 131965 | &nbsp;&nbsp;8180510 |
|  | Coca-Cola Co. | 353461 | &nbsp;&nbsp;26442417 |
|  | Colgate-Palmolive Co. | 404197 | &nbsp;&nbsp;36494947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 142229 | &nbsp;&nbsp;$133730817 |
|  | Hershey Co. | 79965 | &nbsp;&nbsp;15573184 |
|  | Kimberly-Clark Corp. | 214858 | &nbsp;&nbsp;21483652 |
|  | Kroger Co. | 540632 | &nbsp;&nbsp;33978721 |
|  | PepsiCo, Inc. | 602034 | &nbsp;&nbsp;92490484 |
|  | Procter & Gamble Co. | 267072 | &nbsp;&nbsp;40533518 |
|  | Sysco Corp. | 386499 | &nbsp;&nbsp;32407941 |
|  | Target Corp. | 208891 | &nbsp;&nbsp;22031734 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;463347925 |
| ENERGY — (3.0%) | ENERGY — (3.0%) | ENERGY — (3.0%) | ENERGY — (3.0%) |
|  | Cheniere Energy, Inc. | 197026 | &nbsp;&nbsp;41674940 |
|  | Chevron Corp. | 177963 | &nbsp;&nbsp;31481655 |
|  | ConocoPhillips | 61269 | &nbsp;&nbsp;6386068 |
|  | Devon Energy Corp. | 166390 | &nbsp;&nbsp;6690542 |
|  | Exxon Mobil Corp. | 59251 | &nbsp;&nbsp;8378091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 64341 | &nbsp;&nbsp;11336241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum <br>Corp.<br>| 256924 | &nbsp;&nbsp;11661780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 223781 | &nbsp;&nbsp;44975505 |
|  | TechnipFMC PLC | 3722 | &nbsp;&nbsp;207390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 12180 | &nbsp;&nbsp;4243025 |
|  | Valero Energy Corp. | 70756 | &nbsp;&nbsp;12837261 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;179872498 |
| FINANCIALS — (10.0%) | FINANCIALS — (10.0%) | FINANCIALS — (10.0%) | FINANCIALS — (10.0%) |
|  | American Express Co. | 112761 | &nbsp;&nbsp;39711041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 100666 | &nbsp;&nbsp;53070109 |
|  | Aon PLC, Class A | 67323 | &nbsp;&nbsp;23538814 |
| \* | Corpay, Inc. | 54867 | &nbsp;&nbsp;17262804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings, <br>Inc.<br>| 198237 | &nbsp;&nbsp;9198197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 48167 | &nbsp;&nbsp;17556872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 10896 | &nbsp;&nbsp;2050518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 250131 | &nbsp;&nbsp;134768081 |
|  | Moody's Corp. | 59653 | &nbsp;&nbsp;30754701 |
|  | Travelers Cos., Inc. | 136335 | &nbsp;&nbsp;38788671 |
|  | Visa, Inc., Class A | 680370 | &nbsp;&nbsp;218963477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 55871 | &nbsp;&nbsp;17737366 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;603400651 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (14.2%) | HEALTH CARE — (14.2%) | HEALTH CARE — (14.2%) | HEALTH CARE — (14.2%) |
|  | AbbVie, Inc. | 303602 | &nbsp;&nbsp;$67706282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alnylam <br>Pharmaceuticals, <br>Inc.<br>| 4451 | &nbsp;&nbsp;1504705 |
|  | Amgen, Inc. | 263714 | &nbsp;&nbsp;90158542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 922129 | &nbsp;&nbsp;50763201 |
|  | Cencora, Inc. | 119999 | &nbsp;&nbsp;43106041 |
| #\* | DaVita, Inc. | 19244 | &nbsp;&nbsp;2104139 |
| \* | Dexcom, Inc. | 107 | &nbsp;&nbsp;7815 |
|  | Eli Lilly & Co. | 251312 | &nbsp;&nbsp;260648241 |
|  | Gilead Sciences, Inc. | 602445 | &nbsp;&nbsp;85517068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 59422 | &nbsp;&nbsp;39840074 |
| \* | IQVIA Holdings, Inc. | 53831 | &nbsp;&nbsp;12389205 |
|  | Johnson & Johnson | 503971 | &nbsp;&nbsp;114527410 |
|  | Merck & Co., Inc. | 409642 | &nbsp;&nbsp;45171223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 4116 | &nbsp;&nbsp;5652256 |
| \* | Solventum Corp. | 17766 | &nbsp;&nbsp;1367449 |
| \* | Waters Corp. | 14515 | &nbsp;&nbsp;5381001 |
|  | Zoetis, Inc. | 283139 | &nbsp;&nbsp;35341410 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;861186062 |
| INDUSTRIALS — (15.4%) | INDUSTRIALS — (15.4%) | INDUSTRIALS — (15.4%) | INDUSTRIALS — (15.4%) |
|  | 3M Co. | 183137 | &nbsp;&nbsp;28049263 |
|  | Allegion PLC | 18034 | &nbsp;&nbsp;2982643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 149795 | &nbsp;&nbsp;36972402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Booz Allen Hamilton <br>Holding Corp.<br>| 8209 | &nbsp;&nbsp;725840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 83319 | &nbsp;&nbsp;16423008 |
|  | Carlisle Cos., Inc. | 3043 | &nbsp;&nbsp;1037328 |
|  | Caterpillar, Inc. | 194722 | &nbsp;&nbsp;128002454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 6414 | &nbsp;&nbsp;1250409 |
|  | Cintas Corp. | 119143 | &nbsp;&nbsp;22802779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems USA, <br>Inc.<br>| 9995 | &nbsp;&nbsp;11415290 |
|  | CSX Corp. | 692788 | &nbsp;&nbsp;26159675 |
|  | Delta Air Lines, Inc. | 243319 | &nbsp;&nbsp;16032289 |
|  | EMCOR Group, Inc. | 22724 | &nbsp;&nbsp;16377869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 54335 | &nbsp;&nbsp;8722941 |
|  | Fastenal Co. | 224776 | &nbsp;&nbsp;9746287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 153261 | &nbsp;&nbsp;38692272 |
|  | FTAI Aviation Ltd. | 921 | &nbsp;&nbsp;250807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 278496 | &nbsp;&nbsp;63363410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 180320 | &nbsp;&nbsp;47110403 |
|  | Leidos Holdings, Inc. | 2249 | &nbsp;&nbsp;423442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 14729 | &nbsp;&nbsp;7292033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln Electric <br>Holdings, Inc.<br>| 3718 | &nbsp;&nbsp;$986571 |
|  | Lockheed Martin Corp. | 110834 | &nbsp;&nbsp;70293139 |
|  | Masco Corp. | 10403 | &nbsp;&nbsp;687534 |
|  | Paychex, Inc. | 246521 | &nbsp;&nbsp;25423711 |
|  | Rollins, Inc. | 195359 | &nbsp;&nbsp;12374039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 68384 | &nbsp;&nbsp;28760943 |
|  | Union Pacific Corp. | 305139 | &nbsp;&nbsp;71738179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 261503 | &nbsp;&nbsp;26756987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 297991 | &nbsp;&nbsp;31652604 |
|  | United Rentals, Inc. | 51289 | &nbsp;&nbsp;40111075 |
|  | Veralto Corp. | 84494 | &nbsp;&nbsp;8363216 |
|  | Verisk Analytics, Inc. | 77505 | &nbsp;&nbsp;16854237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 259773 | &nbsp;&nbsp;48364537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 144918 | &nbsp;&nbsp;32206576 |
|  | WW Grainger, Inc. | 31869 | &nbsp;&nbsp;34416608 |
| \* | XPO, Inc. | 10214 | &nbsp;&nbsp;1512796 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;934335596 |
| INFORMATION TECHNOLOGY — (28.9%) | INFORMATION TECHNOLOGY — (28.9%) | INFORMATION TECHNOLOGY — (28.9%) | INFORMATION TECHNOLOGY — (28.9%) |
| \* | Adobe, Inc. | 141394 | &nbsp;&nbsp;41463791 |
|  | Apple, Inc. | 1389207 | &nbsp;&nbsp;360471432 |
|  | Applied Materials, Inc. | 468 | &nbsp;&nbsp;150846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 90952 | &nbsp;&nbsp;43030301 |
| \* | Autodesk, Inc. | 123122 | &nbsp;&nbsp;31133860 |
|  | CDW Corp. | 99547 | &nbsp;&nbsp;12581745 |
| \* | Fortinet, Inc. | 344556 | &nbsp;&nbsp;27998621 |
| \* | Gartner, Inc. | 53393 | &nbsp;&nbsp;11191707 |
|  | Gen Digital, Inc. | 123754 | &nbsp;&nbsp;2968858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 58133 | &nbsp;&nbsp;5843529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 369813 | &nbsp;&nbsp;113421647 |
|  | Jabil, Inc. | 58088 | &nbsp;&nbsp;13777893 |
|  | KLA Corp. | 49562 | &nbsp;&nbsp;70771562 |
|  | Lam Research Corp. | 452417 | &nbsp;&nbsp;105621273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, <br>Inc.<br>| 17831 | &nbsp;&nbsp;1353730 |
|  | Microsoft Corp. | 553174 | &nbsp;&nbsp;238025240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 93427 | &nbsp;&nbsp;37608105 |
|  | NetApp, Inc. | 144997 | &nbsp;&nbsp;13970461 |
|  | NVIDIA Corp. | 2314173 | &nbsp;&nbsp;442307885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 30549 | &nbsp;&nbsp;6908351 |
|  | Oracle Corp. | 647660 | &nbsp;&nbsp;106591883 |
|  | QUALCOMM, Inc. | 374004 | &nbsp;&nbsp;56695266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 5687 | &nbsp;&nbsp;1225833 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Western Digital Corp. | 39593 | &nbsp;&nbsp;$9907356 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;1755021175 |
| MATERIALS — (0.7%) | MATERIALS — (0.7%) | MATERIALS — (0.7%) | MATERIALS — (0.7%) |
|  | Avery Dennison Corp. | 18907 | &nbsp;&nbsp;3507438 |
|  | Sherwin-Williams Co. | 87713 | &nbsp;&nbsp;31106538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 69974 | &nbsp;&nbsp;4322294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 22585 | &nbsp;&nbsp;4298377 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;43234647 |
| UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) | UTILITIES — (1.0%) |
|  | NRG Energy, Inc. | 122388 | &nbsp;&nbsp;18680080 |
|  | Vistra Corp. | 257259 | &nbsp;&nbsp;40736963 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | &nbsp;&nbsp;59417043 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($3700855525) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($3700855525) |  | &nbsp;&nbsp;5957204993 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| 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>3.720%<br>| 62222160 | &nbsp;&nbsp;$62222160 |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 4012875 | &nbsp;&nbsp;46416925 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,809,494,610)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,809,494,610)^^ |  | &nbsp;&nbsp;$6065844078 |

---

As of January 31, 2026, U.S. High Relative Profitability Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;109 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$37939436 | &nbsp;&nbsp;&nbsp;&nbsp;$37963337 | &nbsp;&nbsp;&nbsp;&nbsp;$23901 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$37939436** | &nbsp;&nbsp;**$37963337** | &nbsp;&nbsp;**$23901** |

---

Summary of the Portfolio's investments as of January 31, 2026, 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;$412261206 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$412261206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;645128190 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;645128190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;463347925 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;463347925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;179872498 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;179872498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;603400651 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;603400651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;861186062 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;861186062 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;934335596 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;934335596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;1755021175 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1755021175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;43234647 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43234647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;59417043 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;59417043 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;62222160 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;62222160 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$46416925 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46416925 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$6019427153 | &nbsp;&nbsp;&nbsp;$46416925 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6065844078 |

---

------

**U.S. High Relative Profitability 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;$23901 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$23901 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$23901 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$23901 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**International High Relative Profitability Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.5%) | COMMON STOCKS — (95.5%) | COMMON STOCKS — (95.5%) |  |
| AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) |  |
|  | ALS Ltd. | 131025 | &nbsp;&nbsp;$2234168 |
|  | Aristocrat Leisure Ltd. | 95426 | &nbsp;&nbsp;3545049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>AU)<br>| 172250 | &nbsp;&nbsp;5932695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>LN), Class DI<br>| 166810 | &nbsp;&nbsp;5756551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BHP Group Ltd. (BHP <br>US), Sponsored <br>ADR<br>| 311177 | &nbsp;&nbsp;21387195 |
|  | Brambles Ltd. | 418805 | &nbsp;&nbsp;6500985 |
| \* | Capricorn Metals Ltd. | 42233 | &nbsp;&nbsp;395572 |
|  | Cochlear Ltd. | 4195 | &nbsp;&nbsp;781920 |
|  | Coles Group Ltd. | 374620 | &nbsp;&nbsp;5534951 |
|  | Computershare Ltd. | 100387 | &nbsp;&nbsp;2279845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eagers Automotive <br>Ltd.<br>| 21894 | &nbsp;&nbsp;406432 |
| # | Endeavour Group Ltd. | 298180 | &nbsp;&nbsp;766009 |
|  | Evolution Mining Ltd. | 558796 | &nbsp;&nbsp;5366245 |
|  | Fortescue Ltd. | 430147 | &nbsp;&nbsp;6228901 |
| \* | Genesis Minerals Ltd. | 137811 | &nbsp;&nbsp;680509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Insurance Australia <br>Group Ltd.<br>| 368986 | &nbsp;&nbsp;1945346 |
|  | JB Hi-Fi Ltd. | 45491 | &nbsp;&nbsp;2562987 |
|  | Lottery Corp. Ltd.  | 404732 | &nbsp;&nbsp;1441827 |
|  | Medibank Pvt Ltd. | 791084 | &nbsp;&nbsp;2538322 |
|  | Netwealth Group Ltd. | 35013 | &nbsp;&nbsp;593254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star <br>Resources Ltd.<br>| 53302 | &nbsp;&nbsp;979867 |
|  | Perseus Mining Ltd. | 253762 | &nbsp;&nbsp;977363 |
|  | Pro Medicus Ltd. | 17321 | &nbsp;&nbsp;2214373 |
|  | Qantas Airways Ltd. | 42577 | &nbsp;&nbsp;297683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 3770 | &nbsp;&nbsp;95101 |
|  | REA Group Ltd. | 17630 | &nbsp;&nbsp;2318060 |
| # | Rio Tinto Ltd. | 89943 | &nbsp;&nbsp;9370690 |
|  | SGH Ltd. | 42548 | &nbsp;&nbsp;1363581 |
|  | Technology One Ltd. | 75294 | &nbsp;&nbsp;1314542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telstra Group Ltd. <br>(TLS AU)<br>| 1018886 | &nbsp;&nbsp;3461456 |
|  | Wesfarmers Ltd. | 209238 | &nbsp;&nbsp;12070225 |
|  | Whitehaven Coal Ltd. | 68643 | &nbsp;&nbsp;419385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Group <br>Ltd.<br>| 231167 | &nbsp;&nbsp;4960932 |
| #\* | Xero Ltd. | 17550 | &nbsp;&nbsp;1143756 |
| # | Yancoal Australia Ltd. | 135682 | &nbsp;&nbsp;543116 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;118408893 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |  |
|  | Erste Group Bank AG | 1163 | &nbsp;&nbsp;151200 |
|  | OMV AG | 35452 | &nbsp;&nbsp;2106123 |
|  | Verbund AG | 11094 | &nbsp;&nbsp;814028 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;3071351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>SA (ABI BB)<br>| 65524 | &nbsp;&nbsp;$4716614 |
|  | KBC Group NV | 55915 | &nbsp;&nbsp;7879291 |
|  | UCB SA | 13565 | &nbsp;&nbsp;4133601 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;16729506 |
| CANADA — (9.4%) | CANADA — (9.4%) | CANADA — (9.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM CN)<br>| 5000 | &nbsp;&nbsp;950465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agnico Eagle Mines <br>Ltd. (AEM US)<br>| 46556 | &nbsp;&nbsp;8868918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. (AGI <br>CN), Class A<br>| 4407 | &nbsp;&nbsp;163315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamos Gold, Inc. (AGI <br>US), Class A<br>| 10040 | &nbsp;&nbsp;370476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation <br>Couche-Tard, Inc.<br>| 133794 | &nbsp;&nbsp;6960649 |
|  | ARC Resources Ltd. | 229806 | &nbsp;&nbsp;4264824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. <br>(ABX CN)<br>| 23279 | &nbsp;&nbsp;1064066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barrick Mining Corp. (B <br>US)<br>| 119013 | &nbsp;&nbsp;5449605 |
| # | BCE, Inc. (BCE US) | 16155 | &nbsp;&nbsp;417768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial <br>Bank of Commerce <br>(CM US)<br>| 8752 | &nbsp;&nbsp;808597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNI <br>US)<br>| 28125 | &nbsp;&nbsp;2706188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National <br>Railway Co. (CNR <br>CN)<br>| 57954 | &nbsp;&nbsp;5575144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. <br>(CNQ US)<br>| 351301 | &nbsp;&nbsp;13071910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Industries, Inc., <br>Class B<br>| 37629 | &nbsp;&nbsp;2267716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Celestica, Inc. (CLS <br>US)<br>| 31246 | &nbsp;&nbsp;8779814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. <br>(CVE US)<br>| 357999 | &nbsp;&nbsp;7059740 |
|  | CGI, Inc. (GIB US) | 4171 | &nbsp;&nbsp;357788 |
|  | CGI, Inc. (GIBA CN) | 49794 | &nbsp;&nbsp;4267587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colliers International <br>Group, Inc. (CIGI <br>US)<br>| 1866 | &nbsp;&nbsp;255082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Software, <br>Inc.<br>| 2686 | &nbsp;&nbsp;4957082 |
|  | Dollarama, Inc. | 59591 | &nbsp;&nbsp;8030660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp.<br>| 99661 | &nbsp;&nbsp;2525102 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 45100 | &nbsp;&nbsp;$2462258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstService Corp. <br>(FSV US)<br>| 1328 | &nbsp;&nbsp;206185 |
|  | George Weston Ltd. | 45402 | &nbsp;&nbsp;3166620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, Inc. <br>(GIL US)<br>| 24107 | &nbsp;&nbsp;1566473 |
|  | iA Financial Corp., Inc. | 12421 | &nbsp;&nbsp;1526205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 30248 | &nbsp;&nbsp;549909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. (IMO <br>US)<br>| 31429 | &nbsp;&nbsp;3182186 |
|  | Intact Financial Corp. | 27650 | &nbsp;&nbsp;5034122 |
| # | Keyera Corp. | 47277 | &nbsp;&nbsp;1600957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinross Gold Corp. <br>(KGC US)<br>| 346364 | &nbsp;&nbsp;10931248 |
|  | Loblaw Cos. Ltd. L CN | 78128 | &nbsp;&nbsp;3515516 |
|  | Lundin Gold, Inc. | 18950 | &nbsp;&nbsp;1420641 |
|  | Lundin Mining Corp. | 79 | &nbsp;&nbsp;1993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 43120 | &nbsp;&nbsp;2204372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MGA US)<br>| 53530 | &nbsp;&nbsp;2737524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC CN)<br>| 21851 | &nbsp;&nbsp;832381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Manulife Financial <br>Corp. (MFC US)<br>| 57855 | &nbsp;&nbsp;2204854 |
|  | Metro, Inc. | 45013 | &nbsp;&nbsp;2988084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 10877 | &nbsp;&nbsp;277826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan American Silver <br>Corp. (PAAS US)<br>| 1424 | &nbsp;&nbsp;77750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RB Global, Inc. (RBA <br>US)<br>| 16123 | &nbsp;&nbsp;1831089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR CN)<br>| 19350 | &nbsp;&nbsp;1296442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>International, Inc. <br>(QSR US)<br>| 39187 | &nbsp;&nbsp;2625137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCI US), <br>Class B<br>| 19233 | &nbsp;&nbsp;727200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rogers <br>Communications, <br>Inc. (RCIB CN), <br>Class B<br>| 130937 | &nbsp;&nbsp;4942652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>CN)<br>| 1995 | &nbsp;&nbsp;197705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stantec, Inc. (STN <br>US)<br>| 15440 | &nbsp;&nbsp;1529795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. <br>(SU US)<br>| 239146 | &nbsp;&nbsp;12667564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. <br>(TFII US)<br>| 2000 | &nbsp;&nbsp;215100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thomson Reuters <br>Corp. (TRI US)<br>| 7259 | &nbsp;&nbsp;$803063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toromont Industries <br>Ltd.<br>| 16693 | &nbsp;&nbsp;2126391 |
| # | Tourmaline Oil Corp. | 40150 | &nbsp;&nbsp;1900096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Connections, <br>Inc. (WCN US)<br>| 22078 | &nbsp;&nbsp;3700273 |
|  | WSP Global, Inc. | 17913 | &nbsp;&nbsp;3462886 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;173684993 |
| DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) |  |
|  | Coloplast AS, Class B | 3727 | &nbsp;&nbsp;317708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk AS <br>(NOVOB DC), <br>Class B<br>| 364085 | &nbsp;&nbsp;21619083 |
|  | Pandora AS | 36743 | &nbsp;&nbsp;2974112 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;24910903 |
| FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |  |
|  | Kone OYJ, Class B | 78750 | &nbsp;&nbsp;5659359 |
|  | Metso OYJ | 152746 | &nbsp;&nbsp;2986297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp <br>(NDA FH)<br>| 39035 | &nbsp;&nbsp;754171 |
|  | Sampo OYJ, Class A | 266260 | &nbsp;&nbsp;2969412 |
|  | Wartsila OYJ Abp | 90790 | &nbsp;&nbsp;3680627 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;16049866 |
| FRANCE — (8.7%) | FRANCE — (8.7%) | FRANCE — (8.7%) |  |
|  | Airbus SE | 72004 | &nbsp;&nbsp;16485296 |
|  | Bouygues SA | 53988 | &nbsp;&nbsp;2918256 |
|  | Bureau Veritas SA | 121130 | &nbsp;&nbsp;3899456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie de Saint-Gobain <br>SA<br>| 14298 | &nbsp;&nbsp;1411291 |
|  | Eiffage SA | 39175 | &nbsp;&nbsp;5809938 |
|  | Engie SA | 304345 | &nbsp;&nbsp;9086648 |
|  | Eurofins Scientific SE | 15773 | &nbsp;&nbsp;1275925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hermes International <br>SCA<br>| 6104 | &nbsp;&nbsp;14686211 |
|  | L'Oreal SA | 18989 | &nbsp;&nbsp;8724287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE<br>| 65240 | &nbsp;&nbsp;42106175 |
|  | Orange SA (ORA FP) | 879667 | &nbsp;&nbsp;16353024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Publicis Groupe SA <br>(PUB FP)<br>| 11644 | &nbsp;&nbsp;1163797 |
|  | Safran SA | 65453 | &nbsp;&nbsp;23385778 |
|  | Thales SA | 16027 | &nbsp;&nbsp;4906275 |
|  | Vinci SA | 56087 | &nbsp;&nbsp;8064447 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;160276804 |
| GERMANY — (7.3%) | GERMANY — (7.3%) | GERMANY — (7.3%) |  |
|  | adidas AG | 33434 | &nbsp;&nbsp;5927966 |
| \* | Aumovio SE | 4927 | &nbsp;&nbsp;236442 |
| # | BASF SE | 13600 | &nbsp;&nbsp;737310 |
|  | Bayer AG | 221721 | &nbsp;&nbsp;11727188 |
|  | Continental AG | 26439 | &nbsp;&nbsp;2080465 |
|  | Deutsche Boerse AG | 38503 | &nbsp;&nbsp;9749929 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | Deutsche Post AG | 223799 | &nbsp;&nbsp;$12516736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Telekom AG <br>(DTE GR)<br>| 636665 | &nbsp;&nbsp;21365365 |
|  | E.ON SE | 469189 | &nbsp;&nbsp;9951421 |
|  | GEA Group AG | 22438 | &nbsp;&nbsp;1604380 |
|  | Hannover Rueck SE | 8495 | &nbsp;&nbsp;2401957 |
| # | HOCHTIEF AG | 2891 | &nbsp;&nbsp;1212325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infineon Technologies <br>AG (IFX GR)<br>| 128468 | &nbsp;&nbsp;6279836 |
|  | Knorr-Bremse AG | 21432 | &nbsp;&nbsp;2495439 |
| # | MTU Aero Engines AG | 9805 | &nbsp;&nbsp;4359056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muenchener <br>Rueckversicherungs-Gesellschaft <br>AG in Muenchen<br>| 3632 | &nbsp;&nbsp;2201269 |
| # | Nemetschek SE | 19407 | &nbsp;&nbsp;1695674 |
|  | Rheinmetall AG | 13047 | &nbsp;&nbsp;27644587 |
| \* | Siemens Energy AG | 42989 | &nbsp;&nbsp;7324467 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Healthineers <br>AG<br>| 24941 | &nbsp;&nbsp;1244892 |
| \* | Talanx AG | 6982 | &nbsp;&nbsp;880644 |
|  | Volkswagen AG | 4158 | &nbsp;&nbsp;504648 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;134141996 |
| HONG KONG — (1.6%) | HONG KONG — (1.6%) | HONG KONG — (1.6%) |  |
|  | AIA Group Ltd. | 338000 | &nbsp;&nbsp;3899666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Pacific Airways <br>Ltd.<br>| 238000 | &nbsp;&nbsp;373164 |
|  | HKT Trust & HKT Ltd. | 2020000 | &nbsp;&nbsp;3027213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong Exchanges <br>& Clearing Ltd.<br>| 229237 | &nbsp;&nbsp;12638082 |
|  | PRADA SpA | 215800 | &nbsp;&nbsp;1103250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC International <br>Holdings Co. Ltd.<br>| 259000 | &nbsp;&nbsp;967151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techtronic Industries <br>Co. Ltd.<br>| 438000 | &nbsp;&nbsp;5979356 |
| Ω | WH Group Ltd. | 2039863 | &nbsp;&nbsp;2407233 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;30395115 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |  |
|  | AIB Group PLC | 149539 | &nbsp;&nbsp;1671567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingspan Group PLC <br>(KSP ID)<br>| 38555 | &nbsp;&nbsp;3357160 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;5028727 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel <br>BM<br>| 58029 | &nbsp;&nbsp;1394978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bet Shemesh Engines <br>Holdings 1997 Ltd.<br>| 625 | &nbsp;&nbsp;157852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bezeq The Israeli <br>Telecommunication <br>Corp. Ltd.<br>| 544901 | &nbsp;&nbsp;1399406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 4248 | &nbsp;&nbsp;50442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises Holdings <br>Ltd.<br>| 6012 | &nbsp;&nbsp;$437235 |
|  | Delek Group Ltd. | 3056 | &nbsp;&nbsp;860015 |
|  | Electra Ltd. | 6620 | &nbsp;&nbsp;229603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 2058 | &nbsp;&nbsp;423365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First International Bank <br>of Israel Ltd.<br>| 7956 | &nbsp;&nbsp;675479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems 1985 <br>Ltd. (FORTY IT)<br>| 1056 | &nbsp;&nbsp;168532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harel Insurance <br>Investments & <br>Financial Services <br>Ltd.<br>| 1152 | &nbsp;&nbsp;52841 |
|  | Hilan Ltd. | 2776 | &nbsp;&nbsp;221491 |
|  | Matrix IT Ltd. | 6755 | &nbsp;&nbsp;303195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Menora Mivtachim <br>Holdings Ltd.<br>| 7524 | &nbsp;&nbsp;966797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank <br>Ltd.<br>| 32684 | &nbsp;&nbsp;2556838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Next Vision Stabilized <br>Systems Ltd.<br>| 10203 | &nbsp;&nbsp;920322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One Software <br>Technologies Ltd.<br>| 4103 | &nbsp;&nbsp;117948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications Co. <br>Ltd.<br>| 13467 | &nbsp;&nbsp;163640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 1708 | &nbsp;&nbsp;417980 |
|  | Phoenix Financial Ltd. | 47121 | &nbsp;&nbsp;2287143 |
|  | Shufersal Ltd. | 37120 | &nbsp;&nbsp;479406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA IT)<br>| 23641 | &nbsp;&nbsp;802101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical <br>Industries Ltd. <br>(TEVA US), <br>Sponsored ADR<br>| 116283 | &nbsp;&nbsp;3962925 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;19049534 |
| ITALY — (1.9%) | ITALY — (1.9%) | ITALY — (1.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Mediolanum <br>SpA<br>| 58170 | &nbsp;&nbsp;1364564 |
|  | Enel SpA | 1636772 | &nbsp;&nbsp;18083953 |
|  | Ferrari NV (RACE IM) | 1191 | &nbsp;&nbsp;397253 |
|  | Ferrari NV (RACE US) | 13483 | &nbsp;&nbsp;4492131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinecoBank Banca <br>Fineco SpA<br>| 141842 | &nbsp;&nbsp;3760264 |
|  | Moncler SpA | 39460 | &nbsp;&nbsp;2299085 |
| Ω | Poste Italiane SpA | 37268 | &nbsp;&nbsp;981570 |
|  | Prysmian SpA | 25032 | &nbsp;&nbsp;2964872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recordati Industria <br>Chimica e <br>Farmaceutica SpA<br>| 23393 | &nbsp;&nbsp;1288938 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;35632630 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (21.2%) | JAPAN — (21.2%) |  |
| Advantest Corp. | 132000 | &nbsp;&nbsp;$21831015 |
| Aeon Co. Ltd. | 402300 | &nbsp;&nbsp;5502497 |
| Ajinomoto Co., Inc. | 151600 | &nbsp;&nbsp;3468129 |
| Asahi Intecc Co. Ltd. | 33200 | &nbsp;&nbsp;553449 |
| Asics Corp. | 141400 | &nbsp;&nbsp;3403876 |
| Astellas Pharma, Inc. | 463400 | &nbsp;&nbsp;6445841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bandai Namco <br>Holdings, Inc.<br>| 77100 | &nbsp;&nbsp;2000646 |
| BayCurrent, Inc. | 49200 | &nbsp;&nbsp;1733576 |
| BIPROGY, Inc. | 34900 | &nbsp;&nbsp;1159006 |
| Bridgestone Corp. | 173800 | &nbsp;&nbsp;3912978 |
| Capcom Co. Ltd. | 126400 | &nbsp;&nbsp;3221798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chugai Pharmaceutical <br>Co. Ltd.<br>| 138300 | &nbsp;&nbsp;7899791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cosmo Energy <br>Holdings Co. Ltd.<br>| 31000 | &nbsp;&nbsp;929601 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cosmos <br>Pharmaceutical <br>Corp.<br>| 12100 | &nbsp;&nbsp;542035 |
| CyberAgent, Inc. | 5400 | &nbsp;&nbsp;48989 |
| Daifuku Co. Ltd. | 75300 | &nbsp;&nbsp;2701251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. <br>Ltd.<br>| 118300 | &nbsp;&nbsp;2167210 |
| Daikin Industries Ltd. | 28100 | &nbsp;&nbsp;3367234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daito Trust <br>Construction Co. <br>Ltd.<br>| 129995 | &nbsp;&nbsp;2638564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daiwa House Industry <br>Co. Ltd.<br>| 126300 | &nbsp;&nbsp;4303555 |
| Dentsu Soken, Inc. | 13500 | &nbsp;&nbsp;212801 |
| Disco Corp. | 16400 | &nbsp;&nbsp;6990510 |
| Ebara Corp. | 153500 | &nbsp;&nbsp;4647187 |
| Fast Retailing Co. Ltd. | 31800 | &nbsp;&nbsp;12132744 |
| Food & Life Cos. Ltd. | 15500 | &nbsp;&nbsp;846764 |
| Fuji Electric Co. Ltd. | 33000 | &nbsp;&nbsp;2350676 |
| Fujikura Ltd. | 66600 | &nbsp;&nbsp;8370749 |
| Fujitsu Ltd. | 287500 | &nbsp;&nbsp;7988412 |
| &nbsp;&nbsp;&nbsp;&nbsp;GMO Payment <br>Gateway, Inc.<br>| 8660 | &nbsp;&nbsp;500166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Construction <br>Machinery Co. Ltd.<br>| 27100 | &nbsp;&nbsp;886143 |
| Hitachi Ltd. (6501 JP) | 332700 | &nbsp;&nbsp;11544726 |
| Hoya Corp. | 63300 | &nbsp;&nbsp;10618943 |
| IHI Corp. | 185500 | &nbsp;&nbsp;4291762 |
| Inpex Corp. | 249400 | &nbsp;&nbsp;5587612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Internet Initiative <br>Japan, Inc.<br>| 47200 | &nbsp;&nbsp;762663 |
| Isuzu Motors Ltd. | 177100 | &nbsp;&nbsp;2853046 |
| &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 56700 | &nbsp;&nbsp;827769 |
| Japan Airlines Co. Ltd. | 35500 | &nbsp;&nbsp;670780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Airport Terminal <br>Co. Ltd.<br>| 15500 | &nbsp;&nbsp;485359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Exchange <br>Group, Inc.<br>| 442900 | &nbsp;&nbsp;4833021 |
| Kakaku.com, Inc. | 20400 | &nbsp;&nbsp;278423 |
| Kao Corp. | 23900 | &nbsp;&nbsp;956059 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasaki Heavy <br>Industries Ltd.<br>| 42000 | &nbsp;&nbsp;$3506000 |
|  | KDDI Corp. | 763000 | &nbsp;&nbsp;12882474 |
|  | Kobe Bussan Co. Ltd. | 43400 | &nbsp;&nbsp;1060673 |
|  | Kobe Steel Ltd. | 98300 | &nbsp;&nbsp;1415009 |
|  | Komatsu Ltd. | 155100 | &nbsp;&nbsp;5936482 |
|  | Konami Group Corp. | 24500 | &nbsp;&nbsp;3577568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kurita Water Industries <br>Ltd.<br>| 27200 | &nbsp;&nbsp;1360538 |
|  | Lasertec Corp. | 14300 | &nbsp;&nbsp;3285245 |
|  | Marui Group Co. Ltd. | 2900 | &nbsp;&nbsp;56753 |
|  | Maruwa Co. Ltd. | 1300 | &nbsp;&nbsp;399694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McDonald's Holdings <br>Co. Japan Ltd.<br>| 28400 | &nbsp;&nbsp;1231523 |
|  | Minebea Mitsumi, Inc. | 12900 | &nbsp;&nbsp;263636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi HC Capital, <br>Inc.<br>| 364550 | &nbsp;&nbsp;3181405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 1700 | &nbsp;&nbsp;221865 |
|  | MonotaRO Co. Ltd. | 72713 | &nbsp;&nbsp;980822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MS&AD Insurance <br>Group Holdings, <br>Inc.<br>| 142800 | &nbsp;&nbsp;3638196 |
|  | NEC Corp. | 2000 | &nbsp;&nbsp;67799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 108603 | &nbsp;&nbsp;2466876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Sanso <br>Holdings Corp.<br>| 82800 | &nbsp;&nbsp;2512412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Chemical <br>Corp.<br>| 52300 | &nbsp;&nbsp;1802754 |
|  | Niterra Co. Ltd. | 39900 | &nbsp;&nbsp;1744501 |
|  | Nitto Denko Corp. | 147600 | &nbsp;&nbsp;3280164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Research <br>Institute Ltd.<br>| 77000 | &nbsp;&nbsp;2342370 |
|  | Olympus Corp. | 233700 | &nbsp;&nbsp;2791431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open House Group <br>Co. Ltd.<br>| 30200 | &nbsp;&nbsp;1777021 |
|  | Oracle Corp. Japan | 13175 | &nbsp;&nbsp;891487 |
|  | Organo Corp. | 2100 | &nbsp;&nbsp;221742 |
|  | Oriental Land Co. Ltd. | 48200 | &nbsp;&nbsp;843809 |
|  | Otsuka Corp. | 63800 | &nbsp;&nbsp;1264930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Pacific <br>International <br>Holdings Corp.<br>| 757000 | &nbsp;&nbsp;4481848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persol Holdings Co. <br>Ltd.<br>| 700900 | &nbsp;&nbsp;1227569 |
| \* | Rakuten Bank Ltd. | 1400 | &nbsp;&nbsp;67001 |
| \* | Rakuten Group, Inc. | 225441 | &nbsp;&nbsp;1351679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Recruit Holdings Co. <br>Ltd.<br>| 254900 | &nbsp;&nbsp;13426542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 45200 | &nbsp;&nbsp;2624988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. <br>Ltd.<br>| 126200 | &nbsp;&nbsp;2517033 |
|  | Sankyo Co. Ltd. | 51500 | &nbsp;&nbsp;805590 |
| # | Sanrio Co. Ltd. | 28800 | &nbsp;&nbsp;891027 |
|  | Sanwa Holdings Corp. | 92100 | &nbsp;&nbsp;2086185 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCREEN Holdings Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;$2419707 |
|  | Seibu Holdings, Inc. | 58800 | &nbsp;&nbsp;1557975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seven & i Holdings Co. <br>Ltd.<br>| 451800 | &nbsp;&nbsp;6470046 |
|  | SG Holdings Co. Ltd. | 72800 | &nbsp;&nbsp;700830 |
| \* | Sharp Corp. | 12200 | &nbsp;&nbsp;55677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skylark Holdings Co. <br>Ltd.<br>| 110300 | &nbsp;&nbsp;2247504 |
|  | SoftBank Corp. | 6266000 | &nbsp;&nbsp;8517117 |
|  | SoftBank Group Corp. | 356400 | &nbsp;&nbsp;9732353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sony Group Corp. <br>(6758 JP)<br>| 1455000 | &nbsp;&nbsp;32079704 |
|  | Subaru Corp. | 182700 | &nbsp;&nbsp;3922232 |
|  | Sugi Holdings Co. Ltd. | 12200 | &nbsp;&nbsp;280408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry Co. <br>Ltd.<br>| 110100 | &nbsp;&nbsp;1193739 |
|  | Sundrug Co. Ltd. | 24600 | &nbsp;&nbsp;655050 |
|  | Suzuki Motor Corp. | 156800 | &nbsp;&nbsp;2137979 |
|  | Sysmex Corp. | 121000 | &nbsp;&nbsp;1144934 |
|  | TDK Corp. (6762 JP) | 390000 | &nbsp;&nbsp;5032259 |
|  | TIS, Inc. | 83600 | &nbsp;&nbsp;2432635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toei Animation Co. <br>Ltd.<br>| 4500 | &nbsp;&nbsp;74802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokio Marine Holdings, <br>Inc. (8766 JP)<br>| 264300 | &nbsp;&nbsp;9851131 |
|  | Tokyo Century Corp. | 72900 | &nbsp;&nbsp;1015545 |
|  | Tokyo Electron Ltd. | 80300 | &nbsp;&nbsp;21396645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 15700 | &nbsp;&nbsp;145374 |
|  | Toridoll Holdings Corp. | 800 | &nbsp;&nbsp;21580 |
|  | Toyo Tire Corp. | 29000 | &nbsp;&nbsp;781542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Corp. <br>(TM US), Sponsored <br>ADR<br>| 17603 | &nbsp;&nbsp;3993417 |
|  | Toyota Tsusho Corp. | 92100 | &nbsp;&nbsp;3354210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trend Micro, Inc. (4704 <br>JP)<br>| 47900 | &nbsp;&nbsp;1879018 |
|  | Tsuruha Holdings, Inc. | 28520 | &nbsp;&nbsp;454459 |
|  | Unicharm Corp. | 1501 | &nbsp;&nbsp;9116 |
|  | USS Co. Ltd. | 177800 | &nbsp;&nbsp;1964571 |
| \* | Visional, Inc. | 300 | &nbsp;&nbsp;16533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yamazaki Baking Co. <br>Ltd.<br>| 1200 | &nbsp;&nbsp;25425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokogawa Electric <br>Corp.<br>| 52800 | &nbsp;&nbsp;1760292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber Co. <br>Ltd. <br>| 3500 | &nbsp;&nbsp;138146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensho Holdings Co. <br>Ltd.<br>| 36200 | &nbsp;&nbsp;1961928 |
|  | ZOZO, Inc. | 134200 | &nbsp;&nbsp;1108419 |
| TOTAL JAPAN | TOTAL JAPAN |  | &nbsp;&nbsp;391484299 |
| NETHERLANDS — (4.4%) | NETHERLANDS — (4.4%) | NETHERLANDS — (4.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML NA)<br>| 25123 | &nbsp;&nbsp;36024000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML Holding NV <br>(ASML US)<br>| 20824 | &nbsp;&nbsp;$29632552 |
|  | ASR Nederland NV | 48477 | &nbsp;&nbsp;3520916 |
|  | Koninklijke KPN NV | 1130650 | &nbsp;&nbsp;5537372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV<br>| 9752 | &nbsp;&nbsp;173140 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Magnum Ice Cream <br>Co. NV MICC US<br>| 36473 | &nbsp;&nbsp;647396 |
|  | Wolters Kluwer NV | 67086 | &nbsp;&nbsp;6299576 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;81834952 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |
|  | Chorus Ltd. (CNU NZ) | 300879 | &nbsp;&nbsp;1720479 |
|  | Contact Energy Ltd. | 56562 | &nbsp;&nbsp;318774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fisher & Paykel <br>Healthcare Corp. <br>Ltd.<br>| 49321 | &nbsp;&nbsp;1152205 |
|  | Mainfreight Ltd. | 16254 | &nbsp;&nbsp;657957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spark New Zealand <br>Ltd.<br>| 618656 | &nbsp;&nbsp;842094 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;4691509 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |  |
|  | AF Gruppen ASA | 4496 | &nbsp;&nbsp;86093 |
|  | Aker BP ASA | 47410 | &nbsp;&nbsp;1395650 |
|  | Equinor ASA | 205722 | &nbsp;&nbsp;5529501 |
|  | Hoegh Autoliners ASA | 2029 | &nbsp;&nbsp;22609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kongsberg Gruppen <br>ASA<br>| 36955 | &nbsp;&nbsp;1269444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Protector Forsikring <br>ASA<br>| 11993 | &nbsp;&nbsp;649673 |
|  | Storebrand ASA | 125086 | &nbsp;&nbsp;2188987 |
|  | Telenor ASA | 65559 | &nbsp;&nbsp;1104841 |
|  | Var Energi ASA | 79114 | &nbsp;&nbsp;289275 |
|  | Veidekke ASA | 19132 | &nbsp;&nbsp;352575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen <br>ASA<br>| 23918 | &nbsp;&nbsp;277896 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;13166544 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galp Energia SGPS <br>SA<br>| 113250 | &nbsp;&nbsp;2253406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jeronimo Martins <br>SGPS SA<br>| 15405 | &nbsp;&nbsp;363266 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;2616672 |
| SINGAPORE — (1.4%) | SINGAPORE — (1.4%) | SINGAPORE — (1.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings <br>Ltd.<br>| 255593 | &nbsp;&nbsp;11880564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DFI Retail Group <br>Holdings Ltd.<br>| 23600 | &nbsp;&nbsp;97176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jardine Cycle & <br>Carriage Ltd.<br>| 29400 | &nbsp;&nbsp;733300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sembcorp Industries <br>Ltd.<br>| 350100 | &nbsp;&nbsp;1658941 |
|  | Singapore Airlines Ltd. | 369000 | &nbsp;&nbsp;1842053 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange <br>Ltd.<br>| 295300 | &nbsp;&nbsp;$4091708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore <br>Technologies <br>Engineering Ltd.<br>| 578800 | &nbsp;&nbsp;4449576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzijiang <br>Shipbuilding <br>Holdings Ltd.<br>| 378300 | &nbsp;&nbsp;993534 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;25746852 |
| SPAIN — (2.5%) | SPAIN — (2.5%) | SPAIN — (2.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA<br>| 31352 | &nbsp;&nbsp;3517573 |
| Ω | Aena SME SA | 166510 | &nbsp;&nbsp;5171392 |
|  | Amadeus IT Group SA | 104594 | &nbsp;&nbsp;7012676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA SM)<br>| 219253 | &nbsp;&nbsp;5565440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA <br>(BBVA US), <br>Sponsored ADR<br>| 25506 | &nbsp;&nbsp;648362 |
|  | Bankinter SA | 16389 | &nbsp;&nbsp;279760 |
|  | Endesa SA | 100465 | &nbsp;&nbsp;3708638 |
|  | Ferrovial SE | 37823 | &nbsp;&nbsp;2554756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industria de Diseno <br>Textil SA<br>| 167352 | &nbsp;&nbsp;10889611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturgy Energy Group <br>SA<br>| 11235 | &nbsp;&nbsp;352790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica SA (TEF <br>SM)<br>| 1641259 | &nbsp;&nbsp;6644302 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;46345300 |
| SWEDEN — (3.4%) | SWEDEN — (3.4%) | SWEDEN — (3.4%) |  |
|  | AddTech AB, Class B | 79454 | &nbsp;&nbsp;2579791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOA SS), <br>Class A<br>| 517386 | &nbsp;&nbsp;10669630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Copco AB <br>(ATCOB SS), <br>Class B<br>| 311236 | &nbsp;&nbsp;5598408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avanza Bank Holding <br>AB<br>| 40384 | &nbsp;&nbsp;1573458 |
| # | Axfood AB | 37200 | &nbsp;&nbsp;1274522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIA SS), <br>Class A<br>| 89197 | &nbsp;&nbsp;2500475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Epiroc AB (EPIB SS), <br>Class B<br>| 60798 | &nbsp;&nbsp;1516125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H & M Hennes & <br>Mauritz AB, Class B<br>| 163087 | &nbsp;&nbsp;3265839 |
|  | Hemnet Group AB | 2396 | &nbsp;&nbsp;38207 |
|  | Indutrade AB | 61345 | &nbsp;&nbsp;1440103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lagercrantz Group AB, <br>Class B<br>| 41874 | &nbsp;&nbsp;917485 |
| # | Lifco AB, Class B | 18806 | &nbsp;&nbsp;646211 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Loomis AB | 8906 | &nbsp;&nbsp;$369566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medicover AB, <br>Class B<br>| 14054 | &nbsp;&nbsp;319824 |
|  | Nordnet AB publ | 29215 | &nbsp;&nbsp;945196 |
|  | Sectra AB, Class B | 40431 | &nbsp;&nbsp;999632 |
|  | Sweco AB, Class B | 37915 | &nbsp;&nbsp;628142 |
|  | Tele2 AB, Class B | 223821 | &nbsp;&nbsp;4117976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM <br>Ericsson (ERIC US), <br>Sponsored ADR<br>| 144507 | &nbsp;&nbsp;1560676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM <br>Ericsson (ERICB <br>SS), Class B<br>| 311205 | &nbsp;&nbsp;3370401 |
|  | Telia Co. AB | 364196 | &nbsp;&nbsp;1663814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVA SS), <br>Class A<br>| 54973 | &nbsp;&nbsp;1997344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volvo AB (VOLVB SS), <br>Class B<br>| 410093 | &nbsp;&nbsp;14901712 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;62894537 |
| SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) |  |
|  | Geberit AG | 12634 | &nbsp;&nbsp;9647198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kuehne & Nagel <br>International AG<br>| 22568 | &nbsp;&nbsp;5225896 |
|  | Nestle SA | 408770 | &nbsp;&nbsp;39007496 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novartis AG (NVS US), <br>Sponsored ADR<br>| 143330 | &nbsp;&nbsp;21310304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partners Group <br>Holding AG<br>| 7501 | &nbsp;&nbsp;10227943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG (RO <br>SW), Class BR<br>| 7170 | &nbsp;&nbsp;3313409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG <br>(ROG SW)<br>| 153733 | &nbsp;&nbsp;69908477 |
|  | SGS SA | 62747 | &nbsp;&nbsp;7552195 |
| # | Swisscom AG | 812 | &nbsp;&nbsp;666718 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;166859636 |
| UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) |  |
|  | Admiral Group PLC | 94186 | &nbsp;&nbsp;3544592 |
| Ω | Airtel Africa PLC | 278231 | &nbsp;&nbsp;1213095 |
|  | Ashtead Group PLC | 221086 | &nbsp;&nbsp;14233451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN LN)<br>| 32872 | &nbsp;&nbsp;6124518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca PLC <br>(AZN US), <br>Sponsored ADR<br>| 255076 | &nbsp;&nbsp;23663401 |
| Ω | Autotrader Group PLC | 383457 | &nbsp;&nbsp;2826648 |
|  | BP PLC (BP LN) | 165519 | &nbsp;&nbsp;1049483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP PLC (BP US), <br>Sponsored ADR<br>| 441231 | &nbsp;&nbsp;16713830 |
|  | BT Group PLC | 2677069 | &nbsp;&nbsp;7036730 |
|  | Bunzl PLC | 7601 | &nbsp;&nbsp;213155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CCL <br>LN)<br>| 5986 | &nbsp;&nbsp;177803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival PLC (CUK <br>US), ADR<br>| 4779 | &nbsp;&nbsp;142366 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola HBC AG, <br>Class DI<br>| 7645 | &nbsp;&nbsp;$415197 |
|  | Compass Group PLC | 214510 | &nbsp;&nbsp;6432176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Diageo PLC (DEO <br>US), Sponsored <br>ADR<br>| 81079 | &nbsp;&nbsp;7524131 |
|  | Diageo PLC (DGE LN) | 80730 | &nbsp;&nbsp;1857622 |
|  | Experian PLC | 200008 | &nbsp;&nbsp;7575250 |
|  | Fresnillo PLC | 2916 | &nbsp;&nbsp;143603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Games Workshop <br>Group PLC<br>| 2698 | &nbsp;&nbsp;629411 |
|  | GSK PLC (GSK LN) | 1058901 | &nbsp;&nbsp;27384932 |
|  | IMI PLC | 21516 | &nbsp;&nbsp;812493 |
|  | Imperial Brands PLC | 379216 | &nbsp;&nbsp;15971738 |
|  | Intertek Group PLC | 72040 | &nbsp;&nbsp;4419485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Legal & General Group <br>PLC<br>| 999910 | &nbsp;&nbsp;3630488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 798644 | &nbsp;&nbsp;4005360 |
|  | Next PLC | 48295 | &nbsp;&nbsp;8768385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser <br>Group PLC<br>| 182653 | &nbsp;&nbsp;15238558 |
|  | RELX PLC (REL LN) | 45322 | &nbsp;&nbsp;1606756 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;RELX PLC (RELX US), <br>Sponsored ADR<br>| 166564 | &nbsp;&nbsp;5962991 |
|  | RELX PLC (REN NA) | 28850 | &nbsp;&nbsp;1030449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce Holdings <br>PLC<br>| 728317 | &nbsp;&nbsp;12175257 |
|  | Sage Group PLC | 120134 | &nbsp;&nbsp;1575341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. James's Place <br>PLC<br>| 90454 | &nbsp;&nbsp;1889161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC UL US, <br>ADR<br>| 297914 | &nbsp;&nbsp;20365401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever PLC ULVRL <br>IX<br>| 43342 | &nbsp;&nbsp;2948530 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;229301787 |
| UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |  |
|  | Ferrovial SE | 41177 | &nbsp;&nbsp;2799624 |
| \* | Sunococorp LLC | 400 | &nbsp;&nbsp;21433 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;2821057 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;1765143463 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Ing hc F Porsche <br>AG, 5.627%<br>| 13698 | &nbsp;&nbsp;$666584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen AG, <br>6.202%<br>| 35319 | &nbsp;&nbsp;4284372 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;4950956 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Software, <br>Inc. Warrants <br>03/31/2040<br>| 4241 | &nbsp;&nbsp;0 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de <br>Construccion y <br>Servicios SA Rights <br>02/06/2026<br>| 31352 | &nbsp;&nbsp;17243 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;17243 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,144,381,657) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,144,381,657) |  | &nbsp;&nbsp;1770111662 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) | SECURITIES LENDING COLLATERAL — (4.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 6736148 | &nbsp;&nbsp;77917020 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,222,298,677)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,222,298,677)^^ |  | &nbsp;&nbsp;$1848028682 |

---

------

**International High Relative Profitability Portfolio**

**CONTINUED**

As of January 31, 2026, International High Relative Profitability Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;8 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$2747007 | &nbsp;&nbsp;&nbsp;&nbsp;$2786300 | &nbsp;&nbsp;&nbsp;&nbsp;$39293 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$2747007** | &nbsp;&nbsp;**$2786300** | &nbsp;&nbsp;**$39293** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $14,511,414 or 0.8% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$21387195 | &nbsp;&nbsp;&nbsp;$97021698 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$118408893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3071351 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3071351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16729506 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16729506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;173684993 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;173684993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24910903 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24910903 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16049866 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16049866 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;160276804 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;160276804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;134141996 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;134141996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30395115 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30395115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5028727 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5028727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;3962925 | &nbsp;&nbsp;&nbsp;15086609 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19049534 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;4492131 | &nbsp;&nbsp;&nbsp;31140499 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35632630 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;3993417 | &nbsp;&nbsp;&nbsp;387490882 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;391484299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;30453088 | &nbsp;&nbsp;&nbsp;51381864 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81834952 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4691509 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4691509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13166544 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13166544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2616672 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2616672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25746852 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25746852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;648362 | &nbsp;&nbsp;&nbsp;45696938 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46345300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;1560676 | &nbsp;&nbsp;&nbsp;61333861 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;62894537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;21310304 | &nbsp;&nbsp;&nbsp;145549332 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;166859636 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;74372120 | &nbsp;&nbsp;&nbsp;154929667 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;229301787 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;2821057 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2821057 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4950956 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4950956 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17243 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17243 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;77917020 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;77917020 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$338686268 | &nbsp;&nbsp;&nbsp;$1509342414 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1848028682 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;39293 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;39293 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$39293 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$39293 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Dimensional VA Equity Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (71.9%) | DOMESTIC EQUITIES — (71.9%) | DOMESTIC EQUITIES — (71.9%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1576377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80174511 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1393260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64173562 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1524856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36200073 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;550753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20135549 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;87793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578446 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204262141 |
| INTERNATIONAL EQUITIES — (28.1%) | INTERNATIONAL EQUITIES — (28.1%) | INTERNATIONAL EQUITIES — (28.1%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1620309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34609792 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;809283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25322457 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;675705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10568030 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;411386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087840 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;349298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358771 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79946890 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $192,761,114)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $192,761,114)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$284209031 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is located in this report (See Security Valuation Note).

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$284209031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$284209031 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$284209031 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$284209031 |

---

------

**DFA MN Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| MINNESOTA — (100.0%) | MINNESOTA — (100.0%) | MINNESOTA — (100.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Burnsville-Eagan-Savage <br>Independent School District <br>No. 191 (GO) (SD CRED <br>PROG) Series A |  |  |
| 5.000%, 02/01/28  | 275 | &nbsp;&nbsp;$289575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cambridge-Isanti Independent <br>School District No. 911 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 4.000%, 02/01/28  | 115 | &nbsp;&nbsp;118634 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Albert Lea (GO) Series <br>A |  |  |
| 4.000%, 02/01/26  | 270 | &nbsp;&nbsp;270000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Apple Valley (GO) <br>Series A |  |  |
| 5.000%, 12/15/28  | 100 | &nbsp;&nbsp;107741 |
| City of Blaine (GO) Series B |  |  |
| 5.000%, 02/01/27  | 100 | &nbsp;&nbsp;102730 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bloomington (GO) <br>Series B |  |  |
| 5.000%, 02/01/27  | 375 | &nbsp;&nbsp;385277 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Burnsville (GO) Series <br>A |  |  |
| 5.000%, 12/20/26  | 190 | &nbsp;&nbsp;194559 |
| 5.000%, 12/20/28  | 500 | &nbsp;&nbsp;538890 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Coon Rapids (GO) <br>Series A |  |  |
| 5.000%, 02/01/29  | 105 | &nbsp;&nbsp;113391 |
| City of Edina (GO) Series A |  |  |
| 5.000%, 02/01/27  | 230 | &nbsp;&nbsp;236372 |
| 5.000%, 02/01/28  | 120 | &nbsp;&nbsp;126504 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fergus Falls (GO) <br>Series A |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp;250000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lakeville (GO) Series <br>A |  |  |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp;527102 |
| City of Minneapolis (GO) |  |  |
| 5.000%, 12/01/26 | 255 | &nbsp;&nbsp;260730 |
| 5.500%, 12/01/26  | 830 | &nbsp;&nbsp;852044 |
| 3.000%, 12/01/27  | 1450 | &nbsp;&nbsp;1450380 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Minneapolis/St. Paul <br>Housing & Redevelopment <br>Authority (RB) |  |  |
| 5.000%, 11/15/26  | 325 | &nbsp;&nbsp;331021 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Moorhead (GO) Series <br>B |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp;210520 |
| City of Rogers (GO) Series B |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp;250000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of St. Louis Park (GO) <br>Series B |  |  |
| 5.000%, 02/01/28  | 275 | &nbsp;&nbsp;$289740 |
| City of St. Paul (GO) Series A |  |  |
| 5.000%, 09/01/26  | 235 | &nbsp;&nbsp;238747 |
| 5.000%, 09/01/27  | 500 | &nbsp;&nbsp;521359 |
| 5.000%, 09/01/28  | 500 | &nbsp;&nbsp;534876 |
| City of Waconia (GO) Series A |  |  |
| 3.000%, 02/01/26  | 820 | &nbsp;&nbsp;820000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cloquet Independent School <br>District No. 94 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp;210720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County Independent <br>School District No. 166 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp;200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Anoka (GO) Series <br>A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp;513702 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Dakota (GO) Series <br>A |  |  |
| 5.000%, 02/01/28  | 400 | &nbsp;&nbsp;421682 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series A |  |  |
| 5.000%, 12/01/31  | 1000 | &nbsp;&nbsp;1020020 |
| 5.000%, 12/01/32  | 100 | &nbsp;&nbsp;101985 |
| 5.000%, 12/01/37  | 220 | &nbsp;&nbsp;223402 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series B |  |  |
| 5.000%, 12/01/26  | 165 | &nbsp;&nbsp;168776 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series C |  |  |
| 5.000%, 12/01/28  | 210 | &nbsp;&nbsp;214309 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Olmsted (GO) <br>Series A |  |  |
| 5.000%, 02/01/28  | 300 | &nbsp;&nbsp;316020 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Ramsey (GO) <br>Series A |  |  |
| 5.000%, 02/01/27  | 185 | &nbsp;&nbsp;190051 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Ramsey (GO) <br>Series B |  |  |
| 5.000%, 02/01/28  | 100 | &nbsp;&nbsp;105420 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastern Carver County <br>Schools Independent <br>School District No. 112 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp;513452 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Elk River Independent School <br>District No. 728 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 225 | &nbsp;&nbsp;$225000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Farmington Independent <br>School District No. 192 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp;210439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fulda Independent School <br>District No. 505 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 150 | &nbsp;&nbsp;153841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hutchinson Independent <br>School District No. 423 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/27  | 300 | &nbsp;&nbsp;308011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lakeville Independent School <br>District No. 194 (GO) (SD <br>CRED PROG) Series B |  |  |
| 4.000%, 02/01/26  | 365 | &nbsp;&nbsp;365000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mahtomedi Independent <br>School District No. 832 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/27  | 350 | &nbsp;&nbsp;359311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Council (GO) <br>Series B |  |  |
| 5.000%, 03/01/26 | 800 | &nbsp;&nbsp;801756 |
| 5.000%, 03/01/28  | 275 | &nbsp;&nbsp;290515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Council (GO) <br>Series C |  |  |
| 5.000%, 12/01/26  | 825 | &nbsp;&nbsp;843676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minneapolis Special School <br>District No. 1 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 275 | &nbsp;&nbsp;282481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minneapolis Special School <br>District No. 1 (GO) (SD <br>CRED PROG) Series B |  |  |
| 5.000%, 02/01/33  | 350 | &nbsp;&nbsp;358372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minneapolis Special School <br>District No. 1 (GO) (SD <br>CRED PROG) Series C |  |  |
| 5.000%, 02/01/27  | 200 | &nbsp;&nbsp;205441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minneapolis-St. Paul <br>Metropolitan Airports <br>Commission (RB) Series A |  |  |
| 5.000%, 01/01/29  | 295 | &nbsp;&nbsp;302116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Municipal Power <br>Agency (RB) |  |  |
| 5.000%, 10/01/28  | 145 | &nbsp;&nbsp;145313 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Public Facilities <br>Authority State Revolving <br>Fund (RB) Series A |  |  |
| 5.000%, 03/01/26  | 370 | &nbsp;&nbsp;$370798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Public Facilities <br>Authority State Revolving <br>Fund (RB) Series B |  |  |
| 5.000%, 03/01/26  | 205 | &nbsp;&nbsp;205442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnetonka Independent <br>School District No. 276 <br>(GO) (SD CRED PROG) <br>Series D |  |  |
| 5.000%, 01/01/27  | 150 | &nbsp;&nbsp;153573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moorhead Independent <br>School District No. 152 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 4.000%, 02/01/31  | 200 | &nbsp;&nbsp;206053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northfield Independent School <br>District No. 659 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 300 | &nbsp;&nbsp;307861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Osseo Independent School <br>District No. 279 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/29  | 500 | &nbsp;&nbsp;539955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Red Rock Central <br>Independent School District <br>No. 2884 (GO) (SD CRED <br>PROG) Series A |  |  |
| 4.000%, 02/01/26  | 215 | &nbsp;&nbsp;215000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redwood Area Schools <br>Independent School District <br>No. 2897 (GO) (SD CRED <br>PROG) Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp;200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Robbinsdale Independent <br>School District No. 281 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 135 | &nbsp;&nbsp;135000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rochester Independent <br>School District No. 535 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp;513202 |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp;525898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roseville Independent School <br>District No. 623 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 150 | &nbsp;&nbsp;150000 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Grove Independent <br>School District No. 297 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 160 | &nbsp;&nbsp;$160000 |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Paul Independent School <br>District No. 625 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 150 | &nbsp;&nbsp;158010 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series A |  |  |
| 5.000%, 08/01/26 | 1130 | &nbsp;&nbsp;1145708 |
| 5.000%, 08/01/27 | 450 | &nbsp;&nbsp;468739 |
| 5.000%, 10/01/27  | 425 | &nbsp;&nbsp;444627 |
| 5.000%, 08/01/28  | 150 | &nbsp;&nbsp;160171 |
| 5.000%, 08/01/34  | 500 | &nbsp;&nbsp;506028 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series B |  |  |
| 5.000%, 10/01/26  | 115 | &nbsp;&nbsp;117130 |
| 5.000%, 08/01/27  | 200 | &nbsp;&nbsp;208328 |
| 5.000%, 08/01/28  | 115 | &nbsp;&nbsp;122798 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series D |  |  |
| 5.000%, 08/01/26  | 520 | &nbsp;&nbsp;527228 |
| 5.000%, 10/01/26  | 415 | &nbsp;&nbsp;422687 |
| 5.000%, 08/01/27 | 740 | &nbsp;&nbsp;770815 |
| 5.000%, 10/01/27  | 570 | &nbsp;&nbsp;596324 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series E |  |  |
| 5.000%, 08/01/26  | 345 | &nbsp;&nbsp;349796 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (RB) <br>Series A |  |  |
| 5.000%, 03/01/28  | 170 | &nbsp;&nbsp;179484 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Stillwater Independent School <br>District No. 834 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 250 | &nbsp;&nbsp;$263953 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Minnesota (RB) <br>Series B |  |  |
| 5.000%, 12/01/27  | 290 | &nbsp;&nbsp;304644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Virginia Independent School <br>District No. 706 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 190 | &nbsp;&nbsp;195036 |
| &nbsp;&nbsp;&nbsp;&nbsp;White Bear Lake Independent <br>School District No. 624 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 4.000%, 02/01/26  | 215 | &nbsp;&nbsp;215000 |
| 5.000%, 02/01/28  | 650 | &nbsp;&nbsp;684841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Willmar Independent School <br>District No. 347 (GO) (SD <br>CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 300 | &nbsp;&nbsp;300000 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL BONDS<br>(Cost $29,789,800) |  | &nbsp;&nbsp;29895132 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $29,789,800)^^ |  | &nbsp;&nbsp;$29895132 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$29895132 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$29895132 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$29895132 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$29895132 |

---

------

**DFA California Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (97.0%) | MUNICIPAL BONDS — (97.0%) | MUNICIPAL BONDS — (97.0%) |
| CALIFORNIA — (97.0%) | CALIFORNIA — (97.0%) | CALIFORNIA — (97.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alameda Unified School <br>District-Alameda County <br>(GO) Series B |  |  |
| 5.000%, 08/01/26  | 265 | &nbsp;&nbsp;$268911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series B |  |  |
| 5.000%, 10/01/27  | 2000 | &nbsp;&nbsp;2099824 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series E |  |  |
| 5.000%, 10/01/29  | 1500 | &nbsp;&nbsp;1573401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Antelope Valley Union High <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/28  | 415 | &nbsp;&nbsp;446497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Atascadero Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/28  | 235 | &nbsp;&nbsp;252478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay Area Toll Authority <br>(RB) Series A |  |  |
| 2.650%, 04/01/55  | 2470 | &nbsp;&nbsp;2470000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaumont Public <br>Improvement Authority <br>(RB) Series A |  |  |
| 5.000%, 09/01/28  | 300 | &nbsp;&nbsp;323199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belmont-Redwood Shores <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 860 | &nbsp;&nbsp;898174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beverly Hills Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/27  | 900 | &nbsp;&nbsp;940494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Buena Park School District <br>(GO) |  |  |
| 8.000%, 08/01/27  | 1730 | &nbsp;&nbsp;1878690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burbank Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/28  | 750 | &nbsp;&nbsp;808067 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) |  |  |
| 5.000%, 11/15/29  | 1015 | &nbsp;&nbsp;1020496 |
| 5.000%, 02/01/34  | 1000 | &nbsp;&nbsp;1024624 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 02/01/28  | 140 | &nbsp;&nbsp;148328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series B |  |  |
|  | 4.000%, 08/15/36  | 1975 | &nbsp;&nbsp;$1979619 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Infrastructure & <br>Economic Development <br>Bank (RB) (AMBAC) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Infrastructure & <br>Economic Development <br>Bank (RB) (AMBAC) <br>Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/36 <br>(Pre-refunded @ <br>$100, 1/1/28)<br>| 190 | &nbsp;&nbsp;200595 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Municipal <br>Finance Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Municipal <br>Finance Authority (RB) <br>Series A |  |  |
|  | 5.000%, 02/01/30  | 200 | &nbsp;&nbsp;214244 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Public Finance <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Public Finance <br>Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 110 | &nbsp;&nbsp;110853 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C |  |  |
|  | 4.000%, 11/01/30  | 750 | &nbsp;&nbsp;758016 |
|  | 4.000%, 11/01/31  | 600 | &nbsp;&nbsp;606016 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series A |  |  |
|  | 5.000%, 02/01/28  | 225 | &nbsp;&nbsp;237903 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B |  |  |
|  | 5.000%, 05/01/26  | 660 | &nbsp;&nbsp;664661 |
|  | 5.000%, 12/01/26  | 1160 | &nbsp;&nbsp;1187674 |
|  | 5.000%, 06/01/27  | 1545 | &nbsp;&nbsp;1603889 |
|  | 5.000%, 12/01/28  | 825 | &nbsp;&nbsp;891719 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C |  |  |
|  | 5.000%, 09/01/26 | 3800 | &nbsp;&nbsp;3863383 |
|  | 5.000%, 08/01/27  | 415 | &nbsp;&nbsp;432788 |
|  | 5.000%, 09/01/28 | 2754 | &nbsp;&nbsp;2957783 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D |  |  |
|  | 5.000%, 11/01/26  | 135 | &nbsp;&nbsp;137898 |
|  | 5.000%, 04/01/27  | 470 | &nbsp;&nbsp;478206 |
|  | 5.000%, 05/01/28  | 1070 | &nbsp;&nbsp;1138928 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State University <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;California State University <br>(RB) Series A |  |  |
|  | 5.000%, 11/01/27  | 825 | &nbsp;&nbsp;869745 |
|  | 5.000%, 11/01/28  | 25 | &nbsp;&nbsp;25061 |
|  | 5.000%, 11/01/31  | 2350 | &nbsp;&nbsp;2434075 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 11/01/33  | 1655 | &nbsp;&nbsp;$1665910 |
|  | 4.000%, 11/01/34  | 1500 | &nbsp;&nbsp;1503480 |
|  | 4.000%, 11/01/35  | 1000 | &nbsp;&nbsp;1001964 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority <br>(RB) Series A |  |  |
|  | 5.000%, 12/01/26  | 120 | &nbsp;&nbsp;122749 |
|  | 5.000%, 03/01/27  | 670 | &nbsp;&nbsp;671100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Campbell Union High <br>School District (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Campbell Union High <br>School District (GO) <br>Series B |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/37 <br>(Pre-refunded @ <br>$100, 8/1/26)<br>| 1290 | &nbsp;&nbsp;1302946 |
|  | 4.000%, 08/01/37  | 500 | &nbsp;&nbsp;501724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlsbad Unified School <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Carlsbad Unified School <br>District (GO) |  |  |
|  | 5.000%, 08/01/26  | 345 | &nbsp;&nbsp;350126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlsbad Unified School <br>District (COP) | &nbsp;&nbsp;&nbsp;&nbsp;Carlsbad Unified School <br>District (COP) |  |  |
|  | 4.000%, 10/01/27  | 190 | &nbsp;&nbsp;195756 |
|  | 4.000%, 10/01/28  | 125 | &nbsp;&nbsp;131076 |
|  | 4.000%, 10/01/29  | 55 | &nbsp;&nbsp;58538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chabot-Las Positas <br>Community College <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Chabot-Las Positas <br>Community College <br>District (GO) |  |  |
|  | 4.000%, 08/01/34  | 1355 | &nbsp;&nbsp;1362628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chino Valley Unified <br>School District (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;Chino Valley Unified <br>School District (GO) <br>Series C |  |  |
|  | 4.000%, 08/01/27  | 365 | &nbsp;&nbsp;375515 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (GO) Series F | &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (GO) Series F |  |  |
|  | 5.000%, 06/15/26  | 3000 | &nbsp;&nbsp;3034262 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (GO) Series <br>R-1 | &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (GO) Series <br>R-1 |  |  |
|  | 5.000%, 06/15/26  | 2000 | &nbsp;&nbsp;2022841 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R1 | &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R1 |  |  |
|  | 5.000%, 04/01/26  | 905 | &nbsp;&nbsp;909394 |
|  | 5.000%, 04/01/27  | 1235 | &nbsp;&nbsp;1277839 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R-1 | &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R-1 |  |  |
|  | 5.000%, 04/01/26  | 485 | &nbsp;&nbsp;487355 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bakersfield <br>Wastewater Revenue <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Bakersfield <br>Wastewater Revenue <br>(RB) Series A |  |  |
|  | 5.000%, 09/15/27  | 485 | &nbsp;&nbsp;508889 |
|  | 5.000%, 09/15/28  | 495 | &nbsp;&nbsp;534637 |
|  | 5.000%, 09/15/29  | 545 | &nbsp;&nbsp;605361 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City of Berkeley (RN) |  |  |
| 4.000%, 07/28/26  | 6280 | &nbsp;&nbsp;$6344524 |
| City of Grover Beach (GO) |  |  |
| 5.000%, 09/01/26  | 345 | &nbsp;&nbsp;350535 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Long Beach Airport <br>System Revenue (RB) <br>(AG) Series A |  |  |
| 5.000%, 06/01/29  | 235 | &nbsp;&nbsp;257629 |
| City of Los Angeles (RN) |  |  |
| 5.000%, 06/25/26  | 3055 | &nbsp;&nbsp;3090010 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Los Angeles <br>Wastewater System <br>Revenue (RB) Series A |  |  |
| 5.000%, 06/01/28  | 1675 | &nbsp;&nbsp;1796885 |
| City of Oakland (GO) |  |  |
| 5.000%, 07/15/26  | 520 | &nbsp;&nbsp;526580 |
| 5.000%, 07/15/27  | 910 | &nbsp;&nbsp;946667 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Oxnard Wastewater <br>Revenue (RB) (BAM) |  |  |
| 5.000%, 06/01/27  | 310 | &nbsp;&nbsp;322195 |
| 5.000%, 06/01/28  | 175 | &nbsp;&nbsp;186942 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Rancho Cordova <br>(ST) |  |  |
| 5.000%, 09/01/26  | 220 | &nbsp;&nbsp;223030 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Riverside Electric <br>Revenue (RB) Series A |  |  |
| 5.000%, 10/01/26  | 790 | &nbsp;&nbsp;806069 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Riverside Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 08/01/28  | 370 | &nbsp;&nbsp;398176 |
| 5.000%, 08/01/29  | 585 | &nbsp;&nbsp;646865 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Francisco <br>Public Utilities <br>Commission Water <br>Revenue (RB) Series D |  |  |
| 5.000%, 11/01/26  | 340 | &nbsp;&nbsp;347505 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Francisco <br>Public Utilities <br>Commission Water <br>Revenue (RB) Series F |  |  |
| 5.000%, 11/01/28  | 2500 | &nbsp;&nbsp;2714700 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Mateo (ST) <br>(BAM) |  |  |
| 5.000%, 09/01/29  | 400 | &nbsp;&nbsp;433994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clovis Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 525 | &nbsp;&nbsp;532854 |
| &nbsp;&nbsp;&nbsp;&nbsp;Compton Community <br>College District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 325 | &nbsp;&nbsp;329878 |
| 5.000%, 08/01/27  | 160 | &nbsp;&nbsp;167199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corona-Norco Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/27  | 280 | &nbsp;&nbsp;292725 |
| 5.000%, 08/01/28  | 265 | &nbsp;&nbsp;284776 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 08/01/29  | 260 | &nbsp;&nbsp;$287216 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Los Angeles <br>(RN) Series A |  |  |
| 5.000%, 06/30/26  | 4830 | &nbsp;&nbsp;4887652 |
| County of Riverside (RN) |  |  |
| 5.000%, 06/30/26  | 4015 | &nbsp;&nbsp;4064800 |
| County of San Diego (RN) |  |  |
| 5.000%, 06/30/26  | 5000 | &nbsp;&nbsp;5062028 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of San Diego <br>(COP) |  |  |
| 5.000%, 10/01/26  | 1860 | &nbsp;&nbsp;1897959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cupertino Union School <br>District (COP) |  |  |
| 5.000%, 06/01/27  | 500 | &nbsp;&nbsp;518528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Davis Joint Unified School <br>District (COP) (AG) |  |  |
| 4.000%, 08/01/27  | 1625 | &nbsp;&nbsp;1627237 |
| &nbsp;&nbsp;&nbsp;&nbsp;Desert Community College <br>District (GO) |  |  |
| 5.000%, 08/01/27  | 510 | &nbsp;&nbsp;534571 |
| 5.000%, 08/01/28  | 305 | &nbsp;&nbsp;329158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Desert Sands Unified <br>School District (GO) |  |  |
| 4.000%, 08/01/35  | 1460 | &nbsp;&nbsp;1506116 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Bay Municipal Utility <br>District Wastewater <br>System Revenue (RB) <br>Series B |  |  |
| 5.000%, 06/01/27  | 125 | &nbsp;&nbsp;130254 |
| 5.000%, 06/01/28  | 160 | &nbsp;&nbsp;171688 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Bay Municipal Utility <br>District Water System <br>Revenue (RB) Series B |  |  |
| 5.000%, 06/01/27  | 465 | &nbsp;&nbsp;484544 |
| 5.000%, 06/01/28  | 2790 | &nbsp;&nbsp;2993816 |
| 5.000%, 06/01/30  | 690 | &nbsp;&nbsp;718251 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Side Union High <br>School District (GO) |  |  |
| 5.000%, 08/01/27  | 305 | &nbsp;&nbsp;318492 |
| 5.000%, 08/01/28  | 315 | &nbsp;&nbsp;338668 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Side Union High <br>School District (GO) <br>Series D |  |  |
| 5.000%, 08/01/28  | 1200 | &nbsp;&nbsp;1290162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Folsom Cordova Unified <br>School District (GO) <br>(AG) Series D |  |  |
| 4.000%, 10/01/37  | 2100 | &nbsp;&nbsp;2109223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fontana Public Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 11/01/27  | 350 | &nbsp;&nbsp;367775 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Foothill-De Anza <br>Community College <br>District (GO) |  |  |
| 4.000%, 08/01/37  | 2850 | &nbsp;&nbsp;$2857520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foothill-De Anza <br>Community College <br>District (GO) Series D |  |  |
| 5.000%, 08/01/27  | 1585 | &nbsp;&nbsp;1655356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fremont Unified School <br>District/Alameda County <br>(GO) Series A |  |  |
| 8.000%, 08/01/27  | 3000 | &nbsp;&nbsp;3263432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresno Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 770 | &nbsp;&nbsp;781249 |
| 5.000%, 08/01/27  | 640 | &nbsp;&nbsp;668990 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glendale Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 245 | &nbsp;&nbsp;256580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grossmont Healthcare <br>District (GO) Series F |  |  |
| 5.000%, 07/15/27  | 485 | &nbsp;&nbsp;504791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grossmont Union High <br>School District (GO) |  |  |
| 4.000%, 08/01/33  | 1500 | &nbsp;&nbsp;1502151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hayward Unified School <br>District (GO) (BAM) <br>Series B |  |  |
| 5.000%, 08/01/26  | 690 | &nbsp;&nbsp;700184 |
| 5.000%, 08/01/27  | 305 | &nbsp;&nbsp;318492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Irrigation District <br>Electric System Revenue <br>(RB) |  |  |
| 5.000%, 11/01/26  | 895 | &nbsp;&nbsp;914959 |
| 5.000%, 11/01/27  | 310 | &nbsp;&nbsp;326292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indio Finance Authority <br>(RB) (BAM) Series A |  |  |
| 5.000%, 11/01/28  | 290 | &nbsp;&nbsp;312788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irvine Ranch Water District <br>(RB) Series B |  |  |
| 5.000%, 05/01/28  | 325 | &nbsp;&nbsp;347753 |
| 5.000%, 05/01/29  | 425 | &nbsp;&nbsp;467716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson Union High <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 110 | &nbsp;&nbsp;111596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lodi Unified School District <br>(GO) |  |  |
| 5.000%, 08/01/28  | 520 | &nbsp;&nbsp;559466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Community <br>College District (GO) <br>Series F |  |  |
| 5.000%, 08/01/26  | 1120 | &nbsp;&nbsp;1137090 |
| 5.000%, 08/01/27  | 870 | &nbsp;&nbsp;910858 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Community <br>College District (GO) <br>Series K |  |  |
| 4.000%, 08/01/38  | 735 | &nbsp;&nbsp;$736380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County <br>Metropolitan <br>Transportation Authority <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 4.000%, 07/01/27  | 2740 | &nbsp;&nbsp;2742636 |
| 5.000%, 07/01/34 | 2515 | &nbsp;&nbsp;2614383 |
| 5.000%, 06/01/35  | 3145 | &nbsp;&nbsp;3170687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series B |  |  |
| 5.000%, 12/01/31  | 1305 | &nbsp;&nbsp;1308840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series H |  |  |
| 5.000%, 12/01/28  | 495 | &nbsp;&nbsp;537582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series J |  |  |
| 5.000%, 12/01/26  | 320 | &nbsp;&nbsp;328173 |
| 5.000%, 12/01/27  | 310 | &nbsp;&nbsp;327347 |
| 5.000%, 12/01/28  | 350 | &nbsp;&nbsp;380108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County <br>Sanitation Districts <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/28  | 195 | &nbsp;&nbsp;210769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series A |  |  |
| 5.000%, 07/01/28  | 480 | &nbsp;&nbsp;504492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series B |  |  |
| 5.000%, 07/01/26  | 940 | &nbsp;&nbsp;950236 |
| 5.000%, 07/01/29  | 380 | &nbsp;&nbsp;388432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series C |  |  |
| 5.000%, 07/01/26  | 740 | &nbsp;&nbsp;746425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power Water <br>System Revenue (RB) <br>Series B |  |  |
| 5.000%, 07/01/26  | 200 | &nbsp;&nbsp;202220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series A |  |  |
| 5.000%, 07/01/27 | 3225 | &nbsp;&nbsp;3366676 |
| 5.000%, 07/01/29  | 1590 | &nbsp;&nbsp;1755160 |
| 5.000%, 07/01/30  | 5500 | &nbsp;&nbsp;6224095 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 655 | &nbsp;&nbsp;$683774 |
| 5.000%, 07/01/30  | 1530 | &nbsp;&nbsp;1617293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series C |  |  |
| 5.000%, 07/01/27  | 965 | &nbsp;&nbsp;1007393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Rios Community <br>College District (GO) |  |  |
| 5.000%, 08/01/28  | 1010 | &nbsp;&nbsp;1088454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Beach Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 09/01/27  | 2625 | &nbsp;&nbsp;2749561 |
| &nbsp;&nbsp;&nbsp;&nbsp;Millbrae Public Financing <br>Authority (RB) |  |  |
| 5.000%, 12/01/26  | 265 | &nbsp;&nbsp;271524 |
| 5.000%, 12/01/27  | 385 | &nbsp;&nbsp;406544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Modesto Irrigation District <br>(RB) Series A |  |  |
| 5.000%, 10/01/28  | 900 | &nbsp;&nbsp;901022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Montebello Unified School <br>District (GO) (BAM) <br>Series A |  |  |
| 5.000%, 08/01/28  | 680 | &nbsp;&nbsp;727410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moreno Valley Unified <br>School District (GO) <br>(BAM) Series A |  |  |
| 5.000%, 08/01/27  | 290 | &nbsp;&nbsp;302741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morongo Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 280 | &nbsp;&nbsp;284133 |
| 5.000%, 08/01/27  | 175 | &nbsp;&nbsp;182742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Diablo Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/28  | 1380 | &nbsp;&nbsp;1485790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Diablo Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/27  | 250 | &nbsp;&nbsp;260795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mt San Antonio Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 855 | &nbsp;&nbsp;894117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipal Improvement <br>Corp. of Los Angeles <br>(RB) Series B |  |  |
| 5.000%, 11/01/27  | 1765 | &nbsp;&nbsp;1801565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Napa Valley Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 100 | &nbsp;&nbsp;104424 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Haven Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/26  | 530 | &nbsp;&nbsp;537981 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;North Lake Tahoe Public <br>Financing Authority (RB) |  |  |
| 5.000%, 12/01/27  | 150 | &nbsp;&nbsp;$158394 |
| 5.000%, 12/01/28  | 175 | &nbsp;&nbsp;190024 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) |  |  |
| 5.000%, 08/01/28  | 1375 | &nbsp;&nbsp;1393502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) Series A |  |  |
| 5.000%, 08/01/27  | 400 | &nbsp;&nbsp;401765 |
| 5.000%, 08/01/28  | 1020 | &nbsp;&nbsp;1021061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Public Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/28  | 350 | &nbsp;&nbsp;378783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange County Sanitation <br>District (RB) Series A |  |  |
| 5.000%, 02/01/33  | 905 | &nbsp;&nbsp;905000 |
| 5.000%, 02/01/34  | 2255 | &nbsp;&nbsp;2255000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pacific Grove Unified <br>School District (GO) |  |  |
| 3.000%, 08/01/26  | 210 | &nbsp;&nbsp;210721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pajaro Valley Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 3230 | &nbsp;&nbsp;3375817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pasadena Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 1875 | &nbsp;&nbsp;1962487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Petaluma Joint Union High <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 1000 | &nbsp;&nbsp;1044086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburg Unified School <br>District (GO) (AG) |  |  |
| 5.000%, 08/01/28  | 85 | &nbsp;&nbsp;91098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburg Unified School <br>District (GO) (AG) Series <br>A |  |  |
| 5.000%, 08/01/27  | 865 | &nbsp;&nbsp;903265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Placentia-Yorba Linda <br>Unified School District <br>(COP) |  |  |
| 5.000%, 10/01/28  | 100 | &nbsp;&nbsp;107603 |
| 5.000%, 10/01/29  | 250 | &nbsp;&nbsp;275249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pleasanton Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/27 | 1595 | &nbsp;&nbsp;1667972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pomona Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/29  | 350 | &nbsp;&nbsp;386888 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pomona Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 340 | &nbsp;&nbsp;355607 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Reed Union School District <br>(GO) |  |  |
| 4.000%, 08/01/26  | 250 | &nbsp;&nbsp;$252397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series K |  |  |
| 2.650%, 05/15/47  | 200 | &nbsp;&nbsp;200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series L |  |  |
| 5.000%, 05/15/33  | 3965 | &nbsp;&nbsp;3995106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series O-2 |  |  |
| 2.650%, 05/15/45  | 695 | &nbsp;&nbsp;695000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 1000 | &nbsp;&nbsp;1015259 |
| 5.000%, 08/01/27  | 725 | &nbsp;&nbsp;758169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/27  | 55 | &nbsp;&nbsp;57550 |
| 5.000%, 08/01/28  | 185 | &nbsp;&nbsp;199229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Unified School <br>District (GO) Series D |  |  |
| 5.000%, 08/01/27  | 130 | &nbsp;&nbsp;136026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Financing <br>Authority (RB) |  |  |
| 5.000%, 12/01/26  | 190 | &nbsp;&nbsp;194757 |
| 5.000%, 12/01/27  | 205 | &nbsp;&nbsp;216319 |
| 5.000%, 12/01/28  | 265 | &nbsp;&nbsp;287445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Unified <br>School District (GO) <br>(BAM) |  |  |
| 5.000%, 07/01/28  | 520 | &nbsp;&nbsp;555180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Unified <br>School District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp;1069972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento Municipal <br>Utility District (RB) <br>Series G |  |  |
| 5.000%, 08/15/37  | 1280 | &nbsp;&nbsp;1383303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salinas Union High School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 300 | &nbsp;&nbsp;313407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salinas Union High School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/28  | 215 | &nbsp;&nbsp;231318 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino <br>Community College <br>District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino <br>Community College <br>District (GO) Series A |  |  |
|  | 4.000%, 08/01/32  | 2590 | &nbsp;&nbsp;$2646390 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino County <br>Transportation Authority <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino County <br>Transportation Authority <br>(RB) Series A |  |  |
|  | 5.000%, 03/01/27  | 395 | &nbsp;&nbsp;408595 |
|  | 5.000%, 03/01/28  | 1060 | &nbsp;&nbsp;1129223 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Community <br>College District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Community <br>College District (GO) |  |  |
|  | 5.000%, 08/01/26  | 385 | &nbsp;&nbsp;390990 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego County Water <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Diego County Water <br>Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/26  | 250 | &nbsp;&nbsp;251835 |
|  | 5.000%, 05/01/27  | 135 | &nbsp;&nbsp;139964 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego County/San <br>Diego County School <br>Districts (RN) Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Diego County/San <br>Diego County School <br>Districts (RN) Series A |  |  |
|  | 5.000%, 08/31/26  | 5000 | &nbsp;&nbsp;5087060 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Public Facilities <br>Financing Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Public Facilities <br>Financing Authority (RB) <br>Series A |  |  |
|  | 5.000%, 10/15/26  | 125 | &nbsp;&nbsp;127781 |
|  | 5.000%, 10/15/27  | 1010 | &nbsp;&nbsp;1064189 |
|  | 5.000%, 10/15/28  | 2640 | &nbsp;&nbsp;2863107 |
|  | 5.000%, 05/15/38  | 3060 | &nbsp;&nbsp;3078324 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) (AG) Series <br>E-2 | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) (AG) Series <br>E-2 |  |  |
|  | 5.500%, 07/01/27  | 1160 | &nbsp;&nbsp;1220686 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) (AG) Series <br>F-1 | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) (AG) Series <br>F-1 |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/01/27 <br>(Pre-refunded @ <br>$100, 7/1/27)<br>| 125 | &nbsp;&nbsp;130424 |
|  | 5.250%, 07/01/27  | 365 | &nbsp;&nbsp;382826 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series G-2 | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series G-2 |  |  |
|  | 5.000%, 07/01/27  | 1060 | &nbsp;&nbsp;1105959 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series I-3 | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series I-3 |  |  |
|  | 5.000%, 07/01/26  | 2195 | &nbsp;&nbsp;2222287 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series R-5 | &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series R-5 |  |  |
|  | 5.000%, 07/01/26  | 355 | &nbsp;&nbsp;359413 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series E-1 | &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series E-1 |  |  |
|  | 5.000%, 08/01/27  | 1870 | &nbsp;&nbsp;1957537 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series H | &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series H |  |  |
|  | 5.000%, 08/01/27  | 6660 | &nbsp;&nbsp;6971763 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>Sales Tax Revenue (RB) |  |  |
| 4.000%, 07/01/35  | 575 | &nbsp;&nbsp;$576980 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/27  | 1330 | &nbsp;&nbsp;1388808 |
| 5.000%, 07/01/28  | 840 | &nbsp;&nbsp;900733 |
| 4.000%, 07/01/34  | 480 | &nbsp;&nbsp;487333 |
| 4.000%, 07/01/38  | 385 | &nbsp;&nbsp;388007 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Public Utilities <br>Commission Wastewater <br>Revenue (RB) Series A |  |  |
| 5.000%, 10/01/31  | 1050 | &nbsp;&nbsp;1053470 |
| 5.000%, 10/01/35  | 1000 | &nbsp;&nbsp;1002794 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Public Utilities <br>Commission Wastewater <br>Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 230 | &nbsp;&nbsp;242062 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Community <br>College District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 06/15/26  | 445 | &nbsp;&nbsp;449949 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 06/15/28  | 810 | &nbsp;&nbsp;864189 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series B |  |  |
| 4.000%, 06/15/28  | 1535 | &nbsp;&nbsp;1600219 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series C |  |  |
| 5.000%, 06/15/28  | 1190 | &nbsp;&nbsp;1269610 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series FC |  |  |
| 5.000%, 06/15/28  | 2570 | &nbsp;&nbsp;2575124 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Gabriel Unified School <br>District (GO) Series A |  |  |
| 8.000%, 08/01/26  | 885 | &nbsp;&nbsp;911447 |
| 8.000%, 08/01/27  | 695 | &nbsp;&nbsp;756569 |
| 8.000%, 08/01/28  | 830 | &nbsp;&nbsp;952587 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin County <br>Transportation Authority <br>Measure K Sales Tax <br>Revenue (RB) |  |  |
| 5.000%, 03/01/26  | 315 | &nbsp;&nbsp;315768 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin Delta <br>Community College <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 385 | &nbsp;&nbsp;$402322 |
| 5.000%, 08/01/28  | 110 | &nbsp;&nbsp;118349 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Jose Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 2495 | &nbsp;&nbsp;2608014 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Leandro Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/27  | 60 | &nbsp;&nbsp;62727 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Marcos Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/28  | 500 | &nbsp;&nbsp;537441 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo County <br>Community College <br>District (GO) Series B |  |  |
| 5.000%, 09/01/28  | 200 | &nbsp;&nbsp;216055 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Foster City <br>School District (GO) <br>Series C |  |  |
| 5.000%, 08/01/27  | 385 | &nbsp;&nbsp;402672 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series B |  |  |
| 4.000%, 09/01/29  | 1195 | &nbsp;&nbsp;1207113 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series C |  |  |
| 4.000%, 09/01/26  | 355 | &nbsp;&nbsp;359382 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series D |  |  |
| 5.000%, 09/01/28  | 650 | &nbsp;&nbsp;702692 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Rafael City High <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 365 | &nbsp;&nbsp;370515 |
| 5.000%, 08/01/27  | 145 | &nbsp;&nbsp;151656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Clara Unified School <br>District (GO) |  |  |
| 4.000%, 07/01/36  | 1000 | &nbsp;&nbsp;1003470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Clara Valley <br>Transportation Authority <br>(RB) Series A |  |  |
| 5.000%, 06/01/26  | 570 | &nbsp;&nbsp;575647 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Monica-Malibu <br>Unified School District <br>(GO) Series A |  |  |
| 5.000%, 08/01/26  | 695 | &nbsp;&nbsp;705918 |
| 5.000%, 08/01/27  | 260 | &nbsp;&nbsp;272329 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Scotts Valley Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 250 | &nbsp;&nbsp;$253790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Community <br>College District (GO) <br>Series A |  |  |
| 5.250%, 08/01/28  | 355 | &nbsp;&nbsp;384099 |
| State of California (GO) |  |  |
| 5.000%, 04/01/26  | 1515 | &nbsp;&nbsp;1522555 |
| 5.000%, 08/01/26 | 6365 | &nbsp;&nbsp;6462093 |
| 4.000%, 09/01/26  | 1340 | &nbsp;&nbsp;1356143 |
| 5.000%, 09/01/26 | 3470 | &nbsp;&nbsp;3531732 |
| 4.000%, 11/01/26  | 3435 | &nbsp;&nbsp;3488301 |
| 5.000%, 03/01/27  | 3610 | &nbsp;&nbsp;3727504 |
| 5.000%, 04/01/27  | 1800 | &nbsp;&nbsp;1861993 |
| 3.500%, 08/01/27  | 4890 | &nbsp;&nbsp;4982576 |
| 5.000%, 08/01/27 | 8290 | &nbsp;&nbsp;8656182 |
| 5.000%, 09/01/27  | 710 | &nbsp;&nbsp;743112 |
| 5.000%, 10/01/27 | 2275 | &nbsp;&nbsp;2386597 |
| 5.000%, 11/01/27 | 2300 | &nbsp;&nbsp;2418392 |
| 5.000%, 12/01/27  | 1555 | &nbsp;&nbsp;1638812 |
| 5.000%, 03/01/28 | 1820 | &nbsp;&nbsp;1929443 |
| 5.000%, 04/01/28  | 1740 | &nbsp;&nbsp;1848752 |
| 5.000%, 08/01/28 | 4350 | &nbsp;&nbsp;4619317 |
| 5.000%, 09/01/28 | 2595 | &nbsp;&nbsp;2732250 |
| 5.000%, 10/01/28  | 5 | &nbsp;&nbsp;5012 |
| 5.000%, 11/01/28  | 1170 | &nbsp;&nbsp;1262526 |
| 5.000%, 12/01/28  | 1755 | &nbsp;&nbsp;1897937 |
| 5.000%, 10/01/29  | 300 | &nbsp;&nbsp;301445 |
| 5.000%, 08/01/30  | 40 | &nbsp;&nbsp;40096 |
| 5.000%, 10/01/30  | 1100 | &nbsp;&nbsp;1183408 |
| 5.250%, 08/01/31  | 165 | &nbsp;&nbsp;165418 |
| 5.000%, 09/01/31  | 1350 | &nbsp;&nbsp;1371643 |
| 4.000%, 09/01/32 | 450 | &nbsp;&nbsp;453361 |
| 5.000%, 09/01/32  | 1300 | &nbsp;&nbsp;1319857 |
| 5.000%, 10/01/32  | 5 | &nbsp;&nbsp;5011 |
| 5.000%, 08/01/33  | 450 | &nbsp;&nbsp;455650 |
| 5.000%, 09/01/33  | 1000 | &nbsp;&nbsp;1014518 |
| 4.000%, 08/01/35  | 580 | &nbsp;&nbsp;582758 |
| 5.000%, 10/01/35  | 2030 | &nbsp;&nbsp;2037479 |
| 4.000%, 11/01/35  | 1000 | &nbsp;&nbsp;1019045 |
| 4.000%, 09/01/36  | 1960 | &nbsp;&nbsp;1968574 |
| 5.000%, 11/01/39  | 1500 | &nbsp;&nbsp;1578264 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>Series B |  |  |
| 5.000%, 10/01/26  | 1515 | &nbsp;&nbsp;1545806 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>(AMBAC) |  |  |
| 5.000%, 02/01/27  | 1070 | &nbsp;&nbsp;1102178 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>BG |  |  |
| 5.000%, 12/01/27  | 2585 | &nbsp;&nbsp;2729602 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/26  | 2990 | &nbsp;&nbsp;$2996591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 300 | &nbsp;&nbsp;304428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweetwater Union High <br>School District (GO) <br>Series A-2 |  |  |
| 5.000%, 08/01/26  | 375 | &nbsp;&nbsp;380703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tahoe-Truckee Unified <br>School District (GO) <br>Series C |  |  |
| 5.000%, 08/01/26  | 100 | &nbsp;&nbsp;101476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ukiah Public Financing <br>Authority (RB) |  |  |
| 4.000%, 04/01/28  | 425 | &nbsp;&nbsp;439338 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BS |  |  |
| 5.000%, 05/15/26  | 2380 | &nbsp;&nbsp;2400928 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AR |  |  |
| 5.000%, 05/15/30  | 545 | &nbsp;&nbsp;548862 |
| 5.000%, 05/15/32  | 1620 | &nbsp;&nbsp;1630683 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BS |  |  |
| 5.000%, 05/15/29  | 400 | &nbsp;&nbsp;439108 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BX |  |  |
| 5.000%, 05/15/26  | 3195 | &nbsp;&nbsp;3223095 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BZ |  |  |
| 5.000%, 05/15/26  | 4125 | &nbsp;&nbsp;4161272 |
| 5.000%, 05/15/27  | 1745 | &nbsp;&nbsp;1814068 |
| 5.000%, 05/15/28  | 830 | &nbsp;&nbsp;887056 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series M |  |  |
| 5.000%, 05/15/35  | 1000 | &nbsp;&nbsp;1031159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventura County Community <br>College District (GO) |  |  |
| 4.000%, 08/01/32  | 5000 | &nbsp;&nbsp;5012119 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventura Unified School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 625 | &nbsp;&nbsp;652648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vista Joint Powers <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 05/01/27  | 300 | &nbsp;&nbsp;310050 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 05/01/28  | 775 | &nbsp;&nbsp;$827980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Union School <br>District/Monterey County <br>(GO) |  |  |
| 5.000%, 08/01/27  | 135 | &nbsp;&nbsp;140666 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Contra Costa Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/29  | 750 | &nbsp;&nbsp;826796 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Contra Costa Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 2015 | &nbsp;&nbsp;2045042 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Valley-Mission <br>Community College <br>District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 270 | &nbsp;&nbsp;282026 |
| 4.000%, 08/01/34  | 1260 | &nbsp;&nbsp;1260567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Whittier Union High School <br>District (GO) Series C |  |  |
| 5.000%, 08/01/26  | 365 | &nbsp;&nbsp;370716 |
| 5.000%, 08/01/27  | 155 | &nbsp;&nbsp;162326 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $356,168,348) |  | &nbsp;&nbsp;358055369 |
| COMMERCIAL PAPER — (3.0%) | COMMERCIAL PAPER — (3.0%) | COMMERCIAL PAPER — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority |  |  |
| 2.480%, 05/05/26 | 5000 | &nbsp;&nbsp;5003717 |
| 2.400%, 07/07/26 | 3000 | &nbsp;&nbsp;3001241 |
| 2.350%, 07/09/26 | 3000 | &nbsp;&nbsp;3000611 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $11,000,000) |  | &nbsp;&nbsp;11005569 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $182,801)<br>| 182783 | &nbsp;&nbsp;182801 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $367,351,149)^^ |  | &nbsp;&nbsp;$369243739 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

As of January 31, 2026, DFA California Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Bank of America <br>Corp.<br>| 2.940% | Fixed | CPI | Maturity | USD | 5000000 | 10/19/26 |  |  | $287958 | $287958 |
| Bank of America <br>Corp.<br>| 2.915% | Fixed | CPI | Maturity | USD | 5000000 | 12/09/27 |  |  | 249333 | 249333 |
| Bank of America <br>Corp.<br>| 2.847% | Fixed | CPI | Maturity | USD | 5000000 | 12/27/27 |  |  | 244994 | 244994 |
| Bank of America <br>Corp.<br>| 2.827% | Fixed | CPI | Maturity | USD | 4000000 | 01/11/28 |  |  | 186880 | 186880 |
| Bank of America <br>Corp.<br>| 2.737% | Fixed | CPI | Maturity | USD | 10000000 | 08/05/26 |  |  | 815218 | 815218 |
| Bank of America <br>Corp.<br>| 2.582% | Fixed | CPI | Maturity | USD | 4000000 | 06/18/28 |  |  | 388085 | 388085 |
| Bank of America <br>Corp.<br>| 2.578% | Fixed | CPI | Maturity | USD | 5000000 | 07/15/29 |  |  | 448283 | 448283 |
| Bank of America <br>Corp.<br>| 2.497% | Fixed | CPI | Maturity | USD | 10000000 | 06/28/29 |  |  | 999169 | 999169 |
| Bank of America <br>Corp.<br>| 2.143% | Fixed | CPI | Maturity | USD | 6000000 | 09/18/26 |  |  | 70682 | 70682 |
| Bank of America <br>Corp.<br>| 2.065% | Fixed | CPI | Maturity | USD | 9000000 | 12/12/26 |  |  | 1226858 | 1226858 |
| Citibank, N.A. | 2.238% | Fixed | CPI | Maturity | USD | 29000000 | 12/31/26 |  |  | 13777 | 13777 |
| Citibank, N.A. | 1.986% | Fixed | CPI | Maturity | USD | 6000000 | 02/20/26 |  |  | 844399 | 844399 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.553% | Fixed | CPI | Maturity | USD | 13000000 | 01/30/27 |  |  | 9238 | 9238 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.463% | Fixed | CPI | Maturity | USD | 9000000 | 04/25/30 |  |  | 11860 | 11860 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.439% | Fixed | CPI | Maturity | USD | 7000000 | 11/28/27 |  |  | 7216 | 7216 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.420% | Fixed | CPI | Maturity | USD | 20000000 | 01/23/27 |  |  | 22293 | 22293 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.377% | Fixed | CPI | Maturity | USD | 7000000 | 04/17/30 |  |  | 38460 | 38460 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.254% | Fixed | CPI | Maturity | USD | 9000000 | 12/23/26 |  |  | 7721 | 7721 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.232% | Fixed | CPI | Maturity | USD | 9000000 | 09/04/27 |  |  | 108388 | 108388 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.201% | Fixed | CPI | Maturity | USD | 11000000 | 09/25/26 |  |  | 115274 | 115274 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$6096086** | **$6096086** |
| Bank of America <br>Corp.<br>| 3.014% | Fixed | CPI | Maturity | USD | 13000000 | 07/24/27 |  |  | (83913)<br>| (83913)<br>|
| Bank of America <br>Corp.<br>| 3.009% | Fixed | CPI | Maturity | USD | 15000000 | 02/20/26 |  |  | (46893)<br>| (46893)<br>|
| Bank of America <br>Corp.<br>| 2.778% | Fixed | CPI | Maturity | USD | 13000000 | 05/15/27 |  |  | (54255)<br>| (54255)<br>|
| Bank of America <br>Corp.<br>| 2.764% | Fixed | CPI | Maturity | USD | 11000000 | 02/05/26 |  |  | (4145)<br>| (4145)<br>|
| Citibank, N.A. | 3.355% | Fixed | CPI | Maturity | USD | 7000000 | 04/09/26 |  |  | (59497)<br>| (59497)<br>|
| Citibank, N.A. | 3.245% | Fixed | CPI | Maturity | USD | 10000000 | 05/21/26 |  |  | (60707)<br>| (60707)<br>|
| Citibank, N.A. | 3.025% | Fixed | CPI | Maturity | USD | 13000000 | 08/01/27 |  |  | (85474)<br>| (85474)<br>|
| Citibank, N.A. | 2.980% | Fixed | CPI | Maturity | USD | 13000000 | 03/17/26 |  |  | (51058)<br>| (51058)<br>|
| Citibank, N.A. | 2.940% | Fixed | CPI | Maturity | USD | 25000000 | 03/03/26 |  |  | (68428)<br>| (68428)<br>|
| Citibank, N.A. | 2.812% | Fixed | CPI | Maturity | USD | 8000000 | 02/12/26 |  |  | (8006)<br>| (8006)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.958% | Fixed | CPI | Maturity | USD | 6000000 | 08/12/27 |  |  | (34986)<br>| (34986)<br>|

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.919% | Fixed | CPI | Maturity | USD | 10000000 | 09/24/27 |  |  | $(62708)<br>| $(62708)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.865% | Fixed | CPI | Maturity | USD | 7000000 | 07/09/27 |  |  | (28445)<br>| (28445)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.775% | Fixed | CPI | Maturity | USD | 11000000 | 06/09/27 |  |  | (32034)<br>| (32034)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.752% | Fixed | CPI | Maturity | USD | 16000000 | 10/24/27 |  |  | (62452)<br>| (62452)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.577% | Fixed | CPI | Maturity | USD | 12000000 | 11/19/27 |  |  | (16763)<br>| (16763)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(759764)**<br>| **$(759764)**<br>|
| **Total Appreciation** <br>**(Depreciation)** | **Total Appreciation** <br>**(Depreciation)** |  |  |  |  |  |  |  |  | **$5336322** | **$5336322** |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$358055369 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$358055369 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11005569 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11005569 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$182801 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182801 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$182801 | &nbsp;&nbsp;&nbsp;$369060938 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$369243739 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6096086 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6096086 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(759764) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(759764) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5336322 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5336322 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.5%) | AGENCY OBLIGATIONS — (8.5%) | AGENCY OBLIGATIONS — (8.5%) | AGENCY OBLIGATIONS — (8.5%) | AGENCY OBLIGATIONS — (8.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp. |  |  |  |
|  | 2.630%, 08/03/26  |  | 67 | &nbsp;&nbsp;$66638 |
| &nbsp;&nbsp;&nbsp;&nbsp;Government National <br>Mortgage Association, <br>TBA | &nbsp;&nbsp;&nbsp;&nbsp;Government National <br>Mortgage Association, <br>TBA |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/56 <br>TBA<br>|  | 33716 | &nbsp;&nbsp;34487151 |
| &nbsp;&nbsp;&nbsp;&nbsp;Uniform Mortgage-Backed <br>Security, TBA | &nbsp;&nbsp;&nbsp;&nbsp;Uniform Mortgage-Backed <br>Security, TBA | &nbsp;&nbsp;&nbsp;&nbsp;Uniform Mortgage-Backed <br>Security, TBA |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/01/56 <br>TBA<br>|  | 77703 | &nbsp;&nbsp;63020004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/56 <br>TBA<br>|  | 71439 | &nbsp;&nbsp;60628331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/56 <br>TBA<br>|  | 15772 | &nbsp;&nbsp;13976943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/56 <br>TBA<br>|  | 59572 | &nbsp;&nbsp;61000503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/56 <br>TBA<br>|  | 31737 | &nbsp;&nbsp;32865152 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;266044722 |
| BONDS — (85.9%) | BONDS — (85.9%) | BONDS — (85.9%) | BONDS — (85.9%) | BONDS — (85.9%) |
| AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 2.000%, 07/15/30 | EUR | 1367 | &nbsp;&nbsp;1543522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.560%, <br>FRN, 4.237%, <br>03/18/26<br>|  | 6900 | &nbsp;&nbsp;6903450 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.297%, <br>06/18/28<br>|  | 7100 | &nbsp;&nbsp;7130628 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.292%, <br>12/08/28<br>|  | 1800 | &nbsp;&nbsp;1805364 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 3000 | &nbsp;&nbsp;3034855 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 1850 | &nbsp;&nbsp;1871494 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.382%, <br>12/08/30<br>|  | 7000 | &nbsp;&nbsp;7022750 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |
|  | 1.500%, 04/29/30 | EUR | 1000 | &nbsp;&nbsp;1118122 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | 3.125%, 04/29/33 | EUR | 3000 | &nbsp;&nbsp;$3517919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.319%, <br>03/14/28<br>|  | 3136 | &nbsp;&nbsp;3150760 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.603%, <br>08/17/28<br>| AUD | 3780 | &nbsp;&nbsp;2660000 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 9500 | &nbsp;&nbsp;9589406 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 846 | &nbsp;&nbsp;853962 |
| Fortescue Treasury Pty. Ltd. | Fortescue Treasury Pty. Ltd. | Fortescue Treasury Pty. Ltd. |  |  |
| Ω | 4.500%, 09/15/27 |  | 800 | &nbsp;&nbsp;799935 |
| Ω | 5.875%, 04/15/30 |  | 350 | &nbsp;&nbsp;360129 |
| Ω | 4.375%, 04/01/31 |  | 1176 | &nbsp;&nbsp;1136251 |
| #Ω | 6.125%, 04/15/32 |  | 1600 | &nbsp;&nbsp;1666282 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 2.850%, 04/27/31 |  | 1880 | &nbsp;&nbsp;1741059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.422%, 06/12/28 |  | 1800 | &nbsp;&nbsp;1809622 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.306%, <br>06/11/27<br>|  | 5000 | &nbsp;&nbsp;5019720 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.427%, <br>10/18/27<br>| AUD | 7400 | &nbsp;&nbsp;5172109 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.257%, <br>10/26/27<br>|  | 2280 | &nbsp;&nbsp;2290377 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.850%, <br>11/25/27<br>| AUD | 1040 | &nbsp;&nbsp;733141 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.329%, <br>06/13/28<br>|  | 2900 | &nbsp;&nbsp;2915117 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.183%, <br>12/13/28<br>|  | 1800 | &nbsp;&nbsp;1801087 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>01/13/31<br>|  | 7000 | &nbsp;&nbsp;7026845 |
| &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. |  |  |
|  | 1.500%, 02/20/32 | AUD | 14820 | &nbsp;&nbsp;8539726 |
|  | 2.000%, 03/08/33 | AUD | 8000 | &nbsp;&nbsp;4587165 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | 1.750%, 03/20/34 | AUD | 22200 | &nbsp;&nbsp;$12000956 |
|  | 4.250%, 02/20/36 | AUD | 4900 | &nbsp;&nbsp;3128160 |
| Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. |  |  |
|  | 1.500%, 08/20/32 | AUD | 9700 | &nbsp;&nbsp;5465888 |
|  | 1.750%, 07/20/34 | AUD | 34000 | &nbsp;&nbsp;18072294 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Australian <br>Government Financing <br>Authority | &nbsp;&nbsp;&nbsp;&nbsp;South Australian <br>Government Financing <br>Authority |  |  |  |
|  | 1.750%, 05/24/32 | AUD | 29500 | &nbsp;&nbsp;17101286 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |  |  |
|  | 4.250%, 12/20/32 | AUD | 10800 | &nbsp;&nbsp;7207801 |
|  | 2.250%, 09/15/33 | AUD | 6000 | &nbsp;&nbsp;3427422 |
|  | 2.250%, 11/20/34 | AUD | 41200 | &nbsp;&nbsp;22600829 |
|  | 2.000%, 09/17/35 | AUD | 21100 | &nbsp;&nbsp;10978455 |
|  | 2.000%, 11/20/37 | AUD | 12000 | &nbsp;&nbsp;5766030 |
|  | 5.500%, 09/15/39 | AUD | 4300 | &nbsp;&nbsp;2934749 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Australian <br>Treasury Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Western Australian <br>Treasury Corp. |  |  |  |
|  | 2.000%, 10/24/34 | AUD | 15500 | &nbsp;&nbsp;8439598 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>04/16/29<br>|  | 10800 | &nbsp;&nbsp;10893743 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.880%, <br>FRN, 4.535%, <br>05/14/29<br>| AUD | 8400 | &nbsp;&nbsp;5888474 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.488%, <br>07/01/30<br>|  | 2000 | &nbsp;&nbsp;2019492 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;231725974 |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 300 | &nbsp;&nbsp;320302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse <br>Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse <br>Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse <br>Gemeenschap |  |  |
|  | 3.125%, 06/22/34 | EUR | 7800 | &nbsp;&nbsp;9156762 |
|  | 3.375%, 06/22/35 | EUR | 13400 | &nbsp;&nbsp;15822637 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;25299701 |
| CANADA — (15.1%) | CANADA — (15.1%) | CANADA — (15.1%) | CANADA — (15.1%) | CANADA — (15.1%) |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 2.450%, 02/02/32 |  | 8891 | &nbsp;&nbsp;7954150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. |  |  |  |
|  | 6.250%, 03/15/38 |  | 7295 | &nbsp;&nbsp;7722794 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
|  | 2.750%, 02/13/32 | EUR | 18020 | &nbsp;&nbsp;21196316 |
| City of Montreal | City of Montreal |  |  |  |
|  | 3.150%, 12/01/36 | CAD | 10000 | &nbsp;&nbsp;6706643 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
|  | 1.500%, 03/04/33 | EUR | 9500 | &nbsp;&nbsp;10220226 |
|  | 4.750%, 06/02/33 | CAD | 17400 | &nbsp;&nbsp;13829400 |
|  | 4.300%, 06/02/34 | CAD | 9500 | &nbsp;&nbsp;7314927 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Magna International, Inc. | Magna International, Inc. |  |  |  |
|  | 4.375%, 03/17/32 | EUR | 1720 | &nbsp;&nbsp;$2153623 |
| Methanex Corp. | Methanex Corp. |  |  |  |
| # | 5.250%, 12/15/29 |  | 3260 | &nbsp;&nbsp;3278826 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 10000 | &nbsp;&nbsp;11873140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust |  |  |  |
|  | 1.850%, 05/03/32 | EUR | 3252 | &nbsp;&nbsp;3613244 |
| Province of Alberta | Province of Alberta | Province of Alberta |  |  |
|  | 3.375%, 04/02/35 | EUR | 2000 | &nbsp;&nbsp;2397505 |
|  | 3.950%, 06/01/35 | CAD | 43600 | &nbsp;&nbsp;32574882 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia |  |  |
|  | 4.150%, 06/18/34 | CAD | 34700 | &nbsp;&nbsp;26434843 |
|  | 4.000%, 06/18/35 | CAD | 35300 | &nbsp;&nbsp;26376811 |
|  | 3.400%, 05/24/39 | EUR | 7400 | &nbsp;&nbsp;8614969 |
|  | 3.500%, 05/29/40 | EUR | 6000 | &nbsp;&nbsp;7007926 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba |  |  |
|  | 3.900%, 12/02/32 | CAD | 12200 | &nbsp;&nbsp;9229585 |
|  | 3.800%, 06/02/33 | CAD | 14100 | &nbsp;&nbsp;10555869 |
|  | 4.250%, 06/02/34 | CAD | 21000 | &nbsp;&nbsp;16089795 |
|  | 3.700%, 06/02/35 | CAD | 22000 | &nbsp;&nbsp;16047163 |
| Province of Nova Scotia | Province of Nova Scotia |  |  |  |
|  | 3.850%, 06/01/35 | CAD | 23000 | &nbsp;&nbsp;16972181 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 3.650%, 06/02/33 | CAD | 21000 | &nbsp;&nbsp;15601366 |
|  | 4.150%, 06/02/34 | CAD | 32700 | &nbsp;&nbsp;24956849 |
|  | 3.600%, 06/02/35 | CAD | 25300 | &nbsp;&nbsp;18358920 |
| Province of Quebec | Province of Quebec | Province of Quebec |  |  |
|  | 3.250%, 09/01/32 | CAD | 4550 | &nbsp;&nbsp;3315236 |
|  | 3.000%, 01/24/33 | EUR | 7800 | &nbsp;&nbsp;9237393 |
|  | 3.600%, 09/01/33 | CAD | 5000 | &nbsp;&nbsp;3682517 |
|  | 3.125%, 03/27/34 | EUR | 3500 | &nbsp;&nbsp;4157856 |
|  | 4.450%, 09/01/34 | CAD | 29000 | &nbsp;&nbsp;22465869 |
|  | 3.250%, 05/22/35 | EUR | 9000 | &nbsp;&nbsp;10690994 |
|  | 5.100%, 06/04/35 | AUD | 8500 | &nbsp;&nbsp;5715305 |
|  | 5.750%, 12/01/36 | CAD | 6000 | &nbsp;&nbsp;5062843 |
|  | 5.000%, 12/01/38 | CAD | 6000 | &nbsp;&nbsp;4748357 |
| Province of Saskatchewan | Province of Saskatchewan | Province of Saskatchewan |  |  |
|  | 3.300%, 05/08/34 | EUR | 5000 | &nbsp;&nbsp;6011473 |
|  | 3.800%, 06/02/35 | CAD | 42500 | &nbsp;&nbsp;31364760 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
|  | 3.250%, 07/02/34 | EUR | 10000 | &nbsp;&nbsp;11937809 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |  |
|  | 7.500%, 08/15/38 |  | 4000 | &nbsp;&nbsp;4611543 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 3.875%, 05/04/32 |  | 3600 | &nbsp;&nbsp;3494630 |
| Suncor Energy, Inc. | Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |
|  | 5.950%, 12/01/34 |  | 1700 | &nbsp;&nbsp;1797304 |
|  | 6.800%, 05/15/38 |  | 2028 | &nbsp;&nbsp;2245875 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
|  | 1.952%, 04/08/30 | EUR | 8200 | &nbsp;&nbsp;9321375 |
|  | 3.200%, 03/10/32 |  | 600 | &nbsp;&nbsp;559415 |
|  | 3.129%, 08/03/32 | EUR | 2000 | &nbsp;&nbsp;2342579 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |  |  |
|  | 5.600%, 03/31/34 |  | 1000 | &nbsp;&nbsp;1036873 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 6.100%, 06/01/40 |  | 1000 | &nbsp;&nbsp;$1053094 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;471935053 |
| DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Denmark Government <br>Bonds |  |  |  |
|  | 2.250%, 11/15/33 | DKK | 55000 | &nbsp;&nbsp;8573063 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.375%, 11/06/32 | EUR | 4037 | &nbsp;&nbsp;4804330 |
| Kommunekredit | Kommunekredit |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 300 | &nbsp;&nbsp;324025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV |  |  |
|  | 3.125%, 05/27/33 | EUR | 6900 | &nbsp;&nbsp;8157868 |
|  | 3.625%, 05/27/37 | EUR | 2000 | &nbsp;&nbsp;2358254 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;24217540 |
| FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) |
| Kuntarahoitus OYJ | Kuntarahoitus OYJ |  |  |  |
|  | 1.250%, 02/23/33 | EUR | 3262 | &nbsp;&nbsp;3463372 |
| Nokia OYJ | Nokia OYJ | Nokia OYJ |  |  |
|  | 4.375%, 06/12/27 |  | 350 | &nbsp;&nbsp;349249 |
|  | 6.625%, 05/15/39 |  | 682 | &nbsp;&nbsp;732288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordea <br>Kiinnitysluottopankki <br>OYJ | &nbsp;&nbsp;&nbsp;&nbsp;Nordea <br>Kiinnitysluottopankki <br>OYJ |  |  |  |
|  | 1.375%, 02/28/33 | EUR | 805 | &nbsp;&nbsp;861643 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;5406552 |
| FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 3900 | &nbsp;&nbsp;4644832 |
| &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC |  |  |
|  | 1.500%, 10/31/34 | EUR | 2000 | &nbsp;&nbsp;2019470 |
|  | 0.500%, 05/31/35 | EUR | 1000 | &nbsp;&nbsp;901756 |
| Agence France Locale | Agence France Locale | Agence France Locale |  |  |
|  | 3.000%, 08/20/32 | EUR | 11200 | &nbsp;&nbsp;13152924 |
|  | 3.125%, 03/20/33 | EUR | 7800 | &nbsp;&nbsp;9143130 |
|  | 3.125%, 03/20/34 | EUR | 2300 | &nbsp;&nbsp;2674177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA |  |  |
|  | 2.625%, 11/06/29 | EUR | 4500 | &nbsp;&nbsp;5266913 |
|  | 0.750%, 01/17/30 | EUR | 1200 | &nbsp;&nbsp;1304681 |
|  | 1.250%, 06/03/30 | EUR | 1700 | &nbsp;&nbsp;1865803 |
|  | 0.625%, 02/21/31 | EUR | 9900 | &nbsp;&nbsp;10338980 |
|  | 1.125%, 01/19/32 | EUR | 2700 | &nbsp;&nbsp;2816205 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 2.100%, 04/07/32 | EUR | 1500 | &nbsp;&nbsp;1650756 |
| BPCE SA | BPCE SA |  |  |  |
|  | 2.375%, 04/26/32 | EUR | 1400 | &nbsp;&nbsp;1573378 |
| Bpifrance SACA | Bpifrance SACA |  |  |  |
|  | 3.375%, 05/25/34 | EUR | 2500 | &nbsp;&nbsp;2954675 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale |  |  |  |
|  | 2.750%, 11/25/32 | EUR | 5000 | &nbsp;&nbsp;$5817587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |
|  | 3.125%, 05/25/33 | EUR | 6700 | &nbsp;&nbsp;7915717 |
|  | 3.125%, 05/25/35 | EUR | 7000 | &nbsp;&nbsp;8098975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse Francaise de <br>Financement Local SA | &nbsp;&nbsp;&nbsp;&nbsp;Caisse Francaise de <br>Financement Local SA |  |  |  |
|  | 3.125%, 07/20/33 | EUR | 31300 | &nbsp;&nbsp;37053390 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 4.000%, 01/18/33 | EUR | 7500 | &nbsp;&nbsp;9276652 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 6.125%, 06/02/34 | GBP | 1500 | &nbsp;&nbsp;2137245 |
| Ile-de-France Mobilites | Ile-de-France Mobilites |  |  |  |
|  | 3.700%, 06/14/38 | EUR | 6000 | &nbsp;&nbsp;6971388 |
| L'Oreal SA | L'Oreal SA |  |  |  |
|  | 3.375%, 01/19/36 | EUR | 2000 | &nbsp;&nbsp;2355534 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE |  |  |
|  | 3.375%, 02/05/30 | EUR | 100 | &nbsp;&nbsp;121637 |
|  | 3.000%, 03/07/32 | EUR | 1500 | &nbsp;&nbsp;1776400 |
|  | 3.125%, 11/07/32 | EUR | 2100 | &nbsp;&nbsp;2497626 |
|  | 3.500%, 09/07/33 | EUR | 5200 | &nbsp;&nbsp;6289252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regie Autonome des <br>Transports Parisiens <br>EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Regie Autonome des <br>Transports Parisiens <br>EPIC |  |  |  |
|  | 1.875%, 05/25/32 | EUR | 7000 | &nbsp;&nbsp;7691582 |
| SFIL SA | SFIL SA |  |  |  |
|  | 1.500%, 03/05/32 | EUR | 1300 | &nbsp;&nbsp;1405066 |
| SNCF Reseau | SNCF Reseau |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 5400 | &nbsp;&nbsp;5682301 |
| Societe Generale SA | Societe Generale SA |  |  |  |
|  | 4.250%, 11/16/32 | EUR | 1000 | &nbsp;&nbsp;1263460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Societe Nationale SNCF <br>SACA | &nbsp;&nbsp;&nbsp;&nbsp;Societe Nationale SNCF <br>SACA |  |  |  |
|  | 3.125%, 05/25/34 | EUR | 2000 | &nbsp;&nbsp;2319525 |
| UNEDIC ASSEO | UNEDIC ASSEO | UNEDIC ASSEO |  |  |
|  | 0.250%, 07/16/35 | EUR | 7000 | &nbsp;&nbsp;6221227 |
|  | 0.500%, 05/25/36 | EUR | 1300 | &nbsp;&nbsp;1140874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <br>SE | &nbsp;&nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <br>SE |  |  |  |
|  | 1.875%, 01/15/31 | EUR | 500 | &nbsp;&nbsp;556218 |
| Vinci SA | Vinci SA |  |  |  |
|  | 3.375%, 10/17/32 | EUR | 5000 | &nbsp;&nbsp;5958303 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;182857639 |
| GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) |
| BASF SE | BASF SE |  |  |  |
|  | 3.750%, 06/29/32 | EUR | 8400 | &nbsp;&nbsp;10300861 |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |
| Ω | 5.500%, 07/30/35 |  | 877 | &nbsp;&nbsp;890085 |
| Ω | 4.625%, 06/25/38 |  | 5000 | &nbsp;&nbsp;4595074 |
| Ω | 3.600%, 07/15/42 |  | 3000 | &nbsp;&nbsp;2150702 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV | &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV |  |  |  |
|  | 3.500%, 01/22/33 | EUR | 600 | &nbsp;&nbsp;$721150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC |  |  |  |
| Ω | 5.500%, 09/20/33 |  | 600 | &nbsp;&nbsp;618666 |
| Deutsche Bahn AG | Deutsche Bahn AG | Deutsche Bahn AG |  |  |
|  | 1.875%, 05/24/30 | EUR | 100 | &nbsp;&nbsp;115324 |
|  | 1.625%, 08/16/33 | EUR | 2600 | &nbsp;&nbsp;2778575 |
| Deutsche Boerse AG | Deutsche Boerse AG | Deutsche Boerse AG |  |  |
|  | 3.750%, 09/28/29 | EUR | 100 | &nbsp;&nbsp;122866 |
|  | 3.875%, 09/28/33 | EUR | 5200 | &nbsp;&nbsp;6399665 |
| E.ON SE | E.ON SE |  |  |  |
|  | 4.000%, 01/16/40 | EUR | 3000 | &nbsp;&nbsp;3544699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. |  |  |  |
| Ω | 2.375%, 02/16/31 |  | 8100 | &nbsp;&nbsp;7220751 |
| &nbsp;&nbsp;&nbsp;&nbsp;HOWOGE <br>Wohnungsbaugesellschaft <br>GmbH | &nbsp;&nbsp;&nbsp;&nbsp;HOWOGE <br>Wohnungsbaugesellschaft <br>GmbH |  |  |  |
|  | 1.125%, 11/01/33 | EUR | 200 | &nbsp;&nbsp;200423 |
| Land Berlin | Land Berlin |  |  |  |
|  | 0.125%, 06/04/35 | EUR | 9100 | &nbsp;&nbsp;8250829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC |  |  |  |
| Ω | 2.625%, 03/10/30 |  | 170 | &nbsp;&nbsp;158914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV |  |  |
|  | 3.125%, 05/27/33 | EUR | 16700 | &nbsp;&nbsp;19856443 |
|  | 3.625%, 05/27/36 | EUR | 4700 | &nbsp;&nbsp;5642310 |
|  | 3.375%, 02/22/37 | EUR | 9600 | &nbsp;&nbsp;11194289 |
| Ω | 2.875%, 03/11/41 |  | 1000 | &nbsp;&nbsp;756068 |
| Ω | 4.400%, 05/27/45 |  | 1000 | &nbsp;&nbsp;880028 |
| State of Lower Saxony | State of Lower Saxony | State of Lower Saxony |  |  |
|  | 0.125%, 01/10/30 | EUR | 286 | &nbsp;&nbsp;309126 |
|  | 0.050%, 03/09/35 | EUR | 2000 | &nbsp;&nbsp;1813950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen International <br>Finance NV | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen International <br>Finance NV |  |  |  |
|  | 4.125%, 09/02/35 | EUR | 2000 | &nbsp;&nbsp;2404969 |
| &nbsp;&nbsp;&nbsp;&nbsp;ZF North America Capital, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;ZF North America Capital, <br>Inc. |  |  |  |
| Ω | 7.125%, 04/14/30 |  | 3908 | &nbsp;&nbsp;3999404 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;94925171 |
| HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) | HONG KONG — (0.6%) |
| Prudential Funding Asia PLC | Prudential Funding Asia PLC | Prudential Funding Asia PLC |  |  |
|  | 3.625%, 03/24/32 |  | 19800 | &nbsp;&nbsp;18925044 |
| IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) | IRELAND — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | &nbsp;&nbsp;3601457 |
|  | 3.850%, 10/29/41 |  | 1000 | &nbsp;&nbsp;817251 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp;4418708 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ITALY — (1.2%) | ITALY — (1.2%) | ITALY — (1.2%) | ITALY — (1.2%) | ITALY — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV |  |  |  |
| Ω | 6.000%, 10/07/39 |  | 2800 | &nbsp;&nbsp;$2924939 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |
|  | 1.350%, 02/24/31 | EUR | 1400 | &nbsp;&nbsp;1523411 |
|  | 5.625%, 03/08/33 | EUR | 500 | &nbsp;&nbsp;673567 |
| Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro |  |  |
|  | 5.000%, 08/01/34 | EUR | 4000 | &nbsp;&nbsp;5361402 |
|  | 4.000%, 02/01/37 | EUR | 6000 | &nbsp;&nbsp;7442781 |
| Snam SpA | Snam SpA |  |  |  |
|  | 0.625%, 06/30/31 | EUR | 7000 | &nbsp;&nbsp;7317976 |
| Telecom Italia Capital SA | Telecom Italia Capital SA | Telecom Italia Capital SA |  |  |
| # | 7.200%, 07/18/36 |  | 3000 | &nbsp;&nbsp;3252354 |
|  | 7.721%, 06/04/38 |  | 1000 | &nbsp;&nbsp;1117225 |
| UniCredit SpA | UniCredit SpA |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 7400 | &nbsp;&nbsp;8045806 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp;37659461 |
| JAPAN — (4.1%) | JAPAN — (4.1%) | JAPAN — (4.1%) | JAPAN — (4.1%) | JAPAN — (4.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds |  |  |
|  | 1.500%, 03/20/34 | JPY | 1500000 | &nbsp;&nbsp;9316070 |
|  | 1.400%, 09/20/34 | JPY | 860000 | &nbsp;&nbsp;5259915 |
|  | 1.200%, 09/20/35 | JPY | 3550000 | &nbsp;&nbsp;20959818 |
|  | 0.400%, 03/20/36 | JPY | 4630000 | &nbsp;&nbsp;24903752 |
|  | 0.600%, 09/20/37 | JPY | 2200000 | &nbsp;&nbsp;11568622 |
|  | 0.600%, 12/20/37 | JPY | 2915000 | &nbsp;&nbsp;15209760 |
|  | 0.500%, 12/20/41 | JPY | 2268000 | &nbsp;&nbsp;10174932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. |  |  |
|  | 2.559%, 02/25/30 |  | 600 | &nbsp;&nbsp;561254 |
|  | 3.556%, 06/15/32 | EUR | 4069 | &nbsp;&nbsp;4890180 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |  |  |
|  | 0.797%, 04/15/30 | EUR | 923 | &nbsp;&nbsp;1001585 |
|  | 0.693%, 10/07/30 | EUR | 1620 | &nbsp;&nbsp;1730593 |
|  | 2.096%, 04/08/32 | EUR | 2850 | &nbsp;&nbsp;3156309 |
| Nissan Motor Co. Ltd. | Nissan Motor Co. Ltd. | Nissan Motor Co. Ltd. |  |  |
| Ω | 4.810%, 09/17/30 |  | 6300 | &nbsp;&nbsp;5947483 |
| #Ω | 8.125%, 07/17/35 |  | 2000 | &nbsp;&nbsp;2135844 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 3.103%, 01/16/30 |  | 478 | &nbsp;&nbsp;454629 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 7550 | &nbsp;&nbsp;9057246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |  |
|  | 2.750%, 01/15/30 |  | 390 | &nbsp;&nbsp;368158 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;126696150 |
| LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility |  |  |
|  | 0.125%, 03/18/30 | EUR | 57 | &nbsp;&nbsp;61383 |
|  | 2.625%, 05/07/30 | EUR | 600 | &nbsp;&nbsp;714741 |
|  | 1.250%, 05/24/33 | EUR | 5700 | &nbsp;&nbsp;6044545 |
|  | 0.875%, 04/10/35 | EUR | 3600 | &nbsp;&nbsp;3524844 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) |
| JAB Holdings BV | JAB Holdings BV |  |  |  |
|  | 1.000%, 07/14/31 | EUR | 800 | &nbsp;&nbsp;$846417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prologis International Funding II <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Prologis International Funding II <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Prologis International Funding II <br>SA |  |  |
|  | 2.375%, 11/14/30 | EUR | 4550 | &nbsp;&nbsp;5240445 |
|  | 1.625%, 06/17/32 | EUR | 1000 | &nbsp;&nbsp;1063384 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;17495759 |
| NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) |
| BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
|  | 1.600%, 11/27/30 | AUD | 3000 | &nbsp;&nbsp;1783109 |
|  | 0.010%, 10/05/32 | EUR | 4463 | &nbsp;&nbsp;4395202 |
|  | 0.125%, 04/19/33 | EUR | 4100 | &nbsp;&nbsp;3999654 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.900%, <br>FRN, 4.575%, <br>10/05/26<br>|  | 1340 | &nbsp;&nbsp;1346226 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.266%, <br>01/21/28<br>|  | 500 | &nbsp;&nbsp;502112 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.890%, <br>FRN, 4.556%, <br>10/17/29<br>|  | 7100 | &nbsp;&nbsp;7189957 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.700%, <br>FRN, 4.366%, <br>01/14/31<br>|  | 875 | &nbsp;&nbsp;878005 |
|  | 5.250%, 05/24/41 |  | 255 | &nbsp;&nbsp;254194 |
| Enexis Holding NV | Enexis Holding NV | Enexis Holding NV |  |  |
|  | 0.625%, 06/17/32 | EUR | 1780 | &nbsp;&nbsp;1809315 |
|  | 3.250%, 04/09/33 | EUR | 17976 | &nbsp;&nbsp;21299111 |
| Heineken NV | Heineken NV |  |  |  |
|  | 4.125%, 03/23/35 | EUR | 1500 | &nbsp;&nbsp;1850470 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;45307355 |
| NEW ZEALAND — (0.6%) | NEW ZEALAND — (0.6%) | NEW ZEALAND — (0.6%) | NEW ZEALAND — (0.6%) | NEW ZEALAND — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |
|  | 4.250%, 05/15/34 | NZD | 7200 | &nbsp;&nbsp;4277765 |
|  | 2.750%, 04/15/37 | NZD | 27300 | &nbsp;&nbsp;13643146 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;17920911 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
| Aker BP ASA | Aker BP ASA | Aker BP ASA |  |  |
| Ω | 6.000%, 06/13/33 |  | 1000 | &nbsp;&nbsp;1047338 |
| Ω | 5.125%, 10/01/34 |  | 2966 | &nbsp;&nbsp;2916204 |
| Equinor ASA | Equinor ASA | Equinor ASA |  |  |
|  | 1.375%, 05/22/32 | EUR | 9200 | &nbsp;&nbsp;9793582 |
|  | 1.625%, 11/09/36 | EUR | 4500 | &nbsp;&nbsp;4330136 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;18087260 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| Naturgy Finance Iberia SA | Naturgy Finance Iberia SA |  |  |  |
|  | 3.625%, 10/02/34 | EUR | 4600 | &nbsp;&nbsp;5400194 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |
|  | 4.055%, 01/24/36 | EUR | 3600 | &nbsp;&nbsp;$4260164 |
|  | 7.045%, 06/20/36 |  | 4530 | &nbsp;&nbsp;5059884 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp;14720242 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial | &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 100 | &nbsp;&nbsp;106343 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 4.116%, <br>02/20/28<br>|  | 1200 | &nbsp;&nbsp;1201043 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.086%, <br>02/16/29<br>|  | 2100 | &nbsp;&nbsp;2098159 |
| European Investment Bank | European Investment Bank |  |  |  |
|  | 4.000%, 04/15/30 | EUR | 300 | &nbsp;&nbsp;377775 |
| European Union | European Union | European Union |  |  |
|  | 1.625%, 12/04/29 | EUR | 300 | &nbsp;&nbsp;345470 |
|  | 2.750%, 12/13/32 | EUR | 5300 | &nbsp;&nbsp;6262513 |
|  | 3.250%, 07/04/34 | EUR | 8000 | &nbsp;&nbsp;9675619 |
|  | 0.250%, 04/22/36 | EUR | 6400 | &nbsp;&nbsp;5683556 |
|  | 3.375%, 10/04/39 | EUR | 7600 | &nbsp;&nbsp;8873419 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 3432 | &nbsp;&nbsp;3432638 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.390%, <br>FRN, 4.084%, <br>03/13/30<br>|  | 11100 | &nbsp;&nbsp;11089752 |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
|  | 1.250%, 02/06/31 | AUD | 3000 | &nbsp;&nbsp;1758981 |
|  | 1.500%, 04/15/35 | AUD | 10100 | &nbsp;&nbsp;5087912 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;55993180 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Investor AB | Investor AB |  |  |  |
|  | 0.375%, 10/29/35 | EUR | 1000 | &nbsp;&nbsp;880795 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |  |
|  | 3.375%, 08/30/30 | EUR | 2000 | &nbsp;&nbsp;2433716 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;3314511 |
| SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) |
| Tyco Electronics Group SA | Tyco Electronics Group SA |  |  |  |
|  | 3.250%, 01/31/33 | EUR | 3500 | &nbsp;&nbsp;4136451 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| UBS Group AG | UBS Group AG | UBS Group AG |  |  |
|  | 0.875%, 11/03/31 | EUR | 17900 | &nbsp;&nbsp;$18653318 |
|  | 0.625%, 02/24/33 | EUR | 200 | &nbsp;&nbsp;195732 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp;22985501 |
| UNITED KINGDOM — (2.6%) | UNITED KINGDOM — (2.6%) | UNITED KINGDOM — (2.6%) | UNITED KINGDOM — (2.6%) | UNITED KINGDOM — (2.6%) |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |
| Ω | 5.500%, 08/11/32 |  | 1000 | &nbsp;&nbsp;1036694 |
| Ω | 5.950%, 10/15/33 |  | 5000 | &nbsp;&nbsp;5272121 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 7500 | &nbsp;&nbsp;9076707 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 4750 | &nbsp;&nbsp;5123914 |
| &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Group <br>Telecom Finance SA | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Group <br>Telecom Finance SA |  |  |  |
|  | 1.500%, 10/17/31 | EUR | 2000 | &nbsp;&nbsp;2159520 |
| Harbour Energy PLC | Harbour Energy PLC |  |  |  |
| Ω | 6.327%, 04/01/35 |  | 1000 | &nbsp;&nbsp;1023171 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 4.950%, 03/31/30 |  | 1600 | &nbsp;&nbsp;1637901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 6000 | &nbsp;&nbsp;7053961 |
| National Grid PLC | National Grid PLC | National Grid PLC |  |  |
|  | 0.750%, 09/01/33 | EUR | 5000 | &nbsp;&nbsp;4837763 |
|  | 4.275%, 01/16/35 | EUR | 500 | &nbsp;&nbsp;617023 |
| Segro PLC | Segro PLC |  |  |  |
|  | 3.500%, 09/24/32 | EUR | 1900 | &nbsp;&nbsp;2252554 |
| U.K. Gilts | U.K. Gilts | U.K. Gilts |  |  |
|  | 1.000%, 01/31/32 | GBP | 7500 | &nbsp;&nbsp;8579073 |
|  | 4.500%, 03/07/35 | GBP | 9000 | &nbsp;&nbsp;12290583 |
|  | 0.625%, 07/31/35 | GBP | 21000 | &nbsp;&nbsp;20182704 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;81143691 |
| UNITED STATES — (37.9%) | UNITED STATES — (37.9%) | UNITED STATES — (37.9%) | UNITED STATES — (37.9%) | UNITED STATES — (37.9%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 2.500%, 02/10/41 |  | 5400 | &nbsp;&nbsp;3707929 |
| Abbott Laboratories | Abbott Laboratories | Abbott Laboratories |  |  |
| # | 5.300%, 05/27/40 |  | 500 | &nbsp;&nbsp;513177 |
|  | 4.750%, 04/15/43 |  | 500 | &nbsp;&nbsp;467995 |
| Advance Auto Parts, Inc. | Advance Auto Parts, Inc. | Advance Auto Parts, Inc. |  |  |
| # | 3.900%, 04/15/30 |  | 700 | &nbsp;&nbsp;646873 |
|  | 3.500%, 03/15/32 |  | 2600 | &nbsp;&nbsp;2246721 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 700 | &nbsp;&nbsp;769794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Air Products & Chemicals, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & Chemicals, <br>Inc. |  |  |  |
|  | 4.000%, 03/03/35 | EUR | 7250 | &nbsp;&nbsp;8830527 |
| Aircastle Ltd. | Aircastle Ltd. |  |  |  |
|  | 4.250%, 06/15/26 |  | 500 | &nbsp;&nbsp;499891 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 7775 | &nbsp;&nbsp;8816059 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.324%, <br>11/15/28<br>|  | 3200 | &nbsp;&nbsp;$3225275 |
|  | 3.000%, 05/06/33 | EUR | 17789 | &nbsp;&nbsp;20833736 |
|  | 1.900%, 08/15/40 |  | 250 | &nbsp;&nbsp;168270 |
|  | 5.350%, 11/15/45 |  | 5000 | &nbsp;&nbsp;4932793 |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |  |  |
|  | 3.125%, 06/15/31 | EUR | 4118 | &nbsp;&nbsp;4843589 |
|  | 5.800%, 02/14/39 |  | 3000 | &nbsp;&nbsp;3069252 |
|  | 3.400%, 02/04/41 |  | 2000 | &nbsp;&nbsp;1540786 |
|  | 4.500%, 05/02/43 |  | 1000 | &nbsp;&nbsp;853366 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 2.875%, 05/12/41 |  | 6000 | &nbsp;&nbsp;4524281 |
| American Assets Trust LP | American Assets Trust LP |  |  |  |
|  | 6.150%, 10/01/34 |  | 7000 | &nbsp;&nbsp;7079707 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. |  |  |  |
|  | 3.950%, 03/19/32 | EUR | 2800 | &nbsp;&nbsp;3415608 |
| &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. |  |  |  |
| Ω | 6.144%, 06/13/32 |  | 5000 | &nbsp;&nbsp;5189612 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. |  |  |
|  | 0.950%, 10/05/30 | EUR | 1000 | &nbsp;&nbsp;1078867 |
|  | 1.000%, 01/15/32 | EUR | 3247 | &nbsp;&nbsp;3372307 |
| # | 4.050%, 03/15/32 |  | 2325 | &nbsp;&nbsp;2265071 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |  |  |
|  | 3.150%, 02/21/40 |  | 2000 | &nbsp;&nbsp;1576049 |
|  | 4.950%, 10/01/41 |  | 1500 | &nbsp;&nbsp;1410602 |
| APA Corp. | APA Corp. | APA Corp. |  |  |
|  | 6.000%, 01/15/37 |  | 500 | &nbsp;&nbsp;504296 |
|  | 5.100%, 09/01/40 |  | 4000 | &nbsp;&nbsp;3593667 |
|  | 4.750%, 04/15/43 |  | 4828 | &nbsp;&nbsp;3820739 |
| Apache Corp. | Apache Corp. | Apache Corp. |  |  |
|  | 6.000%, 01/15/37 |  | 3584 | &nbsp;&nbsp;3590328 |
|  | 5.100%, 09/01/40 |  | 2000 | &nbsp;&nbsp;1730331 |
| Apple, Inc. | Apple, Inc. | Apple, Inc. |  |  |
|  | 3.000%, 06/20/27 |  | 64 | &nbsp;&nbsp;63496 |
|  | 2.375%, 02/08/41 |  | 5000 | &nbsp;&nbsp;3579743 |
|  | 3.450%, 02/09/45 |  | 1000 | &nbsp;&nbsp;775699 |
|  | 4.375%, 05/13/45 |  | 1000 | &nbsp;&nbsp;887282 |
| ARES Capital Corp. | ARES Capital Corp. | ARES Capital Corp. |  |  |
|  | 3.200%, 11/15/31 |  | 3700 | &nbsp;&nbsp;3281590 |
|  | 5.800%, 03/08/32 |  | 1000 | &nbsp;&nbsp;1005526 |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |  |  |
|  | 2.200%, 12/15/31 |  | 500 | &nbsp;&nbsp;439736 |
|  | 5.050%, 09/01/41 |  | 700 | &nbsp;&nbsp;677700 |
| Ashland, Inc. | Ashland, Inc. |  |  |  |
| #Ω | 3.375%, 09/01/31 |  | 12070 | &nbsp;&nbsp;11070022 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 4450 | &nbsp;&nbsp;3952638 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |  |  |
|  | 3.550%, 12/17/32 | EUR | 1500 | &nbsp;&nbsp;1793260 |
|  | 2.550%, 12/01/33 |  | 181 | &nbsp;&nbsp;153972 |
|  | 4.850%, 03/01/39 |  | 1700 | &nbsp;&nbsp;1608657 |
|  | 4.300%, 12/15/42 |  | 3500 | &nbsp;&nbsp;2959318 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. |  |  |
|  | 2.400%, 08/01/31 |  | 7300 | &nbsp;&nbsp;$6458102 |
|  | 3.850%, 03/01/32 |  | 8000 | &nbsp;&nbsp;7546066 |
| Avnet, Inc. | Avnet, Inc. | Avnet, Inc. |  |  |
|  | 4.625%, 04/15/26 |  | 65 | &nbsp;&nbsp;65004 |
|  | 3.000%, 05/15/31 |  | 555 | &nbsp;&nbsp;504089 |
| Ball Corp. | Ball Corp. |  |  |  |
|  | 2.875%, 08/15/30 |  | 5865 | &nbsp;&nbsp;5400120 |
| Bath & Body Works, Inc. | Bath & Body Works, Inc. |  |  |  |
|  | 6.750%, 07/01/36 |  | 2000 | &nbsp;&nbsp;1995415 |
| Belo Corp. | Belo Corp. |  |  |  |
|  | 7.250%, 09/15/27 |  | 1000 | &nbsp;&nbsp;1038520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance <br>Corp. |  |  |
|  | 1.450%, 10/15/30 |  | 100 | &nbsp;&nbsp;89385 |
|  | 2.000%, 03/18/34 | EUR | 6500 | &nbsp;&nbsp;6993686 |
|  | 2.375%, 06/19/39 | GBP | 15000 | &nbsp;&nbsp;14508902 |
|  | 4.300%, 05/15/43 |  | 3300 | &nbsp;&nbsp;2923263 |
| Berkshire Hathaway, Inc. | Berkshire Hathaway, Inc. | Berkshire Hathaway, Inc. |  |  |
|  | 0.440%, 09/13/29 | JPY | 2020000 | &nbsp;&nbsp;12325465 |
|  | 0.437%, 04/15/31 | JPY | 2050000 | &nbsp;&nbsp;12057618 |
|  | 0.472%, 01/23/32 | JPY | 1100000 | &nbsp;&nbsp;6333726 |
| Black Hills Corp. | Black Hills Corp. |  |  |  |
|  | 4.350%, 05/01/33 |  | 2250 | &nbsp;&nbsp;2171910 |
| Blackrock, Inc. | Blackrock, Inc. | Blackrock, Inc. |  |  |
|  | 4.750%, 05/25/33 |  | 5000 | &nbsp;&nbsp;5102456 |
|  | 3.750%, 07/18/35 | EUR | 2000 | &nbsp;&nbsp;2425647 |
| Block, Inc. | Block, Inc. |  |  |  |
| # | 3.500%, 06/01/31 |  | 9932 | &nbsp;&nbsp;9288118 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
| # | 6.250%, 04/18/34 |  | 3200 | &nbsp;&nbsp;3297697 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 1700 | &nbsp;&nbsp;1588194 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.750%, 11/15/34 | EUR | 5000 | &nbsp;&nbsp;6411601 |
| BorgWarner, Inc. | BorgWarner, Inc. |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 1600 | &nbsp;&nbsp;1691648 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 2.450%, 10/01/33 |  | 3000 | &nbsp;&nbsp;2480738 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 4000 | &nbsp;&nbsp;4632959 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
| # | 5.625%, 05/15/30 |  | 749 | &nbsp;&nbsp;762036 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |  |  |
| Ω | 3.137%, 11/15/35 |  | 205 | &nbsp;&nbsp;176288 |
|  | 3.500%, 02/15/41 |  | 14600 | &nbsp;&nbsp;11855107 |
| Broadstone Net Lease LLC | Broadstone Net Lease LLC |  |  |  |
|  | 2.600%, 09/15/31 |  | 7685 | &nbsp;&nbsp;6818551 |
| Brunswick Corp. | Brunswick Corp. | Brunswick Corp. |  |  |
|  | 2.400%, 08/18/31 |  | 2700 | &nbsp;&nbsp;2380695 |
| # | 4.400%, 09/15/32 |  | 10000 | &nbsp;&nbsp;9649041 |
| Buckeye Partners LP | Buckeye Partners LP | Buckeye Partners LP |  |  |
|  | 3.950%, 12/01/26 |  | 87 | &nbsp;&nbsp;86380 |
|  | 5.850%, 11/15/43 |  | 3000 | &nbsp;&nbsp;2799010 |
|  | 5.600%, 10/15/44 |  | 2000 | &nbsp;&nbsp;1810744 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 4315 | &nbsp;&nbsp;$4873118 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.625%, 01/15/37 | EUR | 3000 | &nbsp;&nbsp;3465823 |
| CBRE Services, Inc. | CBRE Services, Inc. |  |  |  |
|  | 5.950%, 08/15/34 |  | 1713 | &nbsp;&nbsp;1823085 |
| &nbsp;&nbsp;&nbsp;&nbsp;Celanese U.S. Holdings <br>LLC | &nbsp;&nbsp;&nbsp;&nbsp;Celanese U.S. Holdings <br>LLC |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 2000 | &nbsp;&nbsp;2197499 |
| CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. |  |  |
|  | 4.950%, 06/01/43 |  | 2500 | &nbsp;&nbsp;2256269 |
|  | 5.375%, 03/15/44 |  | 2000 | &nbsp;&nbsp;1890534 |
| Chemours Co. | Chemours Co. |  |  |  |
| # | 5.375%, 05/15/27 |  | 1600 | &nbsp;&nbsp;1610565 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.470%, <br>FRN, 4.219%, <br>02/26/28<br>|  | 1900 | &nbsp;&nbsp;1907487 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.364%, <br>08/13/28<br>|  | 7224 | &nbsp;&nbsp;7274857 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.486%, <br>10/15/30<br>|  | 8000 | &nbsp;&nbsp;8069705 |
|  | 5.250%, 11/15/43 |  | 5300 | &nbsp;&nbsp;5273703 |
| CME Group, Inc. | CME Group, Inc. |  |  |  |
|  | 5.300%, 09/15/43 |  | 500 | &nbsp;&nbsp;500602 |
| CMS Energy Corp. | CMS Energy Corp. |  |  |  |
|  | 3.000%, 05/15/26 |  | 58 | &nbsp;&nbsp;57834 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |
|  | 3.250%, 11/10/35 | EUR | 1500 | &nbsp;&nbsp;1743964 |
|  | 4.000%, 08/15/45 |  | 500 | &nbsp;&nbsp;425616 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 0.750%, 02/20/32 | EUR | 700 | &nbsp;&nbsp;717187 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 9000 | &nbsp;&nbsp;8499898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC |  |  |  |
|  | 6.250%, 10/01/39 |  | 1500 | &nbsp;&nbsp;1619633 |
| Continental Resources, Inc. | Continental Resources, Inc. | Continental Resources, Inc. |  |  |
| Ω | 5.750%, 01/15/31 |  | 3000 | &nbsp;&nbsp;3096619 |
| Ω | 2.875%, 04/01/32 |  | 3000 | &nbsp;&nbsp;2634430 |
| COPT Defense Properties LP | COPT Defense Properties LP | COPT Defense Properties LP |  |  |
|  | 2.750%, 04/15/31 |  | 2000 | &nbsp;&nbsp;1826451 |
|  | 2.900%, 12/01/33 |  | 2875 | &nbsp;&nbsp;2453645 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |  |  |
| Ω | 4.800%, 02/01/35 |  | 8000 | &nbsp;&nbsp;7429910 |
| Ω | 8.375%, 03/01/39 |  | 2225 | &nbsp;&nbsp;2575300 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 1600 | &nbsp;&nbsp;1167035 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |  |  |
|  | 6.125%, 09/15/39 |  | 8249 | &nbsp;&nbsp;8565850 |
|  | 4.125%, 04/01/40 |  | 2425 | &nbsp;&nbsp;2063964 |
|  | 6.000%, 06/01/44 |  | 1000 | &nbsp;&nbsp;1002421 |
| Dell, Inc. | Dell, Inc. |  |  |  |
|  | 6.500%, 04/15/38 |  | 3500 | &nbsp;&nbsp;3734251 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Dentsply Sirona, Inc. | Dentsply Sirona, Inc. |  |  |  |
| # | 3.250%, 06/01/30 |  | 5000 | &nbsp;&nbsp;$4653900 |
| Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. |  |  |
|  | 5.600%, 07/15/41 |  | 1197 | &nbsp;&nbsp;1179777 |
|  | 4.750%, 05/15/42 |  | 1000 | &nbsp;&nbsp;878233 |
|  | 5.000%, 06/15/45 |  | 5000 | &nbsp;&nbsp;4440811 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |  |
|  | 3.150%, 01/15/32 |  | 9700 | &nbsp;&nbsp;8939358 |
| Digital Dutch Finco BV | Digital Dutch Finco BV | Digital Dutch Finco BV |  |  |
|  | 1.250%, 02/01/31 | EUR | 1050 | &nbsp;&nbsp;1123588 |
|  | 3.875%, 03/15/35 | EUR | 11900 | &nbsp;&nbsp;13898086 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |  |
|  | 4.900%, 08/01/41 |  | 1500 | &nbsp;&nbsp;1382085 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 4.375%, 11/15/42 |  | 3000 | &nbsp;&nbsp;2394953 |
| Dow Chemical Co. | Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 1.125%, 03/15/32 | EUR | 1932 | &nbsp;&nbsp;1979427 |
| # | 4.250%, 10/01/34 |  | 1055 | &nbsp;&nbsp;964561 |
| DPL LLC | DPL LLC |  |  |  |
|  | 4.350%, 04/15/29 |  | 5029 | &nbsp;&nbsp;4970451 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |  |  |
|  | 3.850%, 06/15/34 | EUR | 5000 | &nbsp;&nbsp;5937897 |
|  | 3.300%, 06/15/41 |  | 1250 | &nbsp;&nbsp;962464 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.650%, 10/15/44 |  | 5000 | &nbsp;&nbsp;4256683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN |  |  |  |
| (r) | 4.196%, 10/15/28 |  | 2300 | &nbsp;&nbsp;2315507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy <br>Partners LP |  |  |  |
|  | 5.500%, 09/15/40 |  | 234 | &nbsp;&nbsp;232784 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |  |  |
|  | 5.800%, 06/15/38 |  | 369 | &nbsp;&nbsp;376164 |
|  | 6.500%, 02/01/42 |  | 8000 | &nbsp;&nbsp;8463079 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.600%, 11/15/31 |  | 6000 | &nbsp;&nbsp;5564566 |
| EQT Corp. | EQT Corp. |  |  |  |
|  | 4.750%, 01/15/31 |  | 3500 | &nbsp;&nbsp;3515798 |
| Equifax, Inc. | Equifax, Inc. |  |  |  |
|  | 3.250%, 06/01/26 |  | 900 | &nbsp;&nbsp;896700 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |
|  | 0.835%, 06/26/32 | EUR | 46840 | &nbsp;&nbsp;48196360 |
|  | 1.408%, 06/26/39 | EUR | 8000 | &nbsp;&nbsp;6975228 |
|  | 2.995%, 08/16/39 |  | 700 | &nbsp;&nbsp;559356 |
| F&G Annuities & Life, Inc. | F&G Annuities & Life, Inc. |  |  |  |
| # | 6.250%, 10/04/34 |  | 9600 | &nbsp;&nbsp;9678986 |
| FedEx Corp. | FedEx Corp. | FedEx Corp. |  |  |
| Ω | 0.950%, 05/04/33 | EUR | 3900 | &nbsp;&nbsp;3824087 |
|  | 4.900%, 01/15/34 |  | 600 | &nbsp;&nbsp;603311 |
|  | 4.100%, 04/15/43 |  | 3000 | &nbsp;&nbsp;2459011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. |  |  |  |
|  | 2.450%, 03/15/31 |  | 2350 | &nbsp;&nbsp;2101734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Information <br>Services, Inc. |  |  |
|  | 2.000%, 05/21/30 | EUR | 3000 | &nbsp;&nbsp;3406444 |
|  | 2.950%, 05/21/39 | EUR | 1000 | &nbsp;&nbsp;1039706 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.100%, 03/01/41 |  | 39 | &nbsp;&nbsp;$28794 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |  |  |
|  | 1.625%, 07/01/30 | EUR | 10300 | &nbsp;&nbsp;11365011 |
|  | 3.000%, 07/01/31 | GBP | 2000 | &nbsp;&nbsp;2469966 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. |  |  |
|  | 4.875%, 06/15/29 |  | 49 | &nbsp;&nbsp;49752 |
|  | 4.875%, 05/12/30 |  | 5950 | &nbsp;&nbsp;6032566 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 13636 | &nbsp;&nbsp;12246294 |
| FMC Corp. | FMC Corp. |  |  |  |
| # | 5.650%, 05/18/33 |  | 1500 | &nbsp;&nbsp;1327751 |
| Ford Motor Co. | Ford Motor Co. | Ford Motor Co. |  |  |
|  | 3.250%, 02/12/32 |  | 1000 | &nbsp;&nbsp;888330 |
|  | 4.750%, 01/15/43 |  | 3500 | &nbsp;&nbsp;2807452 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |  |  |
|  | 5.113%, 05/03/29 |  | 301 | &nbsp;&nbsp;303374 |
|  | 4.000%, 11/13/30 |  | 613 | &nbsp;&nbsp;583114 |
|  | 3.625%, 06/17/31 |  | 1000 | &nbsp;&nbsp;924248 |
|  | 6.500%, 02/07/35 |  | 7000 | &nbsp;&nbsp;7301860 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc. |  |  |  |
|  | 4.000%, 03/25/32 |  | 500 | &nbsp;&nbsp;479600 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 10014 | &nbsp;&nbsp;9984493 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |  |  |  |
|  | 5.450%, 03/15/43 |  | 5000 | &nbsp;&nbsp;4872471 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 316 | &nbsp;&nbsp;295230 |
| General Mills, Inc. | General Mills, Inc. |  |  |  |
|  | 3.850%, 04/23/34 | EUR | 2700 | &nbsp;&nbsp;3247802 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.150%, 04/01/38 |  | 1000 | &nbsp;&nbsp;964707 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. |  |  |
|  | 2.700%, 06/10/31 |  | 2500 | &nbsp;&nbsp;2273626 |
|  | 3.100%, 01/12/32 |  | 1000 | &nbsp;&nbsp;915979 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 2.900%, 05/15/30 |  | 1900 | &nbsp;&nbsp;1766306 |
| &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. |  |  |  |
|  | 3.250%, 01/15/32 |  | 500 | &nbsp;&nbsp;452637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 0.750%, 03/23/32 | EUR | 6379 | &nbsp;&nbsp;6512985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber <br>Co. |  |  |  |
|  | 4.875%, 03/15/27 |  | 2739 | &nbsp;&nbsp;2730110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>International LLC | &nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging <br>International LLC |  |  |  |
| #Ω | 3.750%, 02/01/30 |  | 4540 | &nbsp;&nbsp;4288058 |
| Hasbro, Inc. | Hasbro, Inc. | Hasbro, Inc. |  |  |
|  | 6.350%, 03/15/40 |  | 1350 | &nbsp;&nbsp;1414528 |
|  | 5.100%, 05/15/44 |  | 1000 | &nbsp;&nbsp;894745 |
| &nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT <br>Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT <br>Holdings II LLC |  |  |  |
| Ω | 3.750%, 09/15/30 |  | 9400 | &nbsp;&nbsp;8768814 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |  |  |
|  | 7.500%, 11/06/33 |  | 273 | &nbsp;&nbsp;$312586 |
|  | 4.375%, 03/15/42 |  | 2600 | &nbsp;&nbsp;2219492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Holdings LP |  |  |  |
|  | 2.000%, 03/15/31 |  | 1600 | &nbsp;&nbsp;1406902 |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |  |  |  |
| # | 5.500%, 12/01/34 |  | 5000 | &nbsp;&nbsp;4959766 |
| HNI Corp. | HNI Corp. |  |  |  |
| Ω | 5.125%, 01/18/29 |  | 542 | &nbsp;&nbsp;535280 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. |  |  |  |
|  | 5.950%, 02/01/37 |  | 500 | &nbsp;&nbsp;540193 |
| HP, Inc. | HP, Inc. | HP, Inc. |  |  |
| # | 5.500%, 01/15/33 |  | 2000 | &nbsp;&nbsp;2046602 |
| # | 6.000%, 09/15/41 |  | 10400 | &nbsp;&nbsp;10361237 |
| Huntsman International LLC | Huntsman International LLC | Huntsman International LLC |  |  |
|  | 4.500%, 05/01/29 |  | 4750 | &nbsp;&nbsp;4570642 |
| # | 5.700%, 10/15/34 |  | 7000 | &nbsp;&nbsp;6542414 |
| Intel Corp. | Intel Corp. | Intel Corp. |  |  |
|  | 4.600%, 03/25/40 |  | 1200 | &nbsp;&nbsp;1077035 |
|  | 2.800%, 08/12/41 |  | 1657 | &nbsp;&nbsp;1170859 |
|  | 5.625%, 02/10/43 |  | 11900 | &nbsp;&nbsp;11610484 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 0.650%, 02/11/32 | EUR | 5000 | &nbsp;&nbsp;5104228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light <br>Co. |  |  |  |
|  | 5.700%, 10/15/33 |  | 500 | &nbsp;&nbsp;525682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | &nbsp;&nbsp;870894 |
|  | 2.700%, 01/15/34 |  | 2100 | &nbsp;&nbsp;1775283 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 3.125%, 11/23/31 |  | 1671 | &nbsp;&nbsp;1520703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jacobs Engineering Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jacobs Engineering Group, <br>Inc. |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | &nbsp;&nbsp;787883 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |  |  |
|  | 4.850%, 01/15/27 |  | 57 | &nbsp;&nbsp;57415 |
|  | 2.625%, 10/15/31 |  | 1200 | &nbsp;&nbsp;1068271 |
|  | 2.750%, 10/15/32 |  | 3200 | &nbsp;&nbsp;2796292 |
| &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.790%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.790%, FRN |  |  |  |
| (r) | 4.508%, 06/08/26 |  | 5000 | &nbsp;&nbsp;5009211 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |  |  |
|  | 2.450%, 03/01/26 |  | 38 | &nbsp;&nbsp;37961 |
|  | 2.950%, 03/03/27 |  | 100 | &nbsp;&nbsp;99313 |
|  | 3.050%, 02/26/33 | EUR | 2300 | &nbsp;&nbsp;2724843 |
|  | 2.100%, 09/01/40 |  | 250 | &nbsp;&nbsp;175905 |
|  | 4.500%, 09/01/40 |  | 500 | &nbsp;&nbsp;480681 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 5.600%, 07/15/41 |  | 2700 | &nbsp;&nbsp;2790975 |
| Juniper Networks, Inc. | Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |
|  | 3.750%, 08/15/29 |  | 2600 | &nbsp;&nbsp;2543008 |
|  | 2.000%, 12/10/30 |  | 750 | &nbsp;&nbsp;666922 |
| KB Home | KB Home |  |  |  |
|  | 4.000%, 06/15/31 |  | 2315 | &nbsp;&nbsp;2185439 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Kemper Corp. | Kemper Corp. | Kemper Corp. |  |  |
|  | 2.400%, 09/30/30 |  | 4800 | &nbsp;&nbsp;$4292838 |
|  | 3.800%, 02/23/32 |  | 3500 | &nbsp;&nbsp;3236817 |
| Kilroy Realty LP | Kilroy Realty LP | Kilroy Realty LP |  |  |
|  | 2.500%, 11/15/32 |  | 10500 | &nbsp;&nbsp;8774465 |
|  | 2.650%, 11/15/33 |  | 2000 | &nbsp;&nbsp;1638001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP |  |  |
|  | 6.950%, 01/15/38 |  | 4500 | &nbsp;&nbsp;5104913 |
|  | 5.000%, 08/15/42 |  | 1000 | &nbsp;&nbsp;927159 |
|  | 5.000%, 03/01/43 |  | 6900 | &nbsp;&nbsp;6325275 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 6.900%, 04/15/38 |  | 1500 | &nbsp;&nbsp;1720804 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 4.100%, 10/15/41 |  | 15500 | &nbsp;&nbsp;12226331 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. |  |  |  |
| # | 6.200%, 08/15/34 |  | 4500 | &nbsp;&nbsp;4680895 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |  |  |  |
|  | 4.625%, 12/02/30 | EUR | 2000 | &nbsp;&nbsp;2513230 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |  |  |
|  | 6.300%, 10/09/37 |  | 3550 | &nbsp;&nbsp;3778906 |
|  | 7.000%, 06/15/40 |  | 800 | &nbsp;&nbsp;895396 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>II BV | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>II BV |  |  |  |
|  | 1.625%, 09/17/31 | EUR | 6500 | &nbsp;&nbsp;7002890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macy's Retail <br>Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;Macy's Retail <br>Holdings LLC |  |  |  |
|  | 4.500%, 12/15/34 |  | 3000 | &nbsp;&nbsp;2702046 |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |  |  |
|  | 4.000%, 04/15/28 |  | 5901 | &nbsp;&nbsp;5896188 |
|  | 5.500%, 04/15/37 |  | 2000 | &nbsp;&nbsp;2041167 |
| Merck & Co., Inc. | Merck & Co., Inc. | Merck & Co., Inc. |  |  |
|  | 3.900%, 03/07/39 |  | 500 | &nbsp;&nbsp;444898 |
|  | 2.350%, 06/24/40 |  | 1750 | &nbsp;&nbsp;1258864 |
|  | 4.150%, 05/18/43 |  | 8000 | &nbsp;&nbsp;6872070 |
|  | 4.900%, 05/17/44 |  | 500 | &nbsp;&nbsp;468539 |
|  | 3.700%, 02/10/45 |  | 1000 | &nbsp;&nbsp;792371 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |
|  | 4.950%, 05/15/33 |  | 7770 | &nbsp;&nbsp;7914074 |
|  | 4.750%, 08/15/34 |  | 259 | &nbsp;&nbsp;258604 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 6.500%, 12/15/32 |  | 281 | &nbsp;&nbsp;313687 |
| MGM Resorts International | MGM Resorts International |  |  |  |
|  | 4.625%, 09/01/26 |  | 2693 | &nbsp;&nbsp;2694524 |
| Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. |  |  |
| # | 2.703%, 04/15/32 |  | 500 | &nbsp;&nbsp;449660 |
|  | 3.366%, 11/01/41 |  | 1500 | &nbsp;&nbsp;1160835 |
| Molina Healthcare, Inc. | Molina Healthcare, Inc. | Molina Healthcare, Inc. |  |  |
| Ω | 3.875%, 11/15/30 |  | 500 | &nbsp;&nbsp;461186 |
| Ω | 3.875%, 05/15/32 |  | 7850 | &nbsp;&nbsp;7063831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage <br>Co. |  |  |  |
|  | 5.000%, 05/01/42 |  | 4600 | &nbsp;&nbsp;4268624 |
| Morgan Stanley | Morgan Stanley |  |  |  |
|  | 6.375%, 07/24/42 |  | 177 | &nbsp;&nbsp;196092 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 3500 | &nbsp;&nbsp;3188580 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.900%, 07/30/33 | EUR | 1000 | &nbsp;&nbsp;$988435 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. |  |  |  |
|  | 8.000%, 03/01/32 |  | 232 | &nbsp;&nbsp;275943 |
| Nestle Finance International Ltd. | Nestle Finance International Ltd. | Nestle Finance International Ltd. |  |  |
|  | 3.750%, 11/14/35 | EUR | 4280 | &nbsp;&nbsp;5193586 |
|  | 5.125%, 12/07/38 | GBP | 631 | &nbsp;&nbsp;854919 |
| NewMarket Corp. | NewMarket Corp. |  |  |  |
|  | 2.700%, 03/18/31 |  | 255 | &nbsp;&nbsp;233487 |
| NIKE, Inc. | NIKE, Inc. |  |  |  |
|  | 3.250%, 03/27/40 |  | 5277 | &nbsp;&nbsp;4246777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance <br>Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance <br>Co. LLC |  |  |  |
| Ω | 2.450%, 09/15/28 |  | 800 | &nbsp;&nbsp;744137 |
| Nordstrom, Inc. | Nordstrom, Inc. | Nordstrom, Inc. |  |  |
|  | 4.000%, 03/15/27 |  | 500 | &nbsp;&nbsp;494041 |
| # | 4.375%, 04/01/30 |  | 2300 | &nbsp;&nbsp;2195799 |
|  | 4.250%, 08/01/31 |  | 3300 | &nbsp;&nbsp;3052019 |
|  | 5.000%, 01/15/44 |  | 1000 | &nbsp;&nbsp;742674 |
| Novartis Capital Corp. | Novartis Capital Corp. | Novartis Capital Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.339%, <br>11/05/28<br>|  | 1800 | &nbsp;&nbsp;1809618 |
|  | 3.700%, 09/21/42 |  | 200 | &nbsp;&nbsp;165627 |
| Nucor Corp. | Nucor Corp. |  |  |  |
| # | 3.125%, 04/01/32 |  | 2300 | &nbsp;&nbsp;2140340 |
| NuStar Logistics LP | NuStar Logistics LP |  |  |  |
|  | 5.625%, 04/28/27 |  | 432 | &nbsp;&nbsp;436319 |
| NVIDIA Corp. | NVIDIA Corp. |  |  |  |
|  | 3.500%, 04/01/40 |  | 500 | &nbsp;&nbsp;421657 |
| ONEOK Partners LP | ONEOK Partners LP |  |  |  |
|  | 6.200%, 09/15/43 |  | 3900 | &nbsp;&nbsp;3983373 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 6.350%, 01/15/31 |  | 200 | &nbsp;&nbsp;214497 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |  |  |
|  | 3.800%, 11/15/37 |  | 2000 | &nbsp;&nbsp;1610349 |
|  | 6.125%, 07/08/39 |  | 1400 | &nbsp;&nbsp;1383546 |
|  | 3.600%, 04/01/40 |  | 3000 | &nbsp;&nbsp;2215783 |
|  | 5.375%, 07/15/40 |  | 1100 | &nbsp;&nbsp;991258 |
|  | 3.650%, 03/25/41 |  | 9000 | &nbsp;&nbsp;6567311 |
| Owens Corning | Owens Corning |  |  |  |
|  | 3.500%, 02/15/30 |  | 5200 | &nbsp;&nbsp;5052118 |
| Paramount Global | Paramount Global | Paramount Global |  |  |
|  | 7.875%, 07/30/30 |  | 1513 | &nbsp;&nbsp;1626307 |
|  | 4.950%, 01/15/31 |  | 500 | &nbsp;&nbsp;478341 |
|  | 4.200%, 05/19/32 |  | 3000 | &nbsp;&nbsp;2708872 |
|  | 5.500%, 05/15/33 |  | 400 | &nbsp;&nbsp;376949 |
|  | 6.875%, 04/30/36 |  | 2000 | &nbsp;&nbsp;1951477 |
|  | 4.850%, 07/01/42 |  | 2000 | &nbsp;&nbsp;1460361 |
|  | 5.850%, 09/01/43 |  | 3000 | &nbsp;&nbsp;2418492 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
|  | 0.800%, 08/01/31 | EUR | 4700 | &nbsp;&nbsp;4908405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Operating <br>Partnership LP |  |  |
|  | 3.150%, 08/15/30 |  | 5300 | &nbsp;&nbsp;4883932 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 2.750%, 04/01/32 |  | 4600 | &nbsp;&nbsp;$3976910 |
|  | 5.625%, 01/15/33 |  | 1000 | &nbsp;&nbsp;1004000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |
|  | 6.700%, 05/15/36 |  | 800 | &nbsp;&nbsp;867722 |
|  | 6.650%, 01/15/37 |  | 1700 | &nbsp;&nbsp;1847722 |
|  | 4.300%, 01/31/43 |  | 534 | &nbsp;&nbsp;441904 |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |  |
|  | 3.250%, 03/04/32 | EUR | 2311 | &nbsp;&nbsp;2714842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. |  |  |  |
|  | 6.050%, 10/15/36 |  | 500 | &nbsp;&nbsp;542393 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |
|  | 0.625%, 09/10/31 | EUR | 1493 | &nbsp;&nbsp;1535944 |
|  | 0.500%, 02/16/32 | EUR | 11500 | &nbsp;&nbsp;11590256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise <br>Group, Inc. |  |  |  |
|  | 8.625%, 04/15/31 |  | 575 | &nbsp;&nbsp;661899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co. |  |  |  |
|  | 0.875%, 01/24/32 | EUR | 9400 | &nbsp;&nbsp;9725608 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.000%, 02/15/35 |  | 800 | &nbsp;&nbsp;856827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Raymond James Financial, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James Financial, <br>Inc. |  |  |  |
|  | 4.900%, 09/11/35 |  | 300 | &nbsp;&nbsp;297060 |
| Rayonier LP | Rayonier LP |  |  |  |
|  | 2.750%, 05/17/31 |  | 3185 | &nbsp;&nbsp;2887077 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 5.875%, 03/15/35 |  | 156 | &nbsp;&nbsp;167553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rockies Express <br>Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;Rockies Express <br>Pipeline LLC |  |  |  |
| Ω | 7.500%, 07/15/38 |  | 1000 | &nbsp;&nbsp;1094639 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 3.300%, 09/02/40 |  | 2900 | &nbsp;&nbsp;2253604 |
| RTX Corp. | RTX Corp. | RTX Corp. |  |  |
|  | 4.450%, 11/16/38 |  | 1000 | &nbsp;&nbsp;940088 |
|  | 4.500%, 06/01/42 |  | 3000 | &nbsp;&nbsp;2716621 |
| Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP |  |  |
|  | 3.900%, 10/15/29 |  | 6730 | &nbsp;&nbsp;6594118 |
|  | 3.200%, 12/01/31 |  | 3658 | &nbsp;&nbsp;3348921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seagate Data Storage <br>Technology Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Data Storage <br>Technology Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Data Storage <br>Technology Pte. Ltd. |  |  |
| Ω | 4.091%, 06/01/29 |  | 900 | &nbsp;&nbsp;882155 |
| Ω | 4.125%, 01/15/31 |  | 9500 | &nbsp;&nbsp;9050745 |
| Ω | 5.750%, 12/01/34 |  | 2800 | &nbsp;&nbsp;2859654 |
| Sealed Air Corp. | Sealed Air Corp. | Sealed Air Corp. |  |  |
| Ω | 4.000%, 12/01/27 |  | 1600 | &nbsp;&nbsp;1593917 |
| Ω | 6.875%, 07/15/33 |  | 8692 | &nbsp;&nbsp;9138021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Selective Insurance Group, <br>Inc. |  |  |  |
|  | 5.900%, 04/15/35 |  | 2500 | &nbsp;&nbsp;2614045 |
| Sempra | Sempra | Sempra |  |  |
|  | 3.800%, 02/01/38 |  | 1253 | &nbsp;&nbsp;1076245 |
|  | 6.000%, 10/15/39 |  | 2000 | &nbsp;&nbsp;2069674 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Sensata Technologies, Inc. | Sensata Technologies, Inc. |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 5000 | &nbsp;&nbsp;$4889169 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |
| Ω | 5.500%, 03/25/40 |  | 5800 | &nbsp;&nbsp;5920599 |
|  | 4.550%, 08/12/43 |  | 2000 | &nbsp;&nbsp;1791383 |
|  | 4.375%, 05/11/45 |  | 2375 | &nbsp;&nbsp;2048726 |
| Shell International Finance BV | Shell International Finance BV | Shell International Finance BV |  |  |
|  | 1.875%, 04/07/32 | EUR | 6800 | &nbsp;&nbsp;7508456 |
|  | 1.250%, 11/11/32 | EUR | 8560 | &nbsp;&nbsp;8979709 |
|  | 3.625%, 08/21/42 |  | 12200 | &nbsp;&nbsp;9827802 |
|  | 4.375%, 05/11/45 |  | 500 | &nbsp;&nbsp;433699 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.250%, 01/15/32 |  | 100 | &nbsp;&nbsp;88336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spectra Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Spectra Energy <br>Partners LP |  |  |  |
|  | 4.500%, 03/15/45 |  | 2000 | &nbsp;&nbsp;1692787 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank & Trust <br>Co., SOFR + 0.460%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Bank & Trust <br>Co., SOFR + 0.460%, <br>FRN |  |  |  |
| (r) | 4.217%, 11/25/26 |  | 4000 | &nbsp;&nbsp;4008399 |
| Stellantis Finance U.S., Inc. | Stellantis Finance U.S., Inc. | Stellantis Finance U.S., Inc. |  |  |
| Ω | 2.691%, 09/15/31 |  | 800 | &nbsp;&nbsp;704707 |
| #Ω | 6.450%, 03/18/35 |  | 4000 | &nbsp;&nbsp;4168494 |
| Tanger Properties LP | Tanger Properties LP |  |  |  |
|  | 2.750%, 09/01/31 |  | 1000 | &nbsp;&nbsp;908508 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 3.050%, 03/15/32 |  | 1800 | &nbsp;&nbsp;1640276 |
| Targa Resources Corp. | Targa Resources Corp. |  |  |  |
|  | 4.200%, 02/01/33 |  | 1500 | &nbsp;&nbsp;1434953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Communities, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Communities, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison Communities, <br>Inc. |  |  |
| Ω | 5.750%, 01/15/28 |  | 4500 | &nbsp;&nbsp;4585950 |
| Ω | 5.125%, 08/01/30 |  | 650 | &nbsp;&nbsp;654153 |
| TC PipeLines LP | TC PipeLines LP |  |  |  |
|  | 3.900%, 05/25/27 |  | 2000 | &nbsp;&nbsp;1995375 |
| Timken Co. | Timken Co. |  |  |  |
|  | 4.125%, 04/01/32 |  | 600 | &nbsp;&nbsp;575806 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |
|  | 6.700%, 12/15/33 |  | 800 | &nbsp;&nbsp;892549 |
|  | 4.375%, 04/15/40 |  | 6700 | &nbsp;&nbsp;5986726 |
| Under Armour, Inc. | Under Armour, Inc. |  |  |  |
|  | 3.250%, 06/15/26 |  | 6250 | &nbsp;&nbsp;6214664 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |
|  | 3.500%, 08/15/39 |  | 5300 | &nbsp;&nbsp;4376534 |
|  | 2.750%, 05/15/40 |  | 1000 | &nbsp;&nbsp;739040 |
| Unum Group | Unum Group |  |  |  |
|  | 5.750%, 08/15/42 |  | 125 | &nbsp;&nbsp;124707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. |  |  |  |
|  | 3.400%, 03/22/41 |  | 2000 | &nbsp;&nbsp;1558483 |
| VF Corp. | VF Corp. |  |  |  |
| # | 2.950%, 04/23/30 |  | 2166 | &nbsp;&nbsp;1975648 |
| Viatris, Inc. | Viatris, Inc. |  |  |  |
|  | 3.850%, 06/22/40 |  | 16500 | &nbsp;&nbsp;12703195 |
| Visa, Inc. | Visa, Inc. | Visa, Inc. |  |  |
|  | 3.125%, 05/15/33 | EUR | 26900 | &nbsp;&nbsp;31784343 |
|  | 3.500%, 05/15/37 | EUR | 2000 | &nbsp;&nbsp;2358541 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 2.700%, 04/15/40 |  | 500 | &nbsp;&nbsp;$383107 |
| Vontier Corp. | Vontier Corp. |  |  |  |
|  | 2.950%, 04/01/31 |  | 12875 | &nbsp;&nbsp;11808566 |
| Vornado Realty LP | Vornado Realty LP |  |  |  |
|  | 3.400%, 06/01/31 |  | 3100 | &nbsp;&nbsp;2828009 |
| Voya Financial, Inc. | Voya Financial, Inc. |  |  |  |
|  | 5.700%, 07/15/43 |  | 500 | &nbsp;&nbsp;498379 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |  |  |
|  | 5.250%, 09/28/35 | GBP | 6000 | &nbsp;&nbsp;8507538 |
|  | 4.875%, 07/08/40 |  | 6244 | &nbsp;&nbsp;6210611 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |  |  |
|  | 0.625%, 03/25/30 | EUR | 1016 | &nbsp;&nbsp;1097496 |
|  | 0.625%, 08/14/30 | EUR | 3461 | &nbsp;&nbsp;3702202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |  |
| (r) | 4.760%, 12/11/26 |  | 4000 | &nbsp;&nbsp;4026091 |
| Western Digital Corp. | Western Digital Corp. | Western Digital Corp. |  |  |
|  | 4.750%, 02/15/26 |  | 212 | &nbsp;&nbsp;211882 |
|  | 2.850%, 02/01/29 |  | 4300 | &nbsp;&nbsp;4101686 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream <br>Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream <br>Operating LP |  |  |  |
|  | 5.450%, 04/01/44 |  | 2000 | &nbsp;&nbsp;1830153 |
| Weyerhaeuser Co. | Weyerhaeuser Co. |  |  |  |
|  | 7.375%, 03/15/32 |  | 254 | &nbsp;&nbsp;289069 |
| Whirlpool Corp. | Whirlpool Corp. | Whirlpool Corp. |  |  |
| # | 6.500%, 06/15/33 |  | 2000 | &nbsp;&nbsp;1973584 |
|  | 5.750%, 03/01/34 |  | 300 | &nbsp;&nbsp;282429 |
|  | 5.150%, 03/01/43 |  | 3000 | &nbsp;&nbsp;2448019 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 5.400%, 03/04/44 |  | 4200 | &nbsp;&nbsp;4035996 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 2.450%, 02/01/32 |  | 1900 | &nbsp;&nbsp;1679444 |
| WRKCo, Inc. | WRKCo, Inc. |  |  |  |
|  | 4.200%, 06/01/32 |  | 1750 | &nbsp;&nbsp;1704036 |
| &nbsp;&nbsp;&nbsp;&nbsp;XPLR Infrastructure <br>Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;XPLR Infrastructure <br>Operating Partners LP |  |  |  |
| Ω | 4.500%, 09/15/27 |  | 4700 | &nbsp;&nbsp;4657265 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. |  |  |
| Ω | 4.750%, 01/15/30 |  | 3875 | &nbsp;&nbsp;3865489 |
|  | 3.625%, 03/15/31 |  | 2470 | &nbsp;&nbsp;2335010 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;1183516123 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;2684551526 |
| U.S. TREASURY OBLIGATIONS — (3.3%) | U.S. TREASURY OBLIGATIONS — (3.3%) | U.S. TREASURY OBLIGATIONS — (3.3%) | U.S. TREASURY OBLIGATIONS — (3.3%) | U.S. TREASURY OBLIGATIONS — (3.3%) |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.150%, FRN, <br>3.763%, 04/30/26 <br>|  | 43800 | &nbsp;&nbsp;43810146 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.182%, FRN, <br>3.795%, 07/31/26 <br>|  | 31000 | &nbsp;&nbsp;31017404 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.098%, FRN, <br>3.711%, 01/31/27 <br>|  | 18000 | &nbsp;&nbsp;18006672 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.190%, FRN, <br>3.803%, 10/31/27 <br>| 5000 | &nbsp;&nbsp;$5008477 |
|  | 3.875%, 07/31/30  | 5000 | &nbsp;&nbsp;5023047 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;102865746 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $3,066,102,072) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $3,066,102,072) |  | &nbsp;&nbsp;3053461994 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 6205601 | &nbsp;&nbsp;$71780182 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,137,880,735)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,137,880,735)^^ |  | &nbsp;&nbsp;$3125242176 |

---

As of January 31, 2026, DFA Global Core Plus Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| GBP | 3440621 | USD | 4604110 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$103841 |
| GBP | 8039756 | USD | 10819422 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181670 |
| JPY | 2104537378 | USD | 13298470 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307153 |
| EUR | 6734494 | USD | 7948467 | Bank of America Corp. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37254 |
| EUR | 339377 | USD | 398917 | Citibank, N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534 |
| EUR | 3828477 | USD | 4499431 | HSBC Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40568 |
| GBP | 644700 | USD | 865269 | Bank of America Corp. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16891 |
| NZD | 397347 | USD | 234341 | HSBC Bank | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
| EUR | 4793671 | USD | 5599108 | Australia and New Zealand Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92182 |
| USD | 9536658 | EUR | 8001939 | HSBC Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36348 |
| USD | 80260433 | CAD | 108421812 | Bank of New York Mellon | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422593 |
| USD | 96778736 | EUR | 80481726 | Australia and New Zealand Bank | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994192 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$2241305** |
| USD | 1213762 | CAD | 1688136 | Bank of America Corp. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(26010)<br>|
| CAD | 108421812 | USD | 80046048 | Bank of New York Mellon | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(420732)<br>|
| USD | 2571722 | CAD | 3576564 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54918)<br>|
| USD | 75376957 | CAD | 103157112 | Morgan Stanley & Co. LLC | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(381947)<br>|
| USD | 2857532 | EUR | 2459400 | Bank of America Corp. | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57853)<br>|
| USD | 6696272 | EUR | 5737828 | Citibank, N.A. | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(105377)<br>|
| USD | 3760120 | EUR | 3208146 | HSBC Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42832)<br>|
| USD | 20948304 | EUR | 17793287 | State Street Bank and Trust | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143947)<br>|
| USD | 22821958 | GBP | 16944390 | Royal Bank of Canada | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(363787)<br>|
| USD | 27512036 | GBP | 20398241 | Bank of America Corp. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(399624)<br>|
| USD | 94924801 | EUR | 81119944 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1257666)<br>|
| USD | 8436907 | DKK | 54025167 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141065)<br>|
| USD | 710945 | AUD | 1062323 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28796)<br>|
| USD | 10241693 | AUD | 15215279 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(353365)<br>|
| USD | 48777321 | JPY | 7609390290 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(416624)<br>|
| USD | 2899057 | AUD | 4332887 | State Street Bank and Trust | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118120)<br>|
| USD | 75104809 | CAD | 104029474 | Bank of New York Mellon | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1323870)<br>|
| USD | 95725377 | EUR | 81896862 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1387402)<br>|
| USD | 96244990 | EUR | 82535830 | Australia and New Zealand Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1630102)<br>|
| USD | 8511436 | AUD | 12739450 | Bank of America Corp. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(359552)<br>|
| EUR | 2619229 | USD | 3139012 | HSBC Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33000)<br>|
| USD | 44221107 | AUD | 66164644 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1851599)<br>|
| USD | 22232474 | GBP | 16529815 | Societe Generale | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(385707)<br>|
| USD | 14059687 | NZD | 24418251 | Australia and New Zealand Bank | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(653484)<br>|
| USD | 42065473 | AUD | 62232186 | Bank of New York Mellon | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1268501)<br>|

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 153752 | NZD | 266490 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6821)<br>|
| USD | 512229 | NZD | 873561 | Citibank, N.A. | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14153)<br>|
| USD | 22240237 | GBP | 16560055 | Bank of New York Mellon | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(419171)<br>|
| USD | 534673 | NZD | 913459 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15812)<br>|
| EUR | 4788327 | USD | 5734764 | Australia and New Zealand Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49818)<br>|
| USD | 1698791 | EUR | 1448632 | Citibank, N.A. | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21099)<br>|
| USD | 4649422 | EUR | 3966872 | HSBC Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60250)<br>|
| USD | 9153306 | EUR | 7842902 | Royal Bank of Canada | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158187)<br>|
| USD | 7635423 | CAD | 10536216 | Societe Generale | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(113899)<br>|
| USD | 5785677 | EUR | 4959273 | Societe Generale | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102224)<br>|
| USD | 70910790 | CAD | 97677273 | Bank of New York Mellon | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(933285)<br>|
| USD | 45216139 | AUD | 67890847 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2055652)<br>|
| USD | 77258066 | CAD | 106929374 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1414444)<br>|
| USD | 2347705 | NZD | 4066949 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104818)<br>|
| USD | 103531411 | EUR | 88652954 | Societe Generale | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1761435)<br>|
| USD | 50476032 | JPY | 7966930002 | UBS AG | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1188756)<br>|
| USD | 103828523 | EUR | 88976320 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1878172)<br>|
| USD | 96216925 | EUR | 81849992 | Societe Generale | 03/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1028034)<br>|
| USD | 101877252 | EUR | 86793475 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1255534)<br>|
| USD | 39505345 | JPY | 6231679796 | Societe Generale | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(941264)<br>|
| USD | 103099980 | EUR | 87545485 | HSBC Bank | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(941052)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(27669760)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(25428455)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $207,330,623 or 7.1% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$266044722 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$266044722 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;231725974 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;231725974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25299701 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25299701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;471935053 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;471935053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24217540 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24217540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5406552 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5406552 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182857639 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182857639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;94925171 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;94925171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18925044 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18925044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4418708 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4418708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37659461 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37659461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;126696150 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;126696150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17495759 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17495759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45307355 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45307355 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17920911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17920911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18087260 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18087260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14720242 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14720242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55993180 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55993180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3314511 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3314511 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$22985501 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$22985501 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81143691 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81143691 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1183516123 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1183516123 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;102865746 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;102865746 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;71780182 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;71780182 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3125242176 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3125242176 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2241305 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2241305 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(27669760) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(27669760) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(25428455) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(25428455) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) | COMMON STOCKS — (97.7%) |  |
| BRAZIL — (3.4%) | BRAZIL — (3.4%) | BRAZIL — (3.4%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianca Saude e <br>Participacoes SA<br>| 2000 | &nbsp;&nbsp;$1782 |
|  | Allied Tecnologia SA | 18800 | &nbsp;&nbsp;29900 |
|  | Allos SA | 46200 | &nbsp;&nbsp;271261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allpark <br>Empreendimentos <br>Participacoes e <br>Servicos SA<br>| 5900 | &nbsp;&nbsp;5179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alupar Investimento <br>SA<br>| 52236 | &nbsp;&nbsp;336974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ambev SA (ABEV US), <br>ADR<br>| 220998 | &nbsp;&nbsp;614374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ambev SA (ABEV3 <br>BZ)<br>| 9200 | &nbsp;&nbsp;25960 |
|  | Anima Holding SA | 46900 | &nbsp;&nbsp;46608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armac Locacao <br>Logistica E Servicos <br>SA<br>| 13600 | &nbsp;&nbsp;12378 |
|  | Auren Energia SA | 20135 | &nbsp;&nbsp;43081 |
|  | Axia Energia | 46749 | &nbsp;&nbsp;482969 |
|  | Azzas 2154 SA | 5102 | &nbsp;&nbsp;25923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa <br>Balcao<br>| 568053 | &nbsp;&nbsp;1743206 |
|  | Banco ABC Brasil SA | 2703 | &nbsp;&nbsp;13775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA <br>(BBDC3 BZ)<br>| 100783 | &nbsp;&nbsp;350833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 22777 | &nbsp;&nbsp;259462 |
|  | Banco do Brasil SA | 220072 | &nbsp;&nbsp;1054623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Brasil SA<br>| 271757 | &nbsp;&nbsp;1875486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BB Seguridade <br>Participacoes SA<br>| 95054 | &nbsp;&nbsp;673881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 13617 | &nbsp;&nbsp;64142 |
| \* | Blau Farmaceutica SA | 16120 | &nbsp;&nbsp;31151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boa Safra Sementes <br>SA<br>| 10905 | &nbsp;&nbsp;18069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BR Advisory Partners <br>Participacoes SA<br>| 4400 | &nbsp;&nbsp;16579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisanet Servicos de <br>Telecomunicacoes <br>SA<br>| 21500 | &nbsp;&nbsp;13604 |
|  | C&A Modas SA | 42650 | &nbsp;&nbsp;96682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caixa Seguridade <br>Participacoes SA<br>| 51588 | &nbsp;&nbsp;169681 |
|  | Camil Alimentos SA | 8542 | &nbsp;&nbsp;10810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 33667 | &nbsp;&nbsp;65124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Distribuicao<br>| 77936 | &nbsp;&nbsp;56866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado de <br>Sao Paulo SABESP <br>(SBS US), ADR<br>| 5230 | &nbsp;&nbsp;$140466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado de <br>Sao Paulo SABESP <br>(SBSP3 BZ)<br>| 23012 | &nbsp;&nbsp;617501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento de <br>Minas Gerais <br>Copasa MG<br>| 40100 | &nbsp;&nbsp;389742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR11 <br>BZ)<br>| 39700 | &nbsp;&nbsp;352135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR3 BZ)<br>| 21300 | &nbsp;&nbsp;46139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais (CIG <br>US), Sponsored <br>ADR<br>| 11964 | &nbsp;&nbsp;25722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais <br>(CMIG3 BZ)<br>| 107341 | &nbsp;&nbsp;307781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Paranaense de <br>Energia - Copel <br>CPLE3 BZ<br>| 518501 | &nbsp;&nbsp;1298531 |
|  | Cogna Educacao SA | 696163 | &nbsp;&nbsp;601880 |
|  | CPFL Energia SA | 36995 | &nbsp;&nbsp;361743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 22000 | &nbsp;&nbsp;30098 |
|  | CSU Digital SA | 3600 | &nbsp;&nbsp;13182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cury Construtora e <br>Incorporadora SA<br>| 70816 | &nbsp;&nbsp;464908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 106577 | &nbsp;&nbsp;605511 |
| Ω | Desktop SA | 13800 | &nbsp;&nbsp;39071 |
|  | Dexco SA | 158693 | &nbsp;&nbsp;172782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Diagnosticos da <br>America SA<br>| 46643 | &nbsp;&nbsp;37756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA Distribuidora <br>da Medicamentos<br>| 22448 | &nbsp;&nbsp;56432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Direcional Engenharia <br>SA<br>| 65325 | &nbsp;&nbsp;173157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EcoRodovias <br>Infraestrutura e <br>Logistica SA<br>| 89540 | &nbsp;&nbsp;201104 |
|  | Embraer SA | 158074 | &nbsp;&nbsp;2912028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 20589 | &nbsp;&nbsp;25664 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 818 | &nbsp;&nbsp;$1020 |
|  | Energisa SA | 95789 | &nbsp;&nbsp;928449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Brasil Energia <br>SA<br>| 64254 | &nbsp;&nbsp;400096 |
|  | Equatorial SA | 160897 | &nbsp;&nbsp;1251039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Even Construtora e <br>Incorporadora SA<br>| 44580 | &nbsp;&nbsp;67343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ez Tec <br>Empreendimentos e <br>Participacoes SA<br>| 51111 | &nbsp;&nbsp;147037 |
|  | Fleury SA | 79367 | &nbsp;&nbsp;250646 |
|  | Fras-Le SA | 12652 | &nbsp;&nbsp;58419 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, Sponsored <br>ADR<br>| 55511 | &nbsp;&nbsp;237032 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;GPS Participacoes e <br>Empreendimentos <br>SA<br>| 55969 | &nbsp;&nbsp;199299 |
|  | Grendene SA | 41217 | &nbsp;&nbsp;38846 |
|  | Grupo Mateus SA | 96585 | &nbsp;&nbsp;88276 |
|  | Grupo SBF SA | 33476 | &nbsp;&nbsp;91597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 19565 | &nbsp;&nbsp;36507 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hapvida Participacoes <br>e Investimentos SA<br>| 70426 | &nbsp;&nbsp;173966 |
|  | Hypera SA | 64437 | &nbsp;&nbsp;308671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelbras SA Industria <br>de Telecomunicacao <br>Eletronica Brasileira<br>| 16700 | &nbsp;&nbsp;39158 |
|  | Iochpe Maxion SA | 22800 | &nbsp;&nbsp;47742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 33400 | &nbsp;&nbsp;57690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 18102 | &nbsp;&nbsp;198983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 91696 | &nbsp;&nbsp;166395 |
|  | JSL SA | 14248 | &nbsp;&nbsp;20170 |
|  | Kepler Weber SA | 41740 | &nbsp;&nbsp;81216 |
|  | Klabin SA | 433971 | &nbsp;&nbsp;1579950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 12800 | &nbsp;&nbsp;43512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 106530 | &nbsp;&nbsp;979523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Log-in Logistica <br>Intermodal SA<br>| 6000 | &nbsp;&nbsp;37053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lojas Quero-Quero <br>SA<br>| 65757 | &nbsp;&nbsp;31612 |
|  | Lojas Renner SA | 209643 | &nbsp;&nbsp;594740 |
| Ω | LWSA SA | 82971 | &nbsp;&nbsp;77094 |
|  | M Dias Branco SA | 14332 | &nbsp;&nbsp;67619 |
|  | Magazine Luiza SA | 64431 | &nbsp;&nbsp;119857 |
|  | Marcopolo SA | 50160 | &nbsp;&nbsp;57187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 16200 | &nbsp;&nbsp;12282 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao Servicos <br>e Logistica SA<br>| 41800 | &nbsp;&nbsp;$123111 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mitre Realty <br>Empreendimentos E <br>Participacoes LTDA<br>| 28300 | &nbsp;&nbsp;21295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 305757 | &nbsp;&nbsp;973728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 12407 | &nbsp;&nbsp;67378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 69411 | &nbsp;&nbsp;164204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MRV Engenharia e <br>Participacoes SA<br>| 111580 | &nbsp;&nbsp;171099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multiplan <br>Empreendimentos <br>Imobiliarios SA<br>| 12106 | &nbsp;&nbsp;75772 |
| \* | Natura Cosmeticos SA | 145248 | &nbsp;&nbsp;242045 |
|  | Neoenergia SA | 60609 | &nbsp;&nbsp;373138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 15900 | &nbsp;&nbsp;28460 |
|  | Odontoprev SA | 106697 | &nbsp;&nbsp;227880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oncoclinicas do Brasil <br>Servicos Medicos <br>SA<br>| 12800 | &nbsp;&nbsp;5789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plano & Plano <br>Desenvolvimento <br>Imobiliario SA<br>| 12079 | &nbsp;&nbsp;34680 |
|  | Porto Seguro SA | 92118 | &nbsp;&nbsp;879390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Positivo Tecnologia <br>SA<br>| 30352 | &nbsp;&nbsp;25953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profarma Distribuidora <br>de Produtos <br>Farmaceuticos SA<br>| 5300 | &nbsp;&nbsp;9245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualicorp Consultoria <br>e Corretora de <br>Seguros SA<br>| 72400 | &nbsp;&nbsp;31229 |
|  | Raia Drogasil SA | 366487 | &nbsp;&nbsp;1706129 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Rede D'Or Sao Luiz <br>SA<br>| 46711 | &nbsp;&nbsp;376248 |
|  | Romi SA | 17940 | &nbsp;&nbsp;28703 |
|  | Rumo SA | 22700 | &nbsp;&nbsp;63665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI US), ADR<br>| 2192 | &nbsp;&nbsp;18172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 434253 | &nbsp;&nbsp;707149 |
| Ω | Ser Educacional SA | 18800 | &nbsp;&nbsp;44653 |
|  | Simpar SA | 101351 | &nbsp;&nbsp;128837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smartfit Escola de <br>Ginastica e Danca <br>SA<br>| 24637 | &nbsp;&nbsp;103695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzano SA (SUZB3 <br>BZ)<br>| 124959 | &nbsp;&nbsp;1171294 |
|  | SYN prop e tech SA | 20226 | &nbsp;&nbsp;19524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tegma Gestao <br>Logistica SA<br>| 19200 | &nbsp;&nbsp;142283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIV US), ADR<br>| 18532 | &nbsp;&nbsp;262784 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIVT3 BZ)<br>| 46400 | &nbsp;&nbsp;$329568 |
|  | TIM SA | 206800 | &nbsp;&nbsp;963515 |
|  | TOTVS SA | 66708 | &nbsp;&nbsp;564947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transmissora Alianca <br>de Energia Eletrica <br>SA<br>| 80252 | &nbsp;&nbsp;634818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 16800 | &nbsp;&nbsp;53119 |
|  | Trisul SA | 52783 | &nbsp;&nbsp;71109 |
| \* | Tupy SA | 13700 | &nbsp;&nbsp;32514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGP US), <br>Sponsored ADR<br>| 55886 | &nbsp;&nbsp;267135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 235566 | &nbsp;&nbsp;1136034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uniao Pet <br>Participacoes SA<br>| 37800 | &nbsp;&nbsp;25283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 11684 | &nbsp;&nbsp;11833 |
|  | Unipar Carbocloro SA | 6409 | &nbsp;&nbsp;73227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 25379 | &nbsp;&nbsp;107202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 132110 | &nbsp;&nbsp;100160 |
|  | Veste SA Estilo | 4700 | &nbsp;&nbsp;3278 |
|  | Vibra Energia SA | 554652 | &nbsp;&nbsp;3031075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vivara Participacoes <br>SA<br>| 29900 | &nbsp;&nbsp;160103 |
|  | Vulcabras SA | 15690 | &nbsp;&nbsp;53724 |
|  | WEG SA | 166778 | &nbsp;&nbsp;1639021 |
|  | XP, Inc., BDR | 2473 | &nbsp;&nbsp;47930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 48164 | &nbsp;&nbsp;134258 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;43441107 |
| CHILE — (0.7%) | CHILE — (0.7%) | CHILE — (0.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aguas Andinas SA, <br>Class A<br>| 689304 | &nbsp;&nbsp;303681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile (BCH <br>US), ADR<br>| 19622 | &nbsp;&nbsp;856101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile (CHILE <br>CI)<br>| 1082723 | &nbsp;&nbsp;238506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e <br>Inversiones SA<br>| 8629 | &nbsp;&nbsp;641283 |
|  | Banco Itau Chile SA | 6357 | &nbsp;&nbsp;173035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Chile <br>(BSAC US), ADR<br>| 7781 | &nbsp;&nbsp;274047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Chile <br>(BSAN CI)<br>| 4731162 | &nbsp;&nbsp;$416140 |
|  | Besalco SA | 118298 | &nbsp;&nbsp;189373 |
|  | BICECORP SA | 450755 | &nbsp;&nbsp;226979 |
|  | Camanchaca SA | 228863 | &nbsp;&nbsp;25099 |
| \* | CAP SA | 5893 | &nbsp;&nbsp;55640 |
|  | Cencosud SA | 152357 | &nbsp;&nbsp;509828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cencosud Shopping <br>SA<br>| 80676 | &nbsp;&nbsp;258549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>CI)<br>| 24702 | &nbsp;&nbsp;181657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, ADR, Class B<br>| 10551 | &nbsp;&nbsp;331512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 39535 | &nbsp;&nbsp;212247 |
|  | Empresas CMPC SA | 230620 | &nbsp;&nbsp;345745 |
|  | Empresas Copec SA | 21619 | &nbsp;&nbsp;184295 |
| \* | Empresas Hites SA | 172193 | &nbsp;&nbsp;25010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Americas SA <br>(ENELAM CI)<br>| 1117182 | &nbsp;&nbsp;105470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA <br>(ENELCHIL CI)<br>| 1695798 | &nbsp;&nbsp;143773 |
|  | Falabella SA | 36318 | &nbsp;&nbsp;281883 |
|  | Forus SA | 22023 | &nbsp;&nbsp;61873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Instituto de Diagnostico <br>SA<br>| 1465 | &nbsp;&nbsp;4632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 121480 | &nbsp;&nbsp;154166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones La <br>Construccion SA<br>| 7731 | &nbsp;&nbsp;192841 |
| \* | Masisa SA | 657534 | &nbsp;&nbsp;12576 |
| \* | Multiexport Foods SA | 74232 | &nbsp;&nbsp;29385 |
|  | Parque Arauco SA | 108099 | &nbsp;&nbsp;459462 |
|  | PAZ Corp. SA | 19614 | &nbsp;&nbsp;19519 |
|  | Plaza SA | 83322 | &nbsp;&nbsp;362413 |
|  | Ripley Corp. SA | 177743 | &nbsp;&nbsp;89359 |
|  | Salfacorp SA | 180426 | &nbsp;&nbsp;297114 |
|  | Sigdo Koppers SA | 84902 | &nbsp;&nbsp;165222 |
|  | SMU SA | 812541 | &nbsp;&nbsp;152249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz SAAM <br>SA<br>| 1197624 | &nbsp;&nbsp;188982 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA, <br>Sponsored ADR<br>| 5242 | &nbsp;&nbsp;402795 |
|  | SONDA SA | 176889 | &nbsp;&nbsp;67814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vina Concha y Toro <br>SA<br>| 102802 | &nbsp;&nbsp;117177 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;8757432 |
| CHINA — (28.2%) | CHINA — (28.2%) | CHINA — (28.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;263 Network <br>Communications Co. <br>Ltd., Class A<br>| 24200 | &nbsp;&nbsp;23042 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;360 Security <br>Technology, Inc., <br>Class A<br>| 41400 | &nbsp;&nbsp;$72279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;361 Degrees <br>International Ltd.<br>| 278000 | &nbsp;&nbsp;204606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;37 Interactive <br>Entertainment <br>Network Technology <br>Group Co. Ltd., <br>Class A<br>| 23800 | &nbsp;&nbsp;90743 |
| Ω | 3SBio, Inc. | 347000 | &nbsp;&nbsp;1034688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABA Chemicals Corp., <br>Class A<br>| 20700 | &nbsp;&nbsp;21987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelink Technologies <br>Co. Ltd., Class A<br>| 3200 | &nbsp;&nbsp;33233 |
| \* | ADAMA Ltd., Class A | 25800 | &nbsp;&nbsp;23105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addsino Co. Ltd., <br>Class A<br>| 20500 | &nbsp;&nbsp;83935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Micro-Fabrication <br>Equipment, Inc. <br>China, Class A<br>| 1310 | &nbsp;&nbsp;65310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Technology <br>& Materials Co. Ltd., <br>Class A<br>| 17320 | &nbsp;&nbsp;59188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero Science & <br>Technology Co. Ltd., <br>Class A<br>| 9500 | &nbsp;&nbsp;70989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero-Engine <br>Control Co. Ltd., <br>Class A<br>| 19600 | &nbsp;&nbsp;68880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aviation Power <br>Co. Ltd., Class A<br>| 11400 | &nbsp;&nbsp;76005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Hi-Tech <br>Holdings Group Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;32054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agile Group Holdings <br>Ltd.<br>| 376000 | &nbsp;&nbsp;13698 |
| \* | Agora, Inc., ADR | 14112 | &nbsp;&nbsp;58847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agricultural Bank of <br>China Ltd., Class H<br>| 1584000 | &nbsp;&nbsp;1107401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aier Eye Hospital <br>Group Co. Ltd., <br>Class A<br>| 77158 | &nbsp;&nbsp;122949 |
| \* | AIFU, Inc., Class A | 936 | &nbsp;&nbsp;1919 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AInnovation <br>Technology Group <br>Co. Ltd., Class H<br>| 49500 | &nbsp;&nbsp;36468 |
|  | Aisino Corp., Class A | 33000 | &nbsp;&nbsp;47656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajisen China Holdings <br>Ltd.<br>| 95000 | &nbsp;&nbsp;11065 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AK Medical Holdings <br>Ltd.<br>| 78000 | &nbsp;&nbsp;58256 |
| #\*Ω | Akeso, Inc. | 3000 | &nbsp;&nbsp;42344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding <br>Ltd. (9988 HK)<br>| 1050900 | &nbsp;&nbsp;22356399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Health <br>Information <br>Technology Ltd.<br>| 32000 | &nbsp;&nbsp;$26540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;All Winner Technology <br>Co. Ltd., Class A<br>| 4420 | &nbsp;&nbsp;29185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmed Medical <br>Products Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;23757 |
| \* | Alpha Group, Class A | 24400 | &nbsp;&nbsp;32849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlogic Shanghai Co. <br>Ltd., Class A<br>| 3216 | &nbsp;&nbsp;40613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amoy Diagnostics Co. <br>Ltd., Class A<br>| 7380 | &nbsp;&nbsp;23210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrita Global <br>Development Ltd.<br>| 50000 | &nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andon Health Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;23941 |
|  | ANE Cayman, Inc. | 108000 | &nbsp;&nbsp;167694 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Angelalign Technology, <br>Inc.<br>| 1400 | &nbsp;&nbsp;12291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anfu Battery <br>Technology Co. Ltd., <br>Class A<br>| 3200 | &nbsp;&nbsp;23404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anke <br>Biotechnology Group <br>Co. Ltd., Class A<br>| 36800 | &nbsp;&nbsp;53245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 54000 | &nbsp;&nbsp;37138 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Expressway Co. <br>Ltd., Class H<br>| 88000 | &nbsp;&nbsp;156229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Guangxin <br>Agrochemical Co. <br>Ltd., Class A<br>| 19668 | &nbsp;&nbsp;45291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Gujing Distillery <br>Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp;66500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Heli Co. Ltd., <br>Class A<br>| 15200 | &nbsp;&nbsp;47678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Honglu Steel <br>Construction Group <br>Co. Ltd., Class A<br>| 21540 | &nbsp;&nbsp;70165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Huilong <br>Agricultural Means <br>of Production Co. <br>Ltd., Class A<br>| 28200 | &nbsp;&nbsp;26709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jianghuai <br>Automobile Group <br>Corp. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;68445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jiangnan <br>Chemical Industry <br>Co. Ltd., Class A<br>| 59440 | &nbsp;&nbsp;53006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Tatfook <br>Technology Co. Ltd., <br>Class A<br>| 15000 | &nbsp;&nbsp;25479 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Truchum <br>Advanced Materials <br>& Technology Co. <br>Ltd., Class A<br>| 39800 | &nbsp;&nbsp;$75547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Xinhua Media <br>Co. Ltd., Class A<br>| 24800 | &nbsp;&nbsp;24652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingjia Distillery <br>Co. Ltd., Class A<br>| 8500 | &nbsp;&nbsp;49688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Zhongding <br>Sealing Parts Co. <br>Ltd., Class A<br>| 13100 | &nbsp;&nbsp;39377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Microelectronics <br>Technology <br>Shanghai Co. Ltd., <br>Class A<br>| 1808 | &nbsp;&nbsp;70127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anjoy Foods Group <br>Co. Ltd., Class A<br>| 4800 | &nbsp;&nbsp;61643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anker Innovations <br>Technology Co. Ltd., <br>Class A<br>| 3120 | &nbsp;&nbsp;44718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANTA Sports Products <br>Ltd.<br>| 263800 | &nbsp;&nbsp;2635343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anton Oilfield Services <br>Group<br>| 1062000 | &nbsp;&nbsp;161825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aotecar New Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 45000 | &nbsp;&nbsp;20773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apeloa Pharmaceutical <br>Co. Ltd., Class A<br>| 27100 | &nbsp;&nbsp;71590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ApicHope <br>Pharmaceutical <br>Group Co. Ltd.<br>| 5600 | &nbsp;&nbsp;27111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia - Potash <br>International <br>Investment <br>Guangzhou Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;87928 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;AsiaInfo Technologies <br>Ltd.<br>| 97200 | &nbsp;&nbsp;106562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Star Anchor <br>Chain Co. Ltd. <br>Jiangsu, Class A<br>| 19700 | &nbsp;&nbsp;29376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurisco <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 6200 | &nbsp;&nbsp;25609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autel Intelligent <br>Technology Corp. <br>Ltd., Class A<br>| 8921 | &nbsp;&nbsp;44887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobio Diagnostics <br>Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp;46437 |
|  | Autohome, Inc., ADR | 8638 | &nbsp;&nbsp;190382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avary Holding <br>Shenzhen Co. Ltd., <br>Class A<br>| 15700 | &nbsp;&nbsp;128826 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. Ltd., <br>Class H<br>| 736000 | &nbsp;&nbsp;$390401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avicopter PLC, <br>Class A<br>| 8800 | &nbsp;&nbsp;46332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Foton Motor Co. <br>Ltd., Class A<br>| 67300 | &nbsp;&nbsp;28563 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Motor Corp. Ltd., <br>Class H<br>| 511500 | &nbsp;&nbsp;121058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (9888 HK), <br>Class A<br>| 197700 | &nbsp;&nbsp;3789424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (BIDU US), <br>Sponsored ADR<br>| 6728 | &nbsp;&nbsp;1030595 |
| #\*Ω | Bairong, Inc. | 97000 | &nbsp;&nbsp;137864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Beijing Co. <br>Ltd., Class A<br>| 182900 | &nbsp;&nbsp;139475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Changsha Co. <br>Ltd., Class A<br>| 58200 | &nbsp;&nbsp;81726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chengdu Co. <br>Ltd., Class A<br>| 46900 | &nbsp;&nbsp;108807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of China Ltd., <br>Class H<br>| 4213000 | &nbsp;&nbsp;2515933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing Co. <br>Ltd., Class H<br>| 300500 | &nbsp;&nbsp;302332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of <br>Communications Co. <br>Ltd., Class H<br>| 958000 | &nbsp;&nbsp;823009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Guiyang Co. <br>Ltd., Class A<br>| 65936 | &nbsp;&nbsp;55113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Hangzhou Co. <br>Ltd., Class A<br>| 76900 | &nbsp;&nbsp;178875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Jiangsu Co. <br>Ltd., Class A<br>| 173880 | &nbsp;&nbsp;253402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nanjing Co. <br>Ltd., Class A<br>| 114522 | &nbsp;&nbsp;173508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ningbo Co. <br>Ltd., Class A<br>| 61758 | &nbsp;&nbsp;275069 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 303500 | &nbsp;&nbsp;163593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Shanghai Co. <br>Ltd., Class A<br>| 122600 | &nbsp;&nbsp;162992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Suzhou Co. <br>Ltd., Class A<br>| 33130 | &nbsp;&nbsp;39241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Xi'an Co. Ltd., <br>Class A<br>| 53300 | &nbsp;&nbsp;28768 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Zhengzhou <br>Co. Ltd., Class H<br>| 47916 | &nbsp;&nbsp;6925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baoding Tianwei <br>Baobian Electric Co. <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;29638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoji Titanium Industry <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;32903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baosheng Science & <br>Technology <br>Innovation Co. Ltd., <br>Class A<br>| 15900 | &nbsp;&nbsp;16230 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baowu Magnesium <br>Technology Co. Ltd., <br>Class A<br>| 16940 | &nbsp;&nbsp;$45332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoxiniao Holding Co. <br>Ltd., Class A<br>| 22100 | &nbsp;&nbsp;12813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoye Group Co. Ltd., <br>Class H<br>| 66000 | &nbsp;&nbsp;35709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (BZUN <br>US), Sponsored <br>ADR<br>| 13006 | &nbsp;&nbsp;34856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Be Friends Holding <br>Ltd.<br>| 198000 | &nbsp;&nbsp;24628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bear Electric Appliance <br>Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp;36115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Befar Group Co. Ltd., <br>Class A<br>| 28200 | &nbsp;&nbsp;22641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 31000 | &nbsp;&nbsp;43604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Balance <br>Medical Technology <br>Co. Ltd., Class A<br>| 1204 | &nbsp;&nbsp;18533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing BDStar <br>Navigation Co. Ltd., <br>Class A<br>| 5000 | &nbsp;&nbsp;31408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Bei Mo Gao Ke <br>Friction Material Co. <br>Ltd., Class A<br>| 2860 | &nbsp;&nbsp;16544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Development Co. <br>Ltd., Class A<br>| 56800 | &nbsp;&nbsp;45652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Eco-Environment <br>Protection Group <br>Co. Ltd., Class A<br>| 80870 | &nbsp;&nbsp;35849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Chunlizhengda <br>Medical Instruments <br>Co. Ltd., Class H<br>| 17750 | &nbsp;&nbsp;32353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing CTJ Information <br>Technology Co. Ltd., <br>Class A<br>| 3580 | &nbsp;&nbsp;11640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dahao <br>Technology Corp. <br>Ltd., Class A<br>| 7300 | &nbsp;&nbsp;18740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Easpring <br>Material Technology <br>Co. Ltd., Class A<br>| 3621 | &nbsp;&nbsp;29850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing eGOVA Co. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;19574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Energy <br>International Holding <br>Co. Ltd.<br>| 174800 | &nbsp;&nbsp;26372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enlight Media <br>Co. Ltd., Class A<br>| 21700 | &nbsp;&nbsp;61022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Holdings Ltd.<br>| 144000 | &nbsp;&nbsp;652315 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 1096000 | &nbsp;&nbsp;$377310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Fengjing <br>Automotive Parts <br>Co. Ltd.<br>| 42700 | &nbsp;&nbsp;25758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Gehua CATV <br>Network Co. Ltd., <br>Class A<br>| 23000 | &nbsp;&nbsp;27063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haixin Energy <br>Technology Co. Ltd., <br>Class A<br>| 42100 | &nbsp;&nbsp;28785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haohua Energy <br>Resource Co. Ltd., <br>Class A<br>| 21100 | &nbsp;&nbsp;24326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Huafeng Test & <br>Control Technology <br>Co. Ltd., Class A<br>| 907 | &nbsp;&nbsp;39307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jetsen <br>Technology Co. Ltd., <br>Class A<br>| 107200 | &nbsp;&nbsp;93416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Kingsoft Office <br>Software, Inc., <br>Class A<br>| 1868 | &nbsp;&nbsp;90418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Leike Defense <br>Technology Co. Ltd., <br>Class A<br>| 12300 | &nbsp;&nbsp;23551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing North Star Co. <br>Ltd., Class H<br>| 198000 | &nbsp;&nbsp;19996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Oriental <br>Jicheng Co. Ltd., <br>Class A<br>| 3101 | &nbsp;&nbsp;12607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Roborock <br>Technology Co. Ltd., <br>Class A<br>| 1626 | &nbsp;&nbsp;33357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanlian Hope <br>Shin-Gosen <br>Technical Service <br>Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp;17018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shiji <br>Information <br>Technology Co. Ltd., <br>Class A<br>| 21770 | &nbsp;&nbsp;39994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sifang <br>Automation Co. Ltd., <br>Class A<br>| 9500 | &nbsp;&nbsp;51026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SL <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;21196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sojo Electric <br>Co. Ltd., Class A<br>| 21800 | &nbsp;&nbsp;40648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SPC <br>Environment <br>Protection Tech Co. <br>Ltd., Class A<br>| 35700 | &nbsp;&nbsp;19672 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Strong <br>Biotechnologies, <br>Inc., Class A<br>| 12600 | &nbsp;&nbsp;$23977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Teamsun <br>Technology Co. Ltd., <br>Class A<br>| 8100 | &nbsp;&nbsp;24368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Thunisoft Corp. <br>Ltd., Class A<br>| 16500 | &nbsp;&nbsp;18432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tiantan <br>Biological Products <br>Corp. Ltd., Class A<br>| 7200 | &nbsp;&nbsp;17250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tong Ren Tang <br>Co. Ltd., Class A<br>| 12600 | &nbsp;&nbsp;54990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Ultrapower <br>Software Co. Ltd., <br>Class A<br>| 48101 | &nbsp;&nbsp;84665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing United <br>Information <br>Technology Co. Ltd., <br>Class A<br>| 26772 | &nbsp;&nbsp;104176 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Urban <br>Construction Design <br>& Development <br>Group Co. Ltd., <br>Class H<br>| 38000 | &nbsp;&nbsp;6606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wandong <br>Medical Technology <br>Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp;30730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wantai <br>Biological Pharmacy <br>Enterprise Co. Ltd., <br>Class A<br>| 2373 | &nbsp;&nbsp;14358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Watertek <br>Information <br>Technology Co. Ltd., <br>Class A<br>| 40200 | &nbsp;&nbsp;35606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yuanliu <br>Hongyuan Electronic <br>Technology Co. Ltd., <br>Class A<br>| 1700 | &nbsp;&nbsp;13310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Zhong Ke San <br>Huan High-Tech Co. <br>Ltd., Class A<br>| 20520 | &nbsp;&nbsp;42304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing-Shanghai High <br>Speed Railway Co. <br>Ltd., Class A<br>| 151400 | &nbsp;&nbsp;106065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BeOne Medicines Ltd., <br>Class H<br>| 18000 | &nbsp;&nbsp;474713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BeOne Medicines Ltd. <br>(BGNE US), ADR<br>| 1982 | &nbsp;&nbsp;674633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bestore Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;24874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bestway Marine & <br>Energy Technology <br>Co. Ltd., Class A<br>| 13500 | &nbsp;&nbsp;15765 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bethel Automotive <br>Safety Systems Co. <br>Ltd., Class A<br>| 3860 | &nbsp;&nbsp;$28673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Betta Pharmaceuticals <br>Co. Ltd., Class A<br>| 4300 | &nbsp;&nbsp;29161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyondsoft Corp., <br>Class A<br>| 19400 | &nbsp;&nbsp;38847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BGI Genomics Co. <br>Ltd., Class A<br>| 3200 | &nbsp;&nbsp;23293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biem.L.Fdlkk Garment <br>Co. Ltd., Class A<br>| 15376 | &nbsp;&nbsp;33371 |
| \* | Bilibili, Inc., Class Z | 28600 | &nbsp;&nbsp;979830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Binhai Investment Co. <br>Ltd.<br>| 48774 | &nbsp;&nbsp;7070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Binjiang Service Group <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;14685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Peony Group <br>Co. Ltd., Class A<br>| 20700 | &nbsp;&nbsp;28850 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Blue Moon Group <br>Holdings Ltd.<br>| 244500 | &nbsp;&nbsp;87919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Sail Medical Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;21211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bluefocus Intelligent <br>Communications <br>Group Co. Ltd., <br>Class A<br>| 37380 | &nbsp;&nbsp;125353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bluestar Adisseo Co., <br>Class A<br>| 9500 | &nbsp;&nbsp;13110 |
| Ω | BOC Aviation Ltd. | 78100 | &nbsp;&nbsp;809088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC International <br>China Co. Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;36183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BOE HC SemiTek <br>Corp.<br>| 23000 | &nbsp;&nbsp;27576 |
|  | BOE Varitronix Ltd. | 97000 | &nbsp;&nbsp;60279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bohai Leasing Co. <br>Ltd., Class A<br>| 149500 | &nbsp;&nbsp;95676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bomin Electronics Co. <br>Ltd., Class A<br>| 17400 | &nbsp;&nbsp;29486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bosideng International <br>Holdings Ltd.<br>| 1644000 | &nbsp;&nbsp;1003327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brilliance China <br>Automotive Holdings <br>Ltd.<br>| 716000 | &nbsp;&nbsp;370203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bros Eastern Co. Ltd., <br>Class A<br>| 27900 | &nbsp;&nbsp;28479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;B-Soft Co. Ltd., <br>Class A<br>| 32770 | &nbsp;&nbsp;25562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Business-intelligence <br>of Oriental Nations <br>Corp. Ltd., Class A<br>| 21800 | &nbsp;&nbsp;33916 |
|  | BYD Co. Ltd., Class H | 192000 | &nbsp;&nbsp;2393637 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 265500 | &nbsp;&nbsp;1133632 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;By-health Co. Ltd., <br>Class A<br>| 27500 | &nbsp;&nbsp;$48217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;C C Land Holdings <br>Ltd.<br>| 321000 | &nbsp;&nbsp;49305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 260332 | &nbsp;&nbsp;536261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D Property <br>Management Group <br>Co. Ltd.<br>| 252000 | &nbsp;&nbsp;86798 |
|  | Cabbeen Fashion Ltd. | 40000 | &nbsp;&nbsp;7242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caitong Securities Co. <br>Ltd., Class A<br>| 53950 | &nbsp;&nbsp;72268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cambricon <br>Technologies Corp. <br>Ltd., Class A<br>| 279 | &nbsp;&nbsp;50491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camel Group Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;20344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Mingzhu <br>Plastic Co. Ltd., <br>Class A<br>| 52600 | &nbsp;&nbsp;36981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canmax Technologies <br>Co. Ltd., Class A<br>| 11570 | &nbsp;&nbsp;76606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canny Elevator Co. <br>Ltd., Class A<br>| 12500 | &nbsp;&nbsp;14523 |
|  | Castech, Inc., Class A | 10560 | &nbsp;&nbsp;106940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Solar Energy <br>Co. Ltd., Class A<br>| 83300 | &nbsp;&nbsp;64373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Wind-Power <br>Corp., Class A<br>| 260430 | &nbsp;&nbsp;115808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China Land <br>Media Co. Ltd., <br>Class A<br>| 16200 | &nbsp;&nbsp;29791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CETC Chips <br>Technology, Inc., <br>Class A<br>| 12300 | &nbsp;&nbsp;38592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Cyberspace <br>Security Technology <br>Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp;39614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Digital <br>Technology Co. Ltd., <br>Class A<br>| 13230 | &nbsp;&nbsp;52944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Potevio <br>Science&Technology <br>Co. Ltd., Class A<br>| 7300 | &nbsp;&nbsp;32893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CGN Nuclear <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 22300 | &nbsp;&nbsp;26898 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CGN Power Co. Ltd., <br>Class H<br>| 1287000 | &nbsp;&nbsp;536647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun Faway <br>Automobile <br>Components Co. <br>Ltd., Class A<br>| 11474 | &nbsp;&nbsp;16097 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun High-Tech <br>Industry Group Co. <br>Ltd., Class A<br>| 2200 | &nbsp;&nbsp;$30361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun UP <br>Optotech Co. Ltd., <br>Class A<br>| 5900 | &nbsp;&nbsp;46118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changhong Meiling <br>Co. Ltd., Class A<br>| 16000 | &nbsp;&nbsp;15312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Publishing <br>& Media Co. Ltd., <br>Class A<br>| 37400 | &nbsp;&nbsp;49502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Qianhong <br>Biopharma Co. Ltd., <br>Class A<br>| 28400 | &nbsp;&nbsp;32495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Xingyu <br>Automotive Lighting <br>Systems Co. Ltd., <br>Class A<br>| 2500 | &nbsp;&nbsp;49641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chanjet Information <br>Technology Co. Ltd., <br>Class H<br>| 26100 | &nbsp;&nbsp;26701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaowei Power <br>Holdings Ltd.<br>| 107000 | &nbsp;&nbsp;18851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaozhou Three-Circle <br>Group Co. Ltd., <br>Class A<br>| 9500 | &nbsp;&nbsp;67812 |
| Ω | Cheerwin Group Ltd. | 105500 | &nbsp;&nbsp;32580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chen Lin Education <br>Group Holdings Ltd.<br>| 66000 | &nbsp;&nbsp;10647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng De Lolo Co. <br>Ltd., Class A<br>| 20000 | &nbsp;&nbsp;24683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu B-Ray Media <br>Co. Ltd., Class A<br>| 26500 | &nbsp;&nbsp;23006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu CORPRO <br>Technology Co. Ltd., <br>Class A<br>| 8000 | &nbsp;&nbsp;34774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Fusen <br>Noble-House <br>Industrial Co. Ltd., <br>Class A<br>| 9200 | &nbsp;&nbsp;15522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Galaxy <br>Magnets Co. Ltd., <br>Class A<br>| 4500 | &nbsp;&nbsp;22838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Guibao <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 9600 | &nbsp;&nbsp;30768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 15300 | &nbsp;&nbsp;64605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghua <br>Biological Products <br>Co. Ltd., Class A<br>| 1200 | &nbsp;&nbsp;12507 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Leejun <br>Industrial Co. Ltd., <br>Class A<br>| 9780 | &nbsp;&nbsp;$15307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Wintrue <br>Holding Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;26477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Xingrong <br>Environment Co. <br>Ltd., Class A<br>| 27000 | &nbsp;&nbsp;28438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenguang Biotech <br>Group Co. Ltd., <br>Class A<br>| 10000 | &nbsp;&nbsp;19490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengxin Lithium <br>Group Co. Ltd., <br>Class A<br>| 3500 | &nbsp;&nbsp;17849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengzhi Co. Ltd., <br>Class A<br>| 35500 | &nbsp;&nbsp;46760 |
|  | Chervon Holdings Ltd. | 13500 | &nbsp;&nbsp;41743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chifeng Jilong Gold <br>Mining Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;54918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Agriculture <br>Development Seed <br>Group Co. Ltd., <br>Class A<br>| 23500 | &nbsp;&nbsp;29842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aircraft Leasing <br>Group Holdings Ltd.<br>| 122587 | &nbsp;&nbsp;76063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Aluminum <br>International <br>Engineering Corp. <br>Ltd., Class H<br>| 99000 | &nbsp;&nbsp;34175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Automotive <br>Engineering <br>Research Institute <br>Co. Ltd., Class A<br>| 15600 | &nbsp;&nbsp;42542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Baoan Group <br>Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp;17536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bester Group <br>Telecom Co. Ltd., <br>Class A<br>| 6370 | &nbsp;&nbsp;23601 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Bohai Bank Co. <br>Ltd., Class H<br>| 531500 | &nbsp;&nbsp;61925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CAMC <br>Engineering Co. <br>Ltd., Class A<br>| 19900 | &nbsp;&nbsp;25146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CITIC Bank <br>Corp. Ltd., Class H<br>| 1258000 | &nbsp;&nbsp;1171691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Communications <br>Services Corp. Ltd., <br>Class H<br>| 760000 | &nbsp;&nbsp;461559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Conch <br>Environment <br>Protection Holdings <br>Ltd.<br>| 330500 | &nbsp;&nbsp;22423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Conch Venture <br>Holdings Ltd.<br>| 293500 | &nbsp;&nbsp;401028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Construction <br>Bank Corp., <br>Class H<br>| 6051000 | &nbsp;&nbsp;$6109877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CSSC Holdings <br>Ltd., Class A<br>| 12700 | &nbsp;&nbsp;61299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CYTS Tours <br>Holding Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;20186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Datang Corp. <br>Renewable Power <br>Co. Ltd., Class H<br>| 690000 | &nbsp;&nbsp;184588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Design Group <br>Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp;19774 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Development <br>Bank Financial <br>Leasing Co. Ltd., <br>Class H<br>| 834000 | &nbsp;&nbsp;171934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Dongxiang <br>Group Co. Ltd.<br>| 557000 | &nbsp;&nbsp;31660 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China East Education <br>Holdings Ltd.<br>| 82000 | &nbsp;&nbsp;59910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Huada Technology <br>Co. Ltd.<br>| 214000 | &nbsp;&nbsp;37187 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Optics Valley Union <br>Holding Co. Ltd.<br>| 776000 | &nbsp;&nbsp;22450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (3996 HK), <br>Class H<br>| 828000 | &nbsp;&nbsp;121792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright Bank <br>Co. Ltd., Class H<br>| 693000 | &nbsp;&nbsp;288853 |
| # | China Everbright Ltd. | 356000 | &nbsp;&nbsp;446498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Express Airlines <br>Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp;25522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Film Group Co. <br>Ltd., Class A<br>| 17100 | &nbsp;&nbsp;43724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China First Heavy <br>Industries Co. Ltd., <br>Class A<br>| 89100 | &nbsp;&nbsp;65666 |
|  | China Foods Ltd. | 188000 | &nbsp;&nbsp;104140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 924000 | &nbsp;&nbsp;1242500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 636098 | &nbsp;&nbsp;630089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 58900 | &nbsp;&nbsp;1491405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Great Wall <br>Securities Co. Ltd., <br>Class A<br>| 30800 | &nbsp;&nbsp;43618 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Greatwall <br>Technology Group <br>Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp;$24886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Haisum <br>Engineering Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;21147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Harmony Auto <br>Holding Ltd.<br>| 245500 | &nbsp;&nbsp;32278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Railway Technology <br>Co. Ltd., Class A<br>| 45900 | &nbsp;&nbsp;20493 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Transmission <br>Equipment Group <br>Co. Ltd.<br>| 57000 | &nbsp;&nbsp;13291 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 337200 | &nbsp;&nbsp;913872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 215490 | &nbsp;&nbsp;245016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Isotope & <br>Radiation Corp., <br>Class H<br>| 15600 | &nbsp;&nbsp;43764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jinmao Holdings <br>Group Ltd.<br>| 1248888 | &nbsp;&nbsp;276608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jushi Co. Ltd., <br>Class A<br>| 27971 | &nbsp;&nbsp;85979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Leadshine <br>Technology Co. Ltd., <br>Class A<br>| 8500 | &nbsp;&nbsp;49006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Lesso Group <br>Holdings Ltd.<br>| 163000 | &nbsp;&nbsp;125221 |
|  | China Lilang Ltd. | 145000 | &nbsp;&nbsp;62197 |
| \*Ω | China Literature Ltd. | 31400 | &nbsp;&nbsp;143721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Medical System <br>Holdings Ltd.<br>| 479000 | &nbsp;&nbsp;859212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meheco Group <br>Co. Ltd., Class A<br>| 41620 | &nbsp;&nbsp;65125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meidong Auto <br>Holdings Ltd.<br>| 122000 | &nbsp;&nbsp;22807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Bank <br>Co. Ltd., Class H<br>| 260000 | &nbsp;&nbsp;1588495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Expressway Network <br>& Technology <br>Holdings Co. Ltd., <br>Class A<br>| 30800 | &nbsp;&nbsp;41581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Land <br>Ltd.<br>| 606000 | &nbsp;&nbsp;22484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 274846 | &nbsp;&nbsp;553155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Property Operation <br>& Service Co. Ltd., <br>Class A<br>| 25547 | &nbsp;&nbsp;$43300 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Securities Co. Ltd., <br>Class H<br>| 66540 | &nbsp;&nbsp;124283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Shekou Industrial <br>Zone Holdings Co. <br>Ltd., Class A<br>| 52700 | &nbsp;&nbsp;80133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Minsheng <br>Banking Corp. Ltd., <br>Class H<br>| 864000 | &nbsp;&nbsp;429903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Accord <br>Medicines Corp. <br>Ltd., Class A<br>| 15990 | &nbsp;&nbsp;59957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Chemical <br>Engineering Co. <br>Ltd., Class A<br>| 61400 | &nbsp;&nbsp;78622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Gold <br>Group Gold <br>Jewellery Co. Ltd., <br>Class A<br>| 19900 | &nbsp;&nbsp;41941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Medicines Corp. <br>Ltd., Class A<br>| 12300 | &nbsp;&nbsp;51451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Nuclear <br>Power Co. Ltd., <br>Class A<br>| 299600 | &nbsp;&nbsp;371039 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China New Higher <br>Education Group <br>Ltd.<br>| 186618 | &nbsp;&nbsp;21528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Metal Industry's <br>Foreign Engineering <br>& Construction Co. <br>Ltd., Class A<br>| 31400 | &nbsp;&nbsp;35311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 528000 | &nbsp;&nbsp;1046529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Northern Rare <br>Earth Group <br>High-Tech Co. Ltd., <br>Class A<br>| 16449 | &nbsp;&nbsp;120986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield Services <br>Ltd., Class H<br>| 638000 | &nbsp;&nbsp;701186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas Grand <br>Oceans Group Ltd.<br>| 628638 | &nbsp;&nbsp;212710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas Land <br>& Investment Ltd.<br>| 594500 | &nbsp;&nbsp;1065471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Pacific <br>Insurance Group Co. <br>Ltd., Class H<br>| 671000 | &nbsp;&nbsp;3379717 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum <br>Engineering Corp., <br>Class A<br>| 48700 | &nbsp;&nbsp;$29294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Publishing & <br>Media Co. Ltd., <br>Class A<br>| 22400 | &nbsp;&nbsp;23452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 707000 | &nbsp;&nbsp;407991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Hi-tech <br>Industry Co. Ltd., <br>Class A<br>| 27400 | &nbsp;&nbsp;32969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway <br>Materials Co. Ltd., <br>Class A<br>| 108000 | &nbsp;&nbsp;45226 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., Class H<br>| 464000 | &nbsp;&nbsp;217461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Tielong <br>Container Logistics <br>Co. Ltd., Class A<br>| 28100 | &nbsp;&nbsp;26600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Holdings Ltd.<br>| 436000 | &nbsp;&nbsp;29301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Resources & <br>Technology Co. Ltd., <br>Class A<br>| 3100 | &nbsp;&nbsp;23963 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 1874000 | &nbsp;&nbsp;422339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Beer <br>Holdings Co. Ltd.<br>| 307000 | &nbsp;&nbsp;1027044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Boya <br>Bio-pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 4200 | &nbsp;&nbsp;13868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Double Crane <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 17100 | &nbsp;&nbsp;46167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Gas <br>Group Ltd.<br>| 391900 | &nbsp;&nbsp;1078170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Jiangzhong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 13100 | &nbsp;&nbsp;46864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Land <br>Ltd.<br>| 540500 | &nbsp;&nbsp;2116698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Medical Holdings <br>Co. Ltd.<br>| 162500 | &nbsp;&nbsp;67395 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Mixc <br>Lifestyle Services <br>Ltd.<br>| 230400 | &nbsp;&nbsp;1362578 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Pharmaceutical <br>Group Ltd.<br>| 606000 | &nbsp;&nbsp;352802 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Sanjiu Medical & <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 10985 | &nbsp;&nbsp;$44439 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruyi Holdings <br>Ltd.<br>| 1924000 | &nbsp;&nbsp;532118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Science <br>Publishing & Media <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;22390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Shineway <br>Pharmaceutical <br>Group Ltd.<br>| 70000 | &nbsp;&nbsp;84820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Silver Group <br>Ltd.<br>| 494000 | &nbsp;&nbsp;42354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China South Publishing <br>& Media Group Co. <br>Ltd., Class A<br>| 33100 | &nbsp;&nbsp;52574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Energy <br>Efficiency&Clean <br>Energy Co. Ltd. <br>(003035 C2), <br>Class A<br>| 40400 | &nbsp;&nbsp;36142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Technology Co. <br>Ltd., Class A<br>| 4497 | &nbsp;&nbsp;33654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Engineering Corp. <br>Ltd., Class A<br>| 366183 | &nbsp;&nbsp;265561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 496000 | &nbsp;&nbsp;595799 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Suntien Green <br>Energy Corp. Ltd., <br>Class H<br>| 693000 | &nbsp;&nbsp;355674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 468200 | &nbsp;&nbsp;1534213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Testing & <br>Certification <br>International Group <br>Co. Ltd., Class A<br>| 12381 | &nbsp;&nbsp;11685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tianying, Inc., <br>Class A<br>| 55800 | &nbsp;&nbsp;49043 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. Ltd. <br>(1880 HK), Class H<br>| 23600 | &nbsp;&nbsp;273818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. Ltd. <br>(601888 C1), <br>Class A<br>| 5241 | &nbsp;&nbsp;67358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China TransInfo <br>Technology Co. Ltd., <br>Class A<br>| 23000 | &nbsp;&nbsp;40816 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Travel <br>International <br>Investment Hong <br>Kong Ltd.<br>| 264000 | &nbsp;&nbsp;$46291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tungsten & <br>Hightech Materials <br>Co. Ltd., Class A<br>| 11730 | &nbsp;&nbsp;81352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Union Holdings <br>Ltd., Class A<br>| 17000 | &nbsp;&nbsp;14532 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Vanke Co. Ltd., <br>Class H<br>| 190504 | &nbsp;&nbsp;92569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Vered Financial <br>Holding Corp. Ltd.<br>| 158500 | &nbsp;&nbsp;22177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wafer <br>Level CSP Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;40478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Water Affairs <br>Group Ltd.<br>| 204000 | &nbsp;&nbsp;140814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China World Trade <br>Center Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;11818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yangtze Power <br>Co. Ltd., Class A<br>| 213697 | &nbsp;&nbsp;810483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yongda <br>Automobiles <br>Services Holdings <br>Ltd.<br>| 372000 | &nbsp;&nbsp;74398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zhenhua Group <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 5000 | &nbsp;&nbsp;39203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang Bank <br>Co. Ltd., Class H<br>| 568800 | &nbsp;&nbsp;182197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinasoft International <br>Ltd.<br>| 804000 | &nbsp;&nbsp;517457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Universe <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;23370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Brewery <br>Co. Ltd., Class A<br>| 6466 | &nbsp;&nbsp;48465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Changan <br>Automobile Co. Ltd., <br>Class A<br>| 61500 | &nbsp;&nbsp;98384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Chuanyi <br>Automation Co. Ltd., <br>Class A<br>| 15510 | &nbsp;&nbsp;54848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Department <br>Store Co. Ltd., <br>Class A<br>| 5700 | &nbsp;&nbsp;20189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Electric Power <br>Industrial Co. Ltd., <br>Class A<br>| 63665 | &nbsp;&nbsp;113749 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Zhacai Group Co. <br>Ltd., Class A<br>| 18850 | &nbsp;&nbsp;$36007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Gas Group <br>Corp. Ltd., Class A<br>| 21600 | &nbsp;&nbsp;17939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Machinery <br>& Electric Co. Ltd., <br>Class H<br>| 328000 | &nbsp;&nbsp;102984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 720000 | &nbsp;&nbsp;537516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zhifei <br>Biological Products <br>Co. Ltd., Class A<br>| 9450 | &nbsp;&nbsp;23627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zongshen <br>Power Machinery <br>Co. Ltd., Class A<br>| 8500 | &nbsp;&nbsp;25007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Fook <br>Jewellery Group <br>Ltd.<br>| 218400 | &nbsp;&nbsp;401395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Seng <br>Jewellery Co. Ltd., <br>Class A<br>| 41950 | &nbsp;&nbsp;76838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIG Shanghai Co. Ltd., <br>Class A<br>| 4700 | &nbsp;&nbsp;76414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMC Enric Holdings <br>Ltd.<br>| 154000 | &nbsp;&nbsp;218427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cinda Real Estate Co. <br>Ltd., Class A<br>| 46000 | &nbsp;&nbsp;22760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisen Pharmaceutical <br>Co. Ltd., Class A<br>| 10900 | &nbsp;&nbsp;27454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Guoan <br>Information Industry <br>Co. Ltd., Class A<br>| 63500 | &nbsp;&nbsp;26371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Heavy Industries <br>Co. Ltd., Class A<br>| 36000 | &nbsp;&nbsp;39327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Securities Co. <br>Ltd., Class H<br>| 175850 | &nbsp;&nbsp;658083 |
| \* | ClouDr Group Ltd. | 51500 | &nbsp;&nbsp;5800 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CMGE Technology <br>Group Ltd.<br>| 562000 | &nbsp;&nbsp;27305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMOC Group Ltd., <br>Class H<br>| 1473000 | &nbsp;&nbsp;4139961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMST Development <br>Co. Ltd., Class A<br>| 59100 | &nbsp;&nbsp;50437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNGR Advanced <br>Material Co. Ltd., <br>Class A<br>| 10500 | &nbsp;&nbsp;82767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNOOC Energy <br>Technology & <br>Services Ltd., <br>Class A<br>| 155200 | &nbsp;&nbsp;100555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNSIG Inner Mongolia <br>Chemical Industry <br>Co. Ltd., Class A<br>| 34840 | &nbsp;&nbsp;46273 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Biotechnology <br>Co. Ltd., Class A<br>| 39000 | &nbsp;&nbsp;$37897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COL Group Co. Ltd., <br>Class A<br>| 6900 | &nbsp;&nbsp;31511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comba Telecom <br>Systems Holdings <br>Ltd.<br>| 530000 | &nbsp;&nbsp;154310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord New Energy <br>Group Ltd.<br>| 2630000 | &nbsp;&nbsp;107545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consun <br>Pharmaceutical <br>Group Ltd.<br>| 99000 | &nbsp;&nbsp;228892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contemporary <br>Amperex Technology <br>Co. Ltd., Class A<br>| 35160 | &nbsp;&nbsp;1774071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Development Co. <br>Ltd., Class H<br>| 558000 | &nbsp;&nbsp;79343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>International Hong <br>Kong Co. Ltd.<br>| 214000 | &nbsp;&nbsp;173574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Ports Ltd.<br>| 250414 | &nbsp;&nbsp;198428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Technology Co. Ltd., <br>Class A<br>| 8600 | &nbsp;&nbsp;20138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CQ Pharmaceutical <br>Holding Co. Ltd., <br>Class A<br>| 59800 | &nbsp;&nbsp;52047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRRC Corp. Ltd., <br>Class H<br>| 583000 | &nbsp;&nbsp;433091 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CSC Financial Co. <br>Ltd., Class H<br>| 97000 | &nbsp;&nbsp;156347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Holding Co. Ltd., <br>Class A<br>| 66910 | &nbsp;&nbsp;44780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CSG Smart <br>Science&Technology <br>Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp;16303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Pharmaceutical <br>Group Ltd.<br>| 1186000 | &nbsp;&nbsp;1454909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Hong Kong <br>Shipping Co. Ltd.<br>| 542000 | &nbsp;&nbsp;148351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Science & <br>Technology Co. Ltd., <br>Class A<br>| 18300 | &nbsp;&nbsp;30230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTS International <br>Logistics Corp. Ltd., <br>Class A<br>| 33000 | &nbsp;&nbsp;28339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cybrid Technologies, <br>Inc., Class A<br>| 13100 | &nbsp;&nbsp;30471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daan Gene Co. Ltd., <br>Class A<br>| 29780 | &nbsp;&nbsp;28302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dajin Heavy Industry <br>Co. Ltd., Class A<br>| 7000 | &nbsp;&nbsp;61951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Huarui Heavy <br>Industry Group Co. <br>Ltd., Class A<br>| 31700 | &nbsp;&nbsp;$32704 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Damai Entertainment <br>Holdings Ltd.<br>| 4630000 | &nbsp;&nbsp;584435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daqin Railway Co. <br>Ltd., Class A<br>| 60100 | &nbsp;&nbsp;43419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dashang Co. Ltd., <br>Class A<br>| 8954 | &nbsp;&nbsp;23453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DaShenLin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 22316 | &nbsp;&nbsp;64237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datang Telecom <br>Technology Co. Ltd., <br>Class A<br>| 14800 | &nbsp;&nbsp;20442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DeHua TB New <br>Decoration Materials <br>Co. Ltd., Class A<br>| 28100 | &nbsp;&nbsp;65251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deppon Logistics Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;20075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dezhan Healthcare Co. <br>Ltd., Class A<br>| 57500 | &nbsp;&nbsp;35640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DHC Software Co. <br>Ltd., Class A<br>| 17600 | &nbsp;&nbsp;24538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dian Diagnostics <br>Group Co. Ltd., <br>Class A<br>| 20000 | &nbsp;&nbsp;68771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Group <br>Co. Ltd., Class A<br>| 6348 | &nbsp;&nbsp;34662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Holdings <br>Ltd.<br>| 209000 | &nbsp;&nbsp;71231 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Digital China <br>Information Service <br>Group Co. Ltd., <br>Class A<br>| 17500 | &nbsp;&nbsp;40571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Do-Fluoride New <br>Materials Co. Ltd., <br>Class A<br>| 18400 | &nbsp;&nbsp;76676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-E-E-Jiao Co. <br>Ltd., Class A<br>| 3700 | &nbsp;&nbsp;26958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., Class H<br>| 67200 | &nbsp;&nbsp;219020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electronics <br>Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp;53846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DongFeng Automobile <br>Co. Ltd., Class A<br>| 26300 | &nbsp;&nbsp;26229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Motor Group <br>Co. Ltd., Class H<br>| 384000 | &nbsp;&nbsp;443927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Aohai <br>Technology Co. Ltd., <br>Class A<br>| 2910 | &nbsp;&nbsp;20500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan <br>Development <br>Holdings Co. Ltd., <br>Class A<br>| 19700 | &nbsp;&nbsp;31169 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 24000 | &nbsp;&nbsp;$10594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Yutong <br>Optical Technology <br>Co. Ltd., Class A<br>| 8379 | &nbsp;&nbsp;32622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongxing Securities <br>Co. Ltd., Class A<br>| 33835 | &nbsp;&nbsp;67654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doushen Beijing <br>Education & <br>Technology, Inc., <br>Class A<br>| 19700 | &nbsp;&nbsp;20202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DouYu International <br>Holdings Ltd., ADR<br>| 4502 | &nbsp;&nbsp;28677 |
| \* | DPC Dash Ltd. | 1100 | &nbsp;&nbsp;9317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynagreen <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 129000 | &nbsp;&nbsp;87740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Money <br>Information Co. Ltd., <br>Class A<br>| 63255 | &nbsp;&nbsp;206546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern <br>Communications Co. <br>Ltd., Class A<br>| 14800 | &nbsp;&nbsp;39395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Easyhome New Retail <br>Group Co. Ltd., <br>Class A<br>| 42600 | &nbsp;&nbsp;19037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ecovacs Robotics Co. <br>Ltd., Class A<br>| 4800 | &nbsp;&nbsp;49530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edan Instruments, Inc., <br>Class A<br>| 12500 | &nbsp;&nbsp;25735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edifier Technology Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;27262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EEKA Fashion <br>Holdings Ltd.<br>| 64000 | &nbsp;&nbsp;57941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Connector <br>Technology Co. Ltd., <br>Class A<br>| 4500 | &nbsp;&nbsp;27622 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Elion Energy Co. Ltd., <br>Class A<br>| 87620 | &nbsp;&nbsp;883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Energy Holdings <br>Ltd.<br>| 275400 | &nbsp;&nbsp;2370847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eoptolink Technology, <br>Inc. Ltd., Class A<br>| 9339 | &nbsp;&nbsp;561916 |
|  | Era Co. Ltd., Class A | 28400 | &nbsp;&nbsp;18377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espressif Systems <br>Shanghai Co. Ltd., <br>Class A<br>| 2303 | &nbsp;&nbsp;55731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Bio-technology <br>Ltd.<br>| 88000 | &nbsp;&nbsp;47607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Estun Automation Co. <br>Ltd., Class A<br>| 7800 | &nbsp;&nbsp;26420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Asia Supply <br>Chain Management <br>Ltd., Class A<br>| 97000 | &nbsp;&nbsp;84540 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | ETHK Labs, Inc. | 189000 | &nbsp;&nbsp;$35458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVA Precision <br>Industrial Holdings <br>Ltd.<br>| 320000 | &nbsp;&nbsp;37985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eve Energy Co. Ltd., <br>Class A<br>| 7300 | &nbsp;&nbsp;66974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Sunshine <br>Services Group Ltd.<br>| 306000 | &nbsp;&nbsp;71785 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 64400 | &nbsp;&nbsp;73229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excellence Commercial <br>Property & Facilities <br>Management Group <br>Ltd.<br>| 51000 | &nbsp;&nbsp;5348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Explosive Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;29453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eyebright Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 1992 | &nbsp;&nbsp;17267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Carbon New <br>Material Co. Ltd., <br>Class A<br>| 44220 | &nbsp;&nbsp;36468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Special Steel <br>Technology Co. Ltd., <br>Class A<br>| 79310 | &nbsp;&nbsp;73806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Smarter <br>Energy Co. Ltd., <br>Class A<br>| 45000 | &nbsp;&nbsp;78151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Farasis Energy Gan <br>Zhou Co. Ltd., <br>Class A<br>| 11645 | &nbsp;&nbsp;24402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAW Jiefang Group <br>Co. Ltd., Class A<br>| 30600 | &nbsp;&nbsp;30466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAWER Automotive <br>Parts Co. Ltd., <br>Class A<br>| 49400 | &nbsp;&nbsp;38938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fengzhushou Co. Ltd., <br>Class A<br>| 4600 | &nbsp;&nbsp;26675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferrotec Anhui <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 2600 | &nbsp;&nbsp;15349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fibocom Wireless, Inc., <br>Class A<br>| 11040 | &nbsp;&nbsp;45858 |
| #\* | FIH Mobile Ltd. | 98600 | &nbsp;&nbsp;252045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Financial Street <br>Holdings Co. Ltd., <br>Class A<br>| 51600 | &nbsp;&nbsp;21014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FinVolution Group, <br>ADR<br>| 47031 | &nbsp;&nbsp;241269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Capital Securities <br>Co. Ltd., Class A<br>| 15200 | &nbsp;&nbsp;15155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Tractor Co. Ltd., <br>Class H<br>| 88000 | &nbsp;&nbsp;103410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Lightings Tech <br>Co. Ltd., Class A<br>| 24940 | &nbsp;&nbsp;36631 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Media <br>Information <br>Technology Co. Ltd., <br>Class A<br>| 195000 | &nbsp;&nbsp;$202067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focused Photonics <br>Hangzhou, Inc., <br>Class A<br>| 10000 | &nbsp;&nbsp;22233 |
|  | Foryou Corp., Class A | 10500 | &nbsp;&nbsp;48096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Haitian <br>Flavouring & Food <br>Co. Ltd., Class A<br>| 24277 | &nbsp;&nbsp;123186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Nationstar <br>Optoelectronics Co. <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;12835 |
| \* | Founder Holdings Ltd. | 332000 | &nbsp;&nbsp;32673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founder Securities Co. <br>Ltd., Class A<br>| 49800 | &nbsp;&nbsp;56326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Industrial <br>Internet Co. Ltd., <br>Class A<br>| 109100 | &nbsp;&nbsp;901312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Shou Yuan <br>International Group <br>Ltd.<br>| 359000 | &nbsp;&nbsp;118687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Apex Software <br>Co. Ltd., Class A<br>| 1900 | &nbsp;&nbsp;10002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Boss Software <br>Development Co. <br>Ltd., Class A<br>| 14940 | &nbsp;&nbsp;28530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Fuxin Software <br>Development JSC <br>Ltd., Class A<br>| 2807 | &nbsp;&nbsp;43143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Kuncai Material <br>Technology Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;15080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Longking Co. <br>Ltd., Class A<br>| 16500 | &nbsp;&nbsp;43496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Star-net <br>Communication Co. <br>Ltd., Class A<br>| 10900 | &nbsp;&nbsp;44891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Tianma Science <br>& Technology Group <br>Co. Ltd., Class A<br>| 12000 | &nbsp;&nbsp;26657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fushun Special Steel <br>Co. Ltd., Class A<br>| 23000 | &nbsp;&nbsp;21640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gan & Lee <br>Pharmaceuticals Co. <br>Ltd., Class A<br>| 2700 | &nbsp;&nbsp;26285 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ganfeng Lithium Group <br>Co. Ltd., Class H<br>| 76160 | &nbsp;&nbsp;581405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Shangfeng <br>Cement Co. Ltd., <br>Class A<br>| 30240 | &nbsp;&nbsp;62771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaona Aero Material <br>Co. Ltd., Class A<br>| 6240 | &nbsp;&nbsp;18238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-bits Network <br>Technology Xiamen <br>Co. Ltd., Class A<br>| 1600 | &nbsp;&nbsp;$104617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCL Energy <br>Technology Co. Ltd., <br>Class A<br>| 44100 | &nbsp;&nbsp;66588 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCL New Energy <br>Holdings Ltd.<br>| 206000 | &nbsp;&nbsp;34822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCL System <br>Integration <br>Technology Co. Ltd., <br>Class A<br>| 67200 | &nbsp;&nbsp;31808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geely Automobile <br>Holdings Ltd.<br>| 1291000 | &nbsp;&nbsp;2657514 |
|  | GEM Co. Ltd., Class A | 42600 | &nbsp;&nbsp;54956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Corp., <br>Class A<br>| 40500 | &nbsp;&nbsp;18937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Properties & <br>Investment Corp. <br>Ltd.<br>| 1966000 | &nbsp;&nbsp;45293 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Genertec Universal <br>Medical Group Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;12574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genimous Technology <br>Co. Ltd., Class A<br>| 18400 | &nbsp;&nbsp;24876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geovis Technology Co. <br>Ltd., Class A<br>| 6493 | &nbsp;&nbsp;66060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Getein Biotech, Inc., <br>Class A<br>| 9212 | &nbsp;&nbsp;11428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. Ltd., <br>Class H<br>| 260600 | &nbsp;&nbsp;608125 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Giant Biogene Holding <br>Co. Ltd.<br>| 101400 | &nbsp;&nbsp;431483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giant Network Group <br>Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp;70167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giantec Semiconductor <br>Corp., Class A<br>| 2336 | &nbsp;&nbsp;62019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GigaDevice <br>Semiconductor, Inc., <br>Class A<br>| 2260 | &nbsp;&nbsp;101919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginlong Technologies <br>Co. Ltd., Class A<br>| 5350 | &nbsp;&nbsp;63863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glarun Technology Co. <br>Ltd., Class A<br>| 8900 | &nbsp;&nbsp;37153 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global New Material <br>International <br>Holdings Ltd.<br>| 45000 | &nbsp;&nbsp;50948 |
|  | GoerTek, Inc., Class A | 20300 | &nbsp;&nbsp;76005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goke Microelectronics <br>Co. Ltd., Class A<br>| 3000 | &nbsp;&nbsp;61169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldcard Smart Group <br>Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp;11785 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Golden Throat <br>Holdings Group Co. <br>Ltd.<br>| 23500 | &nbsp;&nbsp;9740 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldenmax <br>International Group <br>Ltd., Class A<br>| 9700 | &nbsp;&nbsp;$35705 |
|  | Goldpac Group Ltd. | 147000 | &nbsp;&nbsp;15449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. Ltd., <br>Class H<br>| 200156 | &nbsp;&nbsp;373739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goneo Group Co. Ltd., <br>Class A<br>| 3248 | &nbsp;&nbsp;19535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodbaby International <br>Holdings Ltd.<br>| 121000 | &nbsp;&nbsp;16733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodWe Technologies <br>Co. Ltd. (688390 <br>C1), Class A<br>| 4380 | &nbsp;&nbsp;53090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gosuncn Technology <br>Group Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;22680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gotion High-tech Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;56857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grandjoy Holdings <br>Group Co. Ltd., <br>Class A<br>| 70700 | &nbsp;&nbsp;39814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 233500 | &nbsp;&nbsp;397814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gree Electric <br>Appliances, Inc. of <br>Zhuhai, Class A<br>| 23317 | &nbsp;&nbsp;129917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Development <br>Electricity Group of <br>Tianjin Co. Ltd., <br>Class A<br>| 35400 | &nbsp;&nbsp;43017 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 452500 | &nbsp;&nbsp;647656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown Service <br>Group Co. Ltd.<br>| 514000 | &nbsp;&nbsp;298857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Banking <br>Equipment Co. Ltd., <br>Class A<br>| 19300 | &nbsp;&nbsp;35714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Metrology & Test <br>Group Co. Ltd., <br>Class A<br>| 3900 | &nbsp;&nbsp;13310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grinm Advanced <br>Materials Co. Ltd., <br>Class A<br>| 7200 | &nbsp;&nbsp;23025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Advertising <br>Group Co. Ltd., <br>Class A<br>| 52400 | &nbsp;&nbsp;91224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Aofei Data <br>Technology Co. Ltd., <br>Class A<br>| 16063 | &nbsp;&nbsp;54949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 91300 | &nbsp;&nbsp;50027 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Create <br>Century Intelligent <br>Equipment Group <br>Corp. Ltd., Class A<br>| 24100 | &nbsp;&nbsp;$30965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongfang <br>Precision Science & <br>Technology Co. Ltd., <br>Class A<br>| 15300 | &nbsp;&nbsp;39442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongpeng <br>Holdings Co. Ltd., <br>Class A<br>| 14700 | &nbsp;&nbsp;15545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dowstone <br>Technology Co. Ltd., <br>Class A<br>| 16800 | &nbsp;&nbsp;70925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Goworld <br>Co. Ltd., Class A<br>| 15000 | &nbsp;&nbsp;30815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Guanhao <br>High-Tech Co. Ltd., <br>Class A<br>| 9800 | &nbsp;&nbsp;4971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongtu <br>Technology Holdings <br>Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp;27311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Jia Yuan <br>Technology Shares <br>Co. Ltd., Class A<br>| 11136 | &nbsp;&nbsp;68908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Kinlong <br>Hardware Products <br>Co. Ltd., Class A<br>| 6100 | &nbsp;&nbsp;21567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Land <br>Holdings Ltd.<br>| 74112 | &nbsp;&nbsp;2181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Lingxiao <br>Pump Industry Co. <br>Ltd., Class A<br>| 7600 | &nbsp;&nbsp;19396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Provincial <br>Expressway <br>Development Co. <br>Ltd., Class A<br>| 48600 | &nbsp;&nbsp;85271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Shenglu <br>Telecommunication <br>Tech Co. Ltd., <br>Class A<br>| 23300 | &nbsp;&nbsp;40275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong South New <br>Media Co. Ltd., <br>Class A<br>| 6900 | &nbsp;&nbsp;45494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong TCL Smart <br>Home Appliances <br>Co. Ltd.<br>| 22200 | &nbsp;&nbsp;32141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Vanward <br>New Electric Co. <br>Ltd., Class A<br>| 17500 | &nbsp;&nbsp;25259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Xinbao <br>Electrical Appliances <br>Holdings Co. Ltd., <br>Class A<br>| 18700 | &nbsp;&nbsp;38855 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Yowant <br>Technology Group <br>Co. Ltd., Class A<br>| 42300 | &nbsp;&nbsp;$44917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Zhongsheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;40499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Logistics Co. <br>Ltd., Class A<br>| 24500 | &nbsp;&nbsp;23048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 236000 | &nbsp;&nbsp;66569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Huaxi <br>Nonferrous Metal <br>Co. Ltd., Class A<br>| 18600 | &nbsp;&nbsp;148603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Liugong <br>Machinery Co. Ltd., <br>Class A<br>| 40000 | &nbsp;&nbsp;65449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi LiuYao Group <br>Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp;24842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Wuzhou <br>Zhongheng Group <br>Co. Ltd., Class A<br>| 112900 | &nbsp;&nbsp;41582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GuangYuYuan Chinese <br>Herbal Medicine Co. <br>Ltd., Class A<br>| 8900 | &nbsp;&nbsp;23021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Automobile <br>Group Co. Ltd., <br>Class H<br>| 300800 | &nbsp;&nbsp;141227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Baiyun <br>International Airport <br>Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp;18982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Baiyunshan <br>Pharmaceutical <br>Holdings Co. Ltd., <br>Class H<br>| 68000 | &nbsp;&nbsp;165054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Great <br>Power Energy & <br>Technology Co. Ltd., <br>Class A<br>| 5700 | &nbsp;&nbsp;36982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haige <br>Communications <br>Group, Inc. Co., <br>Class A<br>| 23500 | &nbsp;&nbsp;59111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haoyang <br>Electronic Co. Ltd., <br>Class A<br>| 1350 | &nbsp;&nbsp;8901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou KDT <br>Machinery Group <br>Co. Ltd., Class A<br>| 8400 | &nbsp;&nbsp;22370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Kingmed <br>Diagnostics Group <br>Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp;43700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Restaurant <br>Group Co. Ltd., <br>Class A<br>| 12136 | &nbsp;&nbsp;31576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Shiyuan <br>Electronic <br>Technology Co. Ltd., <br>Class A<br>| 8500 | &nbsp;&nbsp;$48327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Sie <br>Consulting Co. Ltd., <br>Class A<br>| 6200 | &nbsp;&nbsp;20518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Tinci <br>Materials Technology <br>Co. Ltd., Class A<br>| 11780 | &nbsp;&nbsp;68959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Wondfo <br>Biotech Co. Ltd., <br>Class A<br>| 11115 | &nbsp;&nbsp;34281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Yuexiu <br>Capital Holdings <br>Group Co. Ltd., <br>Class A<br>| 45642 | &nbsp;&nbsp;67156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Zhujiang <br>Brewery Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;14850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Layn Natural <br>Ingredients Corp., <br>Class A<br>| 20000 | &nbsp;&nbsp;26527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Sanjin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8900 | &nbsp;&nbsp;18629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Sanli <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 11300 | &nbsp;&nbsp;19470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Tyre Co. Ltd., <br>Class A<br>| 35000 | &nbsp;&nbsp;25931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Xinbang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 62500 | &nbsp;&nbsp;30210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhenhua <br>E-chem, Inc., <br>Class A<br>| 4330 | &nbsp;&nbsp;8768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guocheng Mining Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;47142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guoguang Electric Co. <br>Ltd., Class A<br>| 13500 | &nbsp;&nbsp;26804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guomai Technologies, <br>Inc., Class A<br>| 11900 | &nbsp;&nbsp;19000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guosen Securities Co. <br>Ltd., Class A<br>| 27640 | &nbsp;&nbsp;49850 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Haitong <br>Securities Co. Ltd., <br>Class H<br>| 315560 | &nbsp;&nbsp;671658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoyuan Securities <br>Co. Ltd., Class A<br>| 20000 | &nbsp;&nbsp;24020 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gushengtang Holdings <br>Ltd.<br>| 26800 | &nbsp;&nbsp;101180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H World Group Ltd. <br>(1179 HK)<br>| 263700 | &nbsp;&nbsp;1266483 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haidilao International <br>Holding Ltd.<br>| 208000 | &nbsp;&nbsp;424076 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home Co. <br>Ltd. (600690 C1), <br>Class A<br>| 36800 | &nbsp;&nbsp;$132978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home Co. <br>Ltd. (6690 HK), <br>Class H<br>| 498799 | &nbsp;&nbsp;1644399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Drinda New <br>Energy Technology <br>Co. Ltd., Class A<br>| 1700 | &nbsp;&nbsp;24627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Haide Capital <br>Management Co. <br>Ltd., Class A<br>| 41491 | &nbsp;&nbsp;34692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Jinpan Smart <br>Technology Co. Ltd., <br>Class A<br>| 3323 | &nbsp;&nbsp;43572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Meilan <br>International Airport <br>Co. Ltd., Class H<br>| 44000 | &nbsp;&nbsp;58346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Mining Co. <br>Ltd., Class A<br>| 20800 | &nbsp;&nbsp;37747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haisco Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 5700 | &nbsp;&nbsp;41564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 173000 | &nbsp;&nbsp;535173 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haitong UniTrust <br>International Leasing <br>Co. Ltd., Class H<br>| 414000 | &nbsp;&nbsp;41815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hand Enterprise <br>Solutions Co. Ltd., <br>Class A<br>| 12800 | &nbsp;&nbsp;48730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangcha Group Co. <br>Ltd., Class A<br>| 22947 | &nbsp;&nbsp;91544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangxiao Steel <br>Structure Co. Ltd., <br>Class A<br>| 31000 | &nbsp;&nbsp;15301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Advance <br>Gearbox Group Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;20719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Binjiang <br>Real Estate Group <br>Co. Ltd., Class A<br>| 31600 | &nbsp;&nbsp;52775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Chang <br>Chuan Technology <br>Co. Ltd., Class A<br>| 6283 | &nbsp;&nbsp;115193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Dptech <br>Technologies Co. <br>Ltd., Class A<br>| 3100 | &nbsp;&nbsp;8254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou GreatStar <br>Industrial Co. Ltd.<br>| 17400 | &nbsp;&nbsp;86200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Haoyue <br>Personal Care Co. <br>Ltd., Class A<br>| 5880 | &nbsp;&nbsp;26218 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Honghua <br>Digital Technology <br>Stock Co. Ltd., <br>Class A<br>| 2200 | &nbsp;&nbsp;$24466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Lion <br>Microelectronics Co. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;33606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Onechance <br>Tech Corp., Class A<br>| 4960 | &nbsp;&nbsp;30453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Oxygen <br>Plant Group Co. <br>Ltd., Class A<br>| 15900 | &nbsp;&nbsp;71303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Robam <br>Appliances Co. Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;33820 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou SF <br>Intra-City Industrial <br>Co. Ltd., Class H<br>| 8200 | &nbsp;&nbsp;15499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Shunwang <br>Technology Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;54183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Sunrise <br>Technology Co. Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;19562 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Tigermed <br>Consulting Co. Ltd. <br>(3347 HK), Class H<br>| 23900 | &nbsp;&nbsp;168870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Zhongtai <br>Cryogenic <br>Technology Corp., <br>Class A<br>| 11800 | &nbsp;&nbsp;52572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Han's Laser <br>Technology Industry <br>Group Co. Ltd., <br>Class A<br>| 8500 | &nbsp;&nbsp;58980 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hansoh <br>Pharmaceutical <br>Group Co. Ltd.<br>| 180000 | &nbsp;&nbsp;887071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwei Electronics <br>Group Corp., <br>Class A<br>| 7600 | &nbsp;&nbsp;60580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haohua Chemical <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 6450 | &nbsp;&nbsp;34499 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Bank Co. Ltd., <br>Class H<br>| 462000 | &nbsp;&nbsp;22487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Boshi <br>Automation Co. Ltd., <br>Class A<br>| 20800 | &nbsp;&nbsp;49180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Co. <br>Ltd., Class H<br>| 160000 | &nbsp;&nbsp;406426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Corp. <br>Jiamusi Electric <br>Machine Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;24689 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Gloria <br>Pharmaceuticals Co. <br>Ltd., Class A<br>| 74500 | &nbsp;&nbsp;$36560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 61800 | &nbsp;&nbsp;31303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HBIS Resources Co. <br>Ltd., Class A<br>| 30300 | &nbsp;&nbsp;103879 |
| \*Ω | HBM Holdings Ltd. | 147000 | &nbsp;&nbsp;224269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Health & Happiness <br>H&H International <br>Holdings Ltd.<br>| 68000 | &nbsp;&nbsp;133124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Changshan <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 9900 | &nbsp;&nbsp;78930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Construction <br>Group Corp. Ltd., <br>Class H<br>| 10000 | &nbsp;&nbsp;477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Hengshui <br>Laobaigan Liquor <br>Co. Ltd., Class A<br>| 19000 | &nbsp;&nbsp;44122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Meiya <br>Optoelectronic <br>Technology, Inc., <br>Class A<br>| 19630 | &nbsp;&nbsp;57820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Urban <br>Construction <br>Development Co. <br>Ltd., Class A<br>| 31800 | &nbsp;&nbsp;63808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeiLongJiang ZBD <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 9900 | &nbsp;&nbsp;12462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helens International <br>Holdings Co. Ltd.<br>| 10000 | &nbsp;&nbsp;1201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hello Group, Inc., <br>Sponsored ADR<br>| 42768 | &nbsp;&nbsp;291678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Lingrui <br>Pharmaceutical Co., <br>Class A<br>| 21600 | &nbsp;&nbsp;68293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Mingtai Al <br>Industrial Co. Ltd., <br>Class A<br>| 11000 | &nbsp;&nbsp;26393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Pinggao <br>Electric Co. Ltd., <br>Class A<br>| 14900 | &nbsp;&nbsp;45286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Thinker <br>Automatic <br>Equipment Co. Ltd., <br>Class A<br>| 9520 | &nbsp;&nbsp;36062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yicheng New <br>Energy Co. Ltd., <br>Class A<br>| 45700 | &nbsp;&nbsp;32878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuguang Gold <br>& Lead Co. Ltd., <br>Class A<br>| 27100 | &nbsp;&nbsp;84302 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongyuan <br>Expressway Co. <br>Ltd., Class A<br>| 41000 | &nbsp;&nbsp;$24137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengyi Petrochemical <br>Co. Ltd., Class A<br>| 28034 | &nbsp;&nbsp;48721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hesteel Co. Ltd., <br>Class A<br>| 100275 | &nbsp;&nbsp;36106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexing Electrical Co. <br>Ltd., Class A<br>| 9100 | &nbsp;&nbsp;51319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hgtech Co. Ltd., <br>Class A<br>| 6800 | &nbsp;&nbsp;75735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hi Sun Technology <br>China Ltd.<br>| 693000 | &nbsp;&nbsp;44308 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Home <br>Appliances Group <br>Co. Ltd., Class H<br>| 124000 | &nbsp;&nbsp;364300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitevision Co. Ltd., <br>Class A<br>| 7100 | &nbsp;&nbsp;27816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hithink RoyalFlush <br>Information Network <br>Co. Ltd., Class A<br>| 4500 | &nbsp;&nbsp;225987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HLA Group Corp. Ltd., <br>Class A<br>| 30700 | &nbsp;&nbsp;27081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HMT Xiamen New <br>Technical Materials <br>Co. Ltd., Class A<br>| 2500 | &nbsp;&nbsp;27986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HNA Technology Co. <br>Ltd., Class A<br>| 80800 | &nbsp;&nbsp;43009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Homeland Interactive <br>Technology Ltd.<br>| 104000 | &nbsp;&nbsp;18285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongfa Technology Co. <br>Ltd., Class A<br>| 20972 | &nbsp;&nbsp;86552 |
| \* | Honghua Group Ltd. | 1048000 | &nbsp;&nbsp;26956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongli Zhihui Group <br>Co. Ltd., Class A<br>| 23200 | &nbsp;&nbsp;25107 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongmian Zhihui <br>Science & <br>Technology <br>Innovation Co. Ltd. <br>Guangzhou<br>| 58400 | &nbsp;&nbsp;33655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongta Securities Co. <br>Ltd., Class A<br>| 18800 | &nbsp;&nbsp;22116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hopson Development <br>Holdings Ltd.<br>| 342846 | &nbsp;&nbsp;152704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Construction <br>Development Ltd.<br>| 47000 | &nbsp;&nbsp;6013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoymiles Power <br>Electronics, Inc., <br>Class A<br>| 1130 | &nbsp;&nbsp;16760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaan Securities Co. <br>Ltd., Class A<br>| 48480 | &nbsp;&nbsp;49875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huada Automotive <br>Technology Corp. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;40687 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Heavy <br>Industries Co. Ltd., <br>Class A<br>| 37700 | &nbsp;&nbsp;$60739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadong Medicine Co. <br>Ltd., Class A<br>| 19000 | &nbsp;&nbsp;98629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Chemical Co. <br>Ltd., Class A<br>| 51502 | &nbsp;&nbsp;95422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Microfibre <br>Shanghai <br>Technology Co. Ltd., <br>Class A<br>| 44308 | &nbsp;&nbsp;41967 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huafu Fashion Co. <br>Ltd., Class A<br>| 29500 | &nbsp;&nbsp;17722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huaihe Energy Group <br>Co. Ltd., Class A<br>| 68500 | &nbsp;&nbsp;33720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hualan Biological <br>Engineering, Inc., <br>Class A<br>| 18900 | &nbsp;&nbsp;42507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaming Power <br>Equipment Co. Ltd., <br>Class A<br>| 12400 | &nbsp;&nbsp;53122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Novel Co. <br>Ltd., Class A<br>| 15600 | &nbsp;&nbsp;28272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Tourism <br>Development Co. <br>Ltd., Class A<br>| 12700 | &nbsp;&nbsp;23310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huapont Life Sciences <br>Co. Ltd., Class A<br>| 52633 | &nbsp;&nbsp;42398 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 247400 | &nbsp;&nbsp;589866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxi Securities Co. <br>Ltd., Class A<br>| 15440 | &nbsp;&nbsp;20477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxia Bank Co. Ltd., <br>Class A<br>| 91008 | &nbsp;&nbsp;83040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huayu Automotive <br>Systems Co. Ltd., <br>Class A<br>| 23200 | &nbsp;&nbsp;64208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Chutian Smart <br>Communication Co. <br>Ltd., Class A<br>| 34100 | &nbsp;&nbsp;19529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Dinglong Co. <br>Ltd., Class A<br>| 11600 | &nbsp;&nbsp;74358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Feilihua Quartz <br>Glass Co. Ltd., <br>Class A<br>| 4050 | &nbsp;&nbsp;56037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Jumpcan <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 15600 | &nbsp;&nbsp;58517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Xingfa <br>Chemicals Group <br>Co. Ltd., Class A<br>| 30500 | &nbsp;&nbsp;178087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Yihua Chemical <br>Industry Co. Ltd., <br>Class A<br>| 12800 | &nbsp;&nbsp;30564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huishang Bank Corp. <br>Ltd., Class H<br>| 60000 | &nbsp;&nbsp;26513 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huitongda Network Co. <br>Ltd., Class H<br>| 4100 | &nbsp;&nbsp;$5298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huizhou Desay Sv <br>Automotive Co. Ltd., <br>Class A<br>| 4900 | &nbsp;&nbsp;86251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humanwell Healthcare <br>Group Co. Ltd., <br>Class A<br>| 27200 | &nbsp;&nbsp;71936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Aihua Group <br>Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp;21202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Er-Kang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 41200 | &nbsp;&nbsp;22657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Gold Corp. Ltd., <br>Class A<br>| 25610 | &nbsp;&nbsp;131992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Jiudian <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 6000 | &nbsp;&nbsp;13295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Silver Co. Ltd., <br>Class A<br>| 47998 | &nbsp;&nbsp;125311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan TV & Broadcast <br>Intermediary Co. <br>Ltd., Class A<br>| 40800 | &nbsp;&nbsp;64353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Valin Steel Co. <br>Ltd., Class A<br>| 78100 | &nbsp;&nbsp;70278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Zhongke <br>Electric Co. Ltd., <br>Class A<br>| 6600 | &nbsp;&nbsp;20119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hundsun Technologies, <br>Inc., Class A<br>| 9457 | &nbsp;&nbsp;42219 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HUTCHMED China <br>Ltd. HCM US, ADR<br>| 6469 | &nbsp;&nbsp;97035 |
| # | HUYA, Inc., ADR | 25842 | &nbsp;&nbsp;109570 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hygeia Healthcare <br>Holdings Co. Ltd.<br>| 85200 | &nbsp;&nbsp;139926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hytera <br>Communications <br>Corp. Ltd., Class A<br>| 16300 | &nbsp;&nbsp;25448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HyUnion Holding Co. <br>Ltd., Class A<br>| 18400 | &nbsp;&nbsp;23155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAT Automobile <br>Technology Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;17050 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;iDreamSky Technology <br>Holdings Ltd.<br>| 154000 | &nbsp;&nbsp;11653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IEIT Systems Co. Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;71195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iflytek Co. Ltd., <br>Class A<br>| 11350 | &nbsp;&nbsp;97206 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IMAX China Holding, <br>Inc.<br>| 28200 | &nbsp;&nbsp;29475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imeik Technology <br>Development Co. <br>Ltd., Class A<br>| 2960 | &nbsp;&nbsp;59520 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial & <br>Commercial Bank of <br>China Ltd., Class H<br>| 3697000 | &nbsp;&nbsp;$3066648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank Co. <br>Ltd., Class A<br>| 191400 | &nbsp;&nbsp;514969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Securities <br>Co. Ltd., Class A<br>| 51057 | &nbsp;&nbsp;50517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infore Environment <br>Technology Group <br>Co. Ltd., Class A<br>| 53600 | &nbsp;&nbsp;54136 |
| \*Ω | Ingdan, Inc. | 144000 | &nbsp;&nbsp;72126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingenic Semiconductor <br>Co. Ltd., Class A<br>| 1600 | &nbsp;&nbsp;33003 |
| \* | Inkeverse Group Ltd. | 105000 | &nbsp;&nbsp;11837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inmyshow Digital <br>Technology Group <br>Co. Ltd., Class A<br>| 41300 | &nbsp;&nbsp;45151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia BaoTou <br>Steel Union Co. Ltd., <br>Class A<br>| 123200 | &nbsp;&nbsp;44138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Furui <br>Medical Science Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;71869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Xingye <br>Silver&Tin Mining <br>Co. Ltd., Class A<br>| 17800 | &nbsp;&nbsp;150048 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;InnoCare Pharma Ltd., <br>Class H<br>| 66000 | &nbsp;&nbsp;99018 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Innovent Biologics, <br>Inc.<br>| 96000 | &nbsp;&nbsp;996487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insigma Technology <br>Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp;39379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inspur Digital <br>Enterprise <br>Technology Ltd.<br>| 196000 | &nbsp;&nbsp;125589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intron Technology <br>Holdings Ltd.<br>| 155000 | &nbsp;&nbsp;37305 |
| #\* | iQIYI, Inc., ADR | 122547 | &nbsp;&nbsp;254898 |
|  | iRay Group, Class A | 2136 | &nbsp;&nbsp;36388 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRICO Display Devices <br>Co. Ltd., Class A<br>| 41900 | &nbsp;&nbsp;40553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;J&T Global Express <br>Ltd.<br>| 53600 | &nbsp;&nbsp;69743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jade Bird Fire Co. Ltd., <br>Class A<br>| 28896 | &nbsp;&nbsp;46908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jafron Biomedical Co. <br>Ltd., Class A<br>| 20900 | &nbsp;&nbsp;60220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jangho Group Co. <br>Ltd., Class A<br>| 32300 | &nbsp;&nbsp;44649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jason Furniture <br>Hangzhou Co. Ltd., <br>Class A<br>| 9570 | &nbsp;&nbsp;48754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCET Group Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;78941 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JD Health <br>International, Inc.<br>| 330150 | &nbsp;&nbsp;2656266 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*Ω | JD Logistics, Inc. | 538700 | &nbsp;&nbsp;$769880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (9618 <br>HK), Class A<br>| 269928 | &nbsp;&nbsp;3849344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (JD US), <br>ADR<br>| 2512 | &nbsp;&nbsp;71542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiajiayue Group Co. <br>Ltd., Class A<br>| 9900 | &nbsp;&nbsp;18545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangling Motors Corp. <br>Ltd., Class A<br>| 11000 | &nbsp;&nbsp;28597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Asia-Pacific <br>Light Alloy <br>Technology Co. Ltd., <br>Class A<br>| 13800 | &nbsp;&nbsp;15284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Azure Corp., <br>Class A<br>| 25600 | &nbsp;&nbsp;62528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Automotive Trim <br>Group Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;23515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 25652 | &nbsp;&nbsp;26945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Cnano <br>Technology Co. Ltd., <br>Class A<br>| 8202 | &nbsp;&nbsp;54199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dagang Co. <br>Ltd., Class A<br>| 13000 | &nbsp;&nbsp;32709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dingsheng <br>New Energy <br>Materials Co. Ltd., <br>Class A<br>| 11400 | &nbsp;&nbsp;27838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Expressway <br>Co. Ltd., Class H<br>| 336000 | &nbsp;&nbsp;443297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu General <br>Science Technology <br>Co. Ltd., Class A<br>| 28600 | &nbsp;&nbsp;19288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Gian <br>Technology Co. Ltd., <br>Class A<br>| 5200 | &nbsp;&nbsp;30885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guomao <br>Reducer Co. Ltd., <br>Class A<br>| 5600 | &nbsp;&nbsp;13846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guotai <br>International Group <br>Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp;67373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Haili Wind <br>Power Equipment <br>Technology Co. Ltd., <br>Class A<br>| 1200 | &nbsp;&nbsp;15061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengli <br>Hydraulic Co. Ltd., <br>Class A<br>| 5975 | &nbsp;&nbsp;92973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengrui <br>Pharmaceuticals Co. <br>Ltd., Class A<br>| 26368 | &nbsp;&nbsp;220544 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengshun <br>Vinegar Industry Co. <br>Ltd., Class A<br>| 10200 | &nbsp;&nbsp;$11929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongdou <br>Industrial Co. Ltd., <br>Class A<br>| 60100 | &nbsp;&nbsp;20392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hoperun <br>Software Co. Ltd., <br>Class A<br>| 2800 | &nbsp;&nbsp;20097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huachang <br>Chemical Co. Ltd., <br>Class A<br>| 22500 | &nbsp;&nbsp;21014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiangyin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 78100 | &nbsp;&nbsp;51361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiejie <br>Microelectronics Co. <br>Ltd., Class A<br>| 9244 | &nbsp;&nbsp;46590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Kanion <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;17939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu King's Luck <br>Brewery JSC Ltd., <br>Class A<br>| 13600 | &nbsp;&nbsp;65539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Linyang <br>Energy Co. Ltd., <br>Class A<br>| 46100 | &nbsp;&nbsp;38206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nata <br>Opto-electronic <br>Material Co. Ltd., <br>Class A<br>| 10920 | &nbsp;&nbsp;86804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nhwa <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;43862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Provincial <br>Agricultural <br>Reclamation & <br>Development Corp., <br>Class A<br>| 24000 | &nbsp;&nbsp;34870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shentong <br>Valve Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;26267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shuangxing <br>Color Plastic New <br>Materials Co. Ltd., <br>Class A<br>| 2000 | &nbsp;&nbsp;2019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Soho High <br>Hope Group Corp., <br>Class A<br>| 57300 | &nbsp;&nbsp;28189 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sopo <br>Chemical Co., <br>Class A<br>| 20200 | &nbsp;&nbsp;23004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Suzhou Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp;26232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yanghe <br>Distillery Co. Ltd., <br>Class A<br>| 5300 | &nbsp;&nbsp;$42204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yangnong <br>Chemical Co. Ltd., <br>Class A<br>| 4090 | &nbsp;&nbsp;47335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yinhe <br>Electronics Co. Ltd., <br>Class A<br>| 26900 | &nbsp;&nbsp;30212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yoke <br>Technology Co. Ltd., <br>Class A<br>| 2900 | &nbsp;&nbsp;40188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yuyue Medical <br>Equipment & Supply <br>Co. Ltd., Class A<br>| 9692 | &nbsp;&nbsp;55660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhangjiagang <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 68800 | &nbsp;&nbsp;45252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhongtian <br>Technology Co. Ltd., <br>Class A<br>| 51900 | &nbsp;&nbsp;166344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zijin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 59300 | &nbsp;&nbsp;23989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Bank Co. Ltd., <br>Class H<br>| 202000 | &nbsp;&nbsp;18372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Black Cat <br>Carbon Black Co. <br>Ltd., Class A<br>| 16700 | &nbsp;&nbsp;24228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Copper Co. <br>Ltd., Class H<br>| 384000 | &nbsp;&nbsp;2294085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganyue <br>Expressway Co. <br>Ltd., Class A<br>| 46500 | &nbsp;&nbsp;33132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Lianchuang <br>Optoelectronic <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 2200 | &nbsp;&nbsp;19919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Haida Rubber <br>& Plastic Co. Ltd., <br>Class A<br>| 19000 | &nbsp;&nbsp;28085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jianmin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 2700 | &nbsp;&nbsp;13466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayou International <br>Logistics Co. Ltd., <br>Class A<br>| 23807 | &nbsp;&nbsp;47228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jihua Group Corp. <br>Ltd., Class A<br>| 63300 | &nbsp;&nbsp;30220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Chemical Fibre, <br>Class A<br>| 21700 | &nbsp;&nbsp;15048 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinbei Automotive Co. <br>Ltd., Class A<br>| 32300 | &nbsp;&nbsp;21836 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jinchuan Group <br>International <br>Resources Co. Ltd.<br>| 856000 | &nbsp;&nbsp;$26298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinduicheng <br>Molybdenum Co. <br>Ltd., Class A<br>| 31100 | &nbsp;&nbsp;91037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinghua <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 21900 | &nbsp;&nbsp;24081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jingjin Equipment, Inc., <br>Class A<br>| 8200 | &nbsp;&nbsp;23667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinhui Liquor Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;26372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlongyu Group Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;37071 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jinxin Fertility Group <br>Ltd.<br>| 569500 | &nbsp;&nbsp;177872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinyu Bio-Technology <br>Co. Ltd., Class A<br>| 17100 | &nbsp;&nbsp;44410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinzai Food Group Co. <br>Ltd., Class A<br>| 11300 | &nbsp;&nbsp;18570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JiuGui Liquor Co. Ltd., <br>Class A<br>| 3100 | &nbsp;&nbsp;25298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiuzhitang Co. Ltd., <br>Class A<br>| 6900 | &nbsp;&nbsp;8757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JL Mag Rare-Earth Co. <br>Ltd. (6680 HK), <br>Class H<br>| 44400 | &nbsp;&nbsp;124907 |
|  | JNBY Design Ltd. | 107000 | &nbsp;&nbsp;264545 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class H<br>| 12200 | &nbsp;&nbsp;37966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointown <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 134132 | &nbsp;&nbsp;102697 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jolywood Suzhou <br>Sunwatt Co. Ltd., <br>Class A<br>| 38700 | &nbsp;&nbsp;45565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jones Tech PLC, <br>Class A<br>| 7600 | &nbsp;&nbsp;61307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jonjee Hi-Tech <br>Industrial & <br>Commercial Holding <br>Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp;35456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joyoung Co. Ltd., <br>Class A<br>| 9850 | &nbsp;&nbsp;14816 |
|  | JOYY, Inc., ADR | 3299 | &nbsp;&nbsp;212291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JS Corrugating <br>Machinery Co. Ltd., <br>Class A<br>| 14400 | &nbsp;&nbsp;26779 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JS Global Lifestyle Co. <br>Ltd.<br>| 135500 | &nbsp;&nbsp;31081 |
|  | JSTI Group, Class A | 47100 | &nbsp;&nbsp;51685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jutal Offshore Oil <br>Services Ltd.<br>| 236000 | &nbsp;&nbsp;$15677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaishan Group Co. <br>Ltd., Class A<br>| 31900 | &nbsp;&nbsp;78309 |
|  | Kanzhun Ltd. | 3100 | &nbsp;&nbsp;28898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBC Corp. Ltd., <br>Class A<br>| 3945 | &nbsp;&nbsp;16117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KE Holdings, Inc., <br>Class A<br>| 47500 | &nbsp;&nbsp;301963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keda Industrial Group <br>Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp;70315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kehua Data Co. Ltd., <br>Class A<br>| 3800 | &nbsp;&nbsp;34083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keli Sensing <br>Technology Ningbo <br>Co. Ltd., Class A<br>| 2900 | &nbsp;&nbsp;27872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kidswant Children <br>Products Co. Ltd., <br>Class A<br>| 22000 | &nbsp;&nbsp;33897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KingClean Electric Co. <br>Ltd., Class A<br>| 7480 | &nbsp;&nbsp;34814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingdee International <br>Software Group Co. <br>Ltd.<br>| 148000 | &nbsp;&nbsp;244454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingfa Sci & Tech Co. <br>Ltd., Class A<br>| 20900 | &nbsp;&nbsp;57377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingnet Network Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;32227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingsemi Co. Ltd., <br>Class A<br>| 1277 | &nbsp;&nbsp;38139 |
|  | Kingsoft Corp. Ltd. | 224800 | &nbsp;&nbsp;862432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konfoong Materials <br>International Co. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;47362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPC Pharmaceuticals, <br>Inc., Class A<br>| 15500 | &nbsp;&nbsp;27855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuaijishan Shaoxing <br>Wine Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;44305 |
| Ω | Kuaishou Technology | 236200 | &nbsp;&nbsp;2413281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuang-Chi <br>Technologies Co. <br>Ltd., Class A<br>| 8100 | &nbsp;&nbsp;55332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuangda Technology <br>Group Co. Ltd., <br>Class A<br>| 41000 | &nbsp;&nbsp;40382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Tech Co. Ltd., <br>Class A<br>| 8875 | &nbsp;&nbsp;71079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Huguang <br>Auto Harness Co. <br>Ltd., Class A<br>| 2800 | &nbsp;&nbsp;11721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Kinglai <br>Hygienic Materials <br>Co. Ltd., Class A<br>| 3960 | &nbsp;&nbsp;30486 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunwu Jiuding <br>Investment Holdings <br>Co. Ltd., Class A<br>| 10700 | &nbsp;&nbsp;$34322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kweichow Moutai Co. <br>Ltd., Class A<br>| 11700 | &nbsp;&nbsp;2358612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyland Technology Co. <br>Ltd., Class A<br>| 7400 | &nbsp;&nbsp;23819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancy Co. Ltd., <br>Class A<br>| 8800 | &nbsp;&nbsp;23663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lanzhou LS Heavy <br>Equipment Co. Ltd., <br>Class A<br>| 18200 | &nbsp;&nbsp;27322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lao Feng Xiang Co. <br>Ltd., Class A<br>| 11000 | &nbsp;&nbsp;72648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laobaixing Pharmacy <br>Chain JSC, Class A<br>| 19617 | &nbsp;&nbsp;43380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Launch Tech Co. Ltd., <br>Class H<br>| 50500 | &nbsp;&nbsp;57120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LB Group Co. Ltd., <br>Class A<br>| 39600 | &nbsp;&nbsp;126272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leader Harmonious <br>Drive Systems Co. <br>Ltd., Class A<br>| 369 | &nbsp;&nbsp;12161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee's Pharmaceutical <br>Holdings Ltd.<br>| 56000 | &nbsp;&nbsp;11534 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Legend Holdings <br>Corp., Class H<br>| 154700 | &nbsp;&nbsp;170721 |
| # | Lenovo Group Ltd. | 3964000 | &nbsp;&nbsp;4466292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leo Group Co. Ltd., <br>Class A<br>| 58437 | &nbsp;&nbsp;78098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lepu Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 32400 | &nbsp;&nbsp;83396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LexinFintech Holdings <br>Ltd., ADR<br>| 27864 | &nbsp;&nbsp;79412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leyard Optoelectronic <br>Co. Ltd., Class A<br>| 55500 | &nbsp;&nbsp;56069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (2015 <br>HK), Class A<br>| 123700 | &nbsp;&nbsp;1033756 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (LI US), <br>ADR<br>| 29401 | &nbsp;&nbsp;488939 |
| # | Li Ning Co. Ltd. | 715000 | &nbsp;&nbsp;1869709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianhe Chemical <br>Technology Co. Ltd., <br>Class A<br>| 21900 | &nbsp;&nbsp;55258 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lianlian DigiTech Co. <br>Ltd., Class H<br>| 15000 | &nbsp;&nbsp;13038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liao Ning Oxiranchem, <br>Inc. (300082 C2), <br>Class A<br>| 14600 | &nbsp;&nbsp;20631 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liao Ning Oxiranchem, <br>Inc. (300082 CH), <br>Class A<br>| 11800 | &nbsp;&nbsp;16675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Cheng Da <br>Co. Ltd., Class A<br>| 19200 | &nbsp;&nbsp;34553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Port Co. Ltd., <br>Class H<br>| 236000 | &nbsp;&nbsp;$27149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lier Chemical Co. Ltd., <br>Class A<br>| 7700 | &nbsp;&nbsp;19704 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifetech Scientific <br>Corp.<br>| 678000 | &nbsp;&nbsp;158798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingbao Gold Group <br>Co. Ltd., Class H<br>| 142000 | &nbsp;&nbsp;401842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingyi iTech <br>Guangdong Co., <br>Class A<br>| 54700 | &nbsp;&nbsp;115196 |
| Ω | Linklogis, Inc., Class B | 231000 | &nbsp;&nbsp;66112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LK Technology <br>Holdings Ltd.<br>| 30999 | &nbsp;&nbsp;13240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loncin Motor Co. Ltd., <br>Class A<br>| 22800 | &nbsp;&nbsp;50303 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Longfor Group <br>Holdings Ltd.<br>| 457768 | &nbsp;&nbsp;602000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longhua Technology <br>Group Luoyang Co. <br>Ltd., Class A<br>| 21000 | &nbsp;&nbsp;30236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longshine Technology <br>Group Co. Ltd., <br>Class A<br>| 20000 | &nbsp;&nbsp;49763 |
|  | Lonking Holdings Ltd. | 456000 | &nbsp;&nbsp;187049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lontium <br>Semiconductor <br>Corp., Class A<br>| 1956 | &nbsp;&nbsp;21481 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Holdings Co. <br>Ltd.<br>| 38100 | &nbsp;&nbsp;33956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoyang Xinqianglian <br>Slewing Bearing Co. <br>Ltd., Class A<br>| 4200 | &nbsp;&nbsp;27086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lushang Freda <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 15200 | &nbsp;&nbsp;16406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxi Chemical Group <br>Co. Ltd., Class A<br>| 40200 | &nbsp;&nbsp;113120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxin Venture Capital <br>Group Co. Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;37468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxshare Precision <br>Industry Co. Ltd., <br>Class A<br>| 52754 | &nbsp;&nbsp;391202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luyang Energy-Saving <br>Materials Co. Ltd.<br>| 8200 | &nbsp;&nbsp;15670 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Luye Pharma Group <br>Ltd.<br>| 561500 | &nbsp;&nbsp;199458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzhou Laojiao Co. <br>Ltd., Class A<br>| 11809 | &nbsp;&nbsp;205089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maccura Biotechnology <br>Co. Ltd., Class A<br>| 19300 | &nbsp;&nbsp;33724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mango Excellent Media <br>Co. Ltd., Class A<br>| 22105 | &nbsp;&nbsp;80980 |
| #Ω | Maoyan Entertainment | 162217 | &nbsp;&nbsp;152205 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxscend <br>Microelectronics Co. <br>Ltd., Class A<br>| 2400 | &nbsp;&nbsp;$27009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayinglong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 7100 | &nbsp;&nbsp;28023 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medlive Technology <br>Co. Ltd.<br>| 57000 | &nbsp;&nbsp;74736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MeiG Smart <br>Technology Co. Ltd., <br>Class A<br>| 3300 | &nbsp;&nbsp;21210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meilleure Health <br>International Industry <br>Group Ltd.<br>| 594000 | &nbsp;&nbsp;19103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meinian Onehealth <br>Healthcare Holdings <br>Co. Ltd., Class A<br>| 56700 | &nbsp;&nbsp;56990 |
| Ω | Meitu, Inc. | 399000 | &nbsp;&nbsp;394132 |
| \*Ω | Meituan, Class B | 440110 | &nbsp;&nbsp;5440852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., Class H<br>| 768000 | &nbsp;&nbsp;181687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M-Grass Ecology & <br>Environment Group <br>Co. Ltd., Class A<br>| 48300 | &nbsp;&nbsp;28242 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Microport Cardioflow <br>Medtech Corp.<br>| 94000 | &nbsp;&nbsp;9545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MicroPort <br>NeuroScientific <br>Corp.<br>| 34731 | &nbsp;&nbsp;52295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Microport Scientific <br>Corp.<br>| 30200 | &nbsp;&nbsp;45493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Tech Nanjing Co. <br>Ltd., Class A<br>| 5563 | &nbsp;&nbsp;63785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midea Group Co. Ltd., <br>Class A<br>| 31300 | &nbsp;&nbsp;349578 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Midea Real Estate <br>Holding Ltd.<br>| 124600 | &nbsp;&nbsp;67157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Milkyway Intelligent <br>Supply Chain <br>Service Group Co. <br>Ltd., Class A<br>| 2100 | &nbsp;&nbsp;19095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yang Smart <br>Energy Group Ltd., <br>Class A<br>| 16100 | &nbsp;&nbsp;53748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yuan Cloud <br>Group Holdings Ltd.<br>| 238000 | &nbsp;&nbsp;95230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MINISO Group Holding <br>Ltd.<br>| 183600 | &nbsp;&nbsp;852568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals Capital Co. <br>Ltd., Class A<br>| 40400 | &nbsp;&nbsp;33474 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals <br>Development Co. <br>Ltd., Class A<br>| 10100 | &nbsp;&nbsp;19841 |
| \* | Minmetals Land Ltd. | 296000 | &nbsp;&nbsp;37131 |
|  | Minth Group Ltd. | 130000 | &nbsp;&nbsp;612033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | MLS Co. Ltd., Class A | 25996 | &nbsp;&nbsp;$36918 |
| \* | MMG Ltd. | 1640799 | &nbsp;&nbsp;2124343 |
| \*Ω | Mobvista, Inc. | 314000 | &nbsp;&nbsp;598897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Montage Technology <br>Co. Ltd., Class A<br>| 4975 | &nbsp;&nbsp;129856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moon Environment <br>Technology Co. Ltd., <br>Class A<br>| 23400 | &nbsp;&nbsp;54111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morimatsu International <br>Holdings Co. Ltd.<br>| 89000 | &nbsp;&nbsp;122124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motic Xiamen Electric <br>Group Co. Ltd., <br>Class A<br>| 5500 | &nbsp;&nbsp;13226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanfang Pump <br>Industry Co. Ltd., <br>Class A<br>| 50400 | &nbsp;&nbsp;33251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanhua Futures Co. <br>Ltd., Class A<br>| 7600 | &nbsp;&nbsp;20125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NanJi E-Commerce <br>Co. Ltd., Class A<br>| 47354 | &nbsp;&nbsp;21920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt <br>Co. Ltd., Class A<br>| 5100 | &nbsp;&nbsp;35351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing King-Friend <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 18877 | &nbsp;&nbsp;25702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing <br>Pharmaceutical <br>Group Co. Ltd.<br>| 42600 | &nbsp;&nbsp;33926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Tanker Corp., <br>Class A<br>| 44500 | &nbsp;&nbsp;23615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Xinjiekou <br>Department Store <br>Co. Ltd., Class A<br>| 13300 | &nbsp;&nbsp;13686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jianghai <br>Capacitor Co. Ltd., <br>Class A<br>| 11400 | &nbsp;&nbsp;50024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NARI Technology Co. <br>Ltd., Class A<br>| 70024 | &nbsp;&nbsp;253284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NAURA Technology <br>Group Co. Ltd., <br>Class A<br>| 3240 | &nbsp;&nbsp;221229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NavInfo Co. Ltd., <br>Class A<br>| 20500 | &nbsp;&nbsp;31183 |
| \* | Nayuki Holdings Ltd. | 128500 | &nbsp;&nbsp;17916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBTM New Materials <br>Group Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;50668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetDragon Websoft <br>Holdings Ltd.<br>| 49500 | &nbsp;&nbsp;63666 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;NetEase Cloud Music, <br>Inc.<br>| 7100 | &nbsp;&nbsp;163835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (9999 <br>HK)<br>| 170600 | &nbsp;&nbsp;4423670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (NTES <br>US), ADR<br>| 19895 | &nbsp;&nbsp;2563073 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neusoft Corp., <br>Class A<br>| 18600 | &nbsp;&nbsp;$28026 |
|  | Neutech Group Ltd. | 49600 | &nbsp;&nbsp;14987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 316600 | &nbsp;&nbsp;2574409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Dairy Co. <br>Ltd., Class A<br>| 11300 | &nbsp;&nbsp;29497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Trend <br>International <br>Logis-Tech Co. Ltd., <br>Class A<br>| 12700 | &nbsp;&nbsp;22366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neway Valve Suzhou <br>Co. Ltd., Class A<br>| 10700 | &nbsp;&nbsp;93184 |
| \* | Newborn Town, Inc. | 182000 | &nbsp;&nbsp;267634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newland Digital <br>Technology Co. Ltd., <br>Class A<br>| 19800 | &nbsp;&nbsp;77683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexteer Automotive <br>Group Ltd.<br>| 223000 | &nbsp;&nbsp;190241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ninestar Corp., <br>Class A<br>| 9600 | &nbsp;&nbsp;29228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Boway Alloy <br>Material Co. Ltd., <br>Class A<br>| 7900 | &nbsp;&nbsp;22288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Haitian <br>Precision Machinery <br>Co. Ltd., Class A<br>| 8400 | &nbsp;&nbsp;23909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Huaxiang <br>Electronic Co. Ltd., <br>Class A<br>| 8076 | &nbsp;&nbsp;38380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jifeng Auto <br>Parts Co. Ltd., <br>Class A<br>| 12500 | &nbsp;&nbsp;26610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Joyson <br>Electronic Corp., <br>Class A<br>| 11900 | &nbsp;&nbsp;47889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Orient Wires & <br>Cables Co. Ltd., <br>Class A<br>| 8200 | &nbsp;&nbsp;65257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Peacebird <br>Fashion Co. Ltd., <br>Class A<br>| 10200 | &nbsp;&nbsp;23528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Ronbay New <br>Energy Technology <br>Co. Ltd., Class A<br>| 5114 | &nbsp;&nbsp;22418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sanxing <br>Medical Electric Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;52410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Shanshan Co. <br>Ltd., Class A<br>| 37500 | &nbsp;&nbsp;69415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sunrise Elc <br>Technology Co. Ltd., <br>Class A<br>| 7200 | &nbsp;&nbsp;24843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Tuopu Group <br>Co. Ltd., Class A<br>| 7975 | &nbsp;&nbsp;82759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Xusheng <br>Group Co. Ltd., <br>Class A<br>| 8624 | &nbsp;&nbsp;$22211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yongxin Optics <br>Co. Ltd., Class A<br>| 1700 | &nbsp;&nbsp;25522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yunsheng Co. <br>Ltd., Class A<br>| 10200 | &nbsp;&nbsp;20658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Zhoushan Port <br>Co. Ltd., Class A<br>| 57100 | &nbsp;&nbsp;32125 |
| \* | NIO, Inc., Class A | 173030 | &nbsp;&nbsp;824901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niu Technologies, <br>Sponsored ADR<br>| 9678 | &nbsp;&nbsp;32034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NKY Medical Holdings <br>Ltd., Class A<br>| 14346 | &nbsp;&nbsp;38796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noah Holdings Ltd., <br>Sponsored ADR<br>| 12479 | &nbsp;&nbsp;148001 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nongfu Spring Co. <br>Ltd., Class H<br>| 138800 | &nbsp;&nbsp;851172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norinco International <br>Cooperation Ltd., <br>Class A<br>| 41710 | &nbsp;&nbsp;75591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North China <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 30700 | &nbsp;&nbsp;25023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Copper Co. Ltd., <br>Class A<br>| 29500 | &nbsp;&nbsp;81222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Huajin Chemical <br>Industries Co. Ltd., <br>Class A<br>| 15990 | &nbsp;&nbsp;13931 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;North Industries Group <br>Red Arrow Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;26330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 30800 | &nbsp;&nbsp;23478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Securities <br>Co. Ltd., Class A<br>| 48600 | &nbsp;&nbsp;63477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northking Information <br>Technology Co. Ltd., <br>Class A<br>| 16738 | &nbsp;&nbsp;45743 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NovaBridge <br>Biosciences, ADR<br>| 9306 | &nbsp;&nbsp;30803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NSFOCUS <br>Technologies Group <br>Co. Ltd., Class A<br>| 23600 | &nbsp;&nbsp;27462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuode New Materials <br>Co. Ltd., Class A<br>| 37200 | &nbsp;&nbsp;36746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NYOCOR Co. Ltd., <br>Class A<br>| 26500 | &nbsp;&nbsp;22758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Offcn Education <br>Technology Co. Ltd., <br>Class A<br>| 63200 | &nbsp;&nbsp;25618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Offshore Oil <br>Engineering Co. <br>Ltd., Class A<br>| 113459 | &nbsp;&nbsp;108992 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OmniVision Integrated <br>Circuits Group, Inc.<br>| 6287 | &nbsp;&nbsp;$109737 |
|  | Onewo, Inc., Class H | 88600 | &nbsp;&nbsp;222055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppein Home Group, <br>Inc., Class A<br>| 2900 | &nbsp;&nbsp;25596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Opple Lighting Co. <br>Ltd., Class A<br>| 18600 | &nbsp;&nbsp;54203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORG Technology Co. <br>Ltd., Class A<br>| 78900 | &nbsp;&nbsp;66516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient International <br>Enterprise Ltd., <br>Class A<br>| 25700 | &nbsp;&nbsp;32330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Overseas <br>International Ltd.<br>| 14000 | &nbsp;&nbsp;229364 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 197600 | &nbsp;&nbsp;172077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Energy Co. <br>Ltd., Class A<br>| 35400 | &nbsp;&nbsp;44000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Pearl Group <br>Co. Ltd., Class A<br>| 41900 | &nbsp;&nbsp;68426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ourpalm Co. Ltd., <br>Class A<br>| 42100 | &nbsp;&nbsp;36639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovctek China, Inc., <br>Class A<br>| 20760 | &nbsp;&nbsp;47223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Securities Co. <br>Ltd., Class A<br>| 44800 | &nbsp;&nbsp;27075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Shuanglin <br>Bio-pharmacy Co. <br>Ltd., Class A<br>| 13390 | &nbsp;&nbsp;26373 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pangang Group <br>Vanadium Titanium <br>& Resources Co. <br>Ltd., Class A<br>| 68600 | &nbsp;&nbsp;37654 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PCI Technology Group <br>Co. Ltd., Class A<br>| 51800 | &nbsp;&nbsp;51170 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PDD Holdings, Inc., <br>ADR<br>| 74552 | &nbsp;&nbsp;7533480 |
| \*Ω | Peijia Medical Ltd. | 53000 | &nbsp;&nbsp;44866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pengxin International <br>Mining Co. Ltd., <br>Class A<br>| 57000 | &nbsp;&nbsp;82083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People.cn Co. Ltd., <br>Class A<br>| 10300 | &nbsp;&nbsp;36224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People's Insurance Co. <br>Group of China Ltd. <br>, Class H<br>| 1426000 | &nbsp;&nbsp;1239951 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Phancy Group Co. <br>Ltd., Class H<br>| 13100 | &nbsp;&nbsp;83966 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pharmaron Beijing Co. <br>Ltd., Class H<br>| 15650 | &nbsp;&nbsp;41463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phenix Optical Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;21957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PICC Property & <br>Casualty Co. Ltd., <br>Class H<br>| 1633000 | &nbsp;&nbsp;3380630 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Bank Co. Ltd., <br>Class A<br>| 152600 | &nbsp;&nbsp;$237831 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Healthcare & <br>Technology Co. Ltd.<br>| 465694 | &nbsp;&nbsp;858172 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Insurance <br>Group Co. of China <br>Ltd., Class H<br>| 793500 | &nbsp;&nbsp;7359988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Process Systems <br>Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp;19749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POCO Holding Co. <br>Ltd., Class A<br>| 3920 | &nbsp;&nbsp;44620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Bay Group Co. <br>Ltd., Class A<br>| 39000 | &nbsp;&nbsp;38090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Developments & <br>Holdings Group Co. <br>Ltd., Class A<br>| 47500 | &nbsp;&nbsp;46543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Group <br>Co. Ltd.<br>| 609362 | &nbsp;&nbsp;183486 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poly Union Chemical <br>Holding Group Co. <br>Ltd., Class A<br>| 15600 | &nbsp;&nbsp;21831 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pop Mart International <br>Group Ltd.<br>| 129000 | &nbsp;&nbsp;3687664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Porton Pharma <br>Solutions Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;33048 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Postal Savings Bank of <br>China Co. Ltd., <br>Class H<br>| 1051000 | &nbsp;&nbsp;685254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pou Sheng <br>International <br>Holdings Ltd.<br>| 548000 | &nbsp;&nbsp;32603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Construction <br>Corp. of China Ltd., <br>Class A<br>| 79899 | &nbsp;&nbsp;65087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PW Medtech Group <br>Ltd.<br>| 171000 | &nbsp;&nbsp;28002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pylon Technologies <br>Co. Ltd., Class A<br>| 3442 | &nbsp;&nbsp;30032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q Technology Group <br>Co. Ltd.<br>| 109000 | &nbsp;&nbsp;130018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qfin Holdings, Inc., <br>ADR<br>| 42976 | &nbsp;&nbsp;668277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qi An Xin Technology <br>Group, Inc., Class A<br>| 6828 | &nbsp;&nbsp;36526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qianhe Condiment & <br>Food Co. Ltd., <br>Class A<br>| 32765 | &nbsp;&nbsp;47599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao East Steel <br>Tower Stock Co. <br>Ltd., Class A<br>| 34800 | &nbsp;&nbsp;138132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Eastsoft <br>Communication <br>Technology Co. Ltd., <br>Class A<br>| 10300 | &nbsp;&nbsp;23876 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gaoce <br>Technology Co. Ltd., <br>Class A<br>| 26724 | &nbsp;&nbsp;$54674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gon <br>Technology Co. Ltd., <br>Class A<br>| 8200 | &nbsp;&nbsp;69261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Haier <br>Biomedical Co. Ltd., <br>Class A<br>| 6061 | &nbsp;&nbsp;29079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hanhe Cable <br>Co. Ltd., Class A<br>| 63200 | &nbsp;&nbsp;46523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Huicheng <br>Environmental <br>Technology Group <br>Co. Ltd., Class A<br>| 700 | &nbsp;&nbsp;9852 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 38000 | &nbsp;&nbsp;36523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Rural <br>Commercial Bank <br>Corp., Class A<br>| 91100 | &nbsp;&nbsp;41169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Sentury Tire <br>Co. Ltd., Class A<br>| 5460 | &nbsp;&nbsp;16084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao TGOOD <br>Electric Co. Ltd., <br>Class A<br>| 13000 | &nbsp;&nbsp;50314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Salt Lake <br>Industry Co. Ltd., <br>Class A<br>| 25300 | &nbsp;&nbsp;119369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;QuantumCTek Co. <br>Ltd., Class A<br>| 196 | &nbsp;&nbsp;17528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Queclink Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 9500 | &nbsp;&nbsp;17196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quectel Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 2279 | &nbsp;&nbsp;30222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quzhou DFP New <br>Material Group Co. <br>Ltd.<br>| 48400 | &nbsp;&nbsp;29020 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Radiance Holdings <br>Group Co. Ltd.<br>| 166000 | &nbsp;&nbsp;38585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rainbow Digital <br>Commercial Co. <br>Ltd., Class A<br>| 13600 | &nbsp;&nbsp;11211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytron Technology <br>Co. Ltd., Class A<br>| 3725 | &nbsp;&nbsp;60519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realcan <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 25300 | &nbsp;&nbsp;12142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renhe Pharmacy Co. <br>Ltd., Class A<br>| 50100 | &nbsp;&nbsp;43196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richinfo Technology <br>Co. Ltd., Class A<br>| 6100 | &nbsp;&nbsp;26470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Risen Energy Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;$57685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyue Heavy Industry <br>Co. Ltd., Class A<br>| 14300 | &nbsp;&nbsp;28566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizhao Port Co. Ltd., <br>Class A<br>| 48300 | &nbsp;&nbsp;22032 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;RoboSense <br>Technology Co. Ltd.<br>| 9400 | &nbsp;&nbsp;40880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockchip Electronics <br>Co. Ltd., Class A<br>| 2100 | &nbsp;&nbsp;57678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rongsheng <br>Petrochemical Co. <br>Ltd., Class A<br>| 33100 | &nbsp;&nbsp;70244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Roshow Technology <br>Co. Ltd., Class A<br>| 26494 | &nbsp;&nbsp;32808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Runjian Co. Ltd., <br>Class A<br>| 4700 | &nbsp;&nbsp;31317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sai Micro Electronics, <br>Inc., Class A<br>| 10400 | &nbsp;&nbsp;77965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAIC Motor Corp. Ltd., <br>Class A<br>| 46200 | &nbsp;&nbsp;93934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanan Optoelectronics <br>Co. Ltd., Class A<br>| 14800 | &nbsp;&nbsp;34405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangfor Technologies, <br>Inc., Class A<br>| 1600 | &nbsp;&nbsp;36856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanquan Food Co. <br>Ltd., Class A<br>| 18800 | &nbsp;&nbsp;32223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansure Biotech, Inc., <br>Class A<br>| 5033 | &nbsp;&nbsp;14717 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 337000 | &nbsp;&nbsp;517729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy Industry <br>Co. Ltd., Class A<br>| 42650 | &nbsp;&nbsp;134551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satellite Chemical Co. <br>Ltd., Class A<br>| 19803 | &nbsp;&nbsp;69369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDIC Capital Co. Ltd., <br>Class A<br>| 21700 | &nbsp;&nbsp;24008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sealand Securities Co. <br>Ltd., Class A<br>| 57400 | &nbsp;&nbsp;35190 |
| \* | Seazen Group Ltd. | 538285 | &nbsp;&nbsp;179694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seazen Holdings Co. <br>Ltd., Class A<br>| 17126 | &nbsp;&nbsp;43583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seres Group Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;60007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class A<br>| 38524 | &nbsp;&nbsp;207884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class H<br>| 38600 | &nbsp;&nbsp;175745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SG Micro Corp., <br>Class A<br>| 3458 | &nbsp;&nbsp;37558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 106600 | &nbsp;&nbsp;55570 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Heimao <br>Coking Co. Ltd., <br>Class A<br>| 45000 | &nbsp;&nbsp;$29557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ShaanXi Provincial <br>Natural Gas Co. <br>Ltd., Class A<br>| 21800 | &nbsp;&nbsp;25095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Bohui Paper <br>Industrial Co. Ltd., <br>Class A<br>| 37730 | &nbsp;&nbsp;40444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Buchang <br>Pharmaceuticals Co. <br>Ltd., Class A<br>| 23600 | &nbsp;&nbsp;57781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Denghai <br>Seeds Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;16385 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Gold Mining <br>Co. Ltd., Class H<br>| 247750 | &nbsp;&nbsp;1331404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Haihua Co. <br>Ltd., Class A<br>| 17900 | &nbsp;&nbsp;15509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Head Group <br>Co. Ltd., Class A<br>| 11200 | &nbsp;&nbsp;28721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Himile <br>Mechanical Science <br>& Technology Co. <br>Ltd., Class A<br>| 6300 | &nbsp;&nbsp;75601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-speed <br>Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp;11540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Road & Bridge <br>Group Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;22678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Huatai <br>Paper Industry <br>Shareholding Co. <br>Ltd., Class A<br>| 16500 | &nbsp;&nbsp;9970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Humon <br>Smelting Co. Ltd., <br>Class A<br>| 32600 | &nbsp;&nbsp;93339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jinjing <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 26700 | &nbsp;&nbsp;21866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Lukang <br>Pharma, Class A<br>| 22800 | &nbsp;&nbsp;30432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong <br>Pharmaceutical <br>Glass Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;34133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Publishing & <br>Media Co. Ltd., <br>Class A<br>| 26800 | &nbsp;&nbsp;35453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weifang <br>Rainbow Chemical <br>Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp;115944 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weigao <br>Group Medical <br>Polymer Co. Ltd., <br>Class H<br>| 662000 | &nbsp;&nbsp;$423858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong WIT Dyne <br>Health Co. Ltd., <br>Class A<br>| 4700 | &nbsp;&nbsp;21880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aerospace <br>Automobile <br>Electromechanical <br>Co. Ltd., Class A<br>| 31600 | &nbsp;&nbsp;68565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AtHub Co. <br>Ltd., Class A<br>| 8593 | &nbsp;&nbsp;46250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bailian <br>Group Co. Ltd., <br>Class A<br>| 31200 | &nbsp;&nbsp;41062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bairun <br>Investment Holding <br>Group Co. Ltd., <br>Class A<br>| 10504 | &nbsp;&nbsp;30857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baolong <br>Automotive Corp., <br>Class A<br>| 3300 | &nbsp;&nbsp;17426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosteel <br>Packaging Co. Ltd., <br>Class A<br>| 28200 | &nbsp;&nbsp;24586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Belling Co. <br>Ltd., Class A<br>| 4900 | &nbsp;&nbsp;23182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai BOCHU <br>Electronic <br>Technology Corp. <br>Ltd., Class A<br>| 280 | &nbsp;&nbsp;6101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Construction <br>Group Co. Ltd., <br>Class A<br>| 141200 | &nbsp;&nbsp;60528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Daimay <br>Automotive Interior <br>Co. Ltd., Class A<br>| 21450 | &nbsp;&nbsp;31443 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Dazhong <br>Public Utilities Group <br>Co. Ltd., Class H<br>| 73000 | &nbsp;&nbsp;29784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Group Co. Ltd., <br>Class H<br>| 534000 | &nbsp;&nbsp;286874 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Feilo <br>Acoustics Co. Ltd., <br>Class A<br>| 10800 | &nbsp;&nbsp;12732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fosun <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 50000 | &nbsp;&nbsp;130648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fudan <br>Microelectronics <br>Group Co. Ltd., <br>Class H<br>| 39000 | &nbsp;&nbsp;258483 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fullhan <br>Microelectronics Co. <br>Ltd., Class A<br>| 4000 | &nbsp;&nbsp;$29068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Ganglian <br>E-Commerce <br>Holdings Co. Ltd., <br>Class A<br>| 2884 | &nbsp;&nbsp;12144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gentech Co. <br>Ltd., Class A<br>| 4383 | &nbsp;&nbsp;20939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Hanbell <br>Precise Machinery <br>Co. Ltd., Class A<br>| 15900 | &nbsp;&nbsp;56833 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Haohai <br>Biological <br>Technology Co. Ltd., <br>Class H<br>| 8820 | &nbsp;&nbsp;29246 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Henlius <br>Biotech, Inc., <br>Class H<br>| 11100 | &nbsp;&nbsp;81450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huace <br>Navigation <br>Technology Ltd., <br>Class A<br>| 7420 | &nbsp;&nbsp;41422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huayi Group <br>Co. Ltd., Class A<br>| 49600 | &nbsp;&nbsp;71781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Urban Development <br>Group Ltd.<br>| 504600 | &nbsp;&nbsp;20365 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai INT Medical <br>Instruments Co. Ltd., <br>Class H<br>| 6400 | &nbsp;&nbsp;25364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai International <br>Airport Co. Ltd., <br>Class A<br>| 4600 | &nbsp;&nbsp;20379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jahwa <br>United Co. Ltd., <br>Class A<br>| 9800 | &nbsp;&nbsp;29507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinqiao <br>Export Processing <br>Zone Development <br>Co. Ltd., Class A<br>| 24600 | &nbsp;&nbsp;37389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kaibao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 30000 | &nbsp;&nbsp;26977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Liangxin <br>Electrical Co. Ltd., <br>Class A<br>| 18000 | &nbsp;&nbsp;27119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Lingang <br>Holdings Corp. Ltd., <br>Class A<br>| 21840 | &nbsp;&nbsp;36890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai M&G <br>Stationery, Inc., <br>Class A<br>| 7100 | &nbsp;&nbsp;28282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Mechanical <br>& Electrical Industry <br>Co. Ltd., Class A<br>| 14100 | &nbsp;&nbsp;54973 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai MicroPort <br>Endovascular <br>MedTech Group Co. <br>Ltd., Class A<br>| 1174 | &nbsp;&nbsp;$16060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Moons' <br>Electric Co. Ltd., <br>Class A<br>| 1300 | &nbsp;&nbsp;13031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Pharmaceuticals <br>Holding Co. Ltd., <br>Class H<br>| 230100 | &nbsp;&nbsp;350657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pret <br>Composites Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;44892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Construction Co. <br>Ltd., Class A<br>| 22700 | &nbsp;&nbsp;25644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Development Bank <br>Co. Ltd., Class A<br>| 254500 | &nbsp;&nbsp;367554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Putailai New <br>Energy Technology <br>Group Co. Ltd.<br>| 12376 | &nbsp;&nbsp;49013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai QiFan Cable <br>Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp;27057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai RAAS Blood <br>Products Co. Ltd., <br>Class A<br>| 48200 | &nbsp;&nbsp;43693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Runda <br>Medical Technology <br>Co. Ltd., Class A<br>| 17200 | &nbsp;&nbsp;39518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 60700 | &nbsp;&nbsp;75009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shibei <br>Hi-Tech Co. Ltd., <br>Class A<br>| 39100 | &nbsp;&nbsp;30753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shyndec <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 28500 | &nbsp;&nbsp;43609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Sinyang <br>Semiconductor <br>Materials Co. Ltd., <br>Class A<br>| 7600 | &nbsp;&nbsp;85291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Stonehill <br>Technology Co. Ltd., <br>Class A<br>| 27200 | &nbsp;&nbsp;38274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tongji <br>Science & <br>Technology Industrial <br>Co. Ltd., Class A<br>| 17300 | &nbsp;&nbsp;32489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tunnel <br>Engineering Co. <br>Ltd., Class A<br>| 46400 | &nbsp;&nbsp;45308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Vital <br>Microtech Co. Ltd.<br>| 18100 | &nbsp;&nbsp;49335 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Waigaoqiao <br>Free Trade Zone <br>Group Co. Ltd., <br>Class A<br>| 29509 | &nbsp;&nbsp;$44972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yaoji <br>Technology Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;53482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yct <br>Electronics Group <br>Co. Ltd., Class A<br>| 3500 | &nbsp;&nbsp;25299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yuyuan <br>Tourist Mart Group <br>Co. Ltd., Class A<br>| 36300 | &nbsp;&nbsp;29193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhangjiang <br>High-Tech Park <br>Development Co. <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;25685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhenhua <br>Heavy Industries Co. <br>Ltd., Class A<br>| 39500 | &nbsp;&nbsp;29067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhonggu <br>Logistics Co. Ltd., <br>Class A<br>| 18600 | &nbsp;&nbsp;27365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zijiang <br>Enterprise Group <br>Co. Ltd., Class A<br>| 33900 | &nbsp;&nbsp;37544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanjin International <br>Gold Co. Ltd., <br>Class A<br>| 29800 | &nbsp;&nbsp;143632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shannon <br>Semiconductor <br>Technology Co. Ltd., <br>Class A<br>| 5400 | &nbsp;&nbsp;129780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantui Construction <br>Machinery Co. Ltd., <br>Class A<br>| 34500 | &nbsp;&nbsp;61479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Guoxin Energy <br>Corp. Ltd., Class A<br>| 52500 | &nbsp;&nbsp;25084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Hi-speed Group <br>Co. Ltd., Class A<br>| 36800 | &nbsp;&nbsp;28213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Securities Co. <br>Ltd., Class A<br>| 18830 | &nbsp;&nbsp;16396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Xinghuacun <br>Fen Wine Factory <br>Co. Ltd., Class A<br>| 9440 | &nbsp;&nbsp;231988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Zhendong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 31000 | &nbsp;&nbsp;25548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharetronic Data <br>Technology Co. Ltd., <br>Class A<br>| 3920 | &nbsp;&nbsp;128045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shede Spirits Co. Ltd., <br>Class A<br>| 5100 | &nbsp;&nbsp;41317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengda Resources <br>Co. Ltd., Class A<br>| 21100 | &nbsp;&nbsp;176913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenghe Resources <br>Holding Co. Ltd., <br>Class A<br>| 7400 | &nbsp;&nbsp;$28411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengyi Technology <br>Co. Ltd., Class A<br>| 12700 | &nbsp;&nbsp;125513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenma Industry Co. <br>Ltd., Class A<br>| 17300 | &nbsp;&nbsp;22621 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>Group Co. Ltd., <br>Class H<br>| 515200 | &nbsp;&nbsp;206242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenyang Xingqi <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 2436 | &nbsp;&nbsp;24610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Airport Co. <br>Ltd., Class A<br>| 45500 | &nbsp;&nbsp;47406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Aisidi Co. <br>Ltd., Class A<br>| 32000 | &nbsp;&nbsp;58905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Baoming <br>Technology Co. Ltd., <br>Class A<br>| 3300 | &nbsp;&nbsp;25378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Bingchuan <br>Network Co. Ltd., <br>Class A<br>| 4400 | &nbsp;&nbsp;22139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen BSC <br>Technology Co. Ltd., <br>Class A<br>| 5600 | &nbsp;&nbsp;29259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Capchem <br>Technology Co. Ltd., <br>Class A<br>| 9680 | &nbsp;&nbsp;70604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Cereals <br>Holdings Co. Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;19681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Changhong <br>Technology Co. Ltd., <br>Class A<br>| 10700 | &nbsp;&nbsp;25502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Click <br>Technology Co. Ltd., <br>Class A<br>| 9300 | &nbsp;&nbsp;31962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Comix <br>Group Co. Ltd., <br>Class A<br>| 13700 | &nbsp;&nbsp;15359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Das <br>Intellitech Co. Ltd., <br>Class A<br>| 35800 | &nbsp;&nbsp;14671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Desay <br>Battery Technology <br>Co., Class A<br>| 6754 | &nbsp;&nbsp;25307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Dynanonic <br>Co. Ltd., Class A<br>| 7752 | &nbsp;&nbsp;46174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Envicool <br>Technology Co. Ltd., <br>Class A<br>| 8112 | &nbsp;&nbsp;124889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Everwin <br>Precision <br>Technology Co. Ltd., <br>Class A<br>| 21680 | &nbsp;&nbsp;120468 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Expressway <br>Corp. Ltd., Class H<br>| 158000 | &nbsp;&nbsp;$151772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fastprint <br>Circuit Tech Co. Ltd., <br>Class A<br>| 6900 | &nbsp;&nbsp;23341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fenda <br>Technology Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;16154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fortune <br>Trend Technology <br>Co. Ltd., Class A<br>| 919 | &nbsp;&nbsp;17809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen FRD <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 11300 | &nbsp;&nbsp;56670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fuanna <br>Bedding & <br>Furnishing Co. Ltd., <br>Class A<br>| 27100 | &nbsp;&nbsp;27062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gas Corp. <br>Ltd., Class A<br>| 37900 | &nbsp;&nbsp;37582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gongjin <br>Electronics Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;18998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Goodix <br>Technology Co. Ltd., <br>Class A<br>| 2000 | &nbsp;&nbsp;23239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen H&T <br>Intelligent Control <br>Co. Ltd., Class A<br>| 7600 | &nbsp;&nbsp;41040 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hepalink <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 41500 | &nbsp;&nbsp;29335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Honor <br>Electronic Co. Ltd., <br>Class A<br>| 1500 | &nbsp;&nbsp;53402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Huaqiang <br>Industry Co. Ltd., <br>Class A<br>| 6100 | &nbsp;&nbsp;22943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Inovance <br>Technology Co. Ltd., <br>Class A<br>| 12050 | &nbsp;&nbsp;129579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen International <br>Holdings Ltd.<br>| 417750 | &nbsp;&nbsp;481309 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Investment <br>Ltd.<br>| 825174 | &nbsp;&nbsp;91979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Invt Electric <br>Co. Ltd., Class A<br>| 14100 | &nbsp;&nbsp;18176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jieshun <br>Science & <br>Technology Industry <br>Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp;14540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jufei <br>Optoelectronics Co. <br>Ltd., Class A<br>| 33600 | &nbsp;&nbsp;34242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kaifa <br>Technology Co. Ltd., <br>Class A<br>| 21100 | &nbsp;&nbsp;$98526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kangtai <br>Biological Products <br>Co. Ltd., Class A<br>| 8669 | &nbsp;&nbsp;19497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kedali <br>Industry Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;88919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingdom <br>Sci-Tech Co. Ltd., <br>Class A<br>| 13300 | &nbsp;&nbsp;29709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kstar <br>Science & <br>Technology Co. Ltd., <br>Class A<br>| 6100 | &nbsp;&nbsp;49237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Laibao <br>Hi-tech Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;34252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Leaguer Co. <br>Ltd., Class A<br>| 35800 | &nbsp;&nbsp;55986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Lifotronic <br>Technology Co. Ltd., <br>Class A<br>| 8011 | &nbsp;&nbsp;15853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Megmeet <br>Electrical Co. Ltd., <br>Class A<br>| 5200 | &nbsp;&nbsp;94405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Microgate <br>Technology Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;25231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Mindray <br>Bio-Medical <br>Electronics Co. Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;304847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen MTC Co. <br>Ltd., Class A<br>| 40800 | &nbsp;&nbsp;56886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Industries <br>Biomedical <br>Engineering Co. <br>Ltd., Class A<br>| 9400 | &nbsp;&nbsp;72888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Nanshan Holding <br>Group Co. Ltd., <br>Class A<br>| 60900 | &nbsp;&nbsp;26544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Overseas <br>Chinese Town Co. <br>Ltd., Class A<br>| 61900 | &nbsp;&nbsp;24423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Qingyi <br>Photomask Ltd., <br>Class A<br>| 4798 | &nbsp;&nbsp;21052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Salubris <br>Pharmaceuticals Co. <br>Ltd., Class A<br>| 4000 | &nbsp;&nbsp;27006 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SC New <br>Energy Technology <br>Corp., Class A<br>| 5245 | &nbsp;&nbsp;$103977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SED <br>Industry Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;26616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SEG Co. <br>Ltd., Class A<br>| 18200 | &nbsp;&nbsp;23611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Senior <br>Technology Material <br>Co. Ltd., Class A<br>| 16993 | &nbsp;&nbsp;33835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sinexcel <br>Electric Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;65171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunlord <br>Electronics Co. Ltd., <br>Class A<br>| 10900 | &nbsp;&nbsp;61727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunnypol <br>Optoelectronics Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;14096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunway <br>Communication Co. <br>Ltd., Class A<br>| 13100 | &nbsp;&nbsp;150479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Tagen <br>Group Co. Ltd., <br>Class A<br>| 33700 | &nbsp;&nbsp;18768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topband <br>Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp;46146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topway <br>Video <br>Communication Co. <br>Ltd., Class A<br>| 17300 | &nbsp;&nbsp;20805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Transsion <br>Holdings Co. Ltd., <br>Class A<br>| 13384 | &nbsp;&nbsp;111569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Weiguang <br>Biological Products <br>Co. Ltd., Class A<br>| 5200 | &nbsp;&nbsp;20270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Woer <br>Heat-Shrinkable <br>Material Co. Ltd., <br>Class A<br>| 14100 | &nbsp;&nbsp;54742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yan Tian <br>Port Holding Co. <br>Ltd., Class A<br>| 25000 | &nbsp;&nbsp;16479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yinghe <br>Technology Co. Ltd., <br>Class A<br>| 18600 | &nbsp;&nbsp;73299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yitoa <br>Intelligent Control <br>Co. Ltd., Class A<br>| 17400 | &nbsp;&nbsp;36398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Ysstech <br>Info-tech Co. Ltd., <br>Class A<br>| 6800 | &nbsp;&nbsp;20490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen YUTO <br>Packaging <br>Technology Co. Ltd., <br>Class A<br>| 21000 | &nbsp;&nbsp;$87323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhenye <br>Group Co. Ltd., <br>Class A<br>| 17000 | &nbsp;&nbsp;21899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhongjin <br>Lingnan Nonfemet <br>Co. Ltd., Class A<br>| 79100 | &nbsp;&nbsp;86380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang <br>Changshan BeiMing <br>Technology Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;31907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang Yiling <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8357 | &nbsp;&nbsp;21123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinva Medical <br>Instrument Co. Ltd., <br>Class A<br>| 11960 | &nbsp;&nbsp;26925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiyue Daotian Group <br>Co. Ltd., Class H<br>| 30000 | &nbsp;&nbsp;34573 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Shouhang High-Tech <br>Energy Co. Ltd., <br>Class A<br>| 53900 | &nbsp;&nbsp;543 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shuangliang <br>Eco-Energy Systems <br>Co. Ltd., Class A<br>| 39000 | &nbsp;&nbsp;49847 |
| # | Shui On Land Ltd. | 940500 | &nbsp;&nbsp;83082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siasun Robot & <br>Automation Co. Ltd., <br>Class A<br>| 4900 | &nbsp;&nbsp;12232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Changhong <br>Electric Co. Ltd., <br>Class A<br>| 25600 | &nbsp;&nbsp;35900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chuantou <br>Energy Co. Ltd., <br>Class A<br>| 47100 | &nbsp;&nbsp;94360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Development <br>Lomon Co. Ltd., <br>Class A<br>| 39300 | &nbsp;&nbsp;69623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan EM <br>Technology Co. Ltd., <br>Class A<br>| 19100 | &nbsp;&nbsp;78110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Expressway <br>Co. Ltd., Class H<br>| 234000 | &nbsp;&nbsp;167154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Haite <br>High-tech Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;24988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hebang <br>Biotechnology Co. <br>Ltd., Class A<br>| 126600 | &nbsp;&nbsp;46109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Injet Electric <br>Co. Ltd., Class A<br>| 1800 | &nbsp;&nbsp;14887 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Jiuyuan Yinhai <br>Software Co. Ltd., <br>Class A<br>| 8320 | &nbsp;&nbsp;$23682 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Lutianhua Co. <br>Ltd., Class A<br>| 38500 | &nbsp;&nbsp;26535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan New Energy <br>Power Co. Ltd., <br>Class A<br>| 30700 | &nbsp;&nbsp;54871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Road & <br>Bridge Group Co. <br>Ltd., Class A<br>| 57880 | &nbsp;&nbsp;80854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Swellfun Co. <br>Ltd., Class A<br>| 5600 | &nbsp;&nbsp;33549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Teway Food <br>Group Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;27218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Yahua <br>Industrial Group Co. <br>Ltd., Class A<br>| 24500 | &nbsp;&nbsp;87045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SIM Technology Group <br>Ltd.<br>| 262000 | &nbsp;&nbsp;10771 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Simcere <br>Pharmaceutical <br>Group Ltd.<br>| 81000 | &nbsp;&nbsp;121272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sineng Electric Co. <br>Ltd., Class A<br>| 7980 | &nbsp;&nbsp;42573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino <br>Biopharmaceutical <br>Ltd.<br>| 2319000 | &nbsp;&nbsp;1967685 |
|  | Sinocare, Inc., Class A | 9700 | &nbsp;&nbsp;24478 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinochem International <br>Corp., Class A<br>| 21000 | &nbsp;&nbsp;14108 |
|  | Sinofert Holdings Ltd. | 464000 | &nbsp;&nbsp;100957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinolink Securities Co. <br>Ltd., Class A<br>| 30800 | &nbsp;&nbsp;41317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma International <br>Engineering Co., <br>Class A<br>| 67300 | &nbsp;&nbsp;110494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma Science & <br>Technology Co. Ltd., <br>Class A<br>| 13400 | &nbsp;&nbsp;82757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Automobile <br>Co. Ltd., Class A<br>| 45500 | &nbsp;&nbsp;43242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Precision <br>Industry Group Co. <br>Ltd., Class A<br>| 16800 | &nbsp;&nbsp;108450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomine Resource <br>Group Co. Ltd., <br>Class A<br>| 7952 | &nbsp;&nbsp;96638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Engineering <br>Group Co. Ltd., <br>Class H<br>| 534500 | &nbsp;&nbsp;507968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Kantons <br>Holdings Ltd.<br>| 336000 | &nbsp;&nbsp;186509 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Equipment Corp., <br>Class A<br>| 25900 | &nbsp;&nbsp;$30211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Service Corp., <br>Class H<br>| 906000 | &nbsp;&nbsp;112903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 402000 | &nbsp;&nbsp;81886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopep-Allsino Bio <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 3246 | &nbsp;&nbsp;16912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group Co. <br>Ltd., Class H<br>| 632800 | &nbsp;&nbsp;1688463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Platinum Metals <br>Co. Ltd., Class A<br>| 10478 | &nbsp;&nbsp;34581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoseal Holding Co. <br>Ltd., Class A<br>| 3600 | &nbsp;&nbsp;19448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosoft Co. Ltd., <br>Class A<br>| 19880 | &nbsp;&nbsp;55898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel Engineering <br>& Technology Co. <br>Ltd., Class A<br>| 43400 | &nbsp;&nbsp;43183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel New <br>Materials Co. Ltd., <br>Class A<br>| 20800 | &nbsp;&nbsp;32455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 759000 | &nbsp;&nbsp;503591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Hong Kong <br>Ltd.<br>| 206000 | &nbsp;&nbsp;945989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp;48942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skshu Paint Co. Ltd., <br>Class A<br>| 7078 | &nbsp;&nbsp;57906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworth Digital Co. <br>Ltd., Class A<br>| 29900 | &nbsp;&nbsp;49974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sleemon Healthy <br>Sleep Technology <br>Co. Ltd., Class A<br>| 8000 | &nbsp;&nbsp;24788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songcheng <br>Performance <br>Development Co. <br>Ltd., Class A<br>| 14900 | &nbsp;&nbsp;18291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonoscape Medical <br>Corp., Class A<br>| 8300 | &nbsp;&nbsp;33162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SooChow Securities <br>Co. Ltd., Class A<br>| 35340 | &nbsp;&nbsp;48687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Publishing & <br>Media Co. Ltd., <br>Class A<br>| 11900 | &nbsp;&nbsp;25848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Securities <br>Co. Ltd., Class A<br>| 58800 | &nbsp;&nbsp;38763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Agricultural <br>Group Co. Ltd., <br>Class A<br>| 22600 | &nbsp;&nbsp;37147 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Lake Bioscience <br>Co., Inc. Zhaoqing <br>Guangdong, <br>Class A<br>| 27700 | &nbsp;&nbsp;$29598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StarPower <br>Semiconductor Ltd., <br>Class A<br>| 2660 | &nbsp;&nbsp;42350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Information <br>& Communication <br>Co. Ltd., Class A<br>| 17400 | &nbsp;&nbsp;48527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO Express Co. Ltd., <br>Class A<br>| 35000 | &nbsp;&nbsp;64698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sufa Technology <br>Industry Co. Ltd. <br>CNNC, Class A<br>| 11400 | &nbsp;&nbsp;40640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumavision <br>Technologies Co. <br>Ltd., Class A<br>| 21300 | &nbsp;&nbsp;18521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumec Corp. Ltd., <br>Class A<br>| 48500 | &nbsp;&nbsp;81440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Art Retail Group <br>Ltd.<br>| 314500 | &nbsp;&nbsp;62003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Create Electronics <br>Co. Ltd., Class A<br>| 2704 | &nbsp;&nbsp;10465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun King Technology <br>Group Ltd.<br>| 240000 | &nbsp;&nbsp;58519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflower <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 14494 | &nbsp;&nbsp;29379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungrow Power Supply <br>Co. Ltd., Class A<br>| 24640 | &nbsp;&nbsp;535290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suning Universal Co. <br>Ltd., Class A<br>| 52000 | &nbsp;&nbsp;17511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Optical <br>Technology Group <br>Co. Ltd.<br>| 96200 | &nbsp;&nbsp;770905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunresin New <br>Materials Co. Ltd., <br>Class A<br>| 7875 | &nbsp;&nbsp;76155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise Group Co. <br>Ltd., Class A<br>| 26000 | &nbsp;&nbsp;24537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunshine Lake Pharma <br>Co. Ltd., Class H<br>| 24041 | &nbsp;&nbsp;131441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntak Technology Co. <br>Ltd., Class A<br>| 22200 | &nbsp;&nbsp;47444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunward Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 21300 | &nbsp;&nbsp;35084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunwoda Electronic <br>Co. Ltd., Class A<br>| 13100 | &nbsp;&nbsp;44185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suofeiya Home <br>Collection Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;26939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUPCON Technology <br>Co. Ltd., Class A<br>| 3434 | &nbsp;&nbsp;41367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Anjie <br>Technology Co. Ltd., <br>Class A<br>| 15000 | &nbsp;&nbsp;$30028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Dongshan <br>Precision <br>Manufacturing Co. <br>Ltd., Class A<br>| 16100 | &nbsp;&nbsp;179578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Gold Mantis <br>Construction <br>Decoration Co. Ltd., <br>Class A<br>| 71600 | &nbsp;&nbsp;38451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Good-Ark <br>Electronics Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;15580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Maxwell <br>Technologies Co. <br>Ltd., Class A<br>| 896 | &nbsp;&nbsp;40049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Secote <br>Precision Electronic <br>Co. Ltd., Class A<br>| 4900 | &nbsp;&nbsp;35630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Sushi Testing <br>Group Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;27908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TFC Optical <br>Communication Co. <br>Ltd., Class A<br>| 6348 | &nbsp;&nbsp;225987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TZTEK <br>Technology Co. Ltd., <br>Class A<br>| 2317 | &nbsp;&nbsp;28231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SY Holdings Group <br>Ltd.<br>| 86000 | &nbsp;&nbsp;127434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symphony Holdings <br>Ltd.<br>| 330000 | &nbsp;&nbsp;60394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SYoung Group Co. <br>Ltd., Class A<br>| 10900 | &nbsp;&nbsp;35827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiji Computer Corp. <br>Ltd., Class A<br>| 10439 | &nbsp;&nbsp;36337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiyuan Heavy Industry <br>Co. Ltd., Class A<br>| 58500 | &nbsp;&nbsp;20536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TangShan Port Group <br>Co. Ltd., Class A<br>| 54500 | &nbsp;&nbsp;33574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sanyou <br>Chemical Industries <br>Co. Ltd., Class A<br>| 63350 | &nbsp;&nbsp;74745 |
| \* | Tanwan, Inc. | 25400 | &nbsp;&nbsp;58038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasly Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 15400 | &nbsp;&nbsp;33464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 308000 | &nbsp;&nbsp;473494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telling <br>Telecommunication <br>Holding Co. Ltd., <br>Class A<br>| 25400 | &nbsp;&nbsp;38166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ten Pao Group <br>Holdings Ltd.<br>| 140000 | &nbsp;&nbsp;49983 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Tencent Holdings Ltd. | 649700 | &nbsp;&nbsp;$49937112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, ADR<br>| 114507 | &nbsp;&nbsp;1921427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenfu Cayman <br>Holdings Co. Ltd.<br>| 46000 | &nbsp;&nbsp;17533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three Squirrels, Inc., <br>Class A<br>| 7900 | &nbsp;&nbsp;27123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thunder Software <br>Technology Co. Ltd., <br>Class A<br>| 3000 | &nbsp;&nbsp;32484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian An China <br>Investment Co. Ltd.<br>| 112000 | &nbsp;&nbsp;65713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Lun Gas Holdings <br>Ltd.<br>| 55500 | &nbsp;&nbsp;20775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianfeng Securities Co. <br>Ltd., Class A<br>| 38200 | &nbsp;&nbsp;22690 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiangong International <br>Co. Ltd.<br>| 216000 | &nbsp;&nbsp;94360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin 712 <br>Communication & <br>Broadcasting Co. <br>Ltd., Class A<br>| 7700 | &nbsp;&nbsp;21849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Chase Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 44000 | &nbsp;&nbsp;22985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Development <br>Holdings Ltd.<br>| 60000 | &nbsp;&nbsp;20779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port Co. Ltd., <br>Class A<br>| 70200 | &nbsp;&nbsp;48788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port <br>Development <br>Holdings Ltd.<br>| 304000 | &nbsp;&nbsp;27238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Ringpu <br>Bio-Technology Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;23512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin TEDA <br>Resources Recycling <br>Group Co. Ltd., <br>Class A<br>| 32700 | &nbsp;&nbsp;21262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianma <br>Microelectronics Co. <br>Ltd., Class A<br>| 32300 | &nbsp;&nbsp;45091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Power <br>International Ltd.<br>| 184000 | &nbsp;&nbsp;172188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 45600 | &nbsp;&nbsp;284759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianrun Industry <br>Technology Co. Ltd., <br>Class A<br>| 36500 | &nbsp;&nbsp;38846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshui Huatian <br>Technology Co. Ltd., <br>Class A<br>| 36200 | &nbsp;&nbsp;78796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Mineral <br>Development Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;30355 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Rhodiola <br>Pharmaceutical <br>Holding Co., <br>Class A<br>| 9480 | &nbsp;&nbsp;$57829 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Time Interconnect <br>Technology Ltd.<br>| 88000 | &nbsp;&nbsp;174127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tinergy Chemical Co. <br>Ltd., Class A<br>| 69890 | &nbsp;&nbsp;52589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tingyi Cayman Islands <br>Holding Corp.<br>| 368000 | &nbsp;&nbsp;557752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titan Wind Energy <br>Suzhou Co. Ltd., <br>Class A<br>| 36100 | &nbsp;&nbsp;40889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TK Group Holdings <br>Ltd.<br>| 30000 | &nbsp;&nbsp;9579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofflon Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 16700 | &nbsp;&nbsp;39546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toly Bread Co. Ltd., <br>Class A<br>| 26129 | &nbsp;&nbsp;20653 |
|  | Tomson Group Ltd. | 221689 | &nbsp;&nbsp;75885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 354400 | &nbsp;&nbsp;1054163 |
|  | Tongdao Liepin Group | 70200 | &nbsp;&nbsp;33836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongguan Gold Group <br>Ltd.<br>| 196000 | &nbsp;&nbsp;82723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua Dongbao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 19900 | &nbsp;&nbsp;25919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua Golden-Horse <br>Pharmaceutical <br>Industry Co. Ltd., <br>Class A<br>| 5500 | &nbsp;&nbsp;20337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongkun Group Co. <br>Ltd., Class A<br>| 31900 | &nbsp;&nbsp;100334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Jingda <br>Special Magnet Wire <br>Co. Ltd., Class A<br>| 43100 | &nbsp;&nbsp;85513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Nonferrous <br>Metals Group Co. <br>Ltd., Class A<br>| 149100 | &nbsp;&nbsp;174305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongyu Heavy Industry <br>Co. Ltd., Class A<br>| 50700 | &nbsp;&nbsp;21801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topchoice Medical <br>Corp., Class A<br>| 7089 | &nbsp;&nbsp;46918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topsec Technologies <br>Group, Inc., Class A<br>| 38100 | &nbsp;&nbsp;47941 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Topsports International <br>Holdings Ltd.<br>| 765000 | &nbsp;&nbsp;277362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toread Holdings Group <br>Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp;52862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Towngas Smart Energy <br>Co. Ltd.<br>| 307626 | &nbsp;&nbsp;144401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TPV Technology Co. <br>Ltd., Class A<br>| 71200 | &nbsp;&nbsp;26087 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transfar Zhilian Co. <br>Ltd., Class A<br>| 79500 | &nbsp;&nbsp;$76311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 97000 | &nbsp;&nbsp;131924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triangle Tyre Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;22458 |
| \* | Trigiant Group Ltd. | 272000 | &nbsp;&nbsp;23770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(9961 HK)<br>| 54650 | &nbsp;&nbsp;3354177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(TCOM US), ADR<br>| 38258 | &nbsp;&nbsp;2347893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Science & <br>Technology Co. Ltd., <br>Class A<br>| 7400 | &nbsp;&nbsp;15450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TRS Information <br>Technology Corp. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;33881 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Truking Technology <br>Ltd., Class A<br>| 10500 | &nbsp;&nbsp;16820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsingtao Brewery Co. <br>Ltd., Class H<br>| 144000 | &nbsp;&nbsp;911304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSP Wind Power <br>Group Co. Ltd.<br>| 28400 | &nbsp;&nbsp;56010 |
| \*Ω | Tuhu Car, Inc. | 21000 | &nbsp;&nbsp;41858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuniu Corp., <br>Sponsored ADR<br>| 11396 | &nbsp;&nbsp;7605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unigroup Guoxin <br>Microelectronics Co. <br>Ltd., Class A<br>| 3319 | &nbsp;&nbsp;39990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilumin Group Co. <br>Ltd., Class A<br>| 43100 | &nbsp;&nbsp;48552 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President China <br>Holdings Ltd.<br>| 221000 | &nbsp;&nbsp;224079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unisplendour Corp. <br>Ltd., Class A<br>| 24580 | &nbsp;&nbsp;88432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Scientific <br>Industrial Shanghai <br>Co. Ltd., Class A<br>| 22300 | &nbsp;&nbsp;108501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valiant Co. Ltd., <br>Class A<br>| 29200 | &nbsp;&nbsp;71811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vats Liquor Chain <br>Store Management <br>JSC Ltd. (300755 <br>C2), Class A<br>| 4200 | &nbsp;&nbsp;10184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vatti Corp. Ltd., <br>Class A<br>| 13500 | &nbsp;&nbsp;12237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vcanbio Cell & Gene <br>Engineering Corp. <br>Ltd., Class A<br>| 7200 | &nbsp;&nbsp;26739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Venustech Group, Inc., <br>Class A<br>| 11700 | &nbsp;&nbsp;23855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Verisilicon <br>Microelectronics <br>Shanghai Co. Ltd., <br>Class A<br>| 1465 | &nbsp;&nbsp;46525 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd., <br>ADR<br>| 149155 | &nbsp;&nbsp;$2552042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visual China Group <br>Co. Ltd., Class A<br>| 5600 | &nbsp;&nbsp;21171 |
| \*Ω | Viva Biotech Holdings | 172000 | &nbsp;&nbsp;56356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walvax Biotechnology <br>Co. Ltd., Class A<br>| 19100 | &nbsp;&nbsp;34723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangneng <br>Environment Co. <br>Ltd., Class A<br>| 8600 | &nbsp;&nbsp;20875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangsu Science & <br>Technology Co. Ltd., <br>Class A<br>| 17700 | &nbsp;&nbsp;42086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanguo Gold Group <br>Ltd.<br>| 176000 | &nbsp;&nbsp;267405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Want Want China <br>Holdings Ltd.<br>| 969000 | &nbsp;&nbsp;584408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanxiang Qianchao <br>Co. Ltd., Class A<br>| 31300 | &nbsp;&nbsp;77409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warom Technology, <br>Inc. Co., Class A<br>| 7000 | &nbsp;&nbsp;19715 |
|  | Wasion Holdings Ltd. | 134000 | &nbsp;&nbsp;409237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (9898 <br>HK), Class A<br>| 760 | &nbsp;&nbsp;8115 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (WB US), <br>Sponsored ADR<br>| 16135 | &nbsp;&nbsp;170708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weichai Power Co. <br>Ltd., Class H<br>| 692000 | &nbsp;&nbsp;2345622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weifu High-Technology <br>Group Co. Ltd., <br>Class A<br>| 15600 | &nbsp;&nbsp;47978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangwei <br>Composites Co. Ltd., <br>Class A<br>| 12320 | &nbsp;&nbsp;70804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wencan Group Co. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;15433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wenzhou Yihua <br>Connector Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;30120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Mining Co. <br>Ltd., Class A<br>| 31700 | &nbsp;&nbsp;159682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Region Gold <br>Co. Ltd., Class A<br>| 7100 | &nbsp;&nbsp;42879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Securities Co. <br>Ltd., Class A<br>| 43700 | &nbsp;&nbsp;50335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western <br>Superconducting <br>Technologies Co. <br>Ltd., Class A<br>| 6525 | &nbsp;&nbsp;79489 |
| # | Wharf Holdings Ltd. | 153000 | &nbsp;&nbsp;494706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willfar Information <br>Technology Co. Ltd., <br>Class A<br>| 4219 | &nbsp;&nbsp;24858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Windey Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 7410 | &nbsp;&nbsp;20751 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wingtech Technology <br>Co. Ltd., Class A<br>| 6900 | &nbsp;&nbsp;$39051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winning Health <br>Technology Group <br>Co. Ltd., Class A<br>| 28000 | &nbsp;&nbsp;44538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolong Electric Group <br>Co. Ltd., Class A<br>| 14400 | &nbsp;&nbsp;91055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Union Group, <br>Inc., Class A<br>| 32800 | &nbsp;&nbsp;12784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuchan Zhongda <br>Group Co. Ltd., <br>Class A<br>| 108100 | &nbsp;&nbsp;90941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Dr. Laser <br>Technology Corp. <br>Ltd., Class A<br>| 5036 | &nbsp;&nbsp;63753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan East Lake High <br>Technology Group <br>Co. Ltd., Class A<br>| 28200 | &nbsp;&nbsp;44554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Fingu <br>Electronic <br>Technology Co. Ltd., <br>Class A<br>| 10000 | &nbsp;&nbsp;18406 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Guide Infrared <br>Co. Ltd., Class A<br>| 21106 | &nbsp;&nbsp;50419 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Jingce <br>Electronic Group Co. <br>Ltd., Class A<br>| 1900 | &nbsp;&nbsp;36217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan P&S <br>Information <br>Technology Co. Ltd., <br>Class A<br>| 21500 | &nbsp;&nbsp;34236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Raycus Fiber <br>Laser Technologies <br>Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp;25933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhu Token Science <br>Co. Ltd., Class A<br>| 37700 | &nbsp;&nbsp;34424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuliangye Yibin Co. <br>Ltd., Class A<br>| 30812 | &nbsp;&nbsp;465138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Kunshan Co. Ltd., <br>Class A<br>| 16990 | &nbsp;&nbsp;169933 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;WuXi AppTec Co. Ltd., <br>Class H<br>| 61900 | &nbsp;&nbsp;880840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Autowell <br>Technology Co. Ltd., <br>Class A<br>| 8430 | &nbsp;&nbsp;115422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Best Precision <br>Machinery Co. Ltd., <br>Class A<br>| 7000 | &nbsp;&nbsp;24552 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Biologics <br>Cayman, Inc.<br>| 598000 | &nbsp;&nbsp;2829945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Boton Technology <br>Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp;19611 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Huaguang <br>Environment & <br>Energy Group Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;$75219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Lead Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 4000 | &nbsp;&nbsp;33241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi NCE Power Co. <br>Ltd., Class A<br>| 5740 | &nbsp;&nbsp;38024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 40800 | &nbsp;&nbsp;34643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Taiji Industry Ltd. <br>Co., Class A<br>| 38600 | &nbsp;&nbsp;62287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XCMG Construction <br>Machinery Co. Ltd., <br>Class A<br>| 111700 | &nbsp;&nbsp;172630 |
|  | XGD, Inc., Class A | 12100 | &nbsp;&nbsp;46327 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiabuxiabu Catering <br>Management China <br>Holdings Co. Ltd.<br>| 74500 | &nbsp;&nbsp;7324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Bank Co. Ltd., <br>Class A<br>| 41100 | &nbsp;&nbsp;41413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen C & D, Inc., <br>Class A<br>| 53600 | &nbsp;&nbsp;73580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Faratronic Co. <br>Ltd., Class A<br>| 2700 | &nbsp;&nbsp;42217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Hongxin <br>Electronics <br>Technology Group, <br>Inc., Class A<br>| 5100 | &nbsp;&nbsp;22769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen International <br>Airport Co. Ltd., <br>Class A<br>| 11480 | &nbsp;&nbsp;30341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Intretech, Inc., <br>Class A<br>| 16990 | &nbsp;&nbsp;48995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen ITG Group <br>Corp. Ltd., Class A<br>| 57300 | &nbsp;&nbsp;57649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Jihong <br>Technology Co. Ltd., <br>Class A<br>| 4100 | &nbsp;&nbsp;11697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Kingdomway <br>Group Co., Class A<br>| 13000 | &nbsp;&nbsp;35589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Port <br>Development Co. <br>Ltd., Class A<br>| 22300 | &nbsp;&nbsp;40529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Tungsten Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;154269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Xiangyu Co. <br>Ltd., Class A<br>| 74206 | &nbsp;&nbsp;90785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Bright Laser <br>Technologies Co. <br>Ltd., Class A<br>| 1025 | &nbsp;&nbsp;16433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xian International <br>Medical Investment <br>Co. Ltd., Class A<br>| 16900 | &nbsp;&nbsp;11889 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'An Shaangu Power <br>Co. Ltd., Class A<br>| 34700 | &nbsp;&nbsp;$53246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Triangle Defense <br>Co. Ltd., Class A<br>| 5400 | &nbsp;&nbsp;29618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiandai Investment Co. <br>Ltd., Class A<br>| 41500 | &nbsp;&nbsp;25559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan Electric <br>Manufacturing Co. <br>Ltd., Class A<br>| 27900 | &nbsp;&nbsp;57405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan <br>Electrochemical <br>Scientific Co. Ltd., <br>Class A<br>| 17900 | &nbsp;&nbsp;36071 |
| \*Ω | Xiaomi Corp., Class B | 1338800 | &nbsp;&nbsp;6060171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinfengming Group <br>Co. Ltd., Class A<br>| 35700 | &nbsp;&nbsp;107182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xingfa Aluminium <br>Holdings Ltd.<br>| 41000 | &nbsp;&nbsp;39905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhua Winshare <br>Publishing & Media <br>Co. Ltd., Class H<br>| 134000 | &nbsp;&nbsp;187690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhuanet Co. Ltd., <br>Class A<br>| 10660 | &nbsp;&nbsp;38362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang <br>Communications <br>Construction Group <br>Co. Ltd., Class A<br>| 5700 | &nbsp;&nbsp;13383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xuefeng <br>Sci-Tech Group Co. <br>Ltd., Class A<br>| 21300 | &nbsp;&nbsp;27056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Chemical <br>Fiber Co. Ltd., <br>Class A<br>| 26500 | &nbsp;&nbsp;27697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Energy Holdings <br>Ltd.<br>| 465286 | &nbsp;&nbsp;72040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizang Zhufeng <br>Resources Co. Ltd., <br>Class A<br>| 15200 | &nbsp;&nbsp;40912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizi Clean Energy <br>Equipment <br>Manufacturing Co. <br>Ltd., Class A<br>| 14000 | &nbsp;&nbsp;34306 |
| \* | XPeng, Inc., Class A | 145300 | &nbsp;&nbsp;1307932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xtep International <br>Holdings Ltd.<br>| 510962 | &nbsp;&nbsp;335830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xuji Electric Co. Ltd., <br>Class A<br>| 21100 | &nbsp;&nbsp;90656 |
| #\* | Xunlei Ltd., ADR | 19606 | &nbsp;&nbsp;120577 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yadea Group Holdings <br>Ltd.<br>| 438653 | &nbsp;&nbsp;619778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangling Metron New <br>Material, Inc., <br>Class A<br>| 12826 | &nbsp;&nbsp;31281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzhou Yangjie <br>Electronic <br>Technology Co. Ltd., <br>Class A<br>| 6700 | &nbsp;&nbsp;$83506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankershop Food Co. <br>Ltd., Class A<br>| 4830 | &nbsp;&nbsp;47335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Changyu <br>Pioneer Wine Co. <br>Ltd., Class A<br>| 6800 | &nbsp;&nbsp;20495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai China Pet <br>Foods Co. Ltd., <br>Class A<br>| 5400 | &nbsp;&nbsp;38646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Dongcheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;20407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Eddie Precision <br>Machinery Co. Ltd., <br>Class A<br>| 15380 | &nbsp;&nbsp;49018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Jereh Oilfield <br>Services Group Co. <br>Ltd., Class A<br>| 17200 | &nbsp;&nbsp;218559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Zhenghai <br>Magnetic Material <br>Co. Ltd., Class A<br>| 21600 | &nbsp;&nbsp;54378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatsen Holding Ltd., <br>ADR<br>| 25009 | &nbsp;&nbsp;106538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD Electronic <br>Technology Co. Ltd., <br>Class A<br>| 6600 | &nbsp;&nbsp;60086 |
| #\* | Yeahka Ltd. | 59600 | &nbsp;&nbsp;61055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yealink Network <br>Technology Corp. <br>Ltd., Class A<br>| 12772 | &nbsp;&nbsp;70500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yeebo International <br>Holdings Ltd.<br>| 42000 | &nbsp;&nbsp;19988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YGSOFT, Inc., <br>Class A<br>| 25800 | &nbsp;&nbsp;23930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yibin Tianyuan Group <br>Co. Ltd., Class A<br>| 33800 | &nbsp;&nbsp;29426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifan Pharmaceutical <br>Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp;24151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifeng Pharmacy <br>Chain Co. Ltd., <br>Class A<br>| 22041 | &nbsp;&nbsp;75772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yihai International <br>Holding Ltd.<br>| 153000 | &nbsp;&nbsp;288294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yindu Kitchen <br>Equipment Co. Ltd., <br>Class A<br>| 8410 | &nbsp;&nbsp;19524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yiren Digital Ltd., <br>Sponsored ADR<br>| 11804 | &nbsp;&nbsp;46862 |
| #Ω | Yixin Group Ltd. | 253500 | &nbsp;&nbsp;91987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yixintang <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 10200 | &nbsp;&nbsp;20634 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yizumi Holdings Co. <br>Ltd., Class A<br>| 9100 | &nbsp;&nbsp;$33855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonfer Agricultural <br>Technology Co. Ltd., <br>Class A<br>| 50100 | &nbsp;&nbsp;126178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yonghui Superstores <br>Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp;19267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotrio Group Co. Ltd., <br>Class A<br>| 40700 | &nbsp;&nbsp;22174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youcare <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 9354 | &nbsp;&nbsp;32632 |
| #\* | Youdao, Inc., ADR | 2320 | &nbsp;&nbsp;24128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngor Fashion Co. <br>Ltd., Class A<br>| 66900 | &nbsp;&nbsp;70784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngy Co. Ltd., <br>Class A<br>| 6400 | &nbsp;&nbsp;50009 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youzu Interactive Co. <br>Ltd., Class A<br>| 21100 | &nbsp;&nbsp;36696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YTO Express Group <br>Co. Ltd., Class A<br>| 32600 | &nbsp;&nbsp;79164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Property Co. <br>Ltd.<br>| 476800 | &nbsp;&nbsp;277775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Services Group <br>Ltd.<br>| 77500 | &nbsp;&nbsp;24006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Transport <br>Infrastructure Ltd.<br>| 192000 | &nbsp;&nbsp;116228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding Group <br>Co. Ltd., Class A<br>| 61380 | &nbsp;&nbsp;60587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Baiyao Group <br>Co. Ltd., Class A<br>| 12780 | &nbsp;&nbsp;102283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Copper Co. <br>Ltd., Class A<br>| 48500 | &nbsp;&nbsp;181855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy New <br>Material Group Co. <br>Ltd., Class A<br>| 5600 | &nbsp;&nbsp;41088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Nantian <br>Electronics <br>Information Co. Ltd., <br>Class A<br>| 11800 | &nbsp;&nbsp;28631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Tin Co. Ltd., <br>Class A<br>| 34200 | &nbsp;&nbsp;191983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yusys Technologies <br>Co. Ltd., Class A<br>| 7040 | &nbsp;&nbsp;22800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Bus Co. Ltd., <br>Class A<br>| 28600 | &nbsp;&nbsp;127275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zai Lab Ltd. ZLAB US, <br>ADR<br>| 8251 | &nbsp;&nbsp;136967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zangge Mining Co. <br>Ltd., Class A<br>| 3400 | &nbsp;&nbsp;42200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZBOM Home <br>Collection Co. Ltd., <br>Class A<br>| 5605 | &nbsp;&nbsp;7903 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 61800 | &nbsp;&nbsp;$174142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zengame Technology <br>Holding Ltd.<br>| 112000 | &nbsp;&nbsp;34377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhangzhou <br>Pientzehuang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 6129 | &nbsp;&nbsp;141452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhaojin Mining Industry <br>Co. Ltd., Class H<br>| 182500 | &nbsp;&nbsp;802668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhe Jiang Li Zi Yuan <br>Food Co. Ltd., <br>Class A<br>| 5600 | &nbsp;&nbsp;11765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhefu Holding Group <br>Co. Ltd., Class A<br>| 75300 | &nbsp;&nbsp;52654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Asia-Pacific <br>Mechanical & <br>Electronic Co. Ltd., <br>Class A<br>| 21200 | &nbsp;&nbsp;51660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Cfmoto <br>Power Co. Ltd., <br>Class A<br>| 1100 | &nbsp;&nbsp;39843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Changsheng <br>Sliding Bearings Co. <br>Ltd., Class A<br>| 2300 | &nbsp;&nbsp;26511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang China <br>Commodities City <br>Group Co. Ltd., <br>Class A<br>| 26500 | &nbsp;&nbsp;61273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Chint <br>Electrics Co. Ltd., <br>Class A<br>| 24300 | &nbsp;&nbsp;102199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Communications <br>Technology Co. Ltd., <br>Class A<br>| 76580 | &nbsp;&nbsp;45746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Conba <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 56400 | &nbsp;&nbsp;36611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Crystal-Optech Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;44232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dahua <br>Technology Co. Ltd., <br>Class A<br>| 29002 | &nbsp;&nbsp;79060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Daily Digital <br>Culture Group Co. <br>Ltd., Class A<br>| 32000 | &nbsp;&nbsp;71055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dingli <br>Machinery Co. Ltd., <br>Class A<br>| 7500 | &nbsp;&nbsp;60756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dun'An <br>Artificial Environment <br>Co. Ltd., Class A<br>| 28100 | &nbsp;&nbsp;50984 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Expressway <br>Co. Ltd., Class H<br>| 462160 | &nbsp;&nbsp;$436142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Garden <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 9000 | &nbsp;&nbsp;23107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Guyuelongshan <br>Shaoxing Wine Co. <br>Ltd., Class A<br>| 28300 | &nbsp;&nbsp;41565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Haikong <br>Nanke Huatie Digital <br>Intelligence & <br>Technology Co. Ltd.<br>| 25200 | &nbsp;&nbsp;25900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailiang Co. <br>Ltd., Class A<br>| 55700 | &nbsp;&nbsp;116716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailide New <br>Material Co. Ltd., <br>Class A<br>| 33300 | &nbsp;&nbsp;35435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang HangKe <br>Technology, Inc. Co., <br>Class A<br>| 5605 | &nbsp;&nbsp;24344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hangmin Co. <br>Ltd., Class A<br>| 16190 | &nbsp;&nbsp;17765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisoar <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 16500 | &nbsp;&nbsp;15021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 20700 | &nbsp;&nbsp;31264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huace Film & <br>Television Co. Ltd., <br>Class A<br>| 39600 | &nbsp;&nbsp;52777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huakang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 4400 | &nbsp;&nbsp;10255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiahua <br>Energy Chemical <br>Industry Co. Ltd., <br>Class A<br>| 47700 | &nbsp;&nbsp;81189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiecang <br>Linear Motion <br>Technology Co. Ltd., <br>Class A<br>| 5100 | &nbsp;&nbsp;27299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jinggong <br>Integration <br>Technology Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;27859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingsheng <br>Mechanical & <br>Electrical Co. Ltd., <br>Class A<br>| 6800 | &nbsp;&nbsp;43635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingxin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 22860 | &nbsp;&nbsp;55798 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jolly <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 10100 | &nbsp;&nbsp;$24785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Lante Optics <br>Co. Ltd., Class A<br>| 5852 | &nbsp;&nbsp;38825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Longsheng <br>Group Co. Ltd., <br>Class A<br>| 29600 | &nbsp;&nbsp;64843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Medicine Co. <br>Ltd., Class A<br>| 18416 | &nbsp;&nbsp;39570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Narada <br>Power Source Co. <br>Ltd., Class A<br>| 11200 | &nbsp;&nbsp;24101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang NHU Co. Ltd., <br>Class A<br>| 40548 | &nbsp;&nbsp;162688 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient Gene <br>Biotech Co. Ltd., <br>Class A<br>| 3838 | &nbsp;&nbsp;13531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient <br>Holdings Group Co. <br>Ltd., Class A<br>| 32670 | &nbsp;&nbsp;30388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Qianjiang <br>Motorcycle Co. Ltd., <br>Class A<br>| 8600 | &nbsp;&nbsp;19375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Runtu Co. <br>Ltd., Class A<br>| 42100 | &nbsp;&nbsp;76179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sanhua <br>Intelligent Controls <br>Co. Ltd., Class A<br>| 13000 | &nbsp;&nbsp;95321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Semir <br>Garment Co. Ltd., <br>Class A<br>| 59400 | &nbsp;&nbsp;47382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shaoxing <br>RuiFeng Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 32682 | &nbsp;&nbsp;25635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shouxiangu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 5800 | &nbsp;&nbsp;17095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Southeast <br>Space Frame Co. <br>Ltd., Class A<br>| 17900 | &nbsp;&nbsp;15459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sunriver <br>Culture Tourism Co. <br>Ltd., Class A<br>| 29900 | &nbsp;&nbsp;28515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Supor Co. <br>Ltd., Class A<br>| 3700 | &nbsp;&nbsp;22995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Taihua New <br>Material Group Co. <br>Ltd., Class A<br>| 5700 | &nbsp;&nbsp;7606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tianyu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 2880 | &nbsp;&nbsp;10788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanfeng Auto <br>Wheel Co. Ltd., <br>Class A<br>| 12700 | &nbsp;&nbsp;28074 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanliyang <br>Co. Ltd., Class A<br>| 22800 | &nbsp;&nbsp;$32515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanma Co. <br>Ltd., Class A<br>| 19100 | &nbsp;&nbsp;45754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weiming <br>Environment <br>Protection Co. Ltd., <br>Class A<br>| 15500 | &nbsp;&nbsp;61399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing <br>Industrial <br>Development Co. <br>Ltd., Class A<br>| 25600 | &nbsp;&nbsp;38498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing New <br>Building Materials <br>Co. Ltd., Class A<br>| 27500 | &nbsp;&nbsp;49280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wolwo <br>Bio-Pharmaceutical <br>Co. Ltd., Class A<br>| 8100 | &nbsp;&nbsp;33232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang XCC Group <br>Co. Ltd., Class A<br>| 5000 | &nbsp;&nbsp;54427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xianju <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 15411 | &nbsp;&nbsp;20356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinan <br>Chemical Industrial <br>Group Co. Ltd., <br>Class A<br>| 25500 | &nbsp;&nbsp;47335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinao <br>Textiles, Inc., <br>Class A<br>| 9800 | &nbsp;&nbsp;13051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yasha <br>Decoration Co. Ltd., <br>Class A<br>| 23500 | &nbsp;&nbsp;14223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yinlun <br>Machinery Co. Ltd., <br>Class A<br>| 6700 | &nbsp;&nbsp;35473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yonggui <br>Electric Equipment <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;21920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yongtai <br>Technology Co. Ltd., <br>Class A<br>| 19300 | &nbsp;&nbsp;71150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhende Medical Co. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;28706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhenjiang Dongfang <br>Electric Heating <br>Technology Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;15407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zheshang Securities <br>Co. Ltd., Class A<br>| 34100 | &nbsp;&nbsp;52500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhewen Interactive <br>Group Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;46204 |
| #\* | Zhihu, Inc. | 18400 | &nbsp;&nbsp;23063 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 248900 | &nbsp;&nbsp;$530540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongji Innolight Co. <br>Ltd., Class A<br>| 10800 | &nbsp;&nbsp;1002933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongjin Gold Corp. <br>Ltd., Class A<br>| 45100 | &nbsp;&nbsp;228056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongMan Petroleum <br>& Natural Gas <br>Group Corp. Ltd., <br>Class A<br>| 6200 | &nbsp;&nbsp;30999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Broad <br>Ocean Motor Co. <br>Ltd., Class A<br>| 65800 | &nbsp;&nbsp;100306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Public <br>Utilities Group Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;34138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 228500 | &nbsp;&nbsp;340418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtai Securities Co. <br>Ltd., Class A<br>| 11600 | &nbsp;&nbsp;10668 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtian Financial <br>Group Co. Ltd., <br>Class A<br>| 191400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtong Bus <br>Holding Co. Ltd., <br>Class A<br>| 17300 | &nbsp;&nbsp;28778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyu Energy <br>Holdings Ltd.<br>| 215000 | &nbsp;&nbsp;78453 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan Bank Co. <br>Ltd., Class H<br>| 309000 | &nbsp;&nbsp;13065 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhou Hei Ya <br>International <br>Holdings Co. Ltd.<br>| 100000 | &nbsp;&nbsp;20996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Huafa <br>Properties Co. Ltd., <br>Class A<br>| 41600 | &nbsp;&nbsp;25506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times <br>Electric Co. Ltd., <br>Class H<br>| 112900 | &nbsp;&nbsp;617308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Hongda <br>Electronics Corp. <br>Ltd., Class A<br>| 3900 | &nbsp;&nbsp;27997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group <br>Co. Ltd., Class A<br>| 61100 | &nbsp;&nbsp;61643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Smelter <br>Group Co. Ltd., <br>Class A<br>| 18800 | &nbsp;&nbsp;60620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Times New <br>Material Technology <br>Co. Ltd., Class A<br>| 15400 | &nbsp;&nbsp;32373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda <br>Chemical Co. Ltd., <br>Class A<br>| 29200 | &nbsp;&nbsp;24778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJAMP Group Co. <br>Ltd., Class A<br>| 17100 | &nbsp;&nbsp;26896 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #Ω | ZJLD Group, Inc. | 79000 | &nbsp;&nbsp;$91387 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. Ltd., <br>Class H<br>| 323600 | &nbsp;&nbsp;363034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express Cayman, <br>Inc. (2057 HK)<br>| 43750 | &nbsp;&nbsp;966006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express Cayman, <br>Inc. (ZTO US), ADR<br>| 16402 | &nbsp;&nbsp;359696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZWSOFT Co. Ltd. <br>Guangzhou, <br>Class A<br>| 3029 | &nbsp;&nbsp;30132 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zylox-Tonbridge <br>Medical Technology <br>Co. Ltd., Class H<br>| 29500 | &nbsp;&nbsp;93232 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;360982335 |
| COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |  |
|  | Celsia SA | 54286 | &nbsp;&nbsp;77239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA CIB <br>US, ADR<br>| 9294 | &nbsp;&nbsp;758855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA <br>CIBEST CB<br>| 20019 | &nbsp;&nbsp;452160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 5015 | &nbsp;&nbsp;84784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Energia Bogota <br>SA ESP<br>| 179125 | &nbsp;&nbsp;158683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interconexion Electrica <br>SA ESP<br>| 35006 | &nbsp;&nbsp;286912 |
|  | Mineros SA | 19779 | &nbsp;&nbsp;102617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Terpel <br>SA<br>| 3840 | &nbsp;&nbsp;20608 |
|  | Promigas SA ESP | 46475 | &nbsp;&nbsp;86491 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;2028349 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |
|  | Komercni Banka AS | 6954 | &nbsp;&nbsp;421392 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Moneta Money Bank <br>AS<br>| 44295 | &nbsp;&nbsp;444560 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC |  | &nbsp;&nbsp;865952 |
| 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>| 101145 | &nbsp;&nbsp;267908 |
| GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aktor SA Holding Co. <br>Technical & Energy <br>Projects<br>| 7411 | &nbsp;&nbsp;95347 |
|  | Alpha Bank SA | 185968 | &nbsp;&nbsp;890221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens International <br>Airport SA<br>| 6027 | &nbsp;&nbsp;80875 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens Water Supply & <br>Sewage Co. SA<br>| 6473 | &nbsp;&nbsp;$55280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 5765 | &nbsp;&nbsp;88812 |
|  | Avax SA | 7770 | &nbsp;&nbsp;30969 |
|  | Bank of Greece | 5575 | &nbsp;&nbsp;113681 |
|  | Cenergy Holdings SA | 3429 | &nbsp;&nbsp;78773 |
|  | Ellaktor SA | 12375 | &nbsp;&nbsp;20212 |
|  | ElvalHalcor SA | 22035 | &nbsp;&nbsp;120788 |
|  | Eurobank SA, Class A | 187823 | &nbsp;&nbsp;917886 |
|  | Fourlis Holdings SA | 12777 | &nbsp;&nbsp;66695 |
|  | GEK Terna SA | 5108 | &nbsp;&nbsp;201060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hellenic <br>Telecommunications <br>Organization SA<br>| 14845 | &nbsp;&nbsp;278424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 31421 | &nbsp;&nbsp;338161 |
|  | Ideal Holdings SA | 8352 | &nbsp;&nbsp;61371 |
| # | Intracom Holdings SA | 12803 | &nbsp;&nbsp;53463 |
|  | Jumbo SA | 17719 | &nbsp;&nbsp;525383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kri-Kri Milk Industry <br>SA<br>| 2713 | &nbsp;&nbsp;69836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 4426 | &nbsp;&nbsp;37161 |
|  | Lavipharm SA | 13888 | &nbsp;&nbsp;19695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 20367 | &nbsp;&nbsp;820036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Greece SA<br>| 40552 | &nbsp;&nbsp;715923 |
|  | OPAP SA | 33126 | &nbsp;&nbsp;668058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piraeus Port Authority <br>SA<br>| 1629 | &nbsp;&nbsp;76919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profile Systems & <br>Software SA<br>| 3854 | &nbsp;&nbsp;35668 |
|  | Quest Holdings SA | 8669 | &nbsp;&nbsp;72358 |
|  | Sarantis SA | 5551 | &nbsp;&nbsp;89275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thrace Plastics <br>Holding & Co.<br>| 3797 | &nbsp;&nbsp;19049 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;6641379 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 98000 | &nbsp;&nbsp;12873 |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |  |
| \* | 4iG Nyrt | 5746 | &nbsp;&nbsp;70527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magyar Telekom <br>Telecommunications <br>PLC<br>| 88967 | &nbsp;&nbsp;551906 |
| \* | MASTERPLAST Nyrt | 1147 | &nbsp;&nbsp;9598 |
|  | OTP Bank Nyrt | 22647 | &nbsp;&nbsp;2849716 |
|  | Richter Gedeon Nyrt | 15998 | &nbsp;&nbsp;535244 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp;4016991 |
| INDIA — (13.3%) | INDIA — (13.3%) | INDIA — (13.3%) |  |
|  | 360 ONE WAM Ltd. | 55496 | &nbsp;&nbsp;681450 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | 3M India Ltd. | 587 | &nbsp;&nbsp;$218699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;63 Moons <br>Technologies Ltd.<br>| 6370 | &nbsp;&nbsp;44795 |
|  | Aarti Industries Ltd. | 14842 | &nbsp;&nbsp;60065 |
|  | ABB India Ltd. | 6445 | &nbsp;&nbsp;390168 |
|  | Abbott India Ltd. | 126 | &nbsp;&nbsp;37433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelya Solutions India <br>Ltd.<br>| 1511 | &nbsp;&nbsp;21228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Construction <br>Equipment Ltd.<br>| 15331 | &nbsp;&nbsp;141883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Green Energy <br>Ltd.<br>| 17622 | &nbsp;&nbsp;163295 |
|  | Adani Total Gas Ltd. | 27211 | &nbsp;&nbsp;156612 |
|  | ADF Foods Ltd. | 12605 | &nbsp;&nbsp;24219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 305852 | &nbsp;&nbsp;1134166 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Lifestyle <br>Brands Ltd.<br>| 51393 | &nbsp;&nbsp;58798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Sun Life <br>Asset Management <br>Co. Ltd.<br>| 7598 | &nbsp;&nbsp;63186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 11626 | &nbsp;&nbsp;37658 |
|  | Aegis Logistics Ltd. | 43099 | &nbsp;&nbsp;337751 |
| \* | Affle 3i Ltd. | 3690 | &nbsp;&nbsp;62614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 5052 | &nbsp;&nbsp;47022 |
|  | AIA Engineering Ltd. | 2473 | &nbsp;&nbsp;107669 |
|  | Ajanta Pharma Ltd. | 10574 | &nbsp;&nbsp;318434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajmera Realty & Infra <br>India Ltd.<br>| 10725 | &nbsp;&nbsp;17629 |
|  | Akzo Nobel India Ltd. | 3858 | &nbsp;&nbsp;117533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 9666 | &nbsp;&nbsp;82566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkem Laboratories <br>Ltd.<br>| 7590 | &nbsp;&nbsp;469812 |
|  | Allcargo Global Ltd. | 123978 | &nbsp;&nbsp;31363 |
| \* | Allcargo Logistics Ltd. | 222012 | &nbsp;&nbsp;25067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allied Digital Services <br>Ltd.<br>| 4683 | &nbsp;&nbsp;6397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 22821 | &nbsp;&nbsp;208202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amber Enterprises <br>India Ltd.<br>| 2285 | &nbsp;&nbsp;142621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ambika Cotton Mills <br>Ltd.<br>| 671 | &nbsp;&nbsp;9402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrutanjan Health <br>Care Ltd.<br>| 1522 | &nbsp;&nbsp;9715 |
|  | Anant Raj Ltd. | 23144 | &nbsp;&nbsp;127891 |
|  | Angel One Ltd. | 14848 | &nbsp;&nbsp;407001 |
|  | Anup Engineering Ltd. | 1400 | &nbsp;&nbsp;27036 |
|  | Apar Industries Ltd. | 5389 | &nbsp;&nbsp;470097 |
|  | APL Apollo Tubes Ltd. | 57568 | &nbsp;&nbsp;1279754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 19676 | &nbsp;&nbsp;59151 |
|  | Arvind Fashions Ltd. | 24134 | &nbsp;&nbsp;123289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arvind SmartSpaces <br>Ltd.<br>| 4403 | &nbsp;&nbsp;$25483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ashapura Minechem <br>Ltd.<br>| 2437 | &nbsp;&nbsp;17846 |
|  | Ashiana Housing Ltd. | 10235 | &nbsp;&nbsp;32743 |
|  | Ashok Leyland Ltd. | 1062128 | &nbsp;&nbsp;2284405 |
| \* | Ashoka Buildcon Ltd. | 41864 | &nbsp;&nbsp;68352 |
|  | Asian Paints Ltd. | 60903 | &nbsp;&nbsp;1610012 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aster DM Healthcare <br>Ltd.<br>| 36314 | &nbsp;&nbsp;218169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Microwave <br>Products Ltd.<br>| 7406 | &nbsp;&nbsp;79264 |
|  | Astral Ltd. | 15251 | &nbsp;&nbsp;243646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Pharma <br>India Ltd.<br>| 1479 | &nbsp;&nbsp;137354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AurionPro Solutions <br>Ltd.<br>| 5307 | &nbsp;&nbsp;52537 |
|  | Automotive Axles Ltd. | 548 | &nbsp;&nbsp;11146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avadh Sugar & Energy <br>Ltd.<br>| 1668 | &nbsp;&nbsp;6030 |
|  | Avantel Ltd. | 27576 | &nbsp;&nbsp;46307 |
|  | Avanti Feeds Ltd. | 10804 | &nbsp;&nbsp;93982 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avenue Supermarts <br>Ltd.<br>| 12277 | &nbsp;&nbsp;493736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 29745 | &nbsp;&nbsp;69245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Bank Ltd. (AXSB <br>IN)<br>| 66855 | &nbsp;&nbsp;994885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AXISCADES <br>Technologies Ltd.<br>| 6885 | &nbsp;&nbsp;92636 |
|  | Bajaj Auto Ltd. | 7145 | &nbsp;&nbsp;745147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 18187 | &nbsp;&nbsp;67202 |
|  | Bajaj Finance Ltd. | 252210 | &nbsp;&nbsp;2554442 |
|  | Bajaj Finserv Ltd. | 32088 | &nbsp;&nbsp;682282 |
|  | Balaji Amines Ltd. | 1762 | &nbsp;&nbsp;21381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 39453 | &nbsp;&nbsp;179635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 7160 | &nbsp;&nbsp;46327 |
| Ω | Bandhan Bank Ltd. | 216689 | &nbsp;&nbsp;364457 |
|  | Bank of India | 138098 | &nbsp;&nbsp;246574 |
|  | Bank of Maharashtra | 149303 | &nbsp;&nbsp;106441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 614 | &nbsp;&nbsp;23992 |
|  | BASF India Ltd. | 4120 | &nbsp;&nbsp;163174 |
|  | Bata India Ltd. | 14808 | &nbsp;&nbsp;138553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayer CropScience <br>Ltd.<br>| 4956 | &nbsp;&nbsp;241617 |
|  | BCL Industries Ltd. | 12912 | &nbsp;&nbsp;3977 |
|  | BEML Ltd. | 9636 | &nbsp;&nbsp;188418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berger Paints India <br>Ltd.<br>| 78865 | &nbsp;&nbsp;397406 |
| \* | BF Utilities Ltd. | 6688 | &nbsp;&nbsp;37986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 24745 | &nbsp;&nbsp;22346 |
|  | Bharat Bijlee Ltd. | 1886 | &nbsp;&nbsp;57645 |
|  | Bharat Electronics Ltd. | 537864 | &nbsp;&nbsp;2629180 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Heavy <br>Electricals Ltd.<br>| 140817 | &nbsp;&nbsp;$403619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Petroleum <br>Corp. Ltd.<br>| 219760 | &nbsp;&nbsp;871249 |
|  | Bharat Rasayan Ltd. | 1172 | &nbsp;&nbsp;23798 |
|  | Bharti Airtel Ltd. | 189241 | &nbsp;&nbsp;4058850 |
|  | Biocon Ltd. | 67582 | &nbsp;&nbsp;269996 |
|  | BirlaNu Ltd. | 812 | &nbsp;&nbsp;13924 |
|  | Birlasoft Ltd. | 54584 | &nbsp;&nbsp;247787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BL Kashyap & Sons <br>Ltd.<br>| 12089 | &nbsp;&nbsp;6219 |
|  | Black Box Ltd. | 20920 | &nbsp;&nbsp;116117 |
|  | Blue Dart Express Ltd. | 709 | &nbsp;&nbsp;42560 |
|  | Blue Star Ltd. | 28323 | &nbsp;&nbsp;563063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bluspring Enterprises <br>Ltd.<br>| 21752 | &nbsp;&nbsp;13918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 6371 | &nbsp;&nbsp;119407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Dyeing & <br>Manufacturing Co. <br>Ltd.<br>| 30915 | &nbsp;&nbsp;38719 |
| \* | Borosil Scientific Ltd. | 1998 | &nbsp;&nbsp;2383 |
|  | Bosch Ltd. | 870 | &nbsp;&nbsp;345552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 11908 | &nbsp;&nbsp;97854 |
| \* | Brightcom Group Ltd. | 280280 | &nbsp;&nbsp;28174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Britannia Industries <br>Ltd.<br>| 16319 | &nbsp;&nbsp;1038822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Camlin Fine Sciences <br>Ltd.<br>| 33166 | &nbsp;&nbsp;52575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campus Activewear <br>Ltd.<br>| 8701 | &nbsp;&nbsp;23900 |
|  | Can Fin Homes Ltd. | 23469 | &nbsp;&nbsp;240291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 12030 | &nbsp;&nbsp;29073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 6444 | &nbsp;&nbsp;121494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 20681 | &nbsp;&nbsp;177222 |
|  | Care Ratings Ltd. | 849 | &nbsp;&nbsp;14841 |
| \* | Cartrade Tech Ltd. | 6926 | &nbsp;&nbsp;199061 |
|  | Carysil Ltd. | 1864 | &nbsp;&nbsp;16016 |
|  | Castrol India Ltd. | 167976 | &nbsp;&nbsp;336245 |
|  | CE Info Systems Ltd. | 3487 | &nbsp;&nbsp;50107 |
|  | Ceat Ltd. | 3239 | &nbsp;&nbsp;132320 |
|  | Cello World Ltd. | 1776 | &nbsp;&nbsp;9646 |
|  | Cemindia Projects Ltd. | 23769 | &nbsp;&nbsp;164816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Depository <br>Services India Ltd.<br>| 29541 | &nbsp;&nbsp;424245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centum Electronics <br>Ltd.<br>| 521 | &nbsp;&nbsp;13191 |
|  | Century Enka Ltd. | 1684 | &nbsp;&nbsp;7933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Plyboards <br>India Ltd.<br>| 20485 | &nbsp;&nbsp;179162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cera Sanitaryware <br>Ltd.<br>| 1360 | &nbsp;&nbsp;74036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CG Power & Industrial <br>Solutions Ltd.<br>| 94468 | &nbsp;&nbsp;603556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Chalet Hotels Ltd. | 5660 | &nbsp;&nbsp;$53548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 35229 | &nbsp;&nbsp;170016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chemplast Sanmar <br>Ltd.<br>| 5512 | &nbsp;&nbsp;15418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chennai Petroleum <br>Corp. Ltd.<br>| 11761 | &nbsp;&nbsp;110738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choice International <br>Ltd.<br>| 9080 | &nbsp;&nbsp;75416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 26218 | &nbsp;&nbsp;471803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Investment & <br>Finance Co. Ltd.<br>| 73280 | &nbsp;&nbsp;1299138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 22908 | &nbsp;&nbsp;104653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cigniti Technologies <br>Ltd.<br>| 2958 | &nbsp;&nbsp;51975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clean Science & <br>Technology Ltd.<br>| 2279 | &nbsp;&nbsp;21401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 22516 | &nbsp;&nbsp;77396 |
| Ω | Cochin Shipyard Ltd. | 21148 | &nbsp;&nbsp;382468 |
|  | Coforge Ltd. | 85710 | &nbsp;&nbsp;1541959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>India Ltd.<br>| 40596 | &nbsp;&nbsp;930716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Age <br>Management <br>Services Ltd.<br>| 47600 | &nbsp;&nbsp;360287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 34714 | &nbsp;&nbsp;189997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 47641 | &nbsp;&nbsp;1164386 |
|  | Cosmo First Ltd. | 1123 | &nbsp;&nbsp;7293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Craftsman Automation <br>Ltd.<br>| 2885 | &nbsp;&nbsp;229822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess Grameen <br>Ltd.<br>| 12386 | &nbsp;&nbsp;177142 |
|  | CRISIL Ltd. | 4179 | &nbsp;&nbsp;211995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 69066 | &nbsp;&nbsp;166715 |
|  | Cummins India Ltd. | 24226 | &nbsp;&nbsp;1078216 |
|  | Cyient Ltd. | 17513 | &nbsp;&nbsp;214397 |
| \*Ω | D.P. Abhushan Ltd. | 943 | &nbsp;&nbsp;13033 |
|  | Dabur India Ltd. | 59337 | &nbsp;&nbsp;326925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Datamatics Global <br>Services Ltd.<br>| 1949 | &nbsp;&nbsp;14893 |
|  | DB Corp. Ltd. | 7571 | &nbsp;&nbsp;19698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram Fine <br>Chemicals Ltd.<br>| 7514 | &nbsp;&nbsp;4948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>Industries Ltd.<br>| 7514 | &nbsp;&nbsp;3098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>International Ltd.<br>| 7514 | &nbsp;&nbsp;4948 |
|  | Deep Industries Ltd. | 3825 | &nbsp;&nbsp;15455 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 15981 | &nbsp;&nbsp;$184944 |
|  | Deepak Nitrite Ltd. | 14395 | &nbsp;&nbsp;257920 |
| \* | Delhivery Ltd. | 69980 | &nbsp;&nbsp;324526 |
|  | Delta Corp. Ltd. | 19778 | &nbsp;&nbsp;13927 |
| \* | DEN Networks Ltd. | 51088 | &nbsp;&nbsp;15600 |
| \* | Dhanlaxmi Bank Ltd. | 78780 | &nbsp;&nbsp;20733 |
|  | Dhanuka Agritech Ltd. | 4458 | &nbsp;&nbsp;54276 |
| \* | Digitide Solutions Ltd. | 21752 | &nbsp;&nbsp;27156 |
| Ω | Dilip Buildcon Ltd. | 14000 | &nbsp;&nbsp;69508 |
| \* | Dish TV India Ltd. | 417871 | &nbsp;&nbsp;15828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dishman Carbogen <br>Amcis Ltd.<br>| 13491 | &nbsp;&nbsp;31871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dixon Technologies <br>India Ltd.<br>| 7615 | &nbsp;&nbsp;865024 |
|  | Dodla Dairy Ltd. | 2492 | &nbsp;&nbsp;32475 |
|  | Dollar Industries Ltd. | 2411 | &nbsp;&nbsp;8276 |
| Ω | Dr. Lal PathLabs Ltd. | 19982 | &nbsp;&nbsp;304211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd., <br>ADR<br>| 10840 | &nbsp;&nbsp;145473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd. <br>(DRRD IN)<br>| 69669 | &nbsp;&nbsp;918128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynacons Systems & <br>Solutions Ltd.<br>| 3186 | &nbsp;&nbsp;31834 |
|  | eClerx Services Ltd. | 8103 | &nbsp;&nbsp;410984 |
|  | Eicher Motors Ltd. | 15100 | &nbsp;&nbsp;1171417 |
| \* | EID Parry India Ltd. | 27259 | &nbsp;&nbsp;273339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eimco Elecon India <br>Ltd.<br>| 645 | &nbsp;&nbsp;12328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elecon Engineering <br>Co. Ltd.<br>| 19406 | &nbsp;&nbsp;85964 |
|  | Elgi Equipments Ltd. | 41925 | &nbsp;&nbsp;197719 |
|  | Emami Ltd. | 73976 | &nbsp;&nbsp;389599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 66790 | &nbsp;&nbsp;48185 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 6416 | &nbsp;&nbsp;169267 |
|  | Engineers India Ltd. | 53759 | &nbsp;&nbsp;101307 |
|  | EPL Ltd. | 67370 | &nbsp;&nbsp;141234 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Equitas Small Finance <br>Bank Ltd.<br>| 119737 | &nbsp;&nbsp;91467 |
| Ω | Eris Lifesciences Ltd. | 11571 | &nbsp;&nbsp;174335 |
|  | ESAB India Ltd. | 1334 | &nbsp;&nbsp;80720 |
|  | Escorts Kubota Ltd. | 8042 | &nbsp;&nbsp;294704 |
| \* | Eternal Ltd. | 159024 | &nbsp;&nbsp;473840 |
| \* | Eureka Forbes Ltd. | 10298 | &nbsp;&nbsp;61301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eveready Industries <br>India Ltd.<br>| 2554 | &nbsp;&nbsp;9286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Kanto Cylinder <br>Ltd.<br>| 17487 | &nbsp;&nbsp;20817 |
|  | Excel Industries Ltd. | 1401 | &nbsp;&nbsp;14249 |
|  | Expleo Solutions Ltd. | 1493 | &nbsp;&nbsp;14842 |
| \* | FDC Ltd. | 13171 | &nbsp;&nbsp;53040 |
|  | Federal Bank Ltd. | 105157 | &nbsp;&nbsp;329204 |
|  | Filatex India Ltd. | 43861 | &nbsp;&nbsp;21868 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fine Organic Industries <br>Ltd.<br>| 1963 | &nbsp;&nbsp;$90403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fineotex Chemical <br>Ltd.<br>| 101620 | &nbsp;&nbsp;24644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fino Payments Bank <br>Ltd.<br>| 970 | &nbsp;&nbsp;2292 |
|  | Finolex Cables Ltd. | 17633 | &nbsp;&nbsp;139212 |
|  | Finolex Industries Ltd. | 56470 | &nbsp;&nbsp;108910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 110374 | &nbsp;&nbsp;383638 |
|  | Force Motors Ltd. | 1571 | &nbsp;&nbsp;326225 |
|  | Fortis Healthcare Ltd. | 95400 | &nbsp;&nbsp;883784 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FSN E-Commerce <br>Ventures Ltd.<br>| 212455 | &nbsp;&nbsp;546867 |
| \* | Fusion Finance Ltd. | 19024 | &nbsp;&nbsp;37874 |
|  | G R Infraprojects Ltd. | 1451 | &nbsp;&nbsp;15436 |
|  | Gabriel India Ltd. | 11003 | &nbsp;&nbsp;111742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Surfactants <br>Ltd.<br>| 4382 | &nbsp;&nbsp;86488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ganesh Benzoplast <br>Ltd.<br>| 3712 | &nbsp;&nbsp;2946 |
|  | Ganesh Housing Ltd. | 6076 | &nbsp;&nbsp;48779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Hi-Tech Films <br>Ltd.<br>| 873 | &nbsp;&nbsp;28701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 84005 | &nbsp;&nbsp;53483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Vernova T&D India <br>Ltd.<br>| 16801 | &nbsp;&nbsp;589564 |
|  | GHCL Textiles Ltd. | 10074 | &nbsp;&nbsp;8307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GIC Housing Finance <br>Ltd.<br>| 13893 | &nbsp;&nbsp;24533 |
|  | Gillette India Ltd. | 1864 | &nbsp;&nbsp;177968 |
| Ω | Gland Pharma Ltd. | 2287 | &nbsp;&nbsp;45542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline <br>Pharmaceuticals <br>Ltd.<br>| 11246 | &nbsp;&nbsp;293475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 25958 | &nbsp;&nbsp;572301 |
|  | Global Health Ltd. | 17102 | &nbsp;&nbsp;197297 |
|  | Globus Spirits Ltd. | 1069 | &nbsp;&nbsp;10833 |
|  | GMM Pfaudler Ltd. | 6699 | &nbsp;&nbsp;71265 |
| \* | GMR Airports Ltd. | 368392 | &nbsp;&nbsp;376746 |
|  | GNA Axles Ltd. | 2031 | &nbsp;&nbsp;7907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godrej Consumer <br>Products Ltd.<br>| 41872 | &nbsp;&nbsp;526173 |
| \* | Godrej Properties Ltd. | 21424 | &nbsp;&nbsp;367596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokul Agro Resources <br>Ltd.<br>| 14016 | &nbsp;&nbsp;24631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldiam International <br>Ltd.<br>| 9589 | &nbsp;&nbsp;32310 |
|  | Granules India Ltd. | 32588 | &nbsp;&nbsp;202990 |
|  | Gravita India Ltd. | 6503 | &nbsp;&nbsp;114092 |
|  | Greaves Cotton Ltd. | 27270 | &nbsp;&nbsp;48362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenlam Industries <br>Ltd.<br>| 10968 | &nbsp;&nbsp;28760 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 28877 | &nbsp;&nbsp;$70630 |
|  | Grindwell Norton Ltd. | 4821 | &nbsp;&nbsp;79997 |
|  | Gujarat Gas Ltd. | 25908 | &nbsp;&nbsp;119784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 75513 | &nbsp;&nbsp;137126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State <br>Fertilizers & <br>Chemicals Ltd.<br>| 43956 | &nbsp;&nbsp;88242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 86224 | &nbsp;&nbsp;283885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 3376 | &nbsp;&nbsp;40040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hathway Cable & <br>Datacom Ltd.<br>| 100039 | &nbsp;&nbsp;11187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hatsun Agro Product <br>Ltd.<br>| 9468 | &nbsp;&nbsp;90476 |
|  | Havells India Ltd. | 32078 | &nbsp;&nbsp;447736 |
|  | HBL Engineering Ltd. | 22713 | &nbsp;&nbsp;193649 |
|  | HCL Technologies Ltd. | 129196 | &nbsp;&nbsp;2378098 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Asset <br>Management Co. <br>Ltd.<br>| 19970 | &nbsp;&nbsp;545330 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Life Insurance <br>Co. Ltd.<br>| 64413 | &nbsp;&nbsp;511268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HealthCare Global <br>Enterprises Ltd.<br>| 14367 | &nbsp;&nbsp;92432 |
|  | Heritage Foods Ltd. | 11224 | &nbsp;&nbsp;43759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 22400 | &nbsp;&nbsp;1348227 |
|  | HFCL Ltd. | 194533 | &nbsp;&nbsp;143541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 3130 | &nbsp;&nbsp;21987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 30118 | &nbsp;&nbsp;150828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himatsingka Seide <br>Ltd.<br>| 18367 | &nbsp;&nbsp;20622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hinduja Global <br>Solutions Ltd.<br>| 5135 | &nbsp;&nbsp;23455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Aeronautics <br>Ltd.<br>| 21208 | &nbsp;&nbsp;1066363 |
|  | Hindustan Copper Ltd. | 31109 | &nbsp;&nbsp;227544 |
| \* | Hindustan Foods Ltd. | 5182 | &nbsp;&nbsp;26255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Unilever <br>Ltd.<br>| 77554 | &nbsp;&nbsp;1995498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindware Home <br>Innovation Ltd.<br>| 4999 | &nbsp;&nbsp;12259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Energy India <br>Ltd.<br>| 1840 | &nbsp;&nbsp;377441 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 15090 | &nbsp;&nbsp;193503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 808 | &nbsp;&nbsp;17847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HPL Electric & Power <br>Ltd.<br>| 3653 | &nbsp;&nbsp;13202 |
| \* | Hubtown Ltd. | 7652 | &nbsp;&nbsp;17462 |
|  | Huhtamaki India Ltd. | 5375 | &nbsp;&nbsp;10711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. (IBN <br>US), Sponsored <br>ADR<br>| 185870 | &nbsp;&nbsp;$5444132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. <br>(ICICIBC IN)<br>| 116647 | &nbsp;&nbsp;1722221 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Lombard General <br>Insurance Co. Ltd.<br>| 21320 | &nbsp;&nbsp;419567 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Prudential Life <br>Insurance Co. Ltd.<br>| 40878 | &nbsp;&nbsp;281635 |
|  | ICRA Ltd. | 43 | &nbsp;&nbsp;2958 |
|  | IDFC First Bank Ltd. | 1239328 | &nbsp;&nbsp;1126515 |
| \* | IFB Industries Ltd. | 2098 | &nbsp;&nbsp;25379 |
| \* | IFCI Ltd. | 156797 | &nbsp;&nbsp;93838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 47129 | &nbsp;&nbsp;170513 |
|  | IIFL Finance Ltd. | 1233 | &nbsp;&nbsp;7075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Imagicaaworld <br>Entertainment Ltd.<br>| 21746 | &nbsp;&nbsp;12074 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndiaMart InterMesh <br>Ltd.<br>| 4815 | &nbsp;&nbsp;115275 |
|  | Indian Bank | 54819 | &nbsp;&nbsp;544105 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Energy <br>Exchange Ltd.<br>| 53641 | &nbsp;&nbsp;73969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Catering & Tourism <br>Corp. Ltd.<br>| 33687 | &nbsp;&nbsp;228427 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway Finance <br>Corp. Ltd.<br>| 215994 | &nbsp;&nbsp;282494 |
|  | Indigo Paints Ltd. | 5162 | &nbsp;&nbsp;58687 |
|  | Indraprastha Gas Ltd. | 84020 | &nbsp;&nbsp;162842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indraprastha Medical <br>Corp. Ltd.<br>| 14570 | &nbsp;&nbsp;57589 |
| \* | IndusInd Bank Ltd. | 24576 | &nbsp;&nbsp;238751 |
| \* | Infibeam Avenues Ltd. | 215377 | &nbsp;&nbsp;38081 |
|  | Info Edge India Ltd. | 75523 | &nbsp;&nbsp;1028403 |
|  | Infosys Ltd. (INFO IN) | 318572 | &nbsp;&nbsp;5703971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infosys Ltd. (INFY US), <br>Sponsored ADR<br>| 235252 | &nbsp;&nbsp;4135730 |
|  | Innova Captab Ltd. | 821 | &nbsp;&nbsp;6128 |
| \* | Inox Wind Ltd. | 54917 | &nbsp;&nbsp;64636 |
| \* | Insecticides India Ltd. | 1206 | &nbsp;&nbsp;7735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 13903 | &nbsp;&nbsp;138753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOL Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 10585 | &nbsp;&nbsp;8529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ION Exchange India <br>Ltd.<br>| 17344 | &nbsp;&nbsp;67942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IRB Infrastructure <br>Developers Ltd.<br>| 401090 | &nbsp;&nbsp;181759 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 77768 | &nbsp;&nbsp;139123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 4973 | &nbsp;&nbsp;40540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 8288 | &nbsp;&nbsp;51739 |
|  | Jagran Prakashan Ltd. | 8300 | &nbsp;&nbsp;6004 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Jai Corp. Ltd. | 4884 | &nbsp;&nbsp;$6007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jain Irrigation Systems <br>Ltd.<br>| 40771 | &nbsp;&nbsp;16221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 103452 | &nbsp;&nbsp;118224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 41400 | &nbsp;&nbsp;55817 |
|  | Jash Engineering Ltd. | 3840 | &nbsp;&nbsp;15879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 18676 | &nbsp;&nbsp;380410 |
|  | Jindal Poly Films Ltd. | 5639 | &nbsp;&nbsp;24127 |
|  | Jindal Saw Ltd. | 40752 | &nbsp;&nbsp;77448 |
|  | Jindal Stainless Ltd. | 20283 | &nbsp;&nbsp;181762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jio Financial Services <br>Ltd.<br>| 183847 | &nbsp;&nbsp;508154 |
| \* | JITF Infralogistics Ltd. | 984 | &nbsp;&nbsp;3075 |
|  | JK Paper Ltd. | 17350 | &nbsp;&nbsp;62118 |
|  | JM Financial Ltd. | 166245 | &nbsp;&nbsp;233548 |
|  | JTEKT India Ltd. | 6810 | &nbsp;&nbsp;10112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 12704 | &nbsp;&nbsp;135014 |
|  | Jupiter Wagons Ltd. | 21015 | &nbsp;&nbsp;73976 |
| \* | Just Dial Ltd. | 7135 | &nbsp;&nbsp;51951 |
|  | Jyothy Labs Ltd. | 32517 | &nbsp;&nbsp;88216 |
| \* | Jyoti Structures Ltd. | 183985 | &nbsp;&nbsp;19484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 27940 | &nbsp;&nbsp;347516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalyan Jewellers India <br>Ltd.<br>| 55036 | &nbsp;&nbsp;216004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 62903 | &nbsp;&nbsp;156923 |
|  | Karnataka Bank Ltd.  | 46083 | &nbsp;&nbsp;91408 |
|  | Kaveri Seed Co. Ltd. | 5664 | &nbsp;&nbsp;58354 |
|  | KDDL Ltd. | 1783 | &nbsp;&nbsp;44617 |
|  | KEC International Ltd. | 32737 | &nbsp;&nbsp;238910 |
|  | KEI Industries Ltd. | 16302 | &nbsp;&nbsp;708521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kellton Tech Solutions <br>Ltd.<br>| 127720 | &nbsp;&nbsp;21607 |
|  | Kennametal India Ltd. | 1352 | &nbsp;&nbsp;28731 |
| \* | Kiri Industries Ltd. | 4098 | &nbsp;&nbsp;20737 |
|  | Kirloskar Brothers Ltd. | 5926 | &nbsp;&nbsp;100752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Industries <br>Ltd.<br>| 167 | &nbsp;&nbsp;5710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 24296 | &nbsp;&nbsp;310017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Pneumatic <br>Co. Ltd.<br>| 3480 | &nbsp;&nbsp;43074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 32849 | &nbsp;&nbsp;53094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolte-Patil Developers <br>Ltd.<br>| 8425 | &nbsp;&nbsp;34255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kotak Mahindra Bank <br>Ltd.<br>| 286595 | &nbsp;&nbsp;1270358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kovai Medical Center <br>& Hospital Ltd.<br>| 834 | &nbsp;&nbsp;48637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPIT Technologies <br>Ltd.<br>| 48178 | &nbsp;&nbsp;548914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | KRBL Ltd. | 2328 | &nbsp;&nbsp;$8691 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Krishna Institute of <br>Medical Sciences <br>Ltd.<br>| 42752 | &nbsp;&nbsp;279479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 1566 | &nbsp;&nbsp;12165 |
|  | KSB Ltd. | 13940 | &nbsp;&nbsp;106430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwality Wall's India <br>Ltd.<br>| 77553 | &nbsp;&nbsp;33892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laxmi Organic <br>Industries Ltd.<br>| 6427 | &nbsp;&nbsp;9999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 3409 | &nbsp;&nbsp;63876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 104346 | &nbsp;&nbsp;598591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Engineering <br>Works Ltd.<br>| 47281 | &nbsp;&nbsp;23095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Metals & <br>Energy Ltd.<br>| 24249 | &nbsp;&nbsp;289631 |
|  | LMW Ltd. | 497 | &nbsp;&nbsp;80693 |
| Ω | Lodha Developers Ltd. | 28606 | &nbsp;&nbsp;302452 |
|  | LT Foods Ltd. | 45711 | &nbsp;&nbsp;184457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 5511 | &nbsp;&nbsp;80836 |
|  | Lumax Industries Ltd. | 391 | &nbsp;&nbsp;20678 |
|  | Lupin Ltd. | 24499 | &nbsp;&nbsp;572564 |
|  | LUX Industries Ltd. | 742 | &nbsp;&nbsp;7431 |
|  | Mahanagar Gas Ltd. | 9182 | &nbsp;&nbsp;104833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Scooters <br>Ltd.<br>| 348 | &nbsp;&nbsp;51054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Seamless <br>Ltd.<br>| 5712 | &nbsp;&nbsp;32496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Ltd.<br>| 107692 | &nbsp;&nbsp;4035834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Holidays & <br>Resorts India Ltd.<br>| 7103 | &nbsp;&nbsp;22628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 15122 | &nbsp;&nbsp;61700 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 3049 | &nbsp;&nbsp;11888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 4913 | &nbsp;&nbsp;17434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 27104 | &nbsp;&nbsp;32536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manappuram Finance <br>Ltd.<br>| 106552 | &nbsp;&nbsp;330121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mangalore Refinery & <br>Petrochemicals Ltd.<br>| 13130 | &nbsp;&nbsp;25183 |
|  | Mankind Pharma Ltd. | 422 | &nbsp;&nbsp;9761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manorama Industries <br>Ltd.<br>| 892 | &nbsp;&nbsp;13115 |
|  | Marico Ltd. | 157613 | &nbsp;&nbsp;1253318 |
|  | Marksans Pharma Ltd. | 60249 | &nbsp;&nbsp;107218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruti Suzuki India <br>Ltd.<br>| 7904 | &nbsp;&nbsp;1254060 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;MAS Financial <br>Services Ltd.<br>| 11088 | &nbsp;&nbsp;39095 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Mastek Ltd. | 4333 | &nbsp;&nbsp;$97019 |
| Ω | Matrimony.com Ltd. | 647 | &nbsp;&nbsp;3653 |
| \* | Max Estates Ltd. | 2634 | &nbsp;&nbsp;11002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Max Financial Services <br>Ltd.<br>| 29521 | &nbsp;&nbsp;516748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Max Healthcare <br>Institute Ltd.<br>| 68211 | &nbsp;&nbsp;710590 |
| \* | Max India Ltd. | 3985 | &nbsp;&nbsp;6947 |
|  | Mayur Uniquoters Ltd. | 7327 | &nbsp;&nbsp;40889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mazagon Dock <br>Shipbuilders Ltd.<br>| 10184 | &nbsp;&nbsp;285591 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medi Assist Healthcare <br>Services Ltd.<br>| 5543 | &nbsp;&nbsp;24135 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 3295 | &nbsp;&nbsp;28692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meghmani Organics <br>Ltd.<br>| 41024 | &nbsp;&nbsp;27048 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Metropolis Healthcare <br>Ltd.<br>| 5760 | &nbsp;&nbsp;113591 |
|  | Minda Corp. Ltd. | 13812 | &nbsp;&nbsp;84946 |
|  | MOIL Ltd. | 8698 | &nbsp;&nbsp;34815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 2014 | &nbsp;&nbsp;12436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morepen Laboratories <br>Ltd.<br>| 11209 | &nbsp;&nbsp;4455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motherson Sumi Wiring <br>India Ltd.<br>| 673114 | &nbsp;&nbsp;315394 |
|  | Mphasis Ltd. | 31714 | &nbsp;&nbsp;952408 |
|  | MPS Ltd. | 1347 | &nbsp;&nbsp;27529 |
|  | Muthoot Finance Ltd. | 8161 | &nbsp;&nbsp;339046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nalwa Sons <br>Investments Ltd.<br>| 572 | &nbsp;&nbsp;36602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narayana Hrudayalaya <br>Ltd.<br>| 21959 | &nbsp;&nbsp;422115 |
|  | Natco Pharma Ltd. | 13148 | &nbsp;&nbsp;119427 |
| \*Ω | Navkar Corp. Ltd. | 12774 | &nbsp;&nbsp;13399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 15429 | &nbsp;&nbsp;24136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nazara Technologies <br>Ltd.<br>| 22283 | &nbsp;&nbsp;68855 |
|  | NBCC India Ltd. | 112297 | &nbsp;&nbsp;121179 |
|  | NELCO Ltd. | 2476 | &nbsp;&nbsp;17578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neogen Chemicals <br>Ltd.<br>| 391 | &nbsp;&nbsp;5181 |
|  | NESCO Ltd. | 5512 | &nbsp;&nbsp;68400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Network18 Media & <br>Investments Ltd.<br>| 11796 | &nbsp;&nbsp;4904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newgen Software <br>Technologies Ltd.<br>| 13790 | &nbsp;&nbsp;87843 |
|  | NHPC Ltd. | 666952 | &nbsp;&nbsp;567986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning Systems <br>Ltd.<br>| 26577 | &nbsp;&nbsp;115741 |
|  | NIIT Ltd. | 22321 | &nbsp;&nbsp;18082 |
|  | Nilkamal Ltd. | 2078 | &nbsp;&nbsp;31125 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India Asset <br>Management Ltd.<br>| 50731 | &nbsp;&nbsp;483004 |
|  | Nitin Spinners Ltd. | 2439 | &nbsp;&nbsp;8815 |
|  | NOCIL Ltd. | 17104 | &nbsp;&nbsp;24577 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Novartis India Ltd. | 2011 | &nbsp;&nbsp;$16624 |
|  | NRB Bearings Ltd. | 9283 | &nbsp;&nbsp;25856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucleus Software <br>Exports Ltd.<br>| 2868 | &nbsp;&nbsp;28374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvama Wealth <br>Management Ltd.<br>| 9245 | &nbsp;&nbsp;135176 |
|  | Oberoi Realty Ltd. | 27901 | &nbsp;&nbsp;452566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One 97 <br>Communications <br>Ltd.<br>| 44851 | &nbsp;&nbsp;551825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Onesource Specialty <br>Pharma Ltd.<br>| 7007 | &nbsp;&nbsp;93184 |
| \* | OnMobile Global Ltd. | 3606 | &nbsp;&nbsp;1877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optiemus Infracom <br>Ltd.<br>| 1802 | &nbsp;&nbsp;7855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 7698 | &nbsp;&nbsp;648261 |
|  | Orient Electric Ltd. | 29254 | &nbsp;&nbsp;57933 |
|  | Page Industries Ltd. | 1503 | &nbsp;&nbsp;536365 |
|  | Paisalo Digital Ltd. | 128021 | &nbsp;&nbsp;47391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 8339 | &nbsp;&nbsp;26482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paramount <br>Communications <br>Ltd.<br>| 12191 | &nbsp;&nbsp;4435 |
| \* | Patel Engineering Ltd. | 107709 | &nbsp;&nbsp;33620 |
| \* | PC Jeweller Ltd. | 869550 | &nbsp;&nbsp;101039 |
|  | PCBL Chemical Ltd. | 16670 | &nbsp;&nbsp;47847 |
|  | PDS Ltd. | 7840 | &nbsp;&nbsp;28714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearl Global Industries <br>Ltd.<br>| 4006 | &nbsp;&nbsp;68072 |
| \* | Peninsula Land Ltd. | 8408 | &nbsp;&nbsp;1839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persistent Systems <br>Ltd.<br>| 31305 | &nbsp;&nbsp;2056685 |
|  | Petronet LNG Ltd. | 380211 | &nbsp;&nbsp;1197685 |
|  | Phoenix Mills Ltd.  | 32406 | &nbsp;&nbsp;587050 |
|  | PI Industries Ltd. | 19411 | &nbsp;&nbsp;669447 |
|  | Pidilite Industries Ltd. | 56814 | &nbsp;&nbsp;881101 |
| \* | Piramal Finance Ltd. | 14725 | &nbsp;&nbsp;278532 |
|  | Piramal Pharma Ltd. | 64175 | &nbsp;&nbsp;108113 |
|  | Pitti Engineering Ltd. | 3818 | &nbsp;&nbsp;32423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PIX Transmissions <br>Ltd.<br>| 502 | &nbsp;&nbsp;7163 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing Finance <br>Ltd.<br>| 32496 | &nbsp;&nbsp;290513 |
|  | PNC Infratech Ltd. | 16921 | &nbsp;&nbsp;40102 |
|  | Pokarna Ltd. | 272 | &nbsp;&nbsp;2175 |
|  | Poly Medicure Ltd. | 911 | &nbsp;&nbsp;15115 |
|  | Polycab India Ltd. | 7945 | &nbsp;&nbsp;606672 |
|  | Polyplex Corp. Ltd. | 6178 | &nbsp;&nbsp;57228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poonawalla Fincorp <br>Ltd.<br>| 46243 | &nbsp;&nbsp;199460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Finance Corp. <br>Ltd.<br>| 462472 | &nbsp;&nbsp;1905682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Grid Corp. of <br>India Ltd.<br>| 448254 | &nbsp;&nbsp;1248628 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 4158 | &nbsp;&nbsp;$93337 |
|  | Praj Industries Ltd. | 36646 | &nbsp;&nbsp;116444 |
| Ω | Prataap Snacks Ltd. | 989 | &nbsp;&nbsp;12203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Wires India <br>Ltd.<br>| 16037 | &nbsp;&nbsp;42754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Explosives <br>Ltd. (PRE IN)<br>| 4205 | &nbsp;&nbsp;23476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 8911 | &nbsp;&nbsp;141602 |
|  | Pricol Ltd. | 12224 | &nbsp;&nbsp;73337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Pipes & Fittings <br>Ltd.<br>| 1405 | &nbsp;&nbsp;3657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Privi Speciality <br>Chemicals Ltd.<br>| 1728 | &nbsp;&nbsp;52735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Health Ltd.<br>| 2524 | &nbsp;&nbsp;145372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Hygiene & Health <br>Care Ltd.<br>| 283 | &nbsp;&nbsp;36291 |
| \* | PSP Projects Ltd. | 1462 | &nbsp;&nbsp;11966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC India Financial <br>Services Ltd.<br>| 92542 | &nbsp;&nbsp;33075 |
|  | PTC India Ltd. | 119739 | &nbsp;&nbsp;224149 |
| \* | Puravankara Ltd. | 12820 | &nbsp;&nbsp;32291 |
| Ω | Quess Corp. Ltd. | 16181 | &nbsp;&nbsp;36596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R Systems <br>International Ltd.<br>| 11560 | &nbsp;&nbsp;48188 |
|  | Radico Khaitan Ltd. | 7280 | &nbsp;&nbsp;223134 |
|  | Rail Vikas Nigam Ltd. | 95639 | &nbsp;&nbsp;358185 |
| \* | Rajesh Exports Ltd. | 13608 | &nbsp;&nbsp;24082 |
|  | Rallis India Ltd. | 21613 | &nbsp;&nbsp;64709 |
|  | Ram Ratna Wires Ltd. | 6014 | &nbsp;&nbsp;19257 |
| \* | Ramco Systems Ltd. | 2608 | &nbsp;&nbsp;13359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 33101 | &nbsp;&nbsp;183141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramky Infrastructure <br>Ltd.<br>| 2084 | &nbsp;&nbsp;10786 |
|  | Rane Holdings Ltd. | 2135 | &nbsp;&nbsp;30379 |
|  | Rane Madras Ltd. | 711 | &nbsp;&nbsp;5692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rategain Travel <br>Technologies Ltd.<br>| 3124 | &nbsp;&nbsp;20733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 6847 | &nbsp;&nbsp;159917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Raymond Lifestyle <br>Ltd.<br>| 2051 | &nbsp;&nbsp;23235 |
| \* | Raymond Ltd. | 2564 | &nbsp;&nbsp;10753 |
| \* | Raymond Realty Ltd. | 2564 | &nbsp;&nbsp;14040 |
| Ω | RBL Bank Ltd. | 60562 | &nbsp;&nbsp;196119 |
|  | REC Ltd. | 372965 | &nbsp;&nbsp;1479796 |
|  | Redington Ltd. | 247667 | &nbsp;&nbsp;732601 |
|  | Redtape Ltd. | 42370 | &nbsp;&nbsp;57088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industrial <br>Infrastructure Ltd.<br>| 1327 | &nbsp;&nbsp;10294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Religare Enterprises <br>Ltd.<br>| 23726 | &nbsp;&nbsp;61776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Responsive Industries <br>Ltd.<br>| 2069 | &nbsp;&nbsp;3770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rhi Magnesita India <br>Ltd.<br>| 2478 | &nbsp;&nbsp;$11862 |
|  | RITES Ltd. | 28130 | &nbsp;&nbsp;69932 |
|  | Rossari Biotech Ltd. | 1740 | &nbsp;&nbsp;10508 |
|  | Route Mobile Ltd. | 6572 | &nbsp;&nbsp;42549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPG Life Sciences <br>Ltd.<br>| 824 | &nbsp;&nbsp;18071 |
| \* | RSWM Ltd. | 4197 | &nbsp;&nbsp;6401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safari Industries India <br>Ltd.<br>| 4559 | &nbsp;&nbsp;99385 |
|  | Saksoft Ltd. | 13898 | &nbsp;&nbsp;26089 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Salasar Techno <br>Engineering Ltd.<br>| 76968 | &nbsp;&nbsp;6695 |
| \* | Sammaan Capital Ltd. | 11225 | &nbsp;&nbsp;18376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samvardhana <br>Motherson <br>International Ltd.<br>| 665228 | &nbsp;&nbsp;815086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 3542 | &nbsp;&nbsp;18873 |
|  | Sangam India Ltd. | 1378 | &nbsp;&nbsp;6867 |
|  | Sanghvi Movers Ltd. | 12138 | &nbsp;&nbsp;39744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi Consumer <br>Healthcare India <br>Ltd.<br>| 2689 | &nbsp;&nbsp;122791 |
|  | Sanofi India Ltd. | 2689 | &nbsp;&nbsp;117465 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 6029 | &nbsp;&nbsp;112788 |
|  | Saregama India Ltd. | 7887 | &nbsp;&nbsp;28993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasken Technologies <br>Ltd.<br>| 1565 | &nbsp;&nbsp;20695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil Technologies <br>Ltd.<br>| 12025 | &nbsp;&nbsp;45673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 58978 | &nbsp;&nbsp;484323 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;SBI Life Insurance Co. <br>Ltd.<br>| 50084 | &nbsp;&nbsp;1095668 |
|  | Schaeffler India Ltd. | 12188 | &nbsp;&nbsp;477661 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric <br>Infrastructure Ltd.<br>| 15296 | &nbsp;&nbsp;115556 |
| \* | SEAMEC Ltd. | 2784 | &nbsp;&nbsp;38349 |
|  | Senco Gold Ltd. | 9320 | &nbsp;&nbsp;31275 |
| \* | SEPC Ltd. | 308956 | &nbsp;&nbsp;27685 |
| Ω | SH Kelkar & Co. Ltd. | 22091 | &nbsp;&nbsp;34637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakti Pumps India <br>Ltd.<br>| 19098 | &nbsp;&nbsp;129956 |
| \* | Shalby Ltd. | 3933 | &nbsp;&nbsp;7188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shankara Buildpro <br>Ltd.<br>| 2509 | &nbsp;&nbsp;20484 |
|  | Shanthi Gears Ltd. | 3701 | &nbsp;&nbsp;18115 |
|  | Sharda Cropchem Ltd. | 11711 | &nbsp;&nbsp;129930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Share India Securities <br>Ltd.<br>| 8625 | &nbsp;&nbsp;13470 |
| \* | Sheela Foam Ltd. | 4950 | &nbsp;&nbsp;27935 |
|  | Shilpa Medicare Ltd. | 14210 | &nbsp;&nbsp;45124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shivalik Bimetal <br>Controls Ltd.<br>| 7392 | &nbsp;&nbsp;33858 |
| \* | Shoppers Stop Ltd. | 7133 | &nbsp;&nbsp;28062 |
|  | Shriram Finance Ltd. | 29570 | &nbsp;&nbsp;328243 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Energy India <br>Ltd.<br>| 3972 | &nbsp;&nbsp;$107299 |
|  | Siemens Ltd. | 3972 | &nbsp;&nbsp;133493 |
| Ω | Sirca Paints India Ltd. | 3688 | &nbsp;&nbsp;18566 |
| \* | SIS Ltd. | 11699 | &nbsp;&nbsp;42792 |
|  | SJS Enterprises Ltd. | 3083 | &nbsp;&nbsp;55981 |
|  | SJVN Ltd. | 175170 | &nbsp;&nbsp;138559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SKF India Industrial <br>Ltd.<br>| 6470 | &nbsp;&nbsp;192002 |
|  | SKF India Ltd. | 6470 | &nbsp;&nbsp;118350 |
|  | Skipper Ltd. | 2652 | &nbsp;&nbsp;10403 |
|  | SML Mahindra Ltd. | 440 | &nbsp;&nbsp;16520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Snowman Logistics <br>Ltd.<br>| 20309 | &nbsp;&nbsp;8690 |
|  | Sobha Ltd. | 7027 | &nbsp;&nbsp;110364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solara Active Pharma <br>Sciences Ltd.<br>| 2170 | &nbsp;&nbsp;11876 |
|  | Somany Ceramics Ltd. | 3868 | &nbsp;&nbsp;17151 |
|  | Sonata Software Ltd. | 74871 | &nbsp;&nbsp;257776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 33342 | &nbsp;&nbsp;13661 |
|  | SP Apparels Ltd. | 525 | &nbsp;&nbsp;3880 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spandana Sphoorty <br>Financial Ltd.<br>| 7749 | &nbsp;&nbsp;18977 |
|  | SRF Ltd. | 8567 | &nbsp;&nbsp;261546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBID LI), GDR<br>| 485 | &nbsp;&nbsp;57465 |
|  | Stove Kraft Ltd. | 1809 | &nbsp;&nbsp;9683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 17020 | &nbsp;&nbsp;162472 |
| \* | Stylam Industries Ltd. | 1747 | &nbsp;&nbsp;42205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Styrenix Performance <br>Materials Ltd.<br>| 1162 | &nbsp;&nbsp;24626 |
| \* | Subex Ltd. | 108975 | &nbsp;&nbsp;10987 |
|  | Subros Ltd. | 3035 | &nbsp;&nbsp;26930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 5116 | &nbsp;&nbsp;50484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Colorants <br>India Ltd.<br>| 3739 | &nbsp;&nbsp;15152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>India Ltd.<br>| 11897 | &nbsp;&nbsp;52994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Pharmaceutical <br>Industries Ltd. <br>(SUNP IN)<br>| 62988 | &nbsp;&nbsp;1092858 |
|  | Sun TV Network Ltd. | 31011 | &nbsp;&nbsp;187545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram Finance <br>Ltd.<br>| 9248 | &nbsp;&nbsp;524417 |
| \* | Sundrop Brands Ltd. | 1250 | &nbsp;&nbsp;8407 |
|  | Sunteck Realty Ltd. | 12565 | &nbsp;&nbsp;54976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 15139 | &nbsp;&nbsp;73484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Industries <br>Ltd.<br>| 14773 | &nbsp;&nbsp;562442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 23339 | &nbsp;&nbsp;143907 |
|  | Surya Roshni Ltd. | 18449 | &nbsp;&nbsp;49641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suryoday Small <br>Finance Bank Ltd.<br>| 11567 | &nbsp;&nbsp;17429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | Suzlon Energy Ltd. | 1839852 | &nbsp;&nbsp;$955573 |
|  | Swan Corp. Ltd. | 12739 | &nbsp;&nbsp;58555 |
|  | Swaraj Engines Ltd. | 2717 | &nbsp;&nbsp;103195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swelect Energy <br>Systems Ltd.<br>| 1098 | &nbsp;&nbsp;6103 |
|  | Symphony Ltd. | 5252 | &nbsp;&nbsp;52685 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 39029 | &nbsp;&nbsp;201330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Talbros Automotive <br>Components Ltd.<br>| 3456 | &nbsp;&nbsp;9864 |
|  | Tanla Platforms Ltd. | 12807 | &nbsp;&nbsp;71095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasty Bite Eatables <br>Ltd.<br>| 103 | &nbsp;&nbsp;7615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Communications <br>Ltd.<br>| 31818 | &nbsp;&nbsp;543800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consultancy <br>Services Ltd.<br>| 135654 | &nbsp;&nbsp;4620862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 43414 | &nbsp;&nbsp;535054 |
|  | Tata Elxsi Ltd. | 10858 | &nbsp;&nbsp;628828 |
| \* | Tata Motors Ltd./new | 301394 | &nbsp;&nbsp;1498984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Motors Passenger <br>Vehicles Ltd.<br>| 301394 | &nbsp;&nbsp;1145952 |
|  | TCPL Packaging Ltd. | 151 | &nbsp;&nbsp;4248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 26003 | &nbsp;&nbsp;204126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TeamLease Services <br>Ltd.<br>| 1462 | &nbsp;&nbsp;22003 |
|  | Tech Mahindra Ltd. | 68745 | &nbsp;&nbsp;1298458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 2302 | &nbsp;&nbsp;24527 |
|  | Tega Industries Ltd. | 2443 | &nbsp;&nbsp;45341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 111313 | &nbsp;&nbsp;155532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanga Mayil <br>Jewellery Ltd.<br>| 3021 | &nbsp;&nbsp;109511 |
|  | Thejo Engineering Ltd. | 340 | &nbsp;&nbsp;6257 |
|  | Thermax Ltd. | 2737 | &nbsp;&nbsp;86007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thirumalai Chemicals <br>Ltd.<br>| 19514 | &nbsp;&nbsp;40556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 39648 | &nbsp;&nbsp;53059 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Thyrocare <br>Technologies Ltd.<br>| 16506 | &nbsp;&nbsp;75427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tilaknagar Industries <br>Ltd.<br>| 26662 | &nbsp;&nbsp;124730 |
|  | Time Technoplast Ltd. | 108326 | &nbsp;&nbsp;213508 |
|  | Timken India Ltd. | 8104 | &nbsp;&nbsp;262349 |
|  | Tips Music Ltd. | 12301 | &nbsp;&nbsp;71837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 16121 | &nbsp;&nbsp;144804 |
|  | Titan Co. Ltd. | 67161 | &nbsp;&nbsp;2909508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torrent <br>Pharmaceuticals <br>Ltd.<br>| 21295 | &nbsp;&nbsp;915714 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tourism Finance Corp. <br>of India Ltd.<br>| 104145 | &nbsp;&nbsp;$73219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 6079 | &nbsp;&nbsp;70365 |
|  | Trent Ltd. | 19021 | &nbsp;&nbsp;779340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 20609 | &nbsp;&nbsp;83487 |
|  | Triveni Turbine Ltd. | 30616 | &nbsp;&nbsp;167019 |
|  | TTK Prestige Ltd. | 6313 | &nbsp;&nbsp;40518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tube Investments of <br>India Ltd.<br>| 13141 | &nbsp;&nbsp;333682 |
|  | TVS Holdings Ltd. | 1521 | &nbsp;&nbsp;243992 |
|  | TVS Motor Co. Ltd. | 49626 | &nbsp;&nbsp;1987899 |
|  | Uflex Ltd. | 12421 | &nbsp;&nbsp;62774 |
|  | United Breweries Ltd. | 10448 | &nbsp;&nbsp;166014 |
|  | United Spirits Ltd. | 69315 | &nbsp;&nbsp;1026241 |
|  | UNO Minda Ltd. | 30086 | &nbsp;&nbsp;387230 |
|  | UPL Ltd. | 176425 | &nbsp;&nbsp;1348221 |
|  | Usha Martin Ltd. | 15934 | &nbsp;&nbsp;70715 |
| \* | V2 Retail Ltd. | 1576 | &nbsp;&nbsp;34511 |
|  | VA Tech Wabag Ltd. | 17914 | &nbsp;&nbsp;210353 |
|  | Vadilal Industries Ltd. | 537 | &nbsp;&nbsp;25556 |
|  | Vaibhav Global Ltd. | 14609 | &nbsp;&nbsp;35551 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 9736 | &nbsp;&nbsp;60489 |
|  | Varun Beverages Ltd. | 128350 | &nbsp;&nbsp;651382 |
| \* | Vascon Engineers Ltd. | 27423 | &nbsp;&nbsp;12364 |
|  | Vedant Fashions Ltd. | 8558 | &nbsp;&nbsp;45149 |
|  | Veedol Corp. Ltd. | 1780 | &nbsp;&nbsp;27795 |
|  | Vesuvius India Ltd. | 21770 | &nbsp;&nbsp;118287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V-Guard Industries <br>Ltd.<br>| 45354 | &nbsp;&nbsp;173875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vijaya Diagnostic <br>Centre Ltd.<br>| 2128 | &nbsp;&nbsp;22259 |
|  | Vimta Labs Ltd. | 2890 | &nbsp;&nbsp;12946 |
|  | Vinati Organics Ltd. | 3605 | &nbsp;&nbsp;59733 |
|  | Vindhya Telelinks Ltd. | 1234 | &nbsp;&nbsp;16319 |
|  | Vishnu Chemicals Ltd. | 2254 | &nbsp;&nbsp;12874 |
| \* | Vodafone Idea Ltd. | 1971086 | &nbsp;&nbsp;239177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 1435 | &nbsp;&nbsp;114652 |
|  | Voltas Ltd. | 45021 | &nbsp;&nbsp;648361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 993 | &nbsp;&nbsp;59683 |
|  | Welspun Corp. Ltd. | 22839 | &nbsp;&nbsp;180336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 19581 | &nbsp;&nbsp;101069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 5706 | &nbsp;&nbsp;24810 |
|  | Wheels India Ltd. | 1253 | &nbsp;&nbsp;10425 |
|  | Whirlpool of India Ltd. | 3492 | &nbsp;&nbsp;29533 |
|  | Windlas Biotech Ltd. | 1839 | &nbsp;&nbsp;16929 |
|  | Wipro Ltd. | 248666 | &nbsp;&nbsp;640388 |
| \* | Wockhardt Ltd. | 16324 | &nbsp;&nbsp;246751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 4843 | &nbsp;&nbsp;26446 |
| \* | Yes Bank Ltd. | 865947 | &nbsp;&nbsp;201711 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zee Entertainment <br>Enterprises Ltd.<br>| 261090 | &nbsp;&nbsp;$239491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 39496 | &nbsp;&nbsp;279197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZF Commercial Vehicle <br>Control Systems <br>India Ltd.<br>| 296 | &nbsp;&nbsp;48292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 41717 | &nbsp;&nbsp;401292 |
|  | Zydus Wellness Ltd. | 21685 | &nbsp;&nbsp;106089 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;170867937 |
| INDONESIA — (0.3%) | INDONESIA — (0.3%) | INDONESIA — (0.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adi Sarana Armada <br>Tbk. PT<br>| 440500 | &nbsp;&nbsp;31307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alam Sutera Realty <br>Tbk. PT<br>| 2532800 | &nbsp;&nbsp;23641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arwana Citramulia Tbk. <br>PT<br>| 996500 | &nbsp;&nbsp;30959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 1335500 | &nbsp;&nbsp;31803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 208600 | &nbsp;&nbsp;31447 |
|  | Avia Avian Tbk. PT | 2422700 | &nbsp;&nbsp;62506 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Aladin Syariah <br>Tbk. PT<br>| 249500 | &nbsp;&nbsp;9668 |
| \* | Bank Jago Tbk. PT | 175800 | &nbsp;&nbsp;17831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 2335300 | &nbsp;&nbsp;54451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 945900 | &nbsp;&nbsp;81223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero Tbk. <br>PT<br>| 848800 | &nbsp;&nbsp;62351 |
| \* | Barito Pacific Tbk. PT | 688077 | &nbsp;&nbsp;88542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BFI Finance Indonesia <br>Tbk. PT<br>| 2004500 | &nbsp;&nbsp;84319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BISI International Tbk. <br>PT<br>| 170900 | &nbsp;&nbsp;8981 |
|  | Blue Bird Tbk. PT | 152000 | &nbsp;&nbsp;15164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bukalapak.com Tbk. <br>PT<br>| 18983100 | &nbsp;&nbsp;164228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capital Financial <br>Indonesia Tbk. PT<br>| 237300 | &nbsp;&nbsp;21879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chandra Asri Pacific <br>Tbk. PT<br>| 118600 | &nbsp;&nbsp;45761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisarua Mountain <br>Dairy Tbk. PT<br>| 248700 | &nbsp;&nbsp;75691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayamitra <br>Telekomunikasi PT<br>| 1834800 | &nbsp;&nbsp;60785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elang Mahkota <br>Teknologi Tbk. PT<br>| 2711000 | &nbsp;&nbsp;158356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 3037600 | &nbsp;&nbsp;71850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 256600 | &nbsp;&nbsp;16450 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garudafood Putra Putri <br>Jaya Tbk. PT<br>| 2231400 | &nbsp;&nbsp;$47072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexindo Adiperkasa <br>Tbk. PT<br>| 63500 | &nbsp;&nbsp;16386 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Impack Pratama <br>Industri Tbk. PT<br>| 2204000 | &nbsp;&nbsp;310446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 131900 | &nbsp;&nbsp;62590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indomobil Sukses <br>Internasional Tbk. <br>PT<br>| 502700 | &nbsp;&nbsp;31508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industri Jamu Dan <br>Farmasi Sido <br>Muncul Tbk. PT<br>| 2017323 | &nbsp;&nbsp;63013 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Inti Agri Resources <br>Tbk. PT<br>| 550900 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jasa Marga Persero <br>Tbk. PT<br>| 541300 | &nbsp;&nbsp;115023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Real Property <br>Tbk. PT<br>| 709100 | &nbsp;&nbsp;45277 |
|  | Kalbe Farma Tbk. PT | 2381000 | &nbsp;&nbsp;162401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 1676900 | &nbsp;&nbsp;22791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMI Wire & Cable Tbk. <br>PT<br>| 229100 | &nbsp;&nbsp;4519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 2105200 | &nbsp;&nbsp;88292 |
|  | Mayora Indah Tbk. PT | 1131500 | &nbsp;&nbsp;155530 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MD Entertainment Tbk. <br>PT<br>| 317350 | &nbsp;&nbsp;274148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Media Nusantara Citra <br>Tbk. PT<br>| 2337100 | &nbsp;&nbsp;34860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medikaloka Hermina <br>Tbk. PT<br>| 1968600 | &nbsp;&nbsp;155458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Healthcare <br>Indonesia Tbk. PT<br>| 2305100 | &nbsp;&nbsp;72675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrodata Electronics <br>Tbk. PT<br>| 2268400 | &nbsp;&nbsp;76947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midi Utama Indonesia <br>Tbk. PT<br>| 645600 | &nbsp;&nbsp;11877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 1600100 | &nbsp;&nbsp;113128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Keluarga <br>Karyasehat Tbk. PT<br>| 422900 | &nbsp;&nbsp;59969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Pinasthika <br>Mustika Tbk. PT<br>| 395200 | &nbsp;&nbsp;23540 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Digital <br>Entertainment Tbk. <br>PT<br>| 621800 | &nbsp;&nbsp;14096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 7894400 | &nbsp;&nbsp;88079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Panin Financial Tbk. <br>PT<br>| 2877000 | &nbsp;&nbsp;45689 |
| \* | Paninvest Tbk. PT | 332500 | &nbsp;&nbsp;15868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantai Indah Kapuk <br>Dua Tbk. PT<br>| 35300 | &nbsp;&nbsp;19533 |
|  | Petrosea Tbk. PT | 126000 | &nbsp;&nbsp;53356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pool Advista Indonesia <br>Tbk. PT<br>| 64100 | &nbsp;&nbsp;$36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 4085000 | &nbsp;&nbsp;34077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Meditama <br>Metropolitan Tbk. <br>PT<br>| 696400 | &nbsp;&nbsp;13570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 4275200 | &nbsp;&nbsp;133204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selamat Sempurna <br>Tbk. PT<br>| 570200 | &nbsp;&nbsp;59357 |
| \* | Sentul City Tbk. PT | 3492600 | &nbsp;&nbsp;31435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya <br>Tbk. PT<br>| 1957000 | &nbsp;&nbsp;203633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Citra Media Tbk. <br>PT<br>| 2428300 | &nbsp;&nbsp;36203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 1772300 | &nbsp;&nbsp;165712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 253800 | &nbsp;&nbsp;40840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tower Bersama <br>Infrastructure Tbk. <br>PT<br>| 375600 | &nbsp;&nbsp;39894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Indonesia <br>Tbk. PT<br>| 1939500 | &nbsp;&nbsp;222700 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya Persero <br>Tbk. PT<br>| 2437341 | &nbsp;&nbsp;5501 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wijaya Karya Persero <br>Tbk. PT<br>| 2100600 | &nbsp;&nbsp;9574 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;4429000 |
| KUWAIT — (0.6%) | KUWAIT — (0.6%) | KUWAIT — (0.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Real Estate Co. <br>SAK<br>| 53586 | &nbsp;&nbsp;22667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acico Industries Co. <br>KSC<br>| 74581 | &nbsp;&nbsp;101101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 277010 | &nbsp;&nbsp;121443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 182552 | &nbsp;&nbsp;175685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ali Alghanim Sons <br>Automotive Co. <br>KSCC<br>| 44631 | &nbsp;&nbsp;161040 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Arabi Group Holding <br>KSC<br>| 28682 | &nbsp;&nbsp;6724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial Group <br>for Financing & <br>Investment KPSC<br>| 271476 | &nbsp;&nbsp;296801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asiya Capital <br>Investments Co. <br>KSCP<br>| 206003 | &nbsp;&nbsp;26791 |
|  | Boubyan Bank KSCP | 51276 | &nbsp;&nbsp;113162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 94328 | &nbsp;&nbsp;173844 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | Burgan Bank SAK | 229945 | &nbsp;&nbsp;$149213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Combined Group <br>Contracting Co. <br>SAK<br>| 17825 | &nbsp;&nbsp;57334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Facilities <br>Co. SAKP<br>| 74507 | &nbsp;&nbsp;65894 |
|  | Gulf Bank KSCP | 328550 | &nbsp;&nbsp;368855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 24645 | &nbsp;&nbsp;160807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heavy Engineering & <br>Ship Building Co. <br>KSCP<br>| 51453 | &nbsp;&nbsp;131647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humansoft Holding Co. <br>KSC<br>| 24673 | &nbsp;&nbsp;212713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Injazzat Real Estate <br>Development Co. <br>KSCP<br>| 25536 | &nbsp;&nbsp;13776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Holding Co. <br>KCSC<br>| 47085 | &nbsp;&nbsp;65428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KAMCO Investment <br>Co. KSC<br>| 54293 | &nbsp;&nbsp;37177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Finance House <br>KSCP<br>| 737013 | &nbsp;&nbsp;1939439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Financial <br>Centre SAK<br>| 66525 | &nbsp;&nbsp;30530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Insurance Co. <br>SAK<br>| 34849 | &nbsp;&nbsp;69152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 107423 | &nbsp;&nbsp;95144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Investment Co. <br>SAK<br>| 60453 | &nbsp;&nbsp;41722 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Real Estate Co. <br>KSC<br>| 198208 | &nbsp;&nbsp;225623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait <br>Telecommunications <br>Co.<br>| 51876 | &nbsp;&nbsp;110904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mezzan Holding Co. <br>KSCC<br>| 35057 | &nbsp;&nbsp;116990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Kuwait SAKP<br>| 544177 | &nbsp;&nbsp;1686066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Consumer <br>Holding Co. SAK<br>| 61028 | &nbsp;&nbsp;20262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding SAK<br>| 386188 | &nbsp;&nbsp;331953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privatization Holding <br>Co. KSCP<br>| 149482 | &nbsp;&nbsp;33247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salhia Real Estate Co. <br>KSCP<br>| 96984 | &nbsp;&nbsp;123312 |
| \* | Securities House KSC | 52514 | &nbsp;&nbsp;11965 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sultan Center Food <br>Products Co. KSC<br>| 30168 | &nbsp;&nbsp;1768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Real Estate Co. <br>SAKP<br>| 27442 | &nbsp;&nbsp;24993 |
| \* | Warba Bank KSCP | 605755 | &nbsp;&nbsp;559094 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;7884266 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (0.9%) | MALAYSIA — (0.9%) | MALAYSIA — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;99 Speed Mart Retail <br>Holdings Bhd.<br>| 55700 | &nbsp;&nbsp;$56511 |
|  | Able Global Bhd. | 28800 | &nbsp;&nbsp;12216 |
| # | Aeon Co. M Bhd. | 108000 | &nbsp;&nbsp;33916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 21700 | &nbsp;&nbsp;32288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 4200 | &nbsp;&nbsp;14543 |
|  | Allianz Malaysia Bhd. | 9500 | &nbsp;&nbsp;55436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 38000 | &nbsp;&nbsp;14465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 250300 | &nbsp;&nbsp;409368 |
|  | Ancom Nylex Bhd. | 325277 | &nbsp;&nbsp;76769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Astro Malaysia <br>Holdings Bhd.<br>| 288400 | &nbsp;&nbsp;6961 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aurelius Technologies <br>Bhd.<br>| 70800 | &nbsp;&nbsp;13052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 168500 | &nbsp;&nbsp;105592 |
| \* | Berjaya Corp. Bhd. | 475686 | &nbsp;&nbsp;32498 |
| #\* | Berjaya Land Bhd. | 294800 | &nbsp;&nbsp;20618 |
| #\* | Bermaz Auto Bhd. | 317700 | &nbsp;&nbsp;66776 |
| \* | Bumi Armada Bhd. | 563500 | &nbsp;&nbsp;43734 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cahya Mata Sarawak <br>Bhd.<br>| 150700 | &nbsp;&nbsp;55009 |
| \* | Cape Ems Bhd. | 186000 | &nbsp;&nbsp;12545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg Brewery <br>Malaysia Bhd.<br>| 33900 | &nbsp;&nbsp;150830 |
| \* | Chin Hin Group Bhd. | 64300 | &nbsp;&nbsp;37719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMB Group Holdings <br>Bhd.<br>| 362705 | &nbsp;&nbsp;790230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Contracts <br>Bhd.<br>| 57700 | &nbsp;&nbsp;20134 |
|  | CTOS Digital Bhd. | 452900 | &nbsp;&nbsp;103399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;D&O Green <br>Technologies Bhd.<br>| 126900 | &nbsp;&nbsp;20068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 229720 | &nbsp;&nbsp;104754 |
| # | Dialog Group Bhd. | 579300 | &nbsp;&nbsp;241597 |
| # | DRB-Hicom Bhd. | 74900 | &nbsp;&nbsp;20519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Lady Milk <br>Industries Bhd.<br>| 3900 | &nbsp;&nbsp;32596 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 171500 | &nbsp;&nbsp;31934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 183900 | &nbsp;&nbsp;104063 |
| #\* | Ekovest Bhd. | 499300 | &nbsp;&nbsp;32817 |
|  | Ewi Capital Bhd. | 120600 | &nbsp;&nbsp;6739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Prosonic <br>Industries Bhd.<br>| 55100 | &nbsp;&nbsp;16054 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fraser & Neave <br>Holdings Bhd.<br>| 32100 | &nbsp;&nbsp;290414 |
| # | Frontken Corp. Bhd. | 304200 | &nbsp;&nbsp;296526 |
|  | Gamuda Bhd. | 326892 | &nbsp;&nbsp;367536 |
|  | Gas Malaysia Bhd. | 94400 | &nbsp;&nbsp;110546 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | Genting Malaysia Bhd. | 495700 | &nbsp;&nbsp;$249008 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatech Technology <br>Bhd.<br>| 165800 | &nbsp;&nbsp;74097 |
|  | Guan Chong Bhd. | 68833 | &nbsp;&nbsp;12023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heineken Malaysia <br>Bhd.<br>| 35100 | &nbsp;&nbsp;212809 |
|  | Hextar Global Bhd. | 292400 | &nbsp;&nbsp;62409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Industries <br>Bhd.<br>| 20200 | &nbsp;&nbsp;86681 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hup Seng Industries <br>Bhd.<br>| 52600 | &nbsp;&nbsp;13882 |
|  | IHH Healthcare Bhd. | 120700 | &nbsp;&nbsp;274046 |
| # | IJM Corp. Bhd. | 149000 | &nbsp;&nbsp;101271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 176500 | &nbsp;&nbsp;142759 |
|  | ITMAX SYSTEM Bhd. | 60900 | &nbsp;&nbsp;78421 |
| \* | JCY International Bhd. | 193400 | &nbsp;&nbsp;18839 |
| # | Kelington Group Bhd. | 146100 | &nbsp;&nbsp;196053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek Group <br>Bhd.<br>| 90395 | &nbsp;&nbsp;62222 |
| # | KPJ Healthcare Bhd. | 199700 | &nbsp;&nbsp;140323 |
|  | KSL Holdings Bhd. | 77220 | &nbsp;&nbsp;59794 |
| # | LBS Bina Group Bhd. | 288730 | &nbsp;&nbsp;29674 |
|  | LPI Capital Bhd. | 61900 | &nbsp;&nbsp;237540 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magni-Tech Industries <br>Bhd.<br>| 50166 | &nbsp;&nbsp;26241 |
| # | Magnum Bhd. | 216645 | &nbsp;&nbsp;72593 |
|  | Mah Sing Group Bhd. | 316400 | &nbsp;&nbsp;92378 |
|  | Malayan Banking Bhd. | 299309 | &nbsp;&nbsp;895795 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Resources <br>Corp. Bhd.<br>| 398629 | &nbsp;&nbsp;35460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 227025 | &nbsp;&nbsp;82609 |
| # | MBM Resources Bhd. | 18900 | &nbsp;&nbsp;25307 |
|  | MNRB Holdings Bhd. | 105800 | &nbsp;&nbsp;69497 |
| #Ω | Mr. DIY Group M Bhd. | 416950 | &nbsp;&nbsp;193928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MSM Malaysia <br>Holdings Bhd.<br>| 42100 | &nbsp;&nbsp;9919 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Muhibbah Engineering <br>M Bhd.<br>| 139200 | &nbsp;&nbsp;19310 |
| \* | NEXG Bhd. | 31600 | &nbsp;&nbsp;2359 |
| †† | Nylex Malaysia Bhd. | 2285 | &nbsp;&nbsp;26 |
| # | OCK Group Bhd. | 100800 | &nbsp;&nbsp;9608 |
| # | OSK Holdings Bhd. | 348500 | &nbsp;&nbsp;148419 |
|  | Padini Holdings Bhd. | 192000 | &nbsp;&nbsp;94708 |
| # | Paramount Corp. Bhd. | 90300 | &nbsp;&nbsp;24061 |
|  | PBA Holdings Bhd. | 17300 | &nbsp;&nbsp;8596 |
|  | Pecca Group Bhd. | 38700 | &nbsp;&nbsp;16508 |
| # | Perak Transit Bhd. | 59199 | &nbsp;&nbsp;3981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petron Malaysia <br>Refining & Marketing <br>Bhd.<br>| 24600 | &nbsp;&nbsp;25743 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Chemicals <br>Group Bhd.<br>| 108700 | &nbsp;&nbsp;89237 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Dagangan <br>Bhd.<br>| 60800 | &nbsp;&nbsp;326836 |
|  | Power Root Bhd. | 33600 | &nbsp;&nbsp;10311 |
| # | RCE Capital Bhd. | 121600 | &nbsp;&nbsp;35780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | REDtone Digital Bhd. | 72600 | &nbsp;&nbsp;$6812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RGB International <br>Bhd.<br>| 253600 | &nbsp;&nbsp;16723 |
|  | RHB Bank Bhd. | 151457 | &nbsp;&nbsp;324582 |
| \* | Salcon Bhd. | 121000 | &nbsp;&nbsp;7072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Engineering & <br>Equipment M Bhd.<br>| 43000 | &nbsp;&nbsp;38221 |
|  | Scientex Bhd. | 225000 | &nbsp;&nbsp;220412 |
|  | Sime Darby Bhd. | 893400 | &nbsp;&nbsp;489302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 518200 | &nbsp;&nbsp;197435 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Solarvest Holdings <br>Bhd.<br>| 32100 | &nbsp;&nbsp;20469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cable Group <br>Bhd.<br>| 106400 | &nbsp;&nbsp;55953 |
|  | SP Setia Bhd. Group | 451564 | &nbsp;&nbsp;112671 |
|  | Sports Toto Bhd. | 289882 | &nbsp;&nbsp;95649 |
| # | Sunway Bhd. | 64500 | &nbsp;&nbsp;94067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunway Construction <br>Group Bhd.<br>| 78400 | &nbsp;&nbsp;117735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 91767 | &nbsp;&nbsp;80773 |
|  | Taliworks Corp. Bhd. | 120500 | &nbsp;&nbsp;14391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telekom Malaysia <br>Bhd.<br>| 35500 | &nbsp;&nbsp;71208 |
|  | TIME dotCom Bhd. | 177700 | &nbsp;&nbsp;269149 |
| #\* | Tropicana Corp. Bhd. | 190196 | &nbsp;&nbsp;57292 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uchi Technologies <br>Bhd.<br>| 66700 | &nbsp;&nbsp;51677 |
| # | UEM Sunrise Bhd. | 434700 | &nbsp;&nbsp;72250 |
|  | Velesto Energy Bhd. | 854800 | &nbsp;&nbsp;65962 |
|  | ViTrox Corp. Bhd. | 44000 | &nbsp;&nbsp;48625 |
| # | VS Industry Bhd. | 541195 | &nbsp;&nbsp;57557 |
|  | Wasco Bhd. | 54800 | &nbsp;&nbsp;12828 |
| \* | WCT Holdings Bhd. | 171415 | &nbsp;&nbsp;25651 |
|  | Wellcall Holdings Bhd. | 99500 | &nbsp;&nbsp;33339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westports Holdings <br>Bhd.<br>| 71985 | &nbsp;&nbsp;111611 |
| # | Yinson Holdings Bhd. | 514366 | &nbsp;&nbsp;307953 |
|  | YTL Corp. Bhd. | 279720 | &nbsp;&nbsp;147491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YTL Power <br>International Bhd.<br>| 109560 | &nbsp;&nbsp;89682 |
|  | Zetrix Ai Bhd. | 2407454 | &nbsp;&nbsp;491810 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;12018185 |
| MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) |  |
| #\* | Alpek SAB de CV | 108644 | &nbsp;&nbsp;56510 |
|  | Alsea SAB de CV | 36847 | &nbsp;&nbsp;112401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (2228390D US), <br>ADR<br>| 62004 | &nbsp;&nbsp;1283483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (AMXB MM)<br>| 451926 | &nbsp;&nbsp;467287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arca Continental SAB <br>de CV<br>| 50506 | &nbsp;&nbsp;568901 |
| \* | Axtel SAB de CV | 50105 | &nbsp;&nbsp;8056 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
| Ω | Banco del Bajio SA | 149719 | &nbsp;&nbsp;$438037 |
| # | Becle SAB de CV | 57550 | &nbsp;&nbsp;60659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa Mexicana de <br>Valores SAB de CV<br>| 54708 | &nbsp;&nbsp;109754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB <br>de CV (KOFUBL <br>MM)<br>| 48765 | &nbsp;&nbsp;511424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consorcio ARA SAB <br>de CV<br>| 302667 | &nbsp;&nbsp;68410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Inmobiliaria <br>Vesta SAB de CV<br>| 162823 | &nbsp;&nbsp;503022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporativo Fragua <br>SAB de CV<br>| 1008 | &nbsp;&nbsp;30571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 31564 | &nbsp;&nbsp;190367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FEMSAUBD <br>MM)<br>| 90226 | &nbsp;&nbsp;941549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genomma Lab <br>Internacional SAB <br>de CV, Class B<br>| 328961 | &nbsp;&nbsp;313036 |
|  | Gentera SAB de CV | 247530 | &nbsp;&nbsp;687945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 31949 | &nbsp;&nbsp;575780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Centro Norte <br>SAB de CV<br>| 95921 | &nbsp;&nbsp;1400613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (GAPB MM), <br>Class B<br>| 67414 | &nbsp;&nbsp;1853229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (PAC US), ADR<br>| 131 | &nbsp;&nbsp;36013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASR US), ADR<br>| 2311 | &nbsp;&nbsp;797595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASURB MM), <br>Class B<br>| 4774 | &nbsp;&nbsp;165115 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 211753 | &nbsp;&nbsp;735974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Carso SAB de <br>CV<br>| 18695 | &nbsp;&nbsp;127183 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 128356 | &nbsp;&nbsp;878426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Banorte SAB de CV, <br>Class O<br>| 245092 | &nbsp;&nbsp;2763105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Inbursa SAB de CV, <br>Class O<br>| 231220 | &nbsp;&nbsp;580299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Herdez SAB de <br>CV<br>| 40274 | &nbsp;&nbsp;$170213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Hotelero Santa <br>Fe SAB de CV<br>| 135595 | &nbsp;&nbsp;30531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Mexico SAB de <br>CV<br>| 210161 | &nbsp;&nbsp;2318914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Nutrisa SAB de <br>CV<br>| 40274 | &nbsp;&nbsp;10370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Rotoplas SAB <br>de CV<br>| 27955 | &nbsp;&nbsp;18860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 348238 | &nbsp;&nbsp;229555 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias CH SAB de <br>CV<br>| 5389 | &nbsp;&nbsp;53656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 34695 | &nbsp;&nbsp;2011103 |
|  | La Comer SAB de CV | 120968 | &nbsp;&nbsp;259227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 137363 | &nbsp;&nbsp;482217 |
| \* | Ollamani SAB | 20801 | &nbsp;&nbsp;89496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 75389 | &nbsp;&nbsp;70100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 262924 | &nbsp;&nbsp;278932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Soriana <br>SAB de CV, Class B<br>| 37341 | &nbsp;&nbsp;76494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 56141 | &nbsp;&nbsp;878609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRAL <br>MM), Class L<br>| 5771 | &nbsp;&nbsp;69344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 43772 | &nbsp;&nbsp;407564 |
|  | Regional SAB de CV | 68886 | &nbsp;&nbsp;617790 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica <br>SAB de CV<br>| 95985 | &nbsp;&nbsp;30098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wal-Mart de Mexico <br>SAB de CV<br>| 494130 | &nbsp;&nbsp;1568119 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;25935936 |
| PERU — (0.2%) | PERU — (0.2%) | PERU — (0.2%) |  |
|  | Credicorp Ltd. | 4963 | &nbsp;&nbsp;1770947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercorp Financial <br>Services, Inc.<br>| 4167 | &nbsp;&nbsp;204100 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp;1975047 |
| PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) |  |
|  | ACEN Corp. | 1207000 | &nbsp;&nbsp;54189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Global Group, <br>Inc.<br>| 432600 | &nbsp;&nbsp;54551 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | Apex Mining Co., Inc. | 538000 | &nbsp;&nbsp;$133318 |
|  | Ayala Corp. | 12600 | &nbsp;&nbsp;108276 |
|  | Ayala Land, Inc. | 268500 | &nbsp;&nbsp;96813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AyalaLand Logistics <br>Holdings Corp.<br>| 407000 | &nbsp;&nbsp;9250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Philippine <br>Islands<br>| 122482 | &nbsp;&nbsp;257999 |
|  | BDO Unibank, Inc. | 87993 | &nbsp;&nbsp;201674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomberry Resorts <br>Corp.<br>| 339900 | &nbsp;&nbsp;16419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cebu Landmasters, <br>Inc.<br>| 258680 | &nbsp;&nbsp;10977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 392300 | &nbsp;&nbsp;103326 |
|  | Cosco Capital, Inc. | 555300 | &nbsp;&nbsp;68815 |
|  | D&L Industries, Inc. | 536700 | &nbsp;&nbsp;36467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigiPlus Interactive <br>Corp.<br>| 245600 | &nbsp;&nbsp;54283 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DITO CME Holdings <br>Corp.<br>| 492100 | &nbsp;&nbsp;5674 |
| \* | DoubleDragon Corp. | 211400 | &nbsp;&nbsp;36044 |
|  | Emperador, Inc. | 47400 | &nbsp;&nbsp;12467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Filinvest Development <br>Corp.<br>| 39100 | &nbsp;&nbsp;2943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginebra San Miguel, <br>Inc.<br>| 16380 | &nbsp;&nbsp;80916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Ferronickel <br>Holdings, Inc.<br>| 557000 | &nbsp;&nbsp;18811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 10410 | &nbsp;&nbsp;118568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Container <br>Terminal Services, <br>Inc.<br>| 93490 | &nbsp;&nbsp;1023990 |
|  | Keepers Holdings, Inc. | 298000 | &nbsp;&nbsp;11594 |
|  | LT Group, Inc. | 489000 | &nbsp;&nbsp;132648 |
|  | MacroAsia Corp. | 100000 | &nbsp;&nbsp;8358 |
|  | Manila Electric Co. | 5140 | &nbsp;&nbsp;51439 |
|  | Manila Water Co., Inc. | 237200 | &nbsp;&nbsp;163487 |
| Ω | Monde Nissin Corp. | 237600 | &nbsp;&nbsp;22960 |
|  | Nickel Asia Corp. | 608700 | &nbsp;&nbsp;55637 |
|  | Petron Corp. | 1035100 | &nbsp;&nbsp;47460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philcomsat Holdings <br>Corp.<br>| 9969 | &nbsp;&nbsp;18110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Seven <br>Corp.<br>| 10960 | &nbsp;&nbsp;6419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Stock <br>Exchange, Inc.<br>| 130 | &nbsp;&nbsp;454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 215500 | &nbsp;&nbsp;130626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizal Commercial <br>Banking Corp.<br>| 34700 | &nbsp;&nbsp;14792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 43580 | &nbsp;&nbsp;27404 |
| \* | Shell Pilipinas Corp. | 142200 | &nbsp;&nbsp;30131 |
|  | SM Investments Corp. | 5100 | &nbsp;&nbsp;60616 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | SSI Group, Inc. | 90000 | &nbsp;&nbsp;$4128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Education Systems <br>Holdings, Inc.<br>| 448000 | &nbsp;&nbsp;9586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Grid & <br>Development Phils, <br>Inc.<br>| 222700 | &nbsp;&nbsp;72417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vista Land & <br>Lifescapes, Inc.<br>| 665000 | &nbsp;&nbsp;13362 |
|  | Vistamalls, Inc. | 23100 | &nbsp;&nbsp;478 |
|  | Wilcon Depot, Inc. | 174000 | &nbsp;&nbsp;19770 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;3407646 |
| POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) |  |
| \* | 11 bit studios SA | 239 | &nbsp;&nbsp;9743 |
|  | AB SA | 2614 | &nbsp;&nbsp;87593 |
| \* | Action SA | 2232 | &nbsp;&nbsp;20233 |
|  | Alior Bank SA | 26856 | &nbsp;&nbsp;876571 |
| \*Ω | Allegro.eu SA | 38040 | &nbsp;&nbsp;312493 |
|  | Amica SA | 1140 | &nbsp;&nbsp;19275 |
|  | AmRest Holdings SE | 10607 | &nbsp;&nbsp;40491 |
|  | Apator SA | 4975 | &nbsp;&nbsp;36898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 16354 | &nbsp;&nbsp;176903 |
|  | Asseco Poland SA | 22903 | &nbsp;&nbsp;1394701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asseco South Eastern <br>Europe SA<br>| 6922 | &nbsp;&nbsp;146032 |
|  | Auto Partner SA | 16874 | &nbsp;&nbsp;89478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 9207 | &nbsp;&nbsp;298996 |
| \* | Bank Millennium SA | 42323 | &nbsp;&nbsp;204738 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ochrony <br>Srodowiska SA<br>| 12487 | &nbsp;&nbsp;35741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Polska Kasa <br>Opieki SA<br>| 16053 | &nbsp;&nbsp;976311 |
| #\* | Benefit Systems SA | 550 | &nbsp;&nbsp;592318 |
| \* | Bioton SA | 11456 | &nbsp;&nbsp;12790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 2590 | &nbsp;&nbsp;106597 |
|  | Boryszew SA | 20361 | &nbsp;&nbsp;32992 |
| # | Budimex SA | 3730 | &nbsp;&nbsp;721057 |
| #\* | CCC SA | 9996 | &nbsp;&nbsp;330396 |
|  | CD Projekt SA | 4470 | &nbsp;&nbsp;326295 |
| \* | Celon Pharma SA | 1863 | &nbsp;&nbsp;11448 |
| \* | CI Games SA | 29151 | &nbsp;&nbsp;19196 |
|  | Cyber Folks SA | 1987 | &nbsp;&nbsp;115149 |
| #\* | Cyfrowy Polsat SA | 50371 | &nbsp;&nbsp;189388 |
| \* | Datawalk SA | 404 | &nbsp;&nbsp;19346 |
|  | Develia SA | 90319 | &nbsp;&nbsp;237040 |
| \*Ω | Dino Polska SA | 53460 | &nbsp;&nbsp;565582 |
|  | Dom Development SA | 3133 | &nbsp;&nbsp;237163 |
| # | Elektrotim SA | 1086 | &nbsp;&nbsp;15119 |
|  | Erbud SA | 1787 | &nbsp;&nbsp;14752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fabryki Mebli Forte <br>SA<br>| 5421 | &nbsp;&nbsp;37917 |
|  | Ferro SA | 2661 | &nbsp;&nbsp;22907 |
|  | Grupa Kety SA | 3355 | &nbsp;&nbsp;962785 |
|  | Grupa Pracuj SA | 4282 | &nbsp;&nbsp;57736 |
| \*Ω | HUUUGE, Inc. | 12526 | &nbsp;&nbsp;88637 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
|  | ING Bank Slaski SA | 4782 | &nbsp;&nbsp;$522560 |
| # | Inter Cars SA | 2430 | &nbsp;&nbsp;433742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KGHM Polska Miedz <br>SA<br>| 9418 | &nbsp;&nbsp;873864 |
|  | KRUK SA | 2575 | &nbsp;&nbsp;354058 |
|  | LPP SA | 151 | &nbsp;&nbsp;833902 |
| \* | mBank SA | 1439 | &nbsp;&nbsp;419758 |
|  | Mirbud SA | 19396 | &nbsp;&nbsp;71577 |
|  | Neuca SA | 496 | &nbsp;&nbsp;110583 |
| # | Newag SA | 7382 | &nbsp;&nbsp;258805 |
|  | Orange Polska SA | 108946 | &nbsp;&nbsp;352247 |
|  | PCC Rokita SA | 469 | &nbsp;&nbsp;9578 |
|  | Pepco Group NV | 27395 | &nbsp;&nbsp;223868 |
|  | PlayWay SA | 481 | &nbsp;&nbsp;38000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechny Zaklad <br>Ubezpieczen SA<br>| 25348 | &nbsp;&nbsp;498755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander Bank <br>Polska SA<br>| 2763 | &nbsp;&nbsp;433471 |
| \* | Selvita SA | 1054 | &nbsp;&nbsp;12748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stalexport Autostrady <br>SA<br>| 24162 | &nbsp;&nbsp;19193 |
|  | Synektik SA | 1667 | &nbsp;&nbsp;138337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 118550 | &nbsp;&nbsp;366640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEN Square Games <br>SA<br>| 1598 | &nbsp;&nbsp;51589 |
| # | Text SA | 2733 | &nbsp;&nbsp;32586 |
|  | Torpol SA | 1310 | &nbsp;&nbsp;21537 |
|  | Unimot SA | 1194 | &nbsp;&nbsp;45687 |
|  | Votum SA | 825 | &nbsp;&nbsp;11134 |
|  | Voxel SA | 612 | &nbsp;&nbsp;23737 |
| \* | VRG SA | 39196 | &nbsp;&nbsp;54824 |
|  | Wawel SA | 162 | &nbsp;&nbsp;38297 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 2794 | &nbsp;&nbsp;48479 |
| Ω | XTB SA | 26061 | &nbsp;&nbsp;621114 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;16363477 |
| QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) |  |
|  | Aamal Co. | 559583 | &nbsp;&nbsp;132103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Takaful <br>Group QSC<br>| 64415 | &nbsp;&nbsp;41605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Meera Consumer <br>Goods Co. QSC<br>| 37943 | &nbsp;&nbsp;153319 |
|  | Al Rayan Bank | 567170 | &nbsp;&nbsp;354300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alijarah Holding Co. <br>QPSC<br>| 95410 | &nbsp;&nbsp;18686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 462445 | &nbsp;&nbsp;347858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Bank <br>PSQC <br>| 450617 | &nbsp;&nbsp;588991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dlala Brokerage & <br>Investments Holding <br>Co. QSC<br>| 50311 | &nbsp;&nbsp;12976 |
|  | Doha Bank QPSC | 593574 | &nbsp;&nbsp;450235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Estithmar Holding <br>QPSC<br>| 148062 | &nbsp;&nbsp;163865 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 99358 | &nbsp;&nbsp;$76164 |
|  | Gulf Warehousing Co. | 64389 | &nbsp;&nbsp;44298 |
|  | Mannai Corp. QSC | 43016 | &nbsp;&nbsp;57526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development QPSC<br>| 292130 | &nbsp;&nbsp;46646 |
|  | Medicare Group | 52317 | &nbsp;&nbsp;92347 |
|  | Meeza QSTP LLC | 13050 | &nbsp;&nbsp;11853 |
|  | Qatar Fuel QSC | 102898 | &nbsp;&nbsp;438127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 50886 | &nbsp;&nbsp;32369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Insurance Co. <br>SAQ<br>| 557185 | &nbsp;&nbsp;335575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar International <br>Islamic Bank QSC<br>| 146694 | &nbsp;&nbsp;460325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic Bank <br>QPSC<br>| 125251 | &nbsp;&nbsp;860212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic <br>Insurance Group<br>| 6276 | &nbsp;&nbsp;15003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Bank <br>QPSC<br>| 473783 | &nbsp;&nbsp;2581356 |
|  | Qatar Navigation QSC | 93925 | &nbsp;&nbsp;291798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QLM Life & Medical <br>Insurance Co. WLL<br>| 7022 | &nbsp;&nbsp;4719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 436676 | &nbsp;&nbsp;115802 |
|  | Vodafone Qatar PQSC | 393689 | &nbsp;&nbsp;275801 |
|  | Zad Holding Co. | 15334 | &nbsp;&nbsp;61138 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;8064997 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lenta International Co. <br>PJSC, GDR<br>| 7070 | &nbsp;&nbsp;0 |
| \*†† | PhosAgro PJSC | 50 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Polyus PJSC (PLZL <br>LI), GDR<br>| 4999 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sberbank of Russia <br>PJSC (SBER LI), <br>Sponsored ADR<br>| 114063 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 102771 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (2.4%) | SAUDI ARABIA — (2.4%) | SAUDI ARABIA — (2.4%) |  |
|  | Ades Holding Co. | 47297 | &nbsp;&nbsp;242340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 12095 | &nbsp;&nbsp;83670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 9444 | &nbsp;&nbsp;176268 |
|  | Al Hammadi Holding | 18919 | &nbsp;&nbsp;140096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Training & <br>Education Co.<br>| 4181 | &nbsp;&nbsp;23168 |
|  | Al Rajhi Bank | 181888 | &nbsp;&nbsp;5194047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Rajhi Co. for <br>Co-operative <br>Insurance<br>| 1110 | &nbsp;&nbsp;24590 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | Alamar Foods | 1295 | &nbsp;&nbsp;$15170 |
|  | Alaseel Co. | 22170 | &nbsp;&nbsp;21889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 8250 | &nbsp;&nbsp;112693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldrees Petroleum & <br>Transport Services <br>Co.<br>| 21490 | &nbsp;&nbsp;684290 |
|  | Alinma Bank | 109815 | &nbsp;&nbsp;834132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlJazira Takaful <br>Ta'awuni Co.<br>| 8814 | &nbsp;&nbsp;28637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlKhorayef Water & <br>Power Technologies <br>Co.<br>| 4850 | &nbsp;&nbsp;159977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 14735 | &nbsp;&nbsp;42743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Almawarid Manpower <br>Co.<br>| 297 | &nbsp;&nbsp;9792 |
|  | Almunajem Foods Co. | 3575 | &nbsp;&nbsp;52555 |
|  | Alujain Corp. | 10656 | &nbsp;&nbsp;74218 |
|  | Arab National Bank | 120759 | &nbsp;&nbsp;732916 |
|  | Arabian Drilling Co. | 4775 | &nbsp;&nbsp;133662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Internet & <br>Communications <br>Services Co.<br>| 8358 | &nbsp;&nbsp;522382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Shield <br>Cooperative <br>Insurance Co.<br>| 7937 | &nbsp;&nbsp;25114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 14223 | &nbsp;&nbsp;82258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ARTEX Industrial <br>Investment Co.<br>| 3860 | &nbsp;&nbsp;11121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Industrial Group <br>Co.<br>| 7787 | &nbsp;&nbsp;311311 |
|  | Ataa Educational Co. | 1370 | &nbsp;&nbsp;20315 |
|  | Bank AlBilad | 127346 | &nbsp;&nbsp;901685 |
| \* | Bank Al-Jazira | 162110 | &nbsp;&nbsp;541467 |
|  | Banque Saudi Fransi | 121119 | &nbsp;&nbsp;583019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Basic Chemical <br>Industries Ltd.<br>| 1702 | &nbsp;&nbsp;11945 |
| \* | Bawan Co. | 5267 | &nbsp;&nbsp;68425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BinDawood Holding <br>Co.<br>| 73855 | &nbsp;&nbsp;97153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bupa Arabia for <br>Cooperative <br>Insurance Co.<br>| 24951 | &nbsp;&nbsp;1096130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catrion Catering <br>Holding Co.<br>| 10006 | &nbsp;&nbsp;216109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Arabia <br>Cooperative <br>Insurance Co.<br>| 1633 | &nbsp;&nbsp;10040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co. for Cooperative <br>Insurance <br>| 19494 | &nbsp;&nbsp;711319 |
|  | Dallah Healthcare Co. | 7081 | &nbsp;&nbsp;233539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 139858 | &nbsp;&nbsp;697151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Sulaiman Al Habib <br>Medical Services <br>Group Co.<br>| 14724 | &nbsp;&nbsp;$1026879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Pipes Integrated <br>Co. for Industry<br>| 1644 | &nbsp;&nbsp;66122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrical Industries <br>Co.<br>| 122776 | &nbsp;&nbsp;446957 |
|  | Elm Co. | 720 | &nbsp;&nbsp;148917 |
| \* | Emaar Economic City | 41117 | &nbsp;&nbsp;108001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etihad GO Telecom <br>Co.<br>| 1309 | &nbsp;&nbsp;32793 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fawaz Abdulaziz Al <br>Hokair & Co.<br>| 8304 | &nbsp;&nbsp;38155 |
|  | Fitaihi Holding Group | 6180 | &nbsp;&nbsp;4819 |
|  | Gulf Insurance Group | 2200 | &nbsp;&nbsp;14179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Union Cooperative <br>Insurance Co.<br>| 8361 | &nbsp;&nbsp;24968 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Herfy Food Services <br>Co.<br>| 3218 | &nbsp;&nbsp;13615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamjoom <br>Pharmaceuticals <br>Factory Co.<br>| 2499 | &nbsp;&nbsp;93222 |
|  | Jarir Marketing Co. | 253387 | &nbsp;&nbsp;963966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L'Azurde Co. for <br>Jewelry<br>| 7580 | &nbsp;&nbsp;24041 |
| \* | Lumi Rental Co. | 2196 | &nbsp;&nbsp;28054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malath Cooperative <br>Insurance Co.<br>| 3584 | &nbsp;&nbsp;9465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 12972 | &nbsp;&nbsp;46783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Methanol Chemicals <br>Co.<br>| 7481 | &nbsp;&nbsp;14849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Healthcare <br>Co.<br>| 10685 | &nbsp;&nbsp;101158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Specialized Cables <br>Co.<br>| 2891 | &nbsp;&nbsp;17587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mouwasat Medical <br>Services Co.<br>| 20941 | &nbsp;&nbsp;388699 |
|  | Nahdi Medical Co. | 9786 | &nbsp;&nbsp;256952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 2044 | &nbsp;&nbsp;20023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for <br>Learning & <br>Education<br>| 3304 | &nbsp;&nbsp;113575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Gas & <br>Industrialization Co.<br>| 2871 | &nbsp;&nbsp;68115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Medical Care <br>Co.<br>| 3667 | &nbsp;&nbsp;154660 |
|  | Nayifat Finance Co. | 16900 | &nbsp;&nbsp;54275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Presentation <br>For Commercial <br>Services Co.<br>| 22911 | &nbsp;&nbsp;47351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rabigh Refining & <br>Petrochemical Co.<br>| 42048 | &nbsp;&nbsp;79789 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Retal Urban <br>Development Co.<br>| 55440 | &nbsp;&nbsp;$188451 |
|  | Riyad Bank | 147402 | &nbsp;&nbsp;1106201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyadh Cables Group <br>Co.<br>| 7457 | &nbsp;&nbsp;259540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAL Saudi Logistics <br>Services<br>| 1686 | &nbsp;&nbsp;81042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian <br>Cooperative <br>Insurance Co.<br>| 3090 | &nbsp;&nbsp;9372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Aramco Base Oil <br>Co.<br>| 8491 | &nbsp;&nbsp;236694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Automotive <br>Services Co.<br>| 10274 | &nbsp;&nbsp;140316 |
|  | Saudi Awwal Bank | 72243 | &nbsp;&nbsp;686451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Basic Industries <br>Corp.<br>| 26474 | &nbsp;&nbsp;401231 |
|  | Saudi Ceramic Co. | 7498 | &nbsp;&nbsp;55555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 92658 | &nbsp;&nbsp;188793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Industrial <br>Investment Group<br>| 33915 | &nbsp;&nbsp;113158 |
|  | Saudi Investment Bank <br>| 31233 | &nbsp;&nbsp;116568 |
| \* | Saudi Marketing Co. | 7310 | &nbsp;&nbsp;27364 |
|  | Saudi National Bank  | 351549 | &nbsp;&nbsp;4202900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Paper <br>Manufacturing Co.<br>| 6102 | &nbsp;&nbsp;91858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 8376 | &nbsp;&nbsp;61634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Printing & <br>Packaging Co.<br>| 6278 | &nbsp;&nbsp;13906 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Public Transport <br>Co.<br>| 17653 | &nbsp;&nbsp;47231 |
| \* | Saudi Real Estate Co. | 23927 | &nbsp;&nbsp;92449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 17362 | &nbsp;&nbsp;129193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Research & <br>Media Group<br>| 10973 | &nbsp;&nbsp;350234 |
|  | Saudi Steel Pipe Co. | 4527 | &nbsp;&nbsp;48861 |
|  | Saudi Telecom Co. | 146492 | &nbsp;&nbsp;1738975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudia Dairy & <br>Foodstuff Co.<br>| 2906 | &nbsp;&nbsp;187681 |
| \* | Savola Group  | 34538 | &nbsp;&nbsp;220031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scientific & Medical <br>Equipment House <br>Co.<br>| 1619 | &nbsp;&nbsp;14061 |
| \* | Seera Group Holding | 39272 | &nbsp;&nbsp;280453 |
| \* | SHL Finance Co. | 11667 | &nbsp;&nbsp;50757 |
| \* | Sinad Holding Co. | 11062 | &nbsp;&nbsp;26443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumou Real Estate <br>Co.<br>| 1206 | &nbsp;&nbsp;10615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 3134 | &nbsp;&nbsp;23941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Takween Advanced <br>Industries Co.<br>| 5988 | &nbsp;&nbsp;$10054 |
|  | Theeb Rent A Car Co. | 13108 | &nbsp;&nbsp;123701 |
|  | United Electronics Co. | 11946 | &nbsp;&nbsp;279930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 15153 | &nbsp;&nbsp;244653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walaa Cooperative <br>Insurance Co.<br>| 15311 | &nbsp;&nbsp;46022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wataniya Insurance <br>Co.<br>| 3853 | &nbsp;&nbsp;13891 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;31255515 |
| SOUTH AFRICA — (2.7%) | SOUTH AFRICA — (2.7%) | SOUTH AFRICA — (2.7%) |  |
|  | Absa Group Ltd. | 36536 | &nbsp;&nbsp;575718 |
|  | Advtech Ltd. | 88669 | &nbsp;&nbsp;215778 |
|  | AECI Ltd. | 31856 | &nbsp;&nbsp;186893 |
|  | Altron Ltd., Class A | 70082 | &nbsp;&nbsp;83931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti PLC <br>(ANG SJ)<br>| 17465 | &nbsp;&nbsp;1574427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti PLC <br>(AU US)<br>| 13356 | &nbsp;&nbsp;1240372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspen Pharmacare <br>Holdings Ltd.<br>| 68154 | &nbsp;&nbsp;453445 |
|  | Bid Corp. Ltd. | 44842 | &nbsp;&nbsp;1120268 |
|  | Bidvest Group Ltd. | 90047 | &nbsp;&nbsp;1302951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blu Label Unlimited <br>Group Ltd.<br>| 146716 | &nbsp;&nbsp;87402 |
| \* | Brait PLC | 582554 | &nbsp;&nbsp;79601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitec Bank Holdings <br>Ltd.<br>| 4839 | &nbsp;&nbsp;1299241 |
|  | Cashbuild Ltd. | 3768 | &nbsp;&nbsp;33351 |
|  | Clicks Group Ltd. | 71977 | &nbsp;&nbsp;1433968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coronation Fund <br>Managers Ltd.<br>| 55215 | &nbsp;&nbsp;173374 |
|  | DataTec Ltd. | 97487 | &nbsp;&nbsp;461746 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dis-Chem Pharmacies <br>Ltd.<br>| 145089 | &nbsp;&nbsp;326029 |
|  | Discovery Ltd. | 52264 | &nbsp;&nbsp;762047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>SJ)<br>| 15834 | &nbsp;&nbsp;49442 |
|  | Famous Brands Ltd. | 9394 | &nbsp;&nbsp;33846 |
|  | Foschini Group Ltd. | 53551 | &nbsp;&nbsp;280745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gold Fields Ltd. (GFI <br>US), Sponsored <br>ADR<br>| 103816 | &nbsp;&nbsp;5203258 |
|  | Grindrod Ltd. | 105858 | &nbsp;&nbsp;112666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HAR SJ)<br>| 23395 | &nbsp;&nbsp;497110 |
|  | Hudaco Industries Ltd. | 9126 | &nbsp;&nbsp;114701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 47546 | &nbsp;&nbsp;886220 |
|  | Investec Ltd. | 35909 | &nbsp;&nbsp;291116 |
|  | Invicta Holdings Ltd. | 5349 | &nbsp;&nbsp;11915 |
|  | JSE Ltd. | 5853 | &nbsp;&nbsp;53555 |
| \* | KAP Ltd. | 78375 | &nbsp;&nbsp;10768 |
|  | Kumba Iron Ore Ltd. | 12731 | &nbsp;&nbsp;282405 |
|  | Lewis Group Ltd. | 9835 | &nbsp;&nbsp;58434 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Life Healthcare Group <br>Holdings Ltd.<br>| 246201 | &nbsp;&nbsp;$169585 |
|  | Momentum Group Ltd. | 261253 | &nbsp;&nbsp;608367 |
|  | Motus Holdings Ltd. | 47712 | &nbsp;&nbsp;374356 |
|  | Mpact Ltd. | 55728 | &nbsp;&nbsp;76538 |
|  | Mr. Price Group Ltd. | 42263 | &nbsp;&nbsp;464097 |
|  | MTN Group Ltd. | 134187 | &nbsp;&nbsp;1490089 |
| \* | Nampak Ltd. | 516 | &nbsp;&nbsp;16607 |
|  | Naspers Ltd., Class N | 43610 | &nbsp;&nbsp;2670033 |
|  | Nedbank Group Ltd. | 33929 | &nbsp;&nbsp;555626 |
|  | NEPI Rockcastle NV | 119220 | &nbsp;&nbsp;1085692 |
|  | Netcare Ltd. | 214735 | &nbsp;&nbsp;206000 |
|  | Ninety One Ltd. | 53537 | &nbsp;&nbsp;183756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 30847 | &nbsp;&nbsp;734943 |
| \* | Nutun Ltd. | 179113 | &nbsp;&nbsp;13264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 725968 | &nbsp;&nbsp;696736 |
|  | Omnia Holdings Ltd. | 62300 | &nbsp;&nbsp;325140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OUTsurance Group <br>Ltd.<br>| 155471 | &nbsp;&nbsp;686199 |
| Ω | Pepkor Holdings Ltd. | 528713 | &nbsp;&nbsp;863903 |
| \* | Pick n Pay Stores Ltd. | 76377 | &nbsp;&nbsp;112938 |
|  | Raubex Group Ltd. | 27796 | &nbsp;&nbsp;89143 |
|  | Reunert Ltd. | 44147 | &nbsp;&nbsp;168637 |
|  | Sanlam Ltd. | 145258 | &nbsp;&nbsp;909988 |
|  | Santam Ltd. | 10369 | &nbsp;&nbsp;275920 |
|  | Sappi Ltd. | 58142 | &nbsp;&nbsp;64204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 215516 | &nbsp;&nbsp;938013 |
| \* | SPAR Group Ltd.  | 51195 | &nbsp;&nbsp;281610 |
|  | Spur Corp. Ltd. | 15300 | &nbsp;&nbsp;38559 |
|  | Stadio Holdings Ltd. | 56665 | &nbsp;&nbsp;42765 |
|  | Super Group Ltd. | 54022 | &nbsp;&nbsp;57966 |
| # | Tiger Brands Ltd. | 9822 | &nbsp;&nbsp;204202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truworths International <br>Ltd.<br>| 53391 | &nbsp;&nbsp;198165 |
|  | Valterra Platinum Ltd. | 3551 | &nbsp;&nbsp;319051 |
|  | Vodacom Group Ltd. | 25446 | &nbsp;&nbsp;234723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars Holdings <br>Ltd.<br>| 9878 | &nbsp;&nbsp;27937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilson Bayly <br>Holmes-Ovcon Ltd.<br>| 16745 | &nbsp;&nbsp;179484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Holdings <br>Ltd.<br>| 134080 | &nbsp;&nbsp;450144 |
|  | Zeda Ltd. | 44692 | &nbsp;&nbsp;38053 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;35149156 |
| SOUTH KOREA — (15.0%) | SOUTH KOREA — (15.0%) | SOUTH KOREA — (15.0%) |  |
| \* | 3S Korea Co. Ltd. | 7967 | &nbsp;&nbsp;8083 |
| \* | ABLBio, Inc. | 183 | &nbsp;&nbsp;24972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABOV Semiconductor <br>Co. Ltd.<br>| 2691 | &nbsp;&nbsp;24443 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTechnology Co. <br>Ltd.<br>| 1279 | &nbsp;&nbsp;33847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Nano <br>Products Co. Ltd.<br>| 823 | &nbsp;&nbsp;39212 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Process <br>Systems Corp.<br>| 3318 | &nbsp;&nbsp;$49253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Chemical Co. <br>Ltd.<br>| 3816 | &nbsp;&nbsp;24653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 2115 | &nbsp;&nbsp;18452 |
| \* | Agabang & Co. | 6109 | &nbsp;&nbsp;19496 |
|  | Ahnlab, Inc. | 1244 | &nbsp;&nbsp;57410 |
| \* | Alteogen, Inc. | 3127 | &nbsp;&nbsp;894223 |
| \* | ALUKO Co. Ltd. | 17469 | &nbsp;&nbsp;27731 |
| \* | Amicogen, Inc. | 3596 | &nbsp;&nbsp;4103 |
| # | Amorepacific Corp. | 4429 | &nbsp;&nbsp;426319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific Holdings <br>Corp.<br>| 7237 | &nbsp;&nbsp;143861 |
| \* | Ananti, Inc. | 9179 | &nbsp;&nbsp;53423 |
| \* | Anapass, Inc. | 1749 | &nbsp;&nbsp;21519 |
| \* | Anterogen Co. Ltd. | 1450 | &nbsp;&nbsp;43138 |
| \* | APS, Inc. | 1919 | &nbsp;&nbsp;5837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pacific Satellite, <br>Inc.<br>| 2523 | &nbsp;&nbsp;35248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Paper <br>Manufacturing Co. <br>Ltd.<br>| 11507 | &nbsp;&nbsp;62186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Atinum Investment Co. <br>Ltd.<br>| 11432 | &nbsp;&nbsp;26031 |
|  | Avaco Co. Ltd. | 2470 | &nbsp;&nbsp;26135 |
|  | Baiksan Co. Ltd. | 4496 | &nbsp;&nbsp;39587 |
|  | BGF Co. Ltd. | 7644 | &nbsp;&nbsp;21380 |
| \* | BH Co. Ltd. | 7804 | &nbsp;&nbsp;98728 |
| \* | BHI Co. Ltd. | 2644 | &nbsp;&nbsp;130676 |
|  | Binggrae Co. Ltd. | 1718 | &nbsp;&nbsp;89045 |
|  | Bio Plus Co. Ltd. | 9806 | &nbsp;&nbsp;37133 |
| \* | Biodyne Co. Ltd. | 2825 | &nbsp;&nbsp;26887 |
| \* | Bioneer Corp. | 1671 | &nbsp;&nbsp;15697 |
|  | BioNote, Inc. | 10659 | &nbsp;&nbsp;43250 |
|  | BIT Computer Co. Ltd. | 2278 | &nbsp;&nbsp;7968 |
| \* | BNC Korea Co. Ltd. | 5378 | &nbsp;&nbsp;18298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 58811 | &nbsp;&nbsp;677686 |
|  | Boditech Med, Inc. | 5638 | &nbsp;&nbsp;50912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bookook Securities Co. <br>Ltd.<br>| 462 | &nbsp;&nbsp;23053 |
|  | Boryung | 8638 | &nbsp;&nbsp;55414 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bosung Power <br>Technology Co. Ltd.<br>| 7684 | &nbsp;&nbsp;41724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukwang <br>Pharmaceutical Co. <br>Ltd.<br>| 6244 | &nbsp;&nbsp;17407 |
| \* | BYC Co. Ltd. | 800 | &nbsp;&nbsp;23149 |
|  | Byucksan Corp. | 8835 | &nbsp;&nbsp;10369 |
| \* | Cafe24 Corp. | 3535 | &nbsp;&nbsp;92792 |
|  | Cape Industries Ltd. | 6153 | &nbsp;&nbsp;50601 |
|  | Caregen Co. Ltd. | 3701 | &nbsp;&nbsp;322426 |
|  | Celltrion Pharm, Inc. | 1605 | &nbsp;&nbsp;81157 |
|  | Celltrion, Inc. | 7581 | &nbsp;&nbsp;1103308 |
| \* | Chabiotech Co. Ltd. | 2273 | &nbsp;&nbsp;34473 |
|  | Cheil Worldwide, Inc. | 33813 | &nbsp;&nbsp;514979 |
| \* | Chemtronics Co. Ltd. | 3577 | &nbsp;&nbsp;86597 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheryong Electric Co. <br>Ltd.<br>| 2416 | &nbsp;&nbsp;$81411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheryong Industrial <br>Co. Ltd.<br>| 4325 | &nbsp;&nbsp;21778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinyang Holdings <br>Corp.<br>| 7730 | &nbsp;&nbsp;15768 |
|  | Chips&Media, Inc. | 2006 | &nbsp;&nbsp;25893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choil Aluminum Co. <br>Ltd.<br>| 11512 | &nbsp;&nbsp;10646 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 1813 | &nbsp;&nbsp;107476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongkundang <br>Holdings Corp.<br>| 793 | &nbsp;&nbsp;27484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choong Ang Vaccine <br>Laboratory<br>| 1601 | &nbsp;&nbsp;10616 |
| \* | CJ CGV Co. Ltd. | 11618 | &nbsp;&nbsp;48731 |
|  | CJ Corp. | 5015 | &nbsp;&nbsp;757411 |
| \* | CJ ENM Co. Ltd. | 2831 | &nbsp;&nbsp;146661 |
|  | CJ Freshway Corp. | 2433 | &nbsp;&nbsp;47215 |
|  | CJ Logistics Corp. | 2381 | &nbsp;&nbsp;171290 |
|  | Classys, Inc. | 5351 | &nbsp;&nbsp;275266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CLIO Cosmetics Co. <br>Ltd.<br>| 714 | &nbsp;&nbsp;6570 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CMG Pharmaceutical <br>Co. Ltd.<br>| 20794 | &nbsp;&nbsp;29106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Com2uS Holdings <br>Corp.<br>| 2217 | &nbsp;&nbsp;34747 |
|  | Com2uSCorp | 2881 | &nbsp;&nbsp;73588 |
| # | Cosmax, Inc. | 3209 | &nbsp;&nbsp;450171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmecca Korea Co. <br>Ltd.<br>| 1904 | &nbsp;&nbsp;127304 |
| \* | CosmoAM&T Co. Ltd. | 2060 | &nbsp;&nbsp;72458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cosmochemical Co. <br>Ltd.<br>| 3839 | &nbsp;&nbsp;44025 |
|  | Coway Co. Ltd. | 28811 | &nbsp;&nbsp;1667009 |
|  | Cowintech Co. Ltd. | 2248 | &nbsp;&nbsp;28986 |
|  | CR Holdings Co. Ltd. | 5692 | &nbsp;&nbsp;18670 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 3518 | &nbsp;&nbsp;32293 |
|  | Creverse, Inc. | 1427 | &nbsp;&nbsp;12376 |
|  | CS Wind Corp. | 6734 | &nbsp;&nbsp;189813 |
| \* | CTC BIO, Inc. | 2098 | &nbsp;&nbsp;6224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cube Entertainment, <br>Inc.<br>| 2240 | &nbsp;&nbsp;20444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Holdings Co. <br>Ltd.<br>| 3109 | &nbsp;&nbsp;58529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 1272 | &nbsp;&nbsp;20804 |
| \* | D&C Media Co. Ltd. | 981 | &nbsp;&nbsp;8285 |
|  | D.I Corp. | 2915 | &nbsp;&nbsp;68910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Hwa <br>Pharmaceutical Co. <br>Ltd.<br>| 1232 | &nbsp;&nbsp;14114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Won Kang Up Co. <br>Ltd.<br>| 9092 | &nbsp;&nbsp;26352 |
| \* | Daea TI Co. Ltd. | 5700 | &nbsp;&nbsp;16659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Daebongls Co. Ltd. | 2018 | &nbsp;&nbsp;$16912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daechang Forging Co. <br>Ltd.<br>| 5126 | &nbsp;&nbsp;23792 |
|  | Daedong Corp. | 5235 | &nbsp;&nbsp;35810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daedong Gear Co. <br>Ltd.<br>| 1834 | &nbsp;&nbsp;22287 |
|  | Daeduck Co. Ltd. | 1972 | &nbsp;&nbsp;15027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Flour Mill Co. <br>Ltd.<br>| 341 | &nbsp;&nbsp;34309 |
| #\* | Dae-Il Corp. | 9015 | &nbsp;&nbsp;69885 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daejoo Electronic <br>Materials Co. Ltd.<br>| 1388 | &nbsp;&nbsp;72666 |
|  | Daesang Corp. | 4045 | &nbsp;&nbsp;60888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 2845 | &nbsp;&nbsp;19110 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon Cable Co. <br>Ltd.<br>| 10963 | &nbsp;&nbsp;28242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon <br>Pharmaceutical Co. <br>Ltd.<br>| 4099 | &nbsp;&nbsp;32946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewon San Up Co. <br>Ltd.<br>| 2161 | &nbsp;&nbsp;19464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering & <br>Construction Co. <br>Ltd.<br>| 64023 | &nbsp;&nbsp;219890 |
|  | Daewoong Co. Ltd. | 6724 | &nbsp;&nbsp;111739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewoong <br>Pharmaceutical Co. <br>Ltd.<br>| 1231 | &nbsp;&nbsp;144160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihan Pharmaceutical <br>Co. Ltd.<br>| 1066 | &nbsp;&nbsp;21499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 10870 | &nbsp;&nbsp;235848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daol Investment & <br>Securities Co. Ltd.<br>| 12487 | &nbsp;&nbsp;35357 |
| \* | Daou Data Corp. | 4343 | &nbsp;&nbsp;84201 |
| # | Daou Technology, Inc. | 6983 | &nbsp;&nbsp;256988 |
| \* | Dasan Networks, Inc. | 7361 | &nbsp;&nbsp;18400 |
| \* | Dawonsys Co. Ltd. | 4647 | &nbsp;&nbsp;10603 |
|  | DB Insurance Co. Ltd. | 17388 | &nbsp;&nbsp;1716708 |
|  | DB Securities Co. Ltd. | 6205 | &nbsp;&nbsp;58149 |
| \* | DB, Inc. | 36593 | &nbsp;&nbsp;46518 |
|  | Dear U Co. Ltd. | 2020 | &nbsp;&nbsp;52493 |
|  | Dentium Co. Ltd. | 2536 | &nbsp;&nbsp;84573 |
| \* | Deutsch Motors, Inc. | 5379 | &nbsp;&nbsp;16446 |
|  | Device Co. Ltd. | 1253 | &nbsp;&nbsp;13452 |
| \* | Devsisters Co. Ltd. | 773 | &nbsp;&nbsp;20552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Daesung Co. <br>Ltd.<br>| 4602 | &nbsp;&nbsp;25889 |
| \* | DIO Corp. | 1645 | &nbsp;&nbsp;18109 |
| \*†† | DKME | 43041 | &nbsp;&nbsp;11213 |
| # | DL E&C Co. Ltd. | 10257 | &nbsp;&nbsp;314899 |
|  | DL Holdings Co. Ltd. | 1837 | &nbsp;&nbsp;52652 |
| †† | DMS Co. Ltd. | 7907 | &nbsp;&nbsp;13041 |
|  | DN Automotive Corp. | 4608 | &nbsp;&nbsp;80406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dohwa Engineering <br>Co. Ltd.<br>| 4413 | &nbsp;&nbsp;18729 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio Holdings <br>Co. Ltd.<br>| 552 | &nbsp;&nbsp;$41602 |
|  | Dong-A ST Co. Ltd. | 1306 | &nbsp;&nbsp;49649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-Ah Geological <br>Engineering Co. <br>Ltd.<br>| 649 | &nbsp;&nbsp;7846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongbang Transport <br>Logistics Co. Ltd.<br>| 14438 | &nbsp;&nbsp;26502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem Co. <br>Ltd.<br>| 18159 | &nbsp;&nbsp;698926 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkoo Bio & <br>Pharma Co. Ltd.<br>| 6721 | &nbsp;&nbsp;24744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 5585 | &nbsp;&nbsp;72633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Holdings Co. <br>Ltd.<br>| 6767 | &nbsp;&nbsp;35644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill Co. <br>Ltd.<br>| 11214 | &nbsp;&nbsp;68626 |
| # | Dongsuh Cos., Inc. | 5441 | &nbsp;&nbsp;98169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Chemical <br>Co. Ltd.<br>| 11420 | &nbsp;&nbsp;34741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Finetec Co. <br>Ltd.<br>| 6686 | &nbsp;&nbsp;130969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Enterprise <br>Co. Ltd.<br>| 4310 | &nbsp;&nbsp;32093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Pharm Co. <br>Ltd.<br>| 5888 | &nbsp;&nbsp;24796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Development <br>Co. Ltd.<br>| 13299 | &nbsp;&nbsp;27284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 1532 | &nbsp;&nbsp;44103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 1570 | &nbsp;&nbsp;30306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwoon Anatech <br>Co. Ltd.<br>| 4908 | &nbsp;&nbsp;102541 |
|  | Dongyang E&P, Inc. | 1464 | &nbsp;&nbsp;31866 |
|  | Doosan Bobcat, Inc. | 18603 | &nbsp;&nbsp;757364 |
|  | Doosan Co. Ltd. | 764 | &nbsp;&nbsp;447747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Enerbility Co. <br>Ltd.<br>| 20228 | &nbsp;&nbsp;1262745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Fuel Cell Co. <br>Ltd.<br>| 1925 | &nbsp;&nbsp;45113 |
|  | Doosan Tesna, Inc. | 2770 | &nbsp;&nbsp;128913 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DoubleUGames Co. <br>Ltd.<br>| 5109 | &nbsp;&nbsp;189570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douzone Bizon Co. <br>Ltd.<br>| 4113 | &nbsp;&nbsp;277524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Security Co. <br>Ltd.<br>| 20080 | &nbsp;&nbsp;23713 |
| \* | Dreamtech Co. Ltd. | 7608 | &nbsp;&nbsp;41654 |
| \* | DRTECH Corp. | 10055 | &nbsp;&nbsp;14008 |
|  | DSC Investment, Inc. | 3558 | &nbsp;&nbsp;20918 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duk San Neolux Co. <br>Ltd.<br>| 2143 | &nbsp;&nbsp;57954 |
|  | DY Corp. | 1808 | &nbsp;&nbsp;6408 |
|  | DY POWER Corp. | 3390 | &nbsp;&nbsp;30842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | E1 Corp. | 338 | &nbsp;&nbsp;$20832 |
|  | Ecoplastic Corp. | 11596 | &nbsp;&nbsp;25676 |
| \* | Ecopro BM Co. Ltd. | 3372 | &nbsp;&nbsp;540144 |
|  | Ecopro Co. Ltd. | 7209 | &nbsp;&nbsp;808730 |
|  | Ecopro HN Co. Ltd. | 1731 | &nbsp;&nbsp;49626 |
|  | E-MART, Inc. | 4557 | &nbsp;&nbsp;287633 |
| \* | EMKOREA Co. Ltd. | 4828 | &nbsp;&nbsp;8236 |
| \* | EMRO, Inc. | 1192 | &nbsp;&nbsp;34747 |
| \* | EM-Tech Co. Ltd. | 2530 | &nbsp;&nbsp;14349 |
| \* | Enchem Co. Ltd. | 543 | &nbsp;&nbsp;36141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 3799 | &nbsp;&nbsp;153910 |
|  | Eo Technics Co. Ltd. | 1063 | &nbsp;&nbsp;274224 |
| \* | Eubiologics Co. Ltd. | 5266 | &nbsp;&nbsp;45629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 13616 | &nbsp;&nbsp;40350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Technology <br>Co. Ltd.<br>| 2004 | &nbsp;&nbsp;152400 |
| \* | E-World | 10154 | &nbsp;&nbsp;11237 |
| \* | Exem Co. Ltd. | 9439 | &nbsp;&nbsp;14679 |
|  | Exicon Co. Ltd. | 2411 | &nbsp;&nbsp;40743 |
|  | F&F Co. Ltd. | 7976 | &nbsp;&nbsp;403167 |
| \* | Fine M-Tec Co. Ltd. | 3760 | &nbsp;&nbsp;24706 |
| \* | Fine Semitech Corp. | 2300 | &nbsp;&nbsp;74232 |
| \* | Firstec Co. Ltd. | 4429 | &nbsp;&nbsp;13644 |
| \*†† | Flask Co. Ltd. | 4016 | &nbsp;&nbsp;1239 |
| \* | Foosung Co. Ltd. | 4894 | &nbsp;&nbsp;28622 |
|  | Fursys, Inc. | 987 | &nbsp;&nbsp;28975 |
| \* | Gabia, Inc. | 3274 | &nbsp;&nbsp;75855 |
| \* | GAEASOFT | 4093 | &nbsp;&nbsp;22316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxia Moneytree Co. <br>Ltd.<br>| 1980 | &nbsp;&nbsp;15169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GAMSUNG Corp. Co. <br>Ltd.<br>| 26653 | &nbsp;&nbsp;127698 |
| \* | Gaon Cable Co. Ltd. | 669 | &nbsp;&nbsp;40525 |
| \* | GC Cell Corp. | 1292 | &nbsp;&nbsp;24055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneOne Life Science, <br>Inc.<br>| 11675 | &nbsp;&nbsp;15506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geumhwa PSC Co. <br>Ltd.<br>| 1330 | &nbsp;&nbsp;30592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. Ltd.<br>| 3848 | &nbsp;&nbsp;77120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Tax Free Co. <br>Ltd.<br>| 9554 | &nbsp;&nbsp;30956 |
|  | GnBS eco Co. Ltd. | 4194 | &nbsp;&nbsp;9574 |
|  | GOLFZON Co. Ltd. | 1423 | &nbsp;&nbsp;59914 |
|  | Gradiant Corp. | 4366 | &nbsp;&nbsp;34867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Korea Leisure <br>Co. Ltd.<br>| 4689 | &nbsp;&nbsp;41817 |
|  | Green Cross Corp. | 740 | &nbsp;&nbsp;84518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Cross Holdings <br>Corp.<br>| 6082 | &nbsp;&nbsp;65850 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 19226 | &nbsp;&nbsp;249592 |
| #\* | GS P&L Co. Ltd. | 4601 | &nbsp;&nbsp;163712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gwangju Shinsegae <br>Co. Ltd.<br>| 735 | &nbsp;&nbsp;16033 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAESUNG DS Co. <br>Ltd.<br>| 3254 | &nbsp;&nbsp;$144378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 6099 | &nbsp;&nbsp;142760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Financial Group, <br>Inc.<br>| 53647 | &nbsp;&nbsp;3727505 |
| \* | Hana Materials, Inc. | 1780 | &nbsp;&nbsp;81748 |
| #\* | Hana Micron, Inc. | 13727 | &nbsp;&nbsp;355341 |
| \* | Hana Pharm Co. Ltd. | 2252 | &nbsp;&nbsp;16118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hana Technology Co. <br>Ltd.<br>| 253 | &nbsp;&nbsp;5581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Tour Service, <br>Inc.<br>| 2522 | &nbsp;&nbsp;80911 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanall Biopharma Co. <br>Ltd.<br>| 2608 | &nbsp;&nbsp;93083 |
| \* | Hancom, Inc. | 2264 | &nbsp;&nbsp;40396 |
|  | Handok, Inc. | 2093 | &nbsp;&nbsp;16491 |
|  | Handsome Co. Ltd. | 4735 | &nbsp;&nbsp;60989 |
|  | Hanjin Kal Corp. | 336 | &nbsp;&nbsp;26236 |
|  | Hanjin Logistics Corp. | 2334 | &nbsp;&nbsp;32154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Cosmetics <br>Manufacturing Co. <br>Ltd.<br>| 331 | &nbsp;&nbsp;11410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Shell Oil Co. <br>Ltd.<br>| 185 | &nbsp;&nbsp;55929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. Ltd.<br>| 12905 | &nbsp;&nbsp;570773 |
| # | Hanmi Pharm Co. Ltd. | 1717 | &nbsp;&nbsp;578101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Science Co. <br>Ltd.<br>| 4206 | &nbsp;&nbsp;123983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Semiconductor <br>Co. Ltd.<br>| 7081 | &nbsp;&nbsp;1024316 |
|  | HanmiGlobal Co. Ltd. | 2006 | &nbsp;&nbsp;26063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 1310 | &nbsp;&nbsp;23484 |
| #\* | Hanon Systems | 55293 | &nbsp;&nbsp;125670 |
|  | Hansae Co. Ltd. | 3724 | &nbsp;&nbsp;36121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansae Yes24 <br>Holdings Co. Ltd.<br>| 908 | &nbsp;&nbsp;2594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanshin Machinery <br>Co.<br>| 4076 | &nbsp;&nbsp;11520 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 2177 | &nbsp;&nbsp;423868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hansol IONES Co. <br>Ltd.<br>| 3098 | &nbsp;&nbsp;30164 |
|  | Hansol Paper Co. Ltd. | 4665 | &nbsp;&nbsp;27232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Technics Co. <br>Ltd.<br>| 9847 | &nbsp;&nbsp;40778 |
| \* | Hanssem Co. Ltd. | 638 | &nbsp;&nbsp;20602 |
| \* | Hanwha Engine | 4700 | &nbsp;&nbsp;176787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 16171 | &nbsp;&nbsp;67996 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 28229 | &nbsp;&nbsp;125029 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life Insurance <br>Co. Ltd.<br>| 76989 | &nbsp;&nbsp;186140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Ocean Co. <br>Ltd.<br>| 3875 | &nbsp;&nbsp;$372122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Solutions <br>Corp.<br>| 24837 | &nbsp;&nbsp;474204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Systems Co. <br>Ltd.<br>| 12725 | &nbsp;&nbsp;832242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Vision Co. <br>Ltd.<br>| 4570 | &nbsp;&nbsp;194833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Digitech Co. <br>Ltd.<br>| 1023 | &nbsp;&nbsp;18925 |
|  | Hanyang Eng Co. Ltd. | 4035 | &nbsp;&nbsp;87589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 2979 | &nbsp;&nbsp;42169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB SOLUTION Co. <br>Ltd.<br>| 6888 | &nbsp;&nbsp;10906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB Technology Co. <br>Ltd.<br>| 20026 | &nbsp;&nbsp;29167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HC HomeCenter Co. <br>Ltd.<br>| 29955 | &nbsp;&nbsp;14500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 10503 | &nbsp;&nbsp;790650 |
|  | HD Hyundai Co. Ltd. | 5075 | &nbsp;&nbsp;823611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Electric <br>Co. Ltd.<br>| 4719 | &nbsp;&nbsp;2891071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Energy <br>Solutions Co. Ltd.<br>| 1134 | &nbsp;&nbsp;41794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Heavy <br>Industries Co. Ltd.<br>| 1802 | &nbsp;&nbsp;717251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Korea Shipbuilding <br>& Offshore <br>Engineering Co. <br>Ltd.<br>| 4237 | &nbsp;&nbsp;1213619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 9566 | &nbsp;&nbsp;125848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 13317 | &nbsp;&nbsp;190018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD-Hyundai Marine <br>Engine<br>| 3940 | &nbsp;&nbsp;241332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Innovation Co. <br>Ltd.<br>| 2056 | &nbsp;&nbsp;27614 |
| \* | HFR, Inc. | 1874 | &nbsp;&nbsp;17887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Tech Pharm Co. <br>Ltd.<br>| 3388 | &nbsp;&nbsp;27722 |
|  | Hite Jinro Co. Ltd. | 8027 | &nbsp;&nbsp;97966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitejinro Holdings Co. <br>Ltd.<br>| 2275 | &nbsp;&nbsp;14945 |
|  | HK inno N Corp. | 2746 | &nbsp;&nbsp;107066 |
|  | HL Holdings Corp. | 1851 | &nbsp;&nbsp;58623 |
|  | HL Mando Co. Ltd. | 10849 | &nbsp;&nbsp;480707 |
| \* | HLB Biostep Co. Ltd. | 2115 | &nbsp;&nbsp;2114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hlb Pharma Ceutical <br>Co. Ltd.<br>| 1281 | &nbsp;&nbsp;14727 |
| \* | HLB, Inc. | 10998 | &nbsp;&nbsp;421821 |
| \* | Hotel Shilla Co. Ltd. | 5899 | &nbsp;&nbsp;188910 |
| \* | HPSP Co. Ltd. | 3650 | &nbsp;&nbsp;117005 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung Advanced <br>Materials Corp.<br>| 498 | &nbsp;&nbsp;$81517 |
| \* | HS Hyosung Corp. | 586 | &nbsp;&nbsp;25191 |
|  | HS Industries Co. Ltd. | 4773 | &nbsp;&nbsp;11025 |
| #\* | Hugel, Inc. | 1496 | &nbsp;&nbsp;285879 |
|  | Humedix Co. Ltd. | 2427 | &nbsp;&nbsp;73769 |
|  | Huons Co. Ltd. | 2342 | &nbsp;&nbsp;44678 |
|  | Huons Global Co. Ltd. | 1464 | &nbsp;&nbsp;51567 |
|  | Huvitz Co. Ltd. | 4877 | &nbsp;&nbsp;29977 |
|  | Hwa Shin Co. Ltd. | 5583 | &nbsp;&nbsp;36077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwangkum Steel & <br>Technology Co. Ltd.<br>| 2449 | &nbsp;&nbsp;10183 |
| # | HYBE Co. Ltd. | 1603 | &nbsp;&nbsp;414299 |
|  | Hy-Lok Corp. | 2158 | &nbsp;&nbsp;50325 |
|  | Hyosung Corp. | 2633 | &nbsp;&nbsp;278002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyosung Heavy <br>Industries Corp.<br>| 1008 | &nbsp;&nbsp;1807908 |
|  | Hyosung TNC Corp. | 1216 | &nbsp;&nbsp;317007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Autoever <br>Corp.<br>| 2381 | &nbsp;&nbsp;763318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Bioland Co. <br>Ltd.<br>| 1594 | &nbsp;&nbsp;4794 |
|  | HYUNDAI Corp. | 2484 | &nbsp;&nbsp;38980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 2228 | &nbsp;&nbsp;144790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 6595 | &nbsp;&nbsp;430968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Engineering & <br>Construction Co. <br>Ltd.<br>| 19589 | &nbsp;&nbsp;1390477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HYUNDAI EVERDIGM <br>Corp.<br>| 2354 | &nbsp;&nbsp;13390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Ezwel Co. <br>Ltd.<br>| 4878 | &nbsp;&nbsp;17597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Futurenet Co. <br>Ltd.<br>| 13368 | &nbsp;&nbsp;29944 |
|  | Hyundai GF Holdings | 10655 | &nbsp;&nbsp;68464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 4554 | &nbsp;&nbsp;767801 |
|  | Hyundai Green Food | 5187 | &nbsp;&nbsp;55000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Home <br>Shopping Network <br>Corp.<br>| 1612 | &nbsp;&nbsp;64809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Livart <br>Furniture Co. Ltd.<br>| 3789 | &nbsp;&nbsp;17313 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 15794 | &nbsp;&nbsp;307926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Mobis Co. <br>Ltd.<br>| 6280 | &nbsp;&nbsp;1962229 |
|  | Hyundai Motor Co. | 15441 | &nbsp;&nbsp;5375096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 8713 | &nbsp;&nbsp;57457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Movex Co. <br>Ltd.<br>| 6879 | &nbsp;&nbsp;150433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Rotem Co. <br>Ltd.<br>| 16353 | &nbsp;&nbsp;2614768 |
|  | Hyundai Wia Corp. | 4160 | &nbsp;&nbsp;248384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | HyVision System, Inc. | 2998 | &nbsp;&nbsp;$36328 |
| \* | i3system, Inc. | 1346 | &nbsp;&nbsp;121452 |
| \*†† | Icure Pharm, Inc. | 975 | &nbsp;&nbsp;1102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Il Dong Pharmaceutical <br>Co. Ltd.<br>| 983 | &nbsp;&nbsp;25852 |
| \* | Iljin Diamond Co. Ltd. | 1822 | &nbsp;&nbsp;16790 |
| \* | Iljin Electric Co. Ltd. | 5169 | &nbsp;&nbsp;238484 |
| \* | Iljin Holdings Co. Ltd. | 6856 | &nbsp;&nbsp;37092 |
| \* | Iljin Hysolus Co. Ltd. | 724 | &nbsp;&nbsp;7119 |
|  | Iljin Power Co. Ltd. | 2335 | &nbsp;&nbsp;24931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ilshin Spinning Co. <br>Ltd.<br>| 7844 | &nbsp;&nbsp;71633 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Ilyang Pharmaceutical <br>Co. Ltd.<br>| 2498 | &nbsp;&nbsp;16987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group Co. <br>Ltd.<br>| 37239 | &nbsp;&nbsp;400416 |
|  | iMarketKorea, Inc. | 5701 | &nbsp;&nbsp;30865 |
|  | InBody Co. Ltd. | 2491 | &nbsp;&nbsp;56433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Incar Financial Service <br>Co. Ltd.<br>| 3330 | &nbsp;&nbsp;36592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank of <br>Korea<br>| 57370 | &nbsp;&nbsp;881427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 8704 | &nbsp;&nbsp;114795 |
| \* | InnoWireless Co. Ltd. | 369 | &nbsp;&nbsp;7577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 2497 | &nbsp;&nbsp;56302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insung Information Co. <br>Ltd.<br>| 10578 | &nbsp;&nbsp;12619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellian Technologies, <br>Inc.<br>| 761 | &nbsp;&nbsp;55276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelligent Digital <br>Integrated Security <br>Co. Ltd.<br>| 1685 | &nbsp;&nbsp;20880 |
| \* | Interflex Co. Ltd. | 4180 | &nbsp;&nbsp;35949 |
|  | Interojo Co. Ltd. | 1228 | &nbsp;&nbsp;14958 |
|  | INTOPS Co. Ltd. | 3053 | &nbsp;&nbsp;46829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iNtRON Biotechnology, <br>Inc.<br>| 3888 | &nbsp;&nbsp;10658 |
|  | INVENI Co. Ltd. | 725 | &nbsp;&nbsp;39333 |
|  | IS Dongseo Co. Ltd. | 3543 | &nbsp;&nbsp;57842 |
|  | ISC Co. Ltd. | 2217 | &nbsp;&nbsp;229416 |
|  | i-SENS, Inc. | 3346 | &nbsp;&nbsp;38066 |
| \* | ISU Abxis Co. Ltd. | 2469 | &nbsp;&nbsp;10099 |
| \* | ISU Chemical Co. Ltd. | 3108 | &nbsp;&nbsp;19634 |
|  | IsuPetasys Co. Ltd. | 12308 | &nbsp;&nbsp;994063 |
| \* | Itcencts Co. Ltd. | 19277 | &nbsp;&nbsp;8123 |
| \* | Itcenglobal Co. Ltd. | 3543 | &nbsp;&nbsp;131341 |
| \* | ITEK, Inc. | 4474 | &nbsp;&nbsp;26037 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ITM Semiconductor <br>Co. Ltd.<br>| 554 | &nbsp;&nbsp;4276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 4999 | &nbsp;&nbsp;103826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group Co. <br>Ltd.<br>| 31430 | &nbsp;&nbsp;548385 |
| # | Jeju Bank | 3312 | &nbsp;&nbsp;32473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeju Semiconductor <br>Corp.<br>| 3960 | &nbsp;&nbsp;116958 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Jinsung T.E.C. | 3429 | &nbsp;&nbsp;$34028 |
|  | JLS Co. Ltd. | 1866 | &nbsp;&nbsp;7533 |
|  | JNK Global Co. Ltd. | 8964 | &nbsp;&nbsp;23922 |
| \* | JNTC Co. Ltd. | 1326 | &nbsp;&nbsp;22277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jusung Engineering <br>Co. Ltd.<br>| 7506 | &nbsp;&nbsp;213470 |
|  | JVM Co. Ltd. | 1438 | &nbsp;&nbsp;25274 |
|  | JW Holdings Corp. | 12832 | &nbsp;&nbsp;35413 |
|  | JW Life Science Corp. | 2713 | &nbsp;&nbsp;24300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Pharmaceutical <br>Corp.<br>| 4069 | &nbsp;&nbsp;87682 |
| \* | JW Shinyak Corp. | 4139 | &nbsp;&nbsp;5766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JYP Entertainment <br>Corp.<br>| 10022 | &nbsp;&nbsp;510031 |
|  | K Car Co. Ltd. | 3734 | &nbsp;&nbsp;39926 |
|  | Kakao Corp. | 12331 | &nbsp;&nbsp;524120 |
| \* | Kakao Games Corp. | 11299 | &nbsp;&nbsp;138948 |
|  | KakaoBank Corp. | 21732 | &nbsp;&nbsp;344723 |
| \* | Kakaopay Corp. | 3196 | &nbsp;&nbsp;139635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kangnam Jevisco Co. <br>Ltd.<br>| 1462 | &nbsp;&nbsp;17261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kangwon Energy Co. <br>Ltd.<br>| 3790 | &nbsp;&nbsp;45376 |
| # | Kangwon Land, Inc. | 11157 | &nbsp;&nbsp;134938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (105560 KS)<br>| 40302 | &nbsp;&nbsp;3772234 |
|  | KC Co. Ltd. | 2179 | &nbsp;&nbsp;50455 |
|  | KC Tech Co. Ltd. | 1534 | &nbsp;&nbsp;49704 |
|  | KCC Corp. | 1131 | &nbsp;&nbsp;382600 |
|  | KCTC | 5926 | &nbsp;&nbsp;27726 |
| \* | KEC Corp. | 31873 | &nbsp;&nbsp;17635 |
| \* | Keeps Biopharma, Inc. | 2599 | &nbsp;&nbsp;16589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Engineering & <br>Construction Co., <br>Inc.<br>| 1501 | &nbsp;&nbsp;136287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 8222 | &nbsp;&nbsp;318724 |
|  | KG Chemical Corp. | 6136 | &nbsp;&nbsp;25184 |
|  | KG Dongbusteel | 11151 | &nbsp;&nbsp;43476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 7203 | &nbsp;&nbsp;32951 |
| \* | KG Mobility Co. | 13460 | &nbsp;&nbsp;36258 |
|  | Kginicis Co. Ltd. | 5479 | &nbsp;&nbsp;43837 |
| \* | KH Vatec Co. Ltd. | 4841 | &nbsp;&nbsp;64194 |
|  | Kia Corp. | 33944 | &nbsp;&nbsp;3611748 |
| \* | KidariStudio, Inc. | 6220 | &nbsp;&nbsp;13724 |
|  | KINX, Inc. | 900 | &nbsp;&nbsp;82900 |
|  | KISCO Corp. | 4439 | &nbsp;&nbsp;28867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KISCO Holdings Co. <br>Ltd.<br>| 1214 | &nbsp;&nbsp;20273 |
|  | KISWIRE Ltd. | 3432 | &nbsp;&nbsp;51534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 5117 | &nbsp;&nbsp;1572860 |
| \* | KMW Co. Ltd. | 1668 | &nbsp;&nbsp;21824 |
| \* | KNJ Co. Ltd. | 311 | &nbsp;&nbsp;6015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koh Young Technology, <br>Inc.<br>| 5273 | &nbsp;&nbsp;122538 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Kolmar BNH Co. Ltd. | 1862 | &nbsp;&nbsp;$19238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Holdings Co. <br>Ltd.<br>| 3468 | &nbsp;&nbsp;24207 |
|  | Kolmar Korea Co. Ltd. | 4167 | &nbsp;&nbsp;201770 |
|  | Kolon Corp. | 1302 | &nbsp;&nbsp;54335 |
|  | Kolon Industries, Inc. | 5530 | &nbsp;&nbsp;210118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolon Life Science, <br>Inc.<br>| 479 | &nbsp;&nbsp;21525 |
|  | KoMiCo Ltd. | 1679 | &nbsp;&nbsp;146070 |
|  | KONA I Co. Ltd. | 2442 | &nbsp;&nbsp;104054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Airport Service <br>Co. Ltd.<br>| 236 | &nbsp;&nbsp;11247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Alcohol <br>Industrial Co. Ltd.<br>| 5044 | &nbsp;&nbsp;39434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Asset In Trust <br>Co. Ltd.<br>| 18867 | &nbsp;&nbsp;34117 |
| \* | Korea Circuit Co. Ltd. | 4698 | &nbsp;&nbsp;227471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Terminal <br>Co. Ltd.<br>| 1432 | &nbsp;&nbsp;74265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electronic <br>Power Industrial <br>Development Co. <br>Ltd.<br>| 2808 | &nbsp;&nbsp;26627 |
|  | Korea Gas Corp. | 7365 | &nbsp;&nbsp;204626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications Co. <br>Ltd.<br>| 5535 | &nbsp;&nbsp;31073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 2886 | &nbsp;&nbsp;13369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 14347 | &nbsp;&nbsp;2146234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Movenex Co. <br>Ltd.<br>| 5239 | &nbsp;&nbsp;21101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 456 | &nbsp;&nbsp;49472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petroleum <br>Industries Co.<br>| 1794 | &nbsp;&nbsp;19869 |
|  | Korea Ratings Corp. | 340 | &nbsp;&nbsp;22872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Real Estate <br>Investment & Trust <br>Co. Ltd.<br>| 47912 | &nbsp;&nbsp;40550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea United Pharm, <br>Inc.<br>| 2831 | &nbsp;&nbsp;37435 |
|  | Korea Zinc Co. Ltd. | 909 | &nbsp;&nbsp;1184147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 56541 | &nbsp;&nbsp;461918 |
|  | Kortek Corp. | 2756 | &nbsp;&nbsp;18404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPX Chemical Co. <br>Ltd.<br>| 733 | &nbsp;&nbsp;24514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KPX Electrochem Co. <br>Ltd.<br>| 815 | &nbsp;&nbsp;5027 |
| \* | Krafton, Inc. | 6258 | &nbsp;&nbsp;1098629 |
|  | KT Skylife Co. Ltd. | 6097 | &nbsp;&nbsp;20652 |
|  | Kukje Pharma Co. Ltd. | 5534 | &nbsp;&nbsp;17335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 2713 | &nbsp;&nbsp;270976 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwang Dong <br>Pharmaceutical Co. <br>Ltd.<br>| 13256 | &nbsp;&nbsp;$55531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyeryong Construction <br>Industrial Co. Ltd.<br>| 1770 | &nbsp;&nbsp;26470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyobo Securities Co. <br>Ltd.<br>| 6735 | &nbsp;&nbsp;55581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 2350 | &nbsp;&nbsp;93883 |
|  | Kyungbang Co. Ltd. | 3048 | &nbsp;&nbsp;19800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyungdong Pharm Co. <br>Ltd.<br>| 5683 | &nbsp;&nbsp;22480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyung-In Synthetic <br>Corp.<br>| 12630 | &nbsp;&nbsp;43119 |
|  | KZ Precision Corp. | 1490 | &nbsp;&nbsp;14497 |
|  | L&C Bio Co. Ltd. | 1830 | &nbsp;&nbsp;116530 |
| \* | L&F Co. Ltd. | 1018 | &nbsp;&nbsp;88676 |
| \* | L&K Biomed Co. Ltd. | 1972 | &nbsp;&nbsp;21706 |
| \* | LabGenomics Co. Ltd. | 21308 | &nbsp;&nbsp;25914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lake Materials Co. <br>Ltd.<br>| 8389 | &nbsp;&nbsp;154671 |
| \* | LB Semicon, Inc. | 14643 | &nbsp;&nbsp;47512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 6450 | &nbsp;&nbsp;26526 |
|  | LEENO Industrial, Inc. | 14385 | &nbsp;&nbsp;1047339 |
|  | LF Corp. | 5047 | &nbsp;&nbsp;67301 |
|  | LG Chem Ltd. | 6821 | &nbsp;&nbsp;1464614 |
|  | LG Corp. | 4420 | &nbsp;&nbsp;280574 |
|  | LG Electronics, Inc. | 36266 | &nbsp;&nbsp;2486532 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Energy Solution <br>Ltd.<br>| 1661 | &nbsp;&nbsp;456586 |
| # | LG H&H Co. Ltd. | 2692 | &nbsp;&nbsp;489165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG HelloVision Co. <br>Ltd.<br>| 10736 | &nbsp;&nbsp;17262 |
|  | LG Innotek Co. Ltd. | 4833 | &nbsp;&nbsp;820651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LigaChem Biosciences, <br>Inc.<br>| 2614 | &nbsp;&nbsp;366263 |
| \* | LOT Vacuum Co. Ltd. | 3505 | &nbsp;&nbsp;33435 |
|  | Lotte Chemical Corp. | 2617 | &nbsp;&nbsp;151032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 1305 | &nbsp;&nbsp;120776 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Data <br>Communication Co.<br>| 1059 | &nbsp;&nbsp;15599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine Chemical <br>Co. Ltd.<br>| 3528 | &nbsp;&nbsp;115930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Himart Co. <br>Ltd.<br>| 1317 | &nbsp;&nbsp;6632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 23154 | &nbsp;&nbsp;26692 |
|  | Lotte Rental Co. Ltd. | 6387 | &nbsp;&nbsp;136642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 2377 | &nbsp;&nbsp;138706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Tour <br>Development Co. <br>Ltd.<br>| 3126 | &nbsp;&nbsp;54409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 699 | &nbsp;&nbsp;56330 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | LS Corp. | 6777 | &nbsp;&nbsp;$1068697 |
|  | LS Eco Energy Ltd. | 2895 | &nbsp;&nbsp;82221 |
|  | LS Electric Co. Ltd. | 3150 | &nbsp;&nbsp;1227553 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LS Marine Solution Co. <br>Ltd.<br>| 604 | &nbsp;&nbsp;13476 |
| \* | LVMC Holdings | 36724 | &nbsp;&nbsp;37829 |
|  | LX Hausys Ltd. | 1948 | &nbsp;&nbsp;39147 |
|  | LX Semicon Co. Ltd. | 3940 | &nbsp;&nbsp;149433 |
|  | M.I.Tech Co. Ltd. | 1379 | &nbsp;&nbsp;7168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Korea <br>Infrastructure Fund<br>| 103073 | &nbsp;&nbsp;801093 |
|  | Macrogen, Inc. | 1168 | &nbsp;&nbsp;15840 |
|  | Maeil Dairies Co. Ltd. | 1150 | &nbsp;&nbsp;28160 |
| \* | Manyo Co. Ltd. | 1414 | &nbsp;&nbsp;14130 |
|  | Mcnex Co. Ltd. | 4249 | &nbsp;&nbsp;89643 |
| \* | Mediana Co. Ltd. | 2343 | &nbsp;&nbsp;32110 |
| \* | Medipost Co. Ltd. | 4681 | &nbsp;&nbsp;77750 |
|  | Medytox, Inc. | 531 | &nbsp;&nbsp;49404 |
| \* | Meerecompany, Inc. | 1096 | &nbsp;&nbsp;13714 |
|  | MegaStudy Co. Ltd. | 2286 | &nbsp;&nbsp;17618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 2340 | &nbsp;&nbsp;75586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritz Financial Group, <br>Inc.<br>| 18991 | &nbsp;&nbsp;1535522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META BIOMED Co. <br>Ltd.<br>| 4839 | &nbsp;&nbsp;16363 |
|  | Mgame Corp. | 4951 | &nbsp;&nbsp;19727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mi Chang Oil Industrial <br>Co. Ltd.<br>| 177 | &nbsp;&nbsp;14981 |
| \* | MiCo Ltd. | 5893 | &nbsp;&nbsp;71791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 24853 | &nbsp;&nbsp;162135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 57486 | &nbsp;&nbsp;1704203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Venture <br>Investment Co. Ltd.<br>| 4966 | &nbsp;&nbsp;60830 |
|  | Misto Holdings Corp. | 12699 | &nbsp;&nbsp;413521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Chemicals Co. <br>Ltd.<br>| 147 | &nbsp;&nbsp;9805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Commercial Co. <br>Ltd.<br>| 534 | &nbsp;&nbsp;51504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Holdings Co. <br>Ltd.<br>| 286 | &nbsp;&nbsp;13778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Specialty <br>Chemical Co. Ltd.<br>| 566 | &nbsp;&nbsp;53044 |
| \* | MK Electron Co. Ltd. | 5926 | &nbsp;&nbsp;41161 |
|  | MNTech Co. Ltd. | 3176 | &nbsp;&nbsp;26102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobase Electronics <br>Co. Ltd.<br>| 7819 | &nbsp;&nbsp;23449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modetour Network, <br>Inc.<br>| 2119 | &nbsp;&nbsp;16589 |
| \* | MONAYONGPYONG | 9275 | &nbsp;&nbsp;20347 |
| \* | Motrex Co. Ltd. | 6260 | &nbsp;&nbsp;42007 |
|  | Muhak Co. Ltd. | 3862 | &nbsp;&nbsp;23791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin Industrial <br>Co. Ltd.<br>| 5239 | &nbsp;&nbsp;33357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 3870 | &nbsp;&nbsp;18405 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Namuga Co. Ltd. | 2446 | &nbsp;&nbsp;$42422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyang Dairy <br>Products Co. Ltd.<br>| 940 | &nbsp;&nbsp;31224 |
|  | NAVER Corp. | 4821 | &nbsp;&nbsp;916384 |
|  | NCSoft Corp. | 1711 | &nbsp;&nbsp;278244 |
|  | NeoPharm Co. Ltd. | 3154 | &nbsp;&nbsp;40962 |
|  | Neosem, Inc. | 3005 | &nbsp;&nbsp;32274 |
| \* | Neowiz | 4899 | &nbsp;&nbsp;103555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neowiz Holdings <br>Corp.<br>| 920 | &nbsp;&nbsp;18769 |
| \* | NEPES Corp. | 6963 | &nbsp;&nbsp;91836 |
| \* | Neptune Co. | 5865 | &nbsp;&nbsp;21887 |
| Ω | Netmarble Corp. | 8565 | &nbsp;&nbsp;313310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 5541 | &nbsp;&nbsp;23539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newflex Technology <br>Co. Ltd.<br>| 6149 | &nbsp;&nbsp;28499 |
|  | Nexen Corp. | 4007 | &nbsp;&nbsp;16636 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexon Games Co. <br>Ltd.<br>| 4436 | &nbsp;&nbsp;40780 |
|  | NEXTIN, Inc. | 1876 | &nbsp;&nbsp;127722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 56591 | &nbsp;&nbsp;1060989 |
|  | NHN Corp. | 5134 | &nbsp;&nbsp;114850 |
|  | NHN KCP Corp. | 8103 | &nbsp;&nbsp;127136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 5792 | &nbsp;&nbsp;56020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nice Information & <br>Telecommunication, <br>Inc.<br>| 2046 | &nbsp;&nbsp;34536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Information <br>Service Co. Ltd.<br>| 15565 | &nbsp;&nbsp;187152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nong Shim Holdings <br>Co. Ltd.<br>| 454 | &nbsp;&nbsp;27817 |
|  | NongShim Co. Ltd. | 877 | &nbsp;&nbsp;247211 |
|  | NOVAREX Co. Ltd. | 2936 | &nbsp;&nbsp;28561 |
| \* | OCI Co. Ltd. | 416 | &nbsp;&nbsp;20311 |
| \* | OCI Holdings Co. Ltd. | 1599 | &nbsp;&nbsp;127577 |
|  | ONEJOON Co. Ltd. | 3886 | &nbsp;&nbsp;27480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Precision & <br>Engineering Co. <br>Ltd.<br>| 7436 | &nbsp;&nbsp;43010 |
|  | Orion Corp. | 8167 | &nbsp;&nbsp;664799 |
|  | Orion Holdings Corp. | 7752 | &nbsp;&nbsp;112230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osang Healthcare Co. <br>Ltd.<br>| 1079 | &nbsp;&nbsp;8486 |
| \* | OSTEONIC Co. Ltd. | 2396 | &nbsp;&nbsp;10358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Osung Advanced <br>Materials Co. Ltd.<br>| 18332 | &nbsp;&nbsp;19375 |
| # | Otoki Corp. | 449 | &nbsp;&nbsp;120132 |
|  | Park Systems Corp. | 1229 | &nbsp;&nbsp;258170 |
| \* | Partron Co. Ltd. | 11262 | &nbsp;&nbsp;56080 |
| #\* | Pearl Abyss Corp. | 4270 | &nbsp;&nbsp;169241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 4736 | &nbsp;&nbsp;173280 |
| #\* | Peptron, Inc. | 1506 | &nbsp;&nbsp;319050 |
|  | PHA Co. Ltd. | 2660 | &nbsp;&nbsp;21775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PharmaResearch Co. <br>Ltd.<br>| 1593 | &nbsp;&nbsp;$522744 |
| \* | Pharmicell Co. Ltd. | 8734 | &nbsp;&nbsp;84736 |
|  | Philenergy Co. Ltd. | 104 | &nbsp;&nbsp;1229 |
| \* | Philoptics Co. Ltd. | 1534 | &nbsp;&nbsp;58345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 2025 | &nbsp;&nbsp;22768 |
| \* | PKC Co. Ltd. | 4745 | &nbsp;&nbsp;20009 |
| \* | Polaris AI Corp. | 11204 | &nbsp;&nbsp;14152 |
| \* | Polaris Office Corp. | 3142 | &nbsp;&nbsp;10361 |
| \* | PonyLink Co. Ltd. | 20885 | &nbsp;&nbsp;11646 |
| # | Posco DX Co. Ltd. | 14799 | &nbsp;&nbsp;396686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posco M-Tech Co. <br>Ltd.<br>| 4685 | &nbsp;&nbsp;64218 |
| \* | Power Logics Co. Ltd. | 5517 | &nbsp;&nbsp;21786 |
|  | Protec Co. Ltd. | 1501 | &nbsp;&nbsp;52767 |
| # | PSK, Inc. | 6562 | &nbsp;&nbsp;277233 |
|  | Pulmuone Co. Ltd. | 3204 | &nbsp;&nbsp;29156 |
| \* | Rainbow Robotics | 593 | &nbsp;&nbsp;298530 |
| \* | Refine Co. Ltd. | 1479 | &nbsp;&nbsp;12423 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reyon Pharmaceutical <br>Co. Ltd.<br>| 587 | &nbsp;&nbsp;4601 |
|  | RFHIC Corp. | 1978 | &nbsp;&nbsp;65324 |
| #\* | Robostar Co. Ltd. | 1279 | &nbsp;&nbsp;78658 |
|  | Rorze Systems Corp. | 1438 | &nbsp;&nbsp;9736 |
|  | S&S Tech Corp. | 1955 | &nbsp;&nbsp;122181 |
| # | S-1 Corp. | 7124 | &nbsp;&nbsp;394467 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sam Chun Dang <br>Pharm Co. Ltd.<br>| 1025 | &nbsp;&nbsp;340329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Yung Trading Co. <br>Ltd.<br>| 3832 | &nbsp;&nbsp;46017 |
|  | Samchully Co. Ltd. | 452 | &nbsp;&nbsp;44994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAMHWA Paints <br>Industrial Co. Ltd.<br>| 4611 | &nbsp;&nbsp;22268 |
| †† | Samick THK Co. Ltd. | 1425 | &nbsp;&nbsp;3698 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samil Pharmaceutical <br>Co. Ltd.<br>| 2871 | &nbsp;&nbsp;19987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 3059 | &nbsp;&nbsp;48290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samjin Pharmaceutical <br>Co. Ltd.<br>| 1297 | &nbsp;&nbsp;17367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 1045 | &nbsp;&nbsp;14341 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Biologics Co. <br>Ltd.<br>| 925 | &nbsp;&nbsp;1117879 |
|  | Samsung C&T Corp. | 10387 | &nbsp;&nbsp;2165217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 10148 | &nbsp;&nbsp;400054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (005930 <br>KS)<br>| 324240 | &nbsp;&nbsp;35820321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SMSN LI), <br>GDR<br>| 573 | &nbsp;&nbsp;1577423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SSNHZ <br>US), GDR<br>| 4405 | &nbsp;&nbsp;12131370 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 76812 | &nbsp;&nbsp;$1635043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Episholdings <br>Co. Ltd.<br>| 497 | &nbsp;&nbsp;209241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Fire & <br>Marine Insurance <br>Co. Ltd.<br>| 3480 | &nbsp;&nbsp;1209913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Heavy <br>Industries Co. Ltd.<br>| 57510 | &nbsp;&nbsp;1172121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Life <br>Insurance Co. Ltd.<br>| 7837 | &nbsp;&nbsp;1020421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Pharmaceutical Co. <br>Ltd.<br>| 8786 | &nbsp;&nbsp;11014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDS Co. <br>Ltd.<br>| 6561 | &nbsp;&nbsp;786744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 28770 | &nbsp;&nbsp;1805840 |
| \* | SAMT Co. Ltd. | 10436 | &nbsp;&nbsp;33292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Capacitor Co. <br>Ltd.<br>| 2032 | &nbsp;&nbsp;44433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Electric Co. <br>Ltd.<br>| 664 | &nbsp;&nbsp;24950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samyang <br>Biopharmaceuticals <br>Corp.<br>| 1031 | &nbsp;&nbsp;68475 |
|  | Samyang Corp. | 593 | &nbsp;&nbsp;19562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Holdings <br>Corp.<br>| 970 | &nbsp;&nbsp;40895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Tongsang <br>Co. Ltd.<br>| 207 | &nbsp;&nbsp;8200 |
|  | Samyoung Co. Ltd. | 3277 | &nbsp;&nbsp;13820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangsin Energy <br>Display Precision <br>Co. Ltd.<br>| 2574 | &nbsp;&nbsp;27143 |
|  | Saramin Co. Ltd. | 2216 | &nbsp;&nbsp;20003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satrec Initiative Co. <br>Ltd.<br>| 231 | &nbsp;&nbsp;31396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SBI Investment Korea <br>Co. Ltd.<br>| 18153 | &nbsp;&nbsp;9612 |
|  | SD Biosensor, Inc. | 11297 | &nbsp;&nbsp;70598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel Holdings <br>Corp.<br>| 2560 | &nbsp;&nbsp;130178 |
|  | SeAH Steel Corp. | 387 | &nbsp;&nbsp;32438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 552 | &nbsp;&nbsp;52062 |
|  | Sebang Co. Ltd. | 2671 | &nbsp;&nbsp;26853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global Battery <br>Co. Ltd.<br>| 743 | &nbsp;&nbsp;32827 |
|  | Seegene, Inc. | 4844 | &nbsp;&nbsp;95826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Segyung Hitech Co. <br>Ltd.<br>| 7275 | &nbsp;&nbsp;25260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sejin Heavy Industries <br>Co. Ltd.<br>| 3584 | &nbsp;&nbsp;47925 |
| \* | Sekonix Co. Ltd. | 2406 | &nbsp;&nbsp;10257 |
|  | Seobu T&D | 7366 | &nbsp;&nbsp;89876 |
|  | Seohan Co. Ltd. | 28267 | &nbsp;&nbsp;17482 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Seohee Construction <br>Co. Ltd.<br>| 27891 | &nbsp;&nbsp;$23582 |
| \* | Seoul Auction Co. Ltd. | 1312 | &nbsp;&nbsp;7005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 9925 | &nbsp;&nbsp;53401 |
|  | Seoyon Co. Ltd. | 2977 | &nbsp;&nbsp;22037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 3804 | &nbsp;&nbsp;39968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SEWOONMEDICAL <br>Co. Ltd.<br>| 3371 | &nbsp;&nbsp;5557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SFA Engineering <br>Corp.<br>| 3839 | &nbsp;&nbsp;89622 |
| \* | SFA Semicon Co. Ltd. | 15076 | &nbsp;&nbsp;81190 |
|  | SGC Energy Co. Ltd. | 1962 | &nbsp;&nbsp;29624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 3770 | &nbsp;&nbsp;17017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Poong <br>Pharmaceutical Co. <br>Ltd.<br>| 2471 | &nbsp;&nbsp;22225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindaeyang Paper <br>Co. Ltd.<br>| 4560 | &nbsp;&nbsp;37466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial <br>Group Co. Ltd. <br>(055550 KS)<br>| 48927 | &nbsp;&nbsp;2859469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinil Electronics Co. <br>Ltd.<br>| 13867 | &nbsp;&nbsp;12797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae <br>International, Inc.<br>| 5114 | &nbsp;&nbsp;43209 |
|  | Shinsegae, Inc. | 1720 | &nbsp;&nbsp;381061 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung Delta Tech <br>Co. Ltd.<br>| 3217 | &nbsp;&nbsp;177256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung E&G Co. <br>Ltd.<br>| 13700 | &nbsp;&nbsp;16888 |
|  | Shinwon Corp. | 20628 | &nbsp;&nbsp;20129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 666 | &nbsp;&nbsp;81384 |
| \* | Silicon2 Co. Ltd. | 12019 | &nbsp;&nbsp;441402 |
|  | Silla Co. Ltd. | 1575 | &nbsp;&nbsp;10040 |
| \* | SIMMTECH Co. Ltd. | 1934 | &nbsp;&nbsp;80038 |
|  | SIMPAC, Inc. | 4358 | &nbsp;&nbsp;15002 |
|  | Sindoh Co. Ltd. | 1472 | &nbsp;&nbsp;48235 |
| \* | Sinil Pharm Co. Ltd. | 2016 | &nbsp;&nbsp;8284 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SK Biopharmaceuticals <br>Co. Ltd.<br>| 10636 | &nbsp;&nbsp;867818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK Bioscience Co. <br>Ltd.<br>| 2682 | &nbsp;&nbsp;94277 |
|  | SK Chemicals Co. Ltd. | 2286 | &nbsp;&nbsp;106240 |
|  | SK Discovery Co. Ltd. | 4174 | &nbsp;&nbsp;167574 |
| \* | SK Eternix Co. Ltd. | 3890 | &nbsp;&nbsp;54709 |
|  | SK Gas Ltd. | 1119 | &nbsp;&nbsp;180615 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;SK IE Technology Co. <br>Ltd.<br>| 1748 | &nbsp;&nbsp;33036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 2702 | &nbsp;&nbsp;35308 |
|  | SK Securities Co. Ltd. | 104448 | &nbsp;&nbsp;68573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(017670 KS)<br>| 8096 | &nbsp;&nbsp;408006 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | SKC Co. Ltd. | 2060 | &nbsp;&nbsp;$166373 |
| # | SL Corp. | 4193 | &nbsp;&nbsp;161462 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SM Entertainment Co. <br>Ltd.<br>| 2849 | &nbsp;&nbsp;228518 |
| \* | SMEC Co. Ltd. | 21825 | &nbsp;&nbsp;97434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SNT Dynamics Co. <br>Ltd.<br>| 1417 | &nbsp;&nbsp;48801 |
|  | SNT Holdings Co. Ltd. | 1335 | &nbsp;&nbsp;50166 |
| \* | S-Oil Corp. | 11168 | &nbsp;&nbsp;820458 |
|  | Solid, Inc. | 13559 | &nbsp;&nbsp;79854 |
| #\* | SOLUM Co. Ltd. | 15138 | &nbsp;&nbsp;165682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songwon Industrial Co. <br>Ltd.<br>| 5440 | &nbsp;&nbsp;34239 |
| \* | Soop Co. Ltd. | 3044 | &nbsp;&nbsp;155654 |
|  | Soulbrain Co. Ltd. | 1004 | &nbsp;&nbsp;336934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings Co. <br>Ltd.<br>| 2168 | &nbsp;&nbsp;88181 |
|  | SPC Samlip Co. Ltd. | 539 | &nbsp;&nbsp;18870 |
|  | SPG Co. Ltd. | 2106 | &nbsp;&nbsp;224266 |
|  | ST Pharm Co. Ltd. | 662 | &nbsp;&nbsp;73478 |
|  | Straffic Co. Ltd. | 4180 | &nbsp;&nbsp;10538 |
| \* | Studio Dragon Corp. | 3762 | &nbsp;&nbsp;128471 |
| \* | Sugentech, Inc. | 2106 | &nbsp;&nbsp;9039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend Co. <br>Ltd.<br>| 3015 | &nbsp;&nbsp;67966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sungchang Enterprise <br>Holdings Ltd.<br>| 19478 | &nbsp;&nbsp;18728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 13423 | &nbsp;&nbsp;74488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Electronics <br>Corp.<br>| 5903 | &nbsp;&nbsp;6617 |
| \* | Suprema, Inc. | 1181 | &nbsp;&nbsp;35731 |
|  | SY Co. Ltd. | 6825 | &nbsp;&nbsp;13012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation Co. <br>Ltd.<br>| 5017 | &nbsp;&nbsp;8257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 2490 | &nbsp;&nbsp;64873 |
|  | T&L Co. Ltd. | 1035 | &nbsp;&nbsp;39425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taekwang Industrial <br>Co. Ltd.<br>| 56 | &nbsp;&nbsp;33835 |
| \* | Taewoong Co. Ltd. | 2925 | &nbsp;&nbsp;61847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taeyoung Engineering <br>& Construction Co. <br>Ltd.<br>| 10976 | &nbsp;&nbsp;11966 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 9628 | &nbsp;&nbsp;195411 |
| \* | TechWing, Inc. | 3740 | &nbsp;&nbsp;128064 |
|  | Telechips, Inc. | 1642 | &nbsp;&nbsp;17729 |
|  | TES Co. Ltd. | 1569 | &nbsp;&nbsp;77342 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theragen Etex Co. <br>Ltd.<br>| 12996 | &nbsp;&nbsp;26897 |
| \* | TK Chemical Corp. | 18770 | &nbsp;&nbsp;23358 |
|  | TK Corp. | 2924 | &nbsp;&nbsp;57481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 6016 | &nbsp;&nbsp;83411 |
|  | TLB Co. Ltd. | 759 | &nbsp;&nbsp;30976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Carbon Korea <br>Co. Ltd.<br>| 1278 | &nbsp;&nbsp;209018 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongyang Life <br>Insurance Co. Ltd.<br>| 12025 | &nbsp;&nbsp;$57399 |
| \* | Toptec Co. Ltd. | 5346 | &nbsp;&nbsp;17986 |
|  | Tovis Co. Ltd. | 4782 | &nbsp;&nbsp;51706 |
|  | TSE Co. Ltd. | 588 | &nbsp;&nbsp;31586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tuksu Construction Co. <br>Ltd.<br>| 2777 | &nbsp;&nbsp;12725 |
|  | TYM Corp. | 11325 | &nbsp;&nbsp;55652 |
|  | UBCare Co. Ltd. | 3061 | &nbsp;&nbsp;8456 |
| \* | Ubivelox, Inc. | 1708 | &nbsp;&nbsp;6478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uju Electronics Co. <br>Ltd.<br>| 1295 | &nbsp;&nbsp;28328 |
| \* | Uni-Chem Co. Ltd. | 21092 | &nbsp;&nbsp;17309 |
|  | Unid Co. Ltd. | 1058 | &nbsp;&nbsp;58510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 8784 | &nbsp;&nbsp;69469 |
|  | Uniquest Corp. | 3582 | &nbsp;&nbsp;16015 |
| \* | Unison Co. Ltd. | 15208 | &nbsp;&nbsp;10542 |
| \* | UniTest, Inc. | 3147 | &nbsp;&nbsp;31341 |
| \* | Unitrontech Co. Ltd. | 2869 | &nbsp;&nbsp;13529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. Ltd.<br>| 2937 | &nbsp;&nbsp;42044 |
|  | VICTEK Co. Ltd. | 3541 | &nbsp;&nbsp;9739 |
| \*†† | Vidente Co. Ltd. | 12986 | &nbsp;&nbsp;5621 |
|  | Vieworks Co. Ltd. | 1715 | &nbsp;&nbsp;33648 |
| \* | Vina Tech Co. Ltd. | 537 | &nbsp;&nbsp;35336 |
|  | Vitzro Tech Co. Ltd. | 2270 | &nbsp;&nbsp;16968 |
| \* | Vitzrocell Co. Ltd. | 9188 | &nbsp;&nbsp;133552 |
| \* | VM, Inc. | 2230 | &nbsp;&nbsp;46057 |
| \* | VT Co. Ltd. | 6488 | &nbsp;&nbsp;92405 |
|  | Webzen, Inc. | 2569 | &nbsp;&nbsp;30789 |
| \* | Wemade Co. Ltd. | 1324 | &nbsp;&nbsp;29904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whanin <br>Pharmaceutical Co. <br>Ltd.<br>| 2615 | &nbsp;&nbsp;19446 |
|  | WiSoL Co. Ltd. | 4967 | &nbsp;&nbsp;21047 |
| \* | Won Tech Co. Ltd. | 16450 | &nbsp;&nbsp;116561 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Holdings Co. <br>Ltd.<br>| 10201 | &nbsp;&nbsp;297157 |
|  | WONIK IPS Co. Ltd. | 3743 | &nbsp;&nbsp;294466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 1797 | &nbsp;&nbsp;49566 |
|  | Wonik QnC Corp. | 4248 | &nbsp;&nbsp;83345 |
|  | Woojin, Inc. | 2166 | &nbsp;&nbsp;39054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woori Financial Group, <br>Inc. (316140 KS)<br>| 128428 | &nbsp;&nbsp;2686573 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology <br>Investment Co. Ltd.<br>| 10762 | &nbsp;&nbsp;63037 |
| \* | Woori Technology, Inc. | 22299 | &nbsp;&nbsp;138770 |
| \* | Woosu AMS Co. Ltd. | 11985 | &nbsp;&nbsp;26309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 3898 | &nbsp;&nbsp;69669 |
|  | Xexymix Corp. | 8850 | &nbsp;&nbsp;32312 |
|  | Y G-1 Co. Ltd. | 3502 | &nbsp;&nbsp;21816 |
| \* | YC Corp. | 2394 | &nbsp;&nbsp;32318 |
| \* | YG Entertainment, Inc. | 1723 | &nbsp;&nbsp;89177 |
| \* | YG PLUS | 6733 | &nbsp;&nbsp;33355 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | YMT Co. Ltd. | 3720 | &nbsp;&nbsp;$28901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youlchon Chemical Co. <br>Ltd.<br>| 1214 | &nbsp;&nbsp;22834 |
|  | Young Poong Corp. | 1266 | &nbsp;&nbsp;56852 |
|  | Youngone Corp. | 8797 | &nbsp;&nbsp;555656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 1616 | &nbsp;&nbsp;232118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Securities <br>Korea Co. Ltd.<br>| 27085 | &nbsp;&nbsp;86740 |
|  | Yuhan Corp. | 5469 | &nbsp;&nbsp;408747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YuHwa Securities Co. <br>Ltd.<br>| 6972 | &nbsp;&nbsp;14237 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yungjin Pharmaceutical <br>Co. Ltd.<br>| 16046 | &nbsp;&nbsp;21259 |
| \* | Zeus Co. Ltd. | 3741 | &nbsp;&nbsp;50757 |
|  | Zinus, Inc. | 1437 | &nbsp;&nbsp;12530 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;191791096 |
| TAIWAN — (21.4%) | TAIWAN — (21.4%) | TAIWAN — (21.4%) |  |
|  | 104 Corp. | 2000 | &nbsp;&nbsp;14092 |
|  | 91APP, Inc. | 16000 | &nbsp;&nbsp;33610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aaeon Technology, <br>Inc.<br>| 4199 | &nbsp;&nbsp;16870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABC Taiwan <br>Electronics Corp.<br>| 19210 | &nbsp;&nbsp;18249 |
|  | Abico Avy Co. Ltd. | 37641 | &nbsp;&nbsp;55711 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 52630 | &nbsp;&nbsp;140795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ability Opto-Electronics <br>Technology Co. Ltd.<br>| 10200 | &nbsp;&nbsp;35425 |
|  | AcBel Polytech, Inc. | 193382 | &nbsp;&nbsp;302103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accton Technology <br>Corp.<br>| 86000 | &nbsp;&nbsp;3006839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer Cyber Security, <br>Inc.<br>| 3868 | &nbsp;&nbsp;19998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer E-Enabling <br>Service Business, <br>Inc.<br>| 3000 | &nbsp;&nbsp;19561 |
| # | Acer, Inc. | 1074000 | &nbsp;&nbsp;853425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 25764 | &nbsp;&nbsp;52421 |
| \* | Acon Holding, Inc. | 48041 | &nbsp;&nbsp;10959 |
| # | Acter Group Corp. Ltd. | 35518 | &nbsp;&nbsp;706921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Electronics Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;17388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology Co. <br>Ltd.<br>| 89053 | &nbsp;&nbsp;1007914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Addcn Technology Co. <br>Ltd.<br>| 11506 | &nbsp;&nbsp;60534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Solution Holding Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;353500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced International <br>Multitech Co. Ltd.<br>| 28000 | &nbsp;&nbsp;62859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Optoelectronic <br>Technology, Inc.<br>| 36000 | &nbsp;&nbsp;18998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 13000 | &nbsp;&nbsp;$37796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 98000 | &nbsp;&nbsp;92532 |
|  | Advantech Co. Ltd. | 49406 | &nbsp;&nbsp;466254 |
|  | AEON Motor Co. Ltd. | 9000 | &nbsp;&nbsp;7649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Industrial <br>Development Corp.<br>| 102000 | &nbsp;&nbsp;171514 |
|  | AGV Products Corp. | 138000 | &nbsp;&nbsp;46417 |
|  | AIC, Inc. | 1000 | &nbsp;&nbsp;11953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Airoha Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;110035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airtac International <br>Group<br>| 26532 | &nbsp;&nbsp;960209 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alchip Technologies <br>Ltd.<br>| 12000 | &nbsp;&nbsp;1178153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Marine Co. <br>Ltd.<br>| 4217 | &nbsp;&nbsp;24717 |
| # | Allied Supreme Corp. | 17000 | &nbsp;&nbsp;129771 |
|  | Allis Electric Co. Ltd. | 56203 | &nbsp;&nbsp;219555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 79475 | &nbsp;&nbsp;83445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltop Technology Co. <br>Ltd.<br>| 12001 | &nbsp;&nbsp;94462 |
|  | Alpha Networks, Inc. | 80772 | &nbsp;&nbsp;84161 |
|  | Altek Corp. | 77620 | &nbsp;&nbsp;96047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 18295 | &nbsp;&nbsp;48767 |
|  | AMPACS Corp. | 20000 | &nbsp;&nbsp;17564 |
|  | Ampire Co. Ltd. | 28000 | &nbsp;&nbsp;23647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMPOC Far-East Co. <br>Ltd.<br>| 24376 | &nbsp;&nbsp;83158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 152881 | &nbsp;&nbsp;98262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amulaire Thermal <br>Technology, Inc.<br>| 16883 | &nbsp;&nbsp;17064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 14278 | &nbsp;&nbsp;15445 |
|  | Aopen, Inc. | 12000 | &nbsp;&nbsp;19550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AP Memory <br>Technology Corp.<br>| 2000 | &nbsp;&nbsp;26931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apac Opto Electronics, <br>Inc.<br>| 20000 | &nbsp;&nbsp;45536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 24000 | &nbsp;&nbsp;92690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;26002 |
|  | APCB, Inc. | 35000 | &nbsp;&nbsp;16911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Biotechnology <br>Corp.<br>| 14000 | &nbsp;&nbsp;12942 |
|  | Apex Dynamics, Inc. | 2000 | &nbsp;&nbsp;48801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Science & <br>Engineering<br>| 31212 | &nbsp;&nbsp;11327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 31805 | &nbsp;&nbsp;180624 |
|  | Argosy Research, Inc. | 17013 | &nbsp;&nbsp;84221 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASE Technology <br>Holding Co. Ltd.<br>| 365000 | &nbsp;&nbsp;$3393445 |
|  | Asia Cement Corp. | 135000 | &nbsp;&nbsp;150634 |
| # | Asia Optical Co., Inc. | 56000 | &nbsp;&nbsp;287393 |
|  | Asia Polymer Corp. | 90295 | &nbsp;&nbsp;39687 |
|  | Asia Tech Image, Inc. | 14000 | &nbsp;&nbsp;33803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Vital Components <br>Co. Ltd.<br>| 49158 | &nbsp;&nbsp;2233387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIX Electronics <br>Corp.<br>| 11000 | &nbsp;&nbsp;33348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASMedia Technology, <br>Inc.<br>| 8000 | &nbsp;&nbsp;326259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASolid Technology Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;55124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASPEED Technology, <br>Inc.<br>| 11600 | &nbsp;&nbsp;3244009 |
|  | ASROCK, Inc. | 13000 | &nbsp;&nbsp;88372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asustek Computer, <br>Inc.<br>| 121000 | &nbsp;&nbsp;1900882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATE Energy <br>International Co. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;25943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aten International Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;38282 |
|  | Auden Techno Corp. | 5000 | &nbsp;&nbsp;28152 |
|  | Audix Corp. | 21000 | &nbsp;&nbsp;44328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AURAS Technology <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;314751 |
|  | Aurora Corp. | 17000 | &nbsp;&nbsp;29564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avalue Technology, <br>Inc.<br>| 11000 | &nbsp;&nbsp;31221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avermedia <br>Technologies<br>| 15400 | &nbsp;&nbsp;19076 |
|  | Axiomtek Co. Ltd. | 21986 | &nbsp;&nbsp;57708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 20000 | &nbsp;&nbsp;37292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Yunji <br>International Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;28080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;11050 |
|  | BenQ Materials Corp. | 52000 | &nbsp;&nbsp;32114 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 555608 | &nbsp;&nbsp;240959 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;47498 |
| \* | Bionime Corp. | 6152 | &nbsp;&nbsp;10013 |
|  | Bioteque Corp. | 10000 | &nbsp;&nbsp;38133 |
|  | Bizlink Holding, Inc. | 28403 | &nbsp;&nbsp;1153482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bora Pharmaceuticals <br>Co. Ltd.<br>| 14272 | &nbsp;&nbsp;272906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brave C&H Supply Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;12560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Led Electronics <br>Corp.<br>| 27000 | &nbsp;&nbsp;17192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightek Optoelectronic <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;19291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International Taiwan, <br>Inc.<br>| 106000 | &nbsp;&nbsp;$115853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brillian Network & <br>Automation <br>Integrated System <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;59228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Sun Manufacturing <br>Ltd.<br>| 12267 | &nbsp;&nbsp;91718 |
|  | Calitech Co. Ltd. | 9000 | &nbsp;&nbsp;16278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caliway <br>Biopharmaceuticals <br>Co. Ltd.<br>| 50000 | &nbsp;&nbsp;261358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cameo <br>Communications, <br>Inc.<br>| 32537 | &nbsp;&nbsp;10122 |
|  | Capital Futures Corp. | 26812 | &nbsp;&nbsp;43694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 57000 | &nbsp;&nbsp;53511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 20430 | &nbsp;&nbsp;36796 |
|  | Caswell, Inc. | 8000 | &nbsp;&nbsp;21384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Chemical <br>Works<br>| 14000 | &nbsp;&nbsp;21350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Financial <br>Holding Co. Ltd.<br>| 1014188 | &nbsp;&nbsp;2416284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 234000 | &nbsp;&nbsp;163751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 25601 | &nbsp;&nbsp;48154 |
| # | Celxpert Energy Corp. | 33316 | &nbsp;&nbsp;39575 |
|  | Cenra, Inc. | 38000 | &nbsp;&nbsp;40950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Center Laboratories, <br>Inc.<br>| 159690 | &nbsp;&nbsp;203490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 147642 | &nbsp;&nbsp;124800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Iron & Steel <br>Industrial Co. Ltd.<br>| 50000 | &nbsp;&nbsp;214757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding Co. <br>Ltd.<br>| 304463 | &nbsp;&nbsp;1003459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion <br>Microelectronic <br>Corp.<br>| 4100 | &nbsp;&nbsp;8543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 608833 | &nbsp;&nbsp;394100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 86000 | &nbsp;&nbsp;125350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Technology Co. Ltd.<br>| 63000 | &nbsp;&nbsp;115244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. Ltd.<br>| 43000 | &nbsp;&nbsp;85290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;24233 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 45000 | &nbsp;&nbsp;$48419 |
|  | CHC Resources Corp. | 13000 | &nbsp;&nbsp;28939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;37600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenbro Micom Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;342445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Mei Materials <br>Technology Corp.<br>| 141065 | &nbsp;&nbsp;59688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 182000 | &nbsp;&nbsp;176464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 93000 | &nbsp;&nbsp;114337 |
|  | Chia Chang Co. Ltd. | 42000 | &nbsp;&nbsp;50005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chia Hsin Cement <br>Corp.<br>| 92320 | &nbsp;&nbsp;41600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 179185 | &nbsp;&nbsp;662421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Power <br>Technology Co. Ltd.<br>| 43055 | &nbsp;&nbsp;110460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Kuo <br>Construction Co. <br>Ltd.<br>| 35200 | &nbsp;&nbsp;36141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Shing Harbour <br>Service Co. Ltd.<br>| 8000 | &nbsp;&nbsp;10946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 222000 | &nbsp;&nbsp;114663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electric <br>Manufacturing Corp.<br>| 63900 | &nbsp;&nbsp;26391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China General Plastics <br>Corp.<br>| 110971 | &nbsp;&nbsp;43797 |
|  | China Glaze Co. Ltd. | 40000 | &nbsp;&nbsp;31509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Man-Made Fiber <br>Corp.<br>| 347588 | &nbsp;&nbsp;77511 |
|  | China Metal Products | 53000 | &nbsp;&nbsp;40974 |
|  | China Motor Corp. | 77200 | &nbsp;&nbsp;135796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Petrochemical <br>Development Corp.<br>| 441000 | &nbsp;&nbsp;111661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 32000 | &nbsp;&nbsp;75258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Structure <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;5465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;27326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 36495 | &nbsp;&nbsp;23013 |
| \* | Chip Hope Co. Ltd. | 5000 | &nbsp;&nbsp;8797 |
|  | Chlitina Holding Ltd. | 17513 | &nbsp;&nbsp;57351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 47000 | &nbsp;&nbsp;115378 |
|  | Chroma ATE, Inc. | 42000 | &nbsp;&nbsp;1289668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun YU Works & Co. <br>Ltd.<br>| 17850 | &nbsp;&nbsp;9903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 155000 | &nbsp;&nbsp;106136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hung Steel <br>Corp.<br>| 257000 | &nbsp;&nbsp;$161277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Chemical <br>Industrial Works <br>Ltd.<br>| 21000 | &nbsp;&nbsp;28718 |
|  | Chung Lien Co. Ltd. | 9000 | &nbsp;&nbsp;10974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung-Hsin Electric & <br>Machinery <br>Manufacturing Corp.<br>| 186000 | &nbsp;&nbsp;994044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (2412 TT)<br>| 127000 | &nbsp;&nbsp;538536 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Co. Ltd. <br>(8422 TT)<br>| 150000 | &nbsp;&nbsp;175269 |
|  | Clevo Co. | 138000 | &nbsp;&nbsp;162655 |
|  | Collins Co. Ltd. | 24000 | &nbsp;&nbsp;9533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 1261000 | &nbsp;&nbsp;1301437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;11828 |
|  | Compucase Enterprise | 19000 | &nbsp;&nbsp;43637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 111000 | &nbsp;&nbsp;79813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology Co. <br>Ltd.<br>| 38000 | &nbsp;&nbsp;63778 |
|  | Coremax Corp. | 23170 | &nbsp;&nbsp;49650 |
|  | Coretronic Corp. | 99000 | &nbsp;&nbsp;274209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coxon Precise <br>Industrial Co. Ltd.<br>| 18000 | &nbsp;&nbsp;8117 |
|  | Creative Sensor, Inc. | 15300 | &nbsp;&nbsp;29674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTBC Financial <br>Holding Co. Ltd.<br>| 2109000 | &nbsp;&nbsp;3397903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTCI Advanced <br>Systems, Inc.<br>| 2000 | &nbsp;&nbsp;10948 |
|  | CTCI Corp. | 196933 | &nbsp;&nbsp;192891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Traffic Industries <br>Co. Ltd.<br>| 1200 | &nbsp;&nbsp;3321 |
|  | CviLux Corp. | 21250 | &nbsp;&nbsp;57716 |
|  | Cyberlink Corp. | 13000 | &nbsp;&nbsp;34304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 16800 | &nbsp;&nbsp;96482 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CyberTAN Technology, <br>Inc.<br>| 111000 | &nbsp;&nbsp;90751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cystech Electronics <br>Corp.<br>| 3150 | &nbsp;&nbsp;8527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 84600 | &nbsp;&nbsp;184787 |
|  | Dafeng TV Ltd. | 10000 | &nbsp;&nbsp;15308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah San Electric Wire <br>& Cable Co. Ltd.<br>| 10500 | &nbsp;&nbsp;16410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development Co. <br>Ltd.<br>| 90059 | &nbsp;&nbsp;134064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 51000 | &nbsp;&nbsp;50197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 78300 | &nbsp;&nbsp;31724 |
|  | Daxin Materials Corp. | 11000 | &nbsp;&nbsp;114406 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 79696 | &nbsp;&nbsp;$28430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 40000 | &nbsp;&nbsp;33318 |
|  | Delta Electronics, Inc. | 106000 | &nbsp;&nbsp;4045205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;90803 |
|  | DFI, Inc. | 7000 | &nbsp;&nbsp;13235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Data System <br>Corp.<br>| 12450 | &nbsp;&nbsp;43786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 55104 | &nbsp;&nbsp;137905 |
|  | D-Link Corp. | 181920 | &nbsp;&nbsp;90627 |
|  | Donpon Precision, Inc. | 18900 | &nbsp;&nbsp;29444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Wu Skincare Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;22376 |
|  | Draytek Corp. | 13000 | &nbsp;&nbsp;11517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Drewloong Precision, <br>Inc.<br>| 3076 | &nbsp;&nbsp;14142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dyaco International, <br>Inc.<br>| 32226 | &nbsp;&nbsp;20311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Medical <br>Technologies, Inc.<br>| 9240 | &nbsp;&nbsp;17560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack International <br>Technology Corp.<br>| 37000 | &nbsp;&nbsp;392669 |
|  | E Ink Holdings, Inc. | 102000 | &nbsp;&nbsp;567034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E.Sun Financial <br>Holding Co. Ltd.<br>| 982519 | &nbsp;&nbsp;1040423 |
|  | Eastech Holding Ltd. | 7000 | &nbsp;&nbsp;21664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 81166 | &nbsp;&nbsp;52765 |
| # | Eclat Textile Co. Ltd. | 26000 | &nbsp;&nbsp;325261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eCloudvalley Digital <br>Technology Co. Ltd.<br>| 8000 | &nbsp;&nbsp;15183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edimax Technology <br>Co. Ltd.<br>| 46000 | &nbsp;&nbsp;26184 |
|  | Edison Opto Corp. | 30619 | &nbsp;&nbsp;18671 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 44000 | &nbsp;&nbsp;54408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eGalax_eMPIA <br>Technology, Inc.<br>| 19032 | &nbsp;&nbsp;26788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elan Microelectronics <br>Corp.<br>| 85100 | &nbsp;&nbsp;314608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Lead Electronic Co. <br>Ltd.<br>| 13328 | &nbsp;&nbsp;21276 |
|  | E-LIFE MALL Corp. | 20000 | &nbsp;&nbsp;39010 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elite Advanced Laser <br>Corp.<br>| 21600 | &nbsp;&nbsp;170440 |
|  | Elite Material Co. Ltd. | 27000 | &nbsp;&nbsp;1464547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Semiconductor <br>Microelectronics <br>Technology, Inc.<br>| 28000 | &nbsp;&nbsp;170117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 88000 | &nbsp;&nbsp;74707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;eMemory Technology, <br>Inc.<br>| 16000 | &nbsp;&nbsp;921519 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 44000 | &nbsp;&nbsp;$32675 |
|  | Ennoconn Corp. | 43464 | &nbsp;&nbsp;388627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOI Investment <br>Holdings Co. Ltd.<br>| 15000 | &nbsp;&nbsp;8345 |
|  | Eris Technology Corp. | 4844 | &nbsp;&nbsp;22959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;85255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 260224 | &nbsp;&nbsp;505540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;26627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Supreme Bio <br>Technology Co. Ltd.<br>| 8139 | &nbsp;&nbsp;39902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Aviation <br>Technologies Corp.<br>| 29000 | &nbsp;&nbsp;147681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen International <br>Storage & Transport <br>Corp.<br>| 58000 | &nbsp;&nbsp;103717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 49000 | &nbsp;&nbsp;159250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Chemical <br>Industrial Corp.<br>| 140000 | &nbsp;&nbsp;92151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 108000 | &nbsp;&nbsp;190219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertop Wire Cable <br>Corp.<br>| 33000 | &nbsp;&nbsp;30283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excel Cell Electronic <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;9304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 25575 | &nbsp;&nbsp;63915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 142000 | &nbsp;&nbsp;99080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 373879 | &nbsp;&nbsp;148195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 352000 | &nbsp;&nbsp;309930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far EasTone <br>Telecommunications <br>Co. Ltd.<br>| 153000 | &nbsp;&nbsp;430407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Faraday Technology <br>Corp.<br>| 50621 | &nbsp;&nbsp;265223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 25071 | &nbsp;&nbsp;36743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 104000 | &nbsp;&nbsp;219193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 12960 | &nbsp;&nbsp;56040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 60000 | &nbsp;&nbsp;123244 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feng TAY Enterprise <br>Co. Ltd.<br>| 71048 | &nbsp;&nbsp;216576 |
|  | FineTek Co. Ltd. | 4161 | &nbsp;&nbsp;14170 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firich Enterprises Co. <br>Ltd.<br>| 35000 | &nbsp;&nbsp;$26264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Copper <br>Technology Co. Ltd.<br>| 34000 | &nbsp;&nbsp;53593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial Holding <br>Co. Ltd.<br>| 1401730 | &nbsp;&nbsp;1279664 |
|  | First Hotel | 33000 | &nbsp;&nbsp;13442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 69000 | &nbsp;&nbsp;59273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Steamship Co. <br>Ltd.<br>| 121000 | &nbsp;&nbsp;21187 |
| # | FIT Holding Co. Ltd. | 46000 | &nbsp;&nbsp;37713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 30450 | &nbsp;&nbsp;141340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEXium Interconnect, <br>Inc.<br>| 80000 | &nbsp;&nbsp;150610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flytech Technology Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;75430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FocalTech Systems <br>Co. Ltd.<br>| 68000 | &nbsp;&nbsp;115085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forcecon Tech Co. <br>Ltd.<br>| 22177 | &nbsp;&nbsp;59178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forest Water <br>Environment <br>Engineering Co. <br>Ltd.<br>| 9938 | &nbsp;&nbsp;11543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals & <br>Fibre Corp.<br>| 291000 | &nbsp;&nbsp;389554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa International <br>Hotels Corp.<br>| 10000 | &nbsp;&nbsp;59533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Oilseed <br>Processing Co. Ltd.<br>| 12027 | &nbsp;&nbsp;10837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. Ltd.<br>| 7000 | &nbsp;&nbsp;21770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa <br>Petrochemical Corp.<br>| 20000 | &nbsp;&nbsp;33981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Plastics <br>Corp.<br>| 227000 | &nbsp;&nbsp;340050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Rubber <br>Group, Inc.<br>| 74700 | &nbsp;&nbsp;59279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 115000 | &nbsp;&nbsp;62003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Electric Co. <br>Ltd.<br>| 31020 | &nbsp;&nbsp;946773 |
|  | Fositek Corp. | 6000 | &nbsp;&nbsp;266924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founding Construction <br>& Development Co. <br>Ltd.<br>| 75000 | &nbsp;&nbsp;33898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Technology <br>Co. Ltd.<br>| 148000 | &nbsp;&nbsp;267739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon Integrated <br>Technology, Inc.<br>| 22150 | &nbsp;&nbsp;196748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;10476 |
|  | FSP Technology, Inc. | 40000 | &nbsp;&nbsp;65429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 36771 | &nbsp;&nbsp;$30966 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 145473 | &nbsp;&nbsp;77773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fubon Financial <br>Holding Co. Ltd.<br>| 944670 | &nbsp;&nbsp;2712695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International Holding <br>Co. Ltd.<br>| 32868 | &nbsp;&nbsp;98182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fullerton Technology <br>Co. Ltd.<br>| 26000 | &nbsp;&nbsp;19730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;136170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 36004 | &nbsp;&nbsp;94864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Micro <br>Machining Co. Ltd.<br>| 1000 | &nbsp;&nbsp;25295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 37000 | &nbsp;&nbsp;59179 |
| \* | GCS Holdings, Inc. | 20843 | &nbsp;&nbsp;153257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 109000 | &nbsp;&nbsp;98355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS Holding <br>Ltd.<br>| 64000 | &nbsp;&nbsp;78736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Plastic <br>Industrial Co. Ltd.<br>| 24000 | &nbsp;&nbsp;18327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Generalplus <br>Technology, Inc.<br>| 19000 | &nbsp;&nbsp;24266 |
|  | Genesys Logic, Inc. | 5000 | &nbsp;&nbsp;15834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 23634 | &nbsp;&nbsp;338214 |
|  | Genmont Biotech, Inc. | 13000 | &nbsp;&nbsp;7483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genovate <br>Biotechnology Co. <br>Ltd.<br>| 25407 | &nbsp;&nbsp;24393 |
|  | GeoVision, Inc. | 21360 | &nbsp;&nbsp;32384 |
|  | Getac Holdings Corp. | 97000 | &nbsp;&nbsp;346064 |
|  | GFC Ltd. | 10000 | &nbsp;&nbsp;35237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gigabyte Technology <br>Co. Ltd.<br>| 140000 | &nbsp;&nbsp;1029933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gigasolar Materials <br>Corp.<br>| 9265 | &nbsp;&nbsp;34640 |
| \* | Gigastorage Corp. | 97000 | &nbsp;&nbsp;85361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Lighting <br>Technologies, Inc.<br>| 21000 | &nbsp;&nbsp;26503 |
|  | Global Unichip Corp. | 25000 | &nbsp;&nbsp;2051178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globaltek Fabrication <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;16290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 61138 | &nbsp;&nbsp;19580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 80000 | &nbsp;&nbsp;86559 |
| \* | GlycoNex, Inc. | 14254 | &nbsp;&nbsp;13066 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | GMI Technology, Inc. | 28829 | &nbsp;&nbsp;$36212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Long Teng <br>Development Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;18467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 216000 | &nbsp;&nbsp;241616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 27000 | &nbsp;&nbsp;42534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 22000 | &nbsp;&nbsp;23659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 12208 | &nbsp;&nbsp;28920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Fortune <br>Securities Co. Ltd.<br>| 115000 | &nbsp;&nbsp;54904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pacific <br>Petrochemical<br>| 191145 | &nbsp;&nbsp;81849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Process <br>Technology Corp.<br>| 4000 | &nbsp;&nbsp;209639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrandTech CG <br>Systems, Inc.<br>| 12272 | &nbsp;&nbsp;17445 |
|  | Grape King Bio Ltd. | 31000 | &nbsp;&nbsp;119156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great China Metal <br>Industry<br>| 55000 | &nbsp;&nbsp;35153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Taipei Gas Co. <br>Ltd.<br>| 149000 | &nbsp;&nbsp;141433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Tree Pharmacy <br>Co. Ltd.<br>| 28069 | &nbsp;&nbsp;85146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green World FinTech <br>Service Co. Ltd.<br>| 20000 | &nbsp;&nbsp;33723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Group Up Industrial <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;35133 |
|  | GTM Holdings Corp. | 43000 | &nbsp;&nbsp;44784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudeng Precision <br>Industrial Co. Ltd.<br>| 11393 | &nbsp;&nbsp;145044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;33427 |
| \* | Harvatek Corp. | 45000 | &nbsp;&nbsp;29379 |
|  | Heran Co. Ltd. | 14400 | &nbsp;&nbsp;27707 |
|  | Hey Song Corp. | 74000 | &nbsp;&nbsp;87084 |
|  | Hi-Clearance, Inc. | 8592 | &nbsp;&nbsp;37293 |
|  | Highlight Tech Corp. | 18266 | &nbsp;&nbsp;25661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 263669 | &nbsp;&nbsp;310624 |
|  | Hi-Lai Foods Co. Ltd. | 3000 | &nbsp;&nbsp;15046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HIM International <br>Music, Inc.<br>| 10000 | &nbsp;&nbsp;29800 |
|  | Hiroca Holdings Ltd. | 23000 | &nbsp;&nbsp;14620 |
| \* | Hitron Technology, Inc. | 25080 | &nbsp;&nbsp;23720 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 38350 | &nbsp;&nbsp;300562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International Co. <br>Ltd.<br>| 6487 | &nbsp;&nbsp;15806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ho Tung Chemical <br>Corp.<br>| 324000 | &nbsp;&nbsp;93396 |
|  | Hocheng Corp. | 66420 | &nbsp;&nbsp;38904 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holdings-Key Electric <br>Wire & Cable Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;$23010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 37350 | &nbsp;&nbsp;122969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(2317 TT)<br>| 1036600 | &nbsp;&nbsp;7165414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(HHPD LI), GDR<br>| 2694 | &nbsp;&nbsp;37361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(HNHPF US), GDR<br>| 5974 | &nbsp;&nbsp;83218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 73000 | &nbsp;&nbsp;52080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 55000 | &nbsp;&nbsp;63098 |
|  | Hotai Finance Co. Ltd. | 73080 | &nbsp;&nbsp;140411 |
|  | Hotai Motor Co. Ltd. | 40600 | &nbsp;&nbsp;699854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;42555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Yung Chien Co. <br>Ltd.<br>| 11620 | &nbsp;&nbsp;32900 |
| #\* | HTC Corp. | 182000 | &nbsp;&nbsp;256119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 90000 | &nbsp;&nbsp;108048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Jung Components <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;32939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Nan Financial <br>Holdings Co. Ltd.<br>| 1019992 | &nbsp;&nbsp;1070001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 16918 | &nbsp;&nbsp;32780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 116025 | &nbsp;&nbsp;390912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 37188 | &nbsp;&nbsp;43819 |
|  | Huikwang Corp. | 18000 | &nbsp;&nbsp;13437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 47000 | &nbsp;&nbsp;43053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 128592 | &nbsp;&nbsp;81888 |
|  | Huxen Corp. | 10000 | &nbsp;&nbsp;14723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 17000 | &nbsp;&nbsp;32173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwang Chang General <br>Contractor Co. Ltd.<br>| 28416 | &nbsp;&nbsp;58607 |
|  | Ibase Technology, Inc. | 10000 | &nbsp;&nbsp;13332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 78000 | &nbsp;&nbsp;41301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 62000 | &nbsp;&nbsp;103131 |
| \* | Ideal Bike Corp. | 35000 | &nbsp;&nbsp;8076 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | IEI Integration Corp. | 41220 | &nbsp;&nbsp;$83200 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infortrend Technology, <br>Inc.<br>| 56000 | &nbsp;&nbsp;61575 |
|  | Innodisk Corp. | 21291 | &nbsp;&nbsp;533053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 21424 | &nbsp;&nbsp;57038 |
| # | Insyde Software Corp. | 16800 | &nbsp;&nbsp;108037 |
|  | Intai Technology Corp. | 6000 | &nbsp;&nbsp;17659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Digital <br>Technologies, Inc.<br>| 5000 | &nbsp;&nbsp;12522 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Games <br>System Co. Ltd.<br>| 73000 | &nbsp;&nbsp;1657792 |
| # | Inventec Corp. | 713000 | &nbsp;&nbsp;1012106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 12296 | &nbsp;&nbsp;37398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire & <br>Cable Co. Ltd.<br>| 25000 | &nbsp;&nbsp;37096 |
|  | ITE Technology, Inc. | 42000 | &nbsp;&nbsp;159395 |
|  | ITEQ Corp. | 59822 | &nbsp;&nbsp;200483 |
|  | Jarllytec Co. Ltd. | 18450 | &nbsp;&nbsp;52074 |
|  | Jean Co. Ltd. | 57873 | &nbsp;&nbsp;38929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jentech Precision <br>Industrial Co. Ltd.<br>| 8098 | &nbsp;&nbsp;717485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jetwell Computer Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;29465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;27530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Chemical <br>Pharmaceutical <br>Works Corp.<br>| 5000 | &nbsp;&nbsp;9117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;98018 |
| # | JPC connectivity, Inc. | 27000 | &nbsp;&nbsp;120439 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JSL Construction & <br>Development Co. <br>Ltd.<br>| 62111 | &nbsp;&nbsp;92584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaimei Electronic <br>Corp.<br>| 15120 | &nbsp;&nbsp;43393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaori Heat Treatment <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;255523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaulin Manufacturing <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;8943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 10666 | &nbsp;&nbsp;29167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEE TAI Properties <br>Co. Ltd.<br>| 102515 | &nbsp;&nbsp;35100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 47000 | &nbsp;&nbsp;48738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Microtech <br>Corp.<br>| 4000 | &nbsp;&nbsp;72751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 2456339 | &nbsp;&nbsp;1404547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KHGEARS <br>International Ltd.<br>| 5420 | &nbsp;&nbsp;31985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 156090 | &nbsp;&nbsp;152971 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Slide Works Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;$492225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;King's Town <br>Construction Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;35428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingstate Electronics <br>Corp.<br>| 8000 | &nbsp;&nbsp;8046 |
|  | Kinik Co. | 10000 | &nbsp;&nbsp;127534 |
| \* | Kinko Optical Co. Ltd. | 35163 | &nbsp;&nbsp;72285 |
|  | Kinpo Electronics | 312000 | &nbsp;&nbsp;259454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 16250 | &nbsp;&nbsp;46736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNH Enterprise Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;24339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ko Ja Cayman Co. <br>Ltd.<br>| 9606 | &nbsp;&nbsp;11651 |
|  | KS Terminals, Inc. | 32000 | &nbsp;&nbsp;47991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kung Long Batteries <br>Industrial Co. Ltd.<br>| 12000 | &nbsp;&nbsp;47068 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing Engineering <br>Corp.<br>| 137500 | &nbsp;&nbsp;92339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 56248 | &nbsp;&nbsp;91827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Yang Construction <br>Co. Ltd.<br>| 57549 | &nbsp;&nbsp;33810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung Enterprise <br>Co. Ltd.<br>| 24000 | &nbsp;&nbsp;37539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L&K Engineering Co. <br>Ltd.<br>| 57390 | &nbsp;&nbsp;1036235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Kaffa International <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;12853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 25143 | &nbsp;&nbsp;53769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 11000 | &nbsp;&nbsp;838390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 23350 | &nbsp;&nbsp;40048 |
|  | Laster Tech Co. Ltd. | 29579 | &nbsp;&nbsp;20715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leader Electronics, <br>Inc.<br>| 69000 | &nbsp;&nbsp;22194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEE CHI Enterprises <br>Co. Ltd.<br>| 63000 | &nbsp;&nbsp;24265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 23832 | &nbsp;&nbsp;81210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 4344 | &nbsp;&nbsp;12230 |
|  | Leo Systems, Inc. | 12000 | &nbsp;&nbsp;11405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;11947 |
|  | Lian HWA Food Corp. | 21815 | &nbsp;&nbsp;64989 |
|  | Lida Holdings Ltd. | 10000 | &nbsp;&nbsp;7489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lien Hwa Industrial <br>Holdings Corp.<br>| 215022 | &nbsp;&nbsp;314249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lite-On Technology <br>Corp.<br>| 247000 | &nbsp;&nbsp;1269624 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Long Bon International <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;$9944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 91000 | &nbsp;&nbsp;89001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Longchen Paper & <br>Packaging Co. Ltd.<br>| 215583 | &nbsp;&nbsp;68108 |
|  | Longwell Co. | 23000 | &nbsp;&nbsp;113829 |
|  | Lotes Co. Ltd. | 19097 | &nbsp;&nbsp;860079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 39000 | &nbsp;&nbsp;446361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 29000 | &nbsp;&nbsp;109603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lung Yen Life Service <br>Corp.<br>| 46000 | &nbsp;&nbsp;73454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macauto Industrial Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;29938 |
|  | Macnica Galaxy, Inc. | 8000 | &nbsp;&nbsp;21368 |
|  | Macroblock, Inc. | 10000 | &nbsp;&nbsp;17604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MacroWell OMG <br>Digital Entertainment <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;12339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makalot Industrial Co. <br>Ltd.<br>| 39263 | &nbsp;&nbsp;379555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marketech International <br>Corp.<br>| 25000 | &nbsp;&nbsp;222334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Materials Analysis <br>Technology, Inc.<br>| 14725 | &nbsp;&nbsp;94683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mechema Chemicals <br>International Corp.<br>| 18000 | &nbsp;&nbsp;37908 |
|  | MediaTek, Inc. | 123000 | &nbsp;&nbsp;6822876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Financial <br>Holding Co. Ltd.<br>| 425203 | &nbsp;&nbsp;522851 |
|  | Meiloon Industrial Co. | 42600 | &nbsp;&nbsp;33291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries & Associates <br>Holding Ltd.<br>| 77593 | &nbsp;&nbsp;36816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Data <br>Systems Ltd.<br>| 13000 | &nbsp;&nbsp;10491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 959879 | &nbsp;&nbsp;238431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 43000 | &nbsp;&nbsp;114998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 61218 | &nbsp;&nbsp;192795 |
|  | METAAGE Corp. | 30000 | &nbsp;&nbsp;41917 |
| \* | Metatech AP, Inc. | 4000 | &nbsp;&nbsp;5734 |
| \* | Microbio Co. Ltd. | 76649 | &nbsp;&nbsp;48838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star International <br>Co. Ltd.<br>| 184000 | &nbsp;&nbsp;524944 |
|  | Mildef Crete, Inc. | 10000 | &nbsp;&nbsp;31244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 35000 | &nbsp;&nbsp;38957 |
|  | Mitac Holdings Corp. | 271780 | &nbsp;&nbsp;675890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobiletron Electronics <br>Co. Ltd.<br>| 18000 | &nbsp;&nbsp;17859 |
|  | momo.com, Inc. | 25945 | &nbsp;&nbsp;154790 |
| \* | MOSA Industrial Corp. | 25244 | &nbsp;&nbsp;12971 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Motech Industries, Inc. | 72000 | &nbsp;&nbsp;$53269 |
|  | MPI Corp. | 15000 | &nbsp;&nbsp;1185434 |
|  | MSSCORPS Co. Ltd. | 6480 | &nbsp;&nbsp;36013 |
|  | Munsin Garment Corp. | 9000 | &nbsp;&nbsp;13317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nak Sealing <br>Technologies Corp.<br>| 9000 | &nbsp;&nbsp;32311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Pao Resins <br>Chemical Co. Ltd.<br>| 23000 | &nbsp;&nbsp;225982 |
|  | Nan Ya Plastics Corp. | 243000 | &nbsp;&nbsp;580910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nang Kuang <br>Pharmaceutical Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;13912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantex Industry Co. <br>Ltd.<br>| 99200 | &nbsp;&nbsp;74496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aerospace <br>Fasteners Corp.<br>| 6639 | &nbsp;&nbsp;22731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Petroleum Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;40027 |
|  | Netronix, Inc. | 11000 | &nbsp;&nbsp;37336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Asia Construction <br>& Development <br>Corp.<br>| 34000 | &nbsp;&nbsp;15710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 18000 | &nbsp;&nbsp;17651 |
|  | Nichidenbo Corp. | 48000 | &nbsp;&nbsp;140571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nidec Chaun-Choung <br>Technology Corp.<br>| 5000 | &nbsp;&nbsp;19173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nien Hsing Textile Co. <br>Ltd.<br>| 44000 | &nbsp;&nbsp;24766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nien Made Enterprise <br>Co. Ltd.<br>| 25000 | &nbsp;&nbsp;337307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 22040 | &nbsp;&nbsp;34016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishoku Technology, <br>Inc.<br>| 10000 | &nbsp;&nbsp;36055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nova Technology <br>Corp.<br>| 7000 | &nbsp;&nbsp;42949 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novatek <br>Microelectronics <br>Corp.<br>| 111000 | &nbsp;&nbsp;1317083 |
|  | O-Bank Co. Ltd. | 259507 | &nbsp;&nbsp;75250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ocean Plastics Co. <br>Ltd.<br>| 70000 | &nbsp;&nbsp;74000 |
|  | OK Biotech Co. Ltd. | 43928 | &nbsp;&nbsp;20353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Europharma Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;9996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 112000 | &nbsp;&nbsp;204234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Union <br>Chemical Corp.<br>| 112000 | &nbsp;&nbsp;47156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;O-TA Precision <br>Industry Co. Ltd.<br>| 12000 | &nbsp;&nbsp;27206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Construction <br>Co.<br>| 73000 | &nbsp;&nbsp;20925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital Supply <br>Co. Ltd.<br>| 13000 | &nbsp;&nbsp;33696 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Asia Chemical <br>Corp.<br>| 40613 | &nbsp;&nbsp;$12912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan German Universal <br>Motors Ltd.<br>| 5000 | &nbsp;&nbsp;43139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 83900 | &nbsp;&nbsp;239054 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 83000 | &nbsp;&nbsp;135114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panion & BF Biotech, <br>Inc.<br>| 16563 | &nbsp;&nbsp;34320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 17000 | &nbsp;&nbsp;284292 |
|  | Parpro Corp. | 18000 | &nbsp;&nbsp;36107 |
| \* | PChome Online, Inc. | 42983 | &nbsp;&nbsp;38452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PCL Technologies, <br>Inc.<br>| 8297 | &nbsp;&nbsp;33558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;P-Duke Technology <br>Co. Ltd.<br>| 11579 | &nbsp;&nbsp;37967 |
|  | Pegatron Corp. | 452000 | &nbsp;&nbsp;996750 |
|  | Pegavision Corp. | 6000 | &nbsp;&nbsp;55137 |
|  | PharmaEngine, Inc. | 14000 | &nbsp;&nbsp;29608 |
|  | PharmaEssentia Corp. | 36865 | &nbsp;&nbsp;899951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phihong Technology <br>Co. Ltd.<br>| 97000 | &nbsp;&nbsp;88712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phison Electronics <br>Corp.<br>| 52000 | &nbsp;&nbsp;3856353 |
| \* | Phytohealth Corp. | 53000 | &nbsp;&nbsp;23636 |
|  | Pixart Imaging, Inc. | 31000 | &nbsp;&nbsp;195582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Planet Technology <br>Corp.<br>| 17000 | &nbsp;&nbsp;66847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polytronics Technology <br>Corp.<br>| 22423 | &nbsp;&nbsp;28600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 8000 | &nbsp;&nbsp;45124 |
|  | Pou Chen Corp. | 278000 | &nbsp;&nbsp;268710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Wind Health <br>Industry, Inc.<br>| 7000 | &nbsp;&nbsp;31503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech Technology, <br>Inc.<br>| 217000 | &nbsp;&nbsp;1718326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poya International Co. <br>Ltd.<br>| 8540 | &nbsp;&nbsp;107410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;President Chain Store <br>Corp.<br>| 90000 | &nbsp;&nbsp;611116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 99000 | &nbsp;&nbsp;246933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Housing & <br>Development Corp.<br>| 286000 | &nbsp;&nbsp;76445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Technology <br>Corp.<br>| 12000 | &nbsp;&nbsp;5941 |
|  | Pro Hawk Corp. | 5000 | &nbsp;&nbsp;27539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic Co. <br>Ltd.<br>| 44399 | &nbsp;&nbsp;61582 |
|  | PSS Co. Ltd. | 7000 | &nbsp;&nbsp;31117 |
|  | Qisda Corp. | 323080 | &nbsp;&nbsp;256456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 15571 | &nbsp;&nbsp;21627 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 32000 | &nbsp;&nbsp;$155602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 17168 | &nbsp;&nbsp;37249 |
|  | Quanta Computer, Inc. | 200000 | &nbsp;&nbsp;1760633 |
| # | Quanta Storage, Inc. | 52000 | &nbsp;&nbsp;174221 |
| \* | Quintain Steel Co. Ltd. | 41000 | &nbsp;&nbsp;11744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 103000 | &nbsp;&nbsp;397944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 130011 | &nbsp;&nbsp;44156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rafael <br>Microelectronics, <br>Inc.<br>| 1607 | &nbsp;&nbsp;7491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 15000 | &nbsp;&nbsp;110013 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Realtek Semiconductor <br>Corp.<br>| 63000 | &nbsp;&nbsp;963887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ReaLy <br>Development&Construction <br>Corp.<br>| 11000 | &nbsp;&nbsp;12018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 86000 | &nbsp;&nbsp;69421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexon Industrial Corp. <br>Ltd.<br>| 39000 | &nbsp;&nbsp;32748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rich Development Co. <br>Ltd.<br>| 235870 | &nbsp;&nbsp;59337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richmond International <br>Travel & Tours Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;12999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Right WAY Industrial <br>Co. Ltd.<br>| 22000 | &nbsp;&nbsp;8729 |
|  | RiTdisplay Corp. | 12247 | &nbsp;&nbsp;16364 |
| \* | Ritek Corp. | 176099 | &nbsp;&nbsp;75738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rodex Fasteners <br>Corp.<br>| 12000 | &nbsp;&nbsp;11434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Industries <br>Ltd.<br>| 143784 | &nbsp;&nbsp;230042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Run Long Construction <br>Co. Ltd.<br>| 93600 | &nbsp;&nbsp;93226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakura Development <br>Co. Ltd.<br>| 89820 | &nbsp;&nbsp;134482 |
|  | Sampo Corp. | 77800 | &nbsp;&nbsp;59527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 65000 | &nbsp;&nbsp;65021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fu Chemical Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;11814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Shing Fastech <br>Corp.<br>| 22000 | &nbsp;&nbsp;42009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 121000 | &nbsp;&nbsp;229659 |
|  | Scientech Corp. | 10000 | &nbsp;&nbsp;102788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 25000 | &nbsp;&nbsp;19458 |
|  | SciVision Biotech, Inc. | 6000 | &nbsp;&nbsp;14853 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | SDI Corp. | 19000 | &nbsp;&nbsp;$52972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sea & Land Integrated <br>Corp.<br>| 22100 | &nbsp;&nbsp;12592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sea Sonic Electronics <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;16391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Securitag Assembly <br>Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp;13681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 33000 | &nbsp;&nbsp;30282 |
|  | Senao Networks, Inc. | 8141 | &nbsp;&nbsp;34748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 7000 | &nbsp;&nbsp;40767 |
| # | Sercomm Corp. | 70000 | &nbsp;&nbsp;189204 |
|  | Sesoda Corp. | 56680 | &nbsp;&nbsp;59962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank Ltd.<br>| 848856 | &nbsp;&nbsp;1063320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 42425 | &nbsp;&nbsp;32118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Yu Steel Co. <br>Ltd.<br>| 41000 | &nbsp;&nbsp;28449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 30000 | &nbsp;&nbsp;106135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shieh Yih Machinery <br>Industry Co. Ltd.<br>| 20000 | &nbsp;&nbsp;23178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 52000 | &nbsp;&nbsp;376122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Hsiung Natural <br>Gas Co. Ltd.<br>| 14185 | &nbsp;&nbsp;18841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 20606 | &nbsp;&nbsp;30730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Shin Natural Gas <br>Co.<br>| 7000 | &nbsp;&nbsp;8832 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 42459 | &nbsp;&nbsp;280514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shining Building <br>Business Co. Ltd.<br>| 102206 | &nbsp;&nbsp;29224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 79000 | &nbsp;&nbsp;281865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 339000 | &nbsp;&nbsp;160333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Brands Group <br>Co. Ltd.<br>| 3300 | &nbsp;&nbsp;10941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Chemical <br>Industrial Co. Ltd.<br>| 32997 | &nbsp;&nbsp;149371 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shun On Electronic <br>Co. Ltd.<br>| 13000 | &nbsp;&nbsp;9367 |
| \* | Shuttle, Inc. | 106000 | &nbsp;&nbsp;54379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd Microelectronics <br>Corp.<br>| 126438 | &nbsp;&nbsp;518357 |
|  | Silergy Corp. | 54000 | &nbsp;&nbsp;476662 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Integrated <br>Systems Corp.<br>| 54000 | &nbsp;&nbsp;90182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Power <br>Computer & <br>Communications, <br>Inc.<br>| 21000 | &nbsp;&nbsp;33937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology Co. <br>Ltd.<br>| 54000 | &nbsp;&nbsp;$593936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinbon Electronics Co. <br>Ltd.<br>| 50000 | &nbsp;&nbsp;370407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinmag Equipment <br>Corp.<br>| 11000 | &nbsp;&nbsp;45248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 1000 | &nbsp;&nbsp;3788 |
|  | Sinon Corp. | 130000 | &nbsp;&nbsp;187339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 1263006 | &nbsp;&nbsp;1144010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopower <br>Semiconductor, Inc.<br>| 5500 | &nbsp;&nbsp;24389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinphar <br>Pharmaceutical Co. <br>Ltd.<br>| 26082 | &nbsp;&nbsp;25779 |
|  | Sinyi Realty, Inc. | 81965 | &nbsp;&nbsp;57117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirtec International Co. <br>Ltd.<br>| 25200 | &nbsp;&nbsp;21123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 37000 | &nbsp;&nbsp;228205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soft-World <br>International Corp.<br>| 16000 | &nbsp;&nbsp;51731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied Materials <br>Technology Corp.<br>| 151711 | &nbsp;&nbsp;305995 |
|  | Solteam, Inc. | 20264 | &nbsp;&nbsp;32126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Song Shang <br>Electronics Co. Ltd.<br>| 17000 | &nbsp;&nbsp;11373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 35000 | &nbsp;&nbsp;40330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southeast Cement Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;8764 |
|  | Speed Tech Corp. | 20000 | &nbsp;&nbsp;23074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sporton International, <br>Inc.<br>| 33402 | &nbsp;&nbsp;185020 |
|  | Sports Gear Co. Ltd. | 11000 | &nbsp;&nbsp;35237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;43059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;38796 |
|  | Standard Foods Corp. | 107000 | &nbsp;&nbsp;98442 |
|  | Stark Technology, Inc. | 27000 | &nbsp;&nbsp;118272 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Yad Construction <br>Co. Ltd.<br>| 68477 | &nbsp;&nbsp;30112 |
|  | Sunflex Tech Co. Ltd. | 24392 | &nbsp;&nbsp;17494 |
|  | Sunfun Info Co. Ltd. | 17450 | &nbsp;&nbsp;16413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 3153 | &nbsp;&nbsp;15668 |
| \* | Sunko INK Co. Ltd. | 64750 | &nbsp;&nbsp;35835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SunMax Biotechnology <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;73909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunonwealth Electric <br>Machine Industry <br>Co. Ltd.<br>| 47000 | &nbsp;&nbsp;211379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Innovation <br>Technology, Inc.<br>| 6160 | &nbsp;&nbsp;23648 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Technology <br>Co. Ltd.<br>| 118000 | &nbsp;&nbsp;$82080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 28000 | &nbsp;&nbsp;33409 |
|  | Sunspring Metal Corp. | 27540 | &nbsp;&nbsp;19330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 13000 | &nbsp;&nbsp;18927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Plating <br>Technology Co. Ltd.<br>| 6613 | &nbsp;&nbsp;12900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 215025 | &nbsp;&nbsp;571254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swancor Holding Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;95559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 50248 | &nbsp;&nbsp;40995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 6482 | &nbsp;&nbsp;29931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syngen Biotech Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;17071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synmosa Biopharma <br>Corp.<br>| 65877 | &nbsp;&nbsp;67745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 413000 | &nbsp;&nbsp;855857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syscom Computer <br>Engineering Co.<br>| 7000 | &nbsp;&nbsp;12353 |
|  | Systex Corp. | 50000 | &nbsp;&nbsp;183557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T3EX Global Holdings <br>Corp.<br>| 29000 | &nbsp;&nbsp;59821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 535454 | &nbsp;&nbsp;664723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 110443 | &nbsp;&nbsp;145291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tah Hsin Industrial <br>Corp.<br>| 12870 | &nbsp;&nbsp;26217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA-I Technology Co. <br>Ltd.<br>| 26750 | &nbsp;&nbsp;55365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 53385 | &nbsp;&nbsp;35016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 897436 | &nbsp;&nbsp;569869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 19000 | &nbsp;&nbsp;80893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 53838 | &nbsp;&nbsp;148760 |
|  | Taimide Tech, Inc. | 14000 | &nbsp;&nbsp;27476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises Co. <br>Ltd.<br>| 33000 | &nbsp;&nbsp;26950 |
| \* | Tainergy Tech Co. Ltd. | 25000 | &nbsp;&nbsp;12279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai-Saw Technology <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;27630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiSol Electronics Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;35469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taita Chemical Co. <br>Ltd.<br>| 83945 | &nbsp;&nbsp;32406 |
|  | Taiwan Business Bank | 1270345 | &nbsp;&nbsp;619007 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Chinsan <br>Electronic Industrial <br>Co. Ltd.<br>| 25461 | &nbsp;&nbsp;$47711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cooperative <br>Financial Holding <br>Co. Ltd.<br>| 563164 | &nbsp;&nbsp;420878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Environment <br>Scientific Co. Ltd.<br>| 18000 | &nbsp;&nbsp;10759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fertilizer Co. <br>Ltd.<br>| 80000 | &nbsp;&nbsp;117540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 51800 | &nbsp;&nbsp;80634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 36000 | &nbsp;&nbsp;54750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 159000 | &nbsp;&nbsp;240297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan High Speed <br>Rail Corp.<br>| 260000 | &nbsp;&nbsp;225634 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 75645 | &nbsp;&nbsp;287296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 61181 | &nbsp;&nbsp;68549 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Land <br>Development Corp.<br>| 134000 | &nbsp;&nbsp;2140 |
| \* | Taiwan Mask Corp. | 46000 | &nbsp;&nbsp;56961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Mobile Co. <br>Ltd.<br>| 140000 | &nbsp;&nbsp;469425 |
|  | Taiwan Sakura Corp. | 29000 | &nbsp;&nbsp;76641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 25000 | &nbsp;&nbsp;27283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Secom Co. <br>Ltd.<br>| 79000 | &nbsp;&nbsp;267334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;96493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (2330 TT)<br>| 1246000 | &nbsp;&nbsp;68898695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (TSM US), <br>Sponsored ADR<br>| 83218 | &nbsp;&nbsp;27508542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Shin Kong <br>Security Co. Ltd.<br>| 76500 | &nbsp;&nbsp;99091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Styrene <br>Monomer<br>| 164000 | &nbsp;&nbsp;46357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 67000 | &nbsp;&nbsp;195445 |
|  | Taiwan Taxi Co. Ltd. | 6615 | &nbsp;&nbsp;26381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Union <br>Technology Corp.<br>| 63000 | &nbsp;&nbsp;996447 |
|  | Tatung Co. Ltd. | 333450 | &nbsp;&nbsp;408993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TBI Motion Technology <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;16649 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | TCI Co. Ltd. | 25877 | &nbsp;&nbsp;$125306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Te Chang Construction <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;25715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 304000 | &nbsp;&nbsp;775398 |
|  | Tehmag Foods Corp. | 6400 | &nbsp;&nbsp;56872 |
|  | Test Research, Inc. | 36000 | &nbsp;&nbsp;204406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 53000 | &nbsp;&nbsp;34114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermaltake <br>Technology Co. Ltd.<br>| 15000 | &nbsp;&nbsp;14889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 25819 | &nbsp;&nbsp;57828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofu Restaurant Co. <br>Ltd.<br>| 1120 | &nbsp;&nbsp;7352 |
|  | Ton Yi Industrial Corp. | 297000 | &nbsp;&nbsp;168350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 51857 | &nbsp;&nbsp;229685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry Co. <br>Ltd.<br>| 61000 | &nbsp;&nbsp;211417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 60000 | &nbsp;&nbsp;63405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 22759 | &nbsp;&nbsp;21117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Scientific Co. <br>Ltd.<br>| 55040 | &nbsp;&nbsp;558806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 18000 | &nbsp;&nbsp;35566 |
|  | Topkey Corp. | 14000 | &nbsp;&nbsp;70360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology Co. <br>Ltd.<br>| 35554 | &nbsp;&nbsp;227702 |
|  | TPK Holding Co. Ltd. | 89000 | &nbsp;&nbsp;109251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trade-Van Information <br>Services Co.<br>| 16000 | &nbsp;&nbsp;48326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcend Information, <br>Inc.<br>| 55000 | &nbsp;&nbsp;457891 |
|  | Transcom, Inc. | 15224 | &nbsp;&nbsp;66050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusval Technology Co. <br>Ltd.<br>| 2100 | &nbsp;&nbsp;16143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 3728281 | &nbsp;&nbsp;2679574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (28871 TT)<br>| 533460 | &nbsp;&nbsp;157812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsann Kuen Enterprise <br>Co. Ltd.<br>| 13331 | &nbsp;&nbsp;9590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. Ltd.<br>| 9128 | &nbsp;&nbsp;56125 |
|  | TSRC Corp. | 104000 | &nbsp;&nbsp;50208 |
|  | Ttet Union Corp. | 6000 | &nbsp;&nbsp;27827 |
|  | TTFB Co. Ltd. | 3662 | &nbsp;&nbsp;20177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TTY Biopharm Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;113674 |
| \* | Tul Corp. | 12000 | &nbsp;&nbsp;23004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 114270 | &nbsp;&nbsp;251460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Thih Electronic <br>Co. Ltd.<br>| 10296 | &nbsp;&nbsp;18448 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;$82045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 39000 | &nbsp;&nbsp;61063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tycoons Group <br>Enterprise<br>| 72388 | &nbsp;&nbsp;20971 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TZE Shin International <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;13868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ubright Optronics <br>Corp.<br>| 10000 | &nbsp;&nbsp;17778 |
|  | UDE Corp. | 21000 | &nbsp;&nbsp;72297 |
|  | Ultra Chip, Inc. | 15000 | &nbsp;&nbsp;22607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-MEDIA <br>Communications, <br>Inc.<br>| 13000 | &nbsp;&nbsp;22048 |
|  | Unic Technology Corp. | 41000 | &nbsp;&nbsp;38122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unictron Technologies <br>Corp.<br>| 5000 | &nbsp;&nbsp;8841 |
| # | Union Bank of Taiwan | 379358 | &nbsp;&nbsp;224827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 25000 | &nbsp;&nbsp;22753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President <br>Enterprises Corp.<br>| 1076000 | &nbsp;&nbsp;2447924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;37567 |
|  | United Alloy-Tech Co. | 11000 | &nbsp;&nbsp;20823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Integrated <br>Services Co. Ltd.<br>| 71000 | &nbsp;&nbsp;2024648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 15000 | &nbsp;&nbsp;50944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Radiant <br>Technology<br>| 28000 | &nbsp;&nbsp;21850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Renewable <br>Energy Co. Ltd.<br>| 377571 | &nbsp;&nbsp;133785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 15000 | &nbsp;&nbsp;21656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 114220 | &nbsp;&nbsp;107175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Microwave <br>Technology, Inc.<br>| 3000 | &nbsp;&nbsp;103742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Vision <br>Biotechnology Co. <br>Ltd.<br>| 23257 | &nbsp;&nbsp;105647 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UPC Technology <br>Corp.<br>| 327169 | &nbsp;&nbsp;115694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Userjoy Technology <br>Co. Ltd.<br>| 14855 | &nbsp;&nbsp;35227 |
|  | USI Corp. | 232320 | &nbsp;&nbsp;88862 |
|  | Utechzone Co. Ltd. | 15000 | &nbsp;&nbsp;50470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UVAT Technology Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;16753 |
|  | Value Valves Co. Ltd. | 5383 | &nbsp;&nbsp;14004 |
|  | Ve Wong Corp. | 23000 | &nbsp;&nbsp;28778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 18000 | &nbsp;&nbsp;51073 |
| # | Via Technologies, Inc. | 25000 | &nbsp;&nbsp;40925 |
|  | Viking Tech Corp. | 14000 | &nbsp;&nbsp;25290 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Visco Vision, Inc. | 8000 | &nbsp;&nbsp;$43203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VisEra Technologies <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;187615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visual Photonics <br>Epitaxy Co. Ltd.<br>| 30000 | &nbsp;&nbsp;158688 |
|  | Vivotek, Inc. | 8000 | &nbsp;&nbsp;25175 |
|  | Vizionfocus, Inc. | 6000 | &nbsp;&nbsp;33376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltronic Power <br>Technology Corp.<br>| 19915 | &nbsp;&nbsp;534916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waffer Technology <br>Corp.<br>| 19276 | &nbsp;&nbsp;34857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Hong Industrial <br>Corp.<br>| 13000 | &nbsp;&nbsp;17104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 66780 | &nbsp;&nbsp;261673 |
| # | Walsin Lihwa Corp. | 621871 | &nbsp;&nbsp;851100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 44000 | &nbsp;&nbsp;188827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 27000 | &nbsp;&nbsp;17168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 169945 | &nbsp;&nbsp;165591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;25942 |
|  | Welldone Co. | 13000 | &nbsp;&nbsp;20201 |
|  | WELLELL, Inc. | 17000 | &nbsp;&nbsp;12429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wholetech System <br>Hitech Ltd.<br>| 18000 | &nbsp;&nbsp;74839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 347162 | &nbsp;&nbsp;1372797 |
|  | Winmate, Inc. | 7000 | &nbsp;&nbsp;32085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WinWay Technology <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;368790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 123102 | &nbsp;&nbsp;275509 |
|  | Wiselink Co. Ltd. | 9000 | &nbsp;&nbsp;56152 |
| # | Wistron Corp. | 463436 | &nbsp;&nbsp;1896564 |
|  | WITS Corp. | 10659 | &nbsp;&nbsp;41121 |
|  | Wiwynn Corp. | 17000 | &nbsp;&nbsp;1905566 |
|  | WNC Corp. | 96372 | &nbsp;&nbsp;562025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 17954 | &nbsp;&nbsp;26916 |
|  | Wowprime Corp. | 13194 | &nbsp;&nbsp;89095 |
|  | WPG Holdings Ltd. | 610400 | &nbsp;&nbsp;1241434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 186432 | &nbsp;&nbsp;920399 |
|  | XAC Automation Corp. | 24000 | &nbsp;&nbsp;19232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 29975 | &nbsp;&nbsp;36263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;13882 |
|  | Yageo Corp. | 215840 | &nbsp;&nbsp;1884365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 16000 | &nbsp;&nbsp;27147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankey Engineering <br>Co. Ltd.<br>| 13257 | &nbsp;&nbsp;248490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YCC Parts <br>Manufacturing Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;$17562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 90217 | &nbsp;&nbsp;70546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yen Sun Technology <br>Corp.<br>| 9000 | &nbsp;&nbsp;14429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yeong Guan Energy <br>Technology Group <br>Co. Ltd.<br>| 10216 | &nbsp;&nbsp;5520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YFC-Boneagle Electric <br>Co. Ltd.<br>| 30236 | &nbsp;&nbsp;27070 |
|  | YFY, Inc. | 209000 | &nbsp;&nbsp;166010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yi Jinn Industrial Co. <br>Ltd.<br>| 65100 | &nbsp;&nbsp;31524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 440479 | &nbsp;&nbsp;217537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonyu Plastics Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;13698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young Fast <br>Optoelectronics Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;34478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 28000 | &nbsp;&nbsp;63329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Financial <br>Holding Co. Ltd.<br>| 1402166 | &nbsp;&nbsp;1910074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 5413 | &nbsp;&nbsp;16156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;14632 |
| # | Yulon Motor Co. Ltd. | 239990 | &nbsp;&nbsp;235995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;48372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yungshin Construction <br>& Development Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;58442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 46000 | &nbsp;&nbsp;81365 |
|  | Yusin Holding Corp. | 4428 | &nbsp;&nbsp;9661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 9669 | &nbsp;&nbsp;29421 |
|  | Zenitron Corp. | 64000 | &nbsp;&nbsp;92817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zero One Technology <br>Co. Ltd.<br>| 30633 | &nbsp;&nbsp;108009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 117800 | &nbsp;&nbsp;725956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 6000 | &nbsp;&nbsp;34941 |
| \* | Zinwell Corp. | 72000 | &nbsp;&nbsp;93476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 30000 | &nbsp;&nbsp;47888 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Zyxel Group Corp. | 97909 | &nbsp;&nbsp;$112570 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;273791131 |
| THAILAND — (0.9%) | THAILAND — (0.9%) | THAILAND — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH/F TB)<br>| 33100 | &nbsp;&nbsp;13668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH-R TB), NVDR<br>| 34100 | &nbsp;&nbsp;14081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Information <br>Technology PCL, <br>Class F<br>| 258500 | &nbsp;&nbsp;40888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 24600 | &nbsp;&nbsp;75427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airports of Thailand <br>PCL<br>| 134300 | &nbsp;&nbsp;214397 |
|  | Amata Corp. PCL | 111300 | &nbsp;&nbsp;55297 |
| # | AP Thailand PCL | 916500 | &nbsp;&nbsp;263454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 545200 | &nbsp;&nbsp;36422 |
|  | Asian Insulators PCL | 77325 | &nbsp;&nbsp;7366 |
|  | Asian Sea Corp. PCL | 134700 | &nbsp;&nbsp;31922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank PCL <br>(BBLF TB)<br>| 67400 | &nbsp;&nbsp;338112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Chain <br>Hospital PCL<br>| 191800 | &nbsp;&nbsp;61510 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 361100 | &nbsp;&nbsp;91684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Dusit Medical <br>Services PCL, <br>Class F<br>| 880000 | &nbsp;&nbsp;561207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Expressway <br>& Metro PCL<br>| 607500 | &nbsp;&nbsp;101351 |
|  | Bangkok Land PCL | 2786800 | &nbsp;&nbsp;39847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 50800 | &nbsp;&nbsp;34381 |
|  | BCPG PCL | 317700 | &nbsp;&nbsp;71591 |
| # | BEC World PCL | 319801 | &nbsp;&nbsp;18698 |
|  | BKI Holdings PCL | 7000 | &nbsp;&nbsp;66987 |
|  | Brooker Group PCL | 1127200 | &nbsp;&nbsp;7513 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group Holdings <br>PCL<br>| 1010500 | &nbsp;&nbsp;69808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bumrungrad Hospital <br>PCL<br>| 71400 | &nbsp;&nbsp;379878 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 1357867 | &nbsp;&nbsp;205371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Retail Corp. <br>PCL<br>| 129450 | &nbsp;&nbsp;80777 |
|  | CH Karnchang PCL | 232000 | &nbsp;&nbsp;92143 |
| # | Chularat Hospital PCL | 1203400 | &nbsp;&nbsp;60002 |
|  | Com7 PCL | 281500 | &nbsp;&nbsp;195578 |
|  | Cotto F | 248200 | &nbsp;&nbsp;1499 |
|  | CP ALL PCL | 313200 | &nbsp;&nbsp;431793 |
| # | CP Axtra PCL | 109563 | &nbsp;&nbsp;51419 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Electronics <br>Thailand PCL<br>| 296600 | &nbsp;&nbsp;$1919058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhipaya Group <br>Holdings PCL<br>| 130400 | &nbsp;&nbsp;83631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Building <br>Products PCL<br>| 101400 | &nbsp;&nbsp;16255 |
|  | Dohome PCL | 11714 | &nbsp;&nbsp;1311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Don Muang Tollway <br>PCL<br>| 34300 | &nbsp;&nbsp;11552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Polymer <br>Group PCL<br>| 222600 | &nbsp;&nbsp;22835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Water <br>Resources <br>Development & <br>Management PCL, <br>Class F<br>| 200000 | &nbsp;&nbsp;12200 |
| #\* | Energy Absolute PCL | 1090600 | &nbsp;&nbsp;95012 |
|  | Erawan Group PCL | 315400 | &nbsp;&nbsp;25399 |
|  | Exotic Food PCL | 52700 | &nbsp;&nbsp;23581 |
| \* | Forth Corp. PCL | 77600 | &nbsp;&nbsp;14293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Parts Industry <br>PCL<br>| 205700 | &nbsp;&nbsp;11876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand PCL<br>| 144800 | &nbsp;&nbsp;27752 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 1265500 | &nbsp;&nbsp;73085 |
|  | Haad Thip PCL | 64600 | &nbsp;&nbsp;30972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hana Microelectronics <br>PCL<br>| 173600 | &nbsp;&nbsp;96130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heng Leasing & <br>Capital PCL<br>| 507200 | &nbsp;&nbsp;15179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Product Center <br>PCL<br>| 807600 | &nbsp;&nbsp;181673 |
|  | Ichitan Group PCL | 152500 | &nbsp;&nbsp;67392 |
|  | Index Livingmall PCL | 55400 | &nbsp;&nbsp;23392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Indorama Ventures <br>PCL<br>| 77100 | &nbsp;&nbsp;49929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interlink <br>Communication <br>PCL<br>| 112600 | &nbsp;&nbsp;16931 |
| # | IRPC PCL | 2669900 | &nbsp;&nbsp;98518 |
|  | IT City PCL | 44800 | &nbsp;&nbsp;4688 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jasmine Technology <br>Solution PCL<br>| 22300 | &nbsp;&nbsp;37928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaymart Group <br>Holdings PCL<br>| 127700 | &nbsp;&nbsp;29369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JMT Network Services <br>PCL<br>| 128200 | &nbsp;&nbsp;34507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kang Yong Electric <br>PCL<br>| 1200 | &nbsp;&nbsp;11141 |
|  | Karmarts PCL | 261916 | &nbsp;&nbsp;73559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kasikornbank PCL <br>(KBANKF TB)<br>| 23300 | &nbsp;&nbsp;139159 |
|  | KCE Electronics PCL | 79000 | &nbsp;&nbsp;47121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 35800 | &nbsp;&nbsp;81882 |
|  | Krung Thai Bank PCL | 170100 | &nbsp;&nbsp;152637 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | Krungthai Card PCL | 169100 | &nbsp;&nbsp;$153774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ladprao General <br>Hospital PCL, <br>Class F<br>| 40000 | &nbsp;&nbsp;4707 |
|  | Lalin Property PCL | 148400 | &nbsp;&nbsp;22241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHF TB)<br>| 1656000 | &nbsp;&nbsp;205137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LH Financial Group <br>PCL<br>| 1964400 | &nbsp;&nbsp;61122 |
|  | Loxley PCL | 724500 | &nbsp;&nbsp;28893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPN Development <br>PCL<br>| 282400 | &nbsp;&nbsp;14105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Major Cineplex Group <br>PCL<br>| 152100 | &nbsp;&nbsp;31907 |
|  | MBK PCL | 193335 | &nbsp;&nbsp;110665 |
|  | MC Group PCL | 106000 | &nbsp;&nbsp;39023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Lifesciences <br>PCL<br>| 135000 | &nbsp;&nbsp;154713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minor International <br>PCL<br>| 263800 | &nbsp;&nbsp;191250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants Group <br>PCL<br>| 38600 | &nbsp;&nbsp;23108 |
| \* | Mono Next PCL | 387700 | &nbsp;&nbsp;14020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyong Terminal <br>PCL<br>| 215400 | &nbsp;&nbsp;21617 |
|  | Netbay PCL | 24000 | &nbsp;&nbsp;16560 |
|  | Northeast Rubber PCL | 216700 | &nbsp;&nbsp;32897 |
|  | Polyplex Thailand PCL | 117900 | &nbsp;&nbsp;30360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Praram 9 Hospital <br>PCL<br>| 55400 | &nbsp;&nbsp;33407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 204400 | &nbsp;&nbsp;41312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Marketing <br>PCL<br>| 111900 | &nbsp;&nbsp;42655 |
|  | Prima Marine PCL | 118400 | &nbsp;&nbsp;26893 |
| \* | Property Perfect PCL | 3068310 | &nbsp;&nbsp;4828 |
|  | Pruksa Holding PCL | 260300 | &nbsp;&nbsp;29760 |
| \* | PSG Corp. PCL | 205651 | &nbsp;&nbsp;15032 |
|  | PTG Energy PCL | 345100 | &nbsp;&nbsp;82758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 111600 | &nbsp;&nbsp;87562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Oil & Retail <br>Business PCL<br>| 266000 | &nbsp;&nbsp;114560 |
|  | Quality Houses PCL | 2306100 | &nbsp;&nbsp;94617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajthanee Hospital <br>PCL<br>| 31400 | &nbsp;&nbsp;12775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchaphruek Hospital <br>PCL<br>| 60100 | &nbsp;&nbsp;9362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchthani Leasing <br>PCL<br>| 669390 | &nbsp;&nbsp;35352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S Hotels & Resorts <br>PCL<br>| 347400 | &nbsp;&nbsp;18401 |
|  | Saha-Union PCL | 41400 | &nbsp;&nbsp;35801 |
|  | Samart Corp. PCL | 156200 | &nbsp;&nbsp;29193 |
| # | Sansiri PCL | 4900000 | &nbsp;&nbsp;213588 |
|  | Sappe PCL | 18300 | &nbsp;&nbsp;19180 |
|  | SC Asset Corp. PCL | 553900 | &nbsp;&nbsp;30089 |
|  | SCG Packaging PCL | 70900 | &nbsp;&nbsp;44834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siam Wellness Group <br>PCL<br>| 78100 | &nbsp;&nbsp;$7425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siamgas & <br>Petrochemicals PCL<br>| 263500 | &nbsp;&nbsp;61104 |
|  | Sikarin PCL, Class F | 132000 | &nbsp;&nbsp;30436 |
| \* | Singer Thailand PCL | 155600 | &nbsp;&nbsp;23494 |
| # | Singha Estate PCL | 706700 | &nbsp;&nbsp;10777 |
|  | SISB PCL | 21300 | &nbsp;&nbsp;7022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somboon Advance <br>Technology PCL<br>| 40500 | &nbsp;&nbsp;19041 |
|  | SPCG PCL | 165600 | &nbsp;&nbsp;50495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Agro-Industry <br>PCL<br>| 168700 | &nbsp;&nbsp;68670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srinanaporn Marketing <br>PCL<br>| 61800 | &nbsp;&nbsp;14080 |
|  | Srisawad Corp. PCL | 104343 | &nbsp;&nbsp;82390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srithai Superware <br>PCL<br>| 359200 | &nbsp;&nbsp;11875 |
|  | Srivichai Vejvivat PCL | 64300 | &nbsp;&nbsp;16728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 474800 | &nbsp;&nbsp;102176 |
| \* | Stecon Group PCL | 267400 | &nbsp;&nbsp;67274 |
| \* | STP & I PCL | 248700 | &nbsp;&nbsp;36133 |
|  | Supalai PCL | 325800 | &nbsp;&nbsp;188291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Energy Corp. <br>PCL<br>| 6177300 | &nbsp;&nbsp;21347 |
|  | Susco PCL | 321100 | &nbsp;&nbsp;22437 |
|  | SVI PCL | 98100 | &nbsp;&nbsp;22955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syntec Construction <br>PCL<br>| 213300 | &nbsp;&nbsp;11012 |
|  | TAC Consumer PCL | 87200 | &nbsp;&nbsp;15090 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taokaenoi Food & <br>Marketing PCL, <br>Class F<br>| 110400 | &nbsp;&nbsp;14278 |
|  | Thai Coconut PCL | 54400 | &nbsp;&nbsp;9368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thai Life Insurance <br>PCL<br>| 48700 | &nbsp;&nbsp;18368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Nakarin Hospital <br>PCL<br>| 18000 | &nbsp;&nbsp;18135 |
|  | Thai Oil PCL | 300865 | &nbsp;&nbsp;409196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai President Foods <br>PCL<br>| 7500 | &nbsp;&nbsp;45007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY/F TB), <br>Class F<br>| 4600 | &nbsp;&nbsp;27845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 459500 | &nbsp;&nbsp;172181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Vegetable Oil <br>PCL<br>| 29410 | &nbsp;&nbsp;21857 |
|  | Thai Wah PCL | 70400 | &nbsp;&nbsp;6483 |
| #\* | Thaicom PCL | 155500 | &nbsp;&nbsp;45330 |
|  | Thaitheparos PCL | 13400 | &nbsp;&nbsp;17038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanachart Capital <br>PCL<br>| 61800 | &nbsp;&nbsp;115832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thonburi Healthcare <br>Group PCL<br>| 5460 | &nbsp;&nbsp;1490 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tipco Asphalt PCL <br>(TASCO/F TB)<br>| 156536 | &nbsp;&nbsp;$70123 |
|  | TIPCO Foods PCL | 79100 | &nbsp;&nbsp;19425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKS Technologies <br>PCL<br>| 86680 | &nbsp;&nbsp;17051 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TMBThanachart Bank <br>PCL<br>| 1694940 | &nbsp;&nbsp;108656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOA Paint Thailand <br>PCL<br>| 169100 | &nbsp;&nbsp;77968 |
|  | TTW PCL | 174740 | &nbsp;&nbsp;51067 |
|  | Union Auction PCL | 46200 | &nbsp;&nbsp;7638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unique Engineering & <br>Construction PCL<br>| 257300 | &nbsp;&nbsp;22899 |
|  | United Paper PCL | 55100 | &nbsp;&nbsp;13213 |
|  | Vanachai Group PCL | 99600 | &nbsp;&nbsp;5367 |
|  | VGI PCL | 2148080 | &nbsp;&nbsp;58627 |
|  | WHA Corp. PCL | 1434100 | &nbsp;&nbsp;158032 |
| \* | Xspring Capital PCL | 1587200 | &nbsp;&nbsp;23195 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;11867997 |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adese Gayrimenkul <br>Yatirim AS<br>| 1611515 | &nbsp;&nbsp;48927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agesa Hayat ve <br>Emeklilik AS<br>| 9841 | &nbsp;&nbsp;56939 |
|  | Akbank TAS | 296476 | &nbsp;&nbsp;634180 |
| \* | Aksigorta AS | 147479 | &nbsp;&nbsp;28026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 145198 | &nbsp;&nbsp;30910 |
| \* | Alkim Alkali Kimya AS | 77919 | &nbsp;&nbsp;34773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 319200 | &nbsp;&nbsp;209874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik <br>Ve Malt Sanayii AS<br>| 280710 | &nbsp;&nbsp;124202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Hayat <br>Emeklilik AS<br>| 16478 | &nbsp;&nbsp;46837 |
| #\* | Arcelik AS | 11491 | &nbsp;&nbsp;30197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 25944 | &nbsp;&nbsp;28142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aselsan Elektronik <br>Sanayi Ve Ticaret <br>AS<br>| 81650 | &nbsp;&nbsp;571338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astor Transformator <br>Enerji Turizm Insaat <br>Ve Petrol Sanayi <br>Ticaret AS<br>| 21293 | &nbsp;&nbsp;78183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aydem Yenilenebilir <br>Enerji AS<br>| 56344 | &nbsp;&nbsp;32426 |
|  | Aygaz AS | 16157 | &nbsp;&nbsp;89143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Besler Gida Ve Kimya <br>Sanayi Ve Ticaret <br>AS<br>| 62255 | &nbsp;&nbsp;20522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar <br>AS<br>| 31961 | &nbsp;&nbsp;487747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Birlesik Boru <br>Fabrikalari Sanayi ve <br>Ticaret AS<br>| 5869 | &nbsp;&nbsp;86894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Yatirim ve <br>Pazarlama AS<br>| 701 | &nbsp;&nbsp;$37204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisa Bridgestone <br>Sabanci Sanayi ve <br>Ticaret AS<br>| 5162 | &nbsp;&nbsp;10822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celebi Hava Servisi <br>AS<br>| 558 | &nbsp;&nbsp;23390 |
|  | Coca-Cola Icecek AS | 82181 | &nbsp;&nbsp;136227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv Servis <br>ve Ticaret AS<br>| 43112 | &nbsp;&nbsp;227652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Endustri VE <br>Ticaret AS<br>| 112 | &nbsp;&nbsp;19080 |
| Ω | Enerjisa Enerji AS | 30234 | &nbsp;&nbsp;72839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enka Insaat ve Sanayi <br>AS<br>| 38495 | &nbsp;&nbsp;86495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Erbosan Erciyas Boru <br>Sanayii ve Ticaret <br>AS<br>| 2046 | &nbsp;&nbsp;9835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Escar Turizm <br>Tasimacilik Ticaret <br>AS<br>| 23987 | &nbsp;&nbsp;15473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Otomotiv Sanayi <br>AS<br>| 46053 | &nbsp;&nbsp;120375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEN Ilac VE Saglik <br>Urunleri Sanayi VE <br>Ticaret AS<br>| 16593 | &nbsp;&nbsp;46078 |
| \* | GSD Holding AS | 354746 | &nbsp;&nbsp;41223 |
| #\* | Gubre Fabrikalari TAS | 5801 | &nbsp;&nbsp;64219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitit Bilgisayar <br>Hizmetleri AS<br>| 13959 | &nbsp;&nbsp;14577 |
| \* | Ihlas Holding AS | 242643 | &nbsp;&nbsp;12819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indeks Bilgisayar <br>Sistemleri <br>Muhendislik Sanayi <br>ve Ticaret AS<br>| 250581 | &nbsp;&nbsp;50101 |
| \* | Info Yatirim AS | 48126 | &nbsp;&nbsp;4819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Finansal Kiralama <br>AS<br>| 88983 | &nbsp;&nbsp;43992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Is Yatirim Menkul <br>Degerler AS<br>| 180616 | &nbsp;&nbsp;199649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jantsa Jant Sanayi Ve <br>Ticaret AS<br>| 35252 | &nbsp;&nbsp;16001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 579328 | &nbsp;&nbsp;39253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kervan Gida Sanayi Ve <br>Ticaret AS<br>| 203913 | &nbsp;&nbsp;15081 |
|  | Kiler Holding AS | 21004 | &nbsp;&nbsp;285047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kocaer Celik Sanayi <br>Ve Ticaret AS<br>| 80488 | &nbsp;&nbsp;21448 |
|  | LDR Turizm AS | 64812 | &nbsp;&nbsp;107146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logo Yazilim Sanayi <br>Ve Ticaret AS<br>| 21494 | &nbsp;&nbsp;81827 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lokman Hekim <br>Engurusag Saglik <br>Turizm Egitim <br>Hizmetleri ve Insaat <br>Taahhut AS<br>| 21222 | &nbsp;&nbsp;$8663 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mavi Giyim Sanayi Ve <br>Ticaret AS, Class B<br>| 129079 | &nbsp;&nbsp;143700 |
| #\* | MIA Teknoloji AS | 41307 | &nbsp;&nbsp;35373 |
|  | Migros Ticaret AS | 5530 | &nbsp;&nbsp;80998 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;MLP Saglik Hizmetleri <br>AS<br>| 20015 | &nbsp;&nbsp;216899 |
| \* | NET Holding AS | 18659 | &nbsp;&nbsp;20621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 8955 | &nbsp;&nbsp;14790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Otokar Otomotiv Ve <br>Savunma Sanayi <br>AS<br>| 3418 | &nbsp;&nbsp;33986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Yatirim Menkul <br>Degerler AS<br>| 14467 | &nbsp;&nbsp;15694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panelsan Cati Cephe <br>Sistemleri Sanayi VE <br>Ticaret AS<br>| 8244 | &nbsp;&nbsp;7563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peker Gayrimenkul <br>Yatirim Ortakligi AS<br>| 144073 | &nbsp;&nbsp;33187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta Teknoloji <br>Urunleri Dagitim <br>Ticaret AS<br>| 22558 | &nbsp;&nbsp;7293 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Petkim Petrokimya <br>Holding AS<br>| 158133 | &nbsp;&nbsp;67124 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Politeknik Metal Sanayi <br>ve Ticaret AS<br>| 17 | &nbsp;&nbsp;2465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 74191 | &nbsp;&nbsp;78210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sasa Polyester Sanayi <br>AS<br>| 436283 | &nbsp;&nbsp;25596 |
|  | Sekerbank Turk AS | 266815 | &nbsp;&nbsp;56069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selcuk Ecza Deposu <br>Ticaret ve Sanayi <br>AS<br>| 45114 | &nbsp;&nbsp;83430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sok Marketler Ticaret <br>AS<br>| 49406 | &nbsp;&nbsp;73816 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TAV Havalimanlari <br>Holding AS<br>| 26955 | &nbsp;&nbsp;215847 |
|  | Tekfen Holding AS | 6534 | &nbsp;&nbsp;11534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tofas Turk Otomobil <br>Fabrikasi AS<br>| 12565 | &nbsp;&nbsp;94484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Anadolu Metal <br>Madencilik <br>Isletmeleri AS<br>| 14392 | &nbsp;&nbsp;47280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 548496 | &nbsp;&nbsp;36632 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tumosan Motor ve <br>Traktor Sanayi AS<br>| 7242 | &nbsp;&nbsp;18817 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Altin Isletmeleri <br>AS<br>| 66468 | &nbsp;&nbsp;82970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turk Traktor ve Ziraat <br>Makineleri AS<br>| 6206 | &nbsp;&nbsp;$84451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim <br>Hizmetleri AS<br>| 153339 | &nbsp;&nbsp;413264 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti <br>Bankasi AS<br>| 88092 | &nbsp;&nbsp;326970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Is Bankasi AS, <br>Class C<br>| 763155 | &nbsp;&nbsp;293371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Petrol <br>Rafinerileri AS<br>| 87345 | &nbsp;&nbsp;492196 |
|  | Turkiye Sigorta AS | 259056 | &nbsp;&nbsp;72545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai Kalkinma <br>Bankasi AS<br>| 640671 | &nbsp;&nbsp;207819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Vakiflar <br>Bankasi TAO, <br>Class D<br>| 539369 | &nbsp;&nbsp;455012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 40157 | &nbsp;&nbsp;125294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usak Seramik Sanayii <br>AS<br>| 280035 | &nbsp;&nbsp;18484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Finansal <br>Kiralama AS<br>| 814877 | &nbsp;&nbsp;38865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Beyaz Esya <br>Sanayi ve Ticaret <br>AS<br>| 92986 | &nbsp;&nbsp;17613 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Elektronik <br>Sanayi ve Ticaret <br>AS<br>| 21425 | &nbsp;&nbsp;15472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi <br>AS<br>| 431515 | &nbsp;&nbsp;407562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatas Yatak ve Yorgan <br>Sanayi ve Ticaret <br>AS<br>| 23522 | &nbsp;&nbsp;25977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YEO Teknoloji Enerji <br>VE Endustri AS<br>| 24908 | &nbsp;&nbsp;24890 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik <br>Uretim AS<br>| 191669 | &nbsp;&nbsp;14577 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;8989335 |
| UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) | UNITED ARAB EMIRATES — (1.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Commercial <br>Bank PJSC<br>| 338566 | &nbsp;&nbsp;1404337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Islamic <br>Bank PJSC<br>| 256717 | &nbsp;&nbsp;1702584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National Oil <br>Co. for Distribution <br>PJSC<br>| 828189 | &nbsp;&nbsp;924621 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 161821 | &nbsp;&nbsp;227533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ship <br>Building Co. PJSC<br>| 25197 | &nbsp;&nbsp;55605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Drilling Co. <br>PJSC<br>| 489986 | &nbsp;&nbsp;711364 |
|  | Agility Global PLC | 757917 | &nbsp;&nbsp;278635 |
|  | Agthia Group PJSC | 84403 | &nbsp;&nbsp;85078 |
|  | Ajman Bank PJSC | 223593 | &nbsp;&nbsp;90105 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| 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>| 42858 | &nbsp;&nbsp;$28724 |
|  | Aldar Properties PJSC | 145167 | &nbsp;&nbsp;379497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Dhabi Holding <br>PJSC<br>| 60790 | &nbsp;&nbsp;147773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amanat Holdings <br>PJSC<br>| 179192 | &nbsp;&nbsp;62925 |
| \* | Amlak Finance PJSC | 281015 | &nbsp;&nbsp;135436 |
| \* | Bank of Sharjah | 153119 | &nbsp;&nbsp;52922 |
|  | Burjeel Holdings PLC | 203403 | &nbsp;&nbsp;69806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 434668 | &nbsp;&nbsp;120828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Financial Market <br>PJSC<br>| 325880 | &nbsp;&nbsp;147183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 430521 | &nbsp;&nbsp;469211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 843032 | &nbsp;&nbsp;2217829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 227825 | &nbsp;&nbsp;1067814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 434020 | &nbsp;&nbsp;1775443 |
|  | Emirates Driving Co. | 73716 | &nbsp;&nbsp;65032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Integrated <br>Telecommunications <br>Co. PJSC<br>| 279489 | &nbsp;&nbsp;784664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates NBD Bank <br>PJSC<br>| 354130 | &nbsp;&nbsp;2999198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Reem <br>Investments PJSC<br>| 13190 | &nbsp;&nbsp;9315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank <br>PJSC<br>| 328767 | &nbsp;&nbsp;1665776 |
| \* | Ghitha Holding PJSC | 6712 | &nbsp;&nbsp;30799 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Pharmaceutical <br>Industries PSC<br>| 97181 | &nbsp;&nbsp;30716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Holding <br>Co. PJSC<br>| 5838 | &nbsp;&nbsp;635054 |
| \* | Manazel PJSC | 301353 | &nbsp;&nbsp;24884 |
| \* | Modon Holding PSC | 529941 | &nbsp;&nbsp;488163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Corp. for <br>Tourism & Hotels<br>| 8298 | &nbsp;&nbsp;3731 |
|  | NMDC Group PJSC | 7021 | &nbsp;&nbsp;39320 |
|  | Palms Sports PrJSC | 10321 | &nbsp;&nbsp;23256 |
|  | Parkin Co. PJSC | 57070 | &nbsp;&nbsp;96093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Presight AI Holding <br>PLC<br>| 104572 | &nbsp;&nbsp;96129 |
| \* | RAK Properties PJSC | 340523 | &nbsp;&nbsp;120610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 101309 | &nbsp;&nbsp;70088 |
|  | Salik Co. PJSC | 501572 | &nbsp;&nbsp;871639 |
|  | Sharjah Islamic Bank | 140689 | &nbsp;&nbsp;136761 |
| \* | Shuaa Capital PSC | 329812 | &nbsp;&nbsp;20958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taaleem Holdings <br>PJSC<br>| 5617 | &nbsp;&nbsp;6408 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero Group <br>PJSC<br>| 1201780 | &nbsp;&nbsp;738566 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 564802 | &nbsp;&nbsp;$133869 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;21246282 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;1252051329 |
| PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |
| BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpargatas SA, <br>13.231%<br>| 26757 | &nbsp;&nbsp;73060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axia Energia Class B, <br>7.132%<br>| 13100 | &nbsp;&nbsp;143900 |
| \* | Axia Energia Class C | 15730 | &nbsp;&nbsp;157816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 40892 | &nbsp;&nbsp;208394 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 30607 | &nbsp;&nbsp;29137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA, <br>6.739%<br>| 363531 | &nbsp;&nbsp;1472015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 67233 | &nbsp;&nbsp;230083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Pine SA, <br>5.174%<br>| 14255 | &nbsp;&nbsp;36215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centrais Eletricas de <br>Santa Catarina SA, <br>6.947%<br>| 3500 | &nbsp;&nbsp;93101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Ferro Ligas da <br>Bahia FERBASA, <br>8.707%<br>| 26800 | &nbsp;&nbsp;42674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana, 4.533%<br>| 115531 | &nbsp;&nbsp;193402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais, <br>14.378%<br>| 516519 | &nbsp;&nbsp;1126719 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 20205 | &nbsp;&nbsp;108075 |
|  | Energisa SA, 4.001% | 248 | &nbsp;&nbsp;451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria e <br>Comercio, 5.357%<br>| 23800 | &nbsp;&nbsp;94969 |
|  | Gerdau SA, 2.765% | 60179 | &nbsp;&nbsp;256370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isa Energia Brasil SA, <br>9.871%<br>| 59200 | &nbsp;&nbsp;313394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itau Unibanco Holding <br>SA, 9.784%<br>| 454835 | &nbsp;&nbsp;3932345 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 4097 | &nbsp;&nbsp;36324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 248891 | &nbsp;&nbsp;305039 |
| \* | Raizen SA | 430247 | &nbsp;&nbsp;84206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 56600 | &nbsp;&nbsp;69261 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| Schulz SA, 11.852% | 35856 | &nbsp;&nbsp;$36382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Track & Field Co. SA, <br>1.832%<br>| 15700 | &nbsp;&nbsp;46538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unipar Carbocloro SA, <br>19.844%<br>| 5199 | &nbsp;&nbsp;62108 |
| TOTAL BRAZIL |  | &nbsp;&nbsp;9151978 |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, 1.318%<br>| 41683 | &nbsp;&nbsp;218958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA <br>Class B<br>| 4213 | &nbsp;&nbsp;324389 |
| TOTAL CHILE |  | &nbsp;&nbsp;543347 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 25051 | &nbsp;&nbsp;353042 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;TVS Motor Co. Ltd., <br>6.000%<br>| 208948 | &nbsp;&nbsp;22715 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;10071082 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA Rights <br>03/02/2026<br>| 2525 | &nbsp;&nbsp;384 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Jutal Offshore Oil <br>Services Ltd. Rights <br>02/26/2026<br>| 39333 | &nbsp;&nbsp;1812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Corp. Bhd. <br>Warrants <br>01/06/2031<br>| 156976 | &nbsp;&nbsp;$3186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REDtone Digital Bhd. <br>Warrants <br>12/20/2030<br>| 24200 | &nbsp;&nbsp;552 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;3738 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chinyang Holdings <br>Corp. Rights <br>03/05/2026<br>| 1107 | &nbsp;&nbsp;531 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 2018 | &nbsp;&nbsp;224 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;6689 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $769,822,585) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $769,822,585) |  | &nbsp;&nbsp;1262129100 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 1694570 | &nbsp;&nbsp;19601096 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $789,423,671)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $789,423,671)^^ |  | &nbsp;&nbsp;$1281730196 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $61,413,823 or 4.8% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;$43425550 | &nbsp;&nbsp;&nbsp;$15557 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$43441107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;2091434 | &nbsp;&nbsp;&nbsp;6665998 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8757432 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;22636654 | &nbsp;&nbsp;&nbsp;338317957 | &nbsp;&nbsp;&nbsp;$27724 | &nbsp;&nbsp;&nbsp;360982335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;2028349 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2028349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Czech Republic | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;865952 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;865952 |
| &nbsp;&nbsp;&nbsp;&nbsp;Egypt | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;267908 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;267908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6641379 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6641379 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$12873 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$12873 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4016991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4016991 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;$10041980 | &nbsp;&nbsp;&nbsp;160825957 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;170867937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4413889 | &nbsp;&nbsp;&nbsp;$15111 | &nbsp;&nbsp;&nbsp;4429000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7875774 | &nbsp;&nbsp;&nbsp;8492 | &nbsp;&nbsp;&nbsp;7884266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12018159 | &nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;12018185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;25805490 | &nbsp;&nbsp;&nbsp;130446 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25935936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;1975047 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1975047 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3407646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3407646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16363477 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16363477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8064997 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8064997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;27364 | &nbsp;&nbsp;&nbsp;31228151 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31255515 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;6443630 | &nbsp;&nbsp;&nbsp;28705526 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35149156 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;12409086 | &nbsp;&nbsp;&nbsp;179305527 | &nbsp;&nbsp;&nbsp;76483 | &nbsp;&nbsp;&nbsp;191791096 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;27591760 | &nbsp;&nbsp;&nbsp;246197231 | &nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;273791131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;15032 | &nbsp;&nbsp;&nbsp;11852965 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11867997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8989335 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8989335 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21246282 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21246282 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;9151978 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9151978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;543347 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;543347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;353042 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;353042 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22715 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22715 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3738 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;224 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19601096 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19601096 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$163996396 | &nbsp;&nbsp;&nbsp;$1117603824 | &nbsp;&nbsp;&nbsp;$129,976˂˃ | &nbsp;&nbsp;&nbsp;$1281730196 |

---

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

---

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

---

------

**Emerging Markets Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |  |
| BRAZIL — (3.0%) | BRAZIL — (3.0%) | BRAZIL — (3.0%) |  |
|  | Anima Holding SA | 52600 | &nbsp;&nbsp;$52273 |
|  | Azzas 2154 SA | 2366 | &nbsp;&nbsp;12022 |
|  | Banco ABC Brasil SA | 1121 | &nbsp;&nbsp;5713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 7955 | &nbsp;&nbsp;90618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 10600 | &nbsp;&nbsp;49931 |
| \* | Blau Farmaceutica SA | 6370 | &nbsp;&nbsp;12310 |
|  | C&A Modas SA | 43100 | &nbsp;&nbsp;97702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 48891 | &nbsp;&nbsp;94572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Distribuicao<br>| 66272 | &nbsp;&nbsp;48356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA <br>(CSNA3 BZ)<br>| 112253 | &nbsp;&nbsp;214790 |
|  | Cogna Educacao SA | 239241 | &nbsp;&nbsp;206840 |
| \* | Cosan SA | 81170 | &nbsp;&nbsp;90999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 55600 | &nbsp;&nbsp;76067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 52448 | &nbsp;&nbsp;297980 |
| Ω | Desktop SA | 20083 | &nbsp;&nbsp;56859 |
|  | Dexco SA | 79369 | &nbsp;&nbsp;86416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA Distribuidora <br>da Medicamentos<br>| 27900 | &nbsp;&nbsp;70138 |
|  | Embraer SA | 44797 | &nbsp;&nbsp;825247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embraer SA (ERJ US), <br>Sponsored ADR<br>| 5599 | &nbsp;&nbsp;411302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 74640 | &nbsp;&nbsp;93038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 2967 | &nbsp;&nbsp;3698 |
|  | Fleury SA | 14798 | &nbsp;&nbsp;46733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, Sponsored <br>ADR<br>| 187063 | &nbsp;&nbsp;798759 |
|  | Grendene SA | 48331 | &nbsp;&nbsp;45551 |
|  | Grupo Mateus SA | 48100 | &nbsp;&nbsp;43962 |
|  | Grupo SBF SA | 22200 | &nbsp;&nbsp;60744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 20980 | &nbsp;&nbsp;39147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelbras SA Industria <br>de Telecomunicacao <br>Eletronica Brasileira<br>| 7100 | &nbsp;&nbsp;16648 |
|  | Iochpe Maxion SA | 29100 | &nbsp;&nbsp;60934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 15523 | &nbsp;&nbsp;26812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 12326 | &nbsp;&nbsp;$135487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 78158 | &nbsp;&nbsp;141829 |
|  | JSL SA | 22100 | &nbsp;&nbsp;31285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 16300 | &nbsp;&nbsp;55410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 80447 | &nbsp;&nbsp;739695 |
|  | Lojas Renner SA | 112922 | &nbsp;&nbsp;320351 |
| Ω | LWSA SA | 19227 | &nbsp;&nbsp;17865 |
|  | Magazine Luiza SA | 55860 | &nbsp;&nbsp;103913 |
|  | Marcopolo SA | 10200 | &nbsp;&nbsp;11629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MBRF Global Foods <br>Co. SA<br>| 69554 | &nbsp;&nbsp;246748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 15800 | &nbsp;&nbsp;11979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao Servicos <br>e Logistica SA<br>| 9000 | &nbsp;&nbsp;26507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 10700 | &nbsp;&nbsp;34076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 19287 | &nbsp;&nbsp;104740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 36135 | &nbsp;&nbsp;85484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MRV Engenharia e <br>Participacoes SA<br>| 44400 | &nbsp;&nbsp;68084 |
| \* | Natura Cosmeticos SA | 95800 | &nbsp;&nbsp;159644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 18400 | &nbsp;&nbsp;32935 |
|  | Petroreconcavo SA | 28600 | &nbsp;&nbsp;61409 |
|  | Porto Seguro SA | 35644 | &nbsp;&nbsp;340270 |
| \* | PRIO SA | 120597 | &nbsp;&nbsp;1168446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profarma Distribuidora <br>de Produtos <br>Farmaceuticos SA<br>| 7100 | &nbsp;&nbsp;12385 |
|  | Sao Martinho SA | 34578 | &nbsp;&nbsp;100329 |
| Ω | Ser Educacional SA | 36600 | &nbsp;&nbsp;86932 |
|  | Simpar SA | 75244 | &nbsp;&nbsp;95650 |
|  | SLC Agricola SA | 29576 | &nbsp;&nbsp;90199 |
|  | TIM SA | 8050 | &nbsp;&nbsp;37506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 9019 | &nbsp;&nbsp;28517 |
|  | Trisul SA | 18774 | &nbsp;&nbsp;25292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 80270 | &nbsp;&nbsp;387108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 19478 | &nbsp;&nbsp;19727 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 13000 | &nbsp;&nbsp;$54912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 64202 | &nbsp;&nbsp;48675 |
|  | Vibra Energia SA | 160214 | &nbsp;&nbsp;875541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 53500 | &nbsp;&nbsp;149132 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;9945852 |
| CHILE — (0.3%) | CHILE — (0.3%) | CHILE — (0.3%) |  |
|  | Banco Itau Chile SA | 5784 | &nbsp;&nbsp;157438 |
| \* | CAP SA | 10826 | &nbsp;&nbsp;102215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 27500 | &nbsp;&nbsp;147636 |
|  | Empresas CMPC SA | 142426 | &nbsp;&nbsp;213525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 6861 | &nbsp;&nbsp;8707 |
|  | Ripley Corp. SA | 203862 | &nbsp;&nbsp;102490 |
|  | Salfacorp SA | 72948 | &nbsp;&nbsp;120127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz SAAM <br>SA<br>| 195719 | &nbsp;&nbsp;30884 |
|  | SONDA SA | 85422 | &nbsp;&nbsp;32748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vina Concha y Toro <br>SA<br>| 18300 | &nbsp;&nbsp;20859 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;936629 |
| CHINA — (30.8%) | CHINA — (30.8%) | CHINA — (30.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;361 Degrees <br>International Ltd.<br>| 178000 | &nbsp;&nbsp;131007 |
| Ω | 3SBio, Inc. | 340000 | &nbsp;&nbsp;1013815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;5I5J Holding Group <br>Co. Ltd., Class A<br>| 18200 | &nbsp;&nbsp;8745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAC Technologies <br>Holdings, Inc.<br>| 96500 | &nbsp;&nbsp;458089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Technology <br>& Materials Co. Ltd., <br>Class A<br>| 28900 | &nbsp;&nbsp;98760 |
| \* | Agora, Inc., ADR | 9041 | &nbsp;&nbsp;37701 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AK Medical Holdings <br>Ltd.<br>| 22000 | &nbsp;&nbsp;16431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmed Medical <br>Products Co. Ltd., <br>Class A<br>| 10200 | &nbsp;&nbsp;16945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aluminum Corp. of <br>China Ltd., Class H<br>| 492000 | &nbsp;&nbsp;859067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Conch Cement <br>Co. Ltd., Class H<br>| 231000 | &nbsp;&nbsp;732574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 37200 | &nbsp;&nbsp;$25584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Guangxin <br>Agrochemical Co. <br>Ltd., Class A<br>| 8820 | &nbsp;&nbsp;20311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Heli Co. Ltd., <br>Class A<br>| 8200 | &nbsp;&nbsp;25721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Hengyuan Coal <br>Industry & Electricity <br>Power Co. Ltd., <br>Class A<br>| 22700 | &nbsp;&nbsp;22606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Honglu Steel <br>Construction Group <br>Co. Ltd., Class A<br>| 6500 | &nbsp;&nbsp;21173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jiangnan <br>Chemical Industry <br>Co. Ltd., Class A<br>| 24400 | &nbsp;&nbsp;21759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jinhe Industrial <br>Co. Ltd., Class A<br>| 8800 | &nbsp;&nbsp;30071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Kouzi Distillery <br>Co. Ltd., Class A<br>| 5300 | &nbsp;&nbsp;22421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Transport <br>Consulting & Design <br>Institute Co. Ltd., <br>Class A<br>| 16700 | &nbsp;&nbsp;20054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Truchum <br>Advanced Materials <br>& Technology Co. <br>Ltd., Class A<br>| 14800 | &nbsp;&nbsp;28093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Xinhua Media <br>Co. Ltd., Class A<br>| 22500 | &nbsp;&nbsp;22366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingliu <br>Electromechanical <br>Co. Ltd., Class A<br>| 6600 | &nbsp;&nbsp;48914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Zhongding <br>Sealing Parts Co. <br>Ltd., Class A<br>| 21800 | &nbsp;&nbsp;65528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anjoy Foods Group <br>Co. Ltd., Class A<br>| 2300 | &nbsp;&nbsp;29537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anton Oilfield Services <br>Group<br>| 374000 | &nbsp;&nbsp;56989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoshikang Technology <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;34021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aotecar New Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 60800 | &nbsp;&nbsp;28067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Satellite Holdings <br>Ltd.<br>| 118000 | &nbsp;&nbsp;63436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia - Potash <br>International <br>Investment <br>Guangzhou Co. Ltd., <br>Class A<br>| 8400 | &nbsp;&nbsp;67761 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;AsiaInfo Technologies <br>Ltd.<br>| 52400 | &nbsp;&nbsp;57447 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobio Diagnostics <br>Co. Ltd., Class A<br>| 4700 | &nbsp;&nbsp;$24802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. Ltd., <br>Class H<br>| 401000 | &nbsp;&nbsp;212705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Foton Motor Co. <br>Ltd., Class A<br>| 67500 | &nbsp;&nbsp;28648 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Motor Corp. Ltd., <br>Class H<br>| 384000 | &nbsp;&nbsp;90882 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (9888 HK), <br>Class A<br>| 316050 | &nbsp;&nbsp;6057904 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (BIDU US), <br>Sponsored ADR<br>| 783 | &nbsp;&nbsp;119940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing Co. <br>Ltd., Class H<br>| 69500 | &nbsp;&nbsp;69924 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 238000 | &nbsp;&nbsp;128287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Xi'an Co. Ltd., <br>Class A<br>| 90300 | &nbsp;&nbsp;48738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoji Titanium Industry <br>Co. Ltd., Class A<br>| 5800 | &nbsp;&nbsp;31807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (BZUN <br>US), Sponsored <br>ADR<br>| 100 | &nbsp;&nbsp;268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BBMG Jidong Cement <br>Group Co. Ltd., <br>Class A<br>| 31600 | &nbsp;&nbsp;22683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Befar Group Co. Ltd., <br>Class A<br>| 33500 | &nbsp;&nbsp;26896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 36100 | &nbsp;&nbsp;50778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Eco-Environment <br>Protection Group <br>Co. Ltd., Class A<br>| 85900 | &nbsp;&nbsp;38079 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>International Airport <br>Co. Ltd., Class H<br>| 228000 | &nbsp;&nbsp;77527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Chunlizhengda <br>Medical Instruments <br>Co. Ltd., Class H<br>| 10250 | &nbsp;&nbsp;18683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dabeinong <br>Technology Group <br>Co. Ltd., Class A<br>| 38400 | &nbsp;&nbsp;25326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Easpring <br>Material Technology <br>Co. Ltd., Class A<br>| 10200 | &nbsp;&nbsp;84083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Energy <br>International Holding <br>Co. Ltd.<br>| 162400 | &nbsp;&nbsp;24501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Holdings Ltd.<br>| 92500 | &nbsp;&nbsp;419022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 326000 | &nbsp;&nbsp;112229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Gehua CATV <br>Network Co. Ltd., <br>Class A<br>| 36200 | &nbsp;&nbsp;$42595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing GeoEnviron <br>Engineering & <br>Technology, Inc., <br>Class A<br>| 30700 | &nbsp;&nbsp;44809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haixin Energy <br>Technology Co. Ltd., <br>Class A<br>| 46600 | &nbsp;&nbsp;31862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haohua Energy <br>Resource Co. Ltd., <br>Class A<br>| 22200 | &nbsp;&nbsp;25594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jetsen <br>Technology Co. Ltd., <br>Class A<br>| 31300 | &nbsp;&nbsp;27275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyuntong <br>Technology Co. Ltd., <br>Class A<br>| 32300 | &nbsp;&nbsp;17842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanyuan Foods <br>Co. Ltd., Class A<br>| 20500 | &nbsp;&nbsp;16088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shunxin <br>Agriculture Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;19022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinnet <br>Technology Co. Ltd., <br>Class A<br>| 19700 | &nbsp;&nbsp;43396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SL <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23600 | &nbsp;&nbsp;26053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Strong <br>Biotechnologies, <br>Inc., Class A<br>| 11400 | &nbsp;&nbsp;21693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wandong <br>Medical Technology <br>Co. Ltd., Class A<br>| 11200 | &nbsp;&nbsp;25685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Watertek <br>Information <br>Technology Co. Ltd., <br>Class A<br>| 58000 | &nbsp;&nbsp;51372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Zhong Ke San <br>Huan High-Tech Co. <br>Ltd., Class A<br>| 15870 | &nbsp;&nbsp;32718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Pacific <br>International <br>Holdings Ltd.<br>| 70000 | &nbsp;&nbsp;28887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BGI Genomics Co. <br>Ltd., Class A<br>| 4300 | &nbsp;&nbsp;31300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biem.L.Fdlkk Garment <br>Co. Ltd., Class A<br>| 10000 | &nbsp;&nbsp;21703 |
| Ω | BOC Aviation Ltd. | 34900 | &nbsp;&nbsp;361552 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BOE HC SemiTek <br>Corp.<br>| 17900 | &nbsp;&nbsp;21461 |
| # | BOE Varitronix Ltd. | 38000 | &nbsp;&nbsp;23614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bohai Leasing Co. <br>Ltd., Class A<br>| 89400 | &nbsp;&nbsp;57213 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boyaa Interactive <br>International Ltd.<br>| 23000 | &nbsp;&nbsp;$9746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Dairy & Food <br>Co. Ltd., Class A<br>| 19900 | &nbsp;&nbsp;22839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brilliance China <br>Automotive Holdings <br>Ltd.<br>| 424000 | &nbsp;&nbsp;219226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bros Eastern Co. Ltd., <br>Class A<br>| 15400 | &nbsp;&nbsp;15720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;B-Soft Co. Ltd., <br>Class A<br>| 45500 | &nbsp;&nbsp;35492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTG Hotels Group Co. <br>Ltd., Class A<br>| 12900 | &nbsp;&nbsp;31933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 82000 | &nbsp;&nbsp;350124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;By-health Co. Ltd., <br>Class A<br>| 12000 | &nbsp;&nbsp;21040 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;C C Land Holdings <br>Ltd.<br>| 164000 | &nbsp;&nbsp;25190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 56756 | &nbsp;&nbsp;116912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&S Paper Co. Ltd., <br>Class A<br>| 19400 | &nbsp;&nbsp;22761 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CALB Group Co. Ltd., <br>Class H<br>| 25400 | &nbsp;&nbsp;80101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camel Group Co. Ltd., <br>Class A<br>| 13000 | &nbsp;&nbsp;17750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Mingzhu <br>Plastic Co. Ltd., <br>Class A<br>| 50000 | &nbsp;&nbsp;35153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canmax Technologies <br>Co. Ltd., Class A<br>| 9100 | &nbsp;&nbsp;60252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canny Elevator Co. <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;17079 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Group <br>Holdings, Inc.<br>| 122000 | &nbsp;&nbsp;16460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCCC Design & <br>Consulting Group <br>Co. Ltd., Class A<br>| 21200 | &nbsp;&nbsp;22617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Solar Energy <br>Co. Ltd., Class A<br>| 75100 | &nbsp;&nbsp;58037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Wind-Power <br>Corp., Class A<br>| 80300 | &nbsp;&nbsp;35708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China Land <br>Media Co. Ltd., <br>Class A<br>| 14400 | &nbsp;&nbsp;26481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central China <br>Securities Co. Ltd., <br>Class H<br>| 136000 | &nbsp;&nbsp;38505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CGN New Energy <br>Holdings Co. Ltd.<br>| 254000 | &nbsp;&nbsp;85541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun Faway <br>Automobile <br>Components Co. <br>Ltd., Class A<br>| 16200 | &nbsp;&nbsp;$22727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changhong Meiling <br>Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;8326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang & Jinggong <br>Steel Building Group <br>Co. Ltd., Class A<br>| 62400 | &nbsp;&nbsp;42685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Publishing <br>& Media Co. Ltd., <br>Class A<br>| 27900 | &nbsp;&nbsp;36928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaoju Eye Care <br>Holdings Ltd.<br>| 47500 | &nbsp;&nbsp;16334 |
| Ω | Cheerwin Group Ltd. | 57500 | &nbsp;&nbsp;17757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng De Lolo Co. <br>Ltd., Class A<br>| 17400 | &nbsp;&nbsp;21474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Fusen <br>Noble-House <br>Industrial Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;16366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Hongqi Chain <br>Co. Ltd., Class A<br>| 31400 | &nbsp;&nbsp;26707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 7800 | &nbsp;&nbsp;32936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Wintrue <br>Holding Co. Ltd., <br>Class A<br>| 16100 | &nbsp;&nbsp;33832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengxin Lithium <br>Group Co. Ltd., <br>Class A<br>| 12500 | &nbsp;&nbsp;63745 |
|  | Chervon Holdings Ltd. | 19400 | &nbsp;&nbsp;59986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Automotive <br>Engineering <br>Research Institute <br>Co. Ltd., Class A<br>| 8900 | &nbsp;&nbsp;24271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China BlueChemical <br>Ltd., Class H<br>| 356000 | &nbsp;&nbsp;123774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CAMC <br>Engineering Co. <br>Ltd., Class A<br>| 8800 | &nbsp;&nbsp;11120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Chunlai <br>Education Group Co. <br>Ltd.<br>| 54000 | &nbsp;&nbsp;26472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Cinda Asset <br>Management Co. <br>Ltd., Class H<br>| 584000 | &nbsp;&nbsp;99374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Energy Co. <br>Ltd., Class H<br>| 343000 | &nbsp;&nbsp;502005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Xinji <br>Energy Co. Ltd., <br>Class A<br>| 41800 | &nbsp;&nbsp;44063 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Communications <br>Services Corp. Ltd., <br>Class H<br>| 356000 | &nbsp;&nbsp;$216204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Conch Venture <br>Holdings Ltd.<br>| 256000 | &nbsp;&nbsp;349789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CYTS Tours <br>Holding Co. Ltd., <br>Class A<br>| 7200 | &nbsp;&nbsp;10235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Design Group <br>Co. Ltd., Class A<br>| 8200 | &nbsp;&nbsp;9594 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Development <br>Bank Financial <br>Leasing Co. Ltd., <br>Class H<br>| 378000 | &nbsp;&nbsp;77927 |
| #†† | China Dili Group | 334200 | &nbsp;&nbsp;5296 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Eastern Airlines <br>Corp. Ltd., Class H<br>| 100000 | &nbsp;&nbsp;69308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Education Group <br>Holdings Ltd.<br>| 5400 | &nbsp;&nbsp;2103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Huada Technology <br>Co. Ltd.<br>| 72000 | &nbsp;&nbsp;12511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (3996 HK), <br>Class H<br>| 458000 | &nbsp;&nbsp;67368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (601868 C1), <br>Class A<br>| 228779 | &nbsp;&nbsp;79995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright Bank <br>Co. Ltd., Class H<br>| 214000 | &nbsp;&nbsp;89199 |
|  | China Everbright Ltd. | 46000 | &nbsp;&nbsp;57694 |
| Ω | China Feihe Ltd. | 729000 | &nbsp;&nbsp;362118 |
|  | China Foods Ltd. | 180000 | &nbsp;&nbsp;99709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 721500 | &nbsp;&nbsp;970198 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 519322 | &nbsp;&nbsp;514416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 44800 | &nbsp;&nbsp;1134379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hongqiao Group <br>Ltd.<br>| 438000 | &nbsp;&nbsp;2003268 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 252400 | &nbsp;&nbsp;684049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 165570 | &nbsp;&nbsp;188256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Lesso Group <br>Holdings Ltd.<br>| 182000 | &nbsp;&nbsp;139817 |
|  | China Lilang Ltd. | 100000 | &nbsp;&nbsp;42894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*Ω | China Literature Ltd. | 18800 | &nbsp;&nbsp;$86050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Medical System <br>Holdings Ltd.<br>| 230000 | &nbsp;&nbsp;412565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meheco Group <br>Co. Ltd., Class A<br>| 15260 | &nbsp;&nbsp;23878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meidong Auto <br>Holdings Ltd.<br>| 168000 | &nbsp;&nbsp;31407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Mengniu Dairy <br>Co. Ltd.<br>| 430000 | &nbsp;&nbsp;898003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 257610 | &nbsp;&nbsp;518466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Property Operation <br>& Service Co. Ltd., <br>Class A<br>| 14200 | &nbsp;&nbsp;24068 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Securities Co. Ltd., <br>Class H<br>| 86800 | &nbsp;&nbsp;162124 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Modern Dairy <br>Holdings Ltd.<br>| 643000 | &nbsp;&nbsp;127751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Accord <br>Medicines Corp. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;19498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Building <br>Material Co. Ltd., <br>Class H<br>| 402785 | &nbsp;&nbsp;289723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Gold <br>Group Gold <br>Jewellery Co. Ltd., <br>Class A<br>| 18900 | &nbsp;&nbsp;39833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Medicines Corp. <br>Ltd., Class A<br>| 5500 | &nbsp;&nbsp;23006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Metal Industry's <br>Foreign Engineering <br>& Construction Co. <br>Ltd., Class A<br>| 23600 | &nbsp;&nbsp;26539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 225000 | &nbsp;&nbsp;445964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield Services <br>Ltd., Class H<br>| 388000 | &nbsp;&nbsp;426427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oriental Group <br>Co. Ltd.<br>| 150000 | &nbsp;&nbsp;26709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum <br>Engineering Corp., <br>Class A<br>| 71500 | &nbsp;&nbsp;43009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Publishing & <br>Media Co. Ltd., <br>Class A<br>| 28500 | &nbsp;&nbsp;29839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 191000 | &nbsp;&nbsp;110221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Hi-tech <br>Industry Co. Ltd., <br>Class A<br>| 19300 | &nbsp;&nbsp;23223 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway <br>Materials Co. Ltd., <br>Class A<br>| 64200 | &nbsp;&nbsp;$26884 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., Class H<br>| 286000 | &nbsp;&nbsp;134038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Tielong <br>Container Logistics <br>Co. Ltd., Class A<br>| 25900 | &nbsp;&nbsp;24517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Holdings Ltd.<br>| 348000 | &nbsp;&nbsp;23387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 1283000 | &nbsp;&nbsp;289146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Beer <br>Holdings Co. Ltd.<br>| 209000 | &nbsp;&nbsp;699193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Boya <br>Bio-pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 5200 | &nbsp;&nbsp;17170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Building Materials <br>Technology Holdings <br>Ltd.<br>| 168000 | &nbsp;&nbsp;36717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Double Crane <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 9900 | &nbsp;&nbsp;26728 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Gas <br>Group Ltd.<br>| 117600 | &nbsp;&nbsp;323534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Land <br>Ltd.<br>| 483000 | &nbsp;&nbsp;1891518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Medical Holdings <br>Co. Ltd.<br>| 168500 | &nbsp;&nbsp;69884 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Pharmaceutical <br>Group Ltd.<br>| 375500 | &nbsp;&nbsp;218609 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Risun Group <br>Ltd.<br>| 163000 | &nbsp;&nbsp;57360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruifeng <br>Renewable Energy <br>Holdings Ltd.<br>| 150000 | &nbsp;&nbsp;12136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Sanjiang Fine <br>Chemicals Co. Ltd.<br>| 149000 | &nbsp;&nbsp;88885 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Shengmu <br>Organic Milk Ltd.<br>| 453000 | &nbsp;&nbsp;22954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Shineway <br>Pharmaceutical <br>Group Ltd.<br>| 66000 | &nbsp;&nbsp;79973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China South Publishing <br>& Media Group Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;19695 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 304000 | &nbsp;&nbsp;$365167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunshine Paper <br>Holdings Co. Ltd.<br>| 117500 | &nbsp;&nbsp;19646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 282800 | &nbsp;&nbsp;926688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tianying, Inc., <br>Class A<br>| 40700 | &nbsp;&nbsp;35772 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tower Corp. <br>Ltd., Class H<br>| 869000 | &nbsp;&nbsp;1250297 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Travel <br>International <br>Investment Hong <br>Kong Ltd.<br>| 416000 | &nbsp;&nbsp;72944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Vered Financial <br>Holding Corp. Ltd.<br>| 45000 | &nbsp;&nbsp;6296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XLX Fertiliser <br>Ltd.<br>| 134000 | &nbsp;&nbsp;192252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yongda <br>Automobiles <br>Services Holdings <br>Ltd.<br>| 313000 | &nbsp;&nbsp;62598 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Youran Dairy <br>Group Ltd.<br>| 324000 | &nbsp;&nbsp;185000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang Bank <br>Co. Ltd., Class H<br>| 380099 | &nbsp;&nbsp;121753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinasoft International <br>Ltd.<br>| 334000 | &nbsp;&nbsp;214963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Department <br>Store Co. Ltd., <br>Class A<br>| 5800 | &nbsp;&nbsp;20543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Zhacai Group Co. <br>Ltd., Class A<br>| 23400 | &nbsp;&nbsp;44698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Gas Group <br>Corp. Ltd., Class A<br>| 9214 | &nbsp;&nbsp;7652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Machinery <br>& Electric Co. Ltd., <br>Class H<br>| 126000 | &nbsp;&nbsp;39561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Road & <br>Bridge Co. Ltd., <br>Class A<br>| 30200 | &nbsp;&nbsp;27629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 456000 | &nbsp;&nbsp;340427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Sanfeng <br>Environment Group <br>Corp. Ltd., Class A<br>| 28400 | &nbsp;&nbsp;36870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zongshen <br>Power Machinery <br>Co. Ltd., Class A<br>| 17828 | &nbsp;&nbsp;52450 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Seng <br>Jewellery Co. Ltd., <br>Class A<br>| 14300 | &nbsp;&nbsp;$26193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMC Enric Holdings <br>Ltd.<br>| 142000 | &nbsp;&nbsp;201407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisen Pharmaceutical <br>Co. Ltd., Class A<br>| 8300 | &nbsp;&nbsp;20905 |
|  | CITIC Ltd. | 202000 | &nbsp;&nbsp;322832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Resources <br>Holdings Ltd.<br>| 674000 | &nbsp;&nbsp;43904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Development <br>Environment Co. <br>Ltd., Class A<br>| 17280 | &nbsp;&nbsp;35049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMST Development <br>Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp;23554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNSIG Inner Mongolia <br>Chemical Industry <br>Co. Ltd., Class A<br>| 32100 | &nbsp;&nbsp;42634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Biotechnology <br>Co. Ltd., Class A<br>| 17700 | &nbsp;&nbsp;17200 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Joycome <br>Foods Ltd.<br>| 113000 | &nbsp;&nbsp;24261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cofoe Medical <br>Technology Co. Ltd., <br>Class A<br>| 3500 | &nbsp;&nbsp;26536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comba Telecom <br>Systems Holdings <br>Ltd.<br>| 230000 | &nbsp;&nbsp;66965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Concord New Energy <br>Group Ltd.<br>| 1520000 | &nbsp;&nbsp;62155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consun <br>Pharmaceutical <br>Group Ltd.<br>| 112000 | &nbsp;&nbsp;258949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Development Co. <br>Ltd., Class H<br>| 819000 | &nbsp;&nbsp;116456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Energy <br>Transportation Co. <br>Ltd., Class H<br>| 166000 | &nbsp;&nbsp;299030 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Holdings Co. Ltd., <br>Class H<br>| 520500 | &nbsp;&nbsp;914499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>International Hong <br>Kong Co. Ltd.<br>| 116000 | &nbsp;&nbsp;94087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Ports Ltd.<br>| 286509 | &nbsp;&nbsp;227030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Specialized Carriers <br>Co. Ltd., Class A<br>| 44100 | &nbsp;&nbsp;49575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CQ Pharmaceutical <br>Holding Co. Ltd., <br>Class A<br>| 41800 | &nbsp;&nbsp;36381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Holding Co. Ltd., <br>Class A<br>| 37592 | &nbsp;&nbsp;25159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Pharmaceutical <br>Group Ltd.<br>| 820000 | &nbsp;&nbsp;$1005923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Hong Kong <br>Shipping Co. Ltd.<br>| 300000 | &nbsp;&nbsp;82113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daan Gene Co. Ltd., <br>Class A<br>| 30000 | &nbsp;&nbsp;28511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dajin Heavy Industry <br>Co. Ltd., Class A<br>| 5200 | &nbsp;&nbsp;46020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Huarui Heavy <br>Industry Group Co. <br>Ltd., Class A<br>| 36900 | &nbsp;&nbsp;38069 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Damai Entertainment <br>Holdings Ltd.<br>| 2470000 | &nbsp;&nbsp;311783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dashang Co. Ltd., <br>Class A<br>| 10769 | &nbsp;&nbsp;28207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deppon Logistics Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;18990 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dezhan Healthcare Co. <br>Ltd., Class A<br>| 69800 | &nbsp;&nbsp;43264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dian Diagnostics <br>Group Co. Ltd., <br>Class A<br>| 15800 | &nbsp;&nbsp;54329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Do-Fluoride New <br>Materials Co. Ltd., <br>Class A<br>| 13200 | &nbsp;&nbsp;55007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., Class H<br>| 69800 | &nbsp;&nbsp;227494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Motor Group <br>Co. Ltd., Class H<br>| 398000 | &nbsp;&nbsp;460112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan <br>Development <br>Holdings Co. Ltd., <br>Class A<br>| 20800 | &nbsp;&nbsp;32909 |
|  | Dongyue Group Ltd. | 245000 | &nbsp;&nbsp;384074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DouYu International <br>Holdings Ltd., ADR<br>| 7339 | &nbsp;&nbsp;46749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynagreen <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 77000 | &nbsp;&nbsp;52372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Easyhome New Retail <br>Group Co. Ltd., <br>Class A<br>| 58000 | &nbsp;&nbsp;25919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edvantage Group <br>Holdings Ltd.<br>| 113740 | &nbsp;&nbsp;21993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EEKA Fashion <br>Holdings Ltd.<br>| 51000 | &nbsp;&nbsp;46172 |
|  | Era Co. Ltd., Class A | 28900 | &nbsp;&nbsp;18700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Sunshine <br>Services Group Ltd.<br>| 136000 | &nbsp;&nbsp;31904 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 65200 | &nbsp;&nbsp;74139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Carbon New <br>Material Co. Ltd., <br>Class A<br>| 30200 | &nbsp;&nbsp;24906 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Special Steel <br>Technology Co. Ltd., <br>Class A<br>| 24000 | &nbsp;&nbsp;$22334 |
|  | Far East Horizon Ltd. | 267000 | &nbsp;&nbsp;267086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Farasis Energy Gan <br>Zhou Co. Ltd., <br>Class A<br>| 15604 | &nbsp;&nbsp;32698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAWER Automotive <br>Parts Co. Ltd., <br>Class A<br>| 23200 | &nbsp;&nbsp;18287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feilong Auto <br>Components Co. <br>Ltd., Class A<br>| 17800 | &nbsp;&nbsp;74693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FESCO Group Co. <br>Ltd., Class A<br>| 8400 | &nbsp;&nbsp;22459 |
| \* | FIH Mobile Ltd. | 67200 | &nbsp;&nbsp;171779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Financial Street <br>Holdings Co. Ltd., <br>Class A<br>| 69300 | &nbsp;&nbsp;28223 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FinVolution Group, <br>ADR<br>| 31745 | &nbsp;&nbsp;162852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Tractor Co. Ltd., <br>Class H<br>| 24000 | &nbsp;&nbsp;28203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flat Glass Group Co. <br>Ltd., Class H<br>| 29000 | &nbsp;&nbsp;40527 |
|  | Foryou Corp., Class A | 5100 | &nbsp;&nbsp;23361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Electrical & <br>Lighting Co. Ltd., <br>Class A<br>| 20800 | &nbsp;&nbsp;18783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fosun International <br>Ltd.<br>| 127500 | &nbsp;&nbsp;67834 |
|  | Fufeng Group Ltd. | 313000 | &nbsp;&nbsp;338698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Longking Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;20826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Star-net <br>Communication Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;42832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Sunner <br>Development Co. <br>Ltd., Class A<br>| 20000 | &nbsp;&nbsp;49596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Yuanli Active <br>Carbon Co. Ltd., <br>Class A<br>| 10300 | &nbsp;&nbsp;24254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Energy <br>Chemical Co. Ltd., <br>Class A<br>| 102700 | &nbsp;&nbsp;36617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Jiu Steel Group <br>Hongxing Iron & <br>Steel Co. Ltd., <br>Class A<br>| 83950 | &nbsp;&nbsp;23270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Shangfeng <br>Cement Co. Ltd., <br>Class A<br>| 12600 | &nbsp;&nbsp;26155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Yasheng <br>Industrial Group Co. <br>Ltd., Class A<br>| 59700 | &nbsp;&nbsp;32152 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCL Energy <br>Technology Co. Ltd., <br>Class A<br>| 14100 | &nbsp;&nbsp;$21290 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GCL Technology <br>Holdings Ltd.<br>| 166000 | &nbsp;&nbsp;22966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(9698 HK), Class A<br>| 82900 | &nbsp;&nbsp;461595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geely Automobile <br>Holdings Ltd.<br>| 991000 | &nbsp;&nbsp;2039966 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Genertec Universal <br>Medical Group Co. <br>Ltd.<br>| 171000 | &nbsp;&nbsp;134385 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genscript Biotech <br>Corp.<br>| 72000 | &nbsp;&nbsp;118188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. Ltd., <br>Class H<br>| 187000 | &nbsp;&nbsp;436375 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global New Material <br>International <br>Holdings Ltd.<br>| 63000 | &nbsp;&nbsp;71327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Glorious Property <br>Holdings Ltd.<br>| 294000 | &nbsp;&nbsp;282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldenmax <br>International Group <br>Ltd., Class A<br>| 19400 | &nbsp;&nbsp;71411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. Ltd., <br>Class H<br>| 75878 | &nbsp;&nbsp;141682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodbaby International <br>Holdings Ltd.<br>| 204000 | &nbsp;&nbsp;28211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pharmaceutical <br>Group Ltd.<br>| 179500 | &nbsp;&nbsp;179616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grandjoy Holdings <br>Group Co. Ltd., <br>Class A<br>| 62300 | &nbsp;&nbsp;35084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 286500 | &nbsp;&nbsp;488111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Development <br>Electricity Group of <br>Tianjin Co. Ltd., <br>Class A<br>| 41200 | &nbsp;&nbsp;50065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 209000 | &nbsp;&nbsp;299138 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Greentown <br>Management <br>Holdings Co. Ltd.<br>| 96000 | &nbsp;&nbsp;40407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown Service <br>Group Co. Ltd.<br>| 244000 | &nbsp;&nbsp;141870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 72100 | &nbsp;&nbsp;39506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongfang <br>Precision Science & <br>Technology Co. Ltd., <br>Class A<br>| 15800 | &nbsp;&nbsp;40731 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dowstone <br>Technology Co. Ltd., <br>Class A<br>| 12300 | &nbsp;&nbsp;$51927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Ellington <br>Electronics <br>Technology Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;15778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Fenghua <br>Advanced <br>Technology Holding <br>Co. Ltd., Class A<br>| 12200 | &nbsp;&nbsp;35827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Guanhao <br>High-Tech Co. Ltd., <br>Class A<br>| 57600 | &nbsp;&nbsp;29217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongtu <br>Technology Holdings <br>Co. Ltd., Class A<br>| 24000 | &nbsp;&nbsp;41749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Kinlong <br>Hardware Products <br>Co. Ltd., Class A<br>| 8700 | &nbsp;&nbsp;30760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Tapai <br>Group Co. Ltd., <br>Class A<br>| 14400 | &nbsp;&nbsp;20353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Vanward <br>New Electric Co. <br>Ltd., Class A<br>| 15600 | &nbsp;&nbsp;22517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Xinbao <br>Electrical Appliances <br>Holdings Co. Ltd., <br>Class A<br>| 8900 | &nbsp;&nbsp;18492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Zhongnan <br>Iron & Steel Co. <br>Ltd., Class A<br>| 54800 | &nbsp;&nbsp;20746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Logistics Co. <br>Ltd., Class A<br>| 17000 | &nbsp;&nbsp;15993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 280000 | &nbsp;&nbsp;78981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Liugong <br>Machinery Co. Ltd., <br>Class A<br>| 29000 | &nbsp;&nbsp;47451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi LiuYao Group <br>Co. Ltd., Class A<br>| 3700 | &nbsp;&nbsp;9675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Baiyun <br>International Airport <br>Co. Ltd., Class A<br>| 33700 | &nbsp;&nbsp;46353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Baiyunshan <br>Pharmaceutical <br>Holdings Co. Ltd., <br>Class H<br>| 30000 | &nbsp;&nbsp;72818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou KDT <br>Machinery Group <br>Co. Ltd., Class A<br>| 6400 | &nbsp;&nbsp;17044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Wondfo <br>Biotech Co. Ltd., <br>Class A<br>| 3200 | &nbsp;&nbsp;9869 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Layn Natural <br>Ingredients Corp., <br>Class A<br>| 12100 | &nbsp;&nbsp;$16049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Chanhen <br>Chemical Corp., <br>Class A<br>| 7600 | &nbsp;&nbsp;45926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Panjiang <br>Refined Coal Co. <br>Ltd., Class A<br>| 20900 | &nbsp;&nbsp;16410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Tyre Co. Ltd., <br>Class A<br>| 27600 | &nbsp;&nbsp;20448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhenhua <br>E-chem, Inc., <br>Class A<br>| 6533 | &nbsp;&nbsp;13229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guoguang Electric Co. <br>Ltd., Class A<br>| 12600 | &nbsp;&nbsp;25017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoquan Food <br>Shanghai Co. Ltd., <br>Class H<br>| 246800 | &nbsp;&nbsp;134712 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Haitong <br>Securities Co. Ltd., <br>Class H<br>| 390288 | &nbsp;&nbsp;830713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home Co. <br>Ltd. (6690 HK), <br>Class H<br>| 334200 | &nbsp;&nbsp;1101763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Meilan <br>International Airport <br>Co. Ltd., Class H<br>| 26000 | &nbsp;&nbsp;34477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Mining Co. <br>Ltd., Class A<br>| 18400 | &nbsp;&nbsp;33392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 84000 | &nbsp;&nbsp;259853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hand Enterprise <br>Solutions Co. Ltd., <br>Class A<br>| 14000 | &nbsp;&nbsp;53298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangxiao Steel <br>Structure Co. Ltd., <br>Class A<br>| 63800 | &nbsp;&nbsp;31491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Binjiang <br>Real Estate Group <br>Co. Ltd., Class A<br>| 34100 | &nbsp;&nbsp;56950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Haoyue <br>Personal Care Co. <br>Ltd., Class A<br>| 2660 | &nbsp;&nbsp;11861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Huawang <br>New Material <br>Technology Co. Ltd., <br>Class A<br>| 8160 | &nbsp;&nbsp;10379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Iron & Steel <br>Co., Class A<br>| 63800 | &nbsp;&nbsp;82858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Lion <br>Microelectronics Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;42771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Robam <br>Appliances Co. Ltd., <br>Class A<br>| 9000 | &nbsp;&nbsp;27176 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Co. <br>Ltd., Class H<br>| 164000 | &nbsp;&nbsp;$416587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 28000 | &nbsp;&nbsp;14183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HBIS Resources Co. <br>Ltd., Class A<br>| 11400 | &nbsp;&nbsp;39083 |
| \*Ω | HBM Holdings Ltd. | 63000 | &nbsp;&nbsp;96115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Health & Happiness <br>H&H International <br>Holdings Ltd.<br>| 56000 | &nbsp;&nbsp;109631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Urban <br>Construction <br>Development Co. <br>Ltd., Class A<br>| 23700 | &nbsp;&nbsp;47555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hello Group, Inc., <br>Sponsored ADR<br>| 24364 | &nbsp;&nbsp;166162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Liliang Diamond <br>Co. Ltd., Class A<br>| 2600 | &nbsp;&nbsp;14893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Mingtai Al <br>Industrial Co. Ltd., <br>Class A<br>| 19640 | &nbsp;&nbsp;47123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Pinggao <br>Electric Co. Ltd., <br>Class A<br>| 18300 | &nbsp;&nbsp;55619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Thinker <br>Automatic <br>Equipment Co. Ltd., <br>Class A<br>| 7700 | &nbsp;&nbsp;29168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuguang Gold <br>& Lead Co. Ltd., <br>Class A<br>| 24400 | &nbsp;&nbsp;75903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongfu <br>Industry Co. Ltd., <br>Class A<br>| 44100 | &nbsp;&nbsp;60531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengan International <br>Group Co. Ltd.<br>| 70000 | &nbsp;&nbsp;253038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Templar Tech <br>Ltd., Sponsored <br>ADR<br>| 29458 | &nbsp;&nbsp;85723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitevision Co. Ltd., <br>Class A<br>| 3900 | &nbsp;&nbsp;15279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HMT Xiamen New <br>Technical Materials <br>Co. Ltd., Class A<br>| 7700 | &nbsp;&nbsp;86198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HNA Technology Co. <br>Ltd., Class A<br>| 65000 | &nbsp;&nbsp;34599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongyuan Green <br>Energy Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;80319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Construction <br>Development Ltd.<br>| 256332 | &nbsp;&nbsp;32795 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hua Hong <br>Semiconductor Ltd., <br>Class H<br>| 105000 | &nbsp;&nbsp;1553863 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huabao International <br>Holdings Ltd.<br>| 48000 | &nbsp;&nbsp;$31352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Heavy <br>Industries Co. Ltd., <br>Class A<br>| 27200 | &nbsp;&nbsp;43823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huafu Fashion Co. <br>Ltd., Class A<br>| 38500 | &nbsp;&nbsp;23129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huaihe Energy Group <br>Co. Ltd., Class A<br>| 41600 | &nbsp;&nbsp;20478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Tourism <br>Development Co. <br>Ltd., Class A<br>| 7000 | &nbsp;&nbsp;12848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huapont Life Sciences <br>Co. Ltd., Class A<br>| 18200 | &nbsp;&nbsp;14661 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 240800 | &nbsp;&nbsp;574130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxin Cement Co. <br>Ltd. (6655 HK), <br>Class H<br>| 46000 | &nbsp;&nbsp;109593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Chutian Smart <br>Communication Co. <br>Ltd., Class A<br>| 34000 | &nbsp;&nbsp;19471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Jumpcan <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 6300 | &nbsp;&nbsp;23632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Yihua Chemical <br>Industry Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;33191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Zhenhua <br>Chemical Co. Ltd., <br>Class A<br>| 18620 | &nbsp;&nbsp;91499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huishang Bank Corp. <br>Ltd., Class H<br>| 31000 | &nbsp;&nbsp;13699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Aihua Group <br>Co. Ltd., Class A<br>| 6200 | &nbsp;&nbsp;16229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Er-Kang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 63300 | &nbsp;&nbsp;34810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan TV & Broadcast <br>Intermediary Co. <br>Ltd., Class A<br>| 13300 | &nbsp;&nbsp;20978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Zhongke <br>Electric Co. Ltd., <br>Class A<br>| 10700 | &nbsp;&nbsp;32618 |
| # | HUYA, Inc., ADR | 16422 | &nbsp;&nbsp;69629 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hygeia Healthcare <br>Holdings Co. Ltd.<br>| 77800 | &nbsp;&nbsp;127773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hytera <br>Communications <br>Corp. Ltd., Class A<br>| 38600 | &nbsp;&nbsp;60263 |
|  | IKD Co. Ltd., Class A | 17300 | &nbsp;&nbsp;47676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infore Environment <br>Technology Group <br>Co. Ltd., Class A<br>| 41500 | &nbsp;&nbsp;41915 |
| \* | Inkeverse Group Ltd. | 97000 | &nbsp;&nbsp;10935 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intco Medical <br>Technology Co. Ltd., <br>Class A<br>| 7680 | &nbsp;&nbsp;$46252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intron Technology <br>Holdings Ltd.<br>| 54000 | &nbsp;&nbsp;12997 |
| #\* | iQIYI, Inc., ADR | 83273 | &nbsp;&nbsp;173208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jangho Group Co. <br>Ltd., Class A<br>| 15800 | &nbsp;&nbsp;21841 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JD Health <br>International, Inc.<br>| 7400 | &nbsp;&nbsp;59538 |
| \*Ω | JD Logistics, Inc. | 334900 | &nbsp;&nbsp;478621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (9618 <br>HK), Class A<br>| 68900 | &nbsp;&nbsp;982558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiang Su Suyan <br>Jingshen Co. Ltd., <br>Class A<br>| 16400 | &nbsp;&nbsp;27148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangling Motors Corp. <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;35616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Asia-Pacific <br>Light Alloy <br>Technology Co. Ltd., <br>Class A<br>| 15000 | &nbsp;&nbsp;16613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Azure Corp., <br>Class A<br>| 20800 | &nbsp;&nbsp;50804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Broadcasting <br>Cable Information <br>Network Corp. Ltd., <br>Class A<br>| 62300 | &nbsp;&nbsp;39071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Automotive Trim <br>Group Co. Ltd., <br>Class A<br>| 10600 | &nbsp;&nbsp;23515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Etern Co. Ltd., <br>Class A<br>| 32600 | &nbsp;&nbsp;123332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu General <br>Science Technology <br>Co. Ltd., Class A<br>| 25500 | &nbsp;&nbsp;17197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guomao <br>Reducer Co. Ltd., <br>Class A<br>| 26300 | &nbsp;&nbsp;65024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guotai <br>International Group <br>Co. Ltd., Class A<br>| 19600 | &nbsp;&nbsp;24915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huachang <br>Chemical Co. Ltd., <br>Class A<br>| 22100 | &nbsp;&nbsp;20641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiangyin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 60760 | &nbsp;&nbsp;39957 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Kanion <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 8700 | &nbsp;&nbsp;18148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lihua Foods <br>Group Co. Ltd.<br>| 13100 | &nbsp;&nbsp;37918 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Provincial <br>Agricultural <br>Reclamation & <br>Development Corp., <br>Class A<br>| 16900 | &nbsp;&nbsp;$24554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shagang Co. <br>Ltd., Class A<br>| 44600 | &nbsp;&nbsp;36940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shentong <br>Valve Co. Ltd., <br>Class A<br>| 13200 | &nbsp;&nbsp;32710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shuangxing <br>Color Plastic New <br>Materials Co. Ltd., <br>Class A<br>| 31700 | &nbsp;&nbsp;32005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sopo <br>Chemical Co., <br>Class A<br>| 11400 | &nbsp;&nbsp;12982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Suzhou Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 25300 | &nbsp;&nbsp;18283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhangjiagang <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 71020 | &nbsp;&nbsp;46713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zijin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 69400 | &nbsp;&nbsp;28074 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Black Cat <br>Carbon Black Co. <br>Ltd., Class A<br>| 21100 | &nbsp;&nbsp;30612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Copper Co. <br>Ltd., Class H<br>| 212000 | &nbsp;&nbsp;1266526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganyue <br>Expressway Co. <br>Ltd., Class A<br>| 24900 | &nbsp;&nbsp;17741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiaozuo Wanfang <br>Aluminum <br>Manufacturing Co. <br>Ltd., Class A<br>| 9200 | &nbsp;&nbsp;17676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayin Group, Inc., <br>ADR<br>| 3054 | &nbsp;&nbsp;20156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jihua Group Corp. <br>Ltd., Class A<br>| 55500 | &nbsp;&nbsp;26496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Chemical Fibre, <br>Class A<br>| 36700 | &nbsp;&nbsp;25450 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jinchuan Group <br>International <br>Resources Co. Ltd.<br>| 463000 | &nbsp;&nbsp;14224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jingjin Equipment, Inc., <br>Class A<br>| 10100 | &nbsp;&nbsp;29151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JinkoSolar Holding Co. <br>Ltd., ADR<br>| 5644 | &nbsp;&nbsp;144656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlei Technology Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;32408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinmao Property <br>Services Co. Ltd.<br>| 5740 | &nbsp;&nbsp;1945 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinyu Bio-Technology <br>Co. Ltd., Class A<br>| 10600 | &nbsp;&nbsp;$27529 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jiumaojiu International <br>Holdings Ltd.<br>| 57000 | &nbsp;&nbsp;15590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jizhong Energy <br>Resources Co. Ltd., <br>Class A<br>| 36400 | &nbsp;&nbsp;29279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joincare <br>Pharmaceutical <br>Group Industry Co. <br>Ltd., Class A<br>| 24700 | &nbsp;&nbsp;41479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JS Corrugating <br>Machinery Co. Ltd., <br>Class A<br>| 13400 | &nbsp;&nbsp;24919 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JS Global Lifestyle Co. <br>Ltd.<br>| 274500 | &nbsp;&nbsp;62964 |
|  | JSTI Group, Class A | 29400 | &nbsp;&nbsp;32262 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JW Cayman <br>Therapeutics Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;13015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kailuan Energy <br>Chemical Co. Ltd., <br>Class A<br>| 29600 | &nbsp;&nbsp;26962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaishan Group Co. <br>Ltd., Class A<br>| 12800 | &nbsp;&nbsp;31422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keda Industrial Group <br>Co. Ltd., Class A<br>| 29400 | &nbsp;&nbsp;74900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keshun Waterproof <br>Technologies Co. <br>Ltd., Class A<br>| 36500 | &nbsp;&nbsp;37400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinetic Development <br>Group Ltd.<br>| 604000 | &nbsp;&nbsp;135065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Holdings <br>Ltd.<br>| 134000 | &nbsp;&nbsp;543017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Laminates <br>Holdings Ltd.<br>| 153500 | &nbsp;&nbsp;288205 |
|  | Kingsoft Corp. Ltd. | 176200 | &nbsp;&nbsp;675981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPC Pharmaceuticals, <br>Inc., Class A<br>| 10800 | &nbsp;&nbsp;19409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuangda Technology <br>Group Co. Ltd., <br>Class A<br>| 32500 | &nbsp;&nbsp;32010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Energy Co. <br>Ltd.<br>| 758000 | &nbsp;&nbsp;776633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lao Feng Xiang Co. <br>Ltd., Class A<br>| 3200 | &nbsp;&nbsp;21134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laobaixing Pharmacy <br>Chain JSC, Class A<br>| 10100 | &nbsp;&nbsp;22335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Launch Tech Co. Ltd., <br>Class H<br>| 27000 | &nbsp;&nbsp;30539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Chemical <br>Co. Ltd.<br>| 34000 | &nbsp;&nbsp;26294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Paper <br>Manufacturing Ltd.<br>| 228000 | &nbsp;&nbsp;104222 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Legend Holdings <br>Corp., Class H<br>| 115600 | &nbsp;&nbsp;127572 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | Lenovo Group Ltd. | 740000 | &nbsp;&nbsp;$833768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LexinFintech Holdings <br>Ltd., ADR<br>| 28298 | &nbsp;&nbsp;80649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (2015 <br>HK), Class A<br>| 81600 | &nbsp;&nbsp;681928 |
|  | Li Ning Co. Ltd. | 430000 | &nbsp;&nbsp;1124441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Port Co. Ltd., <br>Class H<br>| 396000 | &nbsp;&nbsp;45555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lier Chemical Co. Ltd., <br>Class A<br>| 9500 | &nbsp;&nbsp;24310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lifetech Scientific <br>Corp.<br>| 122000 | &nbsp;&nbsp;28574 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Linewell Software Co. <br>Ltd., Class A<br>| 19400 | &nbsp;&nbsp;31400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lingbao Gold Group <br>Co. Ltd., Class H<br>| 72000 | &nbsp;&nbsp;203751 |
| Ω | Linklogis, Inc., Class B | 232000 | &nbsp;&nbsp;66398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Livzon Pharmaceutical <br>Group, Inc., Class H<br>| 19100 | &nbsp;&nbsp;71876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lizhong Sitong Light <br>Alloys Group Co. <br>Ltd., Class A<br>| 12500 | &nbsp;&nbsp;42992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loncin Motor Co. Ltd., <br>Class A<br>| 26200 | &nbsp;&nbsp;57804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longhua Technology <br>Group Luoyang Co. <br>Ltd., Class A<br>| 18200 | &nbsp;&nbsp;26205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longshine Technology <br>Group Co. Ltd., <br>Class A<br>| 16400 | &nbsp;&nbsp;40805 |
|  | Lonking Holdings Ltd. | 374000 | &nbsp;&nbsp;153413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lucky Harvest Co. <br>Ltd., Class A<br>| 7280 | &nbsp;&nbsp;36597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luenmei Quantum Co. <br>Ltd., Class A<br>| 29400 | &nbsp;&nbsp;29716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoyang Xinqianglian <br>Slewing Bearing Co. <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;52882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lushang Freda <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23900 | &nbsp;&nbsp;25796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxin Venture Capital <br>Group Co. Ltd., <br>Class A<br>| 10400 | &nbsp;&nbsp;34791 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Luye Pharma Group <br>Ltd.<br>| 218500 | &nbsp;&nbsp;77617 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lygend Resources & <br>Technology Co. <br>Ltd.-H, Class H<br>| 12400 | &nbsp;&nbsp;40121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maanshan Iron & Steel <br>Co. Ltd., Class H<br>| 234000 | &nbsp;&nbsp;80917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maccura Biotechnology <br>Co. Ltd., Class A<br>| 12800 | &nbsp;&nbsp;22366 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medlive Technology <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;14423 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesnac Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;$23942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., Class H<br>| 549000 | &nbsp;&nbsp;129878 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Microport Cardioflow <br>Medtech Corp.<br>| 179000 | &nbsp;&nbsp;18177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Milkyway Intelligent <br>Supply Chain <br>Service Group Co. <br>Ltd., Class A<br>| 3300 | &nbsp;&nbsp;30006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yuan Cloud <br>Group Holdings Ltd.<br>| 282000 | &nbsp;&nbsp;112836 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals <br>Development Co. <br>Ltd., Class A<br>| 14800 | &nbsp;&nbsp;29075 |
|  | Minth Group Ltd. | 144000 | &nbsp;&nbsp;677945 |
|  | MLS Co. Ltd., Class A | 18000 | &nbsp;&nbsp;25563 |
| \*Ω | Mobvista, Inc. | 91000 | &nbsp;&nbsp;173566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moon Environment <br>Technology Co. Ltd., <br>Class A<br>| 21060 | &nbsp;&nbsp;48700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morimatsu International <br>Holdings Co. Ltd.<br>| 78000 | &nbsp;&nbsp;107030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanhua Futures Co. <br>Ltd., Class A<br>| 7900 | &nbsp;&nbsp;20920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NanJi E-Commerce <br>Co. Ltd., Class A<br>| 30400 | &nbsp;&nbsp;14072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt <br>Co. Ltd., Class A<br>| 6800 | &nbsp;&nbsp;47134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Iron & Steel <br>Co. Ltd., Class A<br>| 87500 | &nbsp;&nbsp;73271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing King-Friend <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 15000 | &nbsp;&nbsp;20424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing <br>Pharmaceutical <br>Group Co. Ltd.<br>| 32100 | &nbsp;&nbsp;25564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Tanker Corp., <br>Class A<br>| 98100 | &nbsp;&nbsp;52059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Xinjiekou <br>Department Store <br>Co. Ltd., Class A<br>| 26900 | &nbsp;&nbsp;27682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jiangshan <br>Agrochemical & <br>Chemical LLC, <br>Class A<br>| 6200 | &nbsp;&nbsp;24469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetDragon Websoft <br>Holdings Ltd.<br>| 38500 | &nbsp;&nbsp;49518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neusoft Corp., <br>Class A<br>| 18000 | &nbsp;&nbsp;27122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 166100 | &nbsp;&nbsp;1350630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexteer Automotive <br>Group Ltd.<br>| 158000 | &nbsp;&nbsp;134790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nine Dragons Paper <br>Holdings Ltd.<br>| 223000 | &nbsp;&nbsp;$234934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Boway Alloy <br>Material Co. Ltd., <br>Class A<br>| 9000 | &nbsp;&nbsp;25392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Huaxiang <br>Electronic Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;57978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jintian Copper <br>Group Co. Ltd., <br>Class A<br>| 41600 | &nbsp;&nbsp;71202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Peacebird <br>Fashion Co. Ltd., <br>Class A<br>| 6000 | &nbsp;&nbsp;13840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Ronbay New <br>Energy Technology <br>Co. Ltd., Class A<br>| 9588 | &nbsp;&nbsp;42030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Shanshan Co. <br>Ltd., Class A<br>| 20000 | &nbsp;&nbsp;37021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Xusheng <br>Group Co. Ltd., <br>Class A<br>| 8500 | &nbsp;&nbsp;21891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yunsheng Co. <br>Ltd., Class A<br>| 17300 | &nbsp;&nbsp;35038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Building <br>Materials Group Co. <br>Ltd., Class A<br>| 13200 | &nbsp;&nbsp;25271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Western <br>Venture Industrial <br>Co. Ltd., Class A<br>| 17500 | &nbsp;&nbsp;13193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NKY Medical Holdings <br>Ltd., Class A<br>| 9750 | &nbsp;&nbsp;26367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norinco International <br>Cooperation Ltd., <br>Class A<br>| 11200 | &nbsp;&nbsp;20298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North China <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 19300 | &nbsp;&nbsp;15731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 25900 | &nbsp;&nbsp;19743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Securities <br>Co. Ltd., Class A<br>| 31000 | &nbsp;&nbsp;40490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuode New Materials <br>Co. Ltd., Class A<br>| 34600 | &nbsp;&nbsp;34178 |
|  | Onewo, Inc., Class H | 38800 | &nbsp;&nbsp;97243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORG Technology Co. <br>Ltd., Class A<br>| 45300 | &nbsp;&nbsp;38190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient International <br>Enterprise Ltd., <br>Class A<br>| 18500 | &nbsp;&nbsp;23272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Overseas <br>International Ltd.<br>| 23000 | &nbsp;&nbsp;376813 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 133600 | &nbsp;&nbsp;116343 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Energy Co. <br>Ltd., Class A<br>| 28500 | &nbsp;&nbsp;$35424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Shuanglin <br>Bio-pharmacy Co. <br>Ltd., Class A<br>| 9490 | &nbsp;&nbsp;18692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PCI Technology Group <br>Co. Ltd., Class A<br>| 41700 | &nbsp;&nbsp;41193 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pengdu Agriculture & <br>Animal Husbandry <br>Co. Ltd., Class A<br>| 160100 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pengxin International <br>Mining Co. Ltd., <br>Class A<br>| 49700 | &nbsp;&nbsp;71570 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Healthcare & <br>Technology Co. Ltd.<br>| 292100 | &nbsp;&nbsp;538276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pingdingshan Tianan <br>Coal Mining Co. <br>Ltd., Class A<br>| 28000 | &nbsp;&nbsp;34595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Process Systems <br>Co. Ltd., Class A<br>| 6000 | &nbsp;&nbsp;24182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Group <br>Co. Ltd.<br>| 163560 | &nbsp;&nbsp;49250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Services <br>Co. Ltd., Class H<br>| 32800 | &nbsp;&nbsp;142409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prinx Chengshan <br>Holdings Ltd.<br>| 18000 | &nbsp;&nbsp;18886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PW Medtech Group <br>Ltd.<br>| 123000 | &nbsp;&nbsp;20142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pylon Technologies <br>Co. Ltd., Class A<br>| 2355 | &nbsp;&nbsp;20547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q Technology Group <br>Co. Ltd.<br>| 46000 | &nbsp;&nbsp;54870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qfin Holdings, Inc., <br>ADR<br>| 22413 | &nbsp;&nbsp;348522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinchuan Machine <br>Tool & Tool Group <br>Share Co. Ltd., <br>Class A<br>| 19500 | &nbsp;&nbsp;34381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao East Steel <br>Tower Stock Co. <br>Ltd., Class A<br>| 20700 | &nbsp;&nbsp;82165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gon <br>Technology Co. Ltd., <br>Class A<br>| 3900 | &nbsp;&nbsp;32941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hanhe Cable <br>Co. Ltd., Class A<br>| 49700 | &nbsp;&nbsp;36586 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 113000 | &nbsp;&nbsp;108607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Rural <br>Commercial Bank <br>Corp., Class A<br>| 55000 | &nbsp;&nbsp;24855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Sentury Tire <br>Co. Ltd., Class A<br>| 11200 | &nbsp;&nbsp;32993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinhuangdao Port Co. <br>Ltd., Class H<br>| 107500 | &nbsp;&nbsp;37104 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renhe Pharmacy Co. <br>Ltd., Class A<br>| 38400 | &nbsp;&nbsp;$33109 |
|  | Rianlon Corp., Class A | 3300 | &nbsp;&nbsp;22230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyue Heavy Industry <br>Co. Ltd., Class A<br>| 17000 | &nbsp;&nbsp;33960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizhao Port Co. Ltd., <br>Class A<br>| 28000 | &nbsp;&nbsp;12772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RongFa Nuclear <br>Equipment Co. Ltd., <br>Class A<br>| 44700 | &nbsp;&nbsp;48011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Roshow Technology <br>Co. Ltd., Class A<br>| 29100 | &nbsp;&nbsp;36035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Runjian Co. Ltd., <br>Class A<br>| 4400 | &nbsp;&nbsp;29318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sansteel Minguang Co. <br>Ltd. Fujian, Class A<br>| 70300 | &nbsp;&nbsp;44938 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 221000 | &nbsp;&nbsp;339520 |
| \* | Seazen Group Ltd. | 550380 | &nbsp;&nbsp;183731 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;S-Enjoy Service Group <br>Co. Ltd.<br>| 73000 | &nbsp;&nbsp;4906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Beiyuan <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 36900 | &nbsp;&nbsp;23048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 33900 | &nbsp;&nbsp;17672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Heimao <br>Coking Co. Ltd., <br>Class A<br>| 45700 | &nbsp;&nbsp;30016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Bohui Paper <br>Industrial Co. Ltd., <br>Class A<br>| 18300 | &nbsp;&nbsp;19616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Buchang <br>Pharmaceuticals Co. <br>Ltd., Class A<br>| 9000 | &nbsp;&nbsp;22035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dongyue <br>Silicone Material Co. <br>Ltd., Class A<br>| 18700 | &nbsp;&nbsp;32899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Road & Bridge <br>Group Co. Ltd., <br>Class A<br>| 19100 | &nbsp;&nbsp;17396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Huatai <br>Paper Industry <br>Shareholding Co. <br>Ltd., Class A<br>| 21700 | &nbsp;&nbsp;13111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Humon <br>Smelting Co. Ltd., <br>Class A<br>| 15300 | &nbsp;&nbsp;43806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Iron & Steel <br>Co. Ltd., Class A<br>| 93500 | &nbsp;&nbsp;22232 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Linglong <br>Tyre Co. Ltd., <br>Class A<br>| 20100 | &nbsp;&nbsp;$43578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Lukang <br>Pharma, Class A<br>| 23200 | &nbsp;&nbsp;30966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong <br>Pharmaceutical <br>Glass Co. Ltd., <br>Class A<br>| 5800 | &nbsp;&nbsp;17067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Publishing & <br>Media Co. Ltd., <br>Class A<br>| 20600 | &nbsp;&nbsp;27251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weifang <br>Rainbow Chemical <br>Co. Ltd., Class A<br>| 4100 | &nbsp;&nbsp;49007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weigao <br>Group Medical <br>Polymer Co. Ltd., <br>Class H<br>| 471200 | &nbsp;&nbsp;301695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xiantan <br>Group Co. Ltd.<br>| 10050 | &nbsp;&nbsp;9370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xinhua <br>Pharmaceutical Co. <br>Ltd., Class H<br>| 36000 | &nbsp;&nbsp;32362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aerospace <br>Automobile <br>Electromechanical <br>Co. Ltd., Class A<br>| 22100 | &nbsp;&nbsp;47952 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AJ Group <br>Co. Ltd., Class A<br>| 37000 | &nbsp;&nbsp;26454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bailian <br>Group Co. Ltd., <br>Class A<br>| 25800 | &nbsp;&nbsp;33955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baolong <br>Automotive Corp., <br>Class A<br>| 4300 | &nbsp;&nbsp;22706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosteel <br>Packaging Co. Ltd., <br>Class A<br>| 14500 | &nbsp;&nbsp;12642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bright Meat <br>Group Co. Ltd., <br>Class A<br>| 21900 | &nbsp;&nbsp;20887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chlor-Alkali <br>Chemical Co. Ltd., <br>Class A<br>| 10100 | &nbsp;&nbsp;25720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Datun <br>Energy Resources <br>Co. Ltd., Class A<br>| 10700 | &nbsp;&nbsp;19875 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Group Co. Ltd., <br>Class H<br>| 372000 | &nbsp;&nbsp;199845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Environment <br>Group Co. Ltd., <br>Class A<br>| 31680 | &nbsp;&nbsp;39105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fosun <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 55000 | &nbsp;&nbsp;$143712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gentech Co. <br>Ltd., Class A<br>| 5211 | &nbsp;&nbsp;24895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huayi Group <br>Co. Ltd., Class A<br>| 21300 | &nbsp;&nbsp;30825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Holdings Ltd.<br>| 44000 | &nbsp;&nbsp;84341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinjiang <br>International Hotels <br>Co. Ltd., Class A<br>| 9900 | &nbsp;&nbsp;38797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kaibao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 26300 | &nbsp;&nbsp;23650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Liangxin <br>Electrical Co. Ltd., <br>Class A<br>| 25200 | &nbsp;&nbsp;37967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Mechanical <br>& Electrical Industry <br>Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp;37818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Pharmaceuticals <br>Holding Co. Ltd., <br>Class H<br>| 113600 | &nbsp;&nbsp;173119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Construction Co. <br>Ltd., Class A<br>| 14700 | &nbsp;&nbsp;16606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai QiFan Cable <br>Co. Ltd., Class A<br>| 8300 | &nbsp;&nbsp;24953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Runda <br>Medical Technology <br>Co. Ltd., Class A<br>| 10500 | &nbsp;&nbsp;24125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shyndec <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23400 | &nbsp;&nbsp;35805 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Stonehill <br>Technology Co. Ltd., <br>Class A<br>| 83500 | &nbsp;&nbsp;117494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tunnel <br>Engineering Co. <br>Ltd., Class A<br>| 24000 | &nbsp;&nbsp;23435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhenhua <br>Heavy Industries Co. <br>Ltd., Class A<br>| 41200 | &nbsp;&nbsp;30318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhonggu <br>Logistics Co. Ltd., <br>Class A<br>| 22500 | &nbsp;&nbsp;33103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zijiang <br>Enterprise Group <br>Co. Ltd., Class A<br>| 23300 | &nbsp;&nbsp;25805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantui Construction <br>Machinery Co. Ltd., <br>Class A<br>| 22000 | &nbsp;&nbsp;39204 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Blue Flame <br>Holding Co. Ltd., <br>Class A<br>| 23900 | &nbsp;&nbsp;$28121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coal <br>International Energy <br>Group Co. Ltd., <br>Class A<br>| 22900 | &nbsp;&nbsp;37125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Guoxin Energy <br>Corp. Ltd., Class A<br>| 57960 | &nbsp;&nbsp;27693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lanhua <br>Sci-Tech Venture <br>Co. Ltd., Class A<br>| 15800 | &nbsp;&nbsp;14266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Meijin Energy <br>Co. Ltd., Class A<br>| 35100 | &nbsp;&nbsp;25519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanying International <br>Holding Co. Ltd., <br>Class A<br>| 104000 | &nbsp;&nbsp;24716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenghe Resources <br>Holding Co. Ltd., <br>Class A<br>| 21000 | &nbsp;&nbsp;80625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenma Industry Co. <br>Ltd., Class A<br>| 31900 | &nbsp;&nbsp;41711 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>Group Co. Ltd., <br>Class H<br>| 236800 | &nbsp;&nbsp;94794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Agricultural <br>Power Group Co. <br>Ltd., Class A<br>| 20600 | &nbsp;&nbsp;28741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Airport Co. <br>Ltd., Class A<br>| 31600 | &nbsp;&nbsp;32924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Cereals <br>Holdings Co. Ltd., <br>Class A<br>| 16000 | &nbsp;&nbsp;17021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Colibri <br>Technologies Co. <br>Ltd., Class A<br>| 12200 | &nbsp;&nbsp;39869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Desay <br>Battery Technology <br>Co., Class A<br>| 6300 | &nbsp;&nbsp;23605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Dynanonic <br>Co. Ltd., Class A<br>| 9300 | &nbsp;&nbsp;55395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fuanna <br>Bedding & <br>Furnishing Co. Ltd., <br>Class A<br>| 10200 | &nbsp;&nbsp;10186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gas Corp. <br>Ltd., Class A<br>| 23300 | &nbsp;&nbsp;23104 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gongjin <br>Electronics Co. Ltd., <br>Class A<br>| 11600 | &nbsp;&nbsp;19853 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hepalink <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 23000 | &nbsp;&nbsp;16258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hopewind <br>Electric Co. Ltd., <br>Class A<br>| 11100 | &nbsp;&nbsp;$47463 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen International <br>Holdings Ltd.<br>| 176825 | &nbsp;&nbsp;203728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Invt Electric <br>Co. Ltd., Class A<br>| 25800 | &nbsp;&nbsp;33258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jinjia Group <br>Co. Ltd., Class A<br>| 41500 | &nbsp;&nbsp;23892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kangtai <br>Biological Products <br>Co. Ltd., Class A<br>| 11100 | &nbsp;&nbsp;24965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingkey <br>Smart Agriculture <br>Times Co. Ltd., <br>Class A<br>| 10500 | &nbsp;&nbsp;27547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Laibao <br>Hi-tech Co. Ltd., <br>Class A<br>| 24200 | &nbsp;&nbsp;41239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Leaguer Co. <br>Ltd., Class A<br>| 24800 | &nbsp;&nbsp;38784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Microgate <br>Technology Co. Ltd., <br>Class A<br>| 18000 | &nbsp;&nbsp;31759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Noposin <br>Crop Science Co. <br>Ltd., Class A<br>| 12400 | &nbsp;&nbsp;20657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Senior <br>Technology Material <br>Co. Ltd., Class A<br>| 27600 | &nbsp;&nbsp;54954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen United <br>Winners Laser Co. <br>Ltd., Class A<br>| 10977 | &nbsp;&nbsp;46787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yinghe <br>Technology Co. Ltd., <br>Class A<br>| 7100 | &nbsp;&nbsp;27980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhongjin <br>Lingnan Nonfemet <br>Co. Ltd., Class A<br>| 68200 | &nbsp;&nbsp;74477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhou International <br>Group Holdings Ltd.<br>| 48900 | &nbsp;&nbsp;388919 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shida Shinghwa <br>Advanced Material <br>Group Co. Ltd., <br>Class A<br>| 2000 | &nbsp;&nbsp;19212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinva Medical <br>Instrument Co. Ltd., <br>Class A<br>| 7930 | &nbsp;&nbsp;17852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiyue Daotian Group <br>Co. Ltd., Class H<br>| 18000 | &nbsp;&nbsp;20744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shoucheng Holdings <br>Ltd.<br>| 466000 | &nbsp;&nbsp;121457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shougang Fushan <br>Resources Group <br>Ltd.<br>| 421416 | &nbsp;&nbsp;177591 |
|  | Shui On Land Ltd. | 538500 | &nbsp;&nbsp;47570 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan EM <br>Technology Co. Ltd., <br>Class A<br>| 17500 | &nbsp;&nbsp;$71567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Haite <br>High-tech Co. Ltd., <br>Class A<br>| 15500 | &nbsp;&nbsp;27276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hebang <br>Biotechnology Co. <br>Ltd., Class A<br>| 91160 | &nbsp;&nbsp;33202 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hexie <br>Shuangma Co. Ltd., <br>Class A<br>| 13900 | &nbsp;&nbsp;54008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Yahua <br>Industrial Group Co. <br>Ltd., Class A<br>| 14000 | &nbsp;&nbsp;49740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sihuan Pharmaceutical <br>Holdings Group Ltd.<br>| 584000 | &nbsp;&nbsp;118014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIIC Environment <br>Holdings Ltd. (807 <br>HK)<br>| 193000 | &nbsp;&nbsp;26696 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Simcere <br>Pharmaceutical <br>Group Ltd.<br>| 84000 | &nbsp;&nbsp;125763 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinic Holdings Group <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino <br>Biopharmaceutical <br>Ltd.<br>| 1369000 | &nbsp;&nbsp;1161604 |
|  | Sinofert Holdings Ltd. | 464000 | &nbsp;&nbsp;100957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Automobile <br>Co. Ltd., Class A<br>| 21400 | &nbsp;&nbsp;20338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Precision <br>Industry Group Co. <br>Ltd., Class A<br>| 10700 | &nbsp;&nbsp;69072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Engineering <br>Group Co. Ltd., <br>Class H<br>| 282500 | &nbsp;&nbsp;268477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Kantons <br>Holdings Ltd.<br>| 230000 | &nbsp;&nbsp;127669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Equipment Corp., <br>Class A<br>| 25600 | &nbsp;&nbsp;29861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 454000 | &nbsp;&nbsp;92478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group Co. <br>Ltd., Class H<br>| 259200 | &nbsp;&nbsp;691608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Platinum Metals <br>Co. Ltd., Class A<br>| 10660 | &nbsp;&nbsp;35182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel Engineering <br>& Technology Co. <br>Ltd., Class A<br>| 12000 | &nbsp;&nbsp;11940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel New <br>Materials Co. Ltd., <br>Class A<br>| 12100 | &nbsp;&nbsp;18880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 393000 | &nbsp;&nbsp;$260752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Hong Kong <br>Ltd.<br>| 114000 | &nbsp;&nbsp;523508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp;36435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworth Digital Co. <br>Ltd., Class A<br>| 15900 | &nbsp;&nbsp;26575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sleemon Healthy <br>Sleep Technology <br>Co. Ltd., Class A<br>| 7500 | &nbsp;&nbsp;23239 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Smoore International <br>Holdings Ltd.<br>| 71000 | &nbsp;&nbsp;102528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snowsky Salt Industry <br>Group Co. Ltd., <br>Class A<br>| 24200 | &nbsp;&nbsp;21570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songcheng <br>Performance <br>Development Co. <br>Ltd., Class A<br>| 19100 | &nbsp;&nbsp;23447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Publishing & <br>Media Co. Ltd., <br>Class A<br>| 5800 | &nbsp;&nbsp;12598 |
| # | SSY Group Ltd. | 270000 | &nbsp;&nbsp;102262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Agricultural <br>Group Co. Ltd., <br>Class A<br>| 22000 | &nbsp;&nbsp;36161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Lake Bioscience <br>Co., Inc. Zhaoqing <br>Guangdong, <br>Class A<br>| 47700 | &nbsp;&nbsp;50968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO Express Co. Ltd., <br>Class A<br>| 13600 | &nbsp;&nbsp;25140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumec Corp. Ltd., <br>Class A<br>| 29000 | &nbsp;&nbsp;48696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Art Retail Group <br>Ltd.<br>| 472000 | &nbsp;&nbsp;93053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun King Technology <br>Group Ltd.<br>| 218000 | &nbsp;&nbsp;53155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suning Universal Co. <br>Ltd., Class A<br>| 67314 | &nbsp;&nbsp;22668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise Group Co. <br>Ltd., Class A<br>| 27700 | &nbsp;&nbsp;26141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunshine Lake Pharma <br>Co. Ltd., Class H<br>| 15553 | &nbsp;&nbsp;85033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone Development <br>Co. Ltd., Class A<br>| 10000 | &nbsp;&nbsp;39958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntak Technology Co. <br>Ltd., Class A<br>| 18900 | &nbsp;&nbsp;40392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunward Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 24500 | &nbsp;&nbsp;40355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Anjie <br>Technology Co. Ltd., <br>Class A<br>| 13800 | &nbsp;&nbsp;27626 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Gold Mantis <br>Construction <br>Decoration Co. Ltd., <br>Class A<br>| 39700 | &nbsp;&nbsp;$21320 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SY Holdings Group <br>Ltd.<br>| 78000 | &nbsp;&nbsp;115580 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiyuan Heavy Industry <br>Co. Ltd., Class A<br>| 45700 | &nbsp;&nbsp;16043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tangrenshen Group <br>Co. Ltd., Class A<br>| 32900 | &nbsp;&nbsp;21136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TangShan Port Group <br>Co. Ltd., Class A<br>| 37700 | &nbsp;&nbsp;23224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sanyou <br>Chemical Industries <br>Co. Ltd., Class A<br>| 32100 | &nbsp;&nbsp;37874 |
| \* | Tanwan, Inc. | 15200 | &nbsp;&nbsp;34731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tayho Advanced <br>Materials Group Co. <br>Ltd., Class A<br>| 19200 | &nbsp;&nbsp;36026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 209000 | &nbsp;&nbsp;321299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TDG Holdings Co. Ltd., <br>Class A<br>| 21000 | &nbsp;&nbsp;40939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, ADR<br>| 9792 | &nbsp;&nbsp;164310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, Class A<br>| 3000 | &nbsp;&nbsp;25180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three's Co. Media <br>Group Co. Ltd., <br>Class A<br>| 6700 | &nbsp;&nbsp;39592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian An China <br>Investment Co. Ltd.<br>| 123000 | &nbsp;&nbsp;72167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiande Chemical <br>Holdings Ltd.<br>| 156000 | &nbsp;&nbsp;33423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiangong International <br>Co. Ltd.<br>| 308000 | &nbsp;&nbsp;134551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Capital <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp;34707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Chase Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 47200 | &nbsp;&nbsp;24657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port Co. Ltd., <br>Class A<br>| 33200 | &nbsp;&nbsp;23073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port <br>Development <br>Holdings Ltd.<br>| 526000 | &nbsp;&nbsp;47128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Ringpu <br>Bio-Technology Co. <br>Ltd., Class A<br>| 10400 | &nbsp;&nbsp;29821 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin TEDA <br>Resources Recycling <br>Group Co. Ltd., <br>Class A<br>| 47200 | &nbsp;&nbsp;$30690 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Power <br>International Ltd.<br>| 122000 | &nbsp;&nbsp;114168 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 26800 | &nbsp;&nbsp;167358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianrun Industry <br>Technology Co. Ltd., <br>Class A<br>| 35200 | &nbsp;&nbsp;37463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tinergy Chemical Co. <br>Ltd., Class A<br>| 65400 | &nbsp;&nbsp;49211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofflon Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp;35283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toly Bread Co. Ltd., <br>Class A<br>| 27100 | &nbsp;&nbsp;21420 |
|  | Tomson Group Ltd. | 94334 | &nbsp;&nbsp;32291 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Ren Tang <br>Technologies Co. <br>Ltd., Class H<br>| 116000 | &nbsp;&nbsp;63855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 42800 | &nbsp;&nbsp;127309 |
|  | Tongdao Liepin Group | 61600 | &nbsp;&nbsp;29691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongguan Gold Group <br>Ltd.<br>| 112000 | &nbsp;&nbsp;47270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Jingda <br>Special Magnet Wire <br>Co. Ltd., Class A<br>| 26500 | &nbsp;&nbsp;52577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongyu Heavy Industry <br>Co. Ltd., Class A<br>| 63900 | &nbsp;&nbsp;27477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topsec Technologies <br>Group, Inc., Class A<br>| 35200 | &nbsp;&nbsp;44292 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Topsports International <br>Holdings Ltd.<br>| 345000 | &nbsp;&nbsp;125085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transfar Zhilian Co. <br>Ltd., Class A<br>| 38900 | &nbsp;&nbsp;37340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 135000 | &nbsp;&nbsp;183606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triangle Tyre Co. Ltd., <br>Class A<br>| 9700 | &nbsp;&nbsp;21568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(9961 HK)<br>| 7850 | &nbsp;&nbsp;481799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSP Wind Power <br>Group Co. Ltd.<br>| 12000 | &nbsp;&nbsp;23666 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tunghsu <br>Optoelectronic <br>Technology Co. Ltd., <br>Class A<br>| 67200 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilumin Group Co. <br>Ltd., Class A<br>| 28700 | &nbsp;&nbsp;32331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valiant Co. Ltd., <br>Class A<br>| 14100 | &nbsp;&nbsp;34676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vatti Corp. Ltd., <br>Class A<br>| 19300 | &nbsp;&nbsp;17494 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Giant <br>Technology Huizhou <br>Co. Ltd., Class A<br>| 4600 | &nbsp;&nbsp;$173562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd., <br>ADR<br>| 62902 | &nbsp;&nbsp;1076253 |
| \*Ω | Viva Biotech Holdings | 133500 | &nbsp;&nbsp;43741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangneng <br>Environment Co. <br>Ltd., Class A<br>| 10100 | &nbsp;&nbsp;24516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanguo Gold Group <br>Ltd.<br>| 256000 | &nbsp;&nbsp;388953 |
|  | Wasion Holdings Ltd. | 124000 | &nbsp;&nbsp;378697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wasu Media Holding <br>Co. Ltd., Class A<br>| 24500 | &nbsp;&nbsp;30680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (9898 <br>HK), Class A<br>| 13880 | &nbsp;&nbsp;148211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weichai Power Co. <br>Ltd., Class H<br>| 342000 | &nbsp;&nbsp;1159253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weifu High-Technology <br>Group Co. Ltd., <br>Class A<br>| 12200 | &nbsp;&nbsp;37522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangtai <br>Airport Equipment <br>Co. Ltd., Class A<br>| 15100 | &nbsp;&nbsp;22810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellhope Foods Co. <br>Ltd., Class A<br>| 18200 | &nbsp;&nbsp;19628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wencan Group Co. <br>Ltd., Class A<br>| 7200 | &nbsp;&nbsp;21369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West China Cement <br>Ltd.<br>| 394000 | &nbsp;&nbsp;189299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Windey Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 10400 | &nbsp;&nbsp;29124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolong Electric Group <br>Co. Ltd., Class A<br>| 15480 | &nbsp;&nbsp;97884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhu Token Science <br>Co. Ltd., Class A<br>| 41900 | &nbsp;&nbsp;38259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuling Motors <br>Holdings Ltd.<br>| 140000 | &nbsp;&nbsp;9292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wushang Group Co. <br>Ltd., Class A<br>| 19800 | &nbsp;&nbsp;30168 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Biologics <br>Cayman, Inc.<br>| 721500 | &nbsp;&nbsp;3414390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Boton Technology <br>Co. Ltd., Class A<br>| 9700 | &nbsp;&nbsp;32242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Huaguang <br>Environment & <br>Energy Group Co. <br>Ltd., Class A<br>| 14900 | &nbsp;&nbsp;45011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Paike New <br>Materials Technology <br>Co. Ltd., Class A<br>| 1700 | &nbsp;&nbsp;26680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 28400 | &nbsp;&nbsp;24115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Taiji Industry Ltd. <br>Co., Class A<br>| 23200 | &nbsp;&nbsp;$37437 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiabuxiabu Catering <br>Management China <br>Holdings Co. Ltd.<br>| 173000 | &nbsp;&nbsp;17007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Bank Co. Ltd., <br>Class A<br>| 54200 | &nbsp;&nbsp;54613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Changelight <br>Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp;135947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Xiangyu Co. <br>Ltd., Class A<br>| 31300 | &nbsp;&nbsp;38293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'An Shaangu Power <br>Co. Ltd., Class A<br>| 26300 | &nbsp;&nbsp;40356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiandai Investment Co. <br>Ltd., Class A<br>| 38000 | &nbsp;&nbsp;23404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan Electric <br>Manufacturing Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;31480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xianhe Co. Ltd., <br>Class A<br>| 11300 | &nbsp;&nbsp;39884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinfengming Group <br>Co. Ltd., Class A<br>| 28900 | &nbsp;&nbsp;86766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xingfa Aluminium <br>Holdings Ltd.<br>| 20000 | &nbsp;&nbsp;19466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhua Winshare <br>Publishing & Media <br>Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp;86842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang <br>Communications <br>Construction Group <br>Co. Ltd., Class A<br>| 10600 | &nbsp;&nbsp;24888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Joinworld Co. <br>Ltd., Class A<br>| 18800 | &nbsp;&nbsp;24477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Qingsong <br>Building Materials & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 46300 | &nbsp;&nbsp;30574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xinxin Mining <br>Industry Co. Ltd., <br>Class H<br>| 152000 | &nbsp;&nbsp;53897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xuefeng <br>Sci-Tech Group Co. <br>Ltd., Class A<br>| 22500 | &nbsp;&nbsp;28581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Chemical <br>Fiber Co. Ltd., <br>Class A<br>| 32600 | &nbsp;&nbsp;34073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxing Ductile Iron <br>Pipes Co. Ltd., <br>Class A<br>| 77883 | &nbsp;&nbsp;56628 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Energy Holdings <br>Ltd.<br>| 556792 | &nbsp;&nbsp;86208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinyu Iron & Steel Co. <br>Ltd., Class A<br>| 47700 | &nbsp;&nbsp;27768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinzhi Group Co. Ltd., <br>Class A<br>| 13100 | &nbsp;&nbsp;48546 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xtep International <br>Holdings Ltd.<br>| 294461 | &nbsp;&nbsp;$193535 |
| #\* | Xunlei Ltd., ADR | 12789 | &nbsp;&nbsp;78652 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yangtze Optical Fibre <br>& Cable Joint Stock <br>Co. Ltd., Class H<br>| 34500 | &nbsp;&nbsp;366461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankuang Energy <br>Group Co. Ltd., <br>Class H<br>| 424000 | &nbsp;&nbsp;617739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Changyu <br>Pioneer Wine Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;11453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatsen Holding Ltd., <br>ADR<br>| 3739 | &nbsp;&nbsp;15928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yechiu Metal Recycling <br>China Ltd., Class A<br>| 70100 | &nbsp;&nbsp;46216 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yibin Tianyuan Group <br>Co. Ltd., Class A<br>| 14900 | &nbsp;&nbsp;12972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yihai International <br>Holding Ltd.<br>| 13000 | &nbsp;&nbsp;24496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yiren Digital Ltd., <br>Sponsored ADR<br>| 19865 | &nbsp;&nbsp;78864 |
| Ω | Yixin Group Ltd. | 525500 | &nbsp;&nbsp;190687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yixintang <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 6500 | &nbsp;&nbsp;13149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonfer Agricultural <br>Technology Co. Ltd., <br>Class A<br>| 22900 | &nbsp;&nbsp;57674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yongjin Technology <br>Group Co. Ltd.<br>| 6800 | &nbsp;&nbsp;18815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotrio Group Co. Ltd., <br>Class A<br>| 63800 | &nbsp;&nbsp;34759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Services Group <br>Ltd.<br>| 90500 | &nbsp;&nbsp;28033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Forest & <br>Paper Co. Ltd., <br>Class A<br>| 24600 | &nbsp;&nbsp;20296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (YUMC US)<br>| 2962 | &nbsp;&nbsp;146382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding Group <br>Co. Ltd., Class A<br>| 42000 | &nbsp;&nbsp;41458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy <br>Investment Co. Ltd., <br>Class A<br>| 11700 | &nbsp;&nbsp;19775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yusys Technologies <br>Co. Ltd., Class A<br>| 9500 | &nbsp;&nbsp;30767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Bus Co. Ltd., <br>Class A<br>| 13000 | &nbsp;&nbsp;57852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 34200 | &nbsp;&nbsp;96370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zengame Technology <br>Holding Ltd.<br>| 62000 | &nbsp;&nbsp;19030 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhefu Holding Group <br>Co. Ltd., Class A<br>| 68100 | &nbsp;&nbsp;$47620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Asia-Pacific <br>Mechanical & <br>Electronic Co. Ltd., <br>Class A<br>| 22700 | &nbsp;&nbsp;55315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Communications <br>Technology Co. Ltd., <br>Class A<br>| 58320 | &nbsp;&nbsp;34838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Conba <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 47300 | &nbsp;&nbsp;30704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Daily Digital <br>Culture Group Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;34195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Garden <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 14000 | &nbsp;&nbsp;35944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Guyuelongshan <br>Shaoxing Wine Co. <br>Ltd., Class A<br>| 9700 | &nbsp;&nbsp;14247 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Haikong <br>Nanke Huatie Digital <br>Intelligence & <br>Technology Co. Ltd.<br>| 15600 | &nbsp;&nbsp;16033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailiang Co. <br>Ltd., Class A<br>| 17500 | &nbsp;&nbsp;36670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang HangKe <br>Technology, Inc. Co., <br>Class A<br>| 8981 | &nbsp;&nbsp;39007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hangmin Co. <br>Ltd., Class A<br>| 13700 | &nbsp;&nbsp;15033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 18800 | &nbsp;&nbsp;28394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huace Film & <br>Television Co. Ltd., <br>Class A<br>| 54800 | &nbsp;&nbsp;73035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huangma <br>Technology Co. Ltd., <br>Class A<br>| 15200 | &nbsp;&nbsp;36540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiahua <br>Energy Chemical <br>Industry Co. Ltd., <br>Class A<br>| 14600 | &nbsp;&nbsp;24850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiecang <br>Linear Motion <br>Technology Co. Ltd., <br>Class A<br>| 9400 | &nbsp;&nbsp;50316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingxin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 23280 | &nbsp;&nbsp;56823 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiuzhou <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 9800 | &nbsp;&nbsp;$25714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Medicine Co. <br>Ltd., Class A<br>| 8405 | &nbsp;&nbsp;18060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Runtu Co. <br>Ltd., Class A<br>| 10300 | &nbsp;&nbsp;18638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Semir <br>Garment Co. Ltd., <br>Class A<br>| 33700 | &nbsp;&nbsp;26882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shaoxing <br>RuiFeng Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 28000 | &nbsp;&nbsp;21962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Taihua New <br>Material Group Co. <br>Ltd., Class A<br>| 18100 | &nbsp;&nbsp;24152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tianyu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 5100 | &nbsp;&nbsp;19103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanliyang <br>Co. Ltd., Class A<br>| 29800 | &nbsp;&nbsp;42498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanma Co. <br>Ltd., Class A<br>| 15300 | &nbsp;&nbsp;36651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wansheng <br>Co. Ltd., Class A<br>| 8600 | &nbsp;&nbsp;15020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang XCC Group <br>Co. Ltd., Class A<br>| 5900 | &nbsp;&nbsp;64223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xianju <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 13900 | &nbsp;&nbsp;18360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinan <br>Chemical Industrial <br>Group Co. Ltd., <br>Class A<br>| 21700 | &nbsp;&nbsp;40281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinao <br>Textiles, Inc., <br>Class A<br>| 19200 | &nbsp;&nbsp;25570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhende Medical Co. <br>Ltd., Class A<br>| 3900 | &nbsp;&nbsp;38605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhenjiang Dongfang <br>Electric Heating <br>Technology Co. Ltd., <br>Class A<br>| 31100 | &nbsp;&nbsp;23838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhewen Interactive <br>Group Co. Ltd., <br>Class A<br>| 33900 | &nbsp;&nbsp;63672 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 138200 | &nbsp;&nbsp;294579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Broad <br>Ocean Motor Co. <br>Ltd., Class A<br>| 33000 | &nbsp;&nbsp;50305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 150500 | &nbsp;&nbsp;224214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtian Financial <br>Group Co. Ltd., <br>Class A<br>| 95600 | &nbsp;&nbsp;$0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan <br>Environment-Protection <br>Co. Ltd., Class A<br>| 15700 | &nbsp;&nbsp;19572 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhou Hei Ya <br>International <br>Holdings Co. Ltd.<br>| 151500 | &nbsp;&nbsp;31809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times <br>Electric Co. Ltd., <br>Class H<br>| 65200 | &nbsp;&nbsp;356497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group <br>Co. Ltd., Class A<br>| 55100 | &nbsp;&nbsp;55589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Times New <br>Material Technology <br>Co. Ltd., Class A<br>| 6300 | &nbsp;&nbsp;13243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda <br>Chemical Co. Ltd., <br>Class A<br>| 57600 | &nbsp;&nbsp;48877 |
| #Ω | ZJLD Group, Inc. | 46000 | &nbsp;&nbsp;53213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJMI Environmental <br>Energy Co. Ltd., <br>Class A<br>| 13100 | &nbsp;&nbsp;25915 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. Ltd., <br>Class H<br>| 250200 | &nbsp;&nbsp;280690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express Cayman, <br>Inc. (2057 HK)<br>| 53000 | &nbsp;&nbsp;1170247 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;100509912 |
| COLOMBIA — (0.2%) | COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |  |
|  | Almacenes Exito SA | 28086 | &nbsp;&nbsp;38746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera <br>Colombiana SA<br>| 58696 | &nbsp;&nbsp;320718 |
|  | Grupo Argos SA | 21316 | &nbsp;&nbsp;108054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 8496 | &nbsp;&nbsp;143634 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;611152 |
| GREECE — (0.8%) | GREECE — (0.8%) | GREECE — (0.8%) |  |
|  | Alpha Bank SA | 252527 | &nbsp;&nbsp;1208837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 3146 | &nbsp;&nbsp;48465 |
|  | Avax SA | 5249 | &nbsp;&nbsp;20921 |
|  | Bank of Greece | 2693 | &nbsp;&nbsp;54913 |
|  | ElvalHalcor SA | 9981 | &nbsp;&nbsp;54712 |
|  | Fourlis Holdings SA | 7783 | &nbsp;&nbsp;40627 |
|  | GEK Terna SA | 5473 | &nbsp;&nbsp;215427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 13935 | &nbsp;&nbsp;149972 |
|  | Intracom Holdings SA | 8294 | &nbsp;&nbsp;34634 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 9148 | &nbsp;&nbsp;76808 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 8499 | &nbsp;&nbsp;$342195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piraeus Port Authority <br>SA<br>| 1053 | &nbsp;&nbsp;49721 |
|  | Sarantis SA | 2346 | &nbsp;&nbsp;37730 |
|  | Titan SA (TITC GA) | 5440 | &nbsp;&nbsp;365032 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;2699994 |
| HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) |  |
|  | Richter Gedeon Nyrt | 12121 | &nbsp;&nbsp;405531 |
| INDIA — (15.7%) | INDIA — (15.7%) | INDIA — (15.7%) |  |
|  | 360 ONE WAM Ltd. | 15309 | &nbsp;&nbsp;187983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;63 Moons <br>Technologies Ltd.<br>| 3396 | &nbsp;&nbsp;23881 |
|  | Aarti Drugs Ltd. | 7935 | &nbsp;&nbsp;32820 |
|  | Aarti Industries Ltd. | 4465 | &nbsp;&nbsp;18070 |
|  | Aarti Pharmalabs Ltd. | 3849 | &nbsp;&nbsp;31809 |
| \* | Aavas Financiers Ltd. | 6299 | &nbsp;&nbsp;99402 |
|  | ACC Ltd. | 11413 | &nbsp;&nbsp;203893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Construction <br>Equipment Ltd.<br>| 6469 | &nbsp;&nbsp;59868 |
|  | ADF Foods Ltd. | 11510 | &nbsp;&nbsp;22115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 73935 | &nbsp;&nbsp;274167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Real <br>Estate Ltd.<br>| 8265 | &nbsp;&nbsp;114734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 6682 | &nbsp;&nbsp;21644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 1444 | &nbsp;&nbsp;3116 |
|  | Aegis Logistics Ltd. | 20735 | &nbsp;&nbsp;162493 |
| \* | Aether Industries Ltd. | 2729 | &nbsp;&nbsp;29861 |
|  | AGI Greenpac Ltd. | 3184 | &nbsp;&nbsp;21660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 3784 | &nbsp;&nbsp;35220 |
|  | AIA Engineering Ltd. | 5562 | &nbsp;&nbsp;242158 |
|  | Ajanta Pharma Ltd. | 3566 | &nbsp;&nbsp;107389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 8442 | &nbsp;&nbsp;72111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkem Laboratories <br>Ltd.<br>| 4259 | &nbsp;&nbsp;263627 |
|  | Allcargo Global Ltd. | 29876 | &nbsp;&nbsp;7558 |
| \* | Allcargo Logistics Ltd. | 29876 | &nbsp;&nbsp;3373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 17864 | &nbsp;&nbsp;162978 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amber Enterprises <br>India Ltd.<br>| 2627 | &nbsp;&nbsp;163968 |
|  | Anant Raj Ltd. | 16935 | &nbsp;&nbsp;93581 |
|  | Angel One Ltd. | 6302 | &nbsp;&nbsp;172745 |
|  | Apar Industries Ltd. | 1978 | &nbsp;&nbsp;172546 |
|  | APL Apollo Tubes Ltd. | 963 | &nbsp;&nbsp;21408 |
|  | Apollo Tyres Ltd. | 58316 | &nbsp;&nbsp;312233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 32687 | &nbsp;&nbsp;$98265 |
|  | Arvind Ltd. | 22037 | &nbsp;&nbsp;75329 |
|  | Asahi India Glass Ltd. | 7855 | &nbsp;&nbsp;85487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ashapura Minechem <br>Ltd.<br>| 2747 | &nbsp;&nbsp;20116 |
|  | Ashiana Housing Ltd. | 6134 | &nbsp;&nbsp;19623 |
|  | Ashok Leyland Ltd. | 375726 | &nbsp;&nbsp;808105 |
| \* | Ashoka Buildcon Ltd. | 22830 | &nbsp;&nbsp;37275 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aster DM Healthcare <br>Ltd.<br>| 11471 | &nbsp;&nbsp;68916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Microwave <br>Products Ltd.<br>| 3585 | &nbsp;&nbsp;38369 |
|  | Atul Ltd. | 1372 | &nbsp;&nbsp;93081 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 22943 | &nbsp;&nbsp;244811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurobindo Pharma <br>Ltd.<br>| 52623 | &nbsp;&nbsp;687000 |
|  | Automotive Axles Ltd. | 879 | &nbsp;&nbsp;17878 |
|  | Avanti Feeds Ltd. | 6008 | &nbsp;&nbsp;52263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 20545 | &nbsp;&nbsp;47828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 14499 | &nbsp;&nbsp;53575 |
|  | Bajaj Electricals Ltd. | 1413 | &nbsp;&nbsp;6409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Holdings & <br>Investment Ltd.<br>| 3593 | &nbsp;&nbsp;421659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 10726 | &nbsp;&nbsp;269025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balmer Lawrie & Co. <br>Ltd.<br>| 10274 | &nbsp;&nbsp;19238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 24145 | &nbsp;&nbsp;109936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 3038 | &nbsp;&nbsp;19656 |
| Ω | Bandhan Bank Ltd. | 57016 | &nbsp;&nbsp;95897 |
|  | Bank of India | 87859 | &nbsp;&nbsp;156872 |
|  | Bank of Maharashtra | 86887 | &nbsp;&nbsp;61943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 715 | &nbsp;&nbsp;27938 |
|  | BASF India Ltd. | 1446 | &nbsp;&nbsp;57269 |
|  | BEML Ltd. | 6276 | &nbsp;&nbsp;122718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 32989 | &nbsp;&nbsp;29791 |
|  | Bharat Bijlee Ltd. | 1034 | &nbsp;&nbsp;31604 |
|  | Bharat Forge Ltd. | 2085 | &nbsp;&nbsp;32759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Heavy <br>Electricals Ltd.<br>| 112207 | &nbsp;&nbsp;321615 |
|  | Bharat Rasayan Ltd. | 188 | &nbsp;&nbsp;3817 |
|  | Biocon Ltd. | 29653 | &nbsp;&nbsp;118466 |
|  | Birla Corp. Ltd. | 5943 | &nbsp;&nbsp;67951 |
|  | Birlasoft Ltd. | 27719 | &nbsp;&nbsp;125832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 3632 | &nbsp;&nbsp;68072 |
| \* | Borosil Scientific Ltd. | 1599 | &nbsp;&nbsp;1907 |
|  | Bosch Ltd. | 925 | &nbsp;&nbsp;367397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 14693 | &nbsp;&nbsp;120745 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | Brightcom Group Ltd. | 196745 | &nbsp;&nbsp;$19777 |
|  | BSE Ltd. | 24030 | &nbsp;&nbsp;725352 |
|  | Can Fin Homes Ltd. | 13719 | &nbsp;&nbsp;140464 |
|  | Canara Bank | 358790 | &nbsp;&nbsp;575193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 12960 | &nbsp;&nbsp;31321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 4054 | &nbsp;&nbsp;76433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 2630 | &nbsp;&nbsp;22537 |
|  | Care Ratings Ltd. | 3111 | &nbsp;&nbsp;54381 |
| \* | Cartrade Tech Ltd. | 2827 | &nbsp;&nbsp;81251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Products India <br>Ltd.<br>| 7811 | &nbsp;&nbsp;82390 |
|  | Ceat Ltd. | 5123 | &nbsp;&nbsp;209285 |
|  | Cemindia Projects Ltd. | 21907 | &nbsp;&nbsp;151905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Plyboards <br>India Ltd.<br>| 2114 | &nbsp;&nbsp;18489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 29578 | &nbsp;&nbsp;142744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 15121 | &nbsp;&nbsp;272108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Investment & <br>Finance Co. Ltd.<br>| 2377 | &nbsp;&nbsp;42140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 20010 | &nbsp;&nbsp;91414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cigniti Technologies <br>Ltd.<br>| 1547 | &nbsp;&nbsp;27182 |
|  | Cipla Ltd. | 2237 | &nbsp;&nbsp;32264 |
|  | City Union Bank Ltd. | 66775 | &nbsp;&nbsp;217973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 20035 | &nbsp;&nbsp;68868 |
| Ω | Cochin Shipyard Ltd. | 19212 | &nbsp;&nbsp;347455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 38992 | &nbsp;&nbsp;213415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 17834 | &nbsp;&nbsp;435878 |
|  | Cosmo First Ltd. | 2466 | &nbsp;&nbsp;16011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess Grameen <br>Ltd.<br>| 8071 | &nbsp;&nbsp;115430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 44403 | &nbsp;&nbsp;107182 |
| \* | CSB Bank Ltd. | 11335 | &nbsp;&nbsp;53657 |
|  | Cummins India Ltd. | 1676 | &nbsp;&nbsp;74593 |
|  | Cyient Ltd. | 10301 | &nbsp;&nbsp;126106 |
|  | Dalmia Bharat Ltd. | 13110 | &nbsp;&nbsp;295801 |
|  | DB Corp. Ltd. | 6805 | &nbsp;&nbsp;17705 |
|  | DCB Bank Ltd. | 57328 | &nbsp;&nbsp;124865 |
|  | DCM Shriram Ltd. | 5586 | &nbsp;&nbsp;71786 |
|  | DCW Ltd. | 20413 | &nbsp;&nbsp;10203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 8075 | &nbsp;&nbsp;93450 |
| \* | Delhivery Ltd. | 31045 | &nbsp;&nbsp;143968 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Dhanuka Agritech Ltd. | 1649 | &nbsp;&nbsp;$20077 |
| \* | Digitide Solutions Ltd. | 11307 | &nbsp;&nbsp;14116 |
| Ω | Dilip Buildcon Ltd. | 2926 | &nbsp;&nbsp;14527 |
|  | Dodla Dairy Ltd. | 745 | &nbsp;&nbsp;9708 |
|  | eClerx Services Ltd. | 3020 | &nbsp;&nbsp;153149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edelweiss Financial <br>Services Ltd.<br>| 91879 | &nbsp;&nbsp;106803 |
| \* | EID Parry India Ltd. | 13557 | &nbsp;&nbsp;135943 |
|  | EIH Ltd. | 16018 | &nbsp;&nbsp;55329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elecon Engineering <br>Co. Ltd.<br>| 2014 | &nbsp;&nbsp;8922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrosteel Castings <br>Ltd.<br>| 67971 | &nbsp;&nbsp;52581 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 4098 | &nbsp;&nbsp;108113 |
|  | Engineers India Ltd. | 54368 | &nbsp;&nbsp;102455 |
|  | Epigral Ltd. | 2451 | &nbsp;&nbsp;27477 |
|  | EPL Ltd. | 16493 | &nbsp;&nbsp;34576 |
| Ω | Eris Lifesciences Ltd. | 5181 | &nbsp;&nbsp;78060 |
|  | Escorts Kubota Ltd. | 7272 | &nbsp;&nbsp;266487 |
|  | Exide Industries Ltd. | 67801 | &nbsp;&nbsp;237722 |
| \* | FDC Ltd. | 8552 | &nbsp;&nbsp;34439 |
|  | Federal Bank Ltd. | 298315 | &nbsp;&nbsp;933904 |
|  | FIEM Industries Ltd. | 2550 | &nbsp;&nbsp;60064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fino Payments Bank <br>Ltd.<br>| 2776 | &nbsp;&nbsp;6558 |
|  | Finolex Cables Ltd. | 10965 | &nbsp;&nbsp;86568 |
|  | Finolex Industries Ltd. | 45245 | &nbsp;&nbsp;87261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 40640 | &nbsp;&nbsp;141257 |
|  | Force Motors Ltd. | 534 | &nbsp;&nbsp;110887 |
|  | Fortis Healthcare Ltd. | 67232 | &nbsp;&nbsp;622836 |
|  | Gabriel India Ltd. | 14644 | &nbsp;&nbsp;148718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAIL India Ltd. (GAIL <br>IN)<br>| 60425 | &nbsp;&nbsp;109916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Surfactants <br>Ltd.<br>| 1265 | &nbsp;&nbsp;24968 |
|  | Ganesh Housing Ltd. | 2074 | &nbsp;&nbsp;16650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ganesha Ecosphere <br>Ltd.<br>| 871 | &nbsp;&nbsp;6403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Technical <br>Fibres Ltd.<br>| 6175 | &nbsp;&nbsp;43975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 53007 | &nbsp;&nbsp;33748 |
|  | GHCL Ltd. | 11448 | &nbsp;&nbsp;66351 |
|  | GHCL Textiles Ltd. | 12047 | &nbsp;&nbsp;9934 |
| Ω | Gland Pharma Ltd. | 1842 | &nbsp;&nbsp;36680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 25269 | &nbsp;&nbsp;557110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godawari Power & <br>Ispat Ltd.<br>| 29870 | &nbsp;&nbsp;80684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godfrey Phillips India <br>Ltd.<br>| 6807 | &nbsp;&nbsp;150676 |
| \* | Godrej Industries Ltd. | 12487 | &nbsp;&nbsp;131821 |
|  | Granules India Ltd. | 23190 | &nbsp;&nbsp;144450 |
|  | Graphite India Ltd. | 13925 | &nbsp;&nbsp;92471 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern Shipping <br>Co. Ltd. <br>| 17366 | &nbsp;&nbsp;$226545 |
|  | Greaves Cotton Ltd. | 10604 | &nbsp;&nbsp;18806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenlam Industries <br>Ltd.<br>| 2510 | &nbsp;&nbsp;6582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenpanel Industries <br>Ltd.<br>| 7462 | &nbsp;&nbsp;17826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 3563 | &nbsp;&nbsp;8715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Ambuja <br>Exports Ltd.<br>| 22550 | &nbsp;&nbsp;34142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat <br>Fluorochemicals <br>Ltd.<br>| 3294 | &nbsp;&nbsp;109458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Mineral <br>Development Corp. <br>Ltd.<br>| 17056 | &nbsp;&nbsp;106430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Narmada <br>Valley Fertilizers & <br>Chemicals Ltd.<br>| 11508 | &nbsp;&nbsp;58309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 41924 | &nbsp;&nbsp;76131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State <br>Fertilizers & <br>Chemicals Ltd.<br>| 32270 | &nbsp;&nbsp;64782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 48339 | &nbsp;&nbsp;159152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 1818 | &nbsp;&nbsp;21562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Happiest Minds <br>Technologies Ltd.<br>| 4925 | &nbsp;&nbsp;22208 |
|  | HBL Engineering Ltd. | 11243 | &nbsp;&nbsp;95857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HealthCare Global <br>Enterprises Ltd.<br>| 5478 | &nbsp;&nbsp;35244 |
|  | HEG Ltd. | 13190 | &nbsp;&nbsp;77610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeidelbergCement <br>India Ltd.<br>| 9938 | &nbsp;&nbsp;18497 |
|  | Heritage Foods Ltd. | 14892 | &nbsp;&nbsp;58060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 9901 | &nbsp;&nbsp;595928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 2995 | &nbsp;&nbsp;21039 |
|  | Hikal Ltd. | 4944 | &nbsp;&nbsp;10384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 40762 | &nbsp;&nbsp;204132 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 3404 | &nbsp;&nbsp;43650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 495 | &nbsp;&nbsp;10934 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Lombard General <br>Insurance Co. Ltd.<br>| 6129 | &nbsp;&nbsp;120616 |
|  | ICRA Ltd. | 640 | &nbsp;&nbsp;44018 |
|  | IDFC First Bank Ltd. | 828466 | &nbsp;&nbsp;753053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 10171 | &nbsp;&nbsp;36799 |
|  | IIFL Finance Ltd. | 30405 | &nbsp;&nbsp;174467 |
| \* | India Cements Ltd. | 13703 | &nbsp;&nbsp;68456 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | India Glycols Ltd. | 5320 | &nbsp;&nbsp;$50442 |
| \* | Indiabulls Ltd. | 134898 | &nbsp;&nbsp;15561 |
|  | Indian Bank | 44284 | &nbsp;&nbsp;439542 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway Finance <br>Corp. Ltd.<br>| 152813 | &nbsp;&nbsp;199861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Count Industries <br>Ltd.<br>| 9730 | &nbsp;&nbsp;24882 |
| \* | Indus Towers Ltd. | 155267 | &nbsp;&nbsp;750294 |
| \* | Infibeam Avenues Ltd. | 226240 | &nbsp;&nbsp;40002 |
|  | Info Edge India Ltd. | 32875 | &nbsp;&nbsp;447662 |
| \* | Inox Wind Ltd. | 10597 | &nbsp;&nbsp;12472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 9038 | &nbsp;&nbsp;90200 |
|  | Ipca Laboratories Ltd. | 19348 | &nbsp;&nbsp;310395 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 25814 | &nbsp;&nbsp;46180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 2819 | &nbsp;&nbsp;22981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 8134 | &nbsp;&nbsp;50777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 59754 | &nbsp;&nbsp;68286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 26376 | &nbsp;&nbsp;35561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 1201 | &nbsp;&nbsp;24463 |
|  | Jindal Saw Ltd. | 73248 | &nbsp;&nbsp;139205 |
|  | Jindal Stainless Ltd. | 67116 | &nbsp;&nbsp;601442 |
|  | Jindal Steel Ltd. | 48771 | &nbsp;&nbsp;594022 |
|  | JK Cement Ltd. | 4807 | &nbsp;&nbsp;289087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Lakshmi Cement <br>Ltd.<br>| 9249 | &nbsp;&nbsp;78101 |
|  | JK Paper Ltd. | 13452 | &nbsp;&nbsp;48162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 16774 | &nbsp;&nbsp;94229 |
|  | JM Financial Ltd. | 85680 | &nbsp;&nbsp;120367 |
|  | JSW Energy Ltd. | 49563 | &nbsp;&nbsp;246792 |
|  | JTEKT India Ltd. | 12052 | &nbsp;&nbsp;17896 |
|  | Jubilant Ingrevia Ltd. | 16322 | &nbsp;&nbsp;113549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 12752 | &nbsp;&nbsp;135524 |
| \* | Just Dial Ltd. | 2955 | &nbsp;&nbsp;21516 |
|  | Jyothy Labs Ltd. | 16518 | &nbsp;&nbsp;44812 |
|  | Kajaria Ceramics Ltd. | 1541 | &nbsp;&nbsp;15015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 11825 | &nbsp;&nbsp;147080 |
|  | Kalyani Steels Ltd. | 5570 | &nbsp;&nbsp;43010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 25838 | &nbsp;&nbsp;64458 |
|  | Karnataka Bank Ltd.  | 66443 | &nbsp;&nbsp;131793 |
|  | Karur Vysya Bank Ltd. <br>| 84176 | &nbsp;&nbsp;273015 |
|  | Kaveri Seed Co. Ltd. | 2474 | &nbsp;&nbsp;25489 |
|  | KCP Ltd.  | 12677 | &nbsp;&nbsp;24386 |
|  | KDDL Ltd. | 114 | &nbsp;&nbsp;2853 |
|  | KEC International Ltd. | 15776 | &nbsp;&nbsp;115131 |
|  | KEI Industries Ltd. | 1069 | &nbsp;&nbsp;46461 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Kennametal India Ltd. | 656 | &nbsp;&nbsp;$13941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kewal Kiran Clothing <br>Ltd.<br>| 1817 | &nbsp;&nbsp;9095 |
|  | Kirloskar Brothers Ltd. | 5543 | &nbsp;&nbsp;94240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Ferrous <br>Industries Ltd.<br>| 6216 | &nbsp;&nbsp;30305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 10741 | &nbsp;&nbsp;137055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Pneumatic <br>Co. Ltd.<br>| 2651 | &nbsp;&nbsp;32813 |
|  | Kitex Garments Ltd. | 3573 | &nbsp;&nbsp;6668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 19028 | &nbsp;&nbsp;30755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kovai Medical Center <br>& Hospital Ltd.<br>| 977 | &nbsp;&nbsp;56976 |
|  | KPR Mill Ltd. | 10562 | &nbsp;&nbsp;100068 |
|  | KRBL Ltd. | 9467 | &nbsp;&nbsp;35344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 1854 | &nbsp;&nbsp;14402 |
|  | KSB Ltd. | 6625 | &nbsp;&nbsp;50581 |
|  | L&T Finance Ltd. | 125185 | &nbsp;&nbsp;389816 |
|  | LA Opala RG Ltd. | 3233 | &nbsp;&nbsp;6741 |
| Ω | Laurus Labs Ltd. | 5430 | &nbsp;&nbsp;57114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 4876 | &nbsp;&nbsp;91364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 52307 | &nbsp;&nbsp;300064 |
|  | Linde India Ltd. | 621 | &nbsp;&nbsp;40545 |
|  | LT Foods Ltd. | 25353 | &nbsp;&nbsp;102307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 4144 | &nbsp;&nbsp;60785 |
|  | Lumax Industries Ltd. | 360 | &nbsp;&nbsp;19039 |
|  | Lupin Ltd. | 29069 | &nbsp;&nbsp;679369 |
|  | LUX Industries Ltd. | 482 | &nbsp;&nbsp;4827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Scooters <br>Ltd.<br>| 720 | &nbsp;&nbsp;105628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Seamless <br>Ltd.<br>| 9160 | &nbsp;&nbsp;52113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Financial Services <br>Ltd.<br>| 94550 | &nbsp;&nbsp;381924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 16834 | &nbsp;&nbsp;68686 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 6191 | &nbsp;&nbsp;24139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 4449 | &nbsp;&nbsp;15788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 20147 | &nbsp;&nbsp;24184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manappuram Finance <br>Ltd.<br>| 86581 | &nbsp;&nbsp;268247 |
|  | Marksans Pharma Ltd. | 51545 | &nbsp;&nbsp;91728 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;MAS Financial <br>Services Ltd.<br>| 8817 | &nbsp;&nbsp;31088 |
|  | Mastek Ltd. | 2382 | &nbsp;&nbsp;53335 |
|  | Mayur Uniquoters Ltd. | 2174 | &nbsp;&nbsp;12132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mazagon Dock <br>Shipbuilders Ltd.<br>| 4412 | &nbsp;&nbsp;$123726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 3435 | &nbsp;&nbsp;29911 |
|  | Minda Corp. Ltd. | 10408 | &nbsp;&nbsp;64011 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mishra Dhatu Nigam <br>Ltd.<br>| 11441 | &nbsp;&nbsp;46505 |
|  | MOIL Ltd. | 10893 | &nbsp;&nbsp;43600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 1697 | &nbsp;&nbsp;10479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morepen Laboratories <br>Ltd.<br>| 76735 | &nbsp;&nbsp;30500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal Financial <br>Services Ltd.<br>| 26176 | &nbsp;&nbsp;214087 |
|  | Mphasis Ltd. | 8293 | &nbsp;&nbsp;249048 |
|  | MRF Ltd. | 327 | &nbsp;&nbsp;473114 |
|  | Muthoot Finance Ltd. | 19462 | &nbsp;&nbsp;808543 |
|  | Natco Pharma Ltd. | 13343 | &nbsp;&nbsp;121199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aluminium Co. <br>Ltd.<br>| 131702 | &nbsp;&nbsp;545295 |
|  | Nava Ltd. | 24941 | &nbsp;&nbsp;152047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 13541 | &nbsp;&nbsp;21183 |
|  | NCC Ltd. | 75278 | &nbsp;&nbsp;120281 |
|  | NESCO Ltd. | 3096 | &nbsp;&nbsp;38419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neuland Laboratories <br>Ltd.<br>| 878 | &nbsp;&nbsp;126294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning Systems <br>Ltd.<br>| 11898 | &nbsp;&nbsp;51815 |
|  | Nilkamal Ltd. | 1015 | &nbsp;&nbsp;15203 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India Asset <br>Management Ltd.<br>| 11787 | &nbsp;&nbsp;112223 |
|  | NMDC Ltd. | 435198 | &nbsp;&nbsp;382371 |
| \* | NMDC Steel Ltd. | 99766 | &nbsp;&nbsp;45772 |
|  | NRB Bearings Ltd. | 5264 | &nbsp;&nbsp;14662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucleus Software <br>Exports Ltd.<br>| 803 | &nbsp;&nbsp;7944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvama Wealth <br>Management Ltd.<br>| 5125 | &nbsp;&nbsp;74936 |
|  | Oberoi Realty Ltd. | 18904 | &nbsp;&nbsp;306631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One 97 <br>Communications <br>Ltd.<br>| 19589 | &nbsp;&nbsp;241014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 1172 | &nbsp;&nbsp;98696 |
|  | Orient Cement Ltd. | 14411 | &nbsp;&nbsp;24594 |
|  | Oriental Hotels Ltd. | 9781 | &nbsp;&nbsp;10757 |
|  | Paisalo Digital Ltd. | 74660 | &nbsp;&nbsp;27638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 4921 | &nbsp;&nbsp;15628 |
|  | Patanjali Foods Ltd. | 35949 | &nbsp;&nbsp;195892 |
| \* | Patel Engineering Ltd. | 62663 | &nbsp;&nbsp;19560 |
| \* | PC Jeweller Ltd. | 554610 | &nbsp;&nbsp;64444 |
|  | PCBL Chemical Ltd. | 5140 | &nbsp;&nbsp;14753 |
| \* | Pennar Industries Ltd. | 6497 | &nbsp;&nbsp;12180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persistent Systems <br>Ltd.<br>| 776 | &nbsp;&nbsp;50982 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Petronet LNG Ltd. | 133201 | &nbsp;&nbsp;$419590 |
|  | Phoenix Mills Ltd.  | 27594 | &nbsp;&nbsp;499878 |
|  | PI Industries Ltd. | 7001 | &nbsp;&nbsp;241451 |
| \* | Piramal Finance Ltd. | 11577 | &nbsp;&nbsp;218986 |
|  | Piramal Pharma Ltd. | 66550 | &nbsp;&nbsp;112114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PIX Transmissions <br>Ltd.<br>| 265 | &nbsp;&nbsp;3781 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing Finance <br>Ltd.<br>| 18281 | &nbsp;&nbsp;163431 |
|  | Pokarna Ltd. | 1954 | &nbsp;&nbsp;15622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Finance Corp. <br>Ltd.<br>| 129145 | &nbsp;&nbsp;532162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 1572 | &nbsp;&nbsp;35288 |
|  | Praj Industries Ltd. | 4375 | &nbsp;&nbsp;13902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prakash Industries <br>Ltd.<br>| 12834 | &nbsp;&nbsp;17070 |
| Ω | Prataap Snacks Ltd. | 1973 | &nbsp;&nbsp;24345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 26383 | &nbsp;&nbsp;419244 |
|  | Pricol Ltd. | 18565 | &nbsp;&nbsp;111379 |
| \* | Prism Johnson Ltd. | 45272 | &nbsp;&nbsp;62275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Privi Speciality <br>Chemicals Ltd.<br>| 741 | &nbsp;&nbsp;22614 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC India Financial <br>Services Ltd.<br>| 31087 | &nbsp;&nbsp;11111 |
|  | PTC India Ltd. | 49707 | &nbsp;&nbsp;93050 |
| \* | Puravankara Ltd. | 7743 | &nbsp;&nbsp;19503 |
| \* | PVR Inox Ltd. | 8845 | &nbsp;&nbsp;94031 |
| Ω | Quess Corp. Ltd. | 11307 | &nbsp;&nbsp;25572 |
|  | Radico Khaitan Ltd. | 657 | &nbsp;&nbsp;20137 |
|  | Rain Industries Ltd. | 35316 | &nbsp;&nbsp;59437 |
|  | Rallis India Ltd. | 10770 | &nbsp;&nbsp;32245 |
|  | Ramco Cements Ltd. | 16711 | &nbsp;&nbsp;202503 |
| \* | Ramco Systems Ltd. | 2857 | &nbsp;&nbsp;14635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 6538 | &nbsp;&nbsp;36173 |
|  | Rane Holdings Ltd. | 1439 | &nbsp;&nbsp;20476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rashtriya Chemicals & <br>Fertilizers Ltd.<br>| 22775 | &nbsp;&nbsp;33971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 1125 | &nbsp;&nbsp;26277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Raymond Lifestyle <br>Ltd.<br>| 4978 | &nbsp;&nbsp;56393 |
| \* | Raymond Ltd. | 6223 | &nbsp;&nbsp;26097 |
| \* | Raymond Realty Ltd. | 6223 | &nbsp;&nbsp;34076 |
| Ω | RBL Bank Ltd. | 76650 | &nbsp;&nbsp;248217 |
|  | REC Ltd. | 64743 | &nbsp;&nbsp;256878 |
|  | Redington Ltd. | 113553 | &nbsp;&nbsp;335891 |
|  | Redtape Ltd. | 12120 | &nbsp;&nbsp;16330 |
| \* | Reliance Power Ltd. | 456424 | &nbsp;&nbsp;140612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Repco Home Finance <br>Ltd.<br>| 8101 | &nbsp;&nbsp;35812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Responsive Industries <br>Ltd.<br>| 4608 | &nbsp;&nbsp;8396 |
|  | RITES Ltd. | 14980 | &nbsp;&nbsp;37241 |
|  | Rossari Biotech Ltd. | 1951 | &nbsp;&nbsp;11783 |
|  | Saksoft Ltd. | 283 | &nbsp;&nbsp;530 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samvardhana <br>Motherson <br>International Ltd.<br>| 119208 | &nbsp;&nbsp;$146063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 1690 | &nbsp;&nbsp;9005 |
|  | Sanghvi Movers Ltd. | 4064 | &nbsp;&nbsp;13307 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 2696 | &nbsp;&nbsp;50435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarda Energy & <br>Minerals Ltd.<br>| 14770 | &nbsp;&nbsp;79055 |
|  | Saregama India Ltd. | 5067 | &nbsp;&nbsp;18627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil Technologies <br>Ltd.<br>| 2310 | &nbsp;&nbsp;8774 |
| \* | SBFC Finance Ltd. | 13226 | &nbsp;&nbsp;12257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 14607 | &nbsp;&nbsp;119952 |
|  | Schaeffler India Ltd. | 1175 | &nbsp;&nbsp;46050 |
| Ω | SH Kelkar & Co. Ltd. | 5846 | &nbsp;&nbsp;9166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakti Pumps India <br>Ltd.<br>| 5610 | &nbsp;&nbsp;38174 |
|  | Sharda Cropchem Ltd. | 3090 | &nbsp;&nbsp;34283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Motor <br>Industries Ltd.<br>| 1426 | &nbsp;&nbsp;13285 |
|  | Shilpa Medicare Ltd. | 12786 | &nbsp;&nbsp;40602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of India <br>Land & Assets Ltd.<br>| 25479 | &nbsp;&nbsp;12500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of India <br>Ltd.<br>| 25479 | &nbsp;&nbsp;62526 |
|  | Shriram Finance Ltd. | 137267 | &nbsp;&nbsp;1523739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Pistons & <br>Rings Ltd.<br>| 441 | &nbsp;&nbsp;13290 |
| \* | SIS Ltd. | 5637 | &nbsp;&nbsp;20619 |
|  | Siyaram Silk Mills Ltd. | 3403 | &nbsp;&nbsp;19190 |
|  | SJS Enterprises Ltd. | 2570 | &nbsp;&nbsp;46666 |
|  | Sobha Ltd. | 8336 | &nbsp;&nbsp;130922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Industries India <br>Ltd.<br>| 390 | &nbsp;&nbsp;57065 |
|  | Somany Ceramics Ltd. | 2041 | &nbsp;&nbsp;9050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 528161 | &nbsp;&nbsp;216401 |
|  | Star Cement Ltd. | 15455 | &nbsp;&nbsp;36662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 15235 | &nbsp;&nbsp;77874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Authority of India <br>Ltd.<br>| 206149 | &nbsp;&nbsp;337227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterlite Technologies <br>Ltd.<br>| 22270 | &nbsp;&nbsp;25571 |
| \* | STL Networks Ltd. | 22270 | &nbsp;&nbsp;4882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 13715 | &nbsp;&nbsp;130922 |
| \* | Stylam Industries Ltd. | 577 | &nbsp;&nbsp;13940 |
|  | Subros Ltd. | 4472 | &nbsp;&nbsp;39681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 1800 | &nbsp;&nbsp;17762 |
|  | Sun TV Network Ltd. | 15404 | &nbsp;&nbsp;93159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram Finance <br>Ltd.<br>| 9828 | &nbsp;&nbsp;557306 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 7883 | &nbsp;&nbsp;$80269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflag Iron & Steel <br>Co. Ltd.<br>| 4493 | &nbsp;&nbsp;11990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 9611 | &nbsp;&nbsp;46651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 8621 | &nbsp;&nbsp;53157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supriya Lifescience <br>Ltd.<br>| 1319 | &nbsp;&nbsp;9711 |
|  | Surya Roshni Ltd. | 14724 | &nbsp;&nbsp;39618 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 12699 | &nbsp;&nbsp;65507 |
| \* | TARC Ltd. | 9361 | &nbsp;&nbsp;15487 |
|  | Tata Chemicals Ltd. | 12439 | &nbsp;&nbsp;100825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 80783 | &nbsp;&nbsp;995615 |
|  | Tata Steel Ltd. | 22494 | &nbsp;&nbsp;46820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 6975 | &nbsp;&nbsp;54754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TeamLease Services <br>Ltd.<br>| 1113 | &nbsp;&nbsp;16750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 10979 | &nbsp;&nbsp;116979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 50683 | &nbsp;&nbsp;70817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 26493 | &nbsp;&nbsp;35454 |
|  | Time Technoplast Ltd. | 51028 | &nbsp;&nbsp;100575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 8467 | &nbsp;&nbsp;76053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tourism Finance Corp. <br>of India Ltd.<br>| 42635 | &nbsp;&nbsp;29975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 4427 | &nbsp;&nbsp;51243 |
|  | Trident Ltd. | 167972 | &nbsp;&nbsp;47632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 10691 | &nbsp;&nbsp;43309 |
|  | TTK Prestige Ltd. | 5007 | &nbsp;&nbsp;32136 |
|  | TVS Srichakra Ltd. | 777 | &nbsp;&nbsp;34326 |
|  | Uflex Ltd. | 6902 | &nbsp;&nbsp;34882 |
| \* | Ugro Capital Ltd. | 14312 | &nbsp;&nbsp;22877 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ujjivan Small Finance <br>Bank Ltd.<br>| 84580 | &nbsp;&nbsp;59622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unichem Laboratories <br>Ltd.<br>| 3734 | &nbsp;&nbsp;15357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of India <br>Ltd.<br>| 178021 | &nbsp;&nbsp;348957 |
|  | UPL Ltd. | 88851 | &nbsp;&nbsp;678988 |
|  | Usha Martin Ltd. | 30875 | &nbsp;&nbsp;137023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 6565 | &nbsp;&nbsp;68875 |
|  | VA Tech Wabag Ltd. | 5913 | &nbsp;&nbsp;69433 |
|  | Vaibhav Global Ltd. | 6445 | &nbsp;&nbsp;15684 |
|  | Vardhman Textiles Ltd. | 16925 | &nbsp;&nbsp;79648 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 5366 | &nbsp;&nbsp;$33338 |
|  | Vedanta Ltd. | 7746 | &nbsp;&nbsp;57158 |
|  | Veedol Corp. Ltd. | 415 | &nbsp;&nbsp;6480 |
|  | Vesuvius India Ltd. | 12920 | &nbsp;&nbsp;70201 |
| \* | Vodafone Idea Ltd. | 1094486 | &nbsp;&nbsp;132808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 854 | &nbsp;&nbsp;68232 |
|  | Voltas Ltd. | 20377 | &nbsp;&nbsp;293455 |
|  | VRL Logistics Ltd. | 5978 | &nbsp;&nbsp;17572 |
|  | VST Industries Ltd. | 7876 | &nbsp;&nbsp;20093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 516 | &nbsp;&nbsp;31013 |
|  | Welspun Corp. Ltd. | 18515 | &nbsp;&nbsp;146194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 13957 | &nbsp;&nbsp;72040 |
|  | Welspun Living Ltd. | 45005 | &nbsp;&nbsp;60848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 7697 | &nbsp;&nbsp;33467 |
|  | Whirlpool of India Ltd. | 3307 | &nbsp;&nbsp;27969 |
| \* | Wockhardt Ltd. | 8985 | &nbsp;&nbsp;135816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 2231 | &nbsp;&nbsp;12183 |
| \* | Yes Bank Ltd. | 1907569 | &nbsp;&nbsp;444343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 17247 | &nbsp;&nbsp;121919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 29418 | &nbsp;&nbsp;282983 |
|  | Zydus Wellness Ltd. | 4936 | &nbsp;&nbsp;24148 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;51297446 |
| INDONESIA — (1.6%) | INDONESIA — (1.6%) | INDONESIA — (1.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABM Investama Tbk. <br>PT<br>| 133400 | &nbsp;&nbsp;22874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adi Sarana Armada <br>Tbk. PT<br>| 531600 | &nbsp;&nbsp;37782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKR Corporindo Tbk. <br>PT<br>| 722600 | &nbsp;&nbsp;54440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Minerals <br>Indonesia Tbk. PT<br>| 555200 | &nbsp;&nbsp;66034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aneka Tambang Tbk. <br>PT<br>| 1617300 | &nbsp;&nbsp;398154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 1819000 | &nbsp;&nbsp;43317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Agro Lestari Tbk. <br>PT<br>| 86500 | &nbsp;&nbsp;38090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 103700 | &nbsp;&nbsp;15633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asuransi Tugu <br>Pratama Indonesia <br>Tbk. PT<br>| 170100 | &nbsp;&nbsp;11698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank BTPN Syariah <br>Tbk. PT<br>| 780100 | &nbsp;&nbsp;55977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Maybank <br>Indonesia Tbk. PT<br>| 1350600 | &nbsp;&nbsp;17250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 1758600 | &nbsp;&nbsp;41004 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 547400 | &nbsp;&nbsp;$47005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Timur <br>Tbk. PT<br>| 341600 | &nbsp;&nbsp;11313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero Tbk. <br>PT<br>| 848065 | &nbsp;&nbsp;62297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BFI Finance Indonesia <br>Tbk. PT<br>| 1306700 | &nbsp;&nbsp;54966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buana Lintas Lautan <br>Tbk. PT<br>| 3151400 | &nbsp;&nbsp;92653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bukalapak.com Tbk. <br>PT<br>| 3408500 | &nbsp;&nbsp;29488 |
|  | Bukit Asam Tbk. PT | 655800 | &nbsp;&nbsp;97111 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buma Internasional <br>Grup Tbk. PT<br>| 1421800 | &nbsp;&nbsp;26427 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources <br>Minerals Tbk. PT<br>| 3856800 | &nbsp;&nbsp;244719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ciputra Development <br>Tbk. PT<br>| 1814500 | &nbsp;&nbsp;89952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayamitra <br>Telekomunikasi PT<br>| 2324900 | &nbsp;&nbsp;77021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dharma Satya <br>Nusantara Tbk. PT<br>| 248300 | &nbsp;&nbsp;20384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elang Mahkota <br>Teknologi Tbk. PT<br>| 2005600 | &nbsp;&nbsp;117152 |
|  | Elnusa Tbk. PT | 809300 | &nbsp;&nbsp;33284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energi Mega Persada <br>Tbk. PT<br>| 2916600 | &nbsp;&nbsp;227739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 1727000 | &nbsp;&nbsp;40850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESSA Industries <br>Indonesia Tbk. PT<br>| 568300 | &nbsp;&nbsp;22216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 227100 | &nbsp;&nbsp;14559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudang Garam Tbk. <br>PT<br>| 9100 | &nbsp;&nbsp;8488 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harum Energy Tbk. <br>PT<br>| 349600 | &nbsp;&nbsp;21961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indah Kiat Pulp & <br>Paper Tbk. PT<br>| 308500 | &nbsp;&nbsp;167992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tambangraya <br>Megah Tbk. PT<br>| 63900 | &nbsp;&nbsp;83693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indocement Tunggal <br>Prakarsa Tbk. PT<br>| 146500 | &nbsp;&nbsp;58139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 143900 | &nbsp;&nbsp;68285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 732100 | &nbsp;&nbsp;297299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industri dan <br>Perdagangan <br>Bintraco Dharma <br>Tbk. PT<br>| 1528400 | &nbsp;&nbsp;9076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japfa Comfeed <br>Indonesia Tbk. PT<br>| 971600 | &nbsp;&nbsp;160543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 3322300 | &nbsp;&nbsp;$45155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 1120000 | &nbsp;&nbsp;46973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medco Energi <br>Internasional Tbk. <br>PT<br>| 1673840 | &nbsp;&nbsp;152468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Media Nusantara Citra <br>Tbk. PT<br>| 1220400 | &nbsp;&nbsp;18203 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Battery <br>Materials Tbk. PT<br>| 3971000 | &nbsp;&nbsp;165767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrodata Electronics <br>Tbk. PT<br>| 289800 | &nbsp;&nbsp;9830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 1504700 | &nbsp;&nbsp;106384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Pinasthika <br>Mustika Tbk. PT<br>| 335600 | &nbsp;&nbsp;19990 |
|  | Pakuwon Jati Tbk. PT | 2166500 | &nbsp;&nbsp;46473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan <br>Perkebunan London <br>Sumatra Indonesia <br>Tbk. PT<br>| 585500 | &nbsp;&nbsp;40502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 2071600 | &nbsp;&nbsp;17281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salim Ivomas Pratama <br>Tbk. PT<br>| 780700 | &nbsp;&nbsp;26538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sampoerna Agro Tbk. <br>PT<br>| 77700 | &nbsp;&nbsp;36213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Indonesia <br>Tbk. PT<br>| 1589000 | &nbsp;&nbsp;35904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 2067400 | &nbsp;&nbsp;64415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semen Indonesia <br>Persero Tbk. PT<br>| 439942 | &nbsp;&nbsp;64504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summarecon Agung <br>Tbk. PT<br>| 1244000 | &nbsp;&nbsp;29367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Citra Media Tbk. <br>PT<br>| 3616900 | &nbsp;&nbsp;53924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 1042000 | &nbsp;&nbsp;97428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 82400 | &nbsp;&nbsp;13259 |
|  | Timah Tbk. PT | 493000 | &nbsp;&nbsp;95270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Bangun <br>Persada Tbk. PT<br>| 1230800 | &nbsp;&nbsp;100264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triputra Agro Persada <br>PT<br>| 966300 | &nbsp;&nbsp;86210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tunas Baru Lampung <br>Tbk. PT<br>| 536000 | &nbsp;&nbsp;20936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Tractors Tbk. <br>PT<br>| 241600 | &nbsp;&nbsp;376378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Indonesia Tbk. <br>PT<br>| 418140 | &nbsp;&nbsp;161214 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya Persero <br>Tbk. PT<br>| 1125300 | &nbsp;&nbsp;2540 |
| \* | Wir Asia Tbk. PT | 3146500 | &nbsp;&nbsp;16334 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 852013 | &nbsp;&nbsp;$167851 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;5104440 |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Leasing & <br>Investment Co. <br>KSCP<br>| 143965 | &nbsp;&nbsp;98011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 216529 | &nbsp;&nbsp;94928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 168189 | &nbsp;&nbsp;161862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alimtiaz Investment <br>Group KSC<br>| 219766 | &nbsp;&nbsp;36012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial Group <br>for Financing & <br>Investment KPSC<br>| 60996 | &nbsp;&nbsp;66686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 58356 | &nbsp;&nbsp;107548 |
|  | Burgan Bank SAK | 223703 | &nbsp;&nbsp;145163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Facilities <br>Co. SAKP<br>| 27850 | &nbsp;&nbsp;24631 |
|  | Gulf Bank KSCP | 342702 | &nbsp;&nbsp;384743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 2897 | &nbsp;&nbsp;18903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Cement Co. <br>KSC<br>| 50992 | &nbsp;&nbsp;68602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Financial <br>Centre SAK<br>| 32308 | &nbsp;&nbsp;14827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Insurance Co. <br>SAK<br>| 15388 | &nbsp;&nbsp;30535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 158516 | &nbsp;&nbsp;140397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Investment Co. <br>SAK<br>| 38322 | &nbsp;&nbsp;26448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. KSCP<br>| 16786 | &nbsp;&nbsp;27969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding SAK<br>| 329155 | &nbsp;&nbsp;282930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Investments <br>Co. KSCP<br>| 92515 | &nbsp;&nbsp;81633 |
| \* | Warba Bank KSCP | 430422 | &nbsp;&nbsp;397266 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;2209094 |
| MALAYSIA — (1.6%) | MALAYSIA — (1.6%) | MALAYSIA — (1.6%) |  |
|  | Able Global Bhd. | 30900 | &nbsp;&nbsp;13106 |
| # | Aeon Co. M Bhd. | 96000 | &nbsp;&nbsp;30147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 23400 | &nbsp;&nbsp;34817 |
| #\* | AFFIN Bank Bhd. | 125276 | &nbsp;&nbsp;85058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 4200 | &nbsp;&nbsp;14543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Bank Malaysia <br>Bhd.<br>| 164741 | &nbsp;&nbsp;$218822 |
|  | Allianz Malaysia Bhd. | 10500 | &nbsp;&nbsp;61271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 28400 | &nbsp;&nbsp;10810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 99400 | &nbsp;&nbsp;162570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 127300 | &nbsp;&nbsp;79774 |
|  | Batu Kawan Bhd. | 16200 | &nbsp;&nbsp;79499 |
| \* | Berjaya Corp. Bhd. | 342144 | &nbsp;&nbsp;23375 |
| \* | Bermaz Auto Bhd. | 64000 | &nbsp;&nbsp;13452 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cahya Mata Sarawak <br>Bhd.<br>| 118100 | &nbsp;&nbsp;43109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chin Teck Plantations <br>Bhd.<br>| 5500 | &nbsp;&nbsp;14854 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 106300 | &nbsp;&nbsp;48474 |
| # | Dialog Group Bhd. | 192400 | &nbsp;&nbsp;80241 |
|  | DRB-Hicom Bhd. | 33300 | &nbsp;&nbsp;9122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Duopharma Biotech <br>Bhd.<br>| 117952 | &nbsp;&nbsp;41008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 114400 | &nbsp;&nbsp;21302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 136900 | &nbsp;&nbsp;77467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAR East Holdings <br>Bhd.<br>| 1400 | &nbsp;&nbsp;1430 |
|  | Gamuda Bhd. | 585578 | &nbsp;&nbsp;658385 |
|  | Genting Bhd. | 280500 | &nbsp;&nbsp;203253 |
|  | Genting Malaysia Bhd. | 341400 | &nbsp;&nbsp;171497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Plantations <br>Bhd.<br>| 46400 | &nbsp;&nbsp;60759 |
|  | Guan Chong Bhd. | 42000 | &nbsp;&nbsp;7336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HAP Seng <br>Consolidated Bhd.<br>| 46500 | &nbsp;&nbsp;35251 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hap Seng Plantations <br>Holdings Bhd.<br>| 27100 | &nbsp;&nbsp;15707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hibiscus Petroleum <br>Bhd.<br>| 80759 | &nbsp;&nbsp;31905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Industries <br>Bhd.<br>| 10000 | &nbsp;&nbsp;42911 |
|  | IGB Bhd. | 61123 | &nbsp;&nbsp;55326 |
|  | IJM Corp. Bhd. | 291100 | &nbsp;&nbsp;197852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 252700 | &nbsp;&nbsp;204392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Tiasa Holdings <br>Bhd.<br>| 113300 | &nbsp;&nbsp;30222 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Keck Seng Malaysia <br>Bhd.<br>| 19600 | &nbsp;&nbsp;27469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek Group <br>Bhd.<br>| 39200 | &nbsp;&nbsp;26983 |
|  | Kretam Holdings Bhd. | 133900 | &nbsp;&nbsp;23397 |
| # | KSL Holdings Bhd. | 57200 | &nbsp;&nbsp;44292 |
|  | LBS Bina Group Bhd. | 99500 | &nbsp;&nbsp;10226 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Leong Hup <br>International Bhd.<br>| 128600 | &nbsp;&nbsp;$25812 |
|  | LPI Capital Bhd. | 4100 | &nbsp;&nbsp;15734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magni-Tech Industries <br>Bhd.<br>| 19900 | &nbsp;&nbsp;10410 |
|  | Magnum Bhd. | 111814 | &nbsp;&nbsp;37466 |
|  | Mah Sing Group Bhd. | 277700 | &nbsp;&nbsp;81079 |
|  | Malayan Cement Bhd. | 31300 | &nbsp;&nbsp;63425 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Flour Mills <br>Bhd.<br>| 227800 | &nbsp;&nbsp;36383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Smelting <br>Corp. Bhd.<br>| 35800 | &nbsp;&nbsp;17336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 3900 | &nbsp;&nbsp;31695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 177975 | &nbsp;&nbsp;64761 |
| # | MBM Resources Bhd. | 38200 | &nbsp;&nbsp;51149 |
| # | MBSB Bhd. | 368973 | &nbsp;&nbsp;68415 |
|  | Mega First Corp. Bhd. | 74000 | &nbsp;&nbsp;61123 |
|  | Mi Technovation Bhd. | 70500 | &nbsp;&nbsp;56263 |
|  | MKH Bhd. | 39000 | &nbsp;&nbsp;10126 |
|  | MNRB Holdings Bhd. | 50800 | &nbsp;&nbsp;33369 |
| # | OCK Group Bhd. | 106700 | &nbsp;&nbsp;10171 |
| # | OSK Holdings Bhd. | 292199 | &nbsp;&nbsp;124441 |
|  | Padini Holdings Bhd. | 50400 | &nbsp;&nbsp;24861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantech Group <br>Holdings Bhd.<br>| 62800 | &nbsp;&nbsp;10405 |
| # | Perak Transit Bhd. | 99100 | &nbsp;&nbsp;6664 |
|  | PPB Group Bhd. | 22000 | &nbsp;&nbsp;62956 |
| # | RCE Capital Bhd. | 98200 | &nbsp;&nbsp;28895 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Oil Palms <br>Bhd.<br>| 41700 | &nbsp;&nbsp;40523 |
|  | Scientex Bhd. | 87100 | &nbsp;&nbsp;85324 |
|  | Sime Darby Bhd. | 425200 | &nbsp;&nbsp;232876 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 436300 | &nbsp;&nbsp;166231 |
|  | SKP Resources Bhd. | 103400 | &nbsp;&nbsp;15887 |
|  | SP Setia Bhd. Group | 311299 | &nbsp;&nbsp;77673 |
| # | Sunway Bhd. | 27923 | &nbsp;&nbsp;40723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 26900 | &nbsp;&nbsp;23677 |
|  | Ta Ann Holdings Bhd. | 59700 | &nbsp;&nbsp;70274 |
| # | Top Glove Corp. Bhd. | 302500 | &nbsp;&nbsp;46784 |
| # | TSH Resources Bhd. | 116400 | &nbsp;&nbsp;36422 |
|  | Unisem M Bhd. | 62700 | &nbsp;&nbsp;50246 |
|  | United Malacca Bhd. | 28200 | &nbsp;&nbsp;41860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Plantations <br>Bhd.<br>| 8550 | &nbsp;&nbsp;65486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UOA Development <br>Bhd.<br>| 33400 | &nbsp;&nbsp;15841 |
|  | Velesto Energy Bhd. | 874600 | &nbsp;&nbsp;67490 |
| # | VS Industry Bhd. | 398059 | &nbsp;&nbsp;42334 |
|  | Yinson Holdings Bhd. | 106441 | &nbsp;&nbsp;63727 |
|  | Zetrix Ai Bhd. | 378000 | &nbsp;&nbsp;77220 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;5204951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (2.6%) | MEXICO — (2.6%) | MEXICO — (2.6%) |  |
| \* | Axtel SAB de CV | 75248 | &nbsp;&nbsp;$12099 |
| Ω | Banco del Bajio SA | 108947 | &nbsp;&nbsp;318749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CEMEXCPO MM)<br>| 549733 | &nbsp;&nbsp;683234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CX US), Sponsored <br>ADR<br>| 146716 | &nbsp;&nbsp;1831016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Minera Autlan SAB <br>de CV<br>| 18124 | &nbsp;&nbsp;7913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora Vuela Cia <br>de Aviacion SAB de <br>CV (VOLARA MM), <br>Class A<br>| 78725 | &nbsp;&nbsp;76085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Actinver SAB de <br>CV<br>| 41815 | &nbsp;&nbsp;52640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Corporativo Fragua <br>SAB de CV<br>| 7267 | &nbsp;&nbsp;220393 |
|  | Cydsa SAB de CV | 45021 | &nbsp;&nbsp;44052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 19386 | &nbsp;&nbsp;116919 |
|  | GCC SAB de CV | 20343 | &nbsp;&nbsp;218982 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genomma Lab <br>Internacional SAB <br>de CV, Class B<br>| 98024 | &nbsp;&nbsp;93279 |
|  | Gentera SAB de CV | 175217 | &nbsp;&nbsp;486970 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 33733 | &nbsp;&nbsp;117243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 50454 | &nbsp;&nbsp;345291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Herdez SAB de <br>CV<br>| 11507 | &nbsp;&nbsp;48633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Hotelero Santa <br>Fe SAB de CV<br>| 44113 | &nbsp;&nbsp;9933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Industrial Saltillo <br>SAB de CV<br>| 32423 | &nbsp;&nbsp;24304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Nutrisa SAB de <br>CV<br>| 11507 | &nbsp;&nbsp;2963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 194705 | &nbsp;&nbsp;128348 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Traxion SAB de <br>CV<br>| 39637 | &nbsp;&nbsp;31390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias CH SAB de <br>CV<br>| 11679 | &nbsp;&nbsp;116282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 21809 | &nbsp;&nbsp;1264163 |
|  | KUO SAB de CV | 21555 | &nbsp;&nbsp;74004 |
|  | La Comer SAB de CV | 10459 | &nbsp;&nbsp;22413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medica Sur SAB de <br>CV<br>| 20670 | &nbsp;&nbsp;67713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 112944 | &nbsp;&nbsp;396493 |
| \*Ω | Nemak SAB de CV | 287386 | &nbsp;&nbsp;55418 |
| \* | Ollamani SAB | 16167 | &nbsp;&nbsp;69558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 24000 | &nbsp;&nbsp;25461 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Cultiba <br>SAB de CV<br>| 46456 | &nbsp;&nbsp;$29507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Soriana <br>SAB de CV, Class B<br>| 37912 | &nbsp;&nbsp;77664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 22314 | &nbsp;&nbsp;349215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRAL <br>MM), Class L<br>| 2980 | &nbsp;&nbsp;35807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 12657 | &nbsp;&nbsp;117850 |
|  | Regional SAB de CV | 29098 | &nbsp;&nbsp;260960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Energy SAB de <br>CV (VIST US), ADR<br>| 9340 | &nbsp;&nbsp;564977 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;8397921 |
| PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Global Group, <br>Inc.<br>| 409300 | &nbsp;&nbsp;51613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia United Bank <br>Corp.<br>| 24330 | &nbsp;&nbsp;17425 |
|  | China Banking Corp. | 123600 | &nbsp;&nbsp;134396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 148700 | &nbsp;&nbsp;39166 |
|  | Cosco Capital, Inc. | 281900 | &nbsp;&nbsp;34934 |
|  | DMCI Holdings, Inc. | 395300 | &nbsp;&nbsp;72723 |
| \* | DoubleDragon Corp. | 73400 | &nbsp;&nbsp;12515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Philippine <br>Holdings Corp.<br>| 31550 | &nbsp;&nbsp;41157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JG Summit Holdings, <br>Inc.<br>| 167300 | &nbsp;&nbsp;79143 |
|  | LT Group, Inc. | 268800 | &nbsp;&nbsp;72916 |
|  | Megaworld Corp. | 1618000 | &nbsp;&nbsp;60354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & <br>Trust Co.<br>| 39150 | &nbsp;&nbsp;48554 |
|  | Nickel Asia Corp. | 497000 | &nbsp;&nbsp;45427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philcomsat Holdings <br>Corp.<br>| 9064 | &nbsp;&nbsp;16467 |
|  | Philex Mining Corp. | 326000 | &nbsp;&nbsp;62344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine National <br>Bank<br>| 50900 | &nbsp;&nbsp;55384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 121000 | &nbsp;&nbsp;73344 |
|  | RFM Corp. | 109000 | &nbsp;&nbsp;9670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizal Commercial <br>Banking Corp.<br>| 113800 | &nbsp;&nbsp;48511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 34900 | &nbsp;&nbsp;21946 |
|  | San Miguel Corp. | 36530 | &nbsp;&nbsp;49659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | Security Bank Corp. | 44520 | &nbsp;&nbsp;$49163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of the <br>Philippines<br>| 72102 | &nbsp;&nbsp;31581 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;1128392 |
| POLAND — (1.5%) | POLAND — (1.5%) | POLAND — (1.5%) |  |
|  | AB SA | 2333 | &nbsp;&nbsp;78177 |
|  | Agora SA | 8438 | &nbsp;&nbsp;21877 |
|  | Alior Bank SA | 18231 | &nbsp;&nbsp;595054 |
|  | Apator SA | 2181 | &nbsp;&nbsp;16176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 7050 | &nbsp;&nbsp;76261 |
|  | Asseco Poland SA | 9413 | &nbsp;&nbsp;573214 |
|  | Auto Partner SA | 10696 | &nbsp;&nbsp;56718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 6390 | &nbsp;&nbsp;207514 |
| \* | Bank Millennium SA | 62100 | &nbsp;&nbsp;300410 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ochrony <br>Srodowiska SA<br>| 9478 | &nbsp;&nbsp;27128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 2464 | &nbsp;&nbsp;101411 |
|  | Boryszew SA | 19241 | &nbsp;&nbsp;31177 |
| \* | Cognor Holding SA | 35478 | &nbsp;&nbsp;50499 |
|  | Develia SA | 71240 | &nbsp;&nbsp;186967 |
|  | Echo Investment SA | 23480 | &nbsp;&nbsp;34308 |
| \* | Enea SA | 51632 | &nbsp;&nbsp;318840 |
| \* | Eurocash SA | 4930 | &nbsp;&nbsp;9433 |
| # | Inter Cars SA | 1305 | &nbsp;&nbsp;232935 |
| # | KRUK SA | 2756 | &nbsp;&nbsp;378946 |
| \* | Lubawa SA | 10808 | &nbsp;&nbsp;26046 |
| \* | mBank SA | 956 | &nbsp;&nbsp;278866 |
|  | Mirbud SA | 7385 | &nbsp;&nbsp;27253 |
|  | Newag SA | 1563 | &nbsp;&nbsp;54797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PGE Polska Grupa <br>Energetyczna SA<br>| 148231 | &nbsp;&nbsp;418065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stalexport Autostrady <br>SA<br>| 16406 | &nbsp;&nbsp;13032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 214020 | &nbsp;&nbsp;661900 |
|  | Torpol SA | 1241 | &nbsp;&nbsp;20403 |
| \* | VRG SA | 42918 | &nbsp;&nbsp;60029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warsaw Stock <br>Exchange<br>| 2575 | &nbsp;&nbsp;51541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 665 | &nbsp;&nbsp;11539 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;4920516 |
| QATAR — (0.4%) | QATAR — (0.4%) | QATAR — (0.4%) |  |
|  | Aamal Co. | 288708 | &nbsp;&nbsp;68157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 17763 | &nbsp;&nbsp;13361 |
|  | Doha Bank QPSC | 541935 | &nbsp;&nbsp;411066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doha Insurance Co. <br>QSC<br>| 40320 | &nbsp;&nbsp;30389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 73664 | &nbsp;&nbsp;56468 |
|  | Gulf Warehousing Co. | 69588 | &nbsp;&nbsp;47874 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development QPSC<br>| 177975 | &nbsp;&nbsp;$28418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 41774 | &nbsp;&nbsp;26573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Cement <br>Co. QSC<br>| 63673 | &nbsp;&nbsp;50032 |
|  | Qatar Navigation QSC | 159233 | &nbsp;&nbsp;494691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salam International <br>Investment Ltd. <br>QSC<br>| 139423 | &nbsp;&nbsp;29365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 459523 | &nbsp;&nbsp;121861 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;1378255 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Lenta International Co. <br>PJSC, GDR<br>| 4734 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Magnitogorsk Iron & <br>Steel Works PJSC <br>(MMK LI), <br>Sponsored GDR<br>| 16505 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(RSHYY US), ADR<br>| 93802 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 138363 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (2.1%) | SAUDI ARABIA — (2.1%) | SAUDI ARABIA — (2.1%) |  |
|  | Ades Holding Co. | 58570 | &nbsp;&nbsp;300100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 5110 | &nbsp;&nbsp;35350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 10425 | &nbsp;&nbsp;194578 |
|  | Al Hammadi Holding | 13583 | &nbsp;&nbsp;100582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Hassan Ghazi <br>Ibrahim Shaker Co.<br>| 7724 | &nbsp;&nbsp;37378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Jouf Agricultural <br>Development Co.<br>| 2562 | &nbsp;&nbsp;34127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Yamamah Steel <br>Industries Co.<br>| 2366 | &nbsp;&nbsp;23860 |
|  | Alaseel Co. | 33740 | &nbsp;&nbsp;33313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 4552 | &nbsp;&nbsp;62179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 12649 | &nbsp;&nbsp;36692 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlak International <br>Finance Co.<br>| 6828 | &nbsp;&nbsp;20462 |
|  | Arab National Bank | 38278 | &nbsp;&nbsp;232319 |
|  | Arabian Cement Co. | 9734 | &nbsp;&nbsp;56605 |
|  | Arabian Drilling Co. | 4818 | &nbsp;&nbsp;134866 |
|  | Arabian Pipes Co. | 17892 | &nbsp;&nbsp;24811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 17211 | &nbsp;&nbsp;99539 |
| \* | Bank Al-Jazira | 113053 | &nbsp;&nbsp;377610 |
|  | Banque Saudi Fransi | 26618 | &nbsp;&nbsp;128129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | Bawan Co. | 4876 | &nbsp;&nbsp;$63346 |
|  | City Cement Co. | 12129 | &nbsp;&nbsp;43770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 107466 | &nbsp;&nbsp;535686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Province <br>Cement Co.<br>| 8366 | &nbsp;&nbsp;54686 |
|  | Etihad Etisalat Co. | 63978 | &nbsp;&nbsp;1203945 |
|  | First Milling Co. | 904 | &nbsp;&nbsp;12181 |
|  | Gulf Insurance Group | 4659 | &nbsp;&nbsp;30027 |
| \* | Lumi Rental Co. | 2517 | &nbsp;&nbsp;32155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 16398 | &nbsp;&nbsp;59140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Healthcare <br>Co.<br>| 6562 | &nbsp;&nbsp;62125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Specialized Cables <br>Co.<br>| 4602 | &nbsp;&nbsp;27996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 113887 | &nbsp;&nbsp;336015 |
| \* | Najran Cement Co. | 16879 | &nbsp;&nbsp;30097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Agriculture <br>Development Co. <br>| 21816 | &nbsp;&nbsp;114973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 3510 | &nbsp;&nbsp;34384 |
|  | Nayifat Finance Co. | 13593 | &nbsp;&nbsp;43655 |
|  | Qassim Cement Co. | 8392 | &nbsp;&nbsp;95655 |
|  | Riyadh Cement Co. | 7786 | &nbsp;&nbsp;51466 |
|  | Saudi Cement Co. | 10862 | &nbsp;&nbsp;104336 |
|  | Saudi Ceramic Co. | 11868 | &nbsp;&nbsp;87934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 105700 | &nbsp;&nbsp;215366 |
|  | Saudi Investment Bank <br>| 125198 | &nbsp;&nbsp;467265 |
| \* | Saudi Marketing Co. | 2001 | &nbsp;&nbsp;7490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 9251 | &nbsp;&nbsp;68072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Public Transport <br>Co.<br>| 10417 | &nbsp;&nbsp;27871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 12004 | &nbsp;&nbsp;89324 |
|  | Saudi Steel Pipe Co. | 4142 | &nbsp;&nbsp;44705 |
| \* | Savola Group  | 24300 | &nbsp;&nbsp;154808 |
| \* | Seera Group Holding | 33818 | &nbsp;&nbsp;241504 |
| \* | Sinad Holding Co. | 15831 | &nbsp;&nbsp;37844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Province <br>Cement Co.<br>| 5913 | &nbsp;&nbsp;36141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumou Real Estate <br>Co.<br>| 4438 | &nbsp;&nbsp;39063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 7743 | &nbsp;&nbsp;59150 |
|  | Tabuk Cement Co. | 8849 | &nbsp;&nbsp;21218 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | Tanmiah Food Co. | 1093 | &nbsp;&nbsp;$17510 |
|  | Theeb Rent A Car Co. | 1986 | &nbsp;&nbsp;18742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Umm Al-Qura Cement <br>Co.<br>| 2850 | &nbsp;&nbsp;9861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 6599 | &nbsp;&nbsp;106544 |
|  | Yamama Cement Co. | 20244 | &nbsp;&nbsp;145145 |
|  | Yanbu Cement Co. | 8091 | &nbsp;&nbsp;33641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yanbu National <br>Petrochemical Co.<br>| 14589 | &nbsp;&nbsp;105081 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;6902417 |
| SOUTH AFRICA — (3.7%) | SOUTH AFRICA — (3.7%) | SOUTH AFRICA — (3.7%) |  |
|  | AECI Ltd. | 20061 | &nbsp;&nbsp;117694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;African Rainbow <br>Minerals Ltd.<br>| 15789 | &nbsp;&nbsp;231054 |
|  | Afrimat Ltd. | 4564 | &nbsp;&nbsp;12013 |
|  | Altron Ltd., Class A | 36218 | &nbsp;&nbsp;43375 |
|  | Astral Foods Ltd. | 4382 | &nbsp;&nbsp;74467 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Blu Label Unlimited <br>Group Ltd.<br>| 90389 | &nbsp;&nbsp;53847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caxton & CTP <br>Publishers & Printers <br>Ltd.<br>| 18917 | &nbsp;&nbsp;15823 |
|  | DataTec Ltd. | 55593 | &nbsp;&nbsp;263316 |
|  | Discovery Ltd. | 10948 | &nbsp;&nbsp;159630 |
|  | Exxaro Resources Ltd. | 17428 | &nbsp;&nbsp;198669 |
|  | Foschini Group Ltd. | 32738 | &nbsp;&nbsp;171631 |
|  | Grindrod Ltd. | 120704 | &nbsp;&nbsp;128467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HMY US), <br>Sponsored ADR<br>| 45957 | &nbsp;&nbsp;980722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 103547 | &nbsp;&nbsp;1930043 |
|  | Investec Ltd. | 24846 | &nbsp;&nbsp;201428 |
|  | Invicta Holdings Ltd. | 10262 | &nbsp;&nbsp;22859 |
| \* | KAP Ltd. | 538761 | &nbsp;&nbsp;74018 |
|  | Kumba Iron Ore Ltd. | 6078 | &nbsp;&nbsp;134825 |
|  | Lewis Group Ltd. | 10591 | &nbsp;&nbsp;62926 |
|  | Momentum Group Ltd. | 193060 | &nbsp;&nbsp;449569 |
|  | Motus Holdings Ltd. | 26855 | &nbsp;&nbsp;210709 |
|  | Mpact Ltd. | 21681 | &nbsp;&nbsp;29777 |
|  | Nedbank Group Ltd. | 23140 | &nbsp;&nbsp;378944 |
|  | Netcare Ltd. | 114170 | &nbsp;&nbsp;109526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 55523 | &nbsp;&nbsp;1322860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 750515 | &nbsp;&nbsp;720293 |
|  | Omnia Holdings Ltd. | 28775 | &nbsp;&nbsp;150177 |
| Ω | Pepkor Holdings Ltd. | 337569 | &nbsp;&nbsp;551579 |
| \* | Pick n Pay Stores Ltd. | 57379 | &nbsp;&nbsp;84846 |
|  | PPC Ltd. | 214288 | &nbsp;&nbsp;81549 |
|  | Raubex Group Ltd. | 23054 | &nbsp;&nbsp;73935 |
|  | RCL Foods Ltd. | 30615 | &nbsp;&nbsp;18405 |
|  | Reunert Ltd. | 30131 | &nbsp;&nbsp;115097 |
| \* | Sasol Ltd. (SOL SJ) | 83262 | &nbsp;&nbsp;588103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 386147 | &nbsp;&nbsp;1680669 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | Southern Sun Ltd. | 134884 | &nbsp;&nbsp;$84195 |
| \* | SPAR Group Ltd.  | 4910 | &nbsp;&nbsp;27009 |
|  | Super Group Ltd. | 64358 | &nbsp;&nbsp;69056 |
|  | Telkom SA SOC Ltd. | 47881 | &nbsp;&nbsp;174255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thungela Resources <br>Ltd. (TGA SJ)<br>| 11567 | &nbsp;&nbsp;70950 |
|  | Tsogo Sun Ltd. | 75726 | &nbsp;&nbsp;37336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars Holdings <br>Ltd.<br>| 21753 | &nbsp;&nbsp;61522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilson Bayly <br>Holmes-Ovcon Ltd.<br>| 5583 | &nbsp;&nbsp;59843 |
|  | Zeda Ltd. | 33706 | &nbsp;&nbsp;28699 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;12055710 |
| SOUTH KOREA — (12.0%) | SOUTH KOREA — (12.0%) | SOUTH KOREA — (12.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 2040 | &nbsp;&nbsp;17798 |
| \* | Agabang & Co. | 4166 | &nbsp;&nbsp;13296 |
| \* | Air Busan Co. Ltd. | 8204 | &nbsp;&nbsp;10275 |
| \* | Ajin Industrial Co. Ltd. | 5158 | &nbsp;&nbsp;12417 |
| \* | ALUKO Co. Ltd. | 5728 | &nbsp;&nbsp;9093 |
| # | Amorepacific Corp. | 4282 | &nbsp;&nbsp;412169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific Holdings <br>Corp.<br>| 3066 | &nbsp;&nbsp;60948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aplus Asset Advisor <br>Co. Ltd.<br>| 2310 | &nbsp;&nbsp;19735 |
|  | Asia Cement Co. Ltd. | 2690 | &nbsp;&nbsp;23383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIA Holdings Co. <br>Ltd.<br>| 147 | &nbsp;&nbsp;29456 |
|  | Avaco Co. Ltd. | 2775 | &nbsp;&nbsp;29363 |
|  | Baiksan Co. Ltd. | 1472 | &nbsp;&nbsp;12961 |
|  | BGF retail Co. Ltd. | 1561 | &nbsp;&nbsp;131460 |
| \* | BH Co. Ltd. | 1851 | &nbsp;&nbsp;23417 |
|  | Binggrae Co. Ltd. | 1100 | &nbsp;&nbsp;57014 |
| \* | BNC Korea Co. Ltd. | 9119 | &nbsp;&nbsp;31027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 48609 | &nbsp;&nbsp;560127 |
|  | Boditech Med, Inc. | 1008 | &nbsp;&nbsp;9102 |
|  | Boryung | 4916 | &nbsp;&nbsp;31537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bosung Power <br>Technology Co. Ltd.<br>| 5164 | &nbsp;&nbsp;28040 |
|  | Cape Industries Ltd. | 2159 | &nbsp;&nbsp;17755 |
| \* | Cheil Electric Co. Ltd. | 3080 | &nbsp;&nbsp;21832 |
|  | Cheil Worldwide, Inc. | 11612 | &nbsp;&nbsp;176853 |
| \* | Chemtronics Co. Ltd. | 1321 | &nbsp;&nbsp;31980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 885 | &nbsp;&nbsp;52463 |
| \* | CJ CGV Co. Ltd. | 12126 | &nbsp;&nbsp;50862 |
|  | CJ CheilJedang Corp. | 1523 | &nbsp;&nbsp;225231 |
| # | CJ Corp. | 2470 | &nbsp;&nbsp;373042 |
| \* | CJ ENM Co. Ltd. | 2559 | &nbsp;&nbsp;132570 |
|  | CJ Freshway Corp. | 1674 | &nbsp;&nbsp;32486 |
|  | CJ Logistics Corp. | 1300 | &nbsp;&nbsp;93522 |
|  | Coocon Corp. | 930 | &nbsp;&nbsp;21417 |
|  | Coway Co. Ltd. | 8924 | &nbsp;&nbsp;516344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 2204 | &nbsp;&nbsp;20231 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | CS Wind Corp. | 4524 | &nbsp;&nbsp;$127519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Holdings Co. <br>Ltd.<br>| 1775 | &nbsp;&nbsp;33416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 1913 | &nbsp;&nbsp;31288 |
|  | Daeduck Co. Ltd. | 4415 | &nbsp;&nbsp;33643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 4888 | &nbsp;&nbsp;212421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Flour Mill Co. <br>Ltd.<br>| 223 | &nbsp;&nbsp;22437 |
|  | Daehan Steel Co. Ltd. | 4554 | &nbsp;&nbsp;33189 |
| \* | Dae-Il Corp. | 2910 | &nbsp;&nbsp;22559 |
|  | Daesang Corp. | 3678 | &nbsp;&nbsp;55364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 4994 | &nbsp;&nbsp;33545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewon San Up Co. <br>Ltd.<br>| 1355 | &nbsp;&nbsp;12204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering & <br>Construction Co. <br>Ltd.<br>| 18956 | &nbsp;&nbsp;65105 |
|  | Daewoong Co. Ltd. | 4595 | &nbsp;&nbsp;76360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihan Pharmaceutical <br>Co. Ltd.<br>| 686 | &nbsp;&nbsp;13835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 5660 | &nbsp;&nbsp;122806 |
| #\* | Danal Co. Ltd. | 6530 | &nbsp;&nbsp;41377 |
| \* | Daou Data Corp. | 2532 | &nbsp;&nbsp;49090 |
|  | Daou Technology, Inc. | 4209 | &nbsp;&nbsp;154900 |
|  | DB HiTek Co. Ltd. | 5291 | &nbsp;&nbsp;386036 |
|  | DB Insurance Co. Ltd. | 8646 | &nbsp;&nbsp;853615 |
|  | DB Securities Co. Ltd. | 6337 | &nbsp;&nbsp;59386 |
| \* | DB, Inc. | 17623 | &nbsp;&nbsp;22403 |
|  | Dentium Co. Ltd. | 1120 | &nbsp;&nbsp;37351 |
|  | DI Dong Il Corp. | 3393 | &nbsp;&nbsp;47245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Daesung Co. <br>Ltd.<br>| 3423 | &nbsp;&nbsp;19256 |
|  | DIT Corp. | 2084 | &nbsp;&nbsp;31521 |
| # | DL E&C Co. Ltd. | 5351 | &nbsp;&nbsp;164280 |
|  | DL Holdings Co. Ltd. | 1447 | &nbsp;&nbsp;41474 |
| †† | DMS Co. Ltd. | 4659 | &nbsp;&nbsp;7684 |
|  | DN Automotive Corp. | 3860 | &nbsp;&nbsp;67354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio Holdings <br>Co. Ltd.<br>| 582 | &nbsp;&nbsp;43863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-Ah Geological <br>Engineering Co. <br>Ltd.<br>| 1150 | &nbsp;&nbsp;13903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem Co. <br>Ltd.<br>| 5638 | &nbsp;&nbsp;217002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkoo Bio & <br>Pharma Co. Ltd.<br>| 2986 | &nbsp;&nbsp;10993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 4132 | &nbsp;&nbsp;53737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill Co. <br>Ltd.<br>| 6644 | &nbsp;&nbsp;40661 |
|  | Dongsuh Cos., Inc. | 4124 | &nbsp;&nbsp;74407 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 2121 | &nbsp;&nbsp;$61059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 607 | &nbsp;&nbsp;11717 |
|  | Dongyang E&P, Inc. | 702 | &nbsp;&nbsp;15280 |
|  | Doosan Bobcat, Inc. | 10082 | &nbsp;&nbsp;410458 |
|  | Doosan Co. Ltd. | 343 | &nbsp;&nbsp;201017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DoubleUGames Co. <br>Ltd.<br>| 1873 | &nbsp;&nbsp;69498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Security Co. <br>Ltd.<br>| 802 | &nbsp;&nbsp;947 |
| \* | Dreamtech Co. Ltd. | 5850 | &nbsp;&nbsp;32027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Hi-Metal Co. <br>Ltd.<br>| 3663 | &nbsp;&nbsp;22554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Easy Holdings Co. <br>Ltd.<br>| 10216 | &nbsp;&nbsp;36953 |
|  | Ecoplastic Corp. | 8005 | &nbsp;&nbsp;17725 |
|  | Ecopro Co. Ltd. | 535 | &nbsp;&nbsp;60018 |
|  | E-MART, Inc. | 2305 | &nbsp;&nbsp;145489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 2313 | &nbsp;&nbsp;93707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 15368 | &nbsp;&nbsp;45541 |
|  | F&F Co. Ltd. | 2279 | &nbsp;&nbsp;115198 |
|  | F&F Holdings Co. Ltd. | 741 | &nbsp;&nbsp;10693 |
| \* | Foosung Co. Ltd. | 7692 | &nbsp;&nbsp;44985 |
| \* | Gabia, Inc. | 2000 | &nbsp;&nbsp;46338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geumhwa PSC Co. <br>Ltd.<br>| 840 | &nbsp;&nbsp;19321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. Ltd.<br>| 2066 | &nbsp;&nbsp;41406 |
|  | GOLFZON Co. Ltd. | 714 | &nbsp;&nbsp;30062 |
|  | GS Global Corp. | 11688 | &nbsp;&nbsp;18822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Holdings Corp. <br>(078930 KS)<br>| 7154 | &nbsp;&nbsp;340751 |
| \* | GS P&L Co. Ltd. | 1565 | &nbsp;&nbsp;55686 |
|  | GS Retail Co. Ltd. | 7443 | &nbsp;&nbsp;114387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gwangju Shinsegae <br>Co. Ltd.<br>| 850 | &nbsp;&nbsp;18541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haesung Industrial Co. <br>Ltd.<br>| 1837 | &nbsp;&nbsp;10588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 6875 | &nbsp;&nbsp;160924 |
| \* | Hancom, Inc. | 3287 | &nbsp;&nbsp;58649 |
|  | Handsome Co. Ltd. | 1044 | &nbsp;&nbsp;13447 |
|  | Hanil Cement Co. Ltd. | 4661 | &nbsp;&nbsp;55288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Holdings Co. <br>Ltd.<br>| 1453 | &nbsp;&nbsp;15755 |
|  | Hanjin Logistics Corp. | 2072 | &nbsp;&nbsp;28545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. Ltd.<br>| 14217 | &nbsp;&nbsp;628801 |
|  | HanmiGlobal Co. Ltd. | 1600 | &nbsp;&nbsp;20788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 1268 | &nbsp;&nbsp;22731 |
| \* | Hanon Systems | 41858 | &nbsp;&nbsp;95135 |
|  | Hansae Co. Ltd. | 1645 | &nbsp;&nbsp;15956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 1447 | &nbsp;&nbsp;281735 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Hansol Paper Co. Ltd. | 2806 | &nbsp;&nbsp;$16380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Technics Co. <br>Ltd.<br>| 5142 | &nbsp;&nbsp;21294 |
|  | Hanwha Corp. | 5714 | &nbsp;&nbsp;453663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 14136 | &nbsp;&nbsp;59439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 24210 | &nbsp;&nbsp;107229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life Insurance <br>Co. Ltd.<br>| 57592 | &nbsp;&nbsp;139243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Systems Co. <br>Ltd.<br>| 7549 | &nbsp;&nbsp;493721 |
|  | Hanyang Eng Co. Ltd. | 2207 | &nbsp;&nbsp;47908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 2006 | &nbsp;&nbsp;28395 |
| \* | Harim Co. Ltd. | 12261 | &nbsp;&nbsp;25975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harim Holdings Co. <br>Ltd.<br>| 11433 | &nbsp;&nbsp;113860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 6405 | &nbsp;&nbsp;482159 |
|  | HD Hyundai Co. Ltd. | 9001 | &nbsp;&nbsp;1460752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Heavy <br>Industries Co. Ltd.<br>| 314 | &nbsp;&nbsp;124981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Korea Shipbuilding <br>& Offshore <br>Engineering Co. <br>Ltd.<br>| 582 | &nbsp;&nbsp;166704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 6580 | &nbsp;&nbsp;86565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Financial Co. <br>Ltd.<br>| 1609 | &nbsp;&nbsp;26908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Innovation Co. <br>Ltd.<br>| 1657 | &nbsp;&nbsp;22255 |
|  | Hite Jinro Co. Ltd. | 4957 | &nbsp;&nbsp;60498 |
|  | HK inno N Corp. | 2208 | &nbsp;&nbsp;86090 |
|  | HL Holdings Corp. | 687 | &nbsp;&nbsp;21758 |
|  | HL Mando Co. Ltd. | 7561 | &nbsp;&nbsp;335020 |
| \* | Hotel Shilla Co. Ltd. | 1196 | &nbsp;&nbsp;38301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung Advanced <br>Materials Corp.<br>| 620 | &nbsp;&nbsp;101485 |
|  | HS Industries Co. Ltd. | 3474 | &nbsp;&nbsp;8024 |
|  | Huons Co. Ltd. | 1440 | &nbsp;&nbsp;27471 |
|  | Huons Global Co. Ltd. | 1307 | &nbsp;&nbsp;46037 |
|  | Hwa Shin Co. Ltd. | 3210 | &nbsp;&nbsp;20743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwaseung Enterprise <br>Co. Ltd.<br>| 8250 | &nbsp;&nbsp;28862 |
|  | Hy-Lok Corp. | 1868 | &nbsp;&nbsp;43562 |
|  | Hyosung Corp. | 870 | &nbsp;&nbsp;91858 |
| # | Hyosung TNC Corp. | 703 | &nbsp;&nbsp;183208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Bioland Co. <br>Ltd.<br>| 3006 | &nbsp;&nbsp;9041 |
|  | HYUNDAI Corp. | 1819 | &nbsp;&nbsp;28544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 2633 | &nbsp;&nbsp;171109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 1707 | &nbsp;&nbsp;111548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Engineering & <br>Construction Co. <br>Ltd.<br>| 6098 | &nbsp;&nbsp;$432851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Futurenet Co. <br>Ltd.<br>| 10757 | &nbsp;&nbsp;24095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 5008 | &nbsp;&nbsp;844345 |
|  | Hyundai Green Food | 5344 | &nbsp;&nbsp;56662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Home <br>Shopping Network <br>Corp.<br>| 852 | &nbsp;&nbsp;34254 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 11261 | &nbsp;&nbsp;219549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 4895 | &nbsp;&nbsp;32280 |
|  | Hyundai Steel Co. | 8872 | &nbsp;&nbsp;192551 |
|  | Hyundai Wia Corp. | 3549 | &nbsp;&nbsp;211903 |
|  | HyVision System, Inc. | 3097 | &nbsp;&nbsp;37528 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Ilyang Pharmaceutical <br>Co. Ltd.<br>| 1789 | &nbsp;&nbsp;12165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group Co. <br>Ltd.<br>| 25549 | &nbsp;&nbsp;274718 |
|  | iMarketKorea, Inc. | 3411 | &nbsp;&nbsp;18467 |
|  | InBody Co. Ltd. | 2353 | &nbsp;&nbsp;53307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 4974 | &nbsp;&nbsp;65601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 3147 | &nbsp;&nbsp;70959 |
| \* | Interflex Co. Ltd. | 958 | &nbsp;&nbsp;8239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 1899 | &nbsp;&nbsp;39441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group Co. <br>Ltd.<br>| 23757 | &nbsp;&nbsp;414507 |
| \* | Jin Air Co. Ltd. | 6265 | &nbsp;&nbsp;29463 |
|  | Jinsung T.E.C. | 2075 | &nbsp;&nbsp;20592 |
|  | JS Corp. | 3817 | &nbsp;&nbsp;31807 |
|  | JVM Co. Ltd. | 835 | &nbsp;&nbsp;14676 |
|  | JW Life Science Corp. | 1349 | &nbsp;&nbsp;12083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Pharmaceutical <br>Corp.<br>| 1934 | &nbsp;&nbsp;41675 |
|  | Kangwon Land, Inc. | 13689 | &nbsp;&nbsp;165562 |
|  | KC Co. Ltd. | 2037 | &nbsp;&nbsp;47167 |
|  | KC Tech Co. Ltd. | 1888 | &nbsp;&nbsp;61175 |
|  | KCC Corp. | 847 | &nbsp;&nbsp;286575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 4024 | &nbsp;&nbsp;155989 |
|  | KG Dongbusteel | 8803 | &nbsp;&nbsp;34322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 5772 | &nbsp;&nbsp;26405 |
| \* | KG Mobility Co. | 4560 | &nbsp;&nbsp;12283 |
|  | Kginicis Co. Ltd. | 3312 | &nbsp;&nbsp;26499 |
| \* | KH Vatec Co. Ltd. | 2324 | &nbsp;&nbsp;30817 |
|  | KISCO Corp. | 2292 | &nbsp;&nbsp;14905 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 2451 | &nbsp;&nbsp;753387 |
| \* | KNJ Co. Ltd. | 1143 | &nbsp;&nbsp;22106 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Holdings Co. <br>Ltd.<br>| 3450 | &nbsp;&nbsp;$24082 |
|  | Kolon Corp. | 916 | &nbsp;&nbsp;38227 |
|  | Kolon Industries, Inc. | 3779 | &nbsp;&nbsp;143587 |
|  | KONA I Co. Ltd. | 952 | &nbsp;&nbsp;40565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Alcohol <br>Industrial Co. Ltd.<br>| 1839 | &nbsp;&nbsp;14377 |
| #\* | Korea Circuit Co. Ltd. | 2410 | &nbsp;&nbsp;116689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Terminal <br>Co. Ltd.<br>| 1101 | &nbsp;&nbsp;57099 |
| \* | Korea Fuel-Tech Corp. | 5130 | &nbsp;&nbsp;27887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications Co. <br>Ltd.<br>| 2884 | &nbsp;&nbsp;16191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 3607 | &nbsp;&nbsp;16710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 6379 | &nbsp;&nbsp;954264 |
| \* | Korea Line Corp. | 40485 | &nbsp;&nbsp;54788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 499 | &nbsp;&nbsp;54137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea United Pharm, <br>Inc.<br>| 1827 | &nbsp;&nbsp;24159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 38555 | &nbsp;&nbsp;621627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 28809 | &nbsp;&nbsp;235358 |
| \* | Krafton, Inc. | 1369 | &nbsp;&nbsp;240336 |
|  | KSS LINE Ltd. | 3271 | &nbsp;&nbsp;22015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 2807 | &nbsp;&nbsp;280364 |
| \* | Kumho Tire Co., Inc. | 19446 | &nbsp;&nbsp;81182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyeryong Construction <br>Industrial Co. Ltd.<br>| 1162 | &nbsp;&nbsp;17377 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 1037 | &nbsp;&nbsp;41428 |
| \* | LB Semicon, Inc. | 4003 | &nbsp;&nbsp;12989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 6393 | &nbsp;&nbsp;26292 |
|  | LF Corp. | 3721 | &nbsp;&nbsp;49619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 53485 | &nbsp;&nbsp;431256 |
|  | LG H&H Co. Ltd. | 1494 | &nbsp;&nbsp;271476 |
|  | LG Innotek Co. Ltd. | 2374 | &nbsp;&nbsp;403109 |
|  | LG Uplus Corp. | 43286 | &nbsp;&nbsp;480892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 706 | &nbsp;&nbsp;65339 |
|  | Lotte Corp. | 3184 | &nbsp;&nbsp;69186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Data <br>Communication Co.<br>| 1132 | &nbsp;&nbsp;16675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine Chemical <br>Co. Ltd.<br>| 3279 | &nbsp;&nbsp;107747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 18648 | &nbsp;&nbsp;21498 |
|  | Lotte Rental Co. Ltd. | 3364 | &nbsp;&nbsp;71969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 520 | &nbsp;&nbsp;$41915 |
|  | LS Corp. | 3430 | &nbsp;&nbsp;540893 |
|  | LS Electric Co. Ltd. | 982 | &nbsp;&nbsp;382685 |
|  | LTC Co. Ltd. | 719 | &nbsp;&nbsp;13713 |
| \* | LVMC Holdings | 17904 | &nbsp;&nbsp;18443 |
|  | LX Hausys Ltd. | 1026 | &nbsp;&nbsp;20619 |
|  | LX International Corp. | 5883 | &nbsp;&nbsp;156161 |
|  | LX Semicon Co. Ltd. | 1277 | &nbsp;&nbsp;48433 |
|  | Maeil Dairies Co. Ltd. | 347 | &nbsp;&nbsp;8497 |
|  | Mcnex Co. Ltd. | 2125 | &nbsp;&nbsp;44832 |
| \* | Medipost Co. Ltd. | 4309 | &nbsp;&nbsp;71571 |
|  | MegaStudy Co. Ltd. | 1207 | &nbsp;&nbsp;9302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 1081 | &nbsp;&nbsp;34918 |
|  | Mgame Corp. | 3697 | &nbsp;&nbsp;14730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 9166 | &nbsp;&nbsp;59797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 39636 | &nbsp;&nbsp;1175030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Venture <br>Investment Co. Ltd.<br>| 5057 | &nbsp;&nbsp;61945 |
|  | Misto Holdings Corp. | 4477 | &nbsp;&nbsp;145786 |
| \* | MONAYONGPYONG | 4143 | &nbsp;&nbsp;9089 |
| \* | Motrex Co. Ltd. | 3067 | &nbsp;&nbsp;20580 |
|  | mPlus Corp. | 2653 | &nbsp;&nbsp;22995 |
|  | Muhak Co. Ltd. | 2641 | &nbsp;&nbsp;16269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin Industrial <br>Co. Ltd.<br>| 9159 | &nbsp;&nbsp;58316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 4529 | &nbsp;&nbsp;21539 |
|  | Namuga Co. Ltd. | 988 | &nbsp;&nbsp;17135 |
|  | NeoPharm Co. Ltd. | 2118 | &nbsp;&nbsp;27507 |
| \* | Neowiz | 1943 | &nbsp;&nbsp;41071 |
| \* | Nepes Ark Corp. | 1427 | &nbsp;&nbsp;18258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 3767 | &nbsp;&nbsp;16003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newflex Technology <br>Co. Ltd.<br>| 3299 | &nbsp;&nbsp;15290 |
|  | Nexen Corp. | 3941 | &nbsp;&nbsp;16362 |
|  | Nexen Tire Corp. | 3768 | &nbsp;&nbsp;21041 |
|  | Nexteel Co. Ltd. | 2819 | &nbsp;&nbsp;21943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 23512 | &nbsp;&nbsp;440812 |
|  | NHN Corp. | 4030 | &nbsp;&nbsp;90153 |
|  | NHN KCP Corp. | 4060 | &nbsp;&nbsp;63702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 4202 | &nbsp;&nbsp;40642 |
|  | NongShim Co. Ltd. | 597 | &nbsp;&nbsp;168284 |
|  | NOVAREX Co. Ltd. | 3270 | &nbsp;&nbsp;31810 |
| \* | OCI Holdings Co. Ltd. | 1087 | &nbsp;&nbsp;86703 |
|  | Orion Corp. | 3170 | &nbsp;&nbsp;258040 |
|  | Orion Holdings Corp. | 4507 | &nbsp;&nbsp;65250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Osung Advanced <br>Materials Co. Ltd.<br>| 10029 | &nbsp;&nbsp;10600 |
|  | Otoki Corp. | 246 | &nbsp;&nbsp;65818 |
|  | Pan Ocean Co. Ltd. | 50340 | &nbsp;&nbsp;163990 |
|  | Paradise Co. Ltd. | 6596 | &nbsp;&nbsp;81030 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | Partron Co. Ltd. | 8571 | &nbsp;&nbsp;$42680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 3840 | &nbsp;&nbsp;140497 |
|  | PHA Co. Ltd. | 1337 | &nbsp;&nbsp;10945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 2731 | &nbsp;&nbsp;30706 |
| \* | PKC Co. Ltd. | 4913 | &nbsp;&nbsp;20718 |
|  | Pond Group Co. Ltd. | 2944 | &nbsp;&nbsp;11838 |
|  | Poongsan Corp. | 3373 | &nbsp;&nbsp;307553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poongsan Holdings <br>Corp.<br>| 1377 | &nbsp;&nbsp;39643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posco International <br>Corp.<br>| 2609 | &nbsp;&nbsp;112657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Steeleon Co. <br>Ltd.<br>| 829 | &nbsp;&nbsp;23420 |
| \* | Power Logics Co. Ltd. | 3491 | &nbsp;&nbsp;13785 |
|  | Protec Co. Ltd. | 1461 | &nbsp;&nbsp;51361 |
| # | PSK, Inc. | 3165 | &nbsp;&nbsp;133715 |
| \* | Refine Co. Ltd. | 1709 | &nbsp;&nbsp;14355 |
|  | RFHIC Corp. | 2544 | &nbsp;&nbsp;84017 |
|  | S-1 Corp. | 1819 | &nbsp;&nbsp;100721 |
| \* | Sajodaerim Corp. | 1147 | &nbsp;&nbsp;28939 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 1764 | &nbsp;&nbsp;27847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samjin Pharmaceutical <br>Co. Ltd.<br>| 1495 | &nbsp;&nbsp;20018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 2023 | &nbsp;&nbsp;27762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAMPYO Cement Co. <br>Ltd.<br>| 9240 | &nbsp;&nbsp;53838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 5410 | &nbsp;&nbsp;213273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Electro-Mechanics <br>Co. Ltd.<br>| 7275 | &nbsp;&nbsp;1399118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 25040 | &nbsp;&nbsp;533009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 12155 | &nbsp;&nbsp;762947 |
| \* | SAMT Co. Ltd. | 12775 | &nbsp;&nbsp;40754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samyang <br>Biopharmaceuticals <br>Corp.<br>| 486 | &nbsp;&nbsp;32278 |
|  | Samyang Corp. | 930 | &nbsp;&nbsp;30679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Holdings <br>Corp.<br>| 457 | &nbsp;&nbsp;19267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangsin Energy <br>Display Precision <br>Co. Ltd.<br>| 2635 | &nbsp;&nbsp;27786 |
|  | Saramin Co. Ltd. | 1151 | &nbsp;&nbsp;10390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel Holdings <br>Corp.<br>| 3013 | &nbsp;&nbsp;153213 |
|  | SeAH Steel Corp. | 231 | &nbsp;&nbsp;19362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 380 | &nbsp;&nbsp;35840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global Battery <br>Co. Ltd.<br>| 1376 | &nbsp;&nbsp;60795 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Seegene, Inc. | 5261 | &nbsp;&nbsp;$104076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Segyung Hitech Co. <br>Ltd.<br>| 3979 | &nbsp;&nbsp;13816 |
|  | Seobu T&D | 6459 | &nbsp;&nbsp;78809 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Seohee Construction <br>Co. Ltd.<br>| 38458 | &nbsp;&nbsp;32516 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seojin System Co. <br>Ltd.<br>| 1410 | &nbsp;&nbsp;37142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 3808 | &nbsp;&nbsp;20489 |
|  | Seoyon Co. Ltd. | 4130 | &nbsp;&nbsp;30572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 2518 | &nbsp;&nbsp;26456 |
| \*†† | Sewon E&C Co. Ltd. | 7730 | &nbsp;&nbsp;489 |
|  | SGC Energy Co. Ltd. | 1829 | &nbsp;&nbsp;27616 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 3486 | &nbsp;&nbsp;15735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae Information <br>& Communication <br>Co. Ltd.<br>| 2090 | &nbsp;&nbsp;26484 |
|  | Shinsegae, Inc. | 677 | &nbsp;&nbsp;149988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 986 | &nbsp;&nbsp;120488 |
| \* | SIMMTECH Co. Ltd. | 1774 | &nbsp;&nbsp;73417 |
|  | Sindoh Co. Ltd. | 476 | &nbsp;&nbsp;15598 |
|  | SK Chemicals Co. Ltd. | 945 | &nbsp;&nbsp;43918 |
|  | SK Discovery Co. Ltd. | 2070 | &nbsp;&nbsp;83105 |
| \* | SK Eternix Co. Ltd. | 2859 | &nbsp;&nbsp;40209 |
|  | SK Gas Ltd. | 546 | &nbsp;&nbsp;88129 |
|  | SK Networks Co. Ltd. | 24348 | &nbsp;&nbsp;94500 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 5032 | &nbsp;&nbsp;65754 |
|  | SL Corp. | 3275 | &nbsp;&nbsp;126112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SNT Dynamics Co. <br>Ltd.<br>| 2911 | &nbsp;&nbsp;100253 |
|  | SNT Holdings Co. Ltd. | 951 | &nbsp;&nbsp;35736 |
|  | SNT Motiv Co. Ltd. | 2958 | &nbsp;&nbsp;71990 |
| \* | S-Oil Corp. | 1863 | &nbsp;&nbsp;136865 |
|  | Solid, Inc. | 14983 | &nbsp;&nbsp;88240 |
| \* | SOLUM Co. Ltd. | 3055 | &nbsp;&nbsp;33436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songwon Industrial Co. <br>Ltd.<br>| 2470 | &nbsp;&nbsp;15546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soosan Industries Co. <br>Ltd.<br>| 1110 | &nbsp;&nbsp;19078 |
|  | Soulbrain Co. Ltd. | 555 | &nbsp;&nbsp;186247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings Co. <br>Ltd.<br>| 1012 | &nbsp;&nbsp;41156 |
| \* | Studio Dragon Corp. | 2041 | &nbsp;&nbsp;69700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend Co. <br>Ltd.<br>| 2934 | &nbsp;&nbsp;66140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sungshin Cement Co. <br>Ltd.<br>| 4536 | &nbsp;&nbsp;30952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 8732 | &nbsp;&nbsp;48456 |
| \* | Sunjin Co. Ltd. | 2195 | &nbsp;&nbsp;17113 |
| \* | Suprema, Inc. | 1563 | &nbsp;&nbsp;47288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation Co. <br>Ltd.<br>| 6091 | &nbsp;&nbsp;10024 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 1635 | &nbsp;&nbsp;$42597 |
| \* | Taewoong Co. Ltd. | 1838 | &nbsp;&nbsp;38863 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 12574 | &nbsp;&nbsp;255205 |
|  | TES Co. Ltd. | 1168 | &nbsp;&nbsp;57575 |
|  | TK Corp. | 3405 | &nbsp;&nbsp;66937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 3899 | &nbsp;&nbsp;54059 |
|  | TLB Co. Ltd. | 1680 | &nbsp;&nbsp;68563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongyang Life <br>Insurance Co. Ltd.<br>| 9098 | &nbsp;&nbsp;43427 |
|  | Tovis Co. Ltd. | 1651 | &nbsp;&nbsp;17852 |
|  | TS Corp. | 6440 | &nbsp;&nbsp;12429 |
|  | TSE Co. Ltd. | 768 | &nbsp;&nbsp;41256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tuksu Construction Co. <br>Ltd.<br>| 2788 | &nbsp;&nbsp;12776 |
|  | TYM Corp. | 5445 | &nbsp;&nbsp;26757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uju Electronics Co. <br>Ltd.<br>| 1103 | &nbsp;&nbsp;24128 |
|  | Unid Co. Ltd. | 825 | &nbsp;&nbsp;45597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 4041 | &nbsp;&nbsp;31959 |
| \* | Unitrontech Co. Ltd. | 2709 | &nbsp;&nbsp;12774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. Ltd.<br>| 1095 | &nbsp;&nbsp;15675 |
| \*†† | Vidente Co. Ltd. | 4562 | &nbsp;&nbsp;1975 |
|  | Vieworks Co. Ltd. | 1576 | &nbsp;&nbsp;30921 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Holdings Co. <br>Ltd.<br>| 9691 | &nbsp;&nbsp;282301 |
| # | WONIK IPS Co. Ltd. | 3329 | &nbsp;&nbsp;261889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 1147 | &nbsp;&nbsp;31637 |
|  | Wonik QnC Corp. | 1343 | &nbsp;&nbsp;26350 |
|  | Woojin, Inc. | 3439 | &nbsp;&nbsp;62006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology <br>Investment Co. Ltd.<br>| 8023 | &nbsp;&nbsp;46994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 1282 | &nbsp;&nbsp;22913 |
|  | Xexymix Corp. | 4023 | &nbsp;&nbsp;14688 |
|  | Young Poong Corp. | 937 | &nbsp;&nbsp;42078 |
|  | Youngone Corp. | 3883 | &nbsp;&nbsp;245267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 1334 | &nbsp;&nbsp;191612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Securities <br>Korea Co. Ltd.<br>| 17353 | &nbsp;&nbsp;55573 |
| \* | Zeus Co. Ltd. | 4043 | &nbsp;&nbsp;54855 |
|  | Zinus, Inc. | 3322 | &nbsp;&nbsp;28966 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;39380273 |
| TAIWAN — (17.6%) | TAIWAN — (17.6%) | TAIWAN — (17.6%) |  |
|  | Abico Avy Co. Ltd. | 35493 | &nbsp;&nbsp;52532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 41431 | &nbsp;&nbsp;110835 |
|  | AcBel Polytech, Inc. | 110989 | &nbsp;&nbsp;173388 |
|  | Acer, Inc. | 479000 | &nbsp;&nbsp;380624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 28985 | &nbsp;&nbsp;$58975 |
| \* | Acon Holding, Inc. | 55000 | &nbsp;&nbsp;12547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Electronics Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;8025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Actron Technology <br>Corp.<br>| 9000 | &nbsp;&nbsp;36951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology Co. <br>Ltd.<br>| 53621 | &nbsp;&nbsp;606890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Ceramic X <br>Corp.<br>| 3000 | &nbsp;&nbsp;14690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced International <br>Multitech Co. Ltd.<br>| 20000 | &nbsp;&nbsp;44899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 10000 | &nbsp;&nbsp;29074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 49000 | &nbsp;&nbsp;46266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Industrial <br>Development Corp.<br>| 65000 | &nbsp;&nbsp;109298 |
|  | AGV Products Corp. | 144000 | &nbsp;&nbsp;48435 |
|  | Air Asia Co. Ltd. | 13000 | &nbsp;&nbsp;20549 |
|  | Allied Supreme Corp. | 5000 | &nbsp;&nbsp;38168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 24040 | &nbsp;&nbsp;25241 |
|  | Alpha Networks, Inc. | 43773 | &nbsp;&nbsp;45610 |
|  | Altek Corp. | 63605 | &nbsp;&nbsp;78705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 16000 | &nbsp;&nbsp;42650 |
|  | Ambassador Hotel  | 49000 | &nbsp;&nbsp;67473 |
|  | AMPACS Corp. | 10000 | &nbsp;&nbsp;8782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ampak Technology, <br>Inc.<br>| 7000 | &nbsp;&nbsp;13938 |
|  | Ampire Co. Ltd. | 12000 | &nbsp;&nbsp;10134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 121827 | &nbsp;&nbsp;78303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;19471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 35000 | &nbsp;&nbsp;135173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;10401 |
| # | Apex Dynamics, Inc. | 2000 | &nbsp;&nbsp;48801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARBOR Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;18441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 24000 | &nbsp;&nbsp;136298 |
|  | Ardentec Corp. | 81000 | &nbsp;&nbsp;407954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizon RFID <br>Technology Cayman <br>Co. Ltd.<br>| 2000 | &nbsp;&nbsp;6841 |
|  | Asia Cement Corp. | 418000 | &nbsp;&nbsp;466408 |
| # | Asia Optical Co., Inc. | 30000 | &nbsp;&nbsp;153960 |
|  | Asia Tech Image, Inc. | 18000 | &nbsp;&nbsp;43461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aten International Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;26797 |
|  | Audix Corp. | 23000 | &nbsp;&nbsp;48550 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | AUO Corp. (2409 TT) | 218000 | &nbsp;&nbsp;$94423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avalue Technology, <br>Inc.<br>| 4000 | &nbsp;&nbsp;11353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avermedia <br>Technologies<br>| 14000 | &nbsp;&nbsp;17342 |
|  | Axiomtek Co. Ltd. | 7695 | &nbsp;&nbsp;20197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 9000 | &nbsp;&nbsp;16781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung Co. <br>Ltd.<br>| 177588 | &nbsp;&nbsp;67665 |
|  | Basso Industry Corp. | 30000 | &nbsp;&nbsp;32594 |
|  | BenQ Materials Corp. | 31000 | &nbsp;&nbsp;19145 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 207725 | &nbsp;&nbsp;90087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Precision <br>Industrial Co. Ltd.<br>| 4000 | &nbsp;&nbsp;13251 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;18017 |
|  | Bizlink Holding, Inc. | 6059 | &nbsp;&nbsp;246064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brave C&H Supply Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;8373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightek Optoelectronic <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;10851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International Taiwan, <br>Inc.<br>| 77000 | &nbsp;&nbsp;84158 |
|  | Capital Futures Corp. | 19552 | &nbsp;&nbsp;31862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 302000 | &nbsp;&nbsp;283514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;14409 |
|  | Caswell, Inc. | 4000 | &nbsp;&nbsp;10692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 101000 | &nbsp;&nbsp;70679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;20690 |
|  | Celxpert Energy Corp. | 10747 | &nbsp;&nbsp;12766 |
|  | Cenra, Inc. | 29000 | &nbsp;&nbsp;31252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 58674 | &nbsp;&nbsp;49596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding Co. <br>Ltd.<br>| 243780 | &nbsp;&nbsp;803458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 673274 | &nbsp;&nbsp;435813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 51000 | &nbsp;&nbsp;74335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. Ltd.<br>| 13000 | &nbsp;&nbsp;25785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;14540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 27000 | &nbsp;&nbsp;29051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;15558 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Cheng Loong Corp. | 169000 | &nbsp;&nbsp;$95023 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 334000 | &nbsp;&nbsp;323841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 74000 | &nbsp;&nbsp;90978 |
|  | Chia Chang Co. Ltd. | 17000 | &nbsp;&nbsp;20240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;59150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Kuo <br>Construction Co. <br>Ltd.<br>| 23200 | &nbsp;&nbsp;23820 |
|  | China Airlines Ltd. | 607000 | &nbsp;&nbsp;427018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 133000 | &nbsp;&nbsp;68695 |
|  | China Metal Products | 64000 | &nbsp;&nbsp;49478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 5000 | &nbsp;&nbsp;11759 |
|  | China Steel Corp. | 697000 | &nbsp;&nbsp;458588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Structure <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;19129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;19518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Maritime <br>Transport Ltd.<br>| 20000 | &nbsp;&nbsp;39154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 27111 | &nbsp;&nbsp;17096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chin-Poon Industrial <br>Co. Ltd.<br>| 79000 | &nbsp;&nbsp;95377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 114000 | &nbsp;&nbsp;197813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 120000 | &nbsp;&nbsp;225830 |
|  | Chlitina Holding Ltd. | 8000 | &nbsp;&nbsp;26198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;78555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 92000 | &nbsp;&nbsp;62997 |
|  | Clevo Co. | 73000 | &nbsp;&nbsp;86042 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 784000 | &nbsp;&nbsp;809141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq Manufacturing <br>Co. Ltd.<br>| 168000 | &nbsp;&nbsp;895738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;10645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord Securities Co. <br>Ltd.<br>| 103383 | &nbsp;&nbsp;54723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology Co. <br>Ltd.<br>| 61000 | &nbsp;&nbsp;102380 |
|  | Coremax Corp. | 17411 | &nbsp;&nbsp;37309 |
| # | Coretronic Corp. | 67000 | &nbsp;&nbsp;185576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co-Tech Development <br>Corp.<br>| 12000 | &nbsp;&nbsp;99653 |
|  | Creative Sensor, Inc. | 15000 | &nbsp;&nbsp;29092 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crowell Development <br>Corp.<br>| 33000 | &nbsp;&nbsp;$28700 |
|  | CTCI Corp. | 99118 | &nbsp;&nbsp;97084 |
|  | CviLux Corp. | 8500 | &nbsp;&nbsp;23086 |
|  | Cyberlink Corp. | 6000 | &nbsp;&nbsp;15833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 9000 | &nbsp;&nbsp;51687 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CyberTAN Technology, <br>Inc.<br>| 61000 | &nbsp;&nbsp;49872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cystech Electronics <br>Corp.<br>| 5000 | &nbsp;&nbsp;13534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;104844 |
|  | Dafeng TV Ltd. | 9000 | &nbsp;&nbsp;13777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development Co. <br>Ltd.<br>| 91447 | &nbsp;&nbsp;136130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 37000 | &nbsp;&nbsp;36417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 53100 | &nbsp;&nbsp;21514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 55060 | &nbsp;&nbsp;19642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 56000 | &nbsp;&nbsp;46646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 26000 | &nbsp;&nbsp;124257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 20600 | &nbsp;&nbsp;51554 |
|  | D-Link Corp. | 103040 | &nbsp;&nbsp;51331 |
|  | Donpon Precision, Inc. | 9800 | &nbsp;&nbsp;15267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holding Co. <br>Ltd.<br>| 31526 | &nbsp;&nbsp;141080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack International <br>Technology Corp.<br>| 23000 | &nbsp;&nbsp;244092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 49465 | &nbsp;&nbsp;32157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 20900 | &nbsp;&nbsp;25844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elite Advanced Laser <br>Corp.<br>| 23000 | &nbsp;&nbsp;181487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 59000 | &nbsp;&nbsp;50088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 48000 | &nbsp;&nbsp;35645 |
|  | Ennoconn Corp. | 5000 | &nbsp;&nbsp;44707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnTie Commercial <br>Bank Co. Ltd.<br>| 61000 | &nbsp;&nbsp;25905 |
|  | Episil-Precision, Inc. | 11000 | &nbsp;&nbsp;22086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;53285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 158000 | &nbsp;&nbsp;306948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;48816 |
|  | Eva Airways Corp. | 431041 | &nbsp;&nbsp;510196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everest Textile Co. <br>Ltd.<br>| 92326 | &nbsp;&nbsp;19497 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen International <br>Storage & Transport <br>Corp.<br>| 43500 | &nbsp;&nbsp;$77788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 27000 | &nbsp;&nbsp;87750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Chemical <br>Industrial Corp.<br>| 92000 | &nbsp;&nbsp;60556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 83000 | &nbsp;&nbsp;146187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 32501 | &nbsp;&nbsp;81224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 183000 | &nbsp;&nbsp;127688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 509557 | &nbsp;&nbsp;201973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 580000 | &nbsp;&nbsp;510681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 27358 | &nbsp;&nbsp;40095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 48000 | &nbsp;&nbsp;101166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 10800 | &nbsp;&nbsp;46700 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 75000 | &nbsp;&nbsp;154055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 45000 | &nbsp;&nbsp;38656 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Steamship Co. <br>Ltd.<br>| 184010 | &nbsp;&nbsp;32220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 17050 | &nbsp;&nbsp;79141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flytech Technology Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;29012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forcecon Tech Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;26684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forest Water <br>Environment <br>Engineering Co. <br>Ltd.<br>| 17544 | &nbsp;&nbsp;20378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Advanced <br>Technologies Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;71835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals & <br>Fibre Corp.<br>| 457000 | &nbsp;&nbsp;611774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Laboratories, <br>Inc.<br>| 22704 | &nbsp;&nbsp;41434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. Ltd.<br>| 6000 | &nbsp;&nbsp;18660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Sumco <br>Technology Corp.<br>| 5000 | &nbsp;&nbsp;22145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Rubber <br>Group, Inc.<br>| 62100 | &nbsp;&nbsp;49280 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 70400 | &nbsp;&nbsp;$37957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Technology <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;68744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon Integrated <br>Technology, Inc.<br>| 12000 | &nbsp;&nbsp;106590 |
|  | Franbo Lines Corp. | 19997 | &nbsp;&nbsp;12830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 41000 | &nbsp;&nbsp;22605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;16843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 84981 | &nbsp;&nbsp;45433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International Holding <br>Co. Ltd.<br>| 28063 | &nbsp;&nbsp;83828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulltech Fiber Glass <br>Corp.<br>| 77976 | &nbsp;&nbsp;225810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;25532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 38122 | &nbsp;&nbsp;100444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Precision <br>Machining Co. Ltd.<br>| 8000 | &nbsp;&nbsp;22098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;36787 |
| \* | GCS Holdings, Inc. | 10421 | &nbsp;&nbsp;76625 |
|  | GEM Services, Inc. | 11000 | &nbsp;&nbsp;27381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 74000 | &nbsp;&nbsp;66773 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS Holding <br>Ltd.<br>| 21000 | &nbsp;&nbsp;25835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 13000 | &nbsp;&nbsp;186037 |
| \* | Gigastorage Corp. | 23000 | &nbsp;&nbsp;20240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 65248 | &nbsp;&nbsp;222434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Lighting <br>Technologies, Inc.<br>| 17000 | &nbsp;&nbsp;21455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Mixed Mode <br>Technology, Inc.<br>| 2000 | &nbsp;&nbsp;15323 |
|  | Global PMX Co. Ltd. | 15000 | &nbsp;&nbsp;53844 |
|  | Globalwafers Co. Ltd. | 33000 | &nbsp;&nbsp;518846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 48910 | &nbsp;&nbsp;15664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 78000 | &nbsp;&nbsp;84395 |
|  | GMI Technology, Inc. | 19966 | &nbsp;&nbsp;25079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 135543 | &nbsp;&nbsp;151617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Finance <br>Securities Co. Ltd.<br>| 40000 | &nbsp;&nbsp;40045 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;$22055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 23000 | &nbsp;&nbsp;24735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;54486 |
|  | Grape King Bio Ltd. | 16000 | &nbsp;&nbsp;61500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great China Metal <br>Industry<br>| 26000 | &nbsp;&nbsp;16618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Enterprise <br>Co. Ltd.<br>| 125000 | &nbsp;&nbsp;202022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 49000 | &nbsp;&nbsp;139075 |
|  | GTM Holdings Corp. | 24000 | &nbsp;&nbsp;24996 |
|  | Hannstar Board Corp. | 43361 | &nbsp;&nbsp;133610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;20347 |
|  | Heran Co. Ltd. | 12000 | &nbsp;&nbsp;23089 |
|  | Hey Song Corp. | 53000 | &nbsp;&nbsp;62371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 218048 | &nbsp;&nbsp;256879 |
| \* | Hitron Technology, Inc. | 13000 | &nbsp;&nbsp;12295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 27000 | &nbsp;&nbsp;211609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;19492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ho Tung Chemical <br>Corp.<br>| 176000 | &nbsp;&nbsp;50733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holdings-Key Electric <br>Wire & Cable Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;14381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 25950 | &nbsp;&nbsp;85436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 35000 | &nbsp;&nbsp;24970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 58000 | &nbsp;&nbsp;66540 |
|  | Hotai Finance Co. Ltd. | 26200 | &nbsp;&nbsp;50339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;28787 |
|  | Hsing TA Cement Co. | 29000 | &nbsp;&nbsp;14214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hu Lane Associate, <br>Inc.<br>| 18991 | &nbsp;&nbsp;70160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 37000 | &nbsp;&nbsp;44420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;38751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 50820 | &nbsp;&nbsp;171223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 22538 | &nbsp;&nbsp;26557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;28396 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 80680 | &nbsp;&nbsp;$51377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Industrial Co. Ltd.<br>| 63880 | &nbsp;&nbsp;30215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 40000 | &nbsp;&nbsp;75702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 499684 | &nbsp;&nbsp;264580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 47000 | &nbsp;&nbsp;78180 |
|  | IEI Integration Corp. | 29600 | &nbsp;&nbsp;59745 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infortrend Technology, <br>Inc.<br>| 52000 | &nbsp;&nbsp;57177 |
| # | Innolux Corp. | 483627 | &nbsp;&nbsp;331794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 19954 | &nbsp;&nbsp;53124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Service <br>Technology, Inc.<br>| 6773 | &nbsp;&nbsp;29017 |
| \* | IntelliEPI, Inc. | 7000 | &nbsp;&nbsp;86859 |
|  | Inventec Corp. | 44000 | &nbsp;&nbsp;62458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 10371 | &nbsp;&nbsp;31543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire & <br>Cable Co. Ltd.<br>| 18000 | &nbsp;&nbsp;26709 |
|  | ITEQ Corp. | 35000 | &nbsp;&nbsp;117296 |
|  | Jean Co. Ltd. | 21289 | &nbsp;&nbsp;14320 |
|  | Jia Wei Lifestyle, Inc. | 7350 | &nbsp;&nbsp;8103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;10324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiin Yeeh Ding <br>Enterprise Co. Ltd.<br>| 7000 | &nbsp;&nbsp;21855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 13000 | &nbsp;&nbsp;60678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaimei Electronic <br>Corp.<br>| 18400 | &nbsp;&nbsp;52807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 9847 | &nbsp;&nbsp;26928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 106975 | &nbsp;&nbsp;67043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 37000 | &nbsp;&nbsp;38368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 1658420 | &nbsp;&nbsp;948293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 93790 | &nbsp;&nbsp;91916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Chou Marine <br>Technology Co. Ltd.<br>| 8000 | &nbsp;&nbsp;13216 |
| \* | Kinko Optical Co. Ltd. | 31455 | &nbsp;&nbsp;64662 |
|  | Kinpo Electronics | 184000 | &nbsp;&nbsp;153011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 52000 | &nbsp;&nbsp;413017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 11000 | &nbsp;&nbsp;31637 |
|  | KS Terminals, Inc. | 19000 | &nbsp;&nbsp;28494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kung Long Batteries <br>Industrial Co. Ltd.<br>| 6000 | &nbsp;&nbsp;23534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing Engineering <br>Corp.<br>| 75900 | &nbsp;&nbsp;$50971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 29399 | &nbsp;&nbsp;47995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung Enterprise <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;35975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L&K Engineering Co. <br>Ltd.<br>| 5124 | &nbsp;&nbsp;92519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 9000 | &nbsp;&nbsp;19247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 1000 | &nbsp;&nbsp;76217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;29157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leadtrend Technology <br>Corp.<br>| 6119 | &nbsp;&nbsp;10410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 14000 | &nbsp;&nbsp;47706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 13200 | &nbsp;&nbsp;37162 |
|  | Leo Systems, Inc. | 21000 | &nbsp;&nbsp;19958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 17000 | &nbsp;&nbsp;8831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingsen Precision <br>Industries Ltd.<br>| 77000 | &nbsp;&nbsp;66344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lite-On Technology <br>Corp.<br>| 6000 | &nbsp;&nbsp;30841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liton Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;12157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 66000 | &nbsp;&nbsp;64550 |
|  | Longwell Co. | 11000 | &nbsp;&nbsp;54440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;68671 |
|  | Lucky Cement Corp. | 40000 | &nbsp;&nbsp;19024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 19800 | &nbsp;&nbsp;74833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macauto Industrial Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;10566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix International <br>Co. Ltd.<br>| 95000 | &nbsp;&nbsp;273301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnate Technology <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;13679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayer Steel Pipe <br>Corp.<br>| 36000 | &nbsp;&nbsp;27878 |
|  | Megaforce Co. Ltd. | 19000 | &nbsp;&nbsp;22943 |
|  | Meiloon Industrial Co. | 22400 | &nbsp;&nbsp;17505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Data <br>Systems Ltd.<br>| 13000 | &nbsp;&nbsp;10491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;69533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 36933 | &nbsp;&nbsp;116314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star International <br>Co. Ltd.<br>| 60000 | &nbsp;&nbsp;171177 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Mildef Crete, Inc. | 7000 | &nbsp;&nbsp;$21871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;31166 |
|  | Mitac Holdings Corp. | 190238 | &nbsp;&nbsp;473103 |
|  | Motech Industries, Inc. | 65000 | &nbsp;&nbsp;48090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namchow Holdings <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;45312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber Tire <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;31629 |
|  | Nan Ya Plastics Corp. | 104000 | &nbsp;&nbsp;248620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Printed Circuit <br>Board Corp.<br>| 26000 | &nbsp;&nbsp;316661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nang Kuang <br>Pharmaceutical Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;10434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantex Industry Co. <br>Ltd.<br>| 49000 | &nbsp;&nbsp;36797 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 43000 | &nbsp;&nbsp;435278 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Aerospace <br>Fasteners Corp.<br>| 12172 | &nbsp;&nbsp;41675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Asia Construction <br>& Development <br>Corp.<br>| 54000 | &nbsp;&nbsp;24952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 11000 | &nbsp;&nbsp;10787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 11754 | &nbsp;&nbsp;18141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishoku Technology, <br>Inc.<br>| 7000 | &nbsp;&nbsp;25238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North-Star International <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;16175 |
|  | O-Bank Co. Ltd. | 208909 | &nbsp;&nbsp;60578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimax Technology <br>Corp.<br>| 17000 | &nbsp;&nbsp;13352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 64000 | &nbsp;&nbsp;116705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital Supply <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;15552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paiho Shih Holdings <br>Corp.<br>| 32025 | &nbsp;&nbsp;23403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan German Universal <br>Motors Ltd.<br>| 3000 | &nbsp;&nbsp;25884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 56000 | &nbsp;&nbsp;159559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 76000 | &nbsp;&nbsp;123718 |
| # | Parpro Corp. | 23000 | &nbsp;&nbsp;46136 |
|  | Pegatron Corp. | 212000 | &nbsp;&nbsp;467502 |
|  | Pegavision Corp. | 8000 | &nbsp;&nbsp;73516 |
|  | PharmaEngine, Inc. | 10000 | &nbsp;&nbsp;21148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phison Electronics <br>Corp.<br>| 14000 | &nbsp;&nbsp;1038249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Silicon <br>International Corp.<br>| 21000 | &nbsp;&nbsp;111610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polytronics Technology <br>Corp.<br>| 7000 | &nbsp;&nbsp;8928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 9000 | &nbsp;&nbsp;$50764 |
|  | Pou Chen Corp. | 410000 | &nbsp;&nbsp;396299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech Technology, <br>Inc.<br>| 120000 | &nbsp;&nbsp;950226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 174392 | &nbsp;&nbsp;161932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 68000 | &nbsp;&nbsp;169610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic Co. <br>Ltd.<br>| 41000 | &nbsp;&nbsp;56868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Dielectrics <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;60648 |
|  | Qisda Corp. | 192700 | &nbsp;&nbsp;152962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 23874 | &nbsp;&nbsp;33159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 15000 | &nbsp;&nbsp;72938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;13018 |
| # | Quanta Storage, Inc. | 33000 | &nbsp;&nbsp;110563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 83000 | &nbsp;&nbsp;320673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 125786 | &nbsp;&nbsp;42721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 7000 | &nbsp;&nbsp;51339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 61000 | &nbsp;&nbsp;49240 |
|  | Sampo Corp. | 55200 | &nbsp;&nbsp;42235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 32000 | &nbsp;&nbsp;32010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fu Chemical Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;15753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 57000 | &nbsp;&nbsp;108186 |
|  | Savior Lifetec Corp. | 39000 | &nbsp;&nbsp;25598 |
|  | SCI Pharmtech, Inc. | 11000 | &nbsp;&nbsp;18052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 41000 | &nbsp;&nbsp;31911 |
|  | SDI Corp. | 12000 | &nbsp;&nbsp;33456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;9176 |
|  | Senao Networks, Inc. | 5000 | &nbsp;&nbsp;21341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;17471 |
|  | Sercomm Corp. | 43000 | &nbsp;&nbsp;116225 |
|  | Sesoda Corp. | 48776 | &nbsp;&nbsp;51600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank Ltd.<br>| 544000 | &nbsp;&nbsp;681442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 13103 | &nbsp;&nbsp;9920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 16000 | &nbsp;&nbsp;56606 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shih Her Technologies, <br>Inc.<br>| 7513 | &nbsp;&nbsp;$42380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shih Wei Navigation <br>Co. Ltd.<br>| 66708 | &nbsp;&nbsp;37405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 29000 | &nbsp;&nbsp;209760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;25352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;135581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 221000 | &nbsp;&nbsp;104524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Textile Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;63655 |
| \* | Shuttle, Inc. | 55000 | &nbsp;&nbsp;28215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd Microelectronics <br>Corp.<br>| 72726 | &nbsp;&nbsp;298154 |
|  | Silergy Corp. | 20000 | &nbsp;&nbsp;176542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Integrated <br>Systems Corp.<br>| 48620 | &nbsp;&nbsp;81197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;307967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sincere Navigation <br>Corp.<br>| 48410 | &nbsp;&nbsp;44697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 92000 | &nbsp;&nbsp;348500 |
|  | Sinon Corp. | 70000 | &nbsp;&nbsp;100875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 170775 | &nbsp;&nbsp;154685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopower <br>Semiconductor, Inc.<br>| 4000 | &nbsp;&nbsp;17738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinphar <br>Pharmaceutical Co. <br>Ltd.<br>| 23814 | &nbsp;&nbsp;23537 |
|  | Sinyi Realty, Inc. | 30000 | &nbsp;&nbsp;20905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirtec International Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;8382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;18503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siward Crystal <br>Technology Co. Ltd.<br>| 28000 | &nbsp;&nbsp;24822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soft-World <br>International Corp.<br>| 8000 | &nbsp;&nbsp;25866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied Materials <br>Technology Corp.<br>| 25000 | &nbsp;&nbsp;50424 |
|  | Solteam, Inc. | 9598 | &nbsp;&nbsp;15217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;27655 |
|  | Speed Tech Corp. | 22000 | &nbsp;&nbsp;25381 |
|  | Sports Gear Co. Ltd. | 17000 | &nbsp;&nbsp;54457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;39471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;29097 |
|  | Standard Foods Corp. | 72000 | &nbsp;&nbsp;66241 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 53000 | &nbsp;&nbsp;$38654 |
|  | Sun Max Tech Ltd. | 6284 | &nbsp;&nbsp;13244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;14907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Friend <br>Environmental <br>Technology Co. Ltd.<br>| 23000 | &nbsp;&nbsp;55987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 30000 | &nbsp;&nbsp;35795 |
|  | Sunspring Metal Corp. | 14177 | &nbsp;&nbsp;9951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 49000 | &nbsp;&nbsp;71338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 78219 | &nbsp;&nbsp;207803 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swancor Holding Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;36754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 39230 | &nbsp;&nbsp;32006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 5346 | &nbsp;&nbsp;24686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syncmold Enterprise <br>Corp.<br>| 21000 | &nbsp;&nbsp;45348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synmosa Biopharma <br>Corp.<br>| 46179 | &nbsp;&nbsp;47488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 220000 | &nbsp;&nbsp;455905 |
|  | Systex Corp. | 28000 | &nbsp;&nbsp;102792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T3EX Global Holdings <br>Corp.<br>| 18000 | &nbsp;&nbsp;37130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 326057 | &nbsp;&nbsp;404773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 141247 | &nbsp;&nbsp;185815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA-I Technology Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;41395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;14430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 769822 | &nbsp;&nbsp;488834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;34060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 40792 | &nbsp;&nbsp;112712 |
|  | Taimide Tech, Inc. | 20000 | &nbsp;&nbsp;39252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;12250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Spinning Co. <br>Ltd.<br>| 172000 | &nbsp;&nbsp;74191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI-TECH Advanced <br>Electronics Co. Ltd.<br>| 8000 | &nbsp;&nbsp;39256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Acceptance <br>Corp.<br>| 43050 | &nbsp;&nbsp;106273 |
|  | Taiwan Business Bank | 1396220 | &nbsp;&nbsp;680343 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Chinsan <br>Electronic Industrial <br>Co. Ltd.<br>| 13791 | &nbsp;&nbsp;$25843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 66000 | &nbsp;&nbsp;90460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 37800 | &nbsp;&nbsp;58841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 31200 | &nbsp;&nbsp;47450 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 208000 | &nbsp;&nbsp;314351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 30378 | &nbsp;&nbsp;115374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 26697 | &nbsp;&nbsp;29912 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Land <br>Development Corp.<br>| 217000 | &nbsp;&nbsp;3465 |
| \* | Taiwan Mask Corp. | 25000 | &nbsp;&nbsp;30957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Navigation Co. <br>Ltd.<br>| 66000 | &nbsp;&nbsp;64999 |
|  | Taiwan Paiho Ltd. | 67000 | &nbsp;&nbsp;106044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan PCB Techvest <br>Co. Ltd.<br>| 53000 | &nbsp;&nbsp;59364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 21000 | &nbsp;&nbsp;22918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;56287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Shin Kong <br>Security Co. Ltd.<br>| 51510 | &nbsp;&nbsp;66721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 41000 | &nbsp;&nbsp;119601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyen Biotech Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;15024 |
| # | Tatung Co. Ltd. | 173750 | &nbsp;&nbsp;213113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCC Group Holdings <br>Co. Ltd.<br>| 780000 | &nbsp;&nbsp;652609 |
|  | TCI Co. Ltd. | 12000 | &nbsp;&nbsp;58109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Te Chang Construction <br>Co. Ltd.<br>| 13000 | &nbsp;&nbsp;27858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 296000 | &nbsp;&nbsp;754992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 46000 | &nbsp;&nbsp;29608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thinking Electronic <br>Industrial Co. Ltd.<br>| 12000 | &nbsp;&nbsp;63144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 16065 | &nbsp;&nbsp;35982 |
|  | Ton Yi Industrial Corp. | 154000 | &nbsp;&nbsp;87293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 14280 | &nbsp;&nbsp;63249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;201019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 46000 | &nbsp;&nbsp;48611 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Bright Holding Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;$28516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 37047 | &nbsp;&nbsp;34374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 6000 | &nbsp;&nbsp;11855 |
|  | Topkey Corp. | 14000 | &nbsp;&nbsp;70360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology Co. <br>Ltd.<br>| 17269 | &nbsp;&nbsp;110598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcend Information, <br>Inc.<br>| 31000 | &nbsp;&nbsp;258084 |
|  | Trigold Holdings Ltd. | 7000 | &nbsp;&nbsp;13669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 70000 | &nbsp;&nbsp;824972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 2788500 | &nbsp;&nbsp;2004139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. Ltd.<br>| 4000 | &nbsp;&nbsp;24595 |
|  | TSRC Corp. | 90000 | &nbsp;&nbsp;43449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 98850 | &nbsp;&nbsp;217527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;54697 |
|  | TXC Corp. | 14000 | &nbsp;&nbsp;38294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;59498 |
|  | Tyntek Corp. | 24000 | &nbsp;&nbsp;14765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ubright Optronics <br>Corp.<br>| 10000 | &nbsp;&nbsp;17778 |
|  | UDE Corp. | 17000 | &nbsp;&nbsp;58526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 95000 | &nbsp;&nbsp;186750 |
|  | Unic Technology Corp. | 25000 | &nbsp;&nbsp;23245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron Technology <br>Corp.<br>| 162586 | &nbsp;&nbsp;1932629 |
| # | Union Bank of Taiwan | 390253 | &nbsp;&nbsp;231284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;9101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;24613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed Circuit <br>Board Corp.<br>| 113032 | &nbsp;&nbsp;184436 |
|  | United Alloy-Tech Co. | 11000 | &nbsp;&nbsp;20823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 11000 | &nbsp;&nbsp;37359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 9000 | &nbsp;&nbsp;12994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 35440 | &nbsp;&nbsp;33254 |
|  | Utechzone Co. Ltd. | 4000 | &nbsp;&nbsp;13459 |
|  | Value Valves Co. Ltd. | 7000 | &nbsp;&nbsp;18211 |
|  | Ve Wong Corp. | 24000 | &nbsp;&nbsp;30030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 10000 | &nbsp;&nbsp;28374 |
| \* | Wafer Works Corp. | 49555 | &nbsp;&nbsp;57924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 33660 | &nbsp;&nbsp;131895 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | Walsin Lihwa Corp. | 36613 | &nbsp;&nbsp;$50109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 41000 | &nbsp;&nbsp;175952 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walton Advanced <br>Engineering, Inc.<br>| 49000 | &nbsp;&nbsp;120472 |
|  | Wan Hai Lines Ltd. | 139000 | &nbsp;&nbsp;325538 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 26000 | &nbsp;&nbsp;16532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wei Chuan Foods <br>Corp.<br>| 66000 | &nbsp;&nbsp;30591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 69946 | &nbsp;&nbsp;68154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;22700 |
|  | Welldone Co. | 7000 | &nbsp;&nbsp;10877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weltrend <br>Semiconductor<br>| 7000 | &nbsp;&nbsp;11535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 41000 | &nbsp;&nbsp;303174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 456732 | &nbsp;&nbsp;1806074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winstek <br>Semiconductor Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;26470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 80221 | &nbsp;&nbsp;179539 |
|  | WITS Corp. | 3000 | &nbsp;&nbsp;11574 |
|  | WNC Corp. | 43147 | &nbsp;&nbsp;251626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;22488 |
|  | WPG Holdings Ltd. | 295000 | &nbsp;&nbsp;599972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 118721 | &nbsp;&nbsp;586116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Co. Ltd.<br>| 28350 | &nbsp;&nbsp;87549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 28781 | &nbsp;&nbsp;34819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;12147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 328000 | &nbsp;&nbsp;556521 |
|  | YC INOX Co. Ltd. | 76633 | &nbsp;&nbsp;54459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 51053 | &nbsp;&nbsp;39921 |
|  | Yem Chio Co. Ltd. | 83706 | &nbsp;&nbsp;35748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yen Sun Technology <br>Corp.<br>| 10000 | &nbsp;&nbsp;16033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YFC-Boneagle Electric <br>Co. Ltd.<br>| 14596 | &nbsp;&nbsp;13068 |
| # | YFY, Inc. | 169000 | &nbsp;&nbsp;134237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yi Jinn Industrial Co. <br>Ltd.<br>| 24150 | &nbsp;&nbsp;11694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 177550 | &nbsp;&nbsp;87686 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young Fast <br>Optoelectronics Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;$22309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 21000 | &nbsp;&nbsp;47497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 28091 | &nbsp;&nbsp;83845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;35360 |
| # | Yulon Motor Co. Ltd. | 118886 | &nbsp;&nbsp;116907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;31442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 35000 | &nbsp;&nbsp;61908 |
|  | Yusin Holding Corp. | 9428 | &nbsp;&nbsp;20570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 11520 | &nbsp;&nbsp;35054 |
|  | Zenitron Corp. | 34000 | &nbsp;&nbsp;49309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 127000 | &nbsp;&nbsp;782652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 4000 | &nbsp;&nbsp;23294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 15000 | &nbsp;&nbsp;23944 |
|  | Zyxel Group Corp. | 54930 | &nbsp;&nbsp;63155 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;57384206 |
| THAILAND — (0.9%) | THAILAND — (0.9%) | THAILAND — (0.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH/F TB)<br>| 68970 | &nbsp;&nbsp;28479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 15900 | &nbsp;&nbsp;48751 |
|  | Amata Corp. PCL | 119300 | &nbsp;&nbsp;59271 |
| # | AP Thailand PCL | 377800 | &nbsp;&nbsp;108601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 195300 | &nbsp;&nbsp;13047 |
|  | Asian Sea Corp. PCL | 53800 | &nbsp;&nbsp;12750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asset World Corp. <br>PCL<br>| 337000 | &nbsp;&nbsp;23256 |
|  | Bangchak Corp. PCL | 120000 | &nbsp;&nbsp;115406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 331300 | &nbsp;&nbsp;84118 |
|  | Bangkok Land PCL | 2877600 | &nbsp;&nbsp;41146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 77700 | &nbsp;&nbsp;52587 |
|  | Banpu PCL | 1160600 | &nbsp;&nbsp;197368 |
| # | Berli Jucker PCL | 159700 | &nbsp;&nbsp;73167 |
|  | Betagro PCL | 37300 | &nbsp;&nbsp;20174 |
|  | BKI Holdings PCL | 15820 | &nbsp;&nbsp;151392 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 812421 | &nbsp;&nbsp;$122875 |
|  | CH Karnchang PCL | 79400 | &nbsp;&nbsp;31535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand PCL<br>| 79285 | &nbsp;&nbsp;15195 |
|  | GFPT PCL | 38300 | &nbsp;&nbsp;11665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 497500 | &nbsp;&nbsp;28731 |
|  | ICC International PCL | 15698 | &nbsp;&nbsp;12324 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JMT Network Services <br>PCL<br>| 132800 | &nbsp;&nbsp;35745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Securities <br>Thailand PCL<br>| 258200 | &nbsp;&nbsp;33841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 35100 | &nbsp;&nbsp;80281 |
|  | Lalin Property PCL | 79100 | &nbsp;&nbsp;11855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHF TB)<br>| 927300 | &nbsp;&nbsp;114869 |
|  | Lanna Resources PCL | 35700 | &nbsp;&nbsp;17721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LH Financial Group <br>PCL<br>| 755000 | &nbsp;&nbsp;23492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Major Cineplex Group <br>PCL<br>| 45800 | &nbsp;&nbsp;9608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants Group <br>PCL<br>| 61400 | &nbsp;&nbsp;36757 |
|  | Northeast Rubber PCL | 270500 | &nbsp;&nbsp;41064 |
|  | Polyplex Thailand PCL | 55700 | &nbsp;&nbsp;14343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 105100 | &nbsp;&nbsp;21242 |
| \* | Property Perfect PCL | 1219230 | &nbsp;&nbsp;1918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 246000 | &nbsp;&nbsp;193012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchthani Leasing <br>PCL<br>| 485400 | &nbsp;&nbsp;25635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Container <br>Lines PCL<br>| 83400 | &nbsp;&nbsp;72961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saha Pathana <br>Inter-Holding PCL<br>| 17700 | &nbsp;&nbsp;23694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saha Pathanapibul <br>PCL<br>| 16100 | &nbsp;&nbsp;29324 |
|  | Samart Corp. PCL | 185000 | &nbsp;&nbsp;34576 |
| # | Sansiri PCL | 2225000 | &nbsp;&nbsp;96986 |
|  | SCG Packaging PCL | 110300 | &nbsp;&nbsp;69749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somboon Advance <br>Technology PCL<br>| 66900 | &nbsp;&nbsp;31452 |
|  | SPCG PCL | 88600 | &nbsp;&nbsp;27016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Agro-Industry <br>PCL<br>| 146151 | &nbsp;&nbsp;59491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 156400 | &nbsp;&nbsp;44522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srisawad Capital 1969 <br>PCL, Class F<br>| 249800 | &nbsp;&nbsp;7832 |
| \* | STP & I PCL | 62300 | &nbsp;&nbsp;9051 |
|  | Supalai PCL | 122100 | &nbsp;&nbsp;70566 |
|  | Thai Oil PCL | 132400 | &nbsp;&nbsp;180073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY-R <br>TB), NVDR<br>| 4800 | &nbsp;&nbsp;$29056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 167400 | &nbsp;&nbsp;62727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanachart Capital <br>PCL<br>| 53000 | &nbsp;&nbsp;99338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thoresen Thai <br>Agencies PCL<br>| 351600 | &nbsp;&nbsp;47178 |
|  | TIDLOR Holdings PCL | 154100 | &nbsp;&nbsp;83068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tisco Financial Group <br>PCL (TISCO/F TB)<br>| 12700 | &nbsp;&nbsp;45362 |
|  | TPI Polene PCL | 1008400 | &nbsp;&nbsp;23418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TPI Polene Power <br>PCL<br>| 434701 | &nbsp;&nbsp;25290 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;3085951 |
| TURKEY — (1.0%) | TURKEY — (1.0%) | TURKEY — (1.0%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adese Gayrimenkul <br>Yatirim AS<br>| 1499610 | &nbsp;&nbsp;45530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Akrilik Kimya <br>Sanayii AS<br>| 211332 | &nbsp;&nbsp;53838 |
| \* | Aksa Enerji Uretim AS | 21741 | &nbsp;&nbsp;36905 |
| \* | Aksigorta AS | 132399 | &nbsp;&nbsp;25160 |
|  | Alarko Holding AS | 45997 | &nbsp;&nbsp;114598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 260108 | &nbsp;&nbsp;55373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 197523 | &nbsp;&nbsp;129871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik <br>Ve Malt Sanayii AS<br>| 307450 | &nbsp;&nbsp;136033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Hayat <br>Emeklilik AS<br>| 10998 | &nbsp;&nbsp;31261 |
| #\* | Arcelik AS | 8717 | &nbsp;&nbsp;22908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 31517 | &nbsp;&nbsp;34187 |
|  | Aygaz AS | 14660 | &nbsp;&nbsp;80883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baticim Bati Anadolu <br>Cimento Sanayii AS<br>| 175707 | &nbsp;&nbsp;19505 |
| \* | Bera Holding AS | 105274 | &nbsp;&nbsp;43659 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Birlesik Boru <br>Fabrikalari Sanayi ve <br>Ticaret AS<br>| 8144 | &nbsp;&nbsp;120576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bursa Cimento <br>Fabrikasi AS<br>| 89116 | &nbsp;&nbsp;14274 |
| \* | Can2 Termik AS | 702229 | &nbsp;&nbsp;33804 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cimsa Cimento Sanayi <br>VE Ticaret AS<br>| 69895 | &nbsp;&nbsp;82841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogan Sirketler Grubu <br>Holding AS<br>| 238931 | &nbsp;&nbsp;119330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogu Aras Enerji <br>Yatirimlari AS<br>| 11534 | &nbsp;&nbsp;21762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv Servis <br>ve Ticaret AS<br>| 14261 | &nbsp;&nbsp;75305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eczacibasi Yatirim <br>Holding Ortakligi AS<br>| 2700 | &nbsp;&nbsp;20526 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Gubre Sanayii <br>AS<br>| 4688 | &nbsp;&nbsp;$10179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIS Eczacibasi Ilac ve <br>Sinai ve Finansal <br>Yatirimlar Sanayi ve <br>Ticaret AS<br>| 26631 | &nbsp;&nbsp;72997 |
|  | Enerya Enerji AS | 231769 | &nbsp;&nbsp;52903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Esenboga Elektrik <br>Uretim AS<br>| 72507 | &nbsp;&nbsp;6586 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europen Endustri <br>Insaat Sanayi VE <br>Ticaret AS<br>| 121073 | &nbsp;&nbsp;13993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim Holding <br>AS<br>| 267426 | &nbsp;&nbsp;90312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goknur Gida Maddeleri <br>Ithalat Ihracat Ticaret <br>Ve Sanayi AS<br>| 36248 | &nbsp;&nbsp;18914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goltas Goller Bolgesi <br>Cimento Sanayi ve <br>Ticaret AS<br>| 2552 | &nbsp;&nbsp;20957 |
| \* | GSD Holding AS | 257244 | &nbsp;&nbsp;29893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Imas Makina Sanayi <br>AS<br>| 223295 | &nbsp;&nbsp;24821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Finansal Kiralama <br>AS<br>| 66301 | &nbsp;&nbsp;32778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Isiklar Enerji ve Yapi <br>Holding AS<br>| 59047 | &nbsp;&nbsp;102428 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izdemir Enerji Elektrik <br>Uretim AS<br>| 77916 | &nbsp;&nbsp;17092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMA TI), <br>Class A<br>| 74160 | &nbsp;&nbsp;48241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMD TI), <br>Class D<br>| 144418 | &nbsp;&nbsp;96850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 369496 | &nbsp;&nbsp;25036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kayseri Seker <br>Fabrikasi AS<br>| 95974 | &nbsp;&nbsp;10814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lila Kagit Sanayi ve <br>Ticaret AS<br>| 22166 | &nbsp;&nbsp;16295 |
| \* | Loras Holding AS | 180608 | &nbsp;&nbsp;17788 |
| \* | NET Holding AS | 83578 | &nbsp;&nbsp;92368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuh Cimento Sanayi <br>AS<br>| 8471 | &nbsp;&nbsp;46804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ODAS Elektrik Uretim <br>ve Sanayi Ticaret <br>AS<br>| 172068 | &nbsp;&nbsp;22886 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 13181 | &nbsp;&nbsp;21770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Yatirim Menkul <br>Degerler AS<br>| 11684 | &nbsp;&nbsp;$12675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Hava <br>Tasimaciligi AS<br>| 12745 | &nbsp;&nbsp;59844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peker Gayrimenkul <br>Yatirim Ortakligi AS<br>| 320340 | &nbsp;&nbsp;73789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 82877 | &nbsp;&nbsp;87367 |
|  | Sekerbank Turk AS | 348287 | &nbsp;&nbsp;73190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selcuk Ecza Deposu <br>Ticaret ve Sanayi <br>AS<br>| 26314 | &nbsp;&nbsp;48663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TAV Havalimanlari <br>Holding AS<br>| 36389 | &nbsp;&nbsp;291392 |
|  | Tekfen Holding AS | 18862 | &nbsp;&nbsp;33295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Anadolu Metal <br>Madencilik <br>Isletmeleri AS<br>| 12539 | &nbsp;&nbsp;41192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Dogal Enerji <br>Kaynaklari Arastirma <br>Ve Uretim AS, <br>Class A<br>| 18922 | &nbsp;&nbsp;46789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 602213 | &nbsp;&nbsp;40220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai Kalkinma <br>Bankasi AS<br>| 279313 | &nbsp;&nbsp;90603 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 34631 | &nbsp;&nbsp;108052 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Finansal <br>Kiralama AS<br>| 468390 | &nbsp;&nbsp;22340 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatas Yatak ve Yorgan <br>Sanayi ve Ticaret <br>AS<br>| 24111 | &nbsp;&nbsp;26628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yayla Agro Gida <br>Sanayi VE Nakliyat <br>AS<br>| 33919 | &nbsp;&nbsp;9999 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;3276872 |
| UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Hotels<br>| 1071734 | &nbsp;&nbsp;127699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Insurance Co. PSC<br>| 28687 | &nbsp;&nbsp;62422 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 102757 | &nbsp;&nbsp;144485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Logistics & <br>Services<br>| 49415 | &nbsp;&nbsp;75515 |
|  | Agility Global PLC | 676622 | &nbsp;&nbsp;248748 |
|  | Agthia Group PJSC | 52988 | &nbsp;&nbsp;53411 |
|  | Ajman Bank PJSC | 102577 | &nbsp;&nbsp;41337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AL Seer Marine <br>Supplies & <br>Equipment Co. LLC<br>| 29407 | &nbsp;&nbsp;19709 |
|  | Aldar Properties PJSC | 383104 | &nbsp;&nbsp;1001515 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amanat Holdings <br>PJSC<br>| 183087 | &nbsp;&nbsp;$64293 |
| \* | Amlak Finance PJSC | 67214 | &nbsp;&nbsp;32394 |
| \* | Bank of Sharjah | 129355 | &nbsp;&nbsp;44709 |
|  | Dana Gas PJSC | 545379 | &nbsp;&nbsp;138730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 265756 | &nbsp;&nbsp;73874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 334612 | &nbsp;&nbsp;364683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 441639 | &nbsp;&nbsp;1161853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 174367 | &nbsp;&nbsp;817257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 40905 | &nbsp;&nbsp;167330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EMSTEEL Building <br>Materials PJSC<br>| 170002 | &nbsp;&nbsp;53771 |
| \* | Modon Holding PSC | 265973 | &nbsp;&nbsp;245005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of Ras <br>Al-Khaimah PSC<br>| 106807 | &nbsp;&nbsp;271697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Central <br>Cooling Co. PJSC<br>| 14668 | &nbsp;&nbsp;11989 |
|  | NMDC Group PJSC | 22602 | &nbsp;&nbsp;126580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orascom Construction <br>PLC<br>| 3812 | &nbsp;&nbsp;30932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pure Health Holding <br>PJSC<br>| 16046 | &nbsp;&nbsp;11929 |
| \* | RAK Properties PJSC | 273289 | &nbsp;&nbsp;96796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 86789 | &nbsp;&nbsp;60042 |
|  | Sharjah Islamic Bank | 86691 | &nbsp;&nbsp;84271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero Group <br>PJSC<br>| 433891 | &nbsp;&nbsp;266652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 680886 | &nbsp;&nbsp;161383 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;6061011 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;322896525 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 16969 | &nbsp;&nbsp;86477 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 41395 | &nbsp;&nbsp;39407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 45190 | &nbsp;&nbsp;154648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 9943 | &nbsp;&nbsp;53184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria e <br>Comercio, 5.357%<br>| 11000 | &nbsp;&nbsp;43894 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 3094 | &nbsp;&nbsp;$27432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 59793 | &nbsp;&nbsp;73282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 40000 | &nbsp;&nbsp;48948 |
| Schulz SA, 11.852% | 16300 | &nbsp;&nbsp;16539 |
| TOTAL BRAZIL |  | &nbsp;&nbsp;543811 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Argos SA, <br>4.719%<br>| 8777 | &nbsp;&nbsp;34615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones y <br>Valores SA, 2.827%<br>| 120328 | &nbsp;&nbsp;29131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 18080 | &nbsp;&nbsp;254800 |
| TOTAL COLOMBIA |  | &nbsp;&nbsp;318546 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;862357 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA Rights <br>03/02/2026<br>| 3415 | &nbsp;&nbsp;519 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Corp. Bhd. <br>Warrants <br>01/06/2031<br>| 162869 | &nbsp;&nbsp;3305 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp. <br>Rights 01/26/2026<br>| 5974 | &nbsp;&nbsp;20312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 2219 | &nbsp;&nbsp;247 |
| TOTAL TAIWAN |  | &nbsp;&nbsp;20559 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL Warrants<br>| 178433 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;24383 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $198,482,300) |  | &nbsp;&nbsp;323783265 |

---

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

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 263455 | &nbsp;&nbsp;$3047380 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $201,529,680)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $201,529,680)^^ |  | &nbsp;&nbsp;$326830645 |

---

As of January 31, 2026, Emerging Markets Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;7 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$2424329 | &nbsp;&nbsp;&nbsp;&nbsp;$2438012 | &nbsp;&nbsp;&nbsp;&nbsp;$13683 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$2424329** | &nbsp;&nbsp;**$2438012** | &nbsp;&nbsp;**$13683** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $18,658,112 or 5.7% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;$9940139 | &nbsp;&nbsp;&nbsp;$5713 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$9945852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;936629 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;936629 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;3016604 | &nbsp;&nbsp;&nbsp;97468882 | &nbsp;&nbsp;&nbsp;$24426 | &nbsp;&nbsp;&nbsp;100509912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;611152 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;611152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2699994 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2699994 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;405531 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;405531 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;222102 | &nbsp;&nbsp;&nbsp;51075344 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;51297446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5101900 | &nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;5104440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2209094 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2209094 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5204951 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5204951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;8005144 | &nbsp;&nbsp;&nbsp;392777 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8397921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1128392 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1128392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4920516 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4920516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1378255 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1378255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;7490 | &nbsp;&nbsp;&nbsp;6894927 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6902417 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;980722 | &nbsp;&nbsp;&nbsp;11074988 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12055710 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;32278 | &nbsp;&nbsp;&nbsp;39293166 | &nbsp;&nbsp;&nbsp;54829 | &nbsp;&nbsp;&nbsp;39380273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;57380741 | &nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;57384206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3085951 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3085951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3276872 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3276872 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6061011 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6061011 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;543811 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;543811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;318546 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;318546 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20559 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20559 |

---

------

**Emerging Markets Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3047380 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3047380 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$23677988 | &nbsp;&nbsp;&nbsp;$303067397 | &nbsp;&nbsp;&nbsp;$85,260˂˃ | &nbsp;&nbsp;&nbsp;$326830645 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$13683 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13683 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$13683 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$13683 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (98.7%) | BONDS — (98.7%) | BONDS — (98.7%) | BONDS — (98.7%) | BONDS — (98.7%) |
| AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 4.338%, 07/16/27 |  | 4000 | &nbsp;&nbsp;$4020856 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.306%, <br>06/11/27<br>|  | 2020 | &nbsp;&nbsp;2027967 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.306%, <br>06/11/27<br>|  | 1000 | &nbsp;&nbsp;1003944 |
|  | 1.375%, 08/30/28 | EUR | 1800 | &nbsp;&nbsp;2070634 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.790%, <br>FRN, 4.447%, <br>01/14/30<br>|  | 1500 | &nbsp;&nbsp;1511021 |
| &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. |  |  |  |
|  | 2.250%, 05/07/41 | AUD | 5000 | &nbsp;&nbsp;2247436 |
| Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. |  |  |
|  | 1.750%, 07/20/34 | AUD | 10000 | &nbsp;&nbsp;5315381 |
|  | 5.250%, 08/13/38 | AUD | 6000 | &nbsp;&nbsp;4039012 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Australian <br>Government Financing <br>Authority | &nbsp;&nbsp;&nbsp;&nbsp;South Australian <br>Government Financing <br>Authority |  |  |  |
|  | 2.000%, 05/23/36 | AUD | 8000 | &nbsp;&nbsp;4087019 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.420%, <br>FRN, 4.148%, <br>03/17/31<br>| AUD | 2500 | &nbsp;&nbsp;1750520 |
|  | 2.250%, 11/20/34 | AUD | 19900 | &nbsp;&nbsp;10916420 |
|  | 2.000%, 09/17/35 | AUD | 4800 | &nbsp;&nbsp;2497468 |
|  | 2.000%, 11/20/37 | AUD | 7500 | &nbsp;&nbsp;3603769 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;45091447 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria Government <br>Bonds |  |  |
|  | 3.200%, 07/15/39 | EUR | 2500 | &nbsp;&nbsp;2902844 |
| BELGIUM — (4.4%) | BELGIUM — (4.4%) | BELGIUM — (4.4%) | BELGIUM — (4.4%) | BELGIUM — (4.4%) |
| Dexia SA | Dexia SA | Dexia SA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SONIA + 1.000%, <br>FRN, 4.741%, <br>03/25/26<br>| GBP | 4000 | &nbsp;&nbsp;5480055 |
| Δ | 0.000%, 01/21/28 | EUR | 7000 | &nbsp;&nbsp;7925426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |
|  | 0.100%, 06/22/30 | EUR | 1700 | &nbsp;&nbsp;1815044 |
|  | 1.450%, 06/22/37 | EUR | 3750 | &nbsp;&nbsp;3604946 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de <br>Vlaamse Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de <br>Vlaamse Gemeenschap |  |  |  |
|  | 3.675%, 06/22/40 | EUR | 10000 | &nbsp;&nbsp;$11509886 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;30335357 |
| CANADA — (14.6%) | CANADA — (14.6%) | CANADA — (14.6%) | CANADA — (14.6%) | CANADA — (14.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.330%, FRN |  |  |  |
| (r) | 5.039%, 06/05/26 |  | 1000 | &nbsp;&nbsp;1003827 |
| Canada Housing Trust No. 1 | Canada Housing Trust No. 1 | Canada Housing Trust No. 1 |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.30%, <br>FRN, 2.577%, <br>09/15/27<br>| CAD | 3000 | &nbsp;&nbsp;2208629 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.38%, <br>FRN, 2.652%, <br>03/15/30<br>| CAD | 3500 | &nbsp;&nbsp;2583263 |
| CDP Financial, Inc. | CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 1.125%, 04/06/27 | EUR | 1936 | &nbsp;&nbsp;2267070 |
|  | 3.000%, 04/11/29 | EUR | 800 | &nbsp;&nbsp;962880 |
|  | 3.250%, 09/30/35 | EUR | 2000 | &nbsp;&nbsp;2366973 |
| City of Montreal | City of Montreal | City of Montreal |  |  |
|  | 3.900%, 09/01/34 | CAD | 1000 | &nbsp;&nbsp;738288 |
|  | 2.400%, 12/01/41 | CAD | 5000 | &nbsp;&nbsp;2782360 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., <br>SONIA + 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., <br>SONIA + 1.250%, FRN |  |  |  |
| (r) | 5.020%, 06/15/26 | GBP | 1500 | &nbsp;&nbsp;2059638 |
| Hydro-Quebec | Hydro-Quebec |  |  |  |
|  | 6.500%, 02/15/35 | CAD | 3000 | &nbsp;&nbsp;2649469 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 2500 | &nbsp;&nbsp;2968285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust |  |  |  |
|  | 0.100%, 05/19/28 | EUR | 5000 | &nbsp;&nbsp;5637537 |
| Province of Alberta | Province of Alberta | Province of Alberta |  |  |
|  | 4.500%, 12/01/40 | CAD | 8000 | &nbsp;&nbsp;6017464 |
|  | 3.450%, 12/01/43 | CAD | 5000 | &nbsp;&nbsp;3223112 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia |  |  |
|  | 4.150%, 06/18/34 | CAD | 12800 | &nbsp;&nbsp;9751181 |
|  | 3.200%, 06/18/44 | CAD | 12000 | &nbsp;&nbsp;7387713 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba |  |  |
|  | 3.800%, 06/02/33 | CAD | 1000 | &nbsp;&nbsp;748643 |
|  | 4.250%, 06/02/34 | CAD | 2000 | &nbsp;&nbsp;1532361 |
|  | 4.650%, 03/05/40 | CAD | 5000 | &nbsp;&nbsp;3797195 |
|  | 4.400%, 03/05/42 | CAD | 8000 | &nbsp;&nbsp;5852253 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 4.150%, 06/02/34 | CAD | 7400 | &nbsp;&nbsp;5647727 |
|  | 3.500%, 06/02/43 | CAD | 12400 | &nbsp;&nbsp;8099409 |
| Province of Quebec | Province of Quebec | Province of Quebec |  |  |
|  | 3.000%, 01/24/33 | EUR | 4700 | &nbsp;&nbsp;5566121 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 5.000%, 12/01/38 | CAD | 7000 | &nbsp;&nbsp;$5539750 |
|  | 5.000%, 12/01/41 | CAD | 3000 | &nbsp;&nbsp;2347652 |
|  | 4.250%, 12/01/43 | CAD | 2800 | &nbsp;&nbsp;1985838 |
| Province of Saskatchewan | Province of Saskatchewan |  |  |  |
|  | 3.250%, 09/24/35 | EUR | 2000 | &nbsp;&nbsp;2372408 |
| TELUS Corp. | TELUS Corp. |  |  |  |
|  | 4.850%, 04/05/44 | CAD | 3500 | &nbsp;&nbsp;2492322 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;100589368 |
| FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) | FINLAND — (1.4%) |
| Finland Government Bonds | Finland Government Bonds |  |  |  |
| Δ | 0.000%, 09/15/30 | EUR | 2100 | &nbsp;&nbsp;2218530 |
| Kuntarahoitus OYJ | Kuntarahoitus OYJ | Kuntarahoitus OYJ |  |  |
|  | 3.000%, 09/25/28 | EUR | 3000 | &nbsp;&nbsp;3619717 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.667%, <br>02/02/29<br>|  | 3000 | &nbsp;&nbsp;3061304 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
|  | 1.125%, 09/27/27 | EUR | 550 | &nbsp;&nbsp;639203 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;9538754 |
| FRANCE — (6.2%) | FRANCE — (6.2%) | FRANCE — (6.2%) | FRANCE — (6.2%) | FRANCE — (6.2%) |
| Action Logement Services | Action Logement Services |  |  |  |
|  | 0.500%, 10/30/34 | EUR | 4100 | &nbsp;&nbsp;3784564 |
| Agence France Locale | Agence France Locale |  |  |  |
|  | 3.125%, 03/20/34 | EUR | 5800 | &nbsp;&nbsp;6743577 |
| BPCE SA | BPCE SA |  |  |  |
|  | 2.375%, 04/26/32 | EUR | 3900 | &nbsp;&nbsp;4382980 |
| Dexia SA | Dexia SA |  |  |  |
|  | 1.000%, 10/18/27 | EUR | 1250 | &nbsp;&nbsp;1450061 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT |  |  |  |
|  | 1.750%, 06/25/39 | EUR | 6400 | &nbsp;&nbsp;6000865 |
| Ile-de-France Mobilites | Ile-de-France Mobilites |  |  |  |
|  | 0.200%, 11/16/35 | EUR | 4000 | &nbsp;&nbsp;3459863 |
| Region of Ile de France | Region of Ile de France |  |  |  |
|  | 0.625%, 04/23/27 | EUR | 2000 | &nbsp;&nbsp;2324369 |
| SFIL SA | SFIL SA | SFIL SA |  |  |
|  | 3.000%, 09/24/30 | EUR | 4900 | &nbsp;&nbsp;5856309 |
|  | 3.000%, 06/23/32 | EUR | 4800 | &nbsp;&nbsp;5637055 |
| SNCF Reseau | SNCF Reseau |  |  |  |
|  | 0.750%, 05/25/36 | EUR | 1500 | &nbsp;&nbsp;1331245 |
| Societe Generale SA | Societe Generale SA |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1500 | &nbsp;&nbsp;1651758 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;42622646 |
| GERMANY — (4.5%) | GERMANY — (4.5%) | GERMANY — (4.5%) | GERMANY — (4.5%) | GERMANY — (4.5%) |
| Deutsche Bahn AG | Deutsche Bahn AG | Deutsche Bahn AG |  |  |
|  | 1.125%, 12/18/28 | EUR | 1000 | &nbsp;&nbsp;1143696 |
|  | 0.750%, 07/16/35 | EUR | 500 | &nbsp;&nbsp;471379 |
|  | 0.625%, 04/15/36 | EUR | 3400 | &nbsp;&nbsp;3066430 |
| Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |
|  | 2.125%, 07/31/28 | EUR | 2750 | &nbsp;&nbsp;3250643 |
|  | 2.750%, 02/20/31 | EUR | 6000 | &nbsp;&nbsp;7179348 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Land Berlin | Land Berlin |  |  |  |
|  | 0.100%, 01/18/30 | EUR | 50 | &nbsp;&nbsp;$53969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV |  |  |
|  | 2.750%, 09/09/30 | EUR | 1000 | &nbsp;&nbsp;1187905 |
|  | 3.625%, 05/27/36 | EUR | 6000 | &nbsp;&nbsp;7202948 |
|  | 3.375%, 02/22/37 | EUR | 4000 | &nbsp;&nbsp;4664287 |
| Ω | 2.875%, 03/11/41 |  | 250 | &nbsp;&nbsp;189017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen International <br>Finance NV | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen International <br>Finance NV |  |  |  |
|  | 4.125%, 09/02/35 | EUR | 2000 | &nbsp;&nbsp;2404969 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;30814591 |
| HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) | HONG KONG — (0.2%) |
| Prudential Funding Asia PLC | Prudential Funding Asia PLC | Prudential Funding Asia PLC |  |  |
|  | 3.625%, 03/24/32 |  | 1500 | &nbsp;&nbsp;1433715 |
| ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) |
| Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro | Italy Buoni Poliennali Del Tesoro |  |  |
|  | 3.100%, 03/01/40 | EUR | 3500 | &nbsp;&nbsp;3844979 |
| JAPAN — (6.7%) | JAPAN — (6.7%) | JAPAN — (6.7%) | JAPAN — (6.7%) | JAPAN — (6.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten <br>Year Bonds |  |  |  |
|  | 0.400%, 06/20/33 | JPY | 700000 | &nbsp;&nbsp;4049515 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Thirty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Thirty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Thirty Year <br>Bonds |  |  |
|  | 2.400%, 03/20/34 | JPY | 1000000 | &nbsp;&nbsp;6644611 |
|  | 2.400%, 09/20/38 | JPY | 450000 | &nbsp;&nbsp;2854051 |
|  | 2.200%, 03/20/41 | JPY | 220000 | &nbsp;&nbsp;1308841 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds |  |  |
|  | 1.500%, 03/20/34 | JPY | 1000000 | &nbsp;&nbsp;6210713 |
|  | 1.400%, 09/20/34 | JPY | 500000 | &nbsp;&nbsp;3058090 |
|  | 1.200%, 09/20/35 | JPY | 600000 | &nbsp;&nbsp;3542505 |
|  | 0.400%, 03/20/36 | JPY | 715000 | &nbsp;&nbsp;3845828 |
|  | 0.400%, 06/20/40 | JPY | 1000000 | &nbsp;&nbsp;4652946 |
|  | 0.500%, 12/20/41 | JPY | 700000 | &nbsp;&nbsp;3140411 |
|  | 1.500%, 09/20/43 | JPY | 540000 | &nbsp;&nbsp;2759981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |  |
|  | 2.296%, 01/12/41 |  | 2507 | &nbsp;&nbsp;1759815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. <br>Ltd. |  |  |  |
|  | 2.000%, 07/09/40 | EUR | 3000 | &nbsp;&nbsp;2723415 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;46550722 |
| LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial <br>Stability Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial <br>Stability Facility |  |  |  |
|  | 2.625%, 05/07/30 | EUR | 850 | &nbsp;&nbsp;1012550 |
| JAB Holdings BV | JAB Holdings BV | JAB Holdings BV |  |  |
|  | 3.375%, 04/17/35 | EUR | 1200 | &nbsp;&nbsp;1365259 |
|  | 2.250%, 12/19/39 | EUR | 5300 | &nbsp;&nbsp;4909155 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;7286964 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (3.6%) | NETHERLANDS — (3.6%) | NETHERLANDS — (3.6%) | NETHERLANDS — (3.6%) | NETHERLANDS — (3.6%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 3.000%, 02/25/31 | EUR | 5000 | &nbsp;&nbsp;$5947530 |
| BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
| Δ | 0.000%, 08/31/28 | EUR | 6400 | &nbsp;&nbsp;7156834 |
|  | 3.300%, 04/26/29 | AUD | 1000 | &nbsp;&nbsp;666177 |
|  | 0.100%, 01/15/30 | EUR | 3800 | &nbsp;&nbsp;4102977 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.365%, <br>08/28/26<br>|  | 1250 | &nbsp;&nbsp;1252639 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.890%, <br>FRN, 4.556%, <br>10/17/29<br>|  | 5000 | &nbsp;&nbsp;5063350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV |  |  |  |
|  | 2.500%, 05/22/30 | EUR | 782 | &nbsp;&nbsp;924661 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;25114168 |
| NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 2.750%, 04/15/37 | NZD | 6800 | &nbsp;&nbsp;3398292 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 3.500%, 04/14/33 | NZD | 2500 | &nbsp;&nbsp;1401967 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;4800259 |
| NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) |
| Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 2000 | &nbsp;&nbsp;2006307 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| Spain Government Bonds | Spain Government Bonds |  |  |  |
|  | 3.900%, 07/30/39 | EUR | 1000 | &nbsp;&nbsp;1227292 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 7.045%, 06/20/36 |  | 2300 | &nbsp;&nbsp;2569036 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp;3796328 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (15.1%) |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
|  | 2.350%, 06/21/27 | JPY | 800000 | &nbsp;&nbsp;5262130 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SONIA + 1.000%, <br>FRN, 4.838%, <br>05/23/29<br>| GBP | 5400 | &nbsp;&nbsp;7555095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN |  |  |  |
| (r) | 4.422%, 08/16/27 |  | 1500 | &nbsp;&nbsp;1508029 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.190%, <br>FRN, 3.856%, <br>04/14/26<br>|  | 486 | &nbsp;&nbsp;$485971 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.086%, <br>02/16/29<br>|  | 7082 | &nbsp;&nbsp;7075792 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SONIA + 0.340%, <br>FRN, 4.129%, <br>03/12/26<br>| GBP | 7185 | &nbsp;&nbsp;9833760 |
|  | 2.150%, 01/18/27 | JPY | 590000 | &nbsp;&nbsp;3856239 |
| Δ | 0.000%, 09/28/28 | EUR | 3000 | &nbsp;&nbsp;3355309 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.320%, <br>FRN, 4.124%, <br>08/14/29<br>|  | 2000 | &nbsp;&nbsp;2001318 |
| European Union | European Union | European Union |  |  |
| Δ | 0.000%, 10/04/28 | EUR | 1000 | &nbsp;&nbsp;1117216 |
|  | 2.875%, 10/05/29 | EUR | 6000 | &nbsp;&nbsp;7228693 |
|  | 2.750%, 12/13/32 | EUR | 6900 | &nbsp;&nbsp;8153083 |
|  | 3.375%, 10/04/39 | EUR | 3500 | &nbsp;&nbsp;4086443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 3.946%, <br>04/12/27<br>|  | 606 | &nbsp;&nbsp;606439 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 3200 | &nbsp;&nbsp;3204745 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.953%, <br>03/20/28<br>|  | 5300 | &nbsp;&nbsp;5297282 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/05/28<br>|  | 3000 | &nbsp;&nbsp;3002362 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 7100 | &nbsp;&nbsp;7101319 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>01/12/27<br>|  | 2800 | &nbsp;&nbsp;2803118 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.430%, <br>FRN, 4.220%, <br>08/19/27<br>|  | 4200 | &nbsp;&nbsp;4218564 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.102%, <br>05/15/28<br>|  | 10000 | &nbsp;&nbsp;10011010 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.310%, <br>FRN, 4.070%, <br>08/28/28<br>|  | 820 | &nbsp;&nbsp;$820100 |
|  | 1.500%, 04/15/35 | AUD | 5300 | &nbsp;&nbsp;2669894 |
| Nordic Investment Bank | Nordic Investment Bank | Nordic Investment Bank |  |  |
|  | 3.400%, 02/06/26 | AUD | 500 | &nbsp;&nbsp;348155 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.813%, <br>05/12/26<br>|  | 500 | &nbsp;&nbsp;501128 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M NIBOR + 1.000%, <br>FRN, 5.100%, <br>01/27/28<br>| NOK | 20000 | &nbsp;&nbsp;2112912 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;104216106 |
| SWEDEN — (1.2%) | SWEDEN — (1.2%) | SWEDEN — (1.2%) | SWEDEN — (1.2%) | SWEDEN — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 3.500%, 08/14/35 | EUR | 4000 | &nbsp;&nbsp;4705375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.863%, 08/03/26 |  | 3180 | &nbsp;&nbsp;3192959 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |  |
|  | 3.750%, 11/01/27 | EUR | 270 | &nbsp;&nbsp;327521 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;8225855 |
| SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) |
| UBS Group AG | UBS Group AG | UBS Group AG |  |  |
|  | 0.875%, 11/03/31 | EUR | 2000 | &nbsp;&nbsp;2084170 |
| UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 1800 | &nbsp;&nbsp;2178410 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 6.100%, 01/14/42 |  | 3000 | &nbsp;&nbsp;3222893 |
| LSEG Finance PLC | LSEG Finance PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 750 | &nbsp;&nbsp;578617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group <br>PLC |  |  |
|  | 3.625%, 03/10/36 | GBP | 2000 | &nbsp;&nbsp;2353841 |
|  | 2.125%, 01/18/42 | GBP | 2000 | &nbsp;&nbsp;1665999 |
| U.K. Gilts | U.K. Gilts |  |  |  |
|  | 1.125%, 01/31/39 | GBP | 23000 | &nbsp;&nbsp;20320880 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;30320640 |
| UNITED STATES — (26.1%) | UNITED STATES — (26.1%) | UNITED STATES — (26.1%) | UNITED STATES — (26.1%) | UNITED STATES — (26.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Abbott Ireland Financing <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Ireland Financing <br>DAC |  |  |  |
|  | 0.375%, 11/19/27 | EUR | 1090 | &nbsp;&nbsp;1246589 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 4.125%, 11/15/42 |  | 680 | &nbsp;&nbsp;$537889 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 4.500%, 06/15/43 |  | 1000 | &nbsp;&nbsp;870141 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 2.875%, 05/12/41 |  | 8500 | &nbsp;&nbsp;6409398 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 0.950%, 10/05/30 | EUR | 700 | &nbsp;&nbsp;755207 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |  |  |
|  | 3.150%, 02/21/40 |  | 2575 | &nbsp;&nbsp;2029163 |
|  | 2.800%, 08/15/41 |  | 3500 | &nbsp;&nbsp;2556907 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 1000 | &nbsp;&nbsp;888233 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |  |  |
|  | 5.200%, 11/18/33 | GBP | 500 | &nbsp;&nbsp;686451 |
|  | 3.500%, 06/01/41 |  | 2500 | &nbsp;&nbsp;1964812 |
|  | 4.300%, 12/15/42 |  | 1500 | &nbsp;&nbsp;1268279 |
| Athene Holding Ltd. | Athene Holding Ltd. |  |  |  |
| # | 5.875%, 01/15/34 |  | 3165 | &nbsp;&nbsp;3286052 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 2600 | &nbsp;&nbsp;2761316 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
| # | 6.250%, 04/18/34 |  | 80 | &nbsp;&nbsp;82442 |
| BorgWarner, Inc. | BorgWarner, Inc. |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 2900 | &nbsp;&nbsp;3066111 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 5.750%, 01/15/35 |  | 1234 | &nbsp;&nbsp;1262855 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |  |  |
|  | 4.125%, 06/15/39 |  | 3000 | &nbsp;&nbsp;2709818 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |  |  |
|  | 3.469%, 04/15/34 |  | 3000 | &nbsp;&nbsp;2727391 |
| Ω | 3.137%, 11/15/35 |  | 1000 | &nbsp;&nbsp;859941 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 4500 | &nbsp;&nbsp;3623696 |
| Cigna Group | Cigna Group |  |  |  |
|  | 4.800%, 08/15/38 |  | 1436 | &nbsp;&nbsp;1368082 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.500%, 01/15/40 |  | 3334 | &nbsp;&nbsp;3450344 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |  |  |
|  | 8.125%, 07/15/39 |  | 2600 | &nbsp;&nbsp;3306196 |
|  | 5.875%, 01/30/42 |  | 750 | &nbsp;&nbsp;787992 |
| CME Group, Inc. | CME Group, Inc. |  |  |  |
|  | 5.300%, 09/15/43 |  | 3000 | &nbsp;&nbsp;3003614 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 6.450%, 06/15/34 |  | 500 | &nbsp;&nbsp;528461 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 3.250%, 11/01/39 |  | 5000 | &nbsp;&nbsp;3900790 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 1500 | &nbsp;&nbsp;1416650 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 460 | &nbsp;&nbsp;427220 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 1500 | &nbsp;&nbsp;1407916 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 4.625%, 05/15/42 |  | 4000 | &nbsp;&nbsp;3575639 |
|  | 4.650%, 01/15/43 |  | 2000 | &nbsp;&nbsp;1780889 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN |  |  |  |
| (r) | 4.196%, 10/15/28 |  | 5000 | &nbsp;&nbsp;$5033711 |
| FedEx Corp. | FedEx Corp. |  |  |  |
|  | 4.125%, 07/30/37 | EUR | 3000 | &nbsp;&nbsp;3552364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 1300 | &nbsp;&nbsp;1240557 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 1.625%, 07/01/30 | EUR | 2200 | &nbsp;&nbsp;2427478 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 1700 | &nbsp;&nbsp;1694991 |
| General Dynamics Corp. | General Dynamics Corp. |  |  |  |
|  | 4.250%, 04/01/40 |  | 1000 | &nbsp;&nbsp;910875 |
| General Motors Co. | General Motors Co. | General Motors Co. |  |  |
|  | 6.250%, 10/02/43 |  | 1000 | &nbsp;&nbsp;1020143 |
|  | 5.200%, 04/01/45 |  | 1000 | &nbsp;&nbsp;903698 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |
|  | 2.600%, 10/01/40 |  | 600 | &nbsp;&nbsp;441881 |
|  | 5.650%, 12/01/41 |  | 3250 | &nbsp;&nbsp;3372145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 6.250%, 02/01/41 |  | 1000 | &nbsp;&nbsp;1086947 |
| Home Depot, Inc. | Home Depot, Inc. | Home Depot, Inc. |  |  |
|  | 3.300%, 04/15/40 |  | 217 | &nbsp;&nbsp;176974 |
| # | 5.400%, 09/15/40 |  | 1000 | &nbsp;&nbsp;1029943 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | &nbsp;&nbsp;1032009 |
| HP, Inc. | HP, Inc. |  |  |  |
| # | 6.000%, 09/15/41 |  | 2500 | &nbsp;&nbsp;2490682 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.950%, 10/01/44 |  | 1000 | &nbsp;&nbsp;861494 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 5.625%, 02/10/43 |  | 4800 | &nbsp;&nbsp;4683220 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines <br>Corp. |  |  |
|  | 4.150%, 05/15/39 |  | 2000 | &nbsp;&nbsp;1784805 |
|  | 2.850%, 05/15/40 |  | 2900 | &nbsp;&nbsp;2178043 |
|  | 4.000%, 06/20/42 |  | 800 | &nbsp;&nbsp;670340 |
| J.M. Smucker Co. | J.M. Smucker Co. |  |  |  |
|  | 4.250%, 03/15/35 |  | 1400 | &nbsp;&nbsp;1320773 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.000%, 01/15/31 |  | 800 | &nbsp;&nbsp;742936 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |  |  |
|  | 4.850%, 03/01/32 |  | 2000 | &nbsp;&nbsp;2072037 |
|  | 2.100%, 09/01/40 |  | 6500 | &nbsp;&nbsp;4573527 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 410 | &nbsp;&nbsp;379170 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 5.150%, 08/01/43 |  | 800 | &nbsp;&nbsp;753428 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 4.100%, 10/15/41 |  | 5200 | &nbsp;&nbsp;4101737 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 4.750%, 03/15/26 |  | 900 | &nbsp;&nbsp;900915 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |  |  |  |
| Ω | 6.500%, 03/15/35 |  | 900 | &nbsp;&nbsp;962306 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 7.000%, 06/15/40 |  | 1373 | &nbsp;&nbsp;$1536723 |
| Loews Corp. | Loews Corp. |  |  |  |
| # | 4.125%, 05/15/43 |  | 5500 | &nbsp;&nbsp;4672502 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.875%, 02/06/41 |  | 2000 | &nbsp;&nbsp;2091436 |
| NIKE, Inc. | NIKE, Inc. |  |  |  |
|  | 3.250%, 03/27/40 |  | 8250 | &nbsp;&nbsp;6639361 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.600%, 04/01/40 |  | 2750 | &nbsp;&nbsp;2031134 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 1.000%, 02/08/29 | EUR | 3000 | &nbsp;&nbsp;3378015 |
| PulteGroup, Inc. | PulteGroup, Inc. | PulteGroup, Inc. |  |  |
|  | 6.375%, 05/15/33 |  | 850 | &nbsp;&nbsp;931369 |
|  | 6.000%, 02/15/35 |  | 1000 | &nbsp;&nbsp;1071033 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 3.875%, 06/20/35 | EUR | 4500 | &nbsp;&nbsp;5314805 |
| Roche Finance Europe BV | Roche Finance Europe BV |  |  |  |
|  | 3.312%, 12/04/27 | EUR | 1100 | &nbsp;&nbsp;1325525 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 3.300%, 09/02/40 |  | 6000 | &nbsp;&nbsp;4662629 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 4.500%, 06/01/42 |  | 2000 | &nbsp;&nbsp;1811081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. |  |  |  |
|  | 5.200%, 09/01/40 |  | 1305 | &nbsp;&nbsp;1263267 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | &nbsp;&nbsp;510057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, <br>Inc. |  |  |  |
|  | 5.404%, 08/10/43 |  | 1800 | &nbsp;&nbsp;1804138 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1500 | &nbsp;&nbsp;1340312 |
| Travelers Cos., Inc. | Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |
|  | 6.250%, 06/15/37 |  | 1000 | &nbsp;&nbsp;1107994 |
|  | 5.350%, 11/01/40 |  | 3500 | &nbsp;&nbsp;3543205 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |
|  | 5.950%, 02/15/41 |  | 2500 | &nbsp;&nbsp;2608465 |
|  | 3.050%, 05/15/41 |  | 1800 | &nbsp;&nbsp;1354243 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.125%, 11/22/28 | EUR | 2000 | &nbsp;&nbsp;2384977 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |  |  |
|  | 3.375%, 10/27/36 | GBP | 1300 | &nbsp;&nbsp;1465528 |
|  | 3.750%, 08/06/37 | EUR | 2000 | &nbsp;&nbsp;2325845 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |  |  |
|  | 5.625%, 04/01/40 |  | 3000 | &nbsp;&nbsp;3196515 |
|  | 2.500%, 09/22/41 |  | 4300 | &nbsp;&nbsp;3110317 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
|  | 3.500%, 05/13/40 |  | 2000 | &nbsp;&nbsp;1665344 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;180091433 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL BONDS<br>Cost ($701119087) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL BONDS<br>Cost ($701119087) |  |  | &nbsp;&nbsp;681666653 |

---

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

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 790146 | &nbsp;&nbsp;$9139622 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $710,258,701)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $710,258,701)^^ |  | &nbsp;&nbsp;$690806275 |

---

As of January 31, 2026, DFA Global Sustainability Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| NZD | 96409 | USD | 55864 | Citibank, N.A. | 02/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;$2188 |
| GBP | 187279 | USD | 251417 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;4842 |
| NZD | 84491 | USD | 50637 | Citibank, N.A. | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;265 |
| USD | 4557827 | EUR | 3831379 | HSBC Bank | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;11592 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$18887** |
| USD | 29133976 | EUR | 24755582 | State Street Bank and Trust | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(211414)<br>|
| USD | 160608 | NZD | 281862 | Citibank, N.A. | 02/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;(9114)<br>|
| USD | 49456467 | EUR | 42260400 | State Street Bank and Trust | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;(650933)<br>|
| USD | 898015 | AUD | 1341086 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;(35838)<br>|
| USD | 14746019 | CAD | 20417869 | Royal Bank of Canada | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;(254641)<br>|
| USD | 761465 | CAD | 1058660 | Societe Generale | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;(16314)<br>|
| USD | 538440 | AUD | 806127 | Citibank, N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;(22898)<br>|
| USD | 513397 | AUD | 769462 | HSBC Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;(22410)<br>|
| USD | 33427361 | AUD | 50008058 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;(1394961)<br>|
| USD | 25695521 | GBP | 19105445 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;(446963)<br>|
| USD | 120216 | NZD | 208995 | Citibank, N.A. | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;(5695)<br>|
| USD | 1701313 | AUD | 2516156 | Australia and New Zealand Bank | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(50755)<br>|
| USD | 101548 | NZD | 176347 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(4710)<br>|
| USD | 26682162 | GBP | 19869002 | Bank of New York Mellon | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;(504935)<br>|
| NOK | 213663 | USD | 22219 | Citibank, N.A. | 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;(36)<br>|
| USD | 2024234 | NOK | 20386380 | Goldman Sachs Capital Markets L.P. | 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;(92339)<br>|
| USD | 14938209 | CAD | 20576596 | Societe Generale | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;(196391)<br>|
| USD | 4639617 | EUR | 3971671 | HSBC Bank | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;(77303)<br>|
| USD | 1174871 | EUR | 1005696 | Royal Bank of Canada | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;(19534)<br>|
| USD | 14385578 | CAD | 19911996 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;(264529)<br>|
| USD | 4382401 | NZD | 7587374 | Australia and New Zealand Bank | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(194080)<br>|
| USD | 21582 | NOK | 215483 | Citibank, N.A. | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;(788)<br>|
| USD | 48011761 | EUR | 40905247 | Australia and New Zealand Bank | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;(594106)<br>|
| USD | 15016944 | CAD | 20698192 | Societe Generale | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;(218044)<br>|
| USD | 50000283 | JPY | 7888180692 | Societe Generale | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;(1197816)<br>|
| USD | 43937422 | EUR | 37304924 | Australia and New Zealand Bank | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;(396592)<br>|
| USD | 15309018 | CAD | 21022868 | Societe Generale | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;(166914)<br>|
| USD | 40575497 | EUR | 34468537 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;(393467)<br>|
| USD | 1331504 | GBP | 992637 | Citibank, N.A. | 04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(26625)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(7470145)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(7451258)**<br>|

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $14,028,621 or 2.0% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$45091447 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$45091447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2902844 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2902844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30335357 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30335357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;100589368 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;100589368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9538754 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9538754 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;42622646 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;42622646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30814591 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30814591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1433715 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1433715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3844979 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3844979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46550722 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46550722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7286964 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7286964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25114168 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25114168 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4800259 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4800259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2006307 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2006307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3796328 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3796328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;104216106 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;104216106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8225855 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8225855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2084170 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2084170 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30320640 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30320640 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;180091433 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;180091433 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9139622 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9139622 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$690806275 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$690806275 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18887 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18887 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7470145) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7470145) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(7451258) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(7451258) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Oregon Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| OREGON — (100.0%) | OREGON — (100.0%) | OREGON — (100.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Astoria Hospital Facilities <br>Authority (RB) |  |  |
| 5.250%, 08/01/43  | 350 | &nbsp;&nbsp;$363526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Benton & Linn Counties <br>Consolidated School District <br>No. 509J & 509A Corvallis <br>(GO) (SCH BD GTY) Series <br>J |  |  |
| 5.000%, 06/15/29  | 610 | &nbsp;&nbsp;663511 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Lincoln People's Utility <br>District (RB) |  |  |
| 5.000%, 12/01/36  | 285 | &nbsp;&nbsp;333628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Oregon Community <br>College (GO) (SCH BD <br>GTY) |  |  |
| 4.000%, 06/15/28  | 270 | &nbsp;&nbsp;280303 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Beaverton Water <br>Revenue (RB) |  |  |
| 5.000%, 04/01/29  | 160 | &nbsp;&nbsp;173471 |
| 5.000%, 04/01/34  | 485 | &nbsp;&nbsp;530814 |
| 5.000%, 04/01/39  | 750 | &nbsp;&nbsp;803004 |
| 5.000%, 04/01/41  | 370 | &nbsp;&nbsp;414500 |
| City of Bend (GO) |  |  |
| 5.000%, 06/01/41  | 1015 | &nbsp;&nbsp;1124456 |
| 5.000%, 06/01/44 | 1135 | &nbsp;&nbsp;1235893 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bend Water Revenue <br>(RB) |  |  |
| 5.000%, 12/01/26  | 210 | &nbsp;&nbsp;211873 |
| 5.000%, 12/01/30  | 360 | &nbsp;&nbsp;363016 |
| City of Cottage Grove (GO) |  |  |
| 5.000%, 09/01/26  | 515 | &nbsp;&nbsp;522812 |
| 4.000%, 06/01/29  | 100 | &nbsp;&nbsp;104501 |
| City of Eugene (GO) Series A |  |  |
| 5.000%, 06/01/36  | 250 | &nbsp;&nbsp;286549 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Eugene Electric Utility <br>System Revenue (RB) |  |  |
| 5.000%, 08/01/43  | 215 | &nbsp;&nbsp;235036 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Hillsboro Water <br>Revenue (RB) |  |  |
| 5.000%, 06/01/28  | 280 | &nbsp;&nbsp;297282 |
| City of Lake Oswego (GO) |  |  |
| 5.000%, 12/01/26  | 250 | &nbsp;&nbsp;255632 |
| 4.000%, 06/01/41  | 500 | &nbsp;&nbsp;517466 |
| 5.000%, 06/01/43  | 725 | &nbsp;&nbsp;800384 |
| City of Medford (GO) |  |  |
| 4.000%, 06/01/40  | 375 | &nbsp;&nbsp;386579 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Medford Sewer <br>Revenue (RB) (BAM) |  |  |
| 5.000%, 06/01/28  | 180 | &nbsp;&nbsp;190853 |
| 4.000%, 06/01/44  | 500 | &nbsp;&nbsp;499792 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| City of Portland (GO) Series A |  |  |
| 5.000%, 03/01/26  | 115 | &nbsp;&nbsp;$115234 |
| 5.000%, 06/01/26  | 870 | &nbsp;&nbsp;878009 |
| 5.000%, 10/01/26  | 635 | &nbsp;&nbsp;646770 |
| 5.000%, 04/01/27  | 975 | &nbsp;&nbsp;1006647 |
| 5.000%, 06/01/27  | 580 | &nbsp;&nbsp;601493 |
| 3.000%, 06/15/28  | 150 | &nbsp;&nbsp;150004 |
| 4.000%, 04/01/32  | 225 | &nbsp;&nbsp;228496 |
| City of Portland (GO) Series B |  |  |
| 5.000%, 06/01/26  | 820 | &nbsp;&nbsp;827549 |
| 5.000%, 06/15/26  | 560 | &nbsp;&nbsp;565769 |
| 5.000%, 06/15/30  | 405 | &nbsp;&nbsp;431116 |
| 5.000%, 05/01/38  | 1250 | &nbsp;&nbsp;1442140 |
| City of Portland (GO) Series D |  |  |
| 5.000%, 04/01/28  | 250 | &nbsp;&nbsp;264778 |
| 5.000%, 04/01/42  | 210 | &nbsp;&nbsp;227521 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland Sewer <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 06/15/27  | 710 | &nbsp;&nbsp;716621 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland Water System <br>Revenue (RB) Series A |  |  |
| 5.000%, 04/01/27  | 365 | &nbsp;&nbsp;376847 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Redmond (GO) Series <br>B-1 |  |  |
| 5.000%, 06/01/30  | 80 | &nbsp;&nbsp;85752 |
| City of Salem (GO) |  |  |
| 5.000%, 06/01/26  | 250 | &nbsp;&nbsp;252185 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Springfield Sewer <br>System Revenue (RB) |  |  |
| 4.000%, 04/01/26  | 280 | &nbsp;&nbsp;280779 |
| 4.000%, 04/01/27  | 290 | &nbsp;&nbsp;295259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas & Washington <br>Counties School District No. <br>3 (GO) (SCH BD GTY) <br>Series B |  |  |
| 5.000%, 06/15/26  | 290 | &nbsp;&nbsp;292750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas Community <br>College District (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 06/15/28  | 1500 | &nbsp;&nbsp;1595185 |
| 5.000%, 06/15/43  | 1410 | &nbsp;&nbsp;1553086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas County School <br>District No. 12 North <br>Clackamas (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 06/15/32  | 435 | &nbsp;&nbsp;460584 |
| 5.000%, 06/15/36  | 280 | &nbsp;&nbsp;293845 |
| 5.000%, 06/15/41  | 470 | &nbsp;&nbsp;487577 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas County School <br>District No. 12 North <br>Clackamas (GO) (SCH BD <br>GTY) Series B |  |  |
| 5.000%, 06/15/33  | 345 | &nbsp;&nbsp;$356756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas County School <br>District No. 7J Lake <br>Oswego (GO) |  |  |
| 5.000%, 06/01/36  | 275 | &nbsp;&nbsp;298397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clackamas County Service <br>District No. 1 (RB) |  |  |
| 5.000%, 12/01/26  | 330 | &nbsp;&nbsp;337517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clatsop County School District <br>No. 30 <br>Warrenton-Hammond (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/27  | 285 | &nbsp;&nbsp;295358 |
| 5.000%, 06/15/29  | 510 | &nbsp;&nbsp;553874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Columbia Gorge Community <br>College District (GO) |  |  |
| 4.000%, 04/01/26  | 75 | &nbsp;&nbsp;75210 |
| County of Multnomah (GO) |  |  |
| 5.000%, 06/01/29  | 305 | &nbsp;&nbsp;316432 |
| 4.000%, 06/01/37  | 385 | &nbsp;&nbsp;388509 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Multnomah (GO) <br>Series A |  |  |
| 5.000%, 06/15/28  | 665 | &nbsp;&nbsp;707199 |
| 5.000%, 06/15/29  | 1235 | &nbsp;&nbsp;1345434 |
| County of Washington (GO) |  |  |
| 5.000%, 06/01/26  | 965 | &nbsp;&nbsp;973916 |
| 5.000%, 06/01/27  | 985 | &nbsp;&nbsp;1020314 |
| 5.000%, 06/01/28  | 390 | &nbsp;&nbsp;414804 |
| 4.000%, 03/01/30  | 1035 | &nbsp;&nbsp;1036295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deschutes & Jefferson <br>Counties School District No. <br>2J Redmond (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 06/15/37  | 500 | &nbsp;&nbsp;577331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deschutes County <br>Administrative School <br>District No. 1 Bend-La Pine <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/26 | 2140 | &nbsp;&nbsp;2161806 |
| 5.000%, 06/15/27  | 965 | &nbsp;&nbsp;999938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deschutes County Hospital <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 01/01/28  | 250 | &nbsp;&nbsp;258381 |
| 5.000%, 01/01/32  | 340 | &nbsp;&nbsp;369486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsboro School District No. <br>1J (GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/28  | 1360 | &nbsp;&nbsp;1409706 |
| 4.000%, 06/15/34  | 260 | &nbsp;&nbsp;270287 |
| 4.000%, 06/15/40  | 400 | &nbsp;&nbsp;402105 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hood River County School <br>District (GO) (SCH BD <br>GTY) |  |  |
| 4.000%, 06/15/32  | 665 | &nbsp;&nbsp;$667871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jackson County School <br>District No. 5 Ashland (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 06/15/43  | 500 | &nbsp;&nbsp;521958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson County School <br>District No. 509J (GO) <br>(SCH BD GTY) |  |  |
| 4.000%, 06/15/27  | 60 | &nbsp;&nbsp;61336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lane Community College <br>(GO) (SCH BD GTY) Series <br>A |  |  |
| 4.000%, 06/15/39  | 1000 | &nbsp;&nbsp;1021753 |
| &nbsp;&nbsp;&nbsp;&nbsp;Linn & Benton Counties <br>School District No. 8J <br>Greater Albany (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 06/15/26  | 760 | &nbsp;&nbsp;767461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Medford Hospital Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 08/15/33  | 625 | &nbsp;&nbsp;681440 |
| Metro (GO) |  |  |
| 5.000%, 06/01/28  | 230 | &nbsp;&nbsp;244628 |
| 5.000%, 06/01/33  | 1065 | &nbsp;&nbsp;1249527 |
| 4.000%, 06/01/40  | 500 | &nbsp;&nbsp;527030 |
| Metro (GO) Series A |  |  |
| 4.000%, 06/01/33  | 1100 | &nbsp;&nbsp;1165412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Hood Community <br>College District (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 06/15/26  | 1500 | &nbsp;&nbsp;1515117 |
| 5.000%, 06/15/27  | 585 | &nbsp;&nbsp;606180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multnomah & Clackamas <br>Counties School District No. <br>10JT Gresham-Barlow (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/37  | 400 | &nbsp;&nbsp;411717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multnomah County School <br>District No. 1J Portland <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/26  | 680 | &nbsp;&nbsp;686752 |
| 5.000%, 06/15/27  | 450 | &nbsp;&nbsp;466540 |
| 5.000%, 06/15/29  | 905 | &nbsp;&nbsp;985925 |
| 5.000%, 06/15/30  | 1500 | &nbsp;&nbsp;1670719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oregon City School District <br>No. 62 (GO) (SCH BD <br>GTY) Series B |  |  |
| 5.000%, 06/15/44  | 350 | &nbsp;&nbsp;382137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oregon Health & Science <br>University (RB) Series A |  |  |
| 5.000%, 07/01/37 | 435 | &nbsp;&nbsp;467225 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Oregon State Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 500 | &nbsp;&nbsp;$552264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oregon State Facilities <br>Authority (RB) Series B |  |  |
| 3.200%, 08/01/34  | 680 | &nbsp;&nbsp;680000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oregon State Lottery (RB) <br>Series A |  |  |
| 5.000%, 04/01/28  | 610 | &nbsp;&nbsp;645394 |
| 5.000%, 04/01/32  | 215 | &nbsp;&nbsp;221459 |
| 5.000%, 04/01/42  | 1000 | &nbsp;&nbsp;1107666 |
| 5.000%, 04/01/43  | 1685 | &nbsp;&nbsp;1822510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port of Portland Airport <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/28  | 165 | &nbsp;&nbsp;175356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portland Community College <br>District (GO) |  |  |
| 5.000%, 06/15/26 | 1495 | &nbsp;&nbsp;1510233 |
| 5.000%, 06/15/31  | 475 | &nbsp;&nbsp;479735 |
| 5.000%, 06/15/33  | 1165 | &nbsp;&nbsp;1175963 |
| 5.000%, 06/15/38  | 250 | &nbsp;&nbsp;282976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rockwood Water People's <br>Utility District (RB) |  |  |
| 5.000%, 06/15/42  | 330 | &nbsp;&nbsp;358556 |
| 5.000%, 06/15/44  | 275 | &nbsp;&nbsp;294104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salem Hospital Facility <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 350 | &nbsp;&nbsp;352195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salem-Keizer School District <br>No. 24J (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 06/15/33  | 600 | &nbsp;&nbsp;635136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salem-Keizer School District <br>No. 24J (GO) (SCH BD <br>GTY) Series B |  |  |
| 5.000%, 06/15/27  | 1370 | &nbsp;&nbsp;1420731 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) Series <br>A |  |  |
| 5.000%, 05/01/27  | 75 | &nbsp;&nbsp;77577 |
| 5.000%, 05/01/29  | 830 | &nbsp;&nbsp;902183 |
| 5.000%, 05/01/30  | 400 | &nbsp;&nbsp;444741 |
| 5.000%, 05/01/36  | 210 | &nbsp;&nbsp;240540 |
| 4.000%, 05/01/37  | 220 | &nbsp;&nbsp;228890 |
| 5.000%, 05/01/37  | 699 | &nbsp;&nbsp;795158 |
| 4.000%, 05/01/38  | 250 | &nbsp;&nbsp;258824 |
| 5.000%, 05/01/38  | 799 | &nbsp;&nbsp;903504 |
| 5.000%, 05/01/40  | 274 | &nbsp;&nbsp;310198 |
| 5.000%, 05/01/41  | 355 | &nbsp;&nbsp;393814 |
| 5.000%, 05/01/42  | 270 | &nbsp;&nbsp;292255 |
| 5.000%, 05/01/43  | 270 | &nbsp;&nbsp;292574 |
| 5.250%, 05/01/43  | 925 | &nbsp;&nbsp;1034803 |
| 5.250%, 05/01/44  | 75 | &nbsp;&nbsp;82996 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) Series <br>C |  |  |
| 5.000%, 06/01/26  | 445 | &nbsp;&nbsp;449049 |
| 5.000%, 06/01/31  | 870 | &nbsp;&nbsp;900784 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| 5.000%, 06/01/32  | 2000 | &nbsp;&nbsp;$2309778 |
| 5.000%, 06/01/35  | 1400 | &nbsp;&nbsp;1443567 |
| 5.250%, 06/01/44  | 60 | &nbsp;&nbsp;66957 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) Series <br>D |  |  |
| 5.000%, 06/01/28 | 950 | &nbsp;&nbsp;1010197 |
| 5.000%, 05/01/29  | 535 | &nbsp;&nbsp;538654 |
| 5.000%, 06/01/39  | 200 | &nbsp;&nbsp;225016 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) Series <br>F |  |  |
| 5.000%, 05/01/31  | 550 | &nbsp;&nbsp;553674 |
| 5.000%, 05/01/32  | 1185 | &nbsp;&nbsp;1192708 |
| 5.000%, 08/01/33  | 875 | &nbsp;&nbsp;1027039 |
| 5.000%, 05/01/34  | 500 | &nbsp;&nbsp;503052 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) Series <br>G |  |  |
| 5.000%, 08/01/27  | 565 | &nbsp;&nbsp;588272 |
| 5.000%, 12/01/33  | 1015 | &nbsp;&nbsp;1036164 |
| 5.000%, 08/01/41  | 350 | &nbsp;&nbsp;389342 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) Series <br>H |  |  |
| 5.000%, 06/01/27  | 410 | &nbsp;&nbsp;413620 |
| 5.000%, 06/01/29  | 375 | &nbsp;&nbsp;378430 |
| State of Oregon (GO) Series J |  |  |
| 5.000%, 11/01/29  | 510 | &nbsp;&nbsp;560840 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon Department <br>of Transportation (RB) <br>Series A |  |  |
| 5.000%, 11/15/26  | 1405 | &nbsp;&nbsp;1435492 |
| 5.000%, 11/15/27  | 640 | &nbsp;&nbsp;661861 |
| 5.000%, 11/15/31  | 1675 | &nbsp;&nbsp;1915972 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tri-County Metropolitan <br>Transportation District of <br>Oregon (RB) Series A |  |  |
| 5.000%, 09/01/34  | 1320 | &nbsp;&nbsp;1429172 |
| 3.250%, 10/01/34  | 420 | &nbsp;&nbsp;418765 |
| 5.000%, 09/01/38  | 1230 | &nbsp;&nbsp;1310643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tualatin Hills Park & <br>Recreation District (GO) |  |  |
| 4.000%, 06/01/26  | 110 | &nbsp;&nbsp;110627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tualatin Valley Water District <br>(RB) |  |  |
| 5.000%, 06/01/43  | 400 | &nbsp;&nbsp;432920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Clackamas <br>Counties School District No. <br>23J Tigard-Tualatin (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 06/15/26  | 1030 | &nbsp;&nbsp;1040534 |
| 5.000%, 06/15/27  | 140 | &nbsp;&nbsp;145281 |
| 5.000%, 06/15/41  | 410 | &nbsp;&nbsp;464486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Clackamas <br>Counties School District No. <br>23J Tigard-Tualatin (GO) <br>(SCH BD GTY) Series A |  |  |
| 5.000%, 06/15/36  | 360 | &nbsp;&nbsp;385523 |
| 5.000%, 06/15/40  | 190 | &nbsp;&nbsp;200814 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Clackamas <br>Counties School District No. <br>23J Tigard-Tualatin (GO) <br>(SCH BD GTY) Series J |  |  |
| 5.000%, 06/15/28  | 285 | &nbsp;&nbsp;$295652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Multnomah <br>Counties School District No. <br>48J Beaverton (GO) (SCH <br>BD GTY) Series B |  |  |
| 5.000%, 06/15/26  | 440 | &nbsp;&nbsp;444336 |
| 5.000%, 06/15/27  | 630 | &nbsp;&nbsp;653069 |
| 5.000%, 06/15/30  | 360 | &nbsp;&nbsp;400973 |
| 5.000%, 06/15/37  | 1000 | &nbsp;&nbsp;1171530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Multnomah <br>Counties School District No. <br>48J Beaverton (GO) (SCH <br>BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 815 | &nbsp;&nbsp;844843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Multnomah <br>Counties School District No. <br>48J Beaverton (GO) (SCH <br>BD GTY) Series D |  |  |
| 5.000%, 06/15/35  | 345 | &nbsp;&nbsp;356001 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington County Clean <br>Water Services (RB) |  |  |
| 5.000%, 10/01/27  | 605 | &nbsp;&nbsp;$631644 |
| 5.000%, 10/01/28  | 440 | &nbsp;&nbsp;471329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington County School <br>District No. 13 Banks (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/38  | 500 | &nbsp;&nbsp;573842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Water Environment Services <br>Sewer Revenue (RB) |  |  |
| 5.000%, 06/01/29  | 400 | &nbsp;&nbsp;436045 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL BONDS<br>(Cost $100,347,391) |  | &nbsp;&nbsp;101131492 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $100,347,391)^^ |  | &nbsp;&nbsp;$101131492 |

---

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$101131492 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$101131492 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$101131492 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$101131492 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) | AGENCY OBLIGATIONS — (8.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Government National <br>Mortgage Association, <br>TBA | &nbsp;&nbsp;&nbsp;&nbsp;Government National <br>Mortgage Association, <br>TBA |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/56 <br>TBA<br>|  | 3519 | &nbsp;&nbsp;$3599486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Uniform Mortgage-Backed <br>Security, TBA | &nbsp;&nbsp;&nbsp;&nbsp;Uniform Mortgage-Backed <br>Security, TBA | &nbsp;&nbsp;&nbsp;&nbsp;Uniform Mortgage-Backed <br>Security, TBA |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/01/56 <br>TBA<br>|  | 8111 | &nbsp;&nbsp;6578321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/56 <br>TBA<br>|  | 7457 | &nbsp;&nbsp;6328552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/56 <br>TBA<br>|  | 1646 | &nbsp;&nbsp;1458664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/56 <br>TBA<br>|  | 6218 | &nbsp;&nbsp;6367104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/56 <br>TBA<br>|  | 3313 | &nbsp;&nbsp;3430767 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;27762894 |
| BONDS — (84.4%) | BONDS — (84.4%) | BONDS — (84.4%) | BONDS — (84.4%) | BONDS — (84.4%) |
| AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.603%, <br>08/17/28<br>| AUD | 850 | &nbsp;&nbsp;598148 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.489%, <br>03/14/30<br>|  | 850 | &nbsp;&nbsp;858099 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 1300 | &nbsp;&nbsp;1312234 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 100 | &nbsp;&nbsp;100941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fortescue Treasury Pty. <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Fortescue Treasury Pty. <br>Ltd. |  |  |  |
| Ω | 4.375%, 04/01/31 |  | 112 | &nbsp;&nbsp;108214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.422%, 06/12/28 |  | 800 | &nbsp;&nbsp;804277 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.183%, <br>12/13/28<br>|  | 300 | &nbsp;&nbsp;300181 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>01/13/31<br>|  | 1200 | &nbsp;&nbsp;1204602 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. |  |  |
|  | 1.500%, 02/20/32 | AUD | 4260 | &nbsp;&nbsp;$2454739 |
|  | 3.500%, 11/20/37 | AUD | 2000 | &nbsp;&nbsp;1150287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norfina Ltd., 3M Swap + <br>0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Norfina Ltd., 3M Swap + <br>0.980%, FRN |  |  |  |
| (r) | 4.708%, 03/19/29 | AUD | 500 | &nbsp;&nbsp;351222 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |  |  |
|  | 2.250%, 09/15/33 | AUD | 2100 | &nbsp;&nbsp;1199598 |
|  | 2.250%, 11/20/34 | AUD | 4090 | &nbsp;&nbsp;2243626 |
|  | 2.000%, 09/17/35 | AUD | 2100 | &nbsp;&nbsp;1092642 |
|  | 4.750%, 09/15/36 | AUD | 2050 | &nbsp;&nbsp;1349090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.810%, FRN |  |  |  |
| (r) | 4.468%, 04/16/29 |  | 3000 | &nbsp;&nbsp;3026040 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;18153940 |
| CANADA — (13.8%) | CANADA — (13.8%) | CANADA — (13.8%) | CANADA — (13.8%) | CANADA — (13.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. |  |  |  |
|  | 2.950%, 07/15/30 |  | 500 | &nbsp;&nbsp;472150 |
| City of Montreal | City of Montreal | City of Montreal |  |  |
|  | 4.250%, 12/01/32 | CAD | 200 | &nbsp;&nbsp;153132 |
|  | 4.250%, 09/01/33 | CAD | 200 | &nbsp;&nbsp;152392 |
|  | 4.100%, 12/01/34 | CAD | 3000 | &nbsp;&nbsp;2239672 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
|  | 1.500%, 03/04/33 | EUR | 1400 | &nbsp;&nbsp;1506139 |
|  | 4.750%, 06/02/33 | CAD | 2300 | &nbsp;&nbsp;1828024 |
| Province of Alberta | Province of Alberta | Province of Alberta |  |  |
|  | 3.950%, 06/01/35 | CAD | 6500 | &nbsp;&nbsp;4856347 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia |  |  |
|  | 5.250%, 05/23/34 | AUD | 1700 | &nbsp;&nbsp;1170845 |
|  | 4.150%, 06/18/34 | CAD | 1900 | &nbsp;&nbsp;1447441 |
|  | 4.000%, 06/18/35 | CAD | 3000 | &nbsp;&nbsp;2241655 |
|  | 3.400%, 05/24/39 | EUR | 1500 | &nbsp;&nbsp;1746277 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba |  |  |
|  | 3.800%, 06/02/33 | CAD | 5200 | &nbsp;&nbsp;3892945 |
|  | 4.250%, 06/02/34 | CAD | 1000 | &nbsp;&nbsp;766181 |
|  | 5.700%, 03/05/37 | CAD | 1000 | &nbsp;&nbsp;840319 |
| Province of Nova Scotia | Province of Nova Scotia |  |  |  |
|  | 3.850%, 06/01/35 | CAD | 4000 | &nbsp;&nbsp;2951684 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 5.350%, 05/08/34 | AUD | 2000 | &nbsp;&nbsp;1396697 |
|  | 4.150%, 06/02/34 | CAD | 2000 | &nbsp;&nbsp;1526413 |
|  | 3.600%, 06/02/35 | CAD | 1200 | &nbsp;&nbsp;870779 |
|  | 5.600%, 06/02/35 | CAD | 1400 | &nbsp;&nbsp;1179654 |
|  | 4.700%, 06/02/37 | CAD | 1400 | &nbsp;&nbsp;1092332 |
| Province of Quebec | Province of Quebec | Province of Quebec |  |  |
|  | 3.000%, 01/24/33 | EUR | 700 | &nbsp;&nbsp;828997 |
|  | 4.450%, 09/01/34 | CAD | 300 | &nbsp;&nbsp;232405 |
|  | 5.100%, 06/04/35 | AUD | 1300 | &nbsp;&nbsp;874105 |
|  | 4.000%, 09/01/35 | CAD | 2600 | &nbsp;&nbsp;1933373 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 5.000%, 12/01/38 | CAD | 400 | &nbsp;&nbsp;$316557 |
| Province of Saskatchewan | Province of Saskatchewan |  |  |  |
|  | 3.800%, 06/02/35 | CAD | 4800 | &nbsp;&nbsp;3542373 |
| PSP Capital, Inc. | PSP Capital, Inc. | PSP Capital, Inc. |  |  |
|  | 4.150%, 06/01/33 | CAD | 700 | &nbsp;&nbsp;535715 |
|  | 3.250%, 07/02/34 | EUR | 1400 | &nbsp;&nbsp;1671293 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 3.129%, 08/03/32 | EUR | 500 | &nbsp;&nbsp;585645 |
| &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines <br>Ltd. |  |  |  |
|  | 4.625%, 03/01/34 |  | 1200 | &nbsp;&nbsp;1171837 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;44023378 |
| DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Denmark Government <br>Bonds |  |  |  |
|  | 2.250%, 11/15/33 | DKK | 5700 | &nbsp;&nbsp;888481 |
| DSV Finance BV | DSV Finance BV | DSV Finance BV |  |  |
|  | 3.375%, 11/06/32 | EUR | 200 | &nbsp;&nbsp;238015 |
|  | 3.375%, 11/06/34 | EUR | 750 | &nbsp;&nbsp;876614 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV |  |  |
|  | 3.125%, 05/27/33 | EUR | 650 | &nbsp;&nbsp;768495 |
|  | 3.375%, 05/21/34 | EUR | 1300 | &nbsp;&nbsp;1542741 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;4314346 |
| FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |
| Finnvera OYJ | Finnvera OYJ |  |  |  |
|  | 1.250%, 07/14/33 | EUR | 700 | &nbsp;&nbsp;736216 |
| Kuntarahoitus OYJ | Kuntarahoitus OYJ |  |  |  |
|  | 1.250%, 02/23/33 | EUR | 652 | &nbsp;&nbsp;692250 |
| Nokia OYJ | Nokia OYJ |  |  |  |
|  | 6.625%, 05/15/39 |  | 682 | &nbsp;&nbsp;732288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordea <br>Kiinnitysluottopankki <br>OYJ | &nbsp;&nbsp;&nbsp;&nbsp;Nordea <br>Kiinnitysluottopankki <br>OYJ |  |  |  |
|  | 1.375%, 02/28/33 | EUR | 600 | &nbsp;&nbsp;642218 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;2802972 |
| FRANCE — (8.2%) | FRANCE — (8.2%) | FRANCE — (8.2%) | FRANCE — (8.2%) | FRANCE — (8.2%) |
| Abertis France SAS | Abertis France SAS |  |  |  |
|  | 1.625%, 09/18/29 | EUR | 1100 | &nbsp;&nbsp;1245759 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 400 | &nbsp;&nbsp;476393 |
| Agence France Locale | Agence France Locale |  |  |  |
|  | 3.000%, 08/20/32 | EUR | 2500 | &nbsp;&nbsp;2935921 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA |  |  |
|  | 1.250%, 06/03/30 | EUR | 1300 | &nbsp;&nbsp;1426791 |
|  | 0.625%, 02/21/31 | EUR | 600 | &nbsp;&nbsp;626605 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |  |  |
|  | 1.375%, 05/28/29 | EUR | 500 | &nbsp;&nbsp;564700 |
|  | 1.250%, 07/13/31 | GBP | 400 | &nbsp;&nbsp;452726 |
| BPCE SA | BPCE SA |  |  |  |
| #Ω | 2.700%, 10/01/29 |  | 1500 | &nbsp;&nbsp;1419501 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Bpifrance SACA | Bpifrance SACA |  |  |  |
|  | 3.375%, 05/25/34 | EUR | 1200 | &nbsp;&nbsp;$1418244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale |  |  |  |
|  | 2.750%, 11/25/32 | EUR | 200 | &nbsp;&nbsp;232703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |
|  | 3.125%, 05/25/33 | EUR | 1500 | &nbsp;&nbsp;1772175 |
|  | 3.125%, 05/25/35 | EUR | 2700 | &nbsp;&nbsp;3123890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse Francaise de <br>Financement Local SA | &nbsp;&nbsp;&nbsp;&nbsp;Caisse Francaise de <br>Financement Local SA |  |  |  |
|  | 3.125%, 07/20/33 | EUR | 2700 | &nbsp;&nbsp;3196299 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 6.125%, 06/02/34 | GBP | 300 | &nbsp;&nbsp;427449 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT |  |  |  |
|  | 1.250%, 05/25/38 | EUR | 750 | &nbsp;&nbsp;675288 |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1200 | &nbsp;&nbsp;1349438 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |  |
|  | 3.000%, 03/07/32 | EUR | 200 | &nbsp;&nbsp;236853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regie Autonome des <br>Transports Parisiens <br>EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Regie Autonome des <br>Transports Parisiens <br>EPIC |  |  |  |
|  | 1.875%, 05/25/32 | EUR | 800 | &nbsp;&nbsp;879038 |
| Region of Ile de France | Region of Ile de France |  |  |  |
|  | 1.375%, 06/20/33 | EUR | 500 | &nbsp;&nbsp;522684 |
| SNCF Reseau | SNCF Reseau |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 800 | &nbsp;&nbsp;841822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Societe Des Grands <br>Projets EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Societe Des Grands <br>Projets EPIC |  |  |  |
|  | 1.125%, 05/25/34 | EUR | 1100 | &nbsp;&nbsp;1097247 |
| Societe Generale SA | Societe Generale SA |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1000 | &nbsp;&nbsp;1101172 |
| UNEDIC ASSEO | UNEDIC ASSEO |  |  |  |
|  | 0.500%, 05/25/36 | EUR | 100 | &nbsp;&nbsp;87759 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;26110457 |
| GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) | GERMANY — (3.0%) |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 5.500%, 07/30/35 |  | 450 | &nbsp;&nbsp;456714 |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV | &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV |  |  |  |
|  | 3.500%, 01/22/33 | EUR | 100 | &nbsp;&nbsp;120192 |
| Deutsche Bahn AG | Deutsche Bahn AG |  |  |  |
|  | 1.625%, 08/16/33 | EUR | 400 | &nbsp;&nbsp;427473 |
| Land Berlin | Land Berlin |  |  |  |
|  | 0.125%, 06/04/35 | EUR | 1900 | &nbsp;&nbsp;1722700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV |  |  |
|  | 3.125%, 05/27/33 | EUR | 900 | &nbsp;&nbsp;1070108 |
|  | 3.000%, 09/08/33 | EUR | 2500 | &nbsp;&nbsp;2938462 |
|  | 3.625%, 05/27/36 | EUR | 500 | &nbsp;&nbsp;600246 |
|  | 3.375%, 02/22/37 | EUR | 200 | &nbsp;&nbsp;233214 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG |  |  |  |
|  | 0.375%, 02/12/30 | EUR | 900 | &nbsp;&nbsp;$963093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wintershall Dea Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;Wintershall Dea Finance <br>BV |  |  |  |
|  | 1.823%, 09/25/31 | EUR | 1000 | &nbsp;&nbsp;1064515 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;9596717 |
| ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) |
| Telecom Italia Capital SA | Telecom Italia Capital SA |  |  |  |
| # | 7.200%, 07/18/36 |  | 800 | &nbsp;&nbsp;867295 |
| UniCredit SpA | UniCredit SpA |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 1000 | &nbsp;&nbsp;1087271 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp;1954566 |
| JAPAN — (4.6%) | JAPAN — (4.6%) | JAPAN — (4.6%) | JAPAN — (4.6%) | JAPAN — (4.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds |  |  |
|  | 1.500%, 03/20/34 | JPY | 161000 | &nbsp;&nbsp;999925 |
|  | 1.400%, 09/20/34 | JPY | 205000 | &nbsp;&nbsp;1253817 |
|  | 1.200%, 09/20/35 | JPY | 394000 | &nbsp;&nbsp;2326245 |
|  | 0.400%, 03/20/36 | JPY | 370000 | &nbsp;&nbsp;1990149 |
|  | 0.600%, 09/20/37 | JPY | 20000 | &nbsp;&nbsp;105169 |
|  | 0.600%, 12/20/37 | JPY | 349000 | &nbsp;&nbsp;1820997 |
|  | 0.500%, 12/20/41 | JPY | 207600 | &nbsp;&nbsp;931356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial <br>Group, Inc. |  |  |  |
|  | 3.556%, 06/15/32 | EUR | 1480 | &nbsp;&nbsp;1778684 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |  |  |
|  | 0.693%, 10/07/30 | EUR | 600 | &nbsp;&nbsp;640960 |
|  | 2.096%, 04/08/32 | EUR | 400 | &nbsp;&nbsp;442991 |
| Nissan Motor Co. Ltd. | Nissan Motor Co. Ltd. |  |  |  |
| Ω | 4.810%, 09/17/30 |  | 1250 | &nbsp;&nbsp;1180056 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 1000 | &nbsp;&nbsp;1199635 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;14669984 |
| LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) | LUXEMBOURG — (1.0%) |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.500%, 12/13/31 | EUR | 200 | &nbsp;&nbsp;240114 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility |  |  |
|  | 1.250%, 05/24/33 | EUR | 600 | &nbsp;&nbsp;636268 |
|  | 0.875%, 04/10/35 | EUR | 900 | &nbsp;&nbsp;881211 |
| JAB Holdings BV | JAB Holdings BV |  |  |  |
|  | 5.000%, 06/12/33 | EUR | 300 | &nbsp;&nbsp;384561 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 3.750%, 01/16/32 | EUR | 1000 | &nbsp;&nbsp;1197787 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;3339941 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) | NETHERLANDS — (1.4%) |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.910%, <br>FRN, 4.637%, <br>07/17/29<br>| AUD | 600 | &nbsp;&nbsp;$421370 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.890%, <br>FRN, 4.556%, <br>10/17/29<br>|  | 600 | &nbsp;&nbsp;607602 |
| Enexis Holding NV | Enexis Holding NV |  |  |  |
|  | 3.250%, 04/09/33 | EUR | 2076 | &nbsp;&nbsp;2459777 |
| Tennet Netherlands BV | Tennet Netherlands BV |  |  |  |
|  | 2.375%, 05/17/33 | EUR | 1000 | &nbsp;&nbsp;1145758 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;4634507 |
| NEW ZEALAND — (0.8%) | NEW ZEALAND — (0.8%) | NEW ZEALAND — (0.8%) | NEW ZEALAND — (0.8%) | NEW ZEALAND — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |
|  | 4.250%, 05/15/34 | NZD | 750 | &nbsp;&nbsp;445601 |
|  | 2.750%, 04/15/37 | NZD | 2750 | &nbsp;&nbsp;1374310 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 5.000%, 03/08/34 | AUD | 900 | &nbsp;&nbsp;615202 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;2435113 |
| NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) | NORWAY — (0.9%) |
| Aker BP ASA | Aker BP ASA |  |  |  |
|  | 4.000%, 05/29/32 | EUR | 900 | &nbsp;&nbsp;1087385 |
| Equinor ASA | Equinor ASA | Equinor ASA |  |  |
|  | 1.375%, 05/22/32 | EUR | 800 | &nbsp;&nbsp;851616 |
|  | 1.625%, 11/09/36 | EUR | 500 | &nbsp;&nbsp;481126 |
| Kommunalbanken AS | Kommunalbanken AS |  |  |  |
|  | 5.250%, 04/18/34 | AUD | 700 | &nbsp;&nbsp;483351 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;2903478 |
| SPAIN — (0.1%) | SPAIN — (0.1%) | SPAIN — (0.1%) | SPAIN — (0.1%) | SPAIN — (0.1%) |
| Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |
|  | 3.724%, 01/23/34 | EUR | 400 | &nbsp;&nbsp;471989 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.4%) |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
|  | 1.500%, 04/15/35 | AUD | 2500 | &nbsp;&nbsp;1259384 |
| SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) | SWEDEN — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 200 | &nbsp;&nbsp;218330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, SOFR + <br>1.030%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Swedbank AB, SOFR + <br>1.030%, FRN |  |  |  |
| (r)Ω | 4.797%, 11/20/29 |  | 860 | &nbsp;&nbsp;872153 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;1090483 |
| SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) | SWITZERLAND — (0.8%) |
| Tyco Electronics Group SA | Tyco Electronics Group SA |  |  |  |
|  | 3.250%, 01/31/33 | EUR | 300 | &nbsp;&nbsp;354553 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| UBS Group AG | UBS Group AG | UBS Group AG |  |  |
|  | 0.875%, 11/03/31 | EUR | 1870 | &nbsp;&nbsp;$1948699 |
|  | 0.625%, 02/24/33 | EUR | 200 | &nbsp;&nbsp;195731 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp;2498983 |
| UNITED KINGDOM — (3.5%) | UNITED KINGDOM — (3.5%) | UNITED KINGDOM — (3.5%) | UNITED KINGDOM — (3.5%) | UNITED KINGDOM — (3.5%) |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |
| Ω | 2.450%, 08/12/31 |  | 200 | &nbsp;&nbsp;178702 |
| Ω | 5.500%, 08/11/32 |  | 1000 | &nbsp;&nbsp;1036694 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 600 | &nbsp;&nbsp;726137 |
| BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC |  |  |
|  | 2.250%, 01/16/30 | EUR | 500 | &nbsp;&nbsp;574246 |
|  | 4.125%, 04/12/32 | EUR | 200 | &nbsp;&nbsp;245011 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 2300 | &nbsp;&nbsp;2481053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 1200 | &nbsp;&nbsp;1410792 |
| LCR Finance PLC | LCR Finance PLC |  |  |  |
|  | 4.500%, 12/07/38 | GBP | 65 | &nbsp;&nbsp;84433 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC |  |  |  |
|  | 1.125%, 01/14/33 | GBP | 656 | &nbsp;&nbsp;693970 |
| Segro PLC | Segro PLC |  |  |  |
|  | 3.500%, 09/24/32 | EUR | 200 | &nbsp;&nbsp;237111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southern Gas Networks <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Southern Gas Networks <br>PLC |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 1250 | &nbsp;&nbsp;1404261 |
| U.K. Gilts | U.K. Gilts |  |  |  |
|  | 0.625%, 07/31/35 | GBP | 2000 | &nbsp;&nbsp;1922162 |
| Vodafone Group PLC | Vodafone Group PLC |  |  |  |
|  | 6.150%, 02/27/37 |  | 71 | &nbsp;&nbsp;77362 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;11071934 |
| UNITED STATES — (37.1%) | UNITED STATES — (37.1%) | UNITED STATES — (37.1%) | UNITED STATES — (37.1%) | UNITED STATES — (37.1%) |
| Accenture Capital, Inc. | Accenture Capital, Inc. |  |  |  |
|  | 4.500%, 10/04/34 |  | 1300 | &nbsp;&nbsp;1278543 |
| Advance Auto Parts, Inc. | Advance Auto Parts, Inc. | Advance Auto Parts, Inc. |  |  |
|  | 3.900%, 04/15/30 |  | 150 | &nbsp;&nbsp;138616 |
| # | 3.500%, 03/15/32 |  | 270 | &nbsp;&nbsp;233313 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 4.125%, 11/15/42 |  | 400 | &nbsp;&nbsp;316405 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.950%, 04/01/36 |  | 1400 | &nbsp;&nbsp;1495965 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 300 | &nbsp;&nbsp;340169 |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.324%, <br>11/15/28<br>|  | 458 | &nbsp;&nbsp;461617 |
|  | 3.000%, 05/06/33 | EUR | 1371 | &nbsp;&nbsp;1605658 |
|  | 3.125%, 11/06/34 | EUR | 1000 | &nbsp;&nbsp;1163302 |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |  |  |
|  | 3.400%, 05/06/30 |  | 200 | &nbsp;&nbsp;192880 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.400%, 02/04/41 |  | 1000 | &nbsp;&nbsp;$770393 |
| American Assets Trust LP | American Assets Trust LP |  |  |  |
|  | 3.375%, 02/01/31 |  | 1000 | &nbsp;&nbsp;912128 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. |  |  |  |
|  | 3.950%, 03/19/32 | EUR | 300 | &nbsp;&nbsp;365958 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 500 | &nbsp;&nbsp;519296 |
| APA Corp. | APA Corp. |  |  |  |
|  | 4.750%, 04/15/43 |  | 895 | &nbsp;&nbsp;708277 |
| Apache Corp. | Apache Corp. |  |  |  |
|  | 6.000%, 01/15/37 |  | 500 | &nbsp;&nbsp;500883 |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 3.200%, 11/15/31 |  | 800 | &nbsp;&nbsp;709533 |
| Ashland, Inc. | Ashland, Inc. |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 400 | &nbsp;&nbsp;366861 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 1000 | &nbsp;&nbsp;888233 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 3.500%, 06/01/41 |  | 1400 | &nbsp;&nbsp;1100294 |
| AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. |  |  |
|  | 2.400%, 08/01/31 |  | 1500 | &nbsp;&nbsp;1327007 |
|  | 3.850%, 03/01/32 |  | 500 | &nbsp;&nbsp;471629 |
| Bath & Body Works, Inc. | Bath & Body Works, Inc. |  |  |  |
| # | 5.250%, 02/01/28 |  | 600 | &nbsp;&nbsp;604964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Finance Corp. |  |  |  |
|  | 2.375%, 06/19/39 | GBP | 600 | &nbsp;&nbsp;580356 |
| Berkshire Hathaway, Inc. | Berkshire Hathaway, Inc. | Berkshire Hathaway, Inc. |  |  |
|  | 0.437%, 04/15/31 | JPY | 410000 | &nbsp;&nbsp;2411524 |
|  | 0.472%, 01/23/32 | JPY | 200000 | &nbsp;&nbsp;1151586 |
|  | 1.585%, 04/16/40 | JPY | 100000 | &nbsp;&nbsp;520260 |
| BlackRock Funding, Inc. | BlackRock Funding, Inc. |  |  |  |
|  | 5.000%, 03/14/34 |  | 2972 | &nbsp;&nbsp;3054116 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.750%, 07/18/35 | EUR | 1000 | &nbsp;&nbsp;1212824 |
| Block, Inc. | Block, Inc. |  |  |  |
| # | 3.500%, 06/01/31 |  | 1500 | &nbsp;&nbsp;1402756 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
| # | 6.250%, 04/18/34 |  | 500 | &nbsp;&nbsp;515265 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 100 | &nbsp;&nbsp;93423 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 5.750%, 01/15/35 |  | 1000 | &nbsp;&nbsp;1023383 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 300 | &nbsp;&nbsp;347472 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |  |  |
|  | 2.600%, 02/15/33 |  | 1000 | &nbsp;&nbsp;878710 |
| Ω | 3.187%, 11/15/36 |  | 150 | &nbsp;&nbsp;127121 |
| Broadstone Net Lease LLC | Broadstone Net Lease LLC |  |  |  |
|  | 2.600%, 09/15/31 |  | 1504 | &nbsp;&nbsp;1334431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 373 | &nbsp;&nbsp;421245 |
| Capital One NA | Capital One NA |  |  |  |
|  | 4.650%, 09/13/28 |  | 200 | &nbsp;&nbsp;202949 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Celanese U.S. Holdings <br>LLC | &nbsp;&nbsp;&nbsp;&nbsp;Celanese U.S. Holdings <br>LLC |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 1000 | &nbsp;&nbsp;$1098750 |
| CF Industries, Inc. | CF Industries, Inc. |  |  |  |
|  | 4.950%, 06/01/43 |  | 500 | &nbsp;&nbsp;451254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.820%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.820%, FRN |  |  |  |
| (r) | 4.486%, 10/15/30 |  | 800 | &nbsp;&nbsp;806970 |
| Cincinnati Financial Corp. | Cincinnati Financial Corp. |  |  |  |
|  | 6.125%, 11/01/34 |  | 721 | &nbsp;&nbsp;771738 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |  |
|  | 1.375%, 03/06/34 | EUR | 300 | &nbsp;&nbsp;308858 |
| Conagra Brands, Inc. | Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |
| # | 5.750%, 08/01/35 |  | 600 | &nbsp;&nbsp;610832 |
|  | 5.300%, 11/01/38 |  | 200 | &nbsp;&nbsp;188887 |
| ConocoPhillips | ConocoPhillips |  |  |  |
|  | 6.500%, 02/01/39 |  | 300 | &nbsp;&nbsp;336908 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |  |  |
|  | 6.125%, 09/15/39 |  | 1000 | &nbsp;&nbsp;1038411 |
|  | 4.125%, 04/01/40 |  | 500 | &nbsp;&nbsp;425560 |
| Dentsply Sirona, Inc. | Dentsply Sirona, Inc. |  |  |  |
| # | 3.250%, 06/01/30 |  | 650 | &nbsp;&nbsp;605007 |
| Devon Energy Corp. | Devon Energy Corp. |  |  |  |
|  | 5.600%, 07/15/41 |  | 1000 | &nbsp;&nbsp;985612 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |  |
|  | 3.150%, 01/15/32 |  | 500 | &nbsp;&nbsp;460792 |
| Digital Dutch Finco BV | Digital Dutch Finco BV |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 1000 | &nbsp;&nbsp;1023991 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
| # | 5.650%, 03/15/36 |  | 800 | &nbsp;&nbsp;799351 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 1.125%, 03/15/32 | EUR | 267 | &nbsp;&nbsp;273554 |
| DPL LLC | DPL LLC |  |  |  |
|  | 4.350%, 04/15/29 |  | 1500 | &nbsp;&nbsp;1482537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duquesne Light Holdings, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Duquesne Light Holdings, <br>Inc. |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 1000 | &nbsp;&nbsp;894121 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 6.500%, 02/01/42 |  | 1000 | &nbsp;&nbsp;1057885 |
| EnerSys | EnerSys |  |  |  |
| Ω | 4.375%, 12/15/27 |  | 1000 | &nbsp;&nbsp;992663 |
| Experian Finance PLC | Experian Finance PLC |  |  |  |
| Ω | 2.750%, 03/08/30 |  | 602 | &nbsp;&nbsp;566956 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |
|  | 0.835%, 06/26/32 | EUR | 5290 | &nbsp;&nbsp;5443184 |
|  | 1.408%, 06/26/39 | EUR | 2700 | &nbsp;&nbsp;2354140 |
| F&G Annuities & Life, Inc. | F&G Annuities & Life, Inc. |  |  |  |
| # | 6.250%, 10/04/34 |  | 900 | &nbsp;&nbsp;907405 |
| FedEx Corp. | FedEx Corp. |  |  |  |
|  | 3.250%, 05/15/41 |  | 1200 | &nbsp;&nbsp;924123 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 2000 | &nbsp;&nbsp;1796171 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |  |  |
|  | 7.122%, 11/07/33 |  | 600 | &nbsp;&nbsp;648304 |
|  | 6.500%, 02/07/35 |  | 400 | &nbsp;&nbsp;417249 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 500 | &nbsp;&nbsp;498527 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 500 | &nbsp;&nbsp;$467136 |
| General Mills, Inc. | General Mills, Inc. |  |  |  |
|  | 3.850%, 04/23/34 | EUR | 1200 | &nbsp;&nbsp;1443467 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 6.250%, 10/02/43 |  | 1000 | &nbsp;&nbsp;1020143 |
| &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. |  |  |  |
|  | 4.000%, 01/15/30 |  | 200 | &nbsp;&nbsp;194603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 6.250%, 02/01/41 |  | 200 | &nbsp;&nbsp;217389 |
| &nbsp;&nbsp;&nbsp;&nbsp;HA Sustainable <br>Infrastructure Capital, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;HA Sustainable <br>Infrastructure Capital, <br>Inc. |  |  |  |
|  | 6.750%, 07/15/35 |  | 600 | &nbsp;&nbsp;628926 |
| &nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT <br>Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT <br>Holdings II LLC |  |  |  |
| Ω | 3.750%, 09/15/30 |  | 600 | &nbsp;&nbsp;559712 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |  |  |
|  | 7.500%, 11/06/33 |  | 117 | &nbsp;&nbsp;133966 |
|  | 4.375%, 03/15/42 |  | 1000 | &nbsp;&nbsp;853651 |
| HNI Corp. | HNI Corp. |  |  |  |
| Ω | 5.125%, 01/18/29 |  | 700 | &nbsp;&nbsp;691320 |
| Huntsman International LLC | Huntsman International LLC | Huntsman International LLC |  |  |
|  | 2.950%, 06/15/31 |  | 1000 | &nbsp;&nbsp;853743 |
| # | 5.700%, 10/15/34 |  | 300 | &nbsp;&nbsp;280389 |
| Intel Corp. | Intel Corp. | Intel Corp. |  |  |
|  | 4.600%, 03/25/40 |  | 800 | &nbsp;&nbsp;718023 |
|  | 5.625%, 02/10/43 |  | 700 | &nbsp;&nbsp;682970 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 1.250%, 02/09/34 | EUR | 1000 | &nbsp;&nbsp;1005019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light <br>Co. |  |  |  |
|  | 5.700%, 10/15/33 |  | 1595 | &nbsp;&nbsp;1676926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP |  |  |  |
|  | 2.700%, 01/15/34 |  | 900 | &nbsp;&nbsp;760836 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 3.125%, 11/23/31 |  | 1000 | &nbsp;&nbsp;910056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jacobs Engineering Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jacobs Engineering Group, <br>Inc. |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | &nbsp;&nbsp;787883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. |  |  |  |
|  | 2.625%, 10/15/31 |  | 300 | &nbsp;&nbsp;267068 |
| Johnson & Johnson | Johnson & Johnson | Johnson & Johnson |  |  |
|  | 4.900%, 06/01/31 |  | 1000 | &nbsp;&nbsp;1040756 |
|  | 3.050%, 02/26/33 | EUR | 200 | &nbsp;&nbsp;236943 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 6.400%, 05/15/38 |  | 500 | &nbsp;&nbsp;560458 |
| KB Home | KB Home |  |  |  |
|  | 4.000%, 06/15/31 |  | 1500 | &nbsp;&nbsp;1416051 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 1000 | &nbsp;&nbsp;924805 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Kilroy Realty LP | Kilroy Realty LP |  |  |  |
|  | 2.500%, 11/15/32 |  | 1600 | &nbsp;&nbsp;$1337061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP |  |  |  |
|  | 6.950%, 01/15/38 |  | 100 | &nbsp;&nbsp;113443 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 6.875%, 01/26/39 |  | 400 | &nbsp;&nbsp;446438 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 4.100%, 10/15/41 |  | 1775 | &nbsp;&nbsp;1400112 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. |  |  |  |
|  | 6.200%, 08/15/34 |  | 500 | &nbsp;&nbsp;520099 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 500 | &nbsp;&nbsp;360437 |
| MGM Resorts International | MGM Resorts International |  |  |  |
|  | 4.625%, 09/01/26 |  | 350 | &nbsp;&nbsp;350198 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 3.366%, 11/01/41 |  | 500 | &nbsp;&nbsp;386945 |
| Molina Healthcare, Inc. | Molina Healthcare, Inc. | Molina Healthcare, Inc. |  |  |
| Ω | 3.875%, 11/15/30 |  | 1000 | &nbsp;&nbsp;922373 |
| Ω | 3.875%, 05/15/32 |  | 250 | &nbsp;&nbsp;224963 |
| Morgan Stanley | Morgan Stanley |  |  |  |
|  | 6.375%, 07/24/42 |  | 150 | &nbsp;&nbsp;166180 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | &nbsp;&nbsp;911023 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 2.950%, 03/01/31 |  | 1000 | &nbsp;&nbsp;915078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. |  |  |  |
|  | 3.750%, 11/14/35 | EUR | 1546 | &nbsp;&nbsp;1876001 |
| Nordstrom, Inc. | Nordstrom, Inc. |  |  |  |
|  | 5.000%, 01/15/44 |  | 800 | &nbsp;&nbsp;594139 |
| NOV, Inc. | NOV, Inc. |  |  |  |
|  | 3.950%, 12/01/42 |  | 1000 | &nbsp;&nbsp;788304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp., <br>SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp., <br>SOFR + 0.520%, FRN |  |  |  |
| (r) | 4.339%, 11/05/28 |  | 300 | &nbsp;&nbsp;301603 |
| ONEOK Partners LP | ONEOK Partners LP |  |  |  |
|  | 6.200%, 09/15/43 |  | 1100 | &nbsp;&nbsp;1123515 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |  |  |
|  | 6.125%, 07/08/39 |  | 600 | &nbsp;&nbsp;592948 |
|  | 3.600%, 04/01/40 |  | 875 | &nbsp;&nbsp;646270 |
| Paramount Global | Paramount Global | Paramount Global |  |  |
|  | 4.950%, 01/15/31 |  | 200 | &nbsp;&nbsp;191336 |
|  | 6.875%, 04/30/36 |  | 700 | &nbsp;&nbsp;683017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. |  |  |  |
|  | 0.800%, 08/01/31 | EUR | 800 | &nbsp;&nbsp;835473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Operating <br>Partnership LP |  |  |  |
|  | 3.150%, 08/15/30 |  | 1000 | &nbsp;&nbsp;921497 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |
|  | 3.550%, 12/15/29 |  | 200 | &nbsp;&nbsp;194812 |
|  | 6.700%, 05/15/36 |  | 200 | &nbsp;&nbsp;216931 |
|  | 6.650%, 01/15/37 |  | 500 | &nbsp;&nbsp;543448 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |  |
|  | 3.250%, 03/04/32 | EUR | 100 | &nbsp;&nbsp;$117475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. |  |  |  |
|  | 6.050%, 10/15/36 |  | 147 | &nbsp;&nbsp;159463 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 0.500%, 02/16/32 | EUR | 500 | &nbsp;&nbsp;503924 |
| Public Storage Operating Co. | Public Storage Operating Co. | Public Storage Operating Co. |  |  |
|  | 0.500%, 09/09/30 | EUR | 1000 | &nbsp;&nbsp;1056610 |
|  | 0.875%, 01/24/32 | EUR | 200 | &nbsp;&nbsp;206928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. |  |  |  |
|  | 3.150%, 06/15/30 |  | 258 | &nbsp;&nbsp;244802 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rockies Express <br>Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;Rockies Express <br>Pipeline LLC |  |  |  |
| Ω | 6.875%, 04/15/40 |  | 1150 | &nbsp;&nbsp;1177285 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 4.500%, 06/01/42 |  | 500 | &nbsp;&nbsp;452770 |
| Sabra Health Care LP | Sabra Health Care LP |  |  |  |
|  | 3.200%, 12/01/31 |  | 900 | &nbsp;&nbsp;823955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seagate Data Storage <br>Technology Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Data Storage <br>Technology Pte. Ltd. |  |  |  |
| Ω | 4.125%, 01/15/31 |  | 500 | &nbsp;&nbsp;476355 |
| Sensata Technologies, Inc. | Sensata Technologies, Inc. |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 850 | &nbsp;&nbsp;831159 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |  |
|  | 4.550%, 08/12/43 |  | 2500 | &nbsp;&nbsp;2239229 |
| Shell International Finance BV | Shell International Finance BV | Shell International Finance BV |  |  |
|  | 1.875%, 04/07/32 | EUR | 390 | &nbsp;&nbsp;430632 |
|  | 1.250%, 11/11/32 | EUR | 190 | &nbsp;&nbsp;199316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spectra Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Spectra Energy <br>Partners LP |  |  |  |
|  | 4.500%, 03/15/45 |  | 1000 | &nbsp;&nbsp;846393 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stellantis Finance U.S., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis Finance U.S., <br>Inc. |  |  |  |
| #Ω | 6.450%, 03/18/35 |  | 1000 | &nbsp;&nbsp;1042123 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 3.050%, 03/15/32 |  | 300 | &nbsp;&nbsp;273379 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 6.700%, 12/15/33 |  | 200 | &nbsp;&nbsp;223137 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 3.500%, 08/15/39 |  | 600 | &nbsp;&nbsp;495457 |
| VF Corp. | VF Corp. |  |  |  |
|  | 6.000%, 10/15/33 |  | 600 | &nbsp;&nbsp;603836 |
| Viatris, Inc. | Viatris, Inc. |  |  |  |
|  | 3.850%, 06/22/40 |  | 1500 | &nbsp;&nbsp;1154836 |
| Visa, Inc. | Visa, Inc. | Visa, Inc. |  |  |
|  | 3.125%, 05/15/33 | EUR | 3100 | &nbsp;&nbsp;3662880 |
|  | 2.375%, 06/15/34 | EUR | 300 | &nbsp;&nbsp;334567 |
| Vontier Corp. | Vontier Corp. |  |  |  |
|  | 2.950%, 04/01/31 |  | 665 | &nbsp;&nbsp;609918 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |  |  |
|  | 5.250%, 09/28/35 | GBP | 26 | &nbsp;&nbsp;36866 |
|  | 4.875%, 07/08/40 |  | 284 | &nbsp;&nbsp;282481 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 08/14/30 | EUR | 278 | &nbsp;&nbsp;297374 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Western Digital Corp. | Western Digital Corp. |  |  |  |
|  | 2.850%, 02/01/29 |  | 1200 | &nbsp;&nbsp;$1144657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream <br>Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream <br>Operating LP |  |  |  |
|  | 5.450%, 04/01/44 |  | 1000 | &nbsp;&nbsp;915077 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 500 | &nbsp;&nbsp;566125 |
| Whirlpool Corp. | Whirlpool Corp. |  |  |  |
|  | 5.750%, 03/01/34 |  | 700 | &nbsp;&nbsp;659000 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 4.250%, 07/23/32 | EUR | 300 | &nbsp;&nbsp;367747 |
| &nbsp;&nbsp;&nbsp;&nbsp;XPLR Infrastructure <br>Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;XPLR Infrastructure <br>Operating Partners LP |  |  |  |
| #Ω | 4.500%, 09/15/27 |  | 300 | &nbsp;&nbsp;297272 |
| Yum! Brands, Inc. | Yum! Brands, Inc. |  |  |  |
| Ω | 4.750%, 01/15/30 |  | 200 | &nbsp;&nbsp;199509 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;118747505 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;270079677 |
| U.S. TREASURY OBLIGATIONS — (4.7%) | U.S. TREASURY OBLIGATIONS — (4.7%) | U.S. TREASURY OBLIGATIONS — (4.7%) | U.S. TREASURY OBLIGATIONS — (4.7%) | U.S. TREASURY OBLIGATIONS — (4.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Indexed <br>Notes | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Indexed <br>Notes | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Indexed <br>Notes |  |  |
|  | 0.125%, 04/15/27  |  | 4363 | &nbsp;&nbsp;4318254 |
|  | 1.625%, 10/15/27  |  | 656 | &nbsp;&nbsp;666860 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.150%, FRN, <br>3.763%, 04/30/26 <br>|  | 1300 | &nbsp;&nbsp;1300301 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.182%, FRN, <br>3.795%, 07/31/26 <br>| 2450 | &nbsp;&nbsp;$2451376 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.098%, FRN, <br>3.711%, 01/31/27 <br>| 1300 | &nbsp;&nbsp;1300482 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.160%, FRN, <br>3.773%, 04/30/27 <br>| 1850 | &nbsp;&nbsp;1852319 |
|  | 3.625%, 12/31/30  | 3100 | &nbsp;&nbsp;3075539 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;14965131 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $312,941,556) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $312,941,556) |  | &nbsp;&nbsp;312807702 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) | SECURITIES LENDING COLLATERAL — (2.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 622378 | &nbsp;&nbsp;7199046 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $320,140,475)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $320,140,475)^^ |  | &nbsp;&nbsp;$320006748 |

---

As of January 31, 2026, DFA Global Core Plus Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| GBP | 601009 | USD | 808899 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13488 |
| JPY | 182641589 | USD | 1156985 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775 |
| EUR | 930320 | USD | 1093113 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9951 |
| NZD | 40304 | USD | 23773 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513 |
| USD | 4896556 | AUD | 6947307 | Societe Generale | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59039 |
| USD | 235989 | CAD | 318934 | Citibank, N.A. | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
| USD | 9928904 | CAD | 13409443 | State Street Bank and Trust | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54272 |
| USD | 12174781 | EUR | 10156120 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100479 |
| USD | 12881837 | EUR | 10708512 | UBS AG | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137205 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$399929** |
| USD | 11963270 | EUR | 10156120 | Bank of New York Mellon | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(75283)<br>|
| USD | 591211 | CAD | 822254 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12655)<br>|
| USD | 4657446 | AUD | 6947307 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180313)<br>|
| USD | 9197675 | CAD | 12587189 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46395)<br>|
| AUD | 6947307 | USD | 4896809 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59051)<br>|
| CAD | 13409443 | USD | 9901950 | State Street Bank and Trust | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54013)<br>|
| EUR | 10156120 | USD | 12138188 | UBS AG | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99636)<br>|

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 5130437 | EUR | 4358513 | Australia and New Zealand Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(36166)<br>|
| USD | 711975 | EUR | 607039 | Citibank, N.A. | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7612)<br>|
| USD | 4067592 | GBP | 3020274 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65180)<br>|
| USD | 11429237 | EUR | 9765087 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149052)<br>|
| USD | 874320 | DKK | 5598971 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14670)<br>|
| USD | 4869021 | AUD | 7229749 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(165367)<br>|
| USD | 4783007 | JPY | 746162285 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40858)<br>|
| USD | 4800558 | AUD | 7164588 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188438)<br>|
| USD | 11024103 | EUR | 9430614 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(158659)<br>|
| EUR | 1205392 | USD | 1445134 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15788)<br>|
| USD | 9444044 | EUR | 8099040 | Australia and New Zealand Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160201)<br>|
| USD | 3022690 | GBP | 2247467 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52578)<br>|
| USD | 1930045 | AUD | 2854398 | Australia and New Zealand Bank | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57550)<br>|
| USD | 1446821 | NZD | 2512573 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67125)<br>|
| USD | 52269 | NZD | 89115 | Citibank, N.A. | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1430)<br>|
| USD | 54321 | NZD | 92808 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1608)<br>|
| USD | 1293965 | CAD | 1787064 | Citibank, N.A. | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20409)<br>|
| USD | 897158 | EUR | 765504 | HSBC Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11687)<br>|
| CAD | 828743 | USD | 611889 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2328)<br>|
| USD | 9016019 | CAD | 12418644 | Societe Generale | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118204)<br>|
| USD | 234684 | NZD | 406736 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10593)<br>|
| USD | 5072103 | JPY | 800476180 | UBS AG | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118910)<br>|
| USD | 8953148 | EUR | 7672636 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162188)<br>|
| USD | 12648942 | EUR | 10776153 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(155877)<br>|
| USD | 4511456 | JPY | 711828836 | UBS AG | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108656)<br>|
| USD | 3901721 | CAD | 5358017 | Societe Generale | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42570)<br>|
| USD | 603586 | EUR | 518656 | Bank of New York Mellon | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12884)<br>|
| USD | 1573951 | EUR | 1352543 | HSBC Bank | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33668)<br>|
| USD | 12179754 | EUR | 10346380 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117851)<br>|
| USD | 8962370 | CAD | 12252582 | Royal Bank of Canada | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59981)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(2685434)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(2285505)**<br>|

---

As of January 31, 2026, DFA Global Core Plus Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Bank of America <br>Corp.<br>| 2.657% | Fixed | CPI | Maturity | USD | 11000000 | 01/20/32 |  |  | $501923 | $501923 |
| Bank of America <br>Corp.<br>| 2.643% | Fixed | CPI | Maturity | USD | 13000000 | 12/02/32 |  |  | 4752 | 4752 |
| Bank of America <br>Corp.<br>| 2.546% | Fixed | CPI | Maturity | USD | 40000000 | 04/29/31 |  |  | 4006527 | 4006527 |
| Bank of America <br>Corp.<br>| 2.533% | Fixed | CPI | Maturity | USD | 3000000 | 05/03/36 |  |  | 271709 | 271709 |
| Bank of America <br>Corp.<br>| 2.445% | Fixed | CPI | Maturity | USD | 6000000 | 02/06/36 |  |  | 60825 | 60825 |
| Bank of America <br>Corp.<br>| 2.388% | Fixed | CPI | Maturity | USD | 8000000 | 01/02/31 |  |  | 96182 | 96182 |
| Citibank, N.A. | 2.455% | Fixed | CPI | Maturity | USD | 12000000 | 07/12/27 |  |  | 34033 | 34033 |
| Citibank, N.A. | 2.447% | Fixed | CPI | Maturity | USD | 7000000 | 01/21/36 |  |  | 21645 | 21645 |
| Deutsche Bank <br>AG<br>| 2.816% | Fixed | CPI | Maturity | USD | 6000000 | 12/30/28 |  |  | 278268 | 278268 |
| Deutsche Bank <br>AG<br>| 2.596% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/28 |  |  | 389635 | 389635 |
| Deutsche Bank <br>AG<br>| 2.550% | Fixed | CPI | Maturity | USD | 7000000 | 08/23/28 |  |  | 586280 | 586280 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**made**<br>**by Fund** | **Payments**<br>**received**<br>**by Fund**<br>| **Payment**<br>**Frequency**<br>| **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Expiration**<br>**Date**<br>| **Upfront**<br>**Premiums**<br>**Paid**<br>| **Upfront**<br>**Premiums**<br>**Received**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| Deutsche Bank <br>AG<br>| 2.529% | Fixed | CPI | Maturity | USD | 4000000 | 07/02/29 |  |  | $386011 | $386011 |
| Deutsche Bank <br>AG<br>| 2.515% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/36 |  |  | 353648 | 353648 |
| Deutsche Bank <br>AG<br>| 2.468% | Fixed | CPI | Maturity | USD | 5000000 | 06/21/29 |  |  | 518551 | 518551 |
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.477% | Fixed | CPI | Maturity | USD | 6000000 | 06/27/34 |  |  | 15670 | 15670 |
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.430% | Fixed | CPI | Maturity | USD | 15000000 | 11/21/32 |  |  | 48611 | 48611 |
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.344% | Fixed | CPI | Maturity | USD | 9000000 | 08/27/36 |  |  | 158750 | 158750 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.504% | Fixed | CPI | Maturity | USD | 7000000 | 07/18/30 |  |  | 61333 | 61333 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.474% | Fixed | CPI | Maturity | USD | 8000000 | 12/18/33 |  |  | 41410 | 41410 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.415% | Fixed | CPI | Maturity | USD | 9000000 | 05/06/35 |  |  | 56468 | 56468 |
| Morgan Stanley <br>and Co. <br>International<br>| 2.385% | Fixed | CPI | Maturity | USD | 10000000 | 03/21/30 |  |  | 203790 | 203790 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$8096021** | **$8096021** |
| Bank of America <br>Corp.<br>| 3.090% | Fixed | CPI | Maturity | USD | 10000000 | 03/22/32 |  |  | (92279)<br>| (92279)<br>|
| Bank of America <br>Corp.<br>| 2.604% | Fixed | CPI | Maturity | USD | 8000000 | 05/07/34 |  |  | (67343)<br>| (67343)<br>|
| Bank of America <br>Corp.<br>| 2.536% | Fixed | CPI | Maturity | USD | 8000000 | 11/20/33 |  |  | (5572)<br>| (5572)<br>|
| Citibank, N.A. | 2.645% | Fixed | CPI | Maturity | USD | 9000000 | 02/14/35 |  |  | (102973)<br>| (102973)<br>|
| Citibank, N.A. | 2.455% | Fixed | CPI | Maturity | USD | 2000000 | 07/12/27 |  |  | (42719)<br>| (42719)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.588% | Fixed | CPI | Maturity | USD | 5000000 | 04/19/31 |  |  | (12159)<br>| (12159)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.557% | Fixed | CPI | Maturity | USD | 11000000 | 09/17/33 |  |  | (40656)<br>| (40656)<br>|
| Deutsche Bank <br>AG, London <br>Branch<br>| 2.551% | Fixed | CPI | Maturity | USD | 4000000 | 07/12/36 |  |  | (22210)<br>| (22210)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.672% | Fixed | CPI | Maturity | USD | 11000000 | 10/26/35 |  |  | (169820)<br>| (169820)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.665% | Fixed | CPI | Maturity | USD | 8000000 | 11/08/35 |  |  | (122586)<br>| (122586)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.605% | Fixed | CPI | Maturity | USD | 9000000 | 10/17/30 |  |  | (14118)<br>| (14118)<br>|
| Morgan Stanley <br>and Co. <br>International<br>| 2.502% | Fixed | CPI | Maturity | USD | 9000000 | 05/19/33 |  |  | (2763)<br>| (2763)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(695198)**<br>| **$(695198)**<br>|
| **Total Appreciation** <br>**(Depreciation)** | **Total Appreciation** <br>**(Depreciation)** |  |  |  |  |  |  |  |  | **$7400823** | **$7400823** |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $19,101,220 or 6.3% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$27762894 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$27762894 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18153940 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18153940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;44023378 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;44023378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4314346 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4314346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2802972 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2802972 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;26110457 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;26110457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9596717 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9596717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1954566 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1954566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14669984 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14669984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3339941 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3339941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4634507 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4634507 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2435113 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2435113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2903478 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2903478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;471989 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;471989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1259384 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1259384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1090483 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1090483 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2498983 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2498983 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11071934 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11071934 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;118747505 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;118747505 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14965131 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14965131 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7199046 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7199046 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$320006748 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$320006748 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;399929 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;399929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8096021 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8096021 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2685434) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2685434) |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(695198) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(695198) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5115318 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5115318 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.0%) | COMMON STOCKS — (98.0%) | COMMON STOCKS — (98.0%) |  |
| BRAZIL — (4.2%) | BRAZIL — (4.2%) | BRAZIL — (4.2%) |  |
|  | Allied Tecnologia SA | 30010 | &nbsp;&nbsp;$47729 |
|  | Allos SA | 78384 | &nbsp;&nbsp;460229 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allpark <br>Empreendimentos <br>Participacoes e <br>Servicos SA<br>| 12900 | &nbsp;&nbsp;11325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alupar Investimento <br>SA<br>| 36439 | &nbsp;&nbsp;235068 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ambev SA (ABEV US), <br>ADR<br>| 209701 | &nbsp;&nbsp;582969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ambev SA (ABEV3 <br>BZ)<br>| 148600 | &nbsp;&nbsp;419307 |
|  | Anima Holding SA | 70300 | &nbsp;&nbsp;69863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armac Locacao <br>Logistica E Servicos <br>SA<br>| 30400 | &nbsp;&nbsp;27669 |
|  | Auren Energia SA | 78407 | &nbsp;&nbsp;167756 |
|  | Axia Energia | 110789 | &nbsp;&nbsp;1144572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa <br>Balcao<br>| 438191 | &nbsp;&nbsp;1344693 |
|  | Banco ABC Brasil SA | 2010 | &nbsp;&nbsp;10243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA <br>(BBDC3 BZ)<br>| 29730 | &nbsp;&nbsp;103492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 91151 | &nbsp;&nbsp;1038336 |
|  | Banco do Brasil SA | 117924 | &nbsp;&nbsp;565112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Brasil SA<br>| 296036 | &nbsp;&nbsp;2043044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BB Seguridade <br>Participacoes SA<br>| 82073 | &nbsp;&nbsp;581852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 18869 | &nbsp;&nbsp;88882 |
| \* | Blau Farmaceutica SA | 17550 | &nbsp;&nbsp;33914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boa Safra Sementes <br>SA<br>| 19466 | &nbsp;&nbsp;32254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BR Advisory Partners <br>Participacoes SA<br>| 24700 | &nbsp;&nbsp;93069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BrasilAgro - Co. <br>Brasileira de <br>Propriedades <br>Agricolas<br>| 17200 | &nbsp;&nbsp;69712 |
| \* | Brava Energia | 13303 | &nbsp;&nbsp;47773 |
|  | C&A Modas SA | 61300 | &nbsp;&nbsp;138959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caixa Seguridade <br>Participacoes SA<br>| 21431 | &nbsp;&nbsp;70490 |
|  | Camil Alimentos SA | 14000 | &nbsp;&nbsp;17717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 79642 | &nbsp;&nbsp;154056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Distribuicao<br>| 99973 | &nbsp;&nbsp;72946 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado de <br>Sao Paulo SABESP <br>(SBS US), ADR<br>| 19242 | &nbsp;&nbsp;$516840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado de <br>Sao Paulo SABESP <br>(SBSP3 BZ)<br>| 28830 | &nbsp;&nbsp;773621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento de <br>Minas Gerais <br>Copasa MG<br>| 41300 | &nbsp;&nbsp;401405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR11 <br>BZ)<br>| 66800 | &nbsp;&nbsp;592508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR3 BZ)<br>| 49000 | &nbsp;&nbsp;106142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais <br>(CMIG3 BZ)<br>| 68013 | &nbsp;&nbsp;195015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Paranaense de <br>Energia - Copel <br>CPLE3 BZ<br>| 257929 | &nbsp;&nbsp;645956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA <br>(CSNA3 BZ)<br>| 289646 | &nbsp;&nbsp;554223 |
|  | Cogna Educacao SA | 874673 | &nbsp;&nbsp;756213 |
|  | Construtora Tenda SA | 25800 | &nbsp;&nbsp;135306 |
| \* | Cosan SA | 29444 | &nbsp;&nbsp;33009 |
|  | CPFL Energia SA | 21169 | &nbsp;&nbsp;206994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 100500 | &nbsp;&nbsp;137495 |
|  | CSU Digital SA | 7400 | &nbsp;&nbsp;27096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cury Construtora e <br>Incorporadora SA<br>| 52981 | &nbsp;&nbsp;347821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 89900 | &nbsp;&nbsp;510761 |
| Ω | Desktop SA | 45900 | &nbsp;&nbsp;129953 |
|  | Dexco SA | 110229 | &nbsp;&nbsp;120016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA Distribuidora <br>da Medicamentos<br>| 32800 | &nbsp;&nbsp;82456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Direcional Engenharia <br>SA<br>| 88863 | &nbsp;&nbsp;235550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EcoRodovias <br>Infraestrutura e <br>Logistica SA<br>| 90300 | &nbsp;&nbsp;202811 |
|  | Embraer SA | 17800 | &nbsp;&nbsp;327910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 92983 | &nbsp;&nbsp;115903 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 3696 | &nbsp;&nbsp;$4607 |
|  | Energisa SA | 55430 | &nbsp;&nbsp;537264 |
| \* | Eneva SA | 116924 | &nbsp;&nbsp;469229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Brasil Energia <br>SA<br>| 34000 | &nbsp;&nbsp;211711 |
|  | Equatorial SA | 116415 | &nbsp;&nbsp;905174 |
|  | Eternit SA | 11831 | &nbsp;&nbsp;8992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Even Construtora e <br>Incorporadora SA<br>| 45200 | &nbsp;&nbsp;68280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ez Tec <br>Empreendimentos e <br>Participacoes SA<br>| 53151 | &nbsp;&nbsp;152906 |
|  | Fleury SA | 84097 | &nbsp;&nbsp;265581 |
|  | Fras-Le SA | 12990 | &nbsp;&nbsp;59979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, Sponsored <br>ADR<br>| 208348 | &nbsp;&nbsp;889646 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;GPS Participacoes e <br>Empreendimentos <br>SA<br>| 77628 | &nbsp;&nbsp;276424 |
|  | Grendene SA | 76898 | &nbsp;&nbsp;72474 |
|  | Grupo Mateus SA | 94102 | &nbsp;&nbsp;86006 |
|  | Grupo SBF SA | 45800 | &nbsp;&nbsp;125319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 39800 | &nbsp;&nbsp;74265 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hapvida Participacoes <br>e Investimentos SA<br>| 46557 | &nbsp;&nbsp;115005 |
|  | Hypera SA | 96363 | &nbsp;&nbsp;461605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelbras SA Industria <br>de Telecomunicacao <br>Eletronica Brasileira<br>| 21298 | &nbsp;&nbsp;49939 |
|  | Iochpe Maxion SA | 37600 | &nbsp;&nbsp;78733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 33300 | &nbsp;&nbsp;57517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 29015 | &nbsp;&nbsp;318940 |
| \* | JBS NV, BDR | 86831 | &nbsp;&nbsp;1358377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 162200 | &nbsp;&nbsp;294335 |
|  | JSL SA | 33800 | &nbsp;&nbsp;47848 |
|  | Kepler Weber SA | 42500 | &nbsp;&nbsp;82694 |
|  | Klabin SA | 292561 | &nbsp;&nbsp;1065122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 23722 | &nbsp;&nbsp;80640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 142091 | &nbsp;&nbsp;1306500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOG Commercial <br>Properties e <br>Participacoes SA<br>| 12500 | &nbsp;&nbsp;66078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Log-in Logistica <br>Intermodal SA<br>| 5100 | &nbsp;&nbsp;31495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lojas Quero-Quero <br>SA<br>| 65679 | &nbsp;&nbsp;31574 |
|  | Lojas Renner SA | 314903 | &nbsp;&nbsp;893355 |
| Ω | LWSA SA | 89127 | &nbsp;&nbsp;82814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | M Dias Branco SA | 16521 | &nbsp;&nbsp;$77947 |
|  | Magazine Luiza SA | 113108 | &nbsp;&nbsp;210409 |
|  | Mahle Metal Leve SA | 16300 | &nbsp;&nbsp;106421 |
|  | Marcopolo SA | 65648 | &nbsp;&nbsp;74845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MBRF Global Foods <br>Co. SA<br>| 83950 | &nbsp;&nbsp;297819 |
| \*Ω | Meliuz SA | 41224 | &nbsp;&nbsp;31098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 39400 | &nbsp;&nbsp;29871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao Servicos <br>e Logistica SA<br>| 59365 | &nbsp;&nbsp;174843 |
|  | Minerva SA | 66014 | &nbsp;&nbsp;77645 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mitre Realty <br>Empreendimentos E <br>Participacoes LTDA<br>| 15300 | &nbsp;&nbsp;11513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 179519 | &nbsp;&nbsp;571705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 27525 | &nbsp;&nbsp;149478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 65109 | &nbsp;&nbsp;154027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MRV Engenharia e <br>Participacoes SA<br>| 99676 | &nbsp;&nbsp;152845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multiplan <br>Empreendimentos <br>Imobiliarios SA<br>| 56493 | &nbsp;&nbsp;353595 |
| \* | Natura Cosmeticos SA | 214282 | &nbsp;&nbsp;357086 |
|  | Neoenergia SA | 35807 | &nbsp;&nbsp;220445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 46100 | &nbsp;&nbsp;82516 |
|  | Odontoprev SA | 66420 | &nbsp;&nbsp;141858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA - <br>Petrobras<br>| 582002 | &nbsp;&nbsp;4466688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA - <br>Petrobras (PBRA <br>US), Sponsored <br>ADR<br>| 234843 | &nbsp;&nbsp;3372345 |
|  | Petroreconcavo SA | 30397 | &nbsp;&nbsp;65267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plano & Plano <br>Desenvolvimento <br>Imobiliario SA<br>| 20800 | &nbsp;&nbsp;59719 |
|  | Porto Seguro SA | 33600 | &nbsp;&nbsp;320757 |
| \* | PRIO SA | 187334 | &nbsp;&nbsp;1815051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profarma Distribuidora <br>de Produtos <br>Farmaceuticos SA<br>| 6300 | &nbsp;&nbsp;10989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualicorp Consultoria <br>e Corretora de <br>Seguros SA<br>| 118300 | &nbsp;&nbsp;51027 |
|  | Raia Drogasil SA | 191280 | &nbsp;&nbsp;890477 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Rede D'Or Sao Luiz <br>SA<br>| 26217 | &nbsp;&nbsp;211170 |
|  | Romi SA | 13303 | &nbsp;&nbsp;21284 |
|  | Rumo SA | 81376 | &nbsp;&nbsp;228229 |
|  | Sao Martinho SA | 36121 | &nbsp;&nbsp;104806 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 283239 | &nbsp;&nbsp;$461234 |
| Ω | Ser Educacional SA | 56800 | &nbsp;&nbsp;134910 |
|  | Simpar SA | 126800 | &nbsp;&nbsp;161188 |
|  | SLC Agricola SA | 61938 | &nbsp;&nbsp;188895 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smartfit Escola de <br>Ginastica e Danca <br>SA<br>| 94154 | &nbsp;&nbsp;396285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzano SA (SUZB3 <br>BZ)<br>| 107492 | &nbsp;&nbsp;1007568 |
|  | SYN prop e tech SA | 13500 | &nbsp;&nbsp;13031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tegma Gestao <br>Logistica SA<br>| 15400 | &nbsp;&nbsp;114123 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIV US), ADR<br>| 8545 | &nbsp;&nbsp;121168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIVT3 BZ)<br>| 54320 | &nbsp;&nbsp;385821 |
|  | TIM SA | 176200 | &nbsp;&nbsp;820944 |
|  | TOTVS SA | 44388 | &nbsp;&nbsp;375920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transmissora Alianca <br>de Energia Eletrica <br>SA<br>| 71600 | &nbsp;&nbsp;566378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 32995 | &nbsp;&nbsp;104325 |
|  | Trisul SA | 39782 | &nbsp;&nbsp;53595 |
| \* | Tupy SA | 19600 | &nbsp;&nbsp;46516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 132626 | &nbsp;&nbsp;639599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uniao Pet <br>Participacoes SA<br>| 58396 | &nbsp;&nbsp;39058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 55335 | &nbsp;&nbsp;56042 |
|  | Unipar Carbocloro SA | 2724 | &nbsp;&nbsp;31123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas de <br>Minas Gerais SA <br>Usiminas<br>| 18700 | &nbsp;&nbsp;22208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale SA (VALE US), <br>Sponsored ADR<br>| 118739 | &nbsp;&nbsp;1908136 |
|  | Vale SA (VALE3 BZ) | 183800 | &nbsp;&nbsp;2944851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 25700 | &nbsp;&nbsp;108558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 147985 | &nbsp;&nbsp;112196 |
|  | Veste SA Estilo | 8910 | &nbsp;&nbsp;6213 |
|  | Vibra Energia SA | 183749 | &nbsp;&nbsp;1004156 |
|  | Vittia SA | 6400 | &nbsp;&nbsp;5594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vivara Participacoes <br>SA<br>| 38400 | &nbsp;&nbsp;205617 |
|  | Vulcabras SA | 19910 | &nbsp;&nbsp;68173 |
|  | WEG SA | 100500 | &nbsp;&nbsp;987670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | Wiz Co. | 25600 | &nbsp;&nbsp;$48352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 74067 | &nbsp;&nbsp;206463 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;55698148 |
| CHILE — (0.8%) | CHILE — (0.8%) | CHILE — (0.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Administradora de <br>Fondos de <br>Pensiones Habitat <br>SA<br>| 37442 | &nbsp;&nbsp;63675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aguas Andinas SA, <br>Class A<br>| 640658 | &nbsp;&nbsp;282249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile (BCH <br>US), ADR<br>| 18151 | &nbsp;&nbsp;791928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e <br>Inversiones SA<br>| 4152 | &nbsp;&nbsp;308565 |
|  | Banco Itau Chile SA | 5108 | &nbsp;&nbsp;139037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Chile <br>(BSAC US), ADR<br>| 12041 | &nbsp;&nbsp;424084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Chile <br>(BSAN CI)<br>| 3224173 | &nbsp;&nbsp;283589 |
|  | Besalco SA | 28623 | &nbsp;&nbsp;45820 |
|  | BICECORP SA | 375288 | &nbsp;&nbsp;188978 |
| \* | CAP SA | 17352 | &nbsp;&nbsp;163832 |
|  | Cencosud SA | 199500 | &nbsp;&nbsp;667581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cencosud Shopping <br>SA<br>| 75632 | &nbsp;&nbsp;242384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>CI)<br>| 38448 | &nbsp;&nbsp;282672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>US), Sponsored <br>ADR<br>| 2514 | &nbsp;&nbsp;36881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Sud Americana de <br>Vapores SA<br>| 4287463 | &nbsp;&nbsp;235580 |
|  | Colbun SA | 1652012 | &nbsp;&nbsp;273587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, ADR, Class B<br>| 11505 | &nbsp;&nbsp;361487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 85373 | &nbsp;&nbsp;458332 |
|  | Empresas CMPC SA | 149237 | &nbsp;&nbsp;223736 |
|  | Empresas Copec SA | 66185 | &nbsp;&nbsp;564205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Americas SA <br>(ENELAM CI)<br>| 1190699 | &nbsp;&nbsp;112410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA <br>(ENELCHIL CI)<br>| 4489693 | &nbsp;&nbsp;380645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Energia Chile <br>SA<br>| 132499 | &nbsp;&nbsp;234848 |
|  | Falabella SA | 37610 | &nbsp;&nbsp;291911 |
|  | Forus SA | 13556 | &nbsp;&nbsp;38085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Instituto de Diagnostico <br>SA<br>| 5827 | &nbsp;&nbsp;18426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 183489 | &nbsp;&nbsp;232860 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones La <br>Construccion SA<br>| 16231 | &nbsp;&nbsp;$404863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM CI<br>| 17898107 | &nbsp;&nbsp;580758 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM US, ADR<br>| 2442 | &nbsp;&nbsp;160708 |
| \* | Multiexport Foods SA | 50860 | &nbsp;&nbsp;20133 |
|  | Parque Arauco SA | 123767 | &nbsp;&nbsp;526057 |
|  | Plaza SA | 83364 | &nbsp;&nbsp;362595 |
|  | Ripley Corp. SA | 389174 | &nbsp;&nbsp;195654 |
|  | Salfacorp SA | 242422 | &nbsp;&nbsp;399206 |
|  | Sigdo Koppers SA | 25113 | &nbsp;&nbsp;48871 |
|  | SMU SA | 1132190 | &nbsp;&nbsp;212143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz SAAM <br>SA<br>| 1087608 | &nbsp;&nbsp;171622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA, <br>Sponsored ADR<br>| 2864 | &nbsp;&nbsp;220070 |
|  | SONDA SA | 206223 | &nbsp;&nbsp;79060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vina Concha y Toro <br>SA<br>| 161336 | &nbsp;&nbsp;183896 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;10913023 |
| COLOMBIA — (0.3%) | COLOMBIA — (0.3%) | COLOMBIA — (0.3%) |  |
|  | Almacenes Exito SA | 18626 | &nbsp;&nbsp;25695 |
|  | Celsia SA | 80851 | &nbsp;&nbsp;115036 |
|  | Cementos Argos SA | 78109 | &nbsp;&nbsp;291993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera <br>Colombiana SA<br>| 58708 | &nbsp;&nbsp;320784 |
|  | Grupo Argos SA | 59391 | &nbsp;&nbsp;301061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA CIB <br>US, ADR<br>| 10459 | &nbsp;&nbsp;853977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA <br>CIBEST CB<br>| 25775 | &nbsp;&nbsp;582169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 19039 | &nbsp;&nbsp;321875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Energia Bogota <br>SA ESP<br>| 194512 | &nbsp;&nbsp;172314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interconexion Electrica <br>SA ESP<br>| 26154 | &nbsp;&nbsp;214360 |
|  | Mineros SA | 59641 | &nbsp;&nbsp;309426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Terpel <br>SA<br>| 20959 | &nbsp;&nbsp;112480 |
|  | Promigas SA ESP | 7558 | &nbsp;&nbsp;14066 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;3635236 |
| CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) |  |
|  | CEZ AS | 15989 | &nbsp;&nbsp;919365 |
|  | Komercni Banka AS | 7982 | &nbsp;&nbsp;483685 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Moneta Money Bank <br>AS<br>| 58606 | &nbsp;&nbsp;588190 |
|  | Philip Morris CR AS | 169 | &nbsp;&nbsp;165833 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC |  | &nbsp;&nbsp;2157073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| EGYPT — (0.1%) | EGYPT — (0.1%) | EGYPT — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial <br>International Bank - <br>Egypt (CIB) (CBKD <br>LI), GDR<br>| 150278 | &nbsp;&nbsp;$398049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial <br>International Bank - <br>Egypt (CIB) <br>(CMGGF US), GDR<br>| 145019 | &nbsp;&nbsp;384301 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp;782350 |
| GREECE — (0.9%) | GREECE — (0.9%) | GREECE — (0.9%) |  |
|  | Aegean Airlines SA | 11869 | &nbsp;&nbsp;210266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aktor SA Holding Co. <br>Technical & Energy <br>Projects<br>| 6251 | &nbsp;&nbsp;80423 |
|  | Alpha Bank SA | 262104 | &nbsp;&nbsp;1254681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens International <br>Airport SA<br>| 12242 | &nbsp;&nbsp;164273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens Water Supply & <br>Sewage Co. SA<br>| 7308 | &nbsp;&nbsp;62411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 4923 | &nbsp;&nbsp;75841 |
|  | Avax SA | 13716 | &nbsp;&nbsp;54669 |
|  | Bank of Greece | 5783 | &nbsp;&nbsp;117922 |
|  | Ellaktor SA | 14339 | &nbsp;&nbsp;23420 |
| # | ElvalHalcor SA | 15104 | &nbsp;&nbsp;82795 |
|  | Eurobank SA, Class A | 325655 | &nbsp;&nbsp;1591468 |
|  | Fourlis Holdings SA | 10848 | &nbsp;&nbsp;56626 |
|  | GEK Terna SA | 11612 | &nbsp;&nbsp;457068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hellenic <br>Telecommunications <br>Organization SA<br>| 13406 | &nbsp;&nbsp;251435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 41283 | &nbsp;&nbsp;444298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holding Co. ADMIE <br>IPTO SA<br>| 28094 | &nbsp;&nbsp;102142 |
|  | Ideal Holdings SA | 3864 | &nbsp;&nbsp;28393 |
|  | Intracom Holdings SA | 22759 | &nbsp;&nbsp;95037 |
|  | Jumbo SA | 11301 | &nbsp;&nbsp;335084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kri-Kri Milk Industry <br>SA<br>| 3116 | &nbsp;&nbsp;80210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 19123 | &nbsp;&nbsp;160559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metlen Energy & <br>Metals PLC<br>| 16193 | &nbsp;&nbsp;881438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 19575 | &nbsp;&nbsp;788147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Greece SA<br>| 53818 | &nbsp;&nbsp;950126 |
|  | OPAP SA | 18222 | &nbsp;&nbsp;367486 |
|  | Optima bank SA | 35830 | &nbsp;&nbsp;367735 |
|  | Piraeus Bank SA | 144597 | &nbsp;&nbsp;1458597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piraeus Port Authority <br>SA<br>| 2285 | &nbsp;&nbsp;107895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profile Systems & <br>Software SA<br>| 1902 | &nbsp;&nbsp;17603 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Power Corp. <br>SA<br>| 13912 | &nbsp;&nbsp;$328826 |
|  | Quest Holdings SA | 10392 | &nbsp;&nbsp;86740 |
|  | Sarantis SA | 6337 | &nbsp;&nbsp;101915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thrace Plastics <br>Holding & Co.<br>| 6640 | &nbsp;&nbsp;33312 |
|  | Titan SA (TITC BB) | 7464 | &nbsp;&nbsp;503624 |
|  | Titan SA (TITC GA) | 4251 | &nbsp;&nbsp;285248 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;12007713 |
| HUNGARY — (0.4%) | HUNGARY — (0.4%) | HUNGARY — (0.4%) |  |
| \* | 4iG Nyrt | 8332 | &nbsp;&nbsp;102268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANY Security Printing <br>Co.<br>| 2462 | &nbsp;&nbsp;58639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magyar Telekom <br>Telecommunications <br>PLC<br>| 90034 | &nbsp;&nbsp;558526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOL Hungarian Oil & <br>Gas PLC<br>| 82848 | &nbsp;&nbsp;1011818 |
|  | Opus Global Nyrt | 67687 | &nbsp;&nbsp;115604 |
|  | OTP Bank Nyrt | 21900 | &nbsp;&nbsp;2755720 |
|  | Richter Gedeon Nyrt | 5839 | &nbsp;&nbsp;195355 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp;4797930 |
| INDIA — (19.1%) | INDIA — (19.1%) | INDIA — (19.1%) |  |
|  | 360 ONE WAM Ltd. | 25795 | &nbsp;&nbsp;316743 |
|  | 3M India Ltd. | 495 | &nbsp;&nbsp;184422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;63 Moons <br>Technologies Ltd.<br>| 8503 | &nbsp;&nbsp;59794 |
|  | Aarti Drugs Ltd. | 10228 | &nbsp;&nbsp;42304 |
|  | Aarti Industries Ltd. | 26945 | &nbsp;&nbsp;109045 |
|  | Aarti Pharmalabs Ltd. | 15040 | &nbsp;&nbsp;124286 |
| \* | Aavas Financiers Ltd. | 11927 | &nbsp;&nbsp;188215 |
|  | ABB India Ltd. | 3888 | &nbsp;&nbsp;235372 |
|  | ACC Ltd. | 7527 | &nbsp;&nbsp;134470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelya Solutions India <br>Ltd.<br>| 1250 | &nbsp;&nbsp;17561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Construction <br>Equipment Ltd.<br>| 11243 | &nbsp;&nbsp;104050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acutaas Chemicals <br>Ltd.<br>| 3834 | &nbsp;&nbsp;79717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Energy Solutions <br>Ltd.<br>| 58649 | &nbsp;&nbsp;570833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adani Enterprises Ltd. <br>ADE IN<br>| 2604 | &nbsp;&nbsp;57258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Enterprises Ltd. <br>ADEPP IN<br>| 673 | &nbsp;&nbsp;8194 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Green Energy <br>Ltd.<br>| 14087 | &nbsp;&nbsp;130538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adani Ports & Special <br>Economic Zone Ltd.<br>| 66336 | &nbsp;&nbsp;1023261 |
| \* | Adani Power Ltd. | 568340 | &nbsp;&nbsp;839636 |
|  | Adani Total Gas Ltd. | 22933 | &nbsp;&nbsp;131990 |
|  | ADF Foods Ltd. | 15698 | &nbsp;&nbsp;30162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 170330 | &nbsp;&nbsp;631621 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Fashion & <br>Retail Ltd.<br>| 91323 | &nbsp;&nbsp;$65927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Lifestyle <br>Brands Ltd.<br>| 65024 | &nbsp;&nbsp;74393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Real <br>Estate Ltd.<br>| 9815 | &nbsp;&nbsp;136252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Sun Life <br>Asset Management <br>Co. Ltd.<br>| 15935 | &nbsp;&nbsp;132518 |
| Ω | Aditya Vision Ltd. | 2682 | &nbsp;&nbsp;14595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 8712 | &nbsp;&nbsp;28219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 4757 | &nbsp;&nbsp;10265 |
|  | Aegis Logistics Ltd. | 32753 | &nbsp;&nbsp;256673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aeroflex Industries <br>Ltd.<br>| 12795 | &nbsp;&nbsp;24770 |
| \* | Aether Industries Ltd. | 8359 | &nbsp;&nbsp;91465 |
|  | AGI Greenpac Ltd. | 7595 | &nbsp;&nbsp;51666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 8813 | &nbsp;&nbsp;82028 |
|  | AIA Engineering Ltd. | 9941 | &nbsp;&nbsp;432811 |
|  | Ajanta Pharma Ltd. | 12617 | &nbsp;&nbsp;379959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajmera Realty & Infra <br>India Ltd.<br>| 28255 | &nbsp;&nbsp;46443 |
|  | Akzo Nobel India Ltd. | 2999 | &nbsp;&nbsp;91364 |
|  | Alembic Ltd. | 33100 | &nbsp;&nbsp;33307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 16977 | &nbsp;&nbsp;145016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkem Laboratories <br>Ltd.<br>| 5869 | &nbsp;&nbsp;363284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkyl Amines <br>Chemicals<br>| 3385 | &nbsp;&nbsp;57767 |
|  | Allcargo Global Ltd. | 101641 | &nbsp;&nbsp;25712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 40674 | &nbsp;&nbsp;371080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amber Enterprises <br>India Ltd.<br>| 3447 | &nbsp;&nbsp;215149 |
|  | Ambuja Cements Ltd. | 55460 | &nbsp;&nbsp;307900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrutanjan Health <br>Care Ltd.<br>| 3492 | &nbsp;&nbsp;22289 |
|  | Anant Raj Ltd. | 36315 | &nbsp;&nbsp;200673 |
|  | Andhra Sugars Ltd.  | 18163 | &nbsp;&nbsp;13892 |
|  | Angel One Ltd. | 18522 | &nbsp;&nbsp;507710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antelopus Selan <br>Energy Ltd.<br>| 3303 | &nbsp;&nbsp;19838 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Antony Waste Handling <br>Cell Ltd.<br>| 6735 | &nbsp;&nbsp;40856 |
|  | Anup Engineering Ltd. | 3082 | &nbsp;&nbsp;59518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anupam Rasayan India <br>Ltd.<br>| 3436 | &nbsp;&nbsp;46585 |
|  | Apar Industries Ltd. | 4513 | &nbsp;&nbsp;393681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apcotex Industries <br>Ltd.<br>| 7545 | &nbsp;&nbsp;30530 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apeejay Surrendra <br>Park Hotels Ltd.<br>| 7437 | &nbsp;&nbsp;$9832 |
|  | APL Apollo Tubes Ltd. | 24600 | &nbsp;&nbsp;546865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Hospitals <br>Enterprise Ltd.<br>| 12837 | &nbsp;&nbsp;970669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Micro Systems <br>Ltd.<br>| 59115 | &nbsp;&nbsp;168593 |
|  | Apollo Pipes Ltd. | 1408 | &nbsp;&nbsp;4127 |
|  | Apollo Tyres Ltd. | 118154 | &nbsp;&nbsp;632615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 116014 | &nbsp;&nbsp;348767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arman Financial <br>Services Ltd.<br>| 2204 | &nbsp;&nbsp;38913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artemis Medicare <br>Services Ltd.<br>| 9823 | &nbsp;&nbsp;26392 |
|  | Arvind Fashions Ltd. | 22141 | &nbsp;&nbsp;113107 |
|  | Arvind Ltd. | 56669 | &nbsp;&nbsp;193711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arvind SmartSpaces <br>Ltd.<br>| 2067 | &nbsp;&nbsp;11963 |
|  | Asahi India Glass Ltd. | 25934 | &nbsp;&nbsp;282243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ashapura Minechem <br>Ltd.<br>| 9804 | &nbsp;&nbsp;71792 |
|  | Ashiana Housing Ltd. | 14741 | &nbsp;&nbsp;47158 |
|  | Ashok Leyland Ltd. | 806476 | &nbsp;&nbsp;1734554 |
| \* | Ashoka Buildcon Ltd. | 67324 | &nbsp;&nbsp;109920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asian Granito India <br>Ltd.<br>| 25842 | &nbsp;&nbsp;19428 |
|  | Asian Paints Ltd. | 17923 | &nbsp;&nbsp;473806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Alcohols & <br>Breweries Ltd.<br>| 3899 | &nbsp;&nbsp;35772 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aster DM Healthcare <br>Ltd.<br>| 52263 | &nbsp;&nbsp;313988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Microwave <br>Products Ltd.<br>| 10836 | &nbsp;&nbsp;115974 |
|  | Astral Ltd. | 10516 | &nbsp;&nbsp;168002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Pharma <br>India Ltd.<br>| 1328 | &nbsp;&nbsp;123331 |
|  | Atul Ltd. | 1936 | &nbsp;&nbsp;131345 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 71553 | &nbsp;&nbsp;763498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AurionPro Solutions <br>Ltd.<br>| 4452 | &nbsp;&nbsp;44073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurobindo Pharma <br>Ltd.<br>| 43906 | &nbsp;&nbsp;573199 |
|  | Automotive Axles Ltd. | 895 | &nbsp;&nbsp;18203 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avalon Technologies <br>Ltd.<br>| 2889 | &nbsp;&nbsp;27023 |
|  | Avantel Ltd. | 38083 | &nbsp;&nbsp;63951 |
|  | Avanti Feeds Ltd. | 16537 | &nbsp;&nbsp;143853 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avenue Supermarts <br>Ltd.<br>| 4658 | &nbsp;&nbsp;187328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 54948 | &nbsp;&nbsp;127916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Bank Ltd. (AXSB <br>IN)<br>| 296921 | &nbsp;&nbsp;4418551 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AXISCADES <br>Technologies Ltd.<br>| 1290 | &nbsp;&nbsp;17357 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Bajaj Auto Ltd. | 7571 | &nbsp;&nbsp;$789575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 22410 | &nbsp;&nbsp;82807 |
|  | Bajaj Finance Ltd. | 318672 | &nbsp;&nbsp;3227585 |
|  | Bajaj Finserv Ltd. | 28992 | &nbsp;&nbsp;616452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Hindusthan <br>Sugar Ltd.<br>| 122007 | &nbsp;&nbsp;21851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Holdings & <br>Investment Ltd.<br>| 2572 | &nbsp;&nbsp;301839 |
|  | Balaji Amines Ltd. | 1650 | &nbsp;&nbsp;20022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 11724 | &nbsp;&nbsp;294056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balmer Lawrie & Co. <br>Ltd.<br>| 21317 | &nbsp;&nbsp;39917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 37385 | &nbsp;&nbsp;170219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balu Forge Industries <br>Ltd.<br>| 1139 | &nbsp;&nbsp;5254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 16872 | &nbsp;&nbsp;109165 |
| Ω | Bandhan Bank Ltd. | 234065 | &nbsp;&nbsp;393683 |
|  | Bank of Baroda | 154395 | &nbsp;&nbsp;504154 |
|  | Bank of India | 155774 | &nbsp;&nbsp;278135 |
|  | Bank of Maharashtra | 262660 | &nbsp;&nbsp;187255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 618 | &nbsp;&nbsp;24148 |
|  | BASF India Ltd. | 2609 | &nbsp;&nbsp;103331 |
|  | Bata India Ltd. | 9657 | &nbsp;&nbsp;90357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayer CropScience <br>Ltd.<br>| 3085 | &nbsp;&nbsp;150401 |
|  | BEML Ltd. | 4412 | &nbsp;&nbsp;86270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berger Paints India <br>Ltd.<br>| 29087 | &nbsp;&nbsp;146570 |
| \* | BF Utilities Ltd. | 5803 | &nbsp;&nbsp;32960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhagiradha Chemicals <br>& Industries Ltd.<br>| 3660 | &nbsp;&nbsp;8516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 47575 | &nbsp;&nbsp;42962 |
|  | Bharat Bijlee Ltd. | 2066 | &nbsp;&nbsp;63146 |
|  | Bharat Dynamics Ltd. | 2525 | &nbsp;&nbsp;42294 |
|  | Bharat Electronics Ltd. | 402919 | &nbsp;&nbsp;1969543 |
|  | Bharat Forge Ltd. | 46148 | &nbsp;&nbsp;725064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Heavy <br>Electricals Ltd.<br>| 107194 | &nbsp;&nbsp;307247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Petroleum <br>Corp. Ltd.<br>| 147195 | &nbsp;&nbsp;583562 |
|  | Bharat Rasayan Ltd. | 1460 | &nbsp;&nbsp;29646 |
|  | Bharti Airtel Ltd. | 275115 | &nbsp;&nbsp;5900679 |
|  | Biocon Ltd. | 85680 | &nbsp;&nbsp;342299 |
|  | Birla Corp. Ltd. | 5397 | &nbsp;&nbsp;61708 |
|  | BirlaNu Ltd. | 1089 | &nbsp;&nbsp;18674 |
|  | Birlasoft Ltd. | 40721 | &nbsp;&nbsp;184855 |
|  | Black Box Ltd. | 12051 | &nbsp;&nbsp;66889 |
|  | Bliss Gvs Pharma Ltd. | 7243 | &nbsp;&nbsp;13908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLS International <br>Services Ltd.<br>| 15031 | &nbsp;&nbsp;42292 |
|  | Blue Dart Express Ltd. | 894 | &nbsp;&nbsp;53665 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Jet Healthcare <br>Ltd.<br>| 3574 | &nbsp;&nbsp;$16261 |
|  | Blue Star Ltd. | 17800 | &nbsp;&nbsp;353865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 9103 | &nbsp;&nbsp;170612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Dyeing & <br>Manufacturing Co. <br>Ltd.<br>| 31433 | &nbsp;&nbsp;39368 |
| \* | Borosil Ltd. | 11332 | &nbsp;&nbsp;30972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Borosil Renewables <br>Ltd.<br>| 3713 | &nbsp;&nbsp;19937 |
| \* | Borosil Scientific Ltd. | 1931 | &nbsp;&nbsp;2303 |
|  | Bosch Ltd. | 314 | &nbsp;&nbsp;124716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 26745 | &nbsp;&nbsp;219786 |
| \* | Brightcom Group Ltd. | 479160 | &nbsp;&nbsp;48166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Britannia Industries <br>Ltd.<br>| 14660 | &nbsp;&nbsp;933215 |
|  | BSE Ltd. | 32628 | &nbsp;&nbsp;984884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Camlin Fine Sciences <br>Ltd.<br>| 22865 | &nbsp;&nbsp;36246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campus Activewear <br>Ltd.<br>| 29039 | &nbsp;&nbsp;79765 |
|  | Can Fin Homes Ltd. | 31355 | &nbsp;&nbsp;321034 |
|  | Canara Bank | 337267 | &nbsp;&nbsp;540688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cantabil Retail India <br>Ltd.<br>| 6559 | &nbsp;&nbsp;20993 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 16597 | &nbsp;&nbsp;40111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Small Finance <br>Bank Ltd.<br>| 6732 | &nbsp;&nbsp;18789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 7519 | &nbsp;&nbsp;141762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capri Global Capital <br>Ltd.<br>| 44747 | &nbsp;&nbsp;85297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 18081 | &nbsp;&nbsp;154942 |
|  | Care Ratings Ltd. | 6691 | &nbsp;&nbsp;116959 |
| \* | Cartrade Tech Ltd. | 11870 | &nbsp;&nbsp;341157 |
|  | Carysil Ltd. | 5598 | &nbsp;&nbsp;48099 |
|  | Castrol India Ltd. | 102255 | &nbsp;&nbsp;204688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Products India <br>Ltd.<br>| 24480 | &nbsp;&nbsp;258213 |
|  | CE Info Systems Ltd. | 2038 | &nbsp;&nbsp;29285 |
|  | Ceat Ltd. | 9788 | &nbsp;&nbsp;399859 |
|  | Cello World Ltd. | 7189 | &nbsp;&nbsp;39045 |
|  | Cemindia Projects Ltd. | 24738 | &nbsp;&nbsp;171535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Depository <br>Services India Ltd.<br>| 26880 | &nbsp;&nbsp;386030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centum Electronics <br>Ltd.<br>| 801 | &nbsp;&nbsp;20280 |
|  | Century Enka Ltd. | 4205 | &nbsp;&nbsp;19810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Plyboards <br>India Ltd.<br>| 18752 | &nbsp;&nbsp;164005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cera Sanitaryware <br>Ltd.<br>| 1011 | &nbsp;&nbsp;55037 |
|  | CESC Ltd. | 131865 | &nbsp;&nbsp;215317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CG Power & Industrial <br>Solutions Ltd.<br>| 60431 | &nbsp;&nbsp;$386094 |
|  | Chalet Hotels Ltd. | 17564 | &nbsp;&nbsp;166168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 74033 | &nbsp;&nbsp;357285 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chemplast Sanmar <br>Ltd.<br>| 13689 | &nbsp;&nbsp;38290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chennai Petroleum <br>Corp. Ltd.<br>| 12013 | &nbsp;&nbsp;113110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choice International <br>Ltd.<br>| 16047 | &nbsp;&nbsp;133282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 43976 | &nbsp;&nbsp;791365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Investment & <br>Finance Co. Ltd.<br>| 54035 | &nbsp;&nbsp;957955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 46822 | &nbsp;&nbsp;213902 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cigniti Technologies <br>Ltd.<br>| 3495 | &nbsp;&nbsp;61411 |
|  | Cipla Ltd. | 57195 | &nbsp;&nbsp;824914 |
|  | City Union Bank Ltd. | 182102 | &nbsp;&nbsp;594434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clean Science & <br>Technology Ltd.<br>| 7824 | &nbsp;&nbsp;73471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 36855 | &nbsp;&nbsp;126684 |
|  | Coal India Ltd. | 103328 | &nbsp;&nbsp;494809 |
| Ω | Cochin Shipyard Ltd. | 6612 | &nbsp;&nbsp;119580 |
|  | Coforge Ltd. | 44196 | &nbsp;&nbsp;795105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>India Ltd.<br>| 14884 | &nbsp;&nbsp;341235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Age <br>Management <br>Services Ltd.<br>| 57042 | &nbsp;&nbsp;431754 |
|  | Concord Biotech Ltd. | 5675 | &nbsp;&nbsp;72108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 31519 | &nbsp;&nbsp;172512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 22555 | &nbsp;&nbsp;551263 |
|  | Cosmo First Ltd. | 5458 | &nbsp;&nbsp;35441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Craftsman Automation <br>Ltd.<br>| 3859 | &nbsp;&nbsp;307412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess Grameen <br>Ltd.<br>| 23380 | &nbsp;&nbsp;334376 |
|  | CRISIL Ltd. | 2944 | &nbsp;&nbsp;149345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 97604 | &nbsp;&nbsp;235601 |
| \* | CSB Bank Ltd. | 18955 | &nbsp;&nbsp;89729 |
|  | Cummins India Ltd. | 16927 | &nbsp;&nbsp;753363 |
|  | Cyient Ltd. | 14506 | &nbsp;&nbsp;177584 |
| \*Ω | D.P. Abhushan Ltd. | 1177 | &nbsp;&nbsp;16267 |
|  | Dabur India Ltd. | 61191 | &nbsp;&nbsp;337139 |
|  | Dalmia Bharat Ltd. | 14444 | &nbsp;&nbsp;325900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dalmia Bharat <br>Refractories Ltd.<br>| 57 | &nbsp;&nbsp;0 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Data Patterns India <br>Ltd.<br>| 780 | &nbsp;&nbsp;$22682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Datamatics Global <br>Services Ltd.<br>| 1601 | &nbsp;&nbsp;12234 |
|  | DB Corp. Ltd. | 26479 | &nbsp;&nbsp;68892 |
|  | DCB Bank Ltd. | 62365 | &nbsp;&nbsp;135836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram Fine <br>Chemicals Ltd.<br>| 16478 | &nbsp;&nbsp;10852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>International Ltd.<br>| 16478 | &nbsp;&nbsp;10852 |
|  | DCM Shriram Ltd. | 9189 | &nbsp;&nbsp;118089 |
|  | DCW Ltd. | 61842 | &nbsp;&nbsp;30912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ddev Plastiks <br>Industries Ltd.<br>| 3541 | &nbsp;&nbsp;11103 |
|  | Deep Industries Ltd. | 10711 | &nbsp;&nbsp;43278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 21736 | &nbsp;&nbsp;251545 |
|  | Deepak Nitrite Ltd. | 8106 | &nbsp;&nbsp;145238 |
| \* | Delhivery Ltd. | 126609 | &nbsp;&nbsp;587138 |
|  | Delta Corp. Ltd. | 30055 | &nbsp;&nbsp;21164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Devyani International <br>Ltd.<br>| 68328 | &nbsp;&nbsp;86650 |
| \* | Dhanlaxmi Bank Ltd. | 78664 | &nbsp;&nbsp;20702 |
|  | Dhanuka Agritech Ltd. | 3565 | &nbsp;&nbsp;43404 |
| \* | Digitide Solutions Ltd. | 25700 | &nbsp;&nbsp;32085 |
| Ω | Dilip Buildcon Ltd. | 16079 | &nbsp;&nbsp;79829 |
| \* | Dish TV India Ltd. | 327685 | &nbsp;&nbsp;12412 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dishman Carbogen <br>Amcis Ltd.<br>| 22821 | &nbsp;&nbsp;53912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Divi's Laboratories <br>Ltd.<br>| 5510 | &nbsp;&nbsp;361476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dixon Technologies <br>India Ltd.<br>| 6127 | &nbsp;&nbsp;695995 |
|  | DLF Ltd. | 50831 | &nbsp;&nbsp;351546 |
|  | D-Link India Ltd. | 6113 | &nbsp;&nbsp;27417 |
|  | Dodla Dairy Ltd. | 6813 | &nbsp;&nbsp;88784 |
|  | Dollar Industries Ltd. | 4851 | &nbsp;&nbsp;16651 |
| Ω | Dr. Lal PathLabs Ltd. | 15916 | &nbsp;&nbsp;242310 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd., <br>ADR<br>| 52425 | &nbsp;&nbsp;703543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd. <br>(DRRD IN)<br>| 36440 | &nbsp;&nbsp;480222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynacons Systems & <br>Solutions Ltd.<br>| 1487 | &nbsp;&nbsp;14858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Easy Trip Planners <br>Ltd.<br>| 285129 | &nbsp;&nbsp;19652 |
|  | eClerx Services Ltd. | 8194 | &nbsp;&nbsp;415600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edelweiss Financial <br>Services Ltd.<br>| 179803 | &nbsp;&nbsp;209009 |
|  | Eicher Motors Ltd. | 16833 | &nbsp;&nbsp;1305858 |
| \* | EID Parry India Ltd. | 33292 | &nbsp;&nbsp;333835 |
|  | EIH Associated Hotels | 6270 | &nbsp;&nbsp;22625 |
|  | EIH Ltd. | 63235 | &nbsp;&nbsp;218426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eimco Elecon India <br>Ltd.<br>| 585 | &nbsp;&nbsp;11182 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elecon Engineering <br>Co. Ltd.<br>| 15769 | &nbsp;&nbsp;$69853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electronics Mart India <br>Ltd.<br>| 30323 | &nbsp;&nbsp;30158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrosteel Castings <br>Ltd.<br>| 97469 | &nbsp;&nbsp;75400 |
|  | Elgi Equipments Ltd. | 30586 | &nbsp;&nbsp;144244 |
|  | Emami Ltd. | 46950 | &nbsp;&nbsp;247265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 73583 | &nbsp;&nbsp;53085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emcure <br>Pharmaceuticals <br>Ltd.<br>| 5327 | &nbsp;&nbsp;84959 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 6676 | &nbsp;&nbsp;176126 |
|  | Engineers India Ltd. | 73378 | &nbsp;&nbsp;138279 |
|  | Epigral Ltd. | 3138 | &nbsp;&nbsp;35172 |
|  | EPL Ltd. | 54989 | &nbsp;&nbsp;115279 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Equitas Small Finance <br>Bank Ltd.<br>| 166269 | &nbsp;&nbsp;127013 |
| Ω | Eris Lifesciences Ltd. | 15273 | &nbsp;&nbsp;230112 |
|  | ESAB India Ltd. | 1270 | &nbsp;&nbsp;76847 |
|  | Escorts Kubota Ltd. | 4125 | &nbsp;&nbsp;151163 |
| \* | Eternal Ltd. | 59057 | &nbsp;&nbsp;175971 |
| \* | Eureka Forbes Ltd. | 18905 | &nbsp;&nbsp;112536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eveready Industries <br>India Ltd.<br>| 10581 | &nbsp;&nbsp;38470 |
|  | Exide Industries Ltd. | 114746 | &nbsp;&nbsp;402319 |
|  | Expleo Solutions Ltd. | 980 | &nbsp;&nbsp;9742 |
| \* | FDC Ltd. | 17888 | &nbsp;&nbsp;72036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fedbank Financial <br>Services Ltd.<br>| 16836 | &nbsp;&nbsp;28035 |
|  | Federal Bank Ltd. | 306017 | &nbsp;&nbsp;958016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Federal-Mogul Goetze <br>India Ltd.<br>| 4659 | &nbsp;&nbsp;22065 |
|  | FIEM Industries Ltd. | 5371 | &nbsp;&nbsp;126511 |
|  | Filatex India Ltd. | 17140 | &nbsp;&nbsp;8546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fine Organic Industries <br>Ltd.<br>| 2332 | &nbsp;&nbsp;107397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fineotex Chemical <br>Ltd.<br>| 165580 | &nbsp;&nbsp;40154 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fino Payments Bank <br>Ltd.<br>| 8826 | &nbsp;&nbsp;20851 |
|  | Finolex Cables Ltd. | 13241 | &nbsp;&nbsp;104537 |
|  | Finolex Industries Ltd. | 70973 | &nbsp;&nbsp;136881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 94321 | &nbsp;&nbsp;327841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flair Writing Industries <br>Ltd.<br>| 3094 | &nbsp;&nbsp;10058 |
|  | Force Motors Ltd. | 1743 | &nbsp;&nbsp;361942 |
|  | Fortis Healthcare Ltd. | 53198 | &nbsp;&nbsp;492825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FSN E-Commerce <br>Ventures Ltd.<br>| 167361 | &nbsp;&nbsp;430794 |
| \* | Fusion Finance Ltd. | 21697 | &nbsp;&nbsp;43196 |
|  | G R Infraprojects Ltd. | 5497 | &nbsp;&nbsp;58479 |
|  | Gabriel India Ltd. | 24854 | &nbsp;&nbsp;252406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAIL India Ltd. (GAIL <br>IN)<br>| 254684 | &nbsp;&nbsp;463283 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Surfactants <br>Ltd.<br>| 2504 | &nbsp;&nbsp;$49422 |
|  | Ganesh Housing Ltd. | 6806 | &nbsp;&nbsp;54640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ganesha Ecosphere <br>Ltd.<br>| 4405 | &nbsp;&nbsp;32385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garden Reach <br>Shipbuilders & <br>Engineers Ltd.<br>| 5602 | &nbsp;&nbsp;168518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Hi-Tech Films <br>Ltd.<br>| 1998 | &nbsp;&nbsp;65686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Technical <br>Fibres Ltd.<br>| 10514 | &nbsp;&nbsp;74875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 103219 | &nbsp;&nbsp;65716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Vernova T&D India <br>Ltd.<br>| 18548 | &nbsp;&nbsp;650869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genesys International <br>Corp. Ltd.<br>| 7025 | &nbsp;&nbsp;23826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genus Power <br>Infrastructures Ltd.<br>| 14452 | &nbsp;&nbsp;44548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geojit Financial <br>Services Ltd.<br>| 39989 | &nbsp;&nbsp;29582 |
|  | GHCL Ltd. | 25594 | &nbsp;&nbsp;148339 |
|  | GHCL Textiles Ltd. | 31467 | &nbsp;&nbsp;25947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GIC Housing Finance <br>Ltd.<br>| 13076 | &nbsp;&nbsp;23091 |
|  | Gillette India Ltd. | 1625 | &nbsp;&nbsp;155149 |
| Ω | Gland Pharma Ltd. | 9671 | &nbsp;&nbsp;192581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline <br>Pharmaceuticals <br>Ltd.<br>| 7421 | &nbsp;&nbsp;193658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 23884 | &nbsp;&nbsp;526575 |
|  | Global Health Ltd. | 18105 | &nbsp;&nbsp;208868 |
|  | Globus Spirits Ltd. | 6694 | &nbsp;&nbsp;67836 |
|  | GMM Pfaudler Ltd. | 6744 | &nbsp;&nbsp;71743 |
| \* | GMR Airports Ltd. | 312637 | &nbsp;&nbsp;319727 |
| \* | Go Fashion India Ltd. | 4641 | &nbsp;&nbsp;19634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godawari Power & <br>Ispat Ltd.<br>| 113718 | &nbsp;&nbsp;307171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godfrey Phillips India <br>Ltd.<br>| 12093 | &nbsp;&nbsp;267685 |
| Ω | Godrej Agrovet Ltd. | 11601 | &nbsp;&nbsp;67403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godrej Consumer <br>Products Ltd.<br>| 26176 | &nbsp;&nbsp;328930 |
| \* | Godrej Industries Ltd. | 6592 | &nbsp;&nbsp;69590 |
| \* | Godrej Properties Ltd. | 9915 | &nbsp;&nbsp;170123 |
| \* | Gokaldas Exports Ltd. | 5875 | &nbsp;&nbsp;35456 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokul Agro Resources <br>Ltd.<br>| 23792 | &nbsp;&nbsp;41811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldiam International <br>Ltd.<br>| 15256 | &nbsp;&nbsp;51405 |
|  | Goodluck India Ltd. | 5071 | &nbsp;&nbsp;61639 |
|  | Granules India Ltd. | 43187 | &nbsp;&nbsp;269010 |
|  | Graphite India Ltd. | 23649 | &nbsp;&nbsp;157045 |
|  | Grasim Industries Ltd. | 28639 | &nbsp;&nbsp;878009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grauer & Weil India <br>Ltd.<br>| 7530 | &nbsp;&nbsp;$5853 |
|  | Gravita India Ltd. | 949 | &nbsp;&nbsp;16650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern Shipping <br>Co. Ltd. <br>| 37063 | &nbsp;&nbsp;483499 |
|  | Greaves Cotton Ltd. | 29666 | &nbsp;&nbsp;52611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenlam Industries <br>Ltd.<br>| 18356 | &nbsp;&nbsp;48132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenpanel Industries <br>Ltd.<br>| 17190 | &nbsp;&nbsp;41066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 23053 | &nbsp;&nbsp;56385 |
|  | Grindwell Norton Ltd. | 10478 | &nbsp;&nbsp;173865 |
|  | Gufic Biosciences Ltd. | 8341 | &nbsp;&nbsp;28002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Alkalies & <br>Chemicals Ltd.<br>| 6420 | &nbsp;&nbsp;31922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Ambuja <br>Exports Ltd.<br>| 37730 | &nbsp;&nbsp;57126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat <br>Fluorochemicals <br>Ltd.<br>| 2733 | &nbsp;&nbsp;90816 |
|  | Gujarat Gas Ltd. | 29009 | &nbsp;&nbsp;134122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Industries <br>Power Co. Ltd.<br>| 12026 | &nbsp;&nbsp;18350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Mineral <br>Development Corp. <br>Ltd.<br>| 28024 | &nbsp;&nbsp;174871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Narmada <br>Valley Fertilizers & <br>Chemicals Ltd.<br>| 17427 | &nbsp;&nbsp;88300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 87109 | &nbsp;&nbsp;158183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State <br>Fertilizers & <br>Chemicals Ltd.<br>| 73522 | &nbsp;&nbsp;147596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 124444 | &nbsp;&nbsp;409721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Themis Biosyn <br>Ltd.<br>| 1473 | &nbsp;&nbsp;5276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 5710 | &nbsp;&nbsp;67722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Happiest Minds <br>Technologies Ltd.<br>| 14792 | &nbsp;&nbsp;66702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hariom Pipe Industries <br>Ltd.<br>| 2188 | &nbsp;&nbsp;9832 |
| Ω | Harsha Engineers Ltd. | 8231 | &nbsp;&nbsp;33394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hatsun Agro Product <br>Ltd.<br>| 13395 | &nbsp;&nbsp;127998 |
|  | Havells India Ltd. | 21626 | &nbsp;&nbsp;301850 |
|  | HBL Engineering Ltd. | 32473 | &nbsp;&nbsp;276862 |
|  | HCL Technologies Ltd. | 129486 | &nbsp;&nbsp;2383436 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Asset <br>Management Co. <br>Ltd.<br>| 26870 | &nbsp;&nbsp;733751 |
|  | HDFC Bank Ltd. | 810341 | &nbsp;&nbsp;8191373 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Life Insurance <br>Co. Ltd.<br>| 23571 | &nbsp;&nbsp;187091 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HealthCare Global <br>Enterprises Ltd.<br>| 16223 | &nbsp;&nbsp;$104373 |
|  | HEG Ltd. | 28797 | &nbsp;&nbsp;169442 |
|  | Heritage Foods Ltd. | 14012 | &nbsp;&nbsp;54629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 35515 | &nbsp;&nbsp;2137602 |
|  | HFCL Ltd. | 176172 | &nbsp;&nbsp;129993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 7995 | &nbsp;&nbsp;56162 |
|  | Hikal Ltd. | 17498 | &nbsp;&nbsp;36752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 49308 | &nbsp;&nbsp;246930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himatsingka Seide <br>Ltd.<br>| 19970 | &nbsp;&nbsp;22422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindalco Industries <br>Ltd.<br>| 283563 | &nbsp;&nbsp;2952308 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hinduja Global <br>Solutions Ltd.<br>| 1622 | &nbsp;&nbsp;7409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Aeronautics <br>Ltd.<br>| 22850 | &nbsp;&nbsp;1148924 |
|  | Hindustan Copper Ltd. | 64746 | &nbsp;&nbsp;473579 |
| \* | Hindustan Foods Ltd. | 7772 | &nbsp;&nbsp;39378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Oil <br>Exploration Co. Ltd.<br>| 19694 | &nbsp;&nbsp;33433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Petroleum <br>Corp. Ltd.<br>| 122372 | &nbsp;&nbsp;566603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Unilever <br>Ltd.<br>| 38023 | &nbsp;&nbsp;978352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindware Home <br>Innovation Ltd.<br>| 6918 | &nbsp;&nbsp;16964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Energy India <br>Ltd.<br>| 1215 | &nbsp;&nbsp;249234 |
|  | HI-Tech Pipes Ltd. | 22958 | &nbsp;&nbsp;18536 |
|  | Hle Glascoat Ltd. | 2123 | &nbsp;&nbsp;8782 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 20998 | &nbsp;&nbsp;269263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 994 | &nbsp;&nbsp;21956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HPL Electric & Power <br>Ltd.<br>| 7395 | &nbsp;&nbsp;26725 |
| \* | Hubtown Ltd. | 14461 | &nbsp;&nbsp;33000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. (IBN <br>US), Sponsored <br>ADR<br>| 202125 | &nbsp;&nbsp;5920241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. <br>(ICICIBC IN)<br>| 339470 | &nbsp;&nbsp;5012064 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Lombard General <br>Insurance Co. Ltd.<br>| 11098 | &nbsp;&nbsp;218403 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Prudential Life <br>Insurance Co. Ltd.<br>| 21839 | &nbsp;&nbsp;150463 |
|  | ICRA Ltd. | 536 | &nbsp;&nbsp;36865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ideaForge Technology <br>Ltd.<br>| 7297 | &nbsp;&nbsp;36800 |
|  | IDFC First Bank Ltd. | 977794 | &nbsp;&nbsp;888787 |
| \* | IFB Industries Ltd. | 3379 | &nbsp;&nbsp;40875 |
| \* | IFCI Ltd. | 208099 | &nbsp;&nbsp;124541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 62672 | &nbsp;&nbsp;$226748 |
|  | IIFL Finance Ltd. | 78743 | &nbsp;&nbsp;451836 |
| \* | India Cements Ltd. | 17689 | &nbsp;&nbsp;88369 |
|  | India Glycols Ltd. | 10464 | &nbsp;&nbsp;99215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Nippon <br>Electricals Ltd.<br>| 1312 | &nbsp;&nbsp;10054 |
|  | India Power Corp. Ltd. | 54677 | &nbsp;&nbsp;5165 |
| \* | Indiabulls Ltd. | 255580 | &nbsp;&nbsp;29481 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndiaMart InterMesh <br>Ltd.<br>| 10579 | &nbsp;&nbsp;253270 |
|  | Indian Bank | 77544 | &nbsp;&nbsp;769661 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Energy <br>Exchange Ltd.<br>| 64144 | &nbsp;&nbsp;88452 |
|  | Indian Hotels Co. Ltd. | 72408 | &nbsp;&nbsp;530346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Hume Pipe Co. <br>Ltd.<br>| 2210 | &nbsp;&nbsp;9146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Metals & Ferro <br>Alloys Ltd.<br>| 9165 | &nbsp;&nbsp;116363 |
|  | Indian Oil Corp. Ltd. | 237860 | &nbsp;&nbsp;421283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Catering & Tourism <br>Corp. Ltd.<br>| 39600 | &nbsp;&nbsp;268522 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway Finance <br>Corp. Ltd.<br>| 125528 | &nbsp;&nbsp;164176 |
|  | Indigo Paints Ltd. | 5311 | &nbsp;&nbsp;60381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Count Industries <br>Ltd.<br>| 29271 | &nbsp;&nbsp;74854 |
|  | Indoco Remedies Ltd. | 8472 | &nbsp;&nbsp;20012 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndoStar Capital <br>Finance Ltd.<br>| 5979 | &nbsp;&nbsp;13417 |
|  | Indraprastha Gas Ltd. | 117672 | &nbsp;&nbsp;228065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indraprastha Medical <br>Corp. Ltd.<br>| 13610 | &nbsp;&nbsp;53795 |
| \* | Indus Towers Ltd. | 358502 | &nbsp;&nbsp;1732382 |
| \* | IndusInd Bank Ltd. | 38461 | &nbsp;&nbsp;373641 |
| \* | Infibeam Avenues Ltd. | 268149 | &nbsp;&nbsp;47411 |
|  | Info Edge India Ltd. | 51828 | &nbsp;&nbsp;705746 |
|  | Infosys Ltd. (INFO IN) | 401508 | &nbsp;&nbsp;7188924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingersoll Rand India <br>Ltd.<br>| 2218 | &nbsp;&nbsp;80967 |
|  | Innova Captab Ltd. | 2206 | &nbsp;&nbsp;16467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inox Green Energy <br>Services Ltd.<br>| 5515 | &nbsp;&nbsp;10256 |
|  | INOX India Ltd. | 3435 | &nbsp;&nbsp;41806 |
| \* | Inox Wind Ltd. | 123194 | &nbsp;&nbsp;144997 |
| \* | Insecticides India Ltd. | 1234 | &nbsp;&nbsp;7911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 25386 | &nbsp;&nbsp;253355 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;InterGlobe Aviation <br>Ltd.<br>| 22900 | &nbsp;&nbsp;1146560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOL Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 51595 | &nbsp;&nbsp;41571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ION Exchange India <br>Ltd.<br>| 21310 | &nbsp;&nbsp;83478 |
|  | Ipca Laboratories Ltd. | 32011 | &nbsp;&nbsp;513545 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IRB Infrastructure <br>Developers Ltd.<br>| 358400 | &nbsp;&nbsp;$162413 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 89701 | &nbsp;&nbsp;160470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 7202 | &nbsp;&nbsp;58711 |
| \* | ITC Hotels Ltd. | 30927 | &nbsp;&nbsp;60910 |
|  | ITC Ltd. | 410750 | &nbsp;&nbsp;1440527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 14585 | &nbsp;&nbsp;91048 |
|  | Jagran Prakashan Ltd. | 13332 | &nbsp;&nbsp;9644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jai Balaji Industries <br>Ltd.<br>| 20997 | &nbsp;&nbsp;15205 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jain Irrigation Systems <br>Ltd.<br>| 114248 | &nbsp;&nbsp;45454 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jaiprakash Power <br>Ventures Ltd.<br>| 597377 | &nbsp;&nbsp;99486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 132000 | &nbsp;&nbsp;150849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 59384 | &nbsp;&nbsp;80064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jana Small Finance <br>Bank Ltd.<br>| 4869 | &nbsp;&nbsp;19085 |
|  | Jash Engineering Ltd. | 10542 | &nbsp;&nbsp;43592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 24329 | &nbsp;&nbsp;495555 |
|  | JBM Auto Ltd. | 6861 | &nbsp;&nbsp;42368 |
|  | Jindal Saw Ltd. | 87932 | &nbsp;&nbsp;167112 |
|  | Jindal Stainless Ltd. | 101074 | &nbsp;&nbsp;905748 |
|  | Jindal Steel Ltd. | 72225 | &nbsp;&nbsp;879688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jio Financial Services <br>Ltd.<br>| 276444 | &nbsp;&nbsp;764093 |
| \* | JITF Infralogistics Ltd. | 5343 | &nbsp;&nbsp;16697 |
|  | JK Cement Ltd. | 7212 | &nbsp;&nbsp;433720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Lakshmi Cement <br>Ltd.<br>| 21261 | &nbsp;&nbsp;179535 |
|  | JK Paper Ltd. | 29928 | &nbsp;&nbsp;107151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 52176 | &nbsp;&nbsp;293102 |
|  | JM Financial Ltd. | 124104 | &nbsp;&nbsp;174347 |
|  | JSW Energy Ltd. | 50787 | &nbsp;&nbsp;252887 |
|  | JSW Steel Ltd. | 70693 | &nbsp;&nbsp;929080 |
|  | JTEKT India Ltd. | 17166 | &nbsp;&nbsp;25490 |
|  | JTL Industries Ltd. | 25562 | &nbsp;&nbsp;19822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Foodworks <br>Ltd.<br>| 55726 | &nbsp;&nbsp;302268 |
|  | Jubilant Ingrevia Ltd. | 19524 | &nbsp;&nbsp;135825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 22508 | &nbsp;&nbsp;239208 |
| \* | Just Dial Ltd. | 7133 | &nbsp;&nbsp;51937 |
|  | Jyothy Labs Ltd. | 27964 | &nbsp;&nbsp;75864 |
| \* | Jyoti Structures Ltd. | 161009 | &nbsp;&nbsp;17051 |
|  | Kajaria Ceramics Ltd. | 12619 | &nbsp;&nbsp;122958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 38370 | &nbsp;&nbsp;477248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalyan Jewellers India <br>Ltd.<br>| 18238 | &nbsp;&nbsp;71580 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Kalyani Steels Ltd. | 7935 | &nbsp;&nbsp;$61272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 35588 | &nbsp;&nbsp;88780 |
|  | Karnataka Bank Ltd.  | 78535 | &nbsp;&nbsp;155778 |
|  | Karur Vysya Bank Ltd. <br>| 214003 | &nbsp;&nbsp;694094 |
|  | Kaveri Seed Co. Ltd. | 8556 | &nbsp;&nbsp;88150 |
|  | KCP Ltd.  | 26632 | &nbsp;&nbsp;51231 |
|  | KDDL Ltd. | 1815 | &nbsp;&nbsp;45418 |
|  | KEC International Ltd. | 33591 | &nbsp;&nbsp;245143 |
|  | KEI Industries Ltd. | 13119 | &nbsp;&nbsp;570181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kellton Tech Solutions <br>Ltd.<br>| 147300 | &nbsp;&nbsp;24919 |
|  | Kennametal India Ltd. | 1194 | &nbsp;&nbsp;25373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kewal Kiran Clothing <br>Ltd.<br>| 4116 | &nbsp;&nbsp;20602 |
|  | Keystone Realtors Ltd. | 9401 | &nbsp;&nbsp;51112 |
|  | Kfin Technologies Ltd. | 25125 | &nbsp;&nbsp;277152 |
| \* | Kiri Industries Ltd. | 13595 | &nbsp;&nbsp;68794 |
|  | Kirloskar Brothers Ltd. | 7218 | &nbsp;&nbsp;122718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Ferrous <br>Industries Ltd.<br>| 15358 | &nbsp;&nbsp;74872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Industries <br>Ltd.<br>| 516 | &nbsp;&nbsp;17642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 29112 | &nbsp;&nbsp;371470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Pneumatic <br>Co. Ltd.<br>| 8370 | &nbsp;&nbsp;103601 |
|  | Kitex Garments Ltd. | 30636 | &nbsp;&nbsp;57174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Knowledge Marine & <br>Engineering Works <br>Ltd.<br>| 2144 | &nbsp;&nbsp;41559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 37453 | &nbsp;&nbsp;60536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolte-Patil Developers <br>Ltd.<br>| 10089 | &nbsp;&nbsp;41020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kotak Mahindra Bank <br>Ltd.<br>| 552995 | &nbsp;&nbsp;2451200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kovai Medical Center <br>& Hospital Ltd.<br>| 1289 | &nbsp;&nbsp;75171 |
| Ω | KPI Green Energy Ltd. | 8357 | &nbsp;&nbsp;36092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPIT Technologies <br>Ltd.<br>| 37646 | &nbsp;&nbsp;428918 |
|  | KPR Mill Ltd. | 21592 | &nbsp;&nbsp;204570 |
|  | KRBL Ltd. | 17603 | &nbsp;&nbsp;65720 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Krishna Institute of <br>Medical Sciences <br>Ltd.<br>| 54762 | &nbsp;&nbsp;357991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 5763 | &nbsp;&nbsp;44767 |
|  | KSB Ltd. | 15693 | &nbsp;&nbsp;119814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwality Wall's India <br>Ltd.<br>| 63955 | &nbsp;&nbsp;27949 |
|  | L&T Finance Ltd. | 136753 | &nbsp;&nbsp;425838 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;L&T Technology <br>Services Ltd.<br>| 3358 | &nbsp;&nbsp;136210 |
|  | LA Opala RG Ltd. | 13617 | &nbsp;&nbsp;28391 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Larsen & Toubro Ltd. | 47469 | &nbsp;&nbsp;$2032466 |
| Ω | Laurus Labs Ltd. | 38904 | &nbsp;&nbsp;409199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laxmi Organic <br>Industries Ltd.<br>| 24051 | &nbsp;&nbsp;37417 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lemon Tree Hotels <br>Ltd.<br>| 140764 | &nbsp;&nbsp;199243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 11367 | &nbsp;&nbsp;212989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 100588 | &nbsp;&nbsp;577033 |
|  | Linde India Ltd. | 1346 | &nbsp;&nbsp;87880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Engineering <br>Works Ltd.<br>| 39653 | &nbsp;&nbsp;19562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Metals & <br>Energy Ltd.<br>| 21692 | &nbsp;&nbsp;259090 |
|  | LMW Ltd. | 563 | &nbsp;&nbsp;91409 |
| Ω | Lodha Developers Ltd. | 21968 | &nbsp;&nbsp;232268 |
|  | LT Foods Ltd. | 52673 | &nbsp;&nbsp;212551 |
| Ω | LTIMindtree Ltd. | 9797 | &nbsp;&nbsp;636427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 12617 | &nbsp;&nbsp;185067 |
|  | Lumax Industries Ltd. | 867 | &nbsp;&nbsp;45852 |
|  | Lupin Ltd. | 47684 | &nbsp;&nbsp;1114419 |
|  | LUX Industries Ltd. | 2047 | &nbsp;&nbsp;20500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Madhya Bharat Agro <br>Products Ltd.<br>| 2010 | &nbsp;&nbsp;9001 |
|  | Mahanagar Gas Ltd. | 10152 | &nbsp;&nbsp;115908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Scooters <br>Ltd.<br>| 1176 | &nbsp;&nbsp;172526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Seamless <br>Ltd.<br>| 12815 | &nbsp;&nbsp;72906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Financial Services <br>Ltd.<br>| 123936 | &nbsp;&nbsp;500625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Ltd.<br>| 110477 | &nbsp;&nbsp;4140204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Holidays & <br>Resorts India Ltd.<br>| 18000 | &nbsp;&nbsp;57341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 20708 | &nbsp;&nbsp;84492 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 11906 | &nbsp;&nbsp;46422 |
|  | Maithan Alloys Ltd. | 2775 | &nbsp;&nbsp;30167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 10285 | &nbsp;&nbsp;36497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 33991 | &nbsp;&nbsp;40802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manali Petrochemicals <br>Ltd.<br>| 23060 | &nbsp;&nbsp;14569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manappuram Finance <br>Ltd.<br>| 295914 | &nbsp;&nbsp;916805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mangalam Cement <br>Ltd.<br>| 4272 | &nbsp;&nbsp;36372 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mangalore Refinery & <br>Petrochemicals Ltd.<br>| 35250 | &nbsp;&nbsp;67610 |
|  | Mankind Pharma Ltd. | 9595 | &nbsp;&nbsp;221936 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manorama Industries <br>Ltd.<br>| 3475 | &nbsp;&nbsp;$51091 |
|  | Marico Ltd. | 75826 | &nbsp;&nbsp;602958 |
|  | Marksans Pharma Ltd. | 69834 | &nbsp;&nbsp;124275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruti Suzuki India <br>Ltd.<br>| 9918 | &nbsp;&nbsp;1573604 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;MAS Financial <br>Services Ltd.<br>| 29522 | &nbsp;&nbsp;104090 |
|  | Mastek Ltd. | 5098 | &nbsp;&nbsp;114148 |
| Ω | Matrimony.com Ltd. | 4362 | &nbsp;&nbsp;24631 |
| \* | Max Estates Ltd. | 7126 | &nbsp;&nbsp;29765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Max Financial Services <br>Ltd.<br>| 14865 | &nbsp;&nbsp;260203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Max Healthcare <br>Institute Ltd.<br>| 35263 | &nbsp;&nbsp;367352 |
| \* | Max India Ltd. | 6702 | &nbsp;&nbsp;11683 |
|  | Mayur Uniquoters Ltd. | 8463 | &nbsp;&nbsp;47229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mazagon Dock <br>Shipbuilders Ltd.<br>| 4960 | &nbsp;&nbsp;139094 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medi Assist Healthcare <br>Services Ltd.<br>| 13996 | &nbsp;&nbsp;60940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 20778 | &nbsp;&nbsp;180930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meghmani Organics <br>Ltd.<br>| 44171 | &nbsp;&nbsp;29122 |
|  | Metro Brands Ltd. | 4564 | &nbsp;&nbsp;52133 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Metropolis Healthcare <br>Ltd.<br>| 6455 | &nbsp;&nbsp;127297 |
|  | Minda Corp. Ltd. | 26907 | &nbsp;&nbsp;165483 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mishra Dhatu Nigam <br>Ltd.<br>| 10453 | &nbsp;&nbsp;42489 |
|  | MM Forgings Ltd. | 9402 | &nbsp;&nbsp;41821 |
|  | MOIL Ltd. | 30538 | &nbsp;&nbsp;122231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mold-Tek Packaging <br>Ltd.<br>| 1376 | &nbsp;&nbsp;8144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 4285 | &nbsp;&nbsp;26459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morepen Laboratories <br>Ltd.<br>| 111100 | &nbsp;&nbsp;44159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motherson Sumi Wiring <br>India Ltd.<br>| 647324 | &nbsp;&nbsp;303310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal Financial <br>Services Ltd.<br>| 45244 | &nbsp;&nbsp;370039 |
|  | Mphasis Ltd. | 23842 | &nbsp;&nbsp;716003 |
|  | MPS Ltd. | 1629 | &nbsp;&nbsp;33293 |
|  | MRF Ltd. | 485 | &nbsp;&nbsp;701713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mrs Bectors Food <br>Specialities Ltd.<br>| 34260 | &nbsp;&nbsp;82812 |
|  | MSTC Ltd. | 8488 | &nbsp;&nbsp;42699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multi Commodity <br>Exchange of India <br>Ltd.<br>| 12910 | &nbsp;&nbsp;353767 |
|  | Muthoot Finance Ltd. | 28080 | &nbsp;&nbsp;1166575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nalwa Sons <br>Investments Ltd.<br>| 521 | &nbsp;&nbsp;33338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narayana Hrudayalaya <br>Ltd.<br>| 18645 | &nbsp;&nbsp;358410 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Natco Pharma Ltd. | 33030 | &nbsp;&nbsp;$300022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aluminium Co. <br>Ltd.<br>| 287859 | &nbsp;&nbsp;1191843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fertilizers <br>Ltd.<br>| 40180 | &nbsp;&nbsp;36323 |
|  | Nava Ltd. | 37783 | &nbsp;&nbsp;230335 |
| \*Ω | Navkar Corp. Ltd. | 16746 | &nbsp;&nbsp;17566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 25486 | &nbsp;&nbsp;39869 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nazara Technologies <br>Ltd.<br>| 54619 | &nbsp;&nbsp;168775 |
|  | NBCC India Ltd. | 203467 | &nbsp;&nbsp;219559 |
|  | NCC Ltd. | 111342 | &nbsp;&nbsp;177905 |
|  | NCL Industries Ltd. | 9419 | &nbsp;&nbsp;18753 |
|  | NELCO Ltd. | 3512 | &nbsp;&nbsp;24933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neogen Chemicals <br>Ltd.<br>| 940 | &nbsp;&nbsp;12457 |
|  | NESCO Ltd. | 6952 | &nbsp;&nbsp;86270 |
|  | Nestle India Ltd. | 58366 | &nbsp;&nbsp;847722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netweb Technologies <br>India Ltd.<br>| 4609 | &nbsp;&nbsp;157900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Network18 Media & <br>Investments Ltd.<br>| 44858 | &nbsp;&nbsp;18649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neuland Laboratories <br>Ltd.<br>| 1634 | &nbsp;&nbsp;235040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newgen Software <br>Technologies Ltd.<br>| 12542 | &nbsp;&nbsp;79894 |
|  | NHPC Ltd. | 362548 | &nbsp;&nbsp;308751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning Systems <br>Ltd.<br>| 20642 | &nbsp;&nbsp;89894 |
|  | NIIT Ltd. | 26856 | &nbsp;&nbsp;21756 |
|  | Nilkamal Ltd. | 985 | &nbsp;&nbsp;14754 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India Asset <br>Management Ltd.<br>| 34882 | &nbsp;&nbsp;332107 |
|  | Nitin Spinners Ltd. | 11677 | &nbsp;&nbsp;42201 |
|  | NLC India Ltd. | 49779 | &nbsp;&nbsp;139841 |
|  | NMDC Ltd. | 741079 | &nbsp;&nbsp;651123 |
| \* | NMDC Steel Ltd. | 42663 | &nbsp;&nbsp;19573 |
|  | NOCIL Ltd. | 18888 | &nbsp;&nbsp;27140 |
|  | Novartis India Ltd. | 1627 | &nbsp;&nbsp;13449 |
|  | NRB Bearings Ltd. | 15566 | &nbsp;&nbsp;43356 |
|  | NTPC Ltd. | 275823 | &nbsp;&nbsp;1062988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucleus Software <br>Exports Ltd.<br>| 3278 | &nbsp;&nbsp;32430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvama Wealth <br>Management Ltd.<br>| 20325 | &nbsp;&nbsp;297183 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoco Vistas Corp. <br>Ltd.<br>| 28817 | &nbsp;&nbsp;107977 |
|  | Oberoi Realty Ltd. | 13983 | &nbsp;&nbsp;226810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil & Natural Gas <br>Corp. Ltd.<br>| 204601 | &nbsp;&nbsp;597807 |
|  | Oil India Ltd. | 71169 | &nbsp;&nbsp;396290 |
|  | Olectra Greentech Ltd. | 5763 | &nbsp;&nbsp;68243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One 97 <br>Communications <br>Ltd.<br>| 34555 | &nbsp;&nbsp;425148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Onesource Specialty <br>Pharma Ltd.<br>| 7346 | &nbsp;&nbsp;97692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 3207 | &nbsp;&nbsp;$270067 |
| \* | Orchid Pharma Ltd. | 1989 | &nbsp;&nbsp;15116 |
|  | Orient Cement Ltd. | 24938 | &nbsp;&nbsp;42560 |
|  | Orient Electric Ltd. | 34440 | &nbsp;&nbsp;68204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orient Green Power <br>Co. Ltd.<br>| 162096 | &nbsp;&nbsp;18325 |
|  | Oriental Hotels Ltd. | 18748 | &nbsp;&nbsp;20619 |
|  | Page Industries Ltd. | 822 | &nbsp;&nbsp;293341 |
|  | Paisalo Digital Ltd. | 174601 | &nbsp;&nbsp;64634 |
| \* | Panacea Biotec Ltd. | 3283 | &nbsp;&nbsp;13377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 13302 | &nbsp;&nbsp;42244 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Parag Milk Foods Ltd., <br>Class F<br>| 19863 | &nbsp;&nbsp;54483 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paramount <br>Communications <br>Ltd.<br>| 56849 | &nbsp;&nbsp;20681 |
|  | Patanjali Foods Ltd. | 30703 | &nbsp;&nbsp;167306 |
| \* | Patel Engineering Ltd. | 133290 | &nbsp;&nbsp;41605 |
| \* | PB Fintech Ltd. | 11480 | &nbsp;&nbsp;206107 |
| \* | PC Jeweller Ltd. | 534536 | &nbsp;&nbsp;62111 |
|  | PCBL Chemical Ltd. | 49255 | &nbsp;&nbsp;141373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearl Global Industries <br>Ltd.<br>| 6088 | &nbsp;&nbsp;103450 |
| \* | Pennar Industries Ltd. | 37772 | &nbsp;&nbsp;70814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persistent Systems <br>Ltd.<br>| 17019 | &nbsp;&nbsp;1118119 |
|  | Petronet LNG Ltd. | 196944 | &nbsp;&nbsp;620384 |
|  | Phoenix Mills Ltd.  | 17990 | &nbsp;&nbsp;325897 |
|  | PI Industries Ltd. | 9221 | &nbsp;&nbsp;318014 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Piccadily Agro <br>Industries Ltd.<br>| 1971 | &nbsp;&nbsp;12508 |
|  | Pidilite Industries Ltd. | 36237 | &nbsp;&nbsp;561982 |
| \* | Piramal Finance Ltd. | 34669 | &nbsp;&nbsp;655785 |
|  | Piramal Pharma Ltd. | 130368 | &nbsp;&nbsp;219626 |
|  | Pitti Engineering Ltd. | 6318 | &nbsp;&nbsp;53654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PIX Transmissions <br>Ltd.<br>| 1966 | &nbsp;&nbsp;28051 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing Finance <br>Ltd.<br>| 60742 | &nbsp;&nbsp;543031 |
|  | PNC Infratech Ltd. | 40375 | &nbsp;&nbsp;95687 |
|  | Pokarna Ltd. | 5459 | &nbsp;&nbsp;43644 |
|  | Poly Medicure Ltd. | 1713 | &nbsp;&nbsp;28422 |
|  | Polycab India Ltd. | 6475 | &nbsp;&nbsp;494424 |
|  | Polyplex Corp. Ltd. | 8768 | &nbsp;&nbsp;81220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pondy Oxides & <br>Chemicals Ltd.<br>| 5123 | &nbsp;&nbsp;66210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poonawalla Fincorp <br>Ltd.<br>| 47094 | &nbsp;&nbsp;203130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Finance Corp. <br>Ltd.<br>| 309851 | &nbsp;&nbsp;1276788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Grid Corp. of <br>India Ltd.<br>| 287709 | &nbsp;&nbsp;801425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 5340 | &nbsp;&nbsp;119871 |
|  | Praj Industries Ltd. | 21832 | &nbsp;&nbsp;69372 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prakash Industries <br>Ltd.<br>| 32387 | &nbsp;&nbsp;$43076 |
| Ω | Prataap Snacks Ltd. | 3111 | &nbsp;&nbsp;38387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Wires India <br>Ltd.<br>| 28086 | &nbsp;&nbsp;74877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Explosives <br>Ltd. (PRE IN)<br>| 5380 | &nbsp;&nbsp;30036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 19051 | &nbsp;&nbsp;302733 |
|  | Pricol Ltd. | 26549 | &nbsp;&nbsp;159278 |
| \* | Prism Johnson Ltd. | 30255 | &nbsp;&nbsp;41618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Privi Speciality <br>Chemicals Ltd.<br>| 2907 | &nbsp;&nbsp;88716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Health Ltd.<br>| 2345 | &nbsp;&nbsp;135062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Hygiene & Health <br>Care Ltd.<br>| 288 | &nbsp;&nbsp;36932 |
| \* | PSP Projects Ltd. | 3458 | &nbsp;&nbsp;28304 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC India Financial <br>Services Ltd.<br>| 74121 | &nbsp;&nbsp;26491 |
|  | PTC India Ltd. | 66341 | &nbsp;&nbsp;124189 |
|  | Punjab National Bank | 343907 | &nbsp;&nbsp;468501 |
| \* | Puravankara Ltd. | 14041 | &nbsp;&nbsp;35366 |
| \* | PVR Inox Ltd. | 17740 | &nbsp;&nbsp;188595 |
| Ω | Quess Corp. Ltd. | 13862 | &nbsp;&nbsp;31351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R Systems <br>International Ltd.<br>| 11709 | &nbsp;&nbsp;48809 |
|  | Radico Khaitan Ltd. | 9441 | &nbsp;&nbsp;289369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raghav Productivity <br>Enhancers Ltd.<br>| 1327 | &nbsp;&nbsp;10675 |
|  | Rail Vikas Nigam Ltd. | 26708 | &nbsp;&nbsp;100026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Railtel Corp. of India <br>Ltd.<br>| 29772 | &nbsp;&nbsp;114791 |
|  | Rain Industries Ltd. | 54048 | &nbsp;&nbsp;90963 |
| \* | Rajesh Exports Ltd. | 17168 | &nbsp;&nbsp;30382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajratan Global Wire <br>Ltd.<br>| 2448 | &nbsp;&nbsp;10843 |
|  | Rallis India Ltd. | 26880 | &nbsp;&nbsp;80479 |
|  | Ram Ratna Wires Ltd. | 4796 | &nbsp;&nbsp;15357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rama Steel Tubes <br>Ltd.<br>| 173256 | &nbsp;&nbsp;14782 |
|  | Ramco Cements Ltd. | 27259 | &nbsp;&nbsp;330323 |
|  | Ramco Industries Ltd. | 11599 | &nbsp;&nbsp;39781 |
| \* | Ramco Systems Ltd. | 5468 | &nbsp;&nbsp;28009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 20880 | &nbsp;&nbsp;115525 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramky Infrastructure <br>Ltd.<br>| 6591 | &nbsp;&nbsp;34113 |
|  | Rane Holdings Ltd. | 2143 | &nbsp;&nbsp;30493 |
|  | Rane Madras Ltd. | 1107 | &nbsp;&nbsp;8862 |
|  | Rashi Peripherals Ltd. | 3086 | &nbsp;&nbsp;12007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rashtriya Chemicals & <br>Fertilizers Ltd.<br>| 36714 | &nbsp;&nbsp;54762 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rategain Travel <br>Technologies Ltd.<br>| 12994 | &nbsp;&nbsp;86236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 6349 | &nbsp;&nbsp;148285 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RattanIndia Power <br>Ltd.<br>| 801676 | &nbsp;&nbsp;$74092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Raymond Lifestyle <br>Ltd.<br>| 8755 | &nbsp;&nbsp;99181 |
| \* | Raymond Ltd. | 5472 | &nbsp;&nbsp;22948 |
| \* | Raymond Realty Ltd. | 10944 | &nbsp;&nbsp;59928 |
| Ω | RBL Bank Ltd. | 154664 | &nbsp;&nbsp;500852 |
|  | REC Ltd. | 233713 | &nbsp;&nbsp;927293 |
|  | Redington Ltd. | 269689 | &nbsp;&nbsp;797742 |
|  | Redtape Ltd. | 44380 | &nbsp;&nbsp;59796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industrial <br>Infrastructure Ltd.<br>| 1165 | &nbsp;&nbsp;9038 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIGD LI), <br>Sponsored GDR<br>| 29313 | &nbsp;&nbsp;1779367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIL IN)<br>| 167699 | &nbsp;&nbsp;2551095 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RLNIY US), <br>Sponsored GDR<br>| 44787 | &nbsp;&nbsp;2718571 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Infrastructure <br>Ltd.<br>| 56222 | &nbsp;&nbsp;82037 |
| \* | Reliance Power Ltd. | 859155 | &nbsp;&nbsp;264683 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Religare Enterprises <br>Ltd.<br>| 24387 | &nbsp;&nbsp;63497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Repco Home Finance <br>Ltd.<br>| 11234 | &nbsp;&nbsp;49662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Responsive Industries <br>Ltd.<br>| 9620 | &nbsp;&nbsp;17528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>Asia Ltd.<br>| 92628 | &nbsp;&nbsp;64100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rhi Magnesita India <br>Ltd.<br>| 14855 | &nbsp;&nbsp;71111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rico Auto Industries <br>Ltd.<br>| 45453 | &nbsp;&nbsp;57654 |
|  | RITES Ltd. | 41222 | &nbsp;&nbsp;102479 |
|  | Rossari Biotech Ltd. | 6757 | &nbsp;&nbsp;40808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPG Life Sciences <br>Ltd.<br>| 2149 | &nbsp;&nbsp;47130 |
| \* | RPSG Ventures Ltd. | 4168 | &nbsp;&nbsp;32951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safari Industries India <br>Ltd.<br>| 5205 | &nbsp;&nbsp;113467 |
| \* | Sagar Cements Ltd. | 17694 | &nbsp;&nbsp;37473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sai Silks Kalamandir <br>Ltd.<br>| 12995 | &nbsp;&nbsp;15911 |
|  | Saksoft Ltd. | 14671 | &nbsp;&nbsp;27541 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Salasar Techno <br>Engineering Ltd.<br>| 308495 | &nbsp;&nbsp;26836 |
| \* | SAMHI Hotels Ltd. | 7317 | &nbsp;&nbsp;13546 |
| \* | Sammaan Capital Ltd. | 146516 | &nbsp;&nbsp;239853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samvardhana <br>Motherson <br>International Ltd.<br>| 791324 | &nbsp;&nbsp;969587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 9330 | &nbsp;&nbsp;49714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandur Manganese & <br>Iron Ores Ltd.<br>| 21123 | &nbsp;&nbsp;50381 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | Sanghi Industries Ltd. | 9371 | &nbsp;&nbsp;$6142 |
|  | Sanghvi Movers Ltd. | 16026 | &nbsp;&nbsp;52474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi Consumer <br>Healthcare India <br>Ltd.<br>| 2286 | &nbsp;&nbsp;104388 |
|  | Sanofi India Ltd. | 1132 | &nbsp;&nbsp;49450 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 13883 | &nbsp;&nbsp;259717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sapphire Foods India <br>Ltd.<br>| 47476 | &nbsp;&nbsp;97089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarda Energy & <br>Minerals Ltd.<br>| 27518 | &nbsp;&nbsp;147287 |
|  | Saregama India Ltd. | 18587 | &nbsp;&nbsp;68327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasken Technologies <br>Ltd.<br>| 1897 | &nbsp;&nbsp;25085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil Technologies <br>Ltd.<br>| 9160 | &nbsp;&nbsp;34791 |
| \* | SBFC Finance Ltd. | 166453 | &nbsp;&nbsp;154263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 29981 | &nbsp;&nbsp;246202 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;SBI Life Insurance Co. <br>Ltd.<br>| 34339 | &nbsp;&nbsp;751221 |
|  | Schaeffler India Ltd. | 6679 | &nbsp;&nbsp;261758 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric <br>Infrastructure Ltd.<br>| 14480 | &nbsp;&nbsp;109392 |
| \* | SEAMEC Ltd. | 1670 | &nbsp;&nbsp;23004 |
|  | Senco Gold Ltd. | 9738 | &nbsp;&nbsp;32677 |
| \* | SEPC Ltd. | 348527 | &nbsp;&nbsp;31231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seshasayee Paper & <br>Boards Ltd.<br>| 12371 | &nbsp;&nbsp;30645 |
| \* | SG Finserve Ltd. | 2826 | &nbsp;&nbsp;10297 |
| Ω | SH Kelkar & Co. Ltd. | 19760 | &nbsp;&nbsp;30982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaily Engineering <br>Plastics Ltd.<br>| 5713 | &nbsp;&nbsp;118587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakti Pumps India <br>Ltd.<br>| 11880 | &nbsp;&nbsp;80840 |
| \* | Shalby Ltd. | 7260 | &nbsp;&nbsp;13268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shankara Buildpro <br>Ltd.<br>| 5154 | &nbsp;&nbsp;42078 |
|  | Shanthi Gears Ltd. | 4410 | &nbsp;&nbsp;21586 |
|  | Sharda Cropchem Ltd. | 9161 | &nbsp;&nbsp;101639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Motor <br>Industries Ltd.<br>| 7866 | &nbsp;&nbsp;73279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Share India Securities <br>Ltd.<br>| 13936 | &nbsp;&nbsp;21764 |
| \* | Sheela Foam Ltd. | 9705 | &nbsp;&nbsp;54769 |
|  | Shilpa Medicare Ltd. | 28604 | &nbsp;&nbsp;90831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of India <br>Land & Assets Ltd.<br>| 31983 | &nbsp;&nbsp;15691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of India <br>Ltd.<br>| 48387 | &nbsp;&nbsp;118742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shivalik Bimetal <br>Controls Ltd.<br>| 8643 | &nbsp;&nbsp;39588 |
| \* | Shoppers Stop Ltd. | 7687 | &nbsp;&nbsp;30242 |
|  | Shree Cement Ltd. | 891 | &nbsp;&nbsp;261455 |
|  | Shriram Finance Ltd. | 243570 | &nbsp;&nbsp;2703761 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Pistons & <br>Rings Ltd.<br>| 6431 | &nbsp;&nbsp;$193810 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Properties <br>Ltd.<br>| 26303 | &nbsp;&nbsp;21344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shyam Metalics & <br>Energy Ltd.<br>| 18052 | &nbsp;&nbsp;167386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Energy India <br>Ltd.<br>| 2953 | &nbsp;&nbsp;79772 |
|  | Siemens Ltd. | 2953 | &nbsp;&nbsp;99246 |
|  | Sigachi Industries Ltd. | 26631 | &nbsp;&nbsp;5772 |
| \* | SIS Ltd. | 12141 | &nbsp;&nbsp;44408 |
|  | Siyaram Silk Mills Ltd. | 7622 | &nbsp;&nbsp;42980 |
|  | SJS Enterprises Ltd. | 9085 | &nbsp;&nbsp;164965 |
|  | SJVN Ltd. | 46424 | &nbsp;&nbsp;36721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SKF India Industrial <br>Ltd.<br>| 4027 | &nbsp;&nbsp;119504 |
|  | SKF India Ltd. | 4027 | &nbsp;&nbsp;73662 |
|  | Skipper Ltd. | 12026 | &nbsp;&nbsp;47176 |
|  | SML Mahindra Ltd. | 894 | &nbsp;&nbsp;33565 |
|  | Sobha Ltd. | 10290 | &nbsp;&nbsp;161611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Industries India <br>Ltd.<br>| 4564 | &nbsp;&nbsp;667807 |
|  | Somany Ceramics Ltd. | 5293 | &nbsp;&nbsp;23470 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sona Blw Precision <br>Forgings Ltd.<br>| 3650 | &nbsp;&nbsp;19607 |
|  | Sonata Software Ltd. | 18489 | &nbsp;&nbsp;63658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 716692 | &nbsp;&nbsp;293647 |
|  | SP Apparels Ltd. | 2860 | &nbsp;&nbsp;21136 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spandana Sphoorty <br>Financial Ltd.<br>| 1454 | &nbsp;&nbsp;1927 |
|  | SRF Ltd. | 19961 | &nbsp;&nbsp;609399 |
|  | Star Cement Ltd. | 50861 | &nbsp;&nbsp;120651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 58199 | &nbsp;&nbsp;297486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBID LI), GDR<br>| 2592 | &nbsp;&nbsp;307111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBIN IN)<br>| 91425 | &nbsp;&nbsp;1071411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBKFF US), GDR<br>| 14169 | &nbsp;&nbsp;1677610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Authority of India <br>Ltd.<br>| 180319 | &nbsp;&nbsp;294973 |
|  | Steelcast Ltd. | 12486 | &nbsp;&nbsp;25134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterlite Technologies <br>Ltd.<br>| 62653 | &nbsp;&nbsp;71939 |
| \* | STL Networks Ltd. | 84822 | &nbsp;&nbsp;18595 |
|  | Stove Kraft Ltd. | 5323 | &nbsp;&nbsp;28491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 16601 | &nbsp;&nbsp;158472 |
| \* | Stylam Industries Ltd. | 3206 | &nbsp;&nbsp;77453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Styrenix Performance <br>Materials Ltd.<br>| 2351 | &nbsp;&nbsp;49824 |
| \* | Subex Ltd. | 243613 | &nbsp;&nbsp;24562 |
|  | Subros Ltd. | 5043 | &nbsp;&nbsp;44747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 10120 | &nbsp;&nbsp;99862 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Colorants <br>India Ltd.<br>| 936 | &nbsp;&nbsp;$3793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>India Ltd.<br>| 24238 | &nbsp;&nbsp;107966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Pharmaceutical <br>Industries Ltd. <br>(SUNP IN)<br>| 50562 | &nbsp;&nbsp;876841 |
|  | Sun TV Network Ltd. | 36672 | &nbsp;&nbsp;221781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram Finance <br>Ltd.<br>| 12065 | &nbsp;&nbsp;684157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram-Clayton <br>Ltd.<br>| 777 | &nbsp;&nbsp;10542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 31579 | &nbsp;&nbsp;321553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflag Iron & Steel <br>Co. Ltd.<br>| 16141 | &nbsp;&nbsp;43075 |
|  | Sunteck Realty Ltd. | 11166 | &nbsp;&nbsp;48855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 25072 | &nbsp;&nbsp;121699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Industries <br>Ltd.<br>| 5740 | &nbsp;&nbsp;218535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 18348 | &nbsp;&nbsp;113133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supriya Lifescience <br>Ltd.<br>| 9043 | &nbsp;&nbsp;66576 |
|  | Surya Roshni Ltd. | 22267 | &nbsp;&nbsp;59914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suryoday Small <br>Finance Bank Ltd.<br>| 22867 | &nbsp;&nbsp;34455 |
| \* | Suzlon Energy Ltd. | 1041133 | &nbsp;&nbsp;540738 |
|  | Swan Corp. Ltd. | 20951 | &nbsp;&nbsp;96302 |
|  | Swaraj Engines Ltd. | 1571 | &nbsp;&nbsp;59669 |
|  | Symphony Ltd. | 4203 | &nbsp;&nbsp;42162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Syncom Formulations <br>India Ltd.<br>| 150052 | &nbsp;&nbsp;21243 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 23961 | &nbsp;&nbsp;123602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAJGVK Hotels & <br>Resorts Ltd.<br>| 2166 | &nbsp;&nbsp;8693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Talbros Automotive <br>Components Ltd.<br>| 9032 | &nbsp;&nbsp;25779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamilnad Mercantile <br>Bank Ltd.<br>| 17517 | &nbsp;&nbsp;115366 |
|  | Tanla Platforms Ltd. | 15767 | &nbsp;&nbsp;87526 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Tara Chand <br>InfraLogistic <br>Solutions Ltd.<br>| 4622 | &nbsp;&nbsp;3086 |
| \* | TARC Ltd. | 23394 | &nbsp;&nbsp;38704 |
|  | Tata Chemicals Ltd. | 43870 | &nbsp;&nbsp;355591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Communications <br>Ltd.<br>| 18015 | &nbsp;&nbsp;307893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consultancy <br>Services Ltd.<br>| 75899 | &nbsp;&nbsp;2585392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 28430 | &nbsp;&nbsp;350387 |
|  | Tata Elxsi Ltd. | 5225 | &nbsp;&nbsp;302600 |
| \* | Tata Motors Ltd./new | 342448 | &nbsp;&nbsp;1703166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Motors Passenger <br>Vehicles Ltd.<br>| 190196 | &nbsp;&nbsp;$723158 |
|  | Tata Power Co. Ltd. | 130427 | &nbsp;&nbsp;519881 |
|  | Tata Steel Ltd. | 1319738 | &nbsp;&nbsp;2746921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tata Teleservices <br>Maharashtra Ltd.<br>| 59876 | &nbsp;&nbsp;29325 |
|  | TCI Express Ltd. | 3436 | &nbsp;&nbsp;20369 |
|  | TCPL Packaging Ltd. | 483 | &nbsp;&nbsp;13588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 36390 | &nbsp;&nbsp;285664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TeamLease Services <br>Ltd.<br>| 1241 | &nbsp;&nbsp;18677 |
|  | Tech Mahindra Ltd. | 83792 | &nbsp;&nbsp;1582666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 13063 | &nbsp;&nbsp;139184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Technocraft Industries <br>India Ltd.<br>| 2009 | &nbsp;&nbsp;44267 |
|  | Tega Industries Ltd. | 5140 | &nbsp;&nbsp;95396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Infrastructure <br>& Holdings Ltd.<br>| 19829 | &nbsp;&nbsp;20941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 65306 | &nbsp;&nbsp;91249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanga Mayil <br>Jewellery Ltd.<br>| 1447 | &nbsp;&nbsp;52454 |
|  | Thejo Engineering Ltd. | 489 | &nbsp;&nbsp;8999 |
|  | Thermax Ltd. | 1296 | &nbsp;&nbsp;40725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thirumalai Chemicals <br>Ltd.<br>| 14023 | &nbsp;&nbsp;29144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 53460 | &nbsp;&nbsp;71543 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Thyrocare <br>Technologies Ltd.<br>| 16941 | &nbsp;&nbsp;77415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tilaknagar Industries <br>Ltd.<br>| 31728 | &nbsp;&nbsp;148429 |
|  | Time Technoplast Ltd. | 77672 | &nbsp;&nbsp;153090 |
|  | Timken India Ltd. | 8261 | &nbsp;&nbsp;267431 |
|  | Tips Music Ltd. | 14673 | &nbsp;&nbsp;85689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 13428 | &nbsp;&nbsp;120614 |
|  | Titan Co. Ltd. | 33159 | &nbsp;&nbsp;1436494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torrent <br>Pharmaceuticals <br>Ltd.<br>| 16246 | &nbsp;&nbsp;698600 |
|  | Torrent Power Ltd. | 20839 | &nbsp;&nbsp;314704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tourism Finance Corp. <br>of India Ltd.<br>| 96705 | &nbsp;&nbsp;67989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transformers & <br>Rectifiers India Ltd.<br>| 19366 | &nbsp;&nbsp;50138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 9519 | &nbsp;&nbsp;110183 |
|  | Trent Ltd. | 15035 | &nbsp;&nbsp;616023 |
|  | Trident Ltd. | 228265 | &nbsp;&nbsp;64730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 28446 | &nbsp;&nbsp;115235 |
|  | Triveni Turbine Ltd. | 29732 | &nbsp;&nbsp;162197 |
|  | TTK Prestige Ltd. | 7893 | &nbsp;&nbsp;50659 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tube Investments of <br>India Ltd.<br>| 10025 | &nbsp;&nbsp;$254560 |
|  | TVS Holdings Ltd. | 1708 | &nbsp;&nbsp;273990 |
|  | TVS Motor Co. Ltd. | 31628 | &nbsp;&nbsp;1266942 |
|  | TVS Srichakra Ltd. | 949 | &nbsp;&nbsp;41924 |
|  | Uflex Ltd. | 11450 | &nbsp;&nbsp;57867 |
| \* | Ugro Capital Ltd. | 21162 | &nbsp;&nbsp;33826 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ujjivan Small Finance <br>Bank Ltd.<br>| 300377 | &nbsp;&nbsp;211742 |
|  | UltraTech Cement Ltd. | 4145 | &nbsp;&nbsp;573617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unichem Laboratories <br>Ltd.<br>| 8574 | &nbsp;&nbsp;35263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of India <br>Ltd.<br>| 270127 | &nbsp;&nbsp;529503 |
|  | United Breweries Ltd. | 4074 | &nbsp;&nbsp;64734 |
|  | United Spirits Ltd. | 25614 | &nbsp;&nbsp;379227 |
|  | Universal Cables Ltd. | 2315 | &nbsp;&nbsp;18242 |
|  | UNO Minda Ltd. | 35034 | &nbsp;&nbsp;450915 |
|  | UPL Ltd. | 70796 | &nbsp;&nbsp;541014 |
|  | Usha Martin Ltd. | 67195 | &nbsp;&nbsp;298210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 12489 | &nbsp;&nbsp;131026 |
| \* | V2 Retail Ltd. | 4800 | &nbsp;&nbsp;105110 |
|  | VA Tech Wabag Ltd. | 14680 | &nbsp;&nbsp;172378 |
|  | Vadilal Industries Ltd. | 1081 | &nbsp;&nbsp;51446 |
|  | Vaibhav Global Ltd. | 13645 | &nbsp;&nbsp;33205 |
| \* | Valor Estate Ltd. | 47564 | &nbsp;&nbsp;55039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Special <br>Steels Ltd.<br>| 5501 | &nbsp;&nbsp;15213 |
|  | Vardhman Textiles Ltd. | 36344 | &nbsp;&nbsp;171032 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 16223 | &nbsp;&nbsp;100792 |
|  | Varun Beverages Ltd. | 143640 | &nbsp;&nbsp;728979 |
| \* | Vascon Engineers Ltd. | 24820 | &nbsp;&nbsp;11191 |
|  | Vedant Fashions Ltd. | 6876 | &nbsp;&nbsp;36276 |
|  | Vedanta Ltd. | 297098 | &nbsp;&nbsp;2192278 |
|  | Veedol Corp. Ltd. | 2717 | &nbsp;&nbsp;42426 |
|  | Venky's India Ltd. | 1668 | &nbsp;&nbsp;27902 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Venus Pipes & Tubes <br>Ltd.<br>| 2193 | &nbsp;&nbsp;24549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veranda Learning <br>Solutions Ltd.<br>| 1852 | &nbsp;&nbsp;4086 |
|  | Vesuvius India Ltd. | 25016 | &nbsp;&nbsp;135924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V-Guard Industries <br>Ltd.<br>| 52450 | &nbsp;&nbsp;201079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vijaya Diagnostic <br>Centre Ltd.<br>| 10709 | &nbsp;&nbsp;112016 |
|  | Vimta Labs Ltd. | 4408 | &nbsp;&nbsp;19745 |
|  | Vinati Organics Ltd. | 4954 | &nbsp;&nbsp;82086 |
|  | Vindhya Telelinks Ltd. | 2233 | &nbsp;&nbsp;29530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vintage Coffee & <br>Beverages Ltd.<br>| 18364 | &nbsp;&nbsp;29461 |
|  | Vishnu Chemicals Ltd. | 9726 | &nbsp;&nbsp;55552 |
| \* | V-Mart Retail Ltd. | 3051 | &nbsp;&nbsp;21036 |
| \* | Vodafone Idea Ltd. | 3173131 | &nbsp;&nbsp;385037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 1441 | &nbsp;&nbsp;115132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Voltas Ltd. | 15564 | &nbsp;&nbsp;$224142 |
|  | VRL Logistics Ltd. | 20292 | &nbsp;&nbsp;59646 |
|  | VST Industries Ltd. | 18503 | &nbsp;&nbsp;47204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 863 | &nbsp;&nbsp;51869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waaree Renewable <br>Technologies Ltd.<br>| 5984 | &nbsp;&nbsp;59185 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walchandnagar <br>Industries Ltd.<br>| 11934 | &nbsp;&nbsp;24416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Websol Energy System <br>Ltd.<br>| 47903 | &nbsp;&nbsp;42506 |
|  | Welspun Corp. Ltd. | 33968 | &nbsp;&nbsp;268210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 16502 | &nbsp;&nbsp;85176 |
|  | Welspun Living Ltd. | 65473 | &nbsp;&nbsp;88521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 14697 | &nbsp;&nbsp;63904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlife Foodworld <br>Ltd.<br>| 12106 | &nbsp;&nbsp;64533 |
|  | Wheels India Ltd. | 1881 | &nbsp;&nbsp;15650 |
|  | Whirlpool of India Ltd. | 4738 | &nbsp;&nbsp;40071 |
|  | Wipro Ltd. | 188788 | &nbsp;&nbsp;486184 |
| \* | Wockhardt Ltd. | 15559 | &nbsp;&nbsp;235187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 6317 | &nbsp;&nbsp;34495 |
|  | XPRO India Ltd. | 824 | &nbsp;&nbsp;8502 |
| \* | Yes Bank Ltd. | 2228913 | &nbsp;&nbsp;519196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zee Entertainment <br>Enterprises Ltd.<br>| 144369 | &nbsp;&nbsp;132426 |
|  | Zen Technologies Ltd. | 2574 | &nbsp;&nbsp;39643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 35542 | &nbsp;&nbsp;251246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZF Commercial Vehicle <br>Control Systems <br>India Ltd.<br>| 573 | &nbsp;&nbsp;93484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 47432 | &nbsp;&nbsp;456267 |
|  | Zydus Wellness Ltd. | 29646 | &nbsp;&nbsp;145037 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;252296078 |
| INDONESIA — (1.9%) | INDONESIA — (1.9%) | INDONESIA — (1.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABM Investama Tbk. <br>PT<br>| 301600 | &nbsp;&nbsp;51715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adi Sarana Armada <br>Tbk. PT<br>| 676300 | &nbsp;&nbsp;48066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKR Corporindo Tbk. <br>PT<br>| 1909400 | &nbsp;&nbsp;143853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alam Sutera Realty <br>Tbk. PT<br>| 4460900 | &nbsp;&nbsp;41638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Minerals <br>Indonesia Tbk. PT<br>| 1358300 | &nbsp;&nbsp;161551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Resources <br>Indonesia Tbk. PT<br>| 1239600 | &nbsp;&nbsp;162909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allo Bank Indonesia <br>Tbk. PT<br>| 504000 | &nbsp;&nbsp;44312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amman Mineral <br>Internasional PT<br>| 369500 | &nbsp;&nbsp;166131 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aneka Tambang Tbk. <br>PT<br>| 2212400 | &nbsp;&nbsp;$544658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arwana Citramulia Tbk. <br>PT<br>| 1282000 | &nbsp;&nbsp;39829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 2447200 | &nbsp;&nbsp;58277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Agro Lestari Tbk. <br>PT<br>| 154300 | &nbsp;&nbsp;67946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra International Tbk. <br>PT<br>| 3146900 | &nbsp;&nbsp;1193214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 250300 | &nbsp;&nbsp;37734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asuransi Tugu <br>Pratama Indonesia <br>Tbk. PT<br>| 456500 | &nbsp;&nbsp;31395 |
|  | Avia Avian Tbk. PT | 3443100 | &nbsp;&nbsp;88832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Aladin Syariah <br>Tbk. PT<br>| 1151200 | &nbsp;&nbsp;44607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Amar Indonesia <br>Tbk. PT<br>| 830585 | &nbsp;&nbsp;10623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Artha Graha <br>Internasional Tbk. <br>PT<br>| 1050800 | &nbsp;&nbsp;11254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank BTPN Syariah <br>Tbk. PT<br>| 775700 | &nbsp;&nbsp;55661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Central Asia Tbk. <br>PT<br>| 4553900 | &nbsp;&nbsp;2012138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ganesha Tbk. <br>PT<br>| 3183400 | &nbsp;&nbsp;26141 |
| \* | Bank Jago Tbk. PT | 1087700 | &nbsp;&nbsp;110323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank KB Indonesia <br>Tbk. PT<br>| 6045077 | &nbsp;&nbsp;27066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mandiri Persero <br>Tbk. PT<br>| 4983000 | &nbsp;&nbsp;1433839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mayapada <br>International Tbk. <br>PT<br>| 2445328 | &nbsp;&nbsp;33502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Maybank <br>Indonesia Tbk. PT<br>| 1456300 | &nbsp;&nbsp;18600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Negara <br>Indonesia Persero <br>Tbk. PT<br>| 2400900 | &nbsp;&nbsp;644413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 3326200 | &nbsp;&nbsp;77555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 1685100 | &nbsp;&nbsp;144698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pan Indonesia <br>Tbk. PT<br>| 667300 | &nbsp;&nbsp;42724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Barat <br>Dan Banten Tbk. <br>PT<br>| 796390 | &nbsp;&nbsp;38222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Timur <br>Tbk. PT<br>| 899200 | &nbsp;&nbsp;29780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia <br>Persero Tbk. PT<br>| 5320400 | &nbsp;&nbsp;$1207751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Syariah <br>Indonesia Tbk. PT<br>| 584549 | &nbsp;&nbsp;78437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero Tbk. <br>PT<br>| 1741412 | &nbsp;&nbsp;127921 |
| \* | Barito Pacific Tbk. PT | 472863 | &nbsp;&nbsp;60848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barito Renewables <br>Energy Tbk. PT<br>| 1189000 | &nbsp;&nbsp;601549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BFI Finance Indonesia <br>Tbk. PT<br>| 1357600 | &nbsp;&nbsp;57107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BISI International Tbk. <br>PT<br>| 429800 | &nbsp;&nbsp;22586 |
|  | Blue Bird Tbk. PT | 206500 | &nbsp;&nbsp;20601 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buana Lintas Lautan <br>Tbk. PT<br>| 4867500 | &nbsp;&nbsp;143108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bukalapak.com Tbk. <br>PT<br>| 13249400 | &nbsp;&nbsp;114624 |
|  | Bukit Asam Tbk. PT | 1483700 | &nbsp;&nbsp;219707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buma Internasional <br>Grup Tbk. PT<br>| 1889200 | &nbsp;&nbsp;35115 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources <br>Minerals Tbk. PT<br>| 1744500 | &nbsp;&nbsp;110691 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources Tbk. <br>PT<br>| 5504700 | &nbsp;&nbsp;84884 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Serpong Damai <br>Tbk. PT<br>| 1376600 | &nbsp;&nbsp;73754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capital Financial <br>Indonesia Tbk. PT<br>| 800300 | &nbsp;&nbsp;73786 |
| \* | Cemindo Gemilang PT | 434500 | &nbsp;&nbsp;21082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chandra Asri Pacific <br>Tbk. PT<br>| 106500 | &nbsp;&nbsp;41092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Indonesia Tbk. PT<br>| 1113400 | &nbsp;&nbsp;294256 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cikarang Listrindo Tbk. <br>PT<br>| 536600 | &nbsp;&nbsp;22409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ciputra Development <br>Tbk. PT<br>| 2661800 | &nbsp;&nbsp;131956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisarua Mountain <br>Dairy Tbk. PT<br>| 428100 | &nbsp;&nbsp;130290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Citra Marga Nusaphala <br>Persada Tbk. PT<br>| 47700 | &nbsp;&nbsp;3877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darma Henwa Tbk. <br>PT<br>| 7572400 | &nbsp;&nbsp;244060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayamitra <br>Telekomunikasi PT<br>| 3940100 | &nbsp;&nbsp;130531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dharma Satya <br>Nusantara Tbk. PT<br>| 1009300 | &nbsp;&nbsp;82858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dian Swastatika <br>Sentosa Tbk. PT<br>| 40800 | &nbsp;&nbsp;242559 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eagle High Plantations <br>Tbk. PT<br>| 2208600 | &nbsp;&nbsp;18394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elang Mahkota <br>Teknologi Tbk. PT<br>| 2584600 | &nbsp;&nbsp;150972 |
|  | Elnusa Tbk. PT | 1310000 | &nbsp;&nbsp;53877 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energi Mega Persada <br>Tbk. PT<br>| 7812600 | &nbsp;&nbsp;$610036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 2628100 | &nbsp;&nbsp;62164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESSA Industries <br>Indonesia Tbk. PT<br>| 2396500 | &nbsp;&nbsp;93684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 597000 | &nbsp;&nbsp;38272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garudafood Putra Putri <br>Jaya Tbk. PT<br>| 2126100 | &nbsp;&nbsp;44851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Energy Mines <br>Tbk. PT<br>| 132200 | &nbsp;&nbsp;62298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudang Garam Tbk. <br>PT<br>| 151000 | &nbsp;&nbsp;140852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harum Energy Tbk. <br>PT<br>| 768900 | &nbsp;&nbsp;48300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Impack Pratama <br>Industri Tbk. PT<br>| 2312800 | &nbsp;&nbsp;325771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indah Kiat Pulp & <br>Paper Tbk. PT<br>| 709700 | &nbsp;&nbsp;386464 |
|  | Indika Energy Tbk. PT | 759200 | &nbsp;&nbsp;144989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tambangraya <br>Megah Tbk. PT<br>| 89700 | &nbsp;&nbsp;117484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indocement Tunggal <br>Prakarsa Tbk. PT<br>| 290500 | &nbsp;&nbsp;115286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 185200 | &nbsp;&nbsp;87883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 944000 | &nbsp;&nbsp;383350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indomobil Sukses <br>Internasional Tbk. <br>PT<br>| 326900 | &nbsp;&nbsp;20489 |
|  | Indosat Tbk. PT | 861000 | &nbsp;&nbsp;114505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industri dan <br>Perdagangan <br>Bintraco Dharma <br>Tbk. PT<br>| 4006200 | &nbsp;&nbsp;23790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industri Jamu Dan <br>Farmasi Sido <br>Muncul Tbk. PT<br>| 2650100 | &nbsp;&nbsp;82778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japfa Comfeed <br>Indonesia Tbk. PT<br>| 2336300 | &nbsp;&nbsp;386040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jasa Marga Persero <br>Tbk. PT<br>| 328100 | &nbsp;&nbsp;69719 |
|  | Kalbe Farma Tbk. PT | 2792200 | &nbsp;&nbsp;190447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 7745900 | &nbsp;&nbsp;105277 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Krakatau Steel Persero <br>Tbk. PT<br>| 692300 | &nbsp;&nbsp;13490 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lippo Karawaci Tbk. <br>PT<br>| 15773400 | &nbsp;&nbsp;91224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 2552600 | &nbsp;&nbsp;107056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matahari Department <br>Store Tbk. PT<br>| 220800 | &nbsp;&nbsp;24636 |
|  | Mayora Indah Tbk. PT | 842700 | &nbsp;&nbsp;115833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MD Entertainment Tbk. <br>PT<br>| 153230 | &nbsp;&nbsp;$132370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medco Energi <br>Internasional Tbk. <br>PT<br>| 3319800 | &nbsp;&nbsp;302397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Media Nusantara Citra <br>Tbk. PT<br>| 2605300 | &nbsp;&nbsp;38861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medikaloka Hermina <br>Tbk. PT<br>| 2291100 | &nbsp;&nbsp;180925 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Battery <br>Materials Tbk. PT<br>| 4921900 | &nbsp;&nbsp;205462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Copper Gold <br>Tbk. PT<br>| 935042 | &nbsp;&nbsp;176461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Healthcare <br>Indonesia Tbk. PT<br>| 6326800 | &nbsp;&nbsp;199472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrodata Electronics <br>Tbk. PT<br>| 1885600 | &nbsp;&nbsp;63962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Kentjana <br>Tbk. PT<br>| 9800 | &nbsp;&nbsp;13921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midi Utama Indonesia <br>Tbk. PT<br>| 1986200 | &nbsp;&nbsp;36538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 3101000 | &nbsp;&nbsp;219243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Keluarga <br>Karyasehat Tbk. PT<br>| 1058600 | &nbsp;&nbsp;150113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Pinasthika <br>Mustika Tbk. PT<br>| 572200 | &nbsp;&nbsp;34083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Digital <br>Entertainment Tbk. <br>PT<br>| 1198800 | &nbsp;&nbsp;27177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 30053500 | &nbsp;&nbsp;335313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nusantara Sawit <br>Sejahtera Tbk<br>| 741000 | &nbsp;&nbsp;66490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pabrik Kertas Tjiwi <br>Kimia Tbk. PT<br>| 396000 | &nbsp;&nbsp;173659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Strategic <br>Financial Tbk. PT<br>| 783300 | &nbsp;&nbsp;71152 |
|  | Pakuwon Jati Tbk. PT | 3655400 | &nbsp;&nbsp;78411 |
|  | Pam Mineral Tbk. PT | 760600 | &nbsp;&nbsp;54908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Panin Financial Tbk. <br>PT<br>| 2517100 | &nbsp;&nbsp;39974 |
| \* | Paninvest Tbk. PT | 361900 | &nbsp;&nbsp;17271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantai Indah Kapuk <br>Dua Tbk. PT<br>| 48227 | &nbsp;&nbsp;26686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Gas <br>Negara Tbk. PT<br>| 1875100 | &nbsp;&nbsp;237378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan <br>Perkebunan London <br>Sumatra Indonesia <br>Tbk. PT<br>| 829600 | &nbsp;&nbsp;57387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petrindo Jaya Kreasi <br>Tbk. PT<br>| 3607000 | &nbsp;&nbsp;390031 |
|  | Petrosea Tbk. PT | 679500 | &nbsp;&nbsp;287742 |
| \* | PP Persero Tbk. PT | 1459700 | &nbsp;&nbsp;30867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 2683600 | &nbsp;&nbsp;22386 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rukun Raharja Tbk. <br>PT<br>| 187800 | &nbsp;&nbsp;$48229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salim Ivomas Pratama <br>Tbk. PT<br>| 923900 | &nbsp;&nbsp;31406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sampoerna Agro Tbk. <br>PT<br>| 156100 | &nbsp;&nbsp;72752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Indonesia <br>Tbk. PT<br>| 2328000 | &nbsp;&nbsp;52602 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Meditama <br>Metropolitan Tbk. <br>PT<br>| 868900 | &nbsp;&nbsp;16931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 3926300 | &nbsp;&nbsp;122334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sariguna Primatirta <br>Tbk. PT<br>| 1693600 | &nbsp;&nbsp;40095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawit Sumbermas <br>Sarana Tbk. PT<br>| 1283300 | &nbsp;&nbsp;128448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selamat Sempurna <br>Tbk. PT<br>| 758700 | &nbsp;&nbsp;78980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semen Indonesia <br>Persero Tbk. PT<br>| 762354 | &nbsp;&nbsp;111775 |
| \* | Sentul City Tbk. PT | 15736900 | &nbsp;&nbsp;141640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Pipe Industry of <br>Indonesia PT<br>| 1086800 | &nbsp;&nbsp;29128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya <br>Tbk. PT<br>| 3572900 | &nbsp;&nbsp;371774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Tani Agung <br>Resources Tbk. PT<br>| 1108300 | &nbsp;&nbsp;80163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summarecon Agung <br>Tbk. PT<br>| 1756200 | &nbsp;&nbsp;41458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Citra Media Tbk. <br>PT<br>| 3008900 | &nbsp;&nbsp;44859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 1625200 | &nbsp;&nbsp;151958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBS Energi Utama <br>Tbk. PT<br>| 789000 | &nbsp;&nbsp;34059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLK US), ADR<br>| 18271 | &nbsp;&nbsp;385884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLKM IJ)<br>| 2733600 | &nbsp;&nbsp;584335 |
|  | Temas Tbk. PT | 2160000 | &nbsp;&nbsp;17389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 214000 | &nbsp;&nbsp;34435 |
|  | Timah Tbk. PT | 964400 | &nbsp;&nbsp;186366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Bangun Persada <br>Tbk. PT<br>| 195700 | &nbsp;&nbsp;11963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tower Bersama <br>Infrastructure Tbk. <br>PT<br>| 407300 | &nbsp;&nbsp;43261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcoal Pacific Tbk. <br>PT<br>| 240100 | &nbsp;&nbsp;147287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Bangun <br>Persada Tbk. PT<br>| 1922000 | &nbsp;&nbsp;156571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triputra Agro Persada <br>PT<br>| 1702000 | &nbsp;&nbsp;151848 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tunas Baru Lampung <br>Tbk. PT<br>| 875957 | &nbsp;&nbsp;$34214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry <br>& Trading Co. Tbk. <br>PT<br>| 680900 | &nbsp;&nbsp;61100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Indonesia <br>Tbk. PT<br>| 948000 | &nbsp;&nbsp;108852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Tractors Tbk. <br>PT<br>| 431100 | &nbsp;&nbsp;671592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Indonesia Tbk. <br>PT<br>| 479701 | &nbsp;&nbsp;184949 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya Persero <br>Tbk. PT<br>| 2217700 | &nbsp;&nbsp;5005 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wijaya Karya Persero <br>Tbk. PT<br>| 3300100 | &nbsp;&nbsp;15041 |
| \* | Wir Asia Tbk. PT | 2634400 | &nbsp;&nbsp;13676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 2278104 | &nbsp;&nbsp;448798 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;24782653 |
| KUWAIT — (1.0%) | KUWAIT — (1.0%) | KUWAIT — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Leasing & <br>Investment Co. <br>KSCP<br>| 249656 | &nbsp;&nbsp;169965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Real Estate Co. <br>SAK<br>| 38506 | &nbsp;&nbsp;16288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acico Industries Co. <br>KSC<br>| 130042 | &nbsp;&nbsp;176282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 484023 | &nbsp;&nbsp;212199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 204206 | &nbsp;&nbsp;196524 |
| †† | Al-Eid Food KSC | 63926 | &nbsp;&nbsp;33722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ali Alghanim Sons <br>Automotive Co. <br>KSCC<br>| 46222 | &nbsp;&nbsp;166781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alimtiaz Investment <br>Group KSC<br>| 479614 | &nbsp;&nbsp;78592 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Arabi Group Holding <br>KSC<br>| 39880 | &nbsp;&nbsp;9350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial Group <br>for Financing & <br>Investment KPSC<br>| 189122 | &nbsp;&nbsp;206764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asiya Capital <br>Investments Co. <br>KSCP<br>| 209724 | &nbsp;&nbsp;27275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyout Holding Co. <br>KPSC<br>| 40383 | &nbsp;&nbsp;47304 |
|  | Boubyan Bank KSCP | 33957 | &nbsp;&nbsp;74941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 127785 | &nbsp;&nbsp;235504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boursa Kuwait <br>Securities Co. <br>KPSC<br>| 27189 | &nbsp;&nbsp;278917 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | Burgan Bank SAK | 214445 | &nbsp;&nbsp;$139155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Combined Group <br>Contracting Co. <br>SAK<br>| 41610 | &nbsp;&nbsp;133838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Facilities <br>Co. SAKP<br>| 121626 | &nbsp;&nbsp;107566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Real <br>Estate Co. KSC<br>| 303238 | &nbsp;&nbsp;203749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Investment Co. <br>KSCP<br>| 101037 | &nbsp;&nbsp;37851 |
|  | Gulf Bank KSCP | 323935 | &nbsp;&nbsp;363674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 44177 | &nbsp;&nbsp;288252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heavy Engineering & <br>Ship Building Co. <br>KSCP<br>| 40447 | &nbsp;&nbsp;103487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humansoft Holding Co. <br>KSC<br>| 24355 | &nbsp;&nbsp;209972 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IFA Hotels & <br>Resorts-KPSC<br>| 7540 | &nbsp;&nbsp;21039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Holding Co. <br>KCSC<br>| 70497 | &nbsp;&nbsp;97961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JTC Logistics <br>Transportation & <br>Stevedoring Co. <br>KSCP<br>| 8881 | &nbsp;&nbsp;12457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KAMCO Investment <br>Co. KSC<br>| 40970 | &nbsp;&nbsp;28054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Business Town <br>Real Estate Co. <br>KSCP<br>| 52904 | &nbsp;&nbsp;13816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Cement Co. <br>KSC<br>| 136339 | &nbsp;&nbsp;183422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Finance House <br>KSCP<br>| 1027877 | &nbsp;&nbsp;2704843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Financial <br>Centre SAK<br>| 144621 | &nbsp;&nbsp;66370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Insurance Co. <br>SAK<br>| 11843 | &nbsp;&nbsp;23500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 213069 | &nbsp;&nbsp;188714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Investment Co. <br>SAK<br>| 131386 | &nbsp;&nbsp;90676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Portland <br>Cement Co. KSC<br>| 5226 | &nbsp;&nbsp;10752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Real Estate Co. <br>KSC<br>| 199624 | &nbsp;&nbsp;227235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait <br>Telecommunications <br>Co.<br>| 79080 | &nbsp;&nbsp;169063 |
|  | Mabanee Co. KPSC | 101819 | &nbsp;&nbsp;333239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mezzan Holding Co. <br>KSCC<br>| 34262 | &nbsp;&nbsp;114336 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. KSCP<br>| 577716 | &nbsp;&nbsp;$962609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Munshaat Real Estate <br>Projects Co. KSCP<br>| 19944 | &nbsp;&nbsp;14648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Kuwait SAKP<br>| 678155 | &nbsp;&nbsp;2101181 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Consumer <br>Holding Co. SAK<br>| 82695 | &nbsp;&nbsp;27456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding SAK<br>| 312648 | &nbsp;&nbsp;268741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Investments <br>Co. KSCP<br>| 237321 | &nbsp;&nbsp;209407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oula Fuel Marketing <br>Co.<br>| 38798 | &nbsp;&nbsp;32318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privatization Holding <br>Co. KSCP<br>| 167042 | &nbsp;&nbsp;37153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salhia Real Estate Co. <br>KSCP<br>| 76330 | &nbsp;&nbsp;97051 |
| \* | Securities House KSC | 127694 | &nbsp;&nbsp;29094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shamal Az-Zour <br>Al-Oula for the First <br>Phase of Az-Zour <br>Power Plant KSC<br>| 131767 | &nbsp;&nbsp;61806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Specialities Group <br>Holding Co. KSCC<br>| 39363 | &nbsp;&nbsp;19188 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sultan Center Food <br>Products Co. KSC<br>| 27711 | &nbsp;&nbsp;1624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Real Estate Co. <br>SAKP<br>| 70389 | &nbsp;&nbsp;64107 |
| \* | Warba Bank KSCP | 1351505 | &nbsp;&nbsp;1247398 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;12977210 |
| MALAYSIA — (1.9%) | MALAYSIA — (1.9%) | MALAYSIA — (1.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;99 Speed Mart Retail <br>Holdings Bhd.<br>| 22400 | &nbsp;&nbsp;22726 |
| # | Able Global Bhd. | 78300 | &nbsp;&nbsp;33211 |
| # | Aeon Co. M Bhd. | 197600 | &nbsp;&nbsp;62053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 77200 | &nbsp;&nbsp;114867 |
| #\* | AFFIN Bank Bhd. | 199791 | &nbsp;&nbsp;135651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 7800 | &nbsp;&nbsp;27008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Bank Malaysia <br>Bhd.<br>| 224541 | &nbsp;&nbsp;298253 |
|  | Allianz Malaysia Bhd. | 21900 | &nbsp;&nbsp;127794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 76900 | &nbsp;&nbsp;29272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 428300 | &nbsp;&nbsp;700489 |
| # | Ancom Nylex Bhd. | 211856 | &nbsp;&nbsp;50000 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Astro Malaysia <br>Holdings Bhd.<br>| 154300 | &nbsp;&nbsp;3725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aurelius Technologies <br>Bhd.<br>| 137100 | &nbsp;&nbsp;25275 |
|  | Axiata Group Bhd. | 631600 | &nbsp;&nbsp;368251 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 264900 | &nbsp;&nbsp;$166002 |
|  | Batu Kawan Bhd. | 20200 | &nbsp;&nbsp;99128 |
| \* | Berjaya Corp. Bhd. | 977502 | &nbsp;&nbsp;66782 |
| \* | Berjaya Food Bhd. | 152753 | &nbsp;&nbsp;9090 |
| #\* | Berjaya Land Bhd. | 228300 | &nbsp;&nbsp;15967 |
| #\* | Bermaz Auto Bhd. | 205000 | &nbsp;&nbsp;43088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco Malaysia <br>Bhd.<br>| 38200 | &nbsp;&nbsp;45162 |
| \* | Bumi Armada Bhd. | 1192900 | &nbsp;&nbsp;92582 |
| # | Bursa Malaysia Bhd. | 123700 | &nbsp;&nbsp;283156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cahya Mata Sarawak <br>Bhd.<br>| 176100 | &nbsp;&nbsp;64280 |
| \* | Cape Ems Bhd. | 85000 | &nbsp;&nbsp;5733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg Brewery <br>Malaysia Bhd.<br>| 35700 | &nbsp;&nbsp;158839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCK Consolidated <br>Holdings Bhd.<br>| 67900 | &nbsp;&nbsp;23389 |
|  | CelcomDigi Bhd. | 328300 | &nbsp;&nbsp;271523 |
| \* | Chin Hin Group Bhd. | 145500 | &nbsp;&nbsp;85353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMB Group Holdings <br>Bhd.<br>| 1106812 | &nbsp;&nbsp;2411425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Contracts <br>Bhd.<br>| 48000 | &nbsp;&nbsp;16749 |
| # | Crescendo Corp. Bhd. | 85000 | &nbsp;&nbsp;27165 |
| # | CTOS Digital Bhd. | 345800 | &nbsp;&nbsp;78947 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dagang NeXchange <br>Bhd.<br>| 563800 | &nbsp;&nbsp;42240 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 292300 | &nbsp;&nbsp;133292 |
| # | Dialog Group Bhd. | 354700 | &nbsp;&nbsp;147928 |
| # | DRB-Hicom Bhd. | 336000 | &nbsp;&nbsp;92046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Duopharma Biotech <br>Bhd.<br>| 97044 | &nbsp;&nbsp;33739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Lady Milk <br>Industries Bhd.<br>| 3400 | &nbsp;&nbsp;28417 |
|  | DXN Holdings Bhd. | 268300 | &nbsp;&nbsp;34385 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 385600 | &nbsp;&nbsp;71801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 245200 | &nbsp;&nbsp;138751 |
| # | EG Industries Bhd. | 94200 | &nbsp;&nbsp;27002 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elridge Energy <br>Holdings Bhd.<br>| 66000 | &nbsp;&nbsp;17603 |
|  | Farm Fresh Bhd. | 220900 | &nbsp;&nbsp;160469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fraser & Neave <br>Holdings Bhd.<br>| 23300 | &nbsp;&nbsp;210799 |
| # | Frontken Corp. Bhd. | 306200 | &nbsp;&nbsp;298475 |
|  | Gamuda Bhd. | 181320 | &nbsp;&nbsp;203864 |
|  | Gas Malaysia Bhd. | 79100 | &nbsp;&nbsp;92630 |
|  | Genting Bhd. | 263500 | &nbsp;&nbsp;190934 |
| # | Genting Malaysia Bhd. | 449900 | &nbsp;&nbsp;226001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genting Plantations <br>Bhd.<br>| 112400 | &nbsp;&nbsp;147184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatech Technology <br>Bhd.<br>| 171500 | &nbsp;&nbsp;76645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | Guan Chong Bhd. | 207833 | &nbsp;&nbsp;$36301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAP Seng <br>Consolidated Bhd.<br>| 81700 | &nbsp;&nbsp;61935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hap Seng Plantations <br>Holdings Bhd.<br>| 105700 | &nbsp;&nbsp;61262 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hartalega Holdings <br>Bhd.<br>| 341300 | &nbsp;&nbsp;79912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heineken Malaysia <br>Bhd.<br>| 27500 | &nbsp;&nbsp;166731 |
|  | Hextar Global Bhd. | 391800 | &nbsp;&nbsp;83624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiap Teck Venture <br>Bhd.<br>| 329500 | &nbsp;&nbsp;22738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hibiscus Petroleum <br>Bhd.<br>| 198200 | &nbsp;&nbsp;78303 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Bank <br>Bhd.<br>| 22300 | &nbsp;&nbsp;145937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Financial <br>Group Bhd.<br>| 22400 | &nbsp;&nbsp;127048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Industries <br>Bhd.<br>| 19600 | &nbsp;&nbsp;84106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hup Seng Industries <br>Bhd.<br>| 112000 | &nbsp;&nbsp;29558 |
|  | IHH Healthcare Bhd. | 114000 | &nbsp;&nbsp;258833 |
|  | IJM Corp. Bhd. | 325400 | &nbsp;&nbsp;221164 |
|  | Inari Amertron Bhd. | 113400 | &nbsp;&nbsp;46352 |
| # | Insas Bhd. | 57200 | &nbsp;&nbsp;13199 |
| # | IOI Corp. Bhd. | 129500 | &nbsp;&nbsp;130768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 226400 | &nbsp;&nbsp;183120 |
|  | ITMAX SYSTEM Bhd. | 71900 | &nbsp;&nbsp;92585 |
|  | JAKS Resources Bhd. | 248000 | &nbsp;&nbsp;6317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Tiasa Holdings <br>Bhd.<br>| 304100 | &nbsp;&nbsp;81118 |
| \* | JCY International Bhd. | 246900 | &nbsp;&nbsp;24051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keck Seng Malaysia <br>Bhd.<br>| 18200 | &nbsp;&nbsp;25507 |
|  | Kelington Group Bhd. | 129400 | &nbsp;&nbsp;173643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenanga Investment <br>Bank Bhd.<br>| 217300 | &nbsp;&nbsp;47484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek Group <br>Bhd.<br>| 76800 | &nbsp;&nbsp;52864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kim Loong Resources <br>Bhd.<br>| 75700 | &nbsp;&nbsp;46100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kinergy Advancement <br>Bhd.<br>| 89100 | &nbsp;&nbsp;8587 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kossan Rubber <br>Industries Bhd.<br>| 325500 | &nbsp;&nbsp;83626 |
| # | KPJ Healthcare Bhd. | 297700 | &nbsp;&nbsp;209185 |
| # | KSL Holdings Bhd. | 127004 | &nbsp;&nbsp;98343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong <br>Bhd.<br>| 67247 | &nbsp;&nbsp;332797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lagenda Properties <br>Bhd.<br>| 120400 | &nbsp;&nbsp;45785 |
|  | LBS Bina Group Bhd. | 267500 | &nbsp;&nbsp;27492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Leong Hup <br>International Bhd.<br>| 495600 | &nbsp;&nbsp;99473 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianson Fleet Group <br>Bhd.<br>| 66700 | &nbsp;&nbsp;$34346 |
| # | LPI Capital Bhd. | 87300 | &nbsp;&nbsp;335011 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magni-Tech Industries <br>Bhd.<br>| 39000 | &nbsp;&nbsp;20400 |
| # | Magnum Bhd. | 228500 | &nbsp;&nbsp;76565 |
|  | Mah Sing Group Bhd. | 422900 | &nbsp;&nbsp;123473 |
| # | Malakoff Corp. Bhd. | 458400 | &nbsp;&nbsp;90734 |
|  | Malayan Banking Bhd. | 368800 | &nbsp;&nbsp;1103773 |
|  | Malayan Cement Bhd. | 89900 | &nbsp;&nbsp;182169 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Flour Mills <br>Bhd.<br>| 313600 | &nbsp;&nbsp;50087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Smelting <br>Corp. Bhd.<br>| 126200 | &nbsp;&nbsp;61113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 21900 | &nbsp;&nbsp;177980 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Resources <br>Corp. Bhd.<br>| 684000 | &nbsp;&nbsp;60846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 377025 | &nbsp;&nbsp;137190 |
| # | Maxis Bhd. | 285800 | &nbsp;&nbsp;277359 |
|  | MBM Resources Bhd. | 68200 | &nbsp;&nbsp;91319 |
|  | MBSB Bhd. | 833400 | &nbsp;&nbsp;154529 |
|  | Mega First Corp. Bhd. | 197200 | &nbsp;&nbsp;162885 |
|  | MHC Plantations Bhd. | 33700 | &nbsp;&nbsp;13040 |
|  | Mi Technovation Bhd. | 31700 | &nbsp;&nbsp;25298 |
|  | MISC Bhd. | 130100 | &nbsp;&nbsp;263897 |
|  | MKH Bhd. | 32700 | &nbsp;&nbsp;8490 |
|  | MNRB Holdings Bhd. | 162400 | &nbsp;&nbsp;106675 |
| #Ω | Mr. DIY Group M Bhd. | 553000 | &nbsp;&nbsp;257206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MSM Malaysia <br>Holdings Bhd.<br>| 83600 | &nbsp;&nbsp;19696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Muhibbah Engineering <br>M Bhd.<br>| 204350 | &nbsp;&nbsp;28348 |
|  | Nestle Malaysia Bhd. | 7700 | &nbsp;&nbsp;218747 |
| \* | NEXG Bhd. | 93700 | &nbsp;&nbsp;6996 |
| †† | Nylex Malaysia Bhd. | 1640 | &nbsp;&nbsp;19 |
| # | OCK Group Bhd. | 270500 | &nbsp;&nbsp;25784 |
| # | Oriental Holdings Bhd. | 69100 | &nbsp;&nbsp;120584 |
| # | OSK Holdings Bhd. | 369900 | &nbsp;&nbsp;157532 |
|  | Padini Holdings Bhd. | 141500 | &nbsp;&nbsp;69798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic <br>Manufacturing <br>Malaysia Bhd.<br>| 5200 | &nbsp;&nbsp;9606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantech Group <br>Holdings Bhd.<br>| 133700 | &nbsp;&nbsp;22153 |
|  | Pecca Group Bhd. | 76200 | &nbsp;&nbsp;32503 |
|  | Perak Transit Bhd. | 259500 | &nbsp;&nbsp;17450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perdana Petroleum <br>Bhd.<br>| 121400 | &nbsp;&nbsp;4941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petron Malaysia <br>Refining & Marketing <br>Bhd.<br>| 9400 | &nbsp;&nbsp;9837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Chemicals <br>Group Bhd.<br>| 220400 | &nbsp;&nbsp;180936 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Dagangan <br>Bhd.<br>| 36100 | &nbsp;&nbsp;194059 |
| # | Petronas Gas Bhd. | 38400 | &nbsp;&nbsp;179052 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
|  | PPB Group Bhd. | 81600 | &nbsp;&nbsp;$233508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Press Metal Aluminium <br>Holdings Bhd.<br>| 294900 | &nbsp;&nbsp;565303 |
| # | Public Bank Bhd. | 903000 | &nbsp;&nbsp;1116102 |
| # | QL Resources Bhd. | 225700 | &nbsp;&nbsp;230055 |
| #\* | Ranhill Utilities Bhd. | 83268 | &nbsp;&nbsp;36294 |
| # | RCE Capital Bhd. | 97200 | &nbsp;&nbsp;28600 |
|  | RHB Bank Bhd. | 277588 | &nbsp;&nbsp;594891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Engineering & <br>Equipment M Bhd.<br>| 20000 | &nbsp;&nbsp;17777 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Oil Palms <br>Bhd.<br>| 132000 | &nbsp;&nbsp;128276 |
|  | Scientex Bhd. | 187800 | &nbsp;&nbsp;183970 |
|  | SD Guthrie Bhd. | 262500 | &nbsp;&nbsp;388601 |
|  | Sime Darby Bhd. | 618700 | &nbsp;&nbsp;338853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 535900 | &nbsp;&nbsp;204179 |
|  | SKP Resources Bhd. | 263800 | &nbsp;&nbsp;40531 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Solarvest Holdings <br>Bhd.<br>| 100300 | &nbsp;&nbsp;63958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cable Group <br>Bhd.<br>| 109500 | &nbsp;&nbsp;57583 |
|  | SP Setia Bhd. Group | 549900 | &nbsp;&nbsp;137207 |
| # | Sports Toto Bhd. | 195262 | &nbsp;&nbsp;64428 |
| # | Sunway Bhd. | 53800 | &nbsp;&nbsp;78462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunway Construction <br>Group Bhd.<br>| 55500 | &nbsp;&nbsp;83346 |
| #\* | Supermax Corp. Bhd. | 395760 | &nbsp;&nbsp;30315 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 119100 | &nbsp;&nbsp;104831 |
|  | Ta Ann Holdings Bhd. | 108300 | &nbsp;&nbsp;127482 |
|  | Taliworks Corp. Bhd. | 101500 | &nbsp;&nbsp;12122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telekom Malaysia <br>Bhd.<br>| 94546 | &nbsp;&nbsp;189646 |
|  | Tenaga Nasional Bhd. | 146400 | &nbsp;&nbsp;517980 |
| # | Teo Seng Capital Bhd. | 144400 | &nbsp;&nbsp;39604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thong Guan Industries <br>Bhd.<br>| 30400 | &nbsp;&nbsp;8946 |
|  | TIME dotCom Bhd. | 157900 | &nbsp;&nbsp;239160 |
| # | Top Glove Corp. Bhd. | 1215400 | &nbsp;&nbsp;187973 |
| #\* | Tropicana Corp. Bhd. | 394700 | &nbsp;&nbsp;118894 |
|  | TSH Resources Bhd. | 228800 | &nbsp;&nbsp;71592 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uchi Technologies <br>Bhd.<br>| 61700 | &nbsp;&nbsp;47803 |
| # | UEM Sunrise Bhd. | 429200 | &nbsp;&nbsp;71336 |
|  | Unisem M Bhd. | 88500 | &nbsp;&nbsp;70922 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Plantations <br>Bhd.<br>| 39250 | &nbsp;&nbsp;300623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UOA Development <br>Bhd.<br>| 129100 | &nbsp;&nbsp;61228 |
| # | Velesto Energy Bhd. | 1591500 | &nbsp;&nbsp;122811 |
|  | ViTrox Corp. Bhd. | 43800 | &nbsp;&nbsp;48404 |
| # | VS Industry Bhd. | 864259 | &nbsp;&nbsp;91916 |
| # | Wasco Bhd. | 97700 | &nbsp;&nbsp;22871 |
| #\* | WCT Holdings Bhd. | 444100 | &nbsp;&nbsp;66458 |
| # | Wellcall Holdings Bhd. | 73500 | &nbsp;&nbsp;24627 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westports Holdings <br>Bhd.<br>| 118468 | &nbsp;&nbsp;$183682 |
|  | Yinson Holdings Bhd. | 320286 | &nbsp;&nbsp;191757 |
| # | YTL Corp. Bhd. | 637140 | &nbsp;&nbsp;335952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YTL Power <br>International Bhd.<br>| 245880 | &nbsp;&nbsp;201269 |
|  | Zetrix Ai Bhd. | 1382240 | &nbsp;&nbsp;282373 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;25099915 |
| MEXICO — (2.6%) | MEXICO — (2.6%) | MEXICO — (2.6%) |  |
| \* | Alpek SAB de CV | 124134 | &nbsp;&nbsp;64567 |
|  | Alsea SAB de CV | 111845 | &nbsp;&nbsp;341180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (2228390D US), <br>ADR<br>| 67541 | &nbsp;&nbsp;1398099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (AMXB MM)<br>| 765152 | &nbsp;&nbsp;791159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arca Continental SAB <br>de CV<br>| 44501 | &nbsp;&nbsp;501260 |
| \* | Axtel SAB de CV | 286246 | &nbsp;&nbsp;46026 |
| Ω | Banco del Bajio SA | 323044 | &nbsp;&nbsp;945138 |
| # | Becle SAB de CV | 67973 | &nbsp;&nbsp;71645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa Mexicana de <br>Valores SAB de CV<br>| 124861 | &nbsp;&nbsp;250494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CEMEXCPO MM)<br>| 501964 | &nbsp;&nbsp;623865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CX US), Sponsored <br>ADR<br>| 165554 | &nbsp;&nbsp;2066114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB <br>de CV (KOFUBL <br>MM)<br>| 58390 | &nbsp;&nbsp;612367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consorcio ARA SAB <br>de CV<br>| 105588 | &nbsp;&nbsp;23865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora Vuela Cia <br>de Aviacion SAB de <br>CV (VOLARA MM), <br>Class A<br>| 184295 | &nbsp;&nbsp;178115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Inmobiliaria <br>Vesta SAB de CV<br>| 154650 | &nbsp;&nbsp;477773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporativo Fragua <br>SAB de CV<br>| 1253 | &nbsp;&nbsp;38001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 27629 | &nbsp;&nbsp;166634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FEMSAUBD <br>MM)<br>| 42531 | &nbsp;&nbsp;443830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FMX US), <br>Sponsored ADR<br>| 360 | &nbsp;&nbsp;37570 |
|  | GCC SAB de CV | 74770 | &nbsp;&nbsp;804860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genomma Lab <br>Internacional SAB <br>de CV, Class B<br>| 204866 | &nbsp;&nbsp;$194949 |
|  | Gentera SAB de CV | 500172 | &nbsp;&nbsp;1390098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 33922 | &nbsp;&nbsp;611337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Centro Norte <br>SAB de CV<br>| 84164 | &nbsp;&nbsp;1228941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (GAPB MM), <br>Class B<br>| 1705 | &nbsp;&nbsp;46871 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (PAC US), ADR<br>| 6258 | &nbsp;&nbsp;1720387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASR US), ADR<br>| 2909 | &nbsp;&nbsp;1003983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 185553 | &nbsp;&nbsp;644912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Carso SAB de <br>CV<br>| 35452 | &nbsp;&nbsp;241181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 63643 | &nbsp;&nbsp;435552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Banorte SAB de CV, <br>Class O<br>| 272663 | &nbsp;&nbsp;3073934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Inbursa SAB de CV, <br>Class O<br>| 219416 | &nbsp;&nbsp;550674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Herdez SAB de <br>CV<br>| 49384 | &nbsp;&nbsp;208715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Industrial Saltillo <br>SAB de CV<br>| 47090 | &nbsp;&nbsp;35299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Mexico SAB de <br>CV<br>| 326292 | &nbsp;&nbsp;3600302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Nutrisa SAB de <br>CV<br>| 49384 | &nbsp;&nbsp;12716 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Rotoplas SAB <br>de CV<br>| 69803 | &nbsp;&nbsp;47092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 385814 | &nbsp;&nbsp;254325 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Traxion SAB de <br>CV<br>| 47650 | &nbsp;&nbsp;37736 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 52758 | &nbsp;&nbsp;3058128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark de <br>Mexico SAB de CV, <br>Class A<br>| 284023 | &nbsp;&nbsp;629122 |
|  | La Comer SAB de CV | 115844 | &nbsp;&nbsp;248247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 383694 | &nbsp;&nbsp;1346969 |
| \*Ω | Nemak SAB de CV | 890633 | &nbsp;&nbsp;171746 |
| \* | Ollamani SAB | 13139 | &nbsp;&nbsp;56530 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 165425 | &nbsp;&nbsp;$153820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 133023 | &nbsp;&nbsp;141122 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de Hoteles <br>Norte 19 SAB de <br>CV<br>| 68246 | &nbsp;&nbsp;24680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 45684 | &nbsp;&nbsp;714956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 54738 | &nbsp;&nbsp;509669 |
|  | Regional SAB de CV | 110744 | &nbsp;&nbsp;993185 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica <br>SAB de CV<br>| 179805 | &nbsp;&nbsp;56382 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Energy SAB de <br>CV (VIST US), ADR<br>| 14590 | &nbsp;&nbsp;882549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wal-Mart de Mexico <br>SAB de CV<br>| 257012 | &nbsp;&nbsp;815626 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;35024297 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cementos Pacasmayo <br>SAA, ADR<br>| 3419 | &nbsp;&nbsp;37643 |
|  | Credicorp Ltd. | 4223 | &nbsp;&nbsp;1506893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercorp Financial <br>Services, Inc.<br>| 2254 | &nbsp;&nbsp;110401 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp;1654937 |
| PHILIPPINES — (0.6%) | PHILIPPINES — (0.6%) | PHILIPPINES — (0.6%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aboitiz Equity <br>Ventures, Inc.<br>| 164000 | &nbsp;&nbsp;88482 |
|  | Aboitiz Power Corp. | 161100 | &nbsp;&nbsp;117496 |
|  | ACEN Corp. | 2098587 | &nbsp;&nbsp;94217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Global Group, <br>Inc.<br>| 726000 | &nbsp;&nbsp;91549 |
|  | Apex Mining Co., Inc. | 741400 | &nbsp;&nbsp;183721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia United Bank <br>Corp.<br>| 18940 | &nbsp;&nbsp;13565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Consolidated <br>Mining & <br>Development Corp.<br>| 193200 | &nbsp;&nbsp;33745 |
|  | Ayala Corp. | 18860 | &nbsp;&nbsp;162070 |
|  | Ayala Land, Inc. | 495300 | &nbsp;&nbsp;178590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AyalaLand Logistics <br>Holdings Corp.<br>| 199500 | &nbsp;&nbsp;4534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Philippine <br>Islands<br>| 136601 | &nbsp;&nbsp;287740 |
|  | BDO Unibank, Inc. | 259082 | &nbsp;&nbsp;593799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomberry Resorts <br>Corp.<br>| 875100 | &nbsp;&nbsp;42272 |
| \* | Cebu Air, Inc. | 91800 | &nbsp;&nbsp;50716 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Pacific Food, <br>Inc.<br>| 253600 | &nbsp;&nbsp;$163913 |
|  | China Banking Corp. | 226740 | &nbsp;&nbsp;246545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 540500 | &nbsp;&nbsp;142360 |
|  | Cosco Capital, Inc. | 413300 | &nbsp;&nbsp;51218 |
|  | D&L Industries, Inc. | 535900 | &nbsp;&nbsp;36412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigiPlus Interactive <br>Corp.<br>| 286500 | &nbsp;&nbsp;63322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DITO CME Holdings <br>Corp.<br>| 1766000 | &nbsp;&nbsp;20363 |
|  | DMCI Holdings, Inc. | 945700 | &nbsp;&nbsp;173979 |
| \* | DoubleDragon Corp. | 74100 | &nbsp;&nbsp;12634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Banking <br>Corp.<br>| 63100 | &nbsp;&nbsp;13242 |
|  | Emperador, Inc. | 122400 | &nbsp;&nbsp;32193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Philippine <br>Holdings Corp.<br>| 7400 | &nbsp;&nbsp;9653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginebra San Miguel, <br>Inc.<br>| 13660 | &nbsp;&nbsp;67479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Ferronickel <br>Holdings, Inc.<br>| 454000 | &nbsp;&nbsp;15332 |
|  | Globe Telecom, Inc. | 4919 | &nbsp;&nbsp;131829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 24750 | &nbsp;&nbsp;281898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Container <br>Terminal Services, <br>Inc.<br>| 79560 | &nbsp;&nbsp;871416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JG Summit Holdings, <br>Inc.<br>| 515620 | &nbsp;&nbsp;243919 |
|  | Jollibee Foods Corp. | 54940 | &nbsp;&nbsp;191213 |
|  | Keepers Holdings, Inc. | 1422000 | &nbsp;&nbsp;55324 |
|  | LT Group, Inc. | 440100 | &nbsp;&nbsp;119384 |
|  | Manila Electric Co. | 14220 | &nbsp;&nbsp;142308 |
|  | Manila Water Co., Inc. | 274300 | &nbsp;&nbsp;189058 |
|  | Megaworld Corp. | 2626000 | &nbsp;&nbsp;97954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & <br>Trust Co.<br>| 275410 | &nbsp;&nbsp;341564 |
| Ω | Monde Nissin Corp. | 272800 | &nbsp;&nbsp;26361 |
|  | Nickel Asia Corp. | 1408200 | &nbsp;&nbsp;128714 |
|  | Petron Corp. | 604000 | &nbsp;&nbsp;27694 |
|  | Philex Mining Corp. | 383800 | &nbsp;&nbsp;73398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine National <br>Bank<br>| 104500 | &nbsp;&nbsp;113705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Seven <br>Corp.<br>| 75800 | &nbsp;&nbsp;44395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PLDT, Inc. (PHI US), <br>Sponsored ADR<br>| 1514 | &nbsp;&nbsp;34156 |
|  | PLDT, Inc. (TEL PM) | 11295 | &nbsp;&nbsp;257788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 316000 | &nbsp;&nbsp;191544 |
|  | Robinsons Land Corp. | 338600 | &nbsp;&nbsp;104366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 104290 | &nbsp;&nbsp;65579 |
|  | San Miguel Corp. | 101220 | &nbsp;&nbsp;137599 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | Security Bank Corp. | 66640 | &nbsp;&nbsp;$73590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semirara Mining & <br>Power Corp.<br>| 202000 | &nbsp;&nbsp;109426 |
|  | SM Investments Corp. | 3400 | &nbsp;&nbsp;40411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Prime Holdings, <br>Inc.<br>| 361900 | &nbsp;&nbsp;132513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Education Systems <br>Holdings, Inc.<br>| 433000 | &nbsp;&nbsp;9265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Grid & <br>Development Phils, <br>Inc.<br>| 228900 | &nbsp;&nbsp;74434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of the <br>Philippines<br>| 113493 | &nbsp;&nbsp;49711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Robina <br>Corp.<br>| 114380 | &nbsp;&nbsp;137704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vista Land & <br>Lifescapes, Inc.<br>| 439000 | &nbsp;&nbsp;8821 |
|  | Wilcon Depot, Inc. | 354300 | &nbsp;&nbsp;40255 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;7538437 |
| POLAND — (1.8%) | POLAND — (1.8%) | POLAND — (1.8%) |  |
| \* | 11 bit studios SA | 100 | &nbsp;&nbsp;4076 |
|  | AB SA | 3601 | &nbsp;&nbsp;120667 |
| \* | Action SA | 2226 | &nbsp;&nbsp;20179 |
|  | Agora SA | 3744 | &nbsp;&nbsp;9707 |
|  | Alior Bank SA | 31502 | &nbsp;&nbsp;1028214 |
| \*Ω | Allegro.eu SA | 26746 | &nbsp;&nbsp;219715 |
|  | AmRest Holdings SE | 19232 | &nbsp;&nbsp;73415 |
|  | Apator SA | 2057 | &nbsp;&nbsp;15256 |
| \* | Arctic Paper SA | 6617 | &nbsp;&nbsp;15171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 18216 | &nbsp;&nbsp;197044 |
|  | Asseco Poland SA | 16508 | &nbsp;&nbsp;1005271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asseco South Eastern <br>Europe SA<br>| 5464 | &nbsp;&nbsp;115273 |
|  | Auto Partner SA | 21165 | &nbsp;&nbsp;112231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 7376 | &nbsp;&nbsp;239534 |
| \* | Bank Millennium SA | 53636 | &nbsp;&nbsp;259465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ochrony <br>Srodowiska SA<br>| 4752 | &nbsp;&nbsp;13601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Polska Kasa <br>Opieki SA<br>| 25744 | &nbsp;&nbsp;1565698 |
| \* | Benefit Systems SA | 807 | &nbsp;&nbsp;869092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 2821 | &nbsp;&nbsp;116104 |
|  | Boryszew SA | 16052 | &nbsp;&nbsp;26010 |
| # | Budimex SA | 2362 | &nbsp;&nbsp;456605 |
| #\* | CCC SA | 10046 | &nbsp;&nbsp;332049 |
|  | CD Projekt SA | 1612 | &nbsp;&nbsp;117671 |
| \* | Celon Pharma SA | 4770 | &nbsp;&nbsp;29312 |
| \* | CI Games SA | 24604 | &nbsp;&nbsp;16202 |
| \* | Cognor Holding SA | 48215 | &nbsp;&nbsp;68629 |
|  | Cyber Folks SA | 1245 | &nbsp;&nbsp;72149 |
| #\* | Cyfrowy Polsat SA | 70997 | &nbsp;&nbsp;266938 |
| \* | Datawalk SA | 786 | &nbsp;&nbsp;37638 |
|  | Develia SA | 131868 | &nbsp;&nbsp;346084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
| \*Ω | Dino Polska SA | 39240 | &nbsp;&nbsp;$415141 |
|  | Dom Development SA | 2304 | &nbsp;&nbsp;174409 |
|  | Echo Investment SA | 14488 | &nbsp;&nbsp;21170 |
| # | Elektrotim SA | 948 | &nbsp;&nbsp;13197 |
| \* | Enea SA | 131184 | &nbsp;&nbsp;810093 |
| \* | Eurocash SA | 20485 | &nbsp;&nbsp;39194 |
|  | Ferro SA | 2086 | &nbsp;&nbsp;17957 |
| #\* | Grupa Azoty SA | 8294 | &nbsp;&nbsp;41429 |
|  | Grupa Kety SA | 2577 | &nbsp;&nbsp;739522 |
|  | Grupa Pracuj SA | 5885 | &nbsp;&nbsp;79350 |
| \*Ω | HUUUGE, Inc. | 7898 | &nbsp;&nbsp;55888 |
|  | ING Bank Slaski SA | 6039 | &nbsp;&nbsp;659921 |
| # | Inter Cars SA | 2190 | &nbsp;&nbsp;390903 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jastrzebska Spolka <br>Weglowa SA<br>| 12906 | &nbsp;&nbsp;107284 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KGHM Polska Miedz <br>SA<br>| 15712 | &nbsp;&nbsp;1457863 |
|  | KRUK SA | 5513 | &nbsp;&nbsp;758029 |
|  | LPP SA | 91 | &nbsp;&nbsp;502550 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lubelski Wegiel <br>Bogdanka SA<br>| 4943 | &nbsp;&nbsp;29566 |
| \* | mBank SA | 1719 | &nbsp;&nbsp;501435 |
|  | Mirbud SA | 37238 | &nbsp;&nbsp;137420 |
|  | Mo-BRUK SA | 750 | &nbsp;&nbsp;75927 |
| \* | Mostostal Zabrze SA | 3152 | &nbsp;&nbsp;5733 |
|  | Neuca SA | 274 | &nbsp;&nbsp;61088 |
|  | Newag SA | 2285 | &nbsp;&nbsp;80110 |
|  | Orange Polska SA | 112499 | &nbsp;&nbsp;363734 |
|  | ORLEN SA | 65518 | &nbsp;&nbsp;1991261 |
|  | PCC Rokita SA | 522 | &nbsp;&nbsp;10660 |
|  | Pepco Group NV | 39795 | &nbsp;&nbsp;325199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PGE Polska Grupa <br>Energetyczna SA<br>| 234280 | &nbsp;&nbsp;660754 |
| \* | PKP Cargo SA | 11150 | &nbsp;&nbsp;42975 |
|  | PlayWay SA | 453 | &nbsp;&nbsp;35788 |
| \* | Polimex-Mostostal SA | 22762 | &nbsp;&nbsp;53869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechna Kasa <br>Oszczednosci Bank <br>Polski SA<br>| 87474 | &nbsp;&nbsp;2275274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechny Zaklad <br>Ubezpieczen SA<br>| 50396 | &nbsp;&nbsp;991608 |
|  | Rainbow Tours SA | 1960 | &nbsp;&nbsp;84362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander Bank <br>Polska SA<br>| 3120 | &nbsp;&nbsp;489479 |
| \* | Selvita SA | 2243 | &nbsp;&nbsp;27129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stalexport Autostrady <br>SA<br>| 47250 | &nbsp;&nbsp;37534 |
|  | Synektik SA | 1977 | &nbsp;&nbsp;164062 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 384430 | &nbsp;&nbsp;1188928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEN Square Games <br>SA<br>| 1121 | &nbsp;&nbsp;36190 |
| # | Text SA | 3655 | &nbsp;&nbsp;43580 |
|  | Torpol SA | 2838 | &nbsp;&nbsp;46658 |
| \* | Toya SA | 15156 | &nbsp;&nbsp;41732 |
|  | Unimot SA | 1602 | &nbsp;&nbsp;61299 |
|  | Votum SA | 2696 | &nbsp;&nbsp;36384 |
|  | Voxel SA | 1246 | &nbsp;&nbsp;48328 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
| \* | VRG SA | 12611 | &nbsp;&nbsp;$17639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warsaw Stock <br>Exchange<br>| 5799 | &nbsp;&nbsp;116072 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 2526 | &nbsp;&nbsp;43829 |
| #Ω | XTB SA | 10315 | &nbsp;&nbsp;245838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol <br>Elektrocieplowni <br>Wroclawskich <br>Kogeneracja SA<br>| 715 | &nbsp;&nbsp;15668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol Elektrowni <br>Patnow Adamow <br>Konin SA<br>| 4499 | &nbsp;&nbsp;24703 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;24464715 |
| QATAR — (0.9%) | QATAR — (0.9%) | QATAR — (0.9%) |  |
|  | Aamal Co. | 690990 | &nbsp;&nbsp;163125 |
|  | Ahli Bank QSC | 7774 | &nbsp;&nbsp;8130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Takaful <br>Group QSC<br>| 81839 | &nbsp;&nbsp;52859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Meera Consumer <br>Goods Co. QSC<br>| 34013 | &nbsp;&nbsp;137439 |
|  | Al Rayan Bank | 490284 | &nbsp;&nbsp;306271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alijarah Holding Co. <br>QPSC<br>| 111421 | &nbsp;&nbsp;21822 |
| \* | Baladna | 249267 | &nbsp;&nbsp;84847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 577458 | &nbsp;&nbsp;434372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Bank <br>PSQC <br>| 507166 | &nbsp;&nbsp;662905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dlala Brokerage & <br>Investments Holding <br>Co. QSC<br>| 31913 | &nbsp;&nbsp;8231 |
|  | Doha Bank QPSC | 937223 | &nbsp;&nbsp;710897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doha Insurance Co. <br>QSC<br>| 51942 | &nbsp;&nbsp;39149 |
|  | Dukhan Bank | 126402 | &nbsp;&nbsp;123727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Estithmar Holding <br>QPSC<br>| 79104 | &nbsp;&nbsp;87547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 406926 | &nbsp;&nbsp;311933 |
|  | Gulf Warehousing Co. | 52247 | &nbsp;&nbsp;35944 |
|  | Industries Qatar QSC | 31985 | &nbsp;&nbsp;111643 |
|  | Lesha Bank LLC | 255148 | &nbsp;&nbsp;131216 |
|  | Mannai Corp. QSC | 36200 | &nbsp;&nbsp;48411 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development QPSC<br>| 415893 | &nbsp;&nbsp;66408 |
|  | Medicare Group | 75589 | &nbsp;&nbsp;133425 |
|  | Meeza QSTP LLC | 36066 | &nbsp;&nbsp;32758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesaieed <br>Petrochemical <br>Holding Co.<br>| 412316 | &nbsp;&nbsp;123934 |
|  | Nebras Energy | 48307 | &nbsp;&nbsp;203178 |
|  | Ooredoo QPSC | 145622 | &nbsp;&nbsp;572626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Aluminum <br>Manufacturing Co.<br>| 907132 | &nbsp;&nbsp;472055 |
|  | Qatar Fuel QSC | 60447 | &nbsp;&nbsp;257376 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Gas Transport <br>Co. Ltd.<br>| 281338 | &nbsp;&nbsp;$370563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 105402 | &nbsp;&nbsp;67047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Insurance Co. <br>SAQ<br>| 459902 | &nbsp;&nbsp;276985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar International <br>Islamic Bank QSC<br>| 102402 | &nbsp;&nbsp;321337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic Bank <br>QPSC<br>| 68083 | &nbsp;&nbsp;467588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic <br>Insurance Group<br>| 34156 | &nbsp;&nbsp;81653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Bank <br>QPSC<br>| 637989 | &nbsp;&nbsp;3476015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Cement <br>Co. QSC<br>| 97705 | &nbsp;&nbsp;76773 |
|  | Qatar Navigation QSC | 149005 | &nbsp;&nbsp;462916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QLM Life & Medical <br>Insurance Co. WLL<br>| 21504 | &nbsp;&nbsp;14450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salam International <br>Investment Ltd. <br>QSC<br>| 324796 | &nbsp;&nbsp;68407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 343474 | &nbsp;&nbsp;91086 |
|  | Vodafone Qatar PQSC | 690091 | &nbsp;&nbsp;483447 |
| \* | Widam Food Co. | 34792 | &nbsp;&nbsp;13860 |
|  | Zad Holding Co. | 30463 | &nbsp;&nbsp;121459 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;11735814 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC <br>(OGZPY US), <br>Sponsored ADR<br>| 146620 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Magnitogorsk Iron & <br>Steel Works PJSC <br>(MMK LI), <br>Sponsored GDR<br>| 3184 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Polyus PJSC (PLZL <br>LI), GDR<br>| 1516 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(RSHYY US), ADR<br>| 12112 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sberbank of Russia <br>PJSC (SBER LI), <br>Sponsored ADR<br>| 96975 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Severstal PAO (SVJTY <br>US), GDR<br>| 4377 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 49902 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (3.3%) | SAUDI ARABIA — (3.3%) | SAUDI ARABIA — (3.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abdullah Al Othaim <br>Markets Co.<br>| 82217 | &nbsp;&nbsp;145986 |
| \* | ACWA Power Co. | 4859 | &nbsp;&nbsp;242501 |
|  | Ades Holding Co. | 65100 | &nbsp;&nbsp;333559 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Building <br>Industries Co.<br>| 7044 | &nbsp;&nbsp;$76105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 22914 | &nbsp;&nbsp;158514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 12740 | &nbsp;&nbsp;237787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Gassim Investment <br>Holding Co.<br>| 2723 | &nbsp;&nbsp;11675 |
|  | Al Hammadi Holding | 12983 | &nbsp;&nbsp;96139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Hassan Ghazi <br>Ibrahim Shaker Co.<br>| 8810 | &nbsp;&nbsp;42634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Jouf Agricultural <br>Development Co.<br>| 3586 | &nbsp;&nbsp;47767 |
| \* | Al Jouf Cement Co. | 15336 | &nbsp;&nbsp;25303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Training & <br>Education Co.<br>| 7907 | &nbsp;&nbsp;43814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Masane Al Kobra <br>Mining Co.<br>| 10854 | &nbsp;&nbsp;336523 |
|  | Al Rajhi Bank | 168826 | &nbsp;&nbsp;4821045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Taiseer Group <br>TALCO Industrial <br>Co.<br>| 4732 | &nbsp;&nbsp;44363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Yamamah Steel <br>Industries Co.<br>| 6566 | &nbsp;&nbsp;66216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandalus Property <br>Co.<br>| 10141 | &nbsp;&nbsp;47276 |
|  | Alaseel Co. | 67565 | &nbsp;&nbsp;66709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 11142 | &nbsp;&nbsp;152196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldrees Petroleum & <br>Transport Services <br>Co.<br>| 9077 | &nbsp;&nbsp;289032 |
|  | Alinma Bank | 122744 | &nbsp;&nbsp;932338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlJazira Takaful <br>Ta'awuni Co.<br>| 10973 | &nbsp;&nbsp;35652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlKhorayef Water & <br>Power Technologies <br>Co.<br>| 3543 | &nbsp;&nbsp;116865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 7796 | &nbsp;&nbsp;22615 |
|  | Almarai Co. JSC | 64218 | &nbsp;&nbsp;757542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Almawarid Manpower <br>Co.<br>| 1569 | &nbsp;&nbsp;51728 |
|  | Alujain Corp. | 7834 | &nbsp;&nbsp;54563 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlak International <br>Finance Co.<br>| 17813 | &nbsp;&nbsp;53382 |
|  | Arab National Bank | 126216 | &nbsp;&nbsp;766036 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabia Insurance <br>Cooperative Co.<br>| 7276 | &nbsp;&nbsp;17636 |
|  | Arabian Cement Co. | 12510 | &nbsp;&nbsp;72748 |
| Ω | Arabian Centres Co. | 41945 | &nbsp;&nbsp;218599 |
|  | Arabian Drilling Co. | 7783 | &nbsp;&nbsp;217863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Internet & <br>Communications <br>Services Co.<br>| 4118 | &nbsp;&nbsp;257379 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | Arabian Pipes Co. | 19099 | &nbsp;&nbsp;$26484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Shield <br>Cooperative <br>Insurance Co.<br>| 11421 | &nbsp;&nbsp;36138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 28170 | &nbsp;&nbsp;162920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ARTEX Industrial <br>Investment Co.<br>| 6507 | &nbsp;&nbsp;18748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Industrial Group <br>Co.<br>| 6764 | &nbsp;&nbsp;270413 |
|  | Ataa Educational Co. | 1602 | &nbsp;&nbsp;23756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAAN Holding Group <br>Co.<br>| 48127 | &nbsp;&nbsp;25519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banan Real Estate <br>Co.<br>| 10034 | &nbsp;&nbsp;10596 |
|  | Bank AlBilad | 112811 | &nbsp;&nbsp;798768 |
| \* | Bank Al-Jazira | 88641 | &nbsp;&nbsp;296071 |
|  | Banque Saudi Fransi | 113506 | &nbsp;&nbsp;546374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Basic Chemical <br>Industries Ltd.<br>| 6002 | &nbsp;&nbsp;42122 |
| \* | Bawan Co. | 7075 | &nbsp;&nbsp;91914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BinDawood Holding <br>Co.<br>| 47583 | &nbsp;&nbsp;62593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bupa Arabia for <br>Cooperative <br>Insurance Co.<br>| 7704 | &nbsp;&nbsp;338447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catrion Catering <br>Holding Co.<br>| 7526 | &nbsp;&nbsp;162546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Arabia <br>Cooperative <br>Insurance Co.<br>| 4750 | &nbsp;&nbsp;29204 |
|  | City Cement Co. | 19083 | &nbsp;&nbsp;68864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co. for Cooperative <br>Insurance <br>| 9303 | &nbsp;&nbsp;339459 |
|  | Dallah Healthcare Co. | 5527 | &nbsp;&nbsp;182287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 91241 | &nbsp;&nbsp;454810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Sulaiman Al Habib <br>Medical Services <br>Group Co.<br>| 10362 | &nbsp;&nbsp;722665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Pipes Integrated <br>Co. for Industry<br>| 4078 | &nbsp;&nbsp;164019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Province <br>Cement Co.<br>| 8178 | &nbsp;&nbsp;53457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrical Industries <br>Co.<br>| 143535 | &nbsp;&nbsp;522529 |
|  | Elm Co. | 1615 | &nbsp;&nbsp;334029 |
| \* | Emaar Economic City | 56281 | &nbsp;&nbsp;147833 |
|  | Etihad Etisalat Co. | 90666 | &nbsp;&nbsp;1706162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etihad GO Telecom <br>Co.<br>| 3597 | &nbsp;&nbsp;90113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fawaz Abdulaziz Al <br>Hokair & Co.<br>| 6129 | &nbsp;&nbsp;28161 |
|  | First Milling Co. | 7578 | &nbsp;&nbsp;102113 |
|  | Fitaihi Holding Group | 33088 | &nbsp;&nbsp;25801 |
|  | Gulf Insurance Group | 8184 | &nbsp;&nbsp;52746 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Union Cooperative <br>Insurance Co.<br>| 5589 | &nbsp;&nbsp;$16690 |
| \* | Halwani Brothers Co. | 4804 | &nbsp;&nbsp;43376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamjoom <br>Pharmaceuticals <br>Factory Co.<br>| 3273 | &nbsp;&nbsp;122095 |
|  | Jarir Marketing Co. | 93731 | &nbsp;&nbsp;356583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L'Azurde Co. for <br>Jewelry<br>| 14411 | &nbsp;&nbsp;45706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leejam Sports Co. <br>JSC<br>| 6133 | &nbsp;&nbsp;165619 |
| \* | Liva Insurance Co. | 5930 | &nbsp;&nbsp;18459 |
| \* | Lumi Rental Co. | 3843 | &nbsp;&nbsp;49094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharah Human <br>Resources Co.<br>| 60735 | &nbsp;&nbsp;96309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malath Cooperative <br>Insurance Co.<br>| 6275 | &nbsp;&nbsp;16572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 17635 | &nbsp;&nbsp;63600 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Methanol Chemicals <br>Co.<br>| 8306 | &nbsp;&nbsp;16486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Healthcare <br>Co.<br>| 6859 | &nbsp;&nbsp;64936 |
| \* | Middle East Paper Co. | 7253 | &nbsp;&nbsp;39984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Pharmaceutical Co.<br>| 2016 | &nbsp;&nbsp;59997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 185897 | &nbsp;&nbsp;548476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mouwasat Medical <br>Services Co.<br>| 9120 | &nbsp;&nbsp;169282 |
|  | Nahdi Medical Co. | 2958 | &nbsp;&nbsp;77668 |
| \* | Najran Cement Co. | 22892 | &nbsp;&nbsp;40819 |
| \* | Nama Chemicals Co. | 1662 | &nbsp;&nbsp;10075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Agriculture <br>Development Co. <br>| 42965 | &nbsp;&nbsp;226431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 2778 | &nbsp;&nbsp;27214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for <br>Learning & <br>Education<br>| 2618 | &nbsp;&nbsp;89994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Gas & <br>Industrialization Co.<br>| 2960 | &nbsp;&nbsp;70226 |
| \* | National Gypsum | 2758 | &nbsp;&nbsp;11362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National <br>Industrialization Co.<br>| 66410 | &nbsp;&nbsp;165073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Medical Care <br>Co.<br>| 4726 | &nbsp;&nbsp;199325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Metal <br>Manufacturing & <br>Casting Co.<br>| 2893 | &nbsp;&nbsp;10785 |
|  | Nayifat Finance Co. | 17779 | &nbsp;&nbsp;57098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Region <br>Cement Co.<br>| 16006 | &nbsp;&nbsp;30183 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Presentation <br>For Commercial <br>Services Co.<br>| 13729 | &nbsp;&nbsp;$28374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power & Water Utility <br>Co. for Jubail & <br>Yanbu<br>| 9711 | &nbsp;&nbsp;83992 |
|  | Qassim Cement Co. | 11315 | &nbsp;&nbsp;128975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rabigh Refining & <br>Petrochemical Co.<br>| 60045 | &nbsp;&nbsp;113940 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Red Sea International <br>Co.<br>| 2768 | &nbsp;&nbsp;19974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Retal Urban <br>Development Co.<br>| 42996 | &nbsp;&nbsp;146152 |
|  | Riyad Bank | 220937 | &nbsp;&nbsp;1658056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyadh Cables Group <br>Co.<br>| 5978 | &nbsp;&nbsp;208063 |
|  | Riyadh Cement Co. | 17906 | &nbsp;&nbsp;118361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients <br>Co.<br>| 23372 | &nbsp;&nbsp;778686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sahara International <br>Petrochemical Co.<br>| 33526 | &nbsp;&nbsp;136983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAL Saudi Logistics <br>Services<br>| 4946 | &nbsp;&nbsp;237742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Amiantit <br>Co.<br>| 7245 | &nbsp;&nbsp;30857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Mining <br>Co.<br>| 55338 | &nbsp;&nbsp;1124354 |
| Ω | Saudi Arabian Oil Co. | 569345 | &nbsp;&nbsp;3913805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Aramco Base Oil <br>Co.<br>| 6890 | &nbsp;&nbsp;192065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Automotive <br>Services Co.<br>| 8163 | &nbsp;&nbsp;111485 |
|  | Saudi Awwal Bank | 100765 | &nbsp;&nbsp;957467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Basic Industries <br>Corp.<br>| 35882 | &nbsp;&nbsp;543816 |
|  | Saudi Cement Co. | 25274 | &nbsp;&nbsp;242772 |
|  | Saudi Ceramic Co. | 8328 | &nbsp;&nbsp;61705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 126572 | &nbsp;&nbsp;257893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Co. For <br>Hardware CJSC<br>| 1325 | &nbsp;&nbsp;9146 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Darb Investment <br>Co.<br>| 28164 | &nbsp;&nbsp;17783 |
|  | Saudi Electricity Co. | 65061 | &nbsp;&nbsp;249767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Ground Services <br>Co.<br>| 16986 | &nbsp;&nbsp;167881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Industrial <br>Investment Group<br>| 71861 | &nbsp;&nbsp;239769 |
|  | Saudi Investment Bank <br>| 88923 | &nbsp;&nbsp;331879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Kayan <br>Petrochemical Co.<br>| 125515 | &nbsp;&nbsp;163988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Manpower <br>Solutions Co.<br>| 23887 | &nbsp;&nbsp;37588 |
|  | Saudi National Bank  | 228646 | &nbsp;&nbsp;2733549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Paper <br>Manufacturing Co.<br>| 4258 | &nbsp;&nbsp;64099 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 15936 | &nbsp;&nbsp;$117263 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Public Transport <br>Co.<br>| 19189 | &nbsp;&nbsp;51340 |
| \* | Saudi Real Estate Co. | 28975 | &nbsp;&nbsp;111953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 23145 | &nbsp;&nbsp;172226 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Research & <br>Media Group<br>| 2204 | &nbsp;&nbsp;70347 |
|  | Saudi Steel Pipe Co. | 4750 | &nbsp;&nbsp;51267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Tadawul Group <br>Holding Co.<br>| 1251 | &nbsp;&nbsp;53565 |
|  | Saudi Telecom Co. | 298398 | &nbsp;&nbsp;3542218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudia Dairy & <br>Foodstuff Co.<br>| 2878 | &nbsp;&nbsp;185872 |
| \* | Savola Group  | 20145 | &nbsp;&nbsp;128337 |
| \* | Seera Group Holding | 50750 | &nbsp;&nbsp;362421 |
| \* | Shams | 6957 | &nbsp;&nbsp;25240 |
| \* | SHL Finance Co. | 14455 | &nbsp;&nbsp;62886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Province <br>Cement Co.<br>| 13441 | &nbsp;&nbsp;82153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumou Real Estate <br>Co.<br>| 4557 | &nbsp;&nbsp;40110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 16431 | &nbsp;&nbsp;125519 |
|  | Tabuk Cement Co. | 12595 | &nbsp;&nbsp;30200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Takween Advanced <br>Industries Co.<br>| 5208 | &nbsp;&nbsp;8744 |
|  | Tanmiah Food Co. | 2492 | &nbsp;&nbsp;39922 |
|  | Theeb Rent A Car Co. | 10995 | &nbsp;&nbsp;103761 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Umm Al-Qura Cement <br>Co.<br>| 10657 | &nbsp;&nbsp;36873 |
|  | United Electronics Co. | 9641 | &nbsp;&nbsp;225917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 12832 | &nbsp;&nbsp;207179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Wire Factories <br>Co.<br>| 4440 | &nbsp;&nbsp;23675 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wafrah for Industry & <br>Development<br>| 1162 | &nbsp;&nbsp;7019 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walaa Cooperative <br>Insurance Co.<br>| 14161 | &nbsp;&nbsp;42566 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wataniya Insurance <br>Co.<br>| 7764 | &nbsp;&nbsp;27991 |
|  | Yamama Cement Co. | 25051 | &nbsp;&nbsp;179611 |
|  | Yanbu Cement Co. | 15732 | &nbsp;&nbsp;65411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yanbu National <br>Petrochemical Co.<br>| 29307 | &nbsp;&nbsp;211091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zahrat Al Waha For <br>Trading Co.<br>| 35630 | &nbsp;&nbsp;24477 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;43235388 |
| SOUTH AFRICA — (4.5%) | SOUTH AFRICA — (4.5%) | SOUTH AFRICA — (4.5%) |  |
|  | Absa Group Ltd. | 139036 | &nbsp;&nbsp;2190868 |
|  | Advtech Ltd. | 146896 | &nbsp;&nbsp;357474 |
|  | AECI Ltd. | 34748 | &nbsp;&nbsp;203860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;African Rainbow <br>Minerals Ltd.<br>| 30465 | &nbsp;&nbsp;$445821 |
|  | Afrimat Ltd. | 22835 | &nbsp;&nbsp;60102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Forbes <br>Group Holdings Ltd.<br>| 90998 | &nbsp;&nbsp;48388 |
|  | Altron Ltd., Class A | 103029 | &nbsp;&nbsp;123389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti PLC <br>(AU US)<br>| 38247 | &nbsp;&nbsp;3551999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspen Pharmacare <br>Holdings Ltd.<br>| 53086 | &nbsp;&nbsp;353194 |
|  | Astral Foods Ltd. | 13973 | &nbsp;&nbsp;237456 |
|  | AVI Ltd. | 86256 | &nbsp;&nbsp;570181 |
|  | Bid Corp. Ltd. | 41321 | &nbsp;&nbsp;1032305 |
|  | Bidvest Group Ltd. | 41199 | &nbsp;&nbsp;596136 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Blu Label Unlimited <br>Group Ltd.<br>| 185301 | &nbsp;&nbsp;110387 |
| \* | Brait PLC | 845741 | &nbsp;&nbsp;115563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitec Bank Holdings <br>Ltd.<br>| 4798 | &nbsp;&nbsp;1288232 |
|  | Cashbuild Ltd. | 6469 | &nbsp;&nbsp;57258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caxton & CTP <br>Publishers & Printers <br>Ltd.<br>| 20139 | &nbsp;&nbsp;16846 |
|  | City Lodge Hotels Ltd. | 120852 | &nbsp;&nbsp;36847 |
|  | Clicks Group Ltd. | 37647 | &nbsp;&nbsp;750026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coronation Fund <br>Managers Ltd.<br>| 62230 | &nbsp;&nbsp;195401 |
|  | DataTec Ltd. | 110814 | &nbsp;&nbsp;524869 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dis-Chem Pharmacies <br>Ltd.<br>| 127662 | &nbsp;&nbsp;286869 |
|  | Discovery Ltd. | 61624 | &nbsp;&nbsp;898523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>SJ)<br>| 50000 | &nbsp;&nbsp;156126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>US), Sponsored <br>ADR<br>| 11571 | &nbsp;&nbsp;368189 |
|  | Exxaro Resources Ltd. | 80508 | &nbsp;&nbsp;917746 |
|  | Famous Brands Ltd. | 22817 | &nbsp;&nbsp;82207 |
|  | FirstRand Ltd. | 380144 | &nbsp;&nbsp;2168286 |
|  | Foschini Group Ltd. | 105628 | &nbsp;&nbsp;553762 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gold Fields Ltd. (GFI <br>US), Sponsored <br>ADR<br>| 81070 | &nbsp;&nbsp;4063228 |
|  | Grindrod Ltd. | 268633 | &nbsp;&nbsp;285910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HAR SJ)<br>| 48266 | &nbsp;&nbsp;1025583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HMY US), <br>Sponsored ADR<br>| 55957 | &nbsp;&nbsp;1194122 |
|  | Hudaco Industries Ltd. | 10194 | &nbsp;&nbsp;128124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 89686 | &nbsp;&nbsp;1671683 |
|  | Investec Ltd. | 37143 | &nbsp;&nbsp;301120 |
|  | Invicta Holdings Ltd. | 5930 | &nbsp;&nbsp;13209 |
| \* | iOCO Ltd. | 151111 | &nbsp;&nbsp;41990 |
|  | Italtile Ltd. | 124340 | &nbsp;&nbsp;77435 |
|  | JSE Ltd. | 20849 | &nbsp;&nbsp;190768 |
| \* | KAP Ltd. | 561542 | &nbsp;&nbsp;77148 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | Kumba Iron Ore Ltd. | 16245 | &nbsp;&nbsp;$360354 |
|  | Lewis Group Ltd. | 13284 | &nbsp;&nbsp;78926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Life Healthcare Group <br>Holdings Ltd.<br>| 343362 | &nbsp;&nbsp;236511 |
|  | Merafe Resources Ltd. | 305519 | &nbsp;&nbsp;21475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metair Investments <br>Ltd.<br>| 44283 | &nbsp;&nbsp;12730 |
|  | Momentum Group Ltd. | 528502 | &nbsp;&nbsp;1230696 |
|  | Motus Holdings Ltd. | 69864 | &nbsp;&nbsp;548164 |
|  | Mpact Ltd. | 18342 | &nbsp;&nbsp;25191 |
|  | Mr. Price Group Ltd. | 64104 | &nbsp;&nbsp;703936 |
|  | MTN Group Ltd. | 314617 | &nbsp;&nbsp;3493688 |
| \* | Nampak Ltd. | 2808 | &nbsp;&nbsp;90375 |
|  | Naspers Ltd., Class N | 19977 | &nbsp;&nbsp;1223097 |
|  | Nedbank Group Ltd. | 98359 | &nbsp;&nbsp;1610742 |
|  | NEPI Rockcastle NV | 80250 | &nbsp;&nbsp;730807 |
|  | Netcare Ltd. | 557192 | &nbsp;&nbsp;534528 |
|  | Ninety One Ltd. | 68065 | &nbsp;&nbsp;233623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 37284 | &nbsp;&nbsp;888308 |
| \* | Nutun Ltd. | 238170 | &nbsp;&nbsp;17638 |
|  | Oceana Group Ltd. | 27958 | &nbsp;&nbsp;93385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 1555617 | &nbsp;&nbsp;1492976 |
|  | Omnia Holdings Ltd. | 65802 | &nbsp;&nbsp;343416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OUTsurance Group <br>Ltd.<br>| 160319 | &nbsp;&nbsp;707597 |
| Ω | Pepkor Holdings Ltd. | 658889 | &nbsp;&nbsp;1076608 |
| \* | Pick n Pay Stores Ltd. | 203413 | &nbsp;&nbsp;300785 |
|  | PPC Ltd. | 545075 | &nbsp;&nbsp;207434 |
|  | Premier Group Ltd. | 16424 | &nbsp;&nbsp;180339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSG Financial <br>Services Ltd.<br>| 255578 | &nbsp;&nbsp;430867 |
|  | Raubex Group Ltd. | 63904 | &nbsp;&nbsp;204943 |
|  | Reunert Ltd. | 46960 | &nbsp;&nbsp;179382 |
|  | RFG Holdings Ltd. | 27145 | &nbsp;&nbsp;43310 |
|  | Sanlam Ltd. | 252474 | &nbsp;&nbsp;1581658 |
|  | Santam Ltd. | 11778 | &nbsp;&nbsp;313414 |
|  | Sappi Ltd. | 105530 | &nbsp;&nbsp;116533 |
| \* | Sasol Ltd. (SOL SJ) | 137715 | &nbsp;&nbsp;972720 |
|  | Shoprite Holdings Ltd. | 65296 | &nbsp;&nbsp;1077319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SBSW US), ADR<br>| 97440 | &nbsp;&nbsp;1644787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 136850 | &nbsp;&nbsp;595627 |
|  | Southern Sun Ltd. | 263769 | &nbsp;&nbsp;164646 |
| \* | SPAR Group Ltd.  | 43656 | &nbsp;&nbsp;240140 |
|  | Spur Corp. Ltd. | 10228 | &nbsp;&nbsp;25776 |
|  | Stadio Holdings Ltd. | 50799 | &nbsp;&nbsp;38338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Bank Group <br>Ltd.<br>| 223575 | &nbsp;&nbsp;4108854 |
|  | Sun International Ltd. | 74980 | &nbsp;&nbsp;200478 |
|  | Super Group Ltd. | 86451 | &nbsp;&nbsp;92762 |
|  | Telkom SA SOC Ltd. | 129352 | &nbsp;&nbsp;470754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thungela Resources <br>Ltd. (TGA SJ)<br>| 39930 | &nbsp;&nbsp;244925 |
|  | Tiger Brands Ltd. | 42234 | &nbsp;&nbsp;878055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truworths International <br>Ltd.<br>| 65361 | &nbsp;&nbsp;$242592 |
|  | Tsogo Sun Ltd. | 210893 | &nbsp;&nbsp;103978 |
|  | Valterra Platinum Ltd. | 7451 | &nbsp;&nbsp;669458 |
|  | Vodacom Group Ltd. | 95543 | &nbsp;&nbsp;881323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars Holdings <br>Ltd.<br>| 50218 | &nbsp;&nbsp;142026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilson Bayly <br>Holmes-Ovcon Ltd.<br>| 18535 | &nbsp;&nbsp;198671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Holdings <br>Ltd.<br>| 131274 | &nbsp;&nbsp;440724 |
|  | Zeda Ltd. | 49356 | &nbsp;&nbsp;42024 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;60158043 |
| SOUTH KOREA — (21.3%) | SOUTH KOREA — (21.3%) | SOUTH KOREA — (21.3%) |  |
| \* | ABLBio, Inc. | 917 | &nbsp;&nbsp;125132 |
|  | Able C&C Co. Ltd. | 2580 | &nbsp;&nbsp;18954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABOV Semiconductor <br>Co. Ltd.<br>| 2124 | &nbsp;&nbsp;19293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ADTechnology Co. <br>Ltd.<br>| 1694 | &nbsp;&nbsp;44829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Nano <br>Products Co. Ltd.<br>| 1223 | &nbsp;&nbsp;58270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Process <br>Systems Corp.<br>| 3033 | &nbsp;&nbsp;45022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Chemical Co. <br>Ltd.<br>| 6863 | &nbsp;&nbsp;44338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 4045 | &nbsp;&nbsp;35290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AeroSpace Technology <br>of Korea, Inc.<br>| 38564 | &nbsp;&nbsp;16331 |
| \* | Agabang & Co. | 5822 | &nbsp;&nbsp;18581 |
|  | Ahnlab, Inc. | 789 | &nbsp;&nbsp;36412 |
| \* | Air Busan Co. Ltd. | 29060 | &nbsp;&nbsp;36397 |
| \* | Ajin Industrial Co. Ltd. | 17463 | &nbsp;&nbsp;42040 |
| \* | Alteogen, Inc. | 3379 | &nbsp;&nbsp;966288 |
| # | Amorepacific Corp. | 3138 | &nbsp;&nbsp;302052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific Holdings <br>Corp.<br>| 8581 | &nbsp;&nbsp;170578 |
| \* | Ananti, Inc. | 19943 | &nbsp;&nbsp;116071 |
| \* | Anapass, Inc. | 3630 | &nbsp;&nbsp;44662 |
|  | ANIPLUS, Inc. | 13565 | &nbsp;&nbsp;28335 |
| \* | Anterogen Co. Ltd. | 1345 | &nbsp;&nbsp;40014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aplus Asset Advisor <br>Co. Ltd.<br>| 6429 | &nbsp;&nbsp;54926 |
| \* | Aprogen, Inc. | 70220 | &nbsp;&nbsp;35822 |
|  | Asia Cement Co. Ltd. | 7032 | &nbsp;&nbsp;61127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIA Holdings Co. <br>Ltd.<br>| 353 | &nbsp;&nbsp;70733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pacific Satellite, <br>Inc.<br>| 1665 | &nbsp;&nbsp;23261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Paper <br>Manufacturing Co. <br>Ltd.<br>| 6076 | &nbsp;&nbsp;32836 |
| \* | ATON, Inc. | 5773 | &nbsp;&nbsp;29799 |
|  | Aurora World Corp. | 1162 | &nbsp;&nbsp;11870 |
|  | Avaco Co. Ltd. | 1995 | &nbsp;&nbsp;21109 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Baiksan Co. Ltd. | 4498 | &nbsp;&nbsp;$39604 |
|  | BGF Co. Ltd. | 11107 | &nbsp;&nbsp;31066 |
|  | BGF retail Co. Ltd. | 2956 | &nbsp;&nbsp;248941 |
| \* | BH Co. Ltd. | 6172 | &nbsp;&nbsp;78081 |
| \* | BHI Co. Ltd. | 3743 | &nbsp;&nbsp;184992 |
|  | Binggrae Co. Ltd. | 1954 | &nbsp;&nbsp;101277 |
|  | Bio Plus Co. Ltd. | 11101 | &nbsp;&nbsp;42037 |
| \* | Biodyne Co. Ltd. | 1759 | &nbsp;&nbsp;16741 |
| \* | Bioneer Corp. | 1849 | &nbsp;&nbsp;17370 |
|  | BioNote, Inc. | 19686 | &nbsp;&nbsp;79879 |
| \* | BNC Korea Co. Ltd. | 13977 | &nbsp;&nbsp;47555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 40729 | &nbsp;&nbsp;469325 |
|  | Boditech Med, Inc. | 2704 | &nbsp;&nbsp;24418 |
|  | Boryung | 6324 | &nbsp;&nbsp;40569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bukwang <br>Pharmaceutical Co. <br>Ltd.<br>| 9247 | &nbsp;&nbsp;25779 |
| \* | BYC Co. Ltd. | 610 | &nbsp;&nbsp;17651 |
|  | C&G Hi Tech Co. Ltd. | 1031 | &nbsp;&nbsp;12813 |
| \* | Cafe24 Corp. | 3683 | &nbsp;&nbsp;96677 |
|  | Cape Industries Ltd. | 6603 | &nbsp;&nbsp;54302 |
|  | Caregen Co. Ltd. | 2817 | &nbsp;&nbsp;245413 |
|  | Celltrion Pharm, Inc. | 1414 | &nbsp;&nbsp;71499 |
|  | Celltrion, Inc. | 3593 | &nbsp;&nbsp;522911 |
| \* | Chabiotech Co. Ltd. | 5339 | &nbsp;&nbsp;80973 |
| \* | Cheil Electric Co. Ltd. | 3144 | &nbsp;&nbsp;22285 |
|  | Cheil Worldwide, Inc. | 21311 | &nbsp;&nbsp;324571 |
| \* | Chemtronics Co. Ltd. | 3525 | &nbsp;&nbsp;85338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheryong Electric Co. <br>Ltd.<br>| 3474 | &nbsp;&nbsp;117062 |
|  | Chips&Media, Inc. | 825 | &nbsp;&nbsp;10649 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choil Aluminum Co. <br>Ltd.<br>| 17841 | &nbsp;&nbsp;16498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 2352 | &nbsp;&nbsp;139428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongkundang <br>Holdings Corp.<br>| 712 | &nbsp;&nbsp;24677 |
| \* | Chunbo Co. Ltd. | 899 | &nbsp;&nbsp;36550 |
| \* | CJ CGV Co. Ltd. | 31611 | &nbsp;&nbsp;132590 |
|  | CJ CheilJedang Corp. | 1254 | &nbsp;&nbsp;185449 |
|  | CJ Corp. | 3838 | &nbsp;&nbsp;579650 |
| \* | CJ ENM Co. Ltd. | 4293 | &nbsp;&nbsp;222401 |
|  | CJ Freshway Corp. | 2096 | &nbsp;&nbsp;40675 |
|  | CJ Logistics Corp. | 3051 | &nbsp;&nbsp;219490 |
|  | Classys, Inc. | 3918 | &nbsp;&nbsp;201549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CLIO Cosmetics Co. <br>Ltd.<br>| 2840 | &nbsp;&nbsp;26132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CMG Pharmaceutical <br>Co. Ltd.<br>| 16036 | &nbsp;&nbsp;22446 |
| \* | CoAsia Corp. | 3630 | &nbsp;&nbsp;14921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Com2uS Holdings <br>Corp.<br>| 1408 | &nbsp;&nbsp;22068 |
|  | Com2uSCorp | 1333 | &nbsp;&nbsp;34048 |
|  | Coocon Corp. | 2027 | &nbsp;&nbsp;46679 |
|  | Cosmax, Inc. | 1866 | &nbsp;&nbsp;261770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosmecca Korea Co. <br>Ltd.<br>| 1591 | &nbsp;&nbsp;$106376 |
| \* | CosmoAM&T Co. Ltd. | 1916 | &nbsp;&nbsp;67393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cosmochemical Co. <br>Ltd.<br>| 4021 | &nbsp;&nbsp;46124 |
|  | Coway Co. Ltd. | 13853 | &nbsp;&nbsp;801537 |
|  | Cowintech Co. Ltd. | 3517 | &nbsp;&nbsp;45349 |
|  | CR Holdings Co. Ltd. | 1168 | &nbsp;&nbsp;3831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 16277 | &nbsp;&nbsp;149411 |
|  | CS Wind Corp. | 8600 | &nbsp;&nbsp;242411 |
| \* | CTC BIO, Inc. | 2105 | &nbsp;&nbsp;6244 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cube Entertainment, <br>Inc.<br>| 2211 | &nbsp;&nbsp;20179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Holdings Co. <br>Ltd.<br>| 3529 | &nbsp;&nbsp;66436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 3172 | &nbsp;&nbsp;51880 |
| \* | Curexo, Inc. | 3438 | &nbsp;&nbsp;47281 |
| \* | Cymechs, Inc. | 859 | &nbsp;&nbsp;10719 |
|  | D.I Corp. | 1927 | &nbsp;&nbsp;45554 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;DA Technology Co. <br>Ltd.<br>| 31140 | &nbsp;&nbsp;822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dae Won Kang Up Co. <br>Ltd.<br>| 14791 | &nbsp;&nbsp;42869 |
| \* | Daea TI Co. Ltd. | 15604 | &nbsp;&nbsp;45606 |
|  | Daedong Corp. | 6323 | &nbsp;&nbsp;43253 |
|  | Daeduck Co. Ltd. | 7633 | &nbsp;&nbsp;58165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 12129 | &nbsp;&nbsp;527055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Flour Mill Co. <br>Ltd.<br>| 235 | &nbsp;&nbsp;23644 |
|  | Daehan Steel Co. Ltd. | 6822 | &nbsp;&nbsp;49717 |
| \* | Daeho AL Co. Ltd. | 8336 | &nbsp;&nbsp;8037 |
| \* | Dae-Il Corp. | 5167 | &nbsp;&nbsp;40055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daejoo Electronic <br>Materials Co. Ltd.<br>| 818 | &nbsp;&nbsp;42825 |
|  | Daesang Corp. | 7952 | &nbsp;&nbsp;119700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 5289 | &nbsp;&nbsp;35527 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daesung Industrial Co. <br>Ltd.<br>| 6471 | &nbsp;&nbsp;33043 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon Cable Co. <br>Ltd.<br>| 12805 | &nbsp;&nbsp;32987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon <br>Pharmaceutical Co. <br>Ltd.<br>| 4533 | &nbsp;&nbsp;36435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewon San Up Co. <br>Ltd.<br>| 2606 | &nbsp;&nbsp;23472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering & <br>Construction Co. <br>Ltd.<br>| 64326 | &nbsp;&nbsp;220931 |
|  | Daewoong Co. Ltd. | 7863 | &nbsp;&nbsp;130667 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daewoong <br>Pharmaceutical Co. <br>Ltd.<br>| 1912 | &nbsp;&nbsp;223910 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihan Pharmaceutical <br>Co. Ltd.<br>| 2053 | &nbsp;&nbsp;$41405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 8752 | &nbsp;&nbsp;189894 |
| #\* | Danal Co. Ltd. | 14238 | &nbsp;&nbsp;90219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daol Investment & <br>Securities Co. Ltd.<br>| 13713 | &nbsp;&nbsp;38829 |
| \* | Daou Data Corp. | 6482 | &nbsp;&nbsp;125671 |
|  | Daou Technology, Inc. | 9379 | &nbsp;&nbsp;345166 |
| \* | Dasan Networks, Inc. | 13488 | &nbsp;&nbsp;33716 |
|  | DB HiTek Co. Ltd. | 11698 | &nbsp;&nbsp;853496 |
|  | DB Insurance Co. Ltd. | 5201 | &nbsp;&nbsp;513492 |
|  | DB Securities Co. Ltd. | 8025 | &nbsp;&nbsp;75205 |
| \* | DB, Inc. | 50677 | &nbsp;&nbsp;64423 |
| \* | DE&T Co. Ltd. | 2653 | &nbsp;&nbsp;10321 |
|  | Dear U Co. Ltd. | 1918 | &nbsp;&nbsp;49842 |
|  | Dentium Co. Ltd. | 1376 | &nbsp;&nbsp;45888 |
| \* | Devsisters Co. Ltd. | 1977 | &nbsp;&nbsp;52564 |
|  | DI Dong Il Corp. | 2082 | &nbsp;&nbsp;28990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Daesung Co. <br>Ltd.<br>| 5868 | &nbsp;&nbsp;33010 |
| \* | DIO Corp. | 1795 | &nbsp;&nbsp;19760 |
|  | DIT Corp. | 2543 | &nbsp;&nbsp;38463 |
| \*†† | DKME | 61842 | &nbsp;&nbsp;16111 |
| # | DL E&C Co. Ltd. | 10528 | &nbsp;&nbsp;323215 |
|  | DL Holdings Co. Ltd. | 2600 | &nbsp;&nbsp;74521 |
| †† | DMS Co. Ltd. | 7061 | &nbsp;&nbsp;11646 |
|  | DN Automotive Corp. | 10243 | &nbsp;&nbsp;178732 |
|  | DNF Co. Ltd. | 1039 | &nbsp;&nbsp;13994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dohwa Engineering <br>Co. Ltd.<br>| 8187 | &nbsp;&nbsp;34747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio Holdings <br>Co. Ltd.<br>| 858 | &nbsp;&nbsp;64664 |
|  | Dong-A ST Co. Ltd. | 1154 | &nbsp;&nbsp;43871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-Ah Geological <br>Engineering Co. <br>Ltd.<br>| 3254 | &nbsp;&nbsp;39340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongbang Transport <br>Logistics Co. Ltd.<br>| 14000 | &nbsp;&nbsp;25698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem Co. <br>Ltd.<br>| 11663 | &nbsp;&nbsp;448900 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkoo Bio & <br>Pharma Co. Ltd.<br>| 6563 | &nbsp;&nbsp;24163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 7721 | &nbsp;&nbsp;100412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Holdings Co. <br>Ltd.<br>| 5615 | &nbsp;&nbsp;29576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Industries Co. <br>Ltd.<br>| 13571 | &nbsp;&nbsp;26859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill Co. <br>Ltd.<br>| 10098 | &nbsp;&nbsp;61797 |
|  | Dongsuh Cos., Inc. | 4335 | &nbsp;&nbsp;78214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Chemical <br>Co. Ltd.<br>| 11224 | &nbsp;&nbsp;34144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Finetec Co. <br>Ltd.<br>| 4670 | &nbsp;&nbsp;91478 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Enterprise <br>Co. Ltd.<br>| 3761 | &nbsp;&nbsp;$28005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Pharm Co. <br>Ltd.<br>| 5228 | &nbsp;&nbsp;22016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Development <br>Co. Ltd.<br>| 10063 | &nbsp;&nbsp;20645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 3757 | &nbsp;&nbsp;108156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 1774 | &nbsp;&nbsp;34244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwoon Anatech <br>Co. Ltd.<br>| 4923 | &nbsp;&nbsp;102854 |
|  | Dongyang E&P, Inc. | 2102 | &nbsp;&nbsp;45753 |
| # | Doosan Bobcat, Inc. | 13932 | &nbsp;&nbsp;567199 |
|  | Doosan Co. Ltd. | 249 | &nbsp;&nbsp;145928 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Enerbility Co. <br>Ltd.<br>| 4415 | &nbsp;&nbsp;275611 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Fuel Cell Co. <br>Ltd.<br>| 3468 | &nbsp;&nbsp;81279 |
|  | Doosan Tesna, Inc. | 2980 | &nbsp;&nbsp;138686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DoubleUGames Co. <br>Ltd.<br>| 3978 | &nbsp;&nbsp;147604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douzone Bizon Co. <br>Ltd.<br>| 3780 | &nbsp;&nbsp;255055 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Security Co. <br>Ltd.<br>| 23112 | &nbsp;&nbsp;27293 |
| \* | Dreamtech Co. Ltd. | 7443 | &nbsp;&nbsp;40746 |
| \* | DRTECH Corp. | 14013 | &nbsp;&nbsp;19522 |
|  | DS Dansuk Co. Ltd. | 2964 | &nbsp;&nbsp;40129 |
|  | DSC Investment, Inc. | 3625 | &nbsp;&nbsp;21312 |
| \* | DSK Co. Ltd. | 2103 | &nbsp;&nbsp;11697 |
| \* | Duchembio Co. Ltd. | 2720 | &nbsp;&nbsp;18894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duk San Neolux Co. <br>Ltd.<br>| 3575 | &nbsp;&nbsp;96681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Hi-Metal Co. <br>Ltd.<br>| 3621 | &nbsp;&nbsp;22295 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Techopia Co. <br>Ltd.<br>| 2147 | &nbsp;&nbsp;29174 |
|  | DY POWER Corp. | 2826 | &nbsp;&nbsp;25711 |
|  | E1 Corp. | 515 | &nbsp;&nbsp;31741 |
|  | Easy Bio, Inc. | 4384 | &nbsp;&nbsp;21406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Easy Holdings Co. <br>Ltd.<br>| 8326 | &nbsp;&nbsp;30116 |
| \* | Ecopro BM Co. Ltd. | 1310 | &nbsp;&nbsp;209842 |
| # | Ecopro Co. Ltd. | 2879 | &nbsp;&nbsp;322976 |
| \* | Elentec Co. Ltd. | 2394 | &nbsp;&nbsp;17292 |
|  | E-MART, Inc. | 5201 | &nbsp;&nbsp;328282 |
| \* | EMKOREA Co. Ltd. | 8442 | &nbsp;&nbsp;14401 |
| \* | EMRO, Inc. | 997 | &nbsp;&nbsp;29062 |
| \* | EM-Tech Co. Ltd. | 1387 | &nbsp;&nbsp;7866 |
| \* | Enchem Co. Ltd. | 1070 | &nbsp;&nbsp;71217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 3902 | &nbsp;&nbsp;158083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Enzychem Lifesciences <br>Corp.<br>| 12041 | &nbsp;&nbsp;10637 |
|  | Eo Technics Co. Ltd. | 355 | &nbsp;&nbsp;91580 |
| \* | Eubiologics Co. Ltd. | 7458 | &nbsp;&nbsp;64623 |
|  | Eugene Corp. | 11560 | &nbsp;&nbsp;32046 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 21369 | &nbsp;&nbsp;$63325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Technology <br>Co. Ltd.<br>| 3923 | &nbsp;&nbsp;298336 |
| \* | E-World | 13381 | &nbsp;&nbsp;14808 |
| \* | Exem Co. Ltd. | 12943 | &nbsp;&nbsp;20128 |
|  | Exicon Co. Ltd. | 2064 | &nbsp;&nbsp;34879 |
|  | F&F Co. Ltd. | 5182 | &nbsp;&nbsp;261937 |
|  | F&F Holdings Co. Ltd. | 2675 | &nbsp;&nbsp;38603 |
|  | FarmStory Co. Ltd. | 13144 | &nbsp;&nbsp;10310 |
| \* | Fine M-Tec Co. Ltd. | 3368 | &nbsp;&nbsp;22130 |
| \* | Fine Semitech Corp. | 1176 | &nbsp;&nbsp;37955 |
| \*†† | Flask Co. Ltd. | 5463 | &nbsp;&nbsp;1685 |
| \* | Foosung Co. Ltd. | 5553 | &nbsp;&nbsp;32476 |
|  | Fursys, Inc. | 363 | &nbsp;&nbsp;10657 |
| \* | G2Power Co. Ltd. | 2716 | &nbsp;&nbsp;16509 |
| \* | Gabia, Inc. | 1935 | &nbsp;&nbsp;44832 |
| \* | GAEASOFT | 3587 | &nbsp;&nbsp;19557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxia Moneytree Co. <br>Ltd.<br>| 1494 | &nbsp;&nbsp;11446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GAMSUNG Corp. Co. <br>Ltd.<br>| 14708 | &nbsp;&nbsp;70468 |
| \* | Gaon Cable Co. Ltd. | 999 | &nbsp;&nbsp;60515 |
| \* | GC Cell Corp. | 2500 | &nbsp;&nbsp;46546 |
| \* | Genexine, Inc. | 6174 | &nbsp;&nbsp;21575 |
| \* | Genic Co. Ltd. | 1135 | &nbsp;&nbsp;12880 |
| \* | Genomictree, Inc. | 2245 | &nbsp;&nbsp;36967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geumhwa PSC Co. <br>Ltd.<br>| 1478 | &nbsp;&nbsp;33996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. Ltd.<br>| 3618 | &nbsp;&nbsp;72511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Tax Free Co. <br>Ltd.<br>| 4758 | &nbsp;&nbsp;15417 |
|  | GnCenergy Co. Ltd. | 2332 | &nbsp;&nbsp;58754 |
|  | GOLFZON Co. Ltd. | 1145 | &nbsp;&nbsp;48209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golfzon Holdings Co. <br>Ltd.<br>| 6991 | &nbsp;&nbsp;22825 |
|  | Gradiant Corp. | 2575 | &nbsp;&nbsp;20565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Korea Leisure <br>Co. Ltd.<br>| 7557 | &nbsp;&nbsp;67394 |
| # | Green Cross Corp. | 1087 | &nbsp;&nbsp;124150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Cross Holdings <br>Corp.<br>| 7420 | &nbsp;&nbsp;80337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 20669 | &nbsp;&nbsp;268325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Holdings Corp. <br>(078930 KS)<br>| 16791 | &nbsp;&nbsp;799769 |
| \* | GS P&L Co. Ltd. | 2026 | &nbsp;&nbsp;72089 |
|  | GS Retail Co. Ltd. | 14935 | &nbsp;&nbsp;229527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gwangju Shinsegae <br>Co. Ltd.<br>| 821 | &nbsp;&nbsp;17909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAESUNG DS Co. <br>Ltd.<br>| 3687 | &nbsp;&nbsp;163590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haesung Industrial Co. <br>Ltd.<br>| 4764 | &nbsp;&nbsp;27457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 6329 | &nbsp;&nbsp;148144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Financial Group, <br>Inc.<br>| 48681 | &nbsp;&nbsp;$3382457 |
| \* | Hana Materials, Inc. | 1567 | &nbsp;&nbsp;71966 |
| \* | Hana Micron, Inc. | 14108 | &nbsp;&nbsp;365204 |
| \* | Hana Pharm Co. Ltd. | 1441 | &nbsp;&nbsp;10313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hana Technology Co. <br>Ltd.<br>| 567 | &nbsp;&nbsp;12507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Tour Service, <br>Inc.<br>| 2979 | &nbsp;&nbsp;95572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanall Biopharma Co. <br>Ltd.<br>| 1468 | &nbsp;&nbsp;52395 |
| \* | Hancom, Inc. | 3601 | &nbsp;&nbsp;64252 |
|  | Handok, Inc. | 4699 | &nbsp;&nbsp;37024 |
|  | Handsome Co. Ltd. | 2509 | &nbsp;&nbsp;32317 |
|  | Hanil Cement Co. Ltd. | 8396 | &nbsp;&nbsp;99592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Holdings Co. <br>Ltd.<br>| 4735 | &nbsp;&nbsp;51340 |
|  | Hanjin Kal Corp. | 1542 | &nbsp;&nbsp;120406 |
|  | Hanjin Logistics Corp. | 3082 | &nbsp;&nbsp;42459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HanJung Natural <br>Connectivity System <br>Co. Ltd.<br>| 889 | &nbsp;&nbsp;31446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Cosmetics <br>Manufacturing Co. <br>Ltd.<br>| 440 | &nbsp;&nbsp;15167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Shell Oil Co. <br>Ltd.<br>| 133 | &nbsp;&nbsp;40208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. Ltd.<br>| 21538 | &nbsp;&nbsp;952600 |
|  | Hanmi Pharm Co. Ltd. | 1055 | &nbsp;&nbsp;355042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Science Co. <br>Ltd.<br>| 3187 | &nbsp;&nbsp;93942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Semiconductor <br>Co. Ltd.<br>| 9019 | &nbsp;&nbsp;1304661 |
|  | HanmiGlobal Co. Ltd. | 2531 | &nbsp;&nbsp;32884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 3518 | &nbsp;&nbsp;63065 |
| \* | Hanon Systems | 86074 | &nbsp;&nbsp;195630 |
|  | Hansae Co. Ltd. | 3121 | &nbsp;&nbsp;30273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 1431 | &nbsp;&nbsp;278620 |
|  | Hansol Paper Co. Ltd. | 6186 | &nbsp;&nbsp;36110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Technics Co. <br>Ltd.<br>| 11028 | &nbsp;&nbsp;45669 |
| \* | Hanssem Co. Ltd. | 1765 | &nbsp;&nbsp;56995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Aerospace <br>Co. Ltd.<br>| 2113 | &nbsp;&nbsp;1902082 |
|  | Hanwha Corp. | 6950 | &nbsp;&nbsp;551795 |
| \* | Hanwha Engine | 7449 | &nbsp;&nbsp;280188 |
| \* | Hanwha Galleria Corp. | 32339 | &nbsp;&nbsp;40991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 24198 | &nbsp;&nbsp;101748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 32863 | &nbsp;&nbsp;145554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life Insurance <br>Co. Ltd.<br>| 66759 | &nbsp;&nbsp;161407 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Ocean Co. <br>Ltd.<br>| 3171 | &nbsp;&nbsp;$304516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Solutions <br>Corp.<br>| 18425 | &nbsp;&nbsp;351782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Systems Co. <br>Ltd.<br>| 4234 | &nbsp;&nbsp;276913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Vision Co. <br>Ltd.<br>| 7502 | &nbsp;&nbsp;319833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Digitech Co. <br>Ltd.<br>| 788 | &nbsp;&nbsp;14578 |
|  | Hanyang Eng Co. Ltd. | 4208 | &nbsp;&nbsp;91344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 4035 | &nbsp;&nbsp;57116 |
| \* | Harim Co. Ltd. | 21063 | &nbsp;&nbsp;44621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harim Holdings Co. <br>Ltd.<br>| 22762 | &nbsp;&nbsp;226685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB SOLUTION Co. <br>Ltd.<br>| 15336 | &nbsp;&nbsp;24281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HB Technology Co. <br>Ltd.<br>| 17460 | &nbsp;&nbsp;25430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HC HomeCenter Co. <br>Ltd.<br>| 39155 | &nbsp;&nbsp;18953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 11078 | &nbsp;&nbsp;833936 |
|  | HD Hyundai Co. Ltd. | 7303 | &nbsp;&nbsp;1185188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Electric <br>Co. Ltd.<br>| 3100 | &nbsp;&nbsp;1899199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Energy <br>Solutions Co. Ltd.<br>| 805 | &nbsp;&nbsp;29669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Heavy <br>Industries Co. Ltd.<br>| 2417 | &nbsp;&nbsp;962042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Korea Shipbuilding <br>& Offshore <br>Engineering Co. <br>Ltd.<br>| 4768 | &nbsp;&nbsp;1365716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 12724 | &nbsp;&nbsp;167394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 10681 | &nbsp;&nbsp;152405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD-Hyundai Marine <br>Engine<br>| 2867 | &nbsp;&nbsp;175609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Financial Co. <br>Ltd.<br>| 2228 | &nbsp;&nbsp;37260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Innovation Co. <br>Ltd.<br>| 2910 | &nbsp;&nbsp;39084 |
| \* | Helixmith Co. Ltd. | 7814 | &nbsp;&nbsp;35728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heung-A Shipping Co. <br>Ltd.<br>| 18027 | &nbsp;&nbsp;21747 |
| \* | HFR, Inc. | 2504 | &nbsp;&nbsp;23900 |
|  | Hite Jinro Co. Ltd. | 10562 | &nbsp;&nbsp;128905 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HJ Shipbuilding & <br>Construction Co. <br>Ltd.<br>| 4472 | &nbsp;&nbsp;77784 |
|  | HK inno N Corp. | 5284 | &nbsp;&nbsp;206022 |
|  | HL Holdings Corp. | 1610 | &nbsp;&nbsp;50990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | HL Mando Co. Ltd. | 14189 | &nbsp;&nbsp;$628699 |
| \* | HLB Biostep Co. Ltd. | 11072 | &nbsp;&nbsp;11069 |
| \* | HLB Global Co. Ltd. | 7126 | &nbsp;&nbsp;11003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hlb Pharma Ceutical <br>Co. Ltd.<br>| 3234 | &nbsp;&nbsp;37180 |
| \* | HLB, Inc. | 4215 | &nbsp;&nbsp;161663 |
|  | HMM Co. Ltd. | 30977 | &nbsp;&nbsp;429362 |
| \* | Hotel Shilla Co. Ltd. | 6995 | &nbsp;&nbsp;224009 |
| \* | HPSP Co. Ltd. | 10834 | &nbsp;&nbsp;347298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung Advanced <br>Materials Corp.<br>| 589 | &nbsp;&nbsp;96410 |
| \* | HS Hyosung Corp. | 484 | &nbsp;&nbsp;20807 |
|  | HS Industries Co. Ltd. | 19938 | &nbsp;&nbsp;46053 |
| #\* | Hugel, Inc. | 843 | &nbsp;&nbsp;161093 |
| \* | Humasis Co. Ltd. | 23782 | &nbsp;&nbsp;16442 |
|  | Humedix Co. Ltd. | 1809 | &nbsp;&nbsp;54985 |
|  | Huons Co. Ltd. | 3178 | &nbsp;&nbsp;60627 |
|  | Huons Global Co. Ltd. | 1702 | &nbsp;&nbsp;59950 |
|  | Husteel Co. Ltd. | 11607 | &nbsp;&nbsp;33370 |
|  | Hwa Shin Co. Ltd. | 7945 | &nbsp;&nbsp;51340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwaseung Enterprise <br>Co. Ltd.<br>| 7025 | &nbsp;&nbsp;24577 |
| # | HYBE Co. Ltd. | 722 | &nbsp;&nbsp;186602 |
|  | Hy-Lok Corp. | 2373 | &nbsp;&nbsp;55339 |
|  | Hyosung Corp. | 2175 | &nbsp;&nbsp;229645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyosung Heavy <br>Industries Corp.<br>| 625 | &nbsp;&nbsp;1120975 |
|  | Hyosung TNC Corp. | 1031 | &nbsp;&nbsp;268687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Autoever <br>Corp.<br>| 1212 | &nbsp;&nbsp;388552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Bioland Co. <br>Ltd.<br>| 9432 | &nbsp;&nbsp;28370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai BNG Steel <br>Co. Ltd.<br>| 2374 | &nbsp;&nbsp;22152 |
|  | HYUNDAI Corp. | 3184 | &nbsp;&nbsp;49964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 5464 | &nbsp;&nbsp;355085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 3204 | &nbsp;&nbsp;209374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Engineering & <br>Construction Co. <br>Ltd.<br>| 13384 | &nbsp;&nbsp;950030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HYUNDAI EVERDIGM <br>Corp.<br>| 3482 | &nbsp;&nbsp;19806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Futurenet Co. <br>Ltd.<br>| 11431 | &nbsp;&nbsp;25605 |
|  | Hyundai GF Holdings | 9217 | &nbsp;&nbsp;59224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 9699 | &nbsp;&nbsp;1635244 |
|  | Hyundai Green Food | 10848 | &nbsp;&nbsp;115028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Home <br>Shopping Network <br>Corp.<br>| 1431 | &nbsp;&nbsp;57532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Hyms Co. <br>Ltd.<br>| 1803 | &nbsp;&nbsp;22333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Livart <br>Furniture Co. Ltd.<br>| 1211 | &nbsp;&nbsp;5533 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 19504 | &nbsp;&nbsp;$380258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Mobis Co. <br>Ltd.<br>| 5422 | &nbsp;&nbsp;1694141 |
|  | Hyundai Motor Co. | 17293 | &nbsp;&nbsp;6019788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 7975 | &nbsp;&nbsp;52591 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Movex Co. <br>Ltd.<br>| 9382 | &nbsp;&nbsp;205170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Rotem Co. <br>Ltd.<br>| 10157 | &nbsp;&nbsp;1624057 |
|  | Hyundai Steel Co. | 12209 | &nbsp;&nbsp;264975 |
|  | Hyundai Wia Corp. | 4545 | &nbsp;&nbsp;271372 |
|  | HyVision System, Inc. | 3875 | &nbsp;&nbsp;46955 |
| \* | i3system, Inc. | 1018 | &nbsp;&nbsp;91856 |
|  | iFamilySC Co. Ltd. | 2944 | &nbsp;&nbsp;30749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Il Dong Pharmaceutical <br>Co. Ltd.<br>| 2726 | &nbsp;&nbsp;71691 |
| \* | Iljin Diamond Co. Ltd. | 1775 | &nbsp;&nbsp;16357 |
| \* | Iljin Electric Co. Ltd. | 4785 | &nbsp;&nbsp;220767 |
| \* | Iljin Holdings Co. Ltd. | 4048 | &nbsp;&nbsp;21900 |
| \* | Iljin Hysolus Co. Ltd. | 2250 | &nbsp;&nbsp;22123 |
|  | Iljin Power Co. Ltd. | 2512 | &nbsp;&nbsp;26821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ilshin Spinning Co. <br>Ltd.<br>| 4566 | &nbsp;&nbsp;41698 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Ilyang Pharmaceutical <br>Co. Ltd.<br>| 4169 | &nbsp;&nbsp;28349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group Co. <br>Ltd.<br>| 51113 | &nbsp;&nbsp;549598 |
|  | iMarketKorea, Inc. | 6912 | &nbsp;&nbsp;37421 |
|  | InBody Co. Ltd. | 2313 | &nbsp;&nbsp;52401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Incar Financial Service <br>Co. Ltd.<br>| 8301 | &nbsp;&nbsp;91216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank of <br>Korea<br>| 47470 | &nbsp;&nbsp;729325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inhwa Precision Co. <br>Ltd.<br>| 1117 | &nbsp;&nbsp;33243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 6027 | &nbsp;&nbsp;79488 |
| \* | InnoWireless Co. Ltd. | 1400 | &nbsp;&nbsp;28747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 3174 | &nbsp;&nbsp;71568 |
| \* | Insun ENT Co. Ltd. | 4769 | &nbsp;&nbsp;14469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellian Technologies, <br>Inc.<br>| 1148 | &nbsp;&nbsp;83386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelligent Digital <br>Integrated Security <br>Co. Ltd.<br>| 2955 | &nbsp;&nbsp;36617 |
| \* | Interflex Co. Ltd. | 6369 | &nbsp;&nbsp;54775 |
|  | INTOPS Co. Ltd. | 1485 | &nbsp;&nbsp;22778 |
|  | INVENI Co. Ltd. | 746 | &nbsp;&nbsp;40472 |
|  | IS Dongseo Co. Ltd. | 2523 | &nbsp;&nbsp;41190 |
|  | ISC Co. Ltd. | 1306 | &nbsp;&nbsp;135145 |
|  | i-SENS, Inc. | 4555 | &nbsp;&nbsp;51821 |
| \* | ISU Abxis Co. Ltd. | 4524 | &nbsp;&nbsp;18504 |
| \* | ISU Chemical Co. Ltd. | 2758 | &nbsp;&nbsp;17423 |
|  | IsuPetasys Co. Ltd. | 9479 | &nbsp;&nbsp;765577 |
| \* | Itcenglobal Co. Ltd. | 2643 | &nbsp;&nbsp;97977 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | ITEK, Inc. | 10289 | &nbsp;&nbsp;$59879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 5514 | &nbsp;&nbsp;114522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group Co. <br>Ltd.<br>| 29480 | &nbsp;&nbsp;514360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeil Pharmaceutical <br>Co. Ltd.<br>| 423 | &nbsp;&nbsp;4268 |
| \* | Jeju Air Co. Ltd. | 10111 | &nbsp;&nbsp;37968 |
|  | Jeju Bank | 2192 | &nbsp;&nbsp;21492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeju Semiconductor <br>Corp.<br>| 3965 | &nbsp;&nbsp;117105 |
| \* | JETEMA Co. Ltd. | 2888 | &nbsp;&nbsp;21395 |
| \* | Jin Air Co. Ltd. | 7747 | &nbsp;&nbsp;36432 |
|  | Jinsung T.E.C. | 4760 | &nbsp;&nbsp;47237 |
| \* | JNTC Co. Ltd. | 2171 | &nbsp;&nbsp;36473 |
|  | JS Corp. | 2117 | &nbsp;&nbsp;17641 |
|  | Jungdawn Co. Ltd. | 11974 | &nbsp;&nbsp;21285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jusung Engineering <br>Co. Ltd.<br>| 8449 | &nbsp;&nbsp;240289 |
|  | JVM Co. Ltd. | 1905 | &nbsp;&nbsp;33482 |
|  | JW Holdings Corp. | 14008 | &nbsp;&nbsp;38660 |
|  | JW Life Science Corp. | 5759 | &nbsp;&nbsp;51583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Pharmaceutical <br>Corp.<br>| 3479 | &nbsp;&nbsp;74968 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JYP Entertainment <br>Corp.<br>| 7729 | &nbsp;&nbsp;393338 |
|  | K Car Co. Ltd. | 3260 | &nbsp;&nbsp;34858 |
|  | Kakao Corp. | 10871 | &nbsp;&nbsp;462064 |
| #\* | Kakao Games Corp. | 12407 | &nbsp;&nbsp;152574 |
| # | KakaoBank Corp. | 16419 | &nbsp;&nbsp;260446 |
| \* | Kakaopay Corp. | 2006 | &nbsp;&nbsp;87643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kangnam Jevisco Co. <br>Ltd.<br>| 1216 | &nbsp;&nbsp;14357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kangstem Biotech Co. <br>Ltd.<br>| 3667 | &nbsp;&nbsp;5575 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kangwon Energy Co. <br>Ltd.<br>| 4568 | &nbsp;&nbsp;54690 |
|  | Kangwon Land, Inc. | 15250 | &nbsp;&nbsp;184441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (105560 KS)<br>| 47130 | &nbsp;&nbsp;4411330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBI Dongyang Steel <br>Pipe Co. Ltd.<br>| 23126 | &nbsp;&nbsp;29550 |
|  | KC Co. Ltd. | 2678 | &nbsp;&nbsp;62010 |
|  | KC Tech Co. Ltd. | 1553 | &nbsp;&nbsp;50320 |
|  | KCC Corp. | 990 | &nbsp;&nbsp;334807 |
|  | KCC Glass Corp. | 1882 | &nbsp;&nbsp;35132 |
|  | KCTC | 9774 | &nbsp;&nbsp;45729 |
| \* | Keeps Biopharma, Inc. | 2707 | &nbsp;&nbsp;17278 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kencoa Aerospace <br>Co.<br>| 1971 | &nbsp;&nbsp;40704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Engineering & <br>Construction Co., <br>Inc.<br>| 892 | &nbsp;&nbsp;80991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 6558 | &nbsp;&nbsp;254219 |
|  | KG Chemical Corp. | 5382 | &nbsp;&nbsp;22090 |
|  | KG Dongbusteel | 8413 | &nbsp;&nbsp;32801 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 7129 | &nbsp;&nbsp;$32612 |
|  | Kginicis Co. Ltd. | 5916 | &nbsp;&nbsp;47333 |
| \* | KH Vatec Co. Ltd. | 6135 | &nbsp;&nbsp;81353 |
|  | Kia Corp. | 50525 | &nbsp;&nbsp;5376019 |
|  | KINX, Inc. | 828 | &nbsp;&nbsp;76268 |
|  | KISCO Corp. | 6487 | &nbsp;&nbsp;42186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KISCO Holdings Co. <br>Ltd.<br>| 1500 | &nbsp;&nbsp;25049 |
|  | KISWIRE Ltd. | 3308 | &nbsp;&nbsp;49672 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 3739 | &nbsp;&nbsp;1149291 |
| \* | KMW Co. Ltd. | 3610 | &nbsp;&nbsp;47233 |
| \* | KNJ Co. Ltd. | 2471 | &nbsp;&nbsp;47790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koh Young Technology, <br>Inc.<br>| 6568 | &nbsp;&nbsp;152632 |
|  | Kolmar BNH Co. Ltd. | 1457 | &nbsp;&nbsp;15053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Holdings Co. <br>Ltd.<br>| 5313 | &nbsp;&nbsp;37086 |
|  | Kolmar Korea Co. Ltd. | 4049 | &nbsp;&nbsp;196056 |
|  | Kolon Corp. | 2058 | &nbsp;&nbsp;85885 |
| # | Kolon Industries, Inc. | 5715 | &nbsp;&nbsp;217147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolon Life Science, <br>Inc.<br>| 1355 | &nbsp;&nbsp;60891 |
|  | KoMiCo Ltd. | 1753 | &nbsp;&nbsp;152508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Komipharm <br>International Co. <br>Ltd.<br>| 3794 | &nbsp;&nbsp;18744 |
|  | KONA I Co. Ltd. | 1584 | &nbsp;&nbsp;67494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Aerospace <br>Industries Ltd.<br>| 5923 | &nbsp;&nbsp;690321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Alcohol <br>Industrial Co. Ltd.<br>| 4444 | &nbsp;&nbsp;34743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Asset In Trust <br>Co. Ltd.<br>| 24703 | &nbsp;&nbsp;44670 |
| #\* | Korea Circuit Co. Ltd. | 2773 | &nbsp;&nbsp;134265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea District Heating <br>Corp.<br>| 516 | &nbsp;&nbsp;35680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power <br>Corp. (015760 KS)<br>| 16765 | &nbsp;&nbsp;676184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power <br>Corp. (KEP US), <br>Sponsored ADR<br>| 12485 | &nbsp;&nbsp;252322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Terminal <br>Co. Ltd.<br>| 2931 | &nbsp;&nbsp;152006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electronic <br>Power Industrial <br>Development Co. <br>Ltd.<br>| 2560 | &nbsp;&nbsp;24275 |
| \* | Korea Fuel-Tech Corp. | 8951 | &nbsp;&nbsp;48658 |
|  | Korea Gas Corp. | 3926 | &nbsp;&nbsp;109078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications Co. <br>Ltd.<br>| 6679 | &nbsp;&nbsp;37496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 5485 | &nbsp;&nbsp;25409 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 10223 | &nbsp;&nbsp;$1529306 |
| \* | Korea Line Corp. | 54496 | &nbsp;&nbsp;73748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Movenex Co. <br>Ltd.<br>| 6958 | &nbsp;&nbsp;28025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 1187 | &nbsp;&nbsp;128779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petroleum <br>Industries Co.<br>| 3017 | &nbsp;&nbsp;33414 |
|  | Korea Ratings Corp. | 357 | &nbsp;&nbsp;24016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Real Estate <br>Investment & Trust <br>Co. Ltd.<br>| 72804 | &nbsp;&nbsp;61617 |
|  | Korea Zinc Co. Ltd. | 295 | &nbsp;&nbsp;384294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 47616 | &nbsp;&nbsp;767719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 54231 | &nbsp;&nbsp;443046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPX Chemical Co. <br>Ltd.<br>| 240 | &nbsp;&nbsp;8026 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KPX Electrochem Co. <br>Ltd.<br>| 267 | &nbsp;&nbsp;1647 |
| \* | Krafton, Inc. | 3715 | &nbsp;&nbsp;652190 |
|  | KSS LINE Ltd. | 9666 | &nbsp;&nbsp;65057 |
| \* | Kt alpha Co. Ltd. | 3592 | &nbsp;&nbsp;11920 |
|  | KT Skylife Co. Ltd. | 8062 | &nbsp;&nbsp;27308 |
|  | KT&G Corp. | 8592 | &nbsp;&nbsp;918898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 1983 | &nbsp;&nbsp;198063 |
| \* | Kumho Tire Co., Inc. | 44275 | &nbsp;&nbsp;184837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwang Dong <br>Pharmaceutical Co. <br>Ltd.<br>| 8045 | &nbsp;&nbsp;33701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyeryong Construction <br>Industrial Co. Ltd.<br>| 2344 | &nbsp;&nbsp;35054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyobo Securities Co. <br>Ltd.<br>| 6546 | &nbsp;&nbsp;54021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 2196 | &nbsp;&nbsp;87731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyungdong Pharm Co. <br>Ltd.<br>| 2400 | &nbsp;&nbsp;9494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyung-In Synthetic <br>Corp.<br>| 5621 | &nbsp;&nbsp;19190 |
|  | KZ Precision Corp. | 2708 | &nbsp;&nbsp;26347 |
|  | L&C Bio Co. Ltd. | 2326 | &nbsp;&nbsp;148114 |
| \* | L&F Co. Ltd. | 208 | &nbsp;&nbsp;18118 |
| \* | L&K Biomed Co. Ltd. | 2802 | &nbsp;&nbsp;30842 |
| \* | LabGenomics Co. Ltd. | 22431 | &nbsp;&nbsp;27279 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lake Materials Co. <br>Ltd.<br>| 7278 | &nbsp;&nbsp;134187 |
| \* | LB Semicon, Inc. | 15949 | &nbsp;&nbsp;51750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 6694 | &nbsp;&nbsp;27529 |
|  | LEENO Industrial, Inc. | 8912 | &nbsp;&nbsp;648862 |
|  | LF Corp. | 5070 | &nbsp;&nbsp;67608 |
|  | LG Chem Ltd. | 6522 | &nbsp;&nbsp;1400412 |
|  | LG Corp. | 10451 | &nbsp;&nbsp;663412 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 81088 | &nbsp;&nbsp;$653823 |
|  | LG Electronics, Inc. | 25116 | &nbsp;&nbsp;1722046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Energy Solution <br>Ltd.<br>| 1433 | &nbsp;&nbsp;393912 |
| # | LG H&H Co. Ltd. | 1132 | &nbsp;&nbsp;205697 |
|  | LG Innotek Co. Ltd. | 3820 | &nbsp;&nbsp;648642 |
|  | LG Uplus Corp. | 63038 | &nbsp;&nbsp;700330 |
|  | LIG Nex1 Co. Ltd. | 1797 | &nbsp;&nbsp;599391 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LigaChem Biosciences, <br>Inc.<br>| 782 | &nbsp;&nbsp;109571 |
| \* | LOT Vacuum Co. Ltd. | 1947 | &nbsp;&nbsp;18573 |
|  | Lotte Chemical Corp. | 1598 | &nbsp;&nbsp;92223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 1637 | &nbsp;&nbsp;151502 |
|  | Lotte Corp. | 8889 | &nbsp;&nbsp;193151 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Energy Materials <br>Corp.<br>| 8113 | &nbsp;&nbsp;217664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine Chemical <br>Co. Ltd.<br>| 3704 | &nbsp;&nbsp;121713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 23223 | &nbsp;&nbsp;26772 |
|  | Lotte Rental Co. Ltd. | 5987 | &nbsp;&nbsp;128085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 3028 | &nbsp;&nbsp;176694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Tour <br>Development Co. <br>Ltd.<br>| 6421 | &nbsp;&nbsp;111760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 615 | &nbsp;&nbsp;49562 |
|  | LS Corp. | 3418 | &nbsp;&nbsp;539000 |
|  | LS Eco Energy Ltd. | 2894 | &nbsp;&nbsp;82192 |
|  | LS Electric Co. Ltd. | 2641 | &nbsp;&nbsp;1029196 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LS Marine Solution Co. <br>Ltd.<br>| 1030 | &nbsp;&nbsp;22981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LS SECURITIES Co. <br>Ltd.<br>| 4859 | &nbsp;&nbsp;19226 |
|  | LTC Co. Ltd. | 2653 | &nbsp;&nbsp;50598 |
| \* | LVMC Holdings | 47047 | &nbsp;&nbsp;48463 |
|  | LX Hausys Ltd. | 2023 | &nbsp;&nbsp;40654 |
|  | LX Holdings Corp. | 12184 | &nbsp;&nbsp;73577 |
|  | LX International Corp. | 13420 | &nbsp;&nbsp;356227 |
|  | LX Semicon Co. Ltd. | 3140 | &nbsp;&nbsp;119091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Korea <br>Infrastructure Fund<br>| 49384 | &nbsp;&nbsp;383817 |
|  | Macrogen, Inc. | 1693 | &nbsp;&nbsp;22960 |
| \* | Manyo Co. Ltd. | 1875 | &nbsp;&nbsp;18737 |
|  | Mcnex Co. Ltd. | 4094 | &nbsp;&nbsp;86373 |
| \* | ME2ON Co. Ltd. | 5898 | &nbsp;&nbsp;18449 |
| \* | Mediana Co. Ltd. | 2660 | &nbsp;&nbsp;36454 |
| \* | Medipost Co. Ltd. | 3223 | &nbsp;&nbsp;53533 |
| \* | MedPacto, Inc. | 4368 | &nbsp;&nbsp;21764 |
|  | Medytox, Inc. | 1128 | &nbsp;&nbsp;104949 |
| \* | Meerecompany, Inc. | 533 | &nbsp;&nbsp;6669 |
|  | MegaStudy Co. Ltd. | 1570 | &nbsp;&nbsp;12100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 2511 | &nbsp;&nbsp;81110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritz Financial Group, <br>Inc.<br>| 14765 | &nbsp;&nbsp;$1193804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META BIOMED Co. <br>Ltd.<br>| 8944 | &nbsp;&nbsp;30244 |
|  | Mgame Corp. | 7080 | &nbsp;&nbsp;28209 |
| \* | MiCo Ltd. | 4582 | &nbsp;&nbsp;55820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 20945 | &nbsp;&nbsp;136640 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 42722 | &nbsp;&nbsp;1266516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Venture <br>Investment Co. Ltd.<br>| 9580 | &nbsp;&nbsp;117348 |
|  | Misto Holdings Corp. | 13565 | &nbsp;&nbsp;441721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Commercial Co. <br>Ltd.<br>| 547 | &nbsp;&nbsp;52758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Specialty <br>Chemical Co. Ltd.<br>| 557 | &nbsp;&nbsp;52201 |
| \* | MK Electron Co. Ltd. | 3613 | &nbsp;&nbsp;25095 |
|  | MNTech Co. Ltd. | 3318 | &nbsp;&nbsp;27269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modetour Network, <br>Inc.<br>| 2818 | &nbsp;&nbsp;22062 |
| \* | MONAYONGPYONG | 9266 | &nbsp;&nbsp;20327 |
| \* | Motrex Co. Ltd. | 5448 | &nbsp;&nbsp;36557 |
|  | mPlus Corp. | 4139 | &nbsp;&nbsp;35874 |
|  | Muhak Co. Ltd. | 3978 | &nbsp;&nbsp;24505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin Industrial <br>Co. Ltd.<br>| 6908 | &nbsp;&nbsp;43984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 6832 | &nbsp;&nbsp;32492 |
|  | Namuga Co. Ltd. | 4008 | &nbsp;&nbsp;69512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyang Dairy <br>Products Co. Ltd.<br>| 860 | &nbsp;&nbsp;28566 |
|  | NAVER Corp. | 3478 | &nbsp;&nbsp;661104 |
|  | NCSoft Corp. | 1041 | &nbsp;&nbsp;169288 |
|  | NeoPharm Co. Ltd. | 2099 | &nbsp;&nbsp;27261 |
|  | Neosem, Inc. | 2906 | &nbsp;&nbsp;31211 |
| \* | Neowiz | 5728 | &nbsp;&nbsp;121078 |
| \* | Nepes Ark Corp. | 2036 | &nbsp;&nbsp;26050 |
| \* | Neptune Co. | 8753 | &nbsp;&nbsp;32665 |
| Ω | Netmarble Corp. | 4552 | &nbsp;&nbsp;166514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 11784 | &nbsp;&nbsp;50060 |
|  | Nexen Corp. | 9583 | &nbsp;&nbsp;39785 |
|  | Nexen Tire Corp. | 6827 | &nbsp;&nbsp;38123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nexon Games Co. <br>Ltd.<br>| 3048 | &nbsp;&nbsp;28020 |
|  | NEXTIN, Inc. | 1623 | &nbsp;&nbsp;110497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 37610 | &nbsp;&nbsp;705126 |
|  | NHN Corp. | 4697 | &nbsp;&nbsp;105074 |
|  | NHN KCP Corp. | 4033 | &nbsp;&nbsp;63278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 9332 | &nbsp;&nbsp;90259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nice Information & <br>Telecommunication, <br>Inc.<br>| 2355 | &nbsp;&nbsp;39751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Information <br>Service Co. Ltd.<br>| 10065 | &nbsp;&nbsp;121020 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nong Shim Holdings <br>Co. Ltd.<br>| 533 | &nbsp;&nbsp;$32657 |
|  | NongShim Co. Ltd. | 908 | &nbsp;&nbsp;255950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOROO Paint & <br>Coatings Co. Ltd.<br>| 5290 | &nbsp;&nbsp;30426 |
|  | NOVAREX Co. Ltd. | 4288 | &nbsp;&nbsp;41712 |
| \* | Novatech Co. Ltd. | 681 | &nbsp;&nbsp;14191 |
| \* | OCI Co. Ltd. | 782 | &nbsp;&nbsp;38180 |
| \* | OCI Holdings Co. Ltd. | 4593 | &nbsp;&nbsp;366352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Okins Electronics Co. <br>Ltd.<br>| 4201 | &nbsp;&nbsp;37375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Precision & <br>Engineering Co. <br>Ltd.<br>| 11756 | &nbsp;&nbsp;67998 |
|  | Orion Corp. | 5932 | &nbsp;&nbsp;482869 |
| # | Orion Holdings Corp. | 11381 | &nbsp;&nbsp;164769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osang Healthcare Co. <br>Ltd.<br>| 1314 | &nbsp;&nbsp;10334 |
| \* | OSTEONIC Co. Ltd. | 5143 | &nbsp;&nbsp;22234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Osung Advanced <br>Materials Co. Ltd.<br>| 31426 | &nbsp;&nbsp;33214 |
| # | Otoki Corp. | 532 | &nbsp;&nbsp;142339 |
| # | Pan Ocean Co. Ltd. | 74481 | &nbsp;&nbsp;242633 |
|  | Pang Rim Co. Ltd. | 5498 | &nbsp;&nbsp;20651 |
|  | Paradise Co. Ltd. | 13719 | &nbsp;&nbsp;168534 |
|  | Park Systems Corp. | 1353 | &nbsp;&nbsp;284218 |
| \* | Partron Co. Ltd. | 11624 | &nbsp;&nbsp;57883 |
| #\* | Pearl Abyss Corp. | 4550 | &nbsp;&nbsp;180339 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pentastone <br>Electronics, Inc.<br>| 8385 | &nbsp;&nbsp;43441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 5048 | &nbsp;&nbsp;184696 |
| #\* | Peptron, Inc. | 1115 | &nbsp;&nbsp;236216 |
|  | PHA Co. Ltd. | 2750 | &nbsp;&nbsp;22512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PharmaResearch Co. <br>Ltd.<br>| 1201 | &nbsp;&nbsp;394109 |
| \* | Pharmicell Co. Ltd. | 12436 | &nbsp;&nbsp;120653 |
|  | Philenergy Co. Ltd. | 2261 | &nbsp;&nbsp;26624 |
| #\* | Philoptics Co. Ltd. | 2005 | &nbsp;&nbsp;76259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 4943 | &nbsp;&nbsp;55577 |
| \* | PKC Co. Ltd. | 8514 | &nbsp;&nbsp;35903 |
| \* | Polaris Office Corp. | 4725 | &nbsp;&nbsp;15581 |
|  | Pond Group Co. Ltd. | 3708 | &nbsp;&nbsp;14910 |
| \* | PonyLink Co. Ltd. | 39918 | &nbsp;&nbsp;22260 |
|  | Poongsan Corp. | 2893 | &nbsp;&nbsp;263786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poongsan Holdings <br>Corp.<br>| 3296 | &nbsp;&nbsp;94890 |
|  | Posco DX Co. Ltd. | 5440 | &nbsp;&nbsp;145819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Future M Co. <br>Ltd.<br>| 652 | &nbsp;&nbsp;100880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Holdings, Inc. <br>(005490 KS)<br>| 8564 | &nbsp;&nbsp;2055048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posco International <br>Corp.<br>| 12891 | &nbsp;&nbsp;556635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posco M-Tech Co. <br>Ltd.<br>| 2412 | &nbsp;&nbsp;33062 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Steeleon Co. <br>Ltd.<br>| 175 | &nbsp;&nbsp;$4944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Biologics Co. <br>Ltd.<br>| 6539 | &nbsp;&nbsp;13350 |
|  | Protec Co. Ltd. | 1575 | &nbsp;&nbsp;55369 |
|  | PSK Holdings, Inc. | 1973 | &nbsp;&nbsp;106836 |
| # | PSK, Inc. | 7105 | &nbsp;&nbsp;300172 |
|  | Pulmuone Co. Ltd. | 5719 | &nbsp;&nbsp;52043 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pumtech Korea Co. <br>Ltd.<br>| 1638 | &nbsp;&nbsp;74406 |
| \* | Rainbow Robotics | 375 | &nbsp;&nbsp;188784 |
| \* | Refine Co. Ltd. | 4423 | &nbsp;&nbsp;37152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reyon Pharmaceutical <br>Co. Ltd.<br>| 2064 | &nbsp;&nbsp;16177 |
|  | RFHIC Corp. | 2728 | &nbsp;&nbsp;90093 |
| \* | Robotis Co. Ltd. | 525 | &nbsp;&nbsp;122571 |
|  | S&D Co. Ltd. | 743 | &nbsp;&nbsp;36003 |
|  | S&S Tech Corp. | 3673 | &nbsp;&nbsp;229551 |
| # | S-1 Corp. | 3776 | &nbsp;&nbsp;209083 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sajo Industries Co. <br>Ltd.<br>| 1155 | &nbsp;&nbsp;46796 |
| \* | Sajodaerim Corp. | 1071 | &nbsp;&nbsp;27022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sam Chun Dang <br>Pharm Co. Ltd.<br>| 507 | &nbsp;&nbsp;168338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Young Electronics <br>Co. Ltd.<br>| 3536 | &nbsp;&nbsp;27846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam Yung Trading Co. <br>Ltd.<br>| 3091 | &nbsp;&nbsp;37118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sam-A Aluminum Co. <br>Ltd.<br>| 398 | &nbsp;&nbsp;9362 |
|  | Samchully Co. Ltd. | 401 | &nbsp;&nbsp;39918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAMHWA Paints <br>Industrial Co. Ltd.<br>| 5105 | &nbsp;&nbsp;24654 |
| †† | Samick THK Co. Ltd. | 1032 | &nbsp;&nbsp;2678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samil Pharmaceutical <br>Co. Ltd.<br>| 2221 | &nbsp;&nbsp;15462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 1801 | &nbsp;&nbsp;28431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samjin Pharmaceutical <br>Co. Ltd.<br>| 1982 | &nbsp;&nbsp;26539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 1590 | &nbsp;&nbsp;21820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SAMPYO Cement Co. <br>Ltd.<br>| 21453 | &nbsp;&nbsp;124998 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Biologics Co. <br>Ltd.<br>| 562 | &nbsp;&nbsp;679192 |
|  | Samsung C&T Corp. | 8722 | &nbsp;&nbsp;1818141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 8836 | &nbsp;&nbsp;348333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Electro-Mechanics <br>Co. Ltd.<br>| 7096 | &nbsp;&nbsp;1364693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (005930 <br>KS)<br>| 573787 | &nbsp;&nbsp;63388954 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SMSN LI), <br>GDR<br>| 553 | &nbsp;&nbsp;$1522365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SSNHZ <br>US), GDR<br>| 3955 | &nbsp;&nbsp;10892070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 37671 | &nbsp;&nbsp;801876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Episholdings <br>Co. Ltd.<br>| 302 | &nbsp;&nbsp;127145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Fire & <br>Marine Insurance <br>Co. Ltd.<br>| 3924 | &nbsp;&nbsp;1364281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Heavy <br>Industries Co. Ltd.<br>| 43568 | &nbsp;&nbsp;887967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Life <br>Insurance Co. Ltd.<br>| 6362 | &nbsp;&nbsp;828367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Pharmaceutical Co. <br>Ltd.<br>| 8615 | &nbsp;&nbsp;10800 |
|  | Samsung SDI Co. Ltd. | 6186 | &nbsp;&nbsp;1665124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDS Co. <br>Ltd.<br>| 4960 | &nbsp;&nbsp;594765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 12427 | &nbsp;&nbsp;780020 |
| \* | SAMT Co. Ltd. | 21138 | &nbsp;&nbsp;67432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Capacitor Co. <br>Ltd.<br>| 2326 | &nbsp;&nbsp;50862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Electric Co. <br>Ltd.<br>| 1472 | &nbsp;&nbsp;55310 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samyang <br>Biopharmaceuticals <br>Corp.<br>| 1620 | &nbsp;&nbsp;107595 |
|  | Samyang Corp. | 1098 | &nbsp;&nbsp;36220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Foods Co. <br>Ltd.<br>| 721 | &nbsp;&nbsp;589242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Holdings <br>Corp.<br>| 1524 | &nbsp;&nbsp;64251 |
|  | Samyoung Co. Ltd. | 7430 | &nbsp;&nbsp;31335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samyoung M-Tek Co. <br>Ltd.<br>| 1352 | &nbsp;&nbsp;13593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sang-A Frontec Co. <br>Ltd.<br>| 2092 | &nbsp;&nbsp;25418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangsin Energy <br>Display Precision <br>Co. Ltd.<br>| 2372 | &nbsp;&nbsp;25013 |
| \* | Sanil Electric Co. Ltd. | 1274 | &nbsp;&nbsp;129249 |
|  | Saramin Co. Ltd. | 3203 | &nbsp;&nbsp;28912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satrec Initiative Co. <br>Ltd.<br>| 1040 | &nbsp;&nbsp;141351 |
|  | SD Biosensor, Inc. | 10295 | &nbsp;&nbsp;64336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel Holdings <br>Corp.<br>| 4527 | &nbsp;&nbsp;230201 |
|  | SeAH Holdings Corp. | 156 | &nbsp;&nbsp;17502 |
|  | SeAH Steel Corp. | 406 | &nbsp;&nbsp;34031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 327 | &nbsp;&nbsp;30841 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Sebang Co. Ltd. | 4106 | &nbsp;&nbsp;$41280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global Battery <br>Co. Ltd.<br>| 2276 | &nbsp;&nbsp;100558 |
|  | Seegene, Inc. | 7107 | &nbsp;&nbsp;140594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Segyung Hitech Co. <br>Ltd.<br>| 8084 | &nbsp;&nbsp;28069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sejin Heavy Industries <br>Co. Ltd.<br>| 5019 | &nbsp;&nbsp;67114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sejong Industrial Co. <br>Ltd.<br>| 5252 | &nbsp;&nbsp;38792 |
| \* | Sekonix Co. Ltd. | 4325 | &nbsp;&nbsp;18437 |
| \* | Selvas AI, Inc. | 4495 | &nbsp;&nbsp;41141 |
| \* | SEMCNS Co. Ltd. | 2330 | &nbsp;&nbsp;15271 |
|  | Seobu T&D | 8529 | &nbsp;&nbsp;104066 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Seohee Construction <br>Co. Ltd.<br>| 27909 | &nbsp;&nbsp;23597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seojin System Co. <br>Ltd.<br>| 4474 | &nbsp;&nbsp;117855 |
| \* | Seoul Auction Co. Ltd. | 4356 | &nbsp;&nbsp;23257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 11314 | &nbsp;&nbsp;60874 |
|  | Seoyon Co. Ltd. | 6312 | &nbsp;&nbsp;46724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 8945 | &nbsp;&nbsp;93984 |
| \*†† | Sewon E&C Co. Ltd. | 4592 | &nbsp;&nbsp;290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SFA Engineering <br>Corp.<br>| 4261 | &nbsp;&nbsp;99473 |
| \* | SFA Semicon Co. Ltd. | 17707 | &nbsp;&nbsp;95359 |
| \* | SG Co. Ltd. | 13786 | &nbsp;&nbsp;25782 |
|  | SGC Energy Co. Ltd. | 2763 | &nbsp;&nbsp;41718 |
| \* | SHIFT UP Corp. | 431 | &nbsp;&nbsp;10368 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 10388 | &nbsp;&nbsp;46889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shindaeyang Paper <br>Co. Ltd.<br>| 4097 | &nbsp;&nbsp;33662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial <br>Group Co. Ltd. <br>(055550 KS)<br>| 68123 | &nbsp;&nbsp;3981362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinil Electronics Co. <br>Ltd.<br>| 12619 | &nbsp;&nbsp;11645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae Information <br>& Communication <br>Co. Ltd.<br>| 940 | &nbsp;&nbsp;11911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae <br>International, Inc.<br>| 5312 | &nbsp;&nbsp;44882 |
|  | Shinsegae, Inc. | 2510 | &nbsp;&nbsp;556084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung Delta Tech <br>Co. Ltd.<br>| 1657 | &nbsp;&nbsp;91300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung E&G Co. <br>Ltd.<br>| 17308 | &nbsp;&nbsp;21335 |
| \* | Shinsung ST Co. Ltd. | 376 | &nbsp;&nbsp;10250 |
|  | Shinwon Corp. | 20627 | &nbsp;&nbsp;20128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 1097 | &nbsp;&nbsp;134052 |
| \* | Silicon2 Co. Ltd. | 7807 | &nbsp;&nbsp;286715 |
| \* | SillaJen, Inc. | 9443 | &nbsp;&nbsp;29336 |
| \* | SIMMTECH Co. Ltd. | 2335 | &nbsp;&nbsp;96633 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Sindoh Co. Ltd. | 945 | &nbsp;&nbsp;$30966 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK Biopharmaceuticals <br>Co. Ltd.<br>| 4968 | &nbsp;&nbsp;405351 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK Bioscience Co. <br>Ltd.<br>| 2926 | &nbsp;&nbsp;102854 |
|  | SK Chemicals Co. Ltd. | 3360 | &nbsp;&nbsp;156153 |
|  | SK Discovery Co. Ltd. | 3107 | &nbsp;&nbsp;124737 |
| \* | SK Eternix Co. Ltd. | 1130 | &nbsp;&nbsp;15892 |
|  | SK Gas Ltd. | 955 | &nbsp;&nbsp;154144 |
|  | SK Hynix, Inc. | 83166 | &nbsp;&nbsp;51926940 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;SK IE Technology Co. <br>Ltd.<br>| 7211 | &nbsp;&nbsp;136282 |
|  | SK Innovation Co. Ltd. | 6146 | &nbsp;&nbsp;476826 |
|  | SK Networks Co. Ltd. | 41155 | &nbsp;&nbsp;159732 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 4856 | &nbsp;&nbsp;63454 |
|  | SK Securities Co. Ltd. | 94767 | &nbsp;&nbsp;62218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(017670 KS)<br>| 7933 | &nbsp;&nbsp;399791 |
|  | SK, Inc. | 3673 | &nbsp;&nbsp;848212 |
| \* | SKC Co. Ltd. | 1089 | &nbsp;&nbsp;87952 |
|  | SL Corp. | 7455 | &nbsp;&nbsp;287074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SM Entertainment Co. <br>Ltd.<br>| 2423 | &nbsp;&nbsp;194348 |
| \* | SMEC Co. Ltd. | 22546 | &nbsp;&nbsp;100653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SNT Dynamics Co. <br>Ltd.<br>| 2002 | &nbsp;&nbsp;68948 |
|  | SNT Energy Co. Ltd. | 582 | &nbsp;&nbsp;16929 |
|  | SNT Holdings Co. Ltd. | 1458 | &nbsp;&nbsp;54788 |
|  | SNT Motiv Co. Ltd. | 4952 | &nbsp;&nbsp;120519 |
| \* | SOCAR, Inc. | 1795 | &nbsp;&nbsp;14837 |
| #\* | S-Oil Corp. | 7287 | &nbsp;&nbsp;535340 |
|  | Solid, Inc. | 16970 | &nbsp;&nbsp;99942 |
| \* | SOLUM Co. Ltd. | 9313 | &nbsp;&nbsp;101928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solus Advanced <br>Materials Co. Ltd.<br>| 10671 | &nbsp;&nbsp;60096 |
| \* | Solux Co. Ltd. | 7431 | &nbsp;&nbsp;21734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songwon Industrial Co. <br>Ltd.<br>| 4658 | &nbsp;&nbsp;29317 |
| \* | Soop Co. Ltd. | 2606 | &nbsp;&nbsp;133257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soosan Industries Co. <br>Ltd.<br>| 2081 | &nbsp;&nbsp;35767 |
|  | Soulbrain Co. Ltd. | 925 | &nbsp;&nbsp;310412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings Co. <br>Ltd.<br>| 938 | &nbsp;&nbsp;38153 |
| # | SPG Co. Ltd. | 1755 | &nbsp;&nbsp;186888 |
|  | ST Pharm Co. Ltd. | 2276 | &nbsp;&nbsp;252622 |
|  | STIC Investments, Inc. | 5248 | &nbsp;&nbsp;42506 |
|  | Straffic Co. Ltd. | 6307 | &nbsp;&nbsp;15900 |
| \* | Studio Dragon Corp. | 3808 | &nbsp;&nbsp;130042 |
| \* | STX Engine Co. Ltd. | 3158 | &nbsp;&nbsp;74166 |
| \* | Sugentech, Inc. | 2991 | &nbsp;&nbsp;12838 |
|  | Suheung Co. Ltd. | 950 | &nbsp;&nbsp;14254 |
| \* | Sukgyung AT Co. Ltd. | 291 | &nbsp;&nbsp;11811 |
|  | Sun Kwang Co. Ltd. | 934 | &nbsp;&nbsp;13749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend Co. <br>Ltd.<br>| 3967 | &nbsp;&nbsp;89427 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sungshin Cement Co. <br>Ltd.<br>| 4045 | &nbsp;&nbsp;$27602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 16132 | &nbsp;&nbsp;89521 |
| \* | Sunjin Co. Ltd. | 6694 | &nbsp;&nbsp;52189 |
| \* | Suprema, Inc. | 2017 | &nbsp;&nbsp;61023 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suresoft Technologies, <br>Inc.<br>| 5621 | &nbsp;&nbsp;34741 |
|  | SY Co. Ltd. | 2817 | &nbsp;&nbsp;5371 |
|  | SY Steel Tech, Inc. | 8600 | &nbsp;&nbsp;20865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation Co. <br>Ltd.<br>| 13058 | &nbsp;&nbsp;21491 |
| \* | Synopex, Inc. | 21224 | &nbsp;&nbsp;112343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 2383 | &nbsp;&nbsp;62085 |
|  | T&L Co. Ltd. | 1674 | &nbsp;&nbsp;63765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T3 Entertainment Co. <br>Ltd.<br>| 14065 | &nbsp;&nbsp;18300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taekwang Industrial <br>Co. Ltd.<br>| 58 | &nbsp;&nbsp;35043 |
| \* | Taewoong Co. Ltd. | 1900 | &nbsp;&nbsp;40174 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taeyoung Engineering <br>& Construction Co. <br>Ltd.<br>| 7166 | &nbsp;&nbsp;7812 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 5475 | &nbsp;&nbsp;111124 |
|  | TCC Steel | 1417 | &nbsp;&nbsp;16708 |
| \* | TechWing, Inc. | 3485 | &nbsp;&nbsp;119332 |
|  | Telechips, Inc. | 1750 | &nbsp;&nbsp;18895 |
| \* | TEMC Co. Ltd. | 2068 | &nbsp;&nbsp;14254 |
|  | TES Co. Ltd. | 2767 | &nbsp;&nbsp;136396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Theragen Etex Co. <br>Ltd.<br>| 3017 | &nbsp;&nbsp;6244 |
| \* | TK Chemical Corp. | 18495 | &nbsp;&nbsp;23016 |
|  | TK Corp. | 3223 | &nbsp;&nbsp;63359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 6316 | &nbsp;&nbsp;87571 |
|  | TLB Co. Ltd. | 1294 | &nbsp;&nbsp;52810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Carbon Korea <br>Co. Ltd.<br>| 1380 | &nbsp;&nbsp;225700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongyang Life <br>Insurance Co. Ltd.<br>| 19046 | &nbsp;&nbsp;90912 |
| \* | Tongyang, Inc. | 32625 | &nbsp;&nbsp;19919 |
|  | Tonymoly Co. Ltd. | 1520 | &nbsp;&nbsp;9365 |
| \* | Toptec Co. Ltd. | 6815 | &nbsp;&nbsp;22928 |
|  | Tovis Co. Ltd. | 3928 | &nbsp;&nbsp;42472 |
|  | TS Corp. | 15745 | &nbsp;&nbsp;30388 |
|  | TSE Co. Ltd. | 1336 | &nbsp;&nbsp;71768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tuksu Construction Co. <br>Ltd.<br>| 1248 | &nbsp;&nbsp;5719 |
|  | TYM Corp. | 8599 | &nbsp;&nbsp;42256 |
|  | UBCare Co. Ltd. | 1821 | &nbsp;&nbsp;5031 |
|  | Ubiquoss, Inc. | 4740 | &nbsp;&nbsp;39513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uju Electronics Co. <br>Ltd.<br>| 1489 | &nbsp;&nbsp;32572 |
| \* | Uni-Chem Co. Ltd. | 8568 | &nbsp;&nbsp;7031 |
|  | Unid Co. Ltd. | 1233 | &nbsp;&nbsp;68160 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 5005 | &nbsp;&nbsp;$39583 |
| \* | UniTest, Inc. | 2780 | &nbsp;&nbsp;27686 |
| \* | Unitrontech Co. Ltd. | 9773 | &nbsp;&nbsp;46085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. Ltd.<br>| 2625 | &nbsp;&nbsp;37578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viatron Technologies, <br>Inc.<br>| 3669 | &nbsp;&nbsp;19981 |
| \*†† | Vidente Co. Ltd. | 14607 | &nbsp;&nbsp;6322 |
|  | Vieworks Co. Ltd. | 1948 | &nbsp;&nbsp;38220 |
| \* | Vina Tech Co. Ltd. | 362 | &nbsp;&nbsp;23820 |
|  | Vitzro Tech Co. Ltd. | 4793 | &nbsp;&nbsp;35827 |
| \* | Vitzrocell Co. Ltd. | 7360 | &nbsp;&nbsp;106981 |
| \* | VM, Inc. | 2186 | &nbsp;&nbsp;45149 |
| \* | Voronoi, Inc. | 326 | &nbsp;&nbsp;50453 |
| \* | VT Co. Ltd. | 5301 | &nbsp;&nbsp;75499 |
|  | Webzen, Inc. | 5169 | &nbsp;&nbsp;61950 |
| \* | Wemade Co. Ltd. | 4579 | &nbsp;&nbsp;103422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Whanin <br>Pharmaceutical Co. <br>Ltd.<br>| 3526 | &nbsp;&nbsp;26220 |
|  | WiSoL Co. Ltd. | 7448 | &nbsp;&nbsp;31561 |
| \* | Won Tech Co. Ltd. | 19497 | &nbsp;&nbsp;138151 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Holdings Co. <br>Ltd.<br>| 18829 | &nbsp;&nbsp;548493 |
|  | WONIK IPS Co. Ltd. | 5075 | &nbsp;&nbsp;399246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 2517 | &nbsp;&nbsp;69425 |
|  | Wonik QnC Corp. | 4133 | &nbsp;&nbsp;81089 |
| # | Woojin, Inc. | 4362 | &nbsp;&nbsp;78649 |
| \* | Wooree Bio Co. Ltd. | 3329 | &nbsp;&nbsp;4670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woori Financial Group, <br>Inc. (316140 KS)<br>| 141413 | &nbsp;&nbsp;2958196 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology <br>Investment Co. Ltd.<br>| 17795 | &nbsp;&nbsp;104232 |
| \* | Woori Technology, Inc. | 17393 | &nbsp;&nbsp;108239 |
| \* | Woosu AMS Co. Ltd. | 5430 | &nbsp;&nbsp;11920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 3120 | &nbsp;&nbsp;55764 |
|  | Y G-1 Co. Ltd. | 4569 | &nbsp;&nbsp;28463 |
| \* | YC Corp. | 2627 | &nbsp;&nbsp;35463 |
| \* | Yest Co. Ltd. | 2415 | &nbsp;&nbsp;36249 |
| #\* | YG Entertainment, Inc. | 2479 | &nbsp;&nbsp;128305 |
| \* | YG PLUS | 5446 | &nbsp;&nbsp;26980 |
| \* | YMT Co. Ltd. | 3261 | &nbsp;&nbsp;25335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youlchon Chemical Co. <br>Ltd.<br>| 1117 | &nbsp;&nbsp;21010 |
|  | Young Poong Corp. | 999 | &nbsp;&nbsp;44862 |
|  | Youngone Corp. | 6579 | &nbsp;&nbsp;415558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 2175 | &nbsp;&nbsp;312412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Securities <br>Korea Co. Ltd.<br>| 27721 | &nbsp;&nbsp;88776 |
|  | Yuhan Corp. | 2817 | &nbsp;&nbsp;210521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yungjin Pharmaceutical <br>Co. Ltd.<br>| 10300 | &nbsp;&nbsp;13646 |
|  | Yunsung F&C Co. Ltd. | 305 | &nbsp;&nbsp;7693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | Zeus Co. Ltd. | 3897 | &nbsp;&nbsp;$52874 |
|  | Zinus, Inc. | 3761 | &nbsp;&nbsp;32794 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;281256023 |
| TAIWAN — (27.7%) | TAIWAN — (27.7%) | TAIWAN — (27.7%) |  |
|  | 104 Corp. | 4000 | &nbsp;&nbsp;28183 |
|  | 91APP, Inc. | 22000 | &nbsp;&nbsp;46214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aaeon Technology, <br>Inc.<br>| 8398 | &nbsp;&nbsp;33741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABC Taiwan <br>Electronics Corp.<br>| 29000 | &nbsp;&nbsp;27550 |
|  | Abico Avy Co. Ltd. | 47025 | &nbsp;&nbsp;69600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 60468 | &nbsp;&nbsp;161763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ability Opto-Electronics <br>Technology Co. Ltd.<br>| 7000 | &nbsp;&nbsp;24311 |
|  | AcBel Polytech, Inc. | 232890 | &nbsp;&nbsp;363823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accton Technology <br>Corp.<br>| 67000 | &nbsp;&nbsp;2342537 |
|  | Ace Pillar Co. Ltd. | 9000 | &nbsp;&nbsp;25011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer Cyber Security, <br>Inc.<br>| 6000 | &nbsp;&nbsp;31020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer E-Enabling <br>Service Business, <br>Inc.<br>| 6000 | &nbsp;&nbsp;39122 |
| # | Acer, Inc. | 719000 | &nbsp;&nbsp;571334 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 51882 | &nbsp;&nbsp;105562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acme Electronics <br>Corp.<br>| 14000 | &nbsp;&nbsp;12363 |
| \* | Acon Holding, Inc. | 75000 | &nbsp;&nbsp;17110 |
| # | Acter Group Corp. Ltd. | 14000 | &nbsp;&nbsp;278644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Actron Technology <br>Corp.<br>| 14902 | &nbsp;&nbsp;61183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology Co. <br>Ltd.<br>| 124417 | &nbsp;&nbsp;1408168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Addcn Technology Co. <br>Ltd.<br>| 15634 | &nbsp;&nbsp;82251 |
| \* | Adimmune Corp. | 107000 | &nbsp;&nbsp;64703 |
|  | Adlink Technology, Inc. | 36000 | &nbsp;&nbsp;70828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Ceramic X <br>Corp.<br>| 9000 | &nbsp;&nbsp;44069 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Solution Holding Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;176750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced International <br>Multitech Co. Ltd.<br>| 51000 | &nbsp;&nbsp;114493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Optoelectronic <br>Technology, Inc.<br>| 42000 | &nbsp;&nbsp;22164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 27000 | &nbsp;&nbsp;78500 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Wireless <br>Semiconductor Co.<br>| 39000 | &nbsp;&nbsp;137851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 90000 | &nbsp;&nbsp;84978 |
|  | Advantech Co. Ltd. | 70498 | &nbsp;&nbsp;665304 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aero Win Technology <br>Corp.<br>| 12000 | &nbsp;&nbsp;$15357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Industrial <br>Development Corp.<br>| 79000 | &nbsp;&nbsp;132839 |
|  | AGV Products Corp. | 162000 | &nbsp;&nbsp;54490 |
|  | AIC, Inc. | 9028 | &nbsp;&nbsp;107912 |
|  | Air Asia Co. Ltd. | 10000 | &nbsp;&nbsp;15807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Airoha Technology <br>Corp.<br>| 6000 | &nbsp;&nbsp;82526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airtac International <br>Group<br>| 27000 | &nbsp;&nbsp;977146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alchip Technologies <br>Ltd.<br>| 6000 | &nbsp;&nbsp;589076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Marine Co. <br>Ltd.<br>| 5272 | &nbsp;&nbsp;30901 |
|  | Allied Circuit Co. Ltd. | 6470 | &nbsp;&nbsp;44934 |
|  | Allied Supreme Corp. | 13000 | &nbsp;&nbsp;99237 |
|  | Allis Electric Co. Ltd. | 58396 | &nbsp;&nbsp;228122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 81480 | &nbsp;&nbsp;85550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alltop Technology Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;141681 |
|  | Alpha Networks, Inc. | 72000 | &nbsp;&nbsp;75021 |
|  | Altek Corp. | 91962 | &nbsp;&nbsp;113794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 19564 | &nbsp;&nbsp;52150 |
|  | Ambassador Hotel  | 63000 | &nbsp;&nbsp;86750 |
|  | AMPACS Corp. | 39000 | &nbsp;&nbsp;34251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ampak Technology, <br>Inc.<br>| 16000 | &nbsp;&nbsp;31857 |
|  | Ampire Co. Ltd. | 18000 | &nbsp;&nbsp;15201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ample Electronic <br>Technology Co. Ltd.<br>| 7350 | &nbsp;&nbsp;41286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMPOC Far-East Co. <br>Ltd.<br>| 36564 | &nbsp;&nbsp;124737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 165109 | &nbsp;&nbsp;106122 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amulaire Thermal <br>Technology, Inc.<br>| 24000 | &nbsp;&nbsp;24257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Analog Integrations <br>Corp.<br>| 5000 | &nbsp;&nbsp;36998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anderson Industrial <br>Corp.<br>| 50000 | &nbsp;&nbsp;43797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 27299 | &nbsp;&nbsp;29530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anpec Electronics <br>Corp.<br>| 8000 | &nbsp;&nbsp;65805 |
|  | Aopen, Inc. | 11000 | &nbsp;&nbsp;17921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apac Opto Electronics, <br>Inc.<br>| 24000 | &nbsp;&nbsp;54643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 37000 | &nbsp;&nbsp;142897 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;78006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Biotechnology <br>Corp.<br>| 25000 | &nbsp;&nbsp;23111 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Apex Dynamics, Inc. | 1000 | &nbsp;&nbsp;$24401 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Apex International Co. <br>Ltd.<br>| 62248 | &nbsp;&nbsp;62637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apex Science & <br>Engineering<br>| 54060 | &nbsp;&nbsp;19619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARBOR Technology <br>Corp.<br>| 19000 | &nbsp;&nbsp;25027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 48000 | &nbsp;&nbsp;272597 |
|  | Ardentec Corp. | 164000 | &nbsp;&nbsp;825982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARES International <br>Corp.<br>| 12000 | &nbsp;&nbsp;19248 |
|  | Argosy Research, Inc. | 19000 | &nbsp;&nbsp;94057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizon RFID <br>Technology Cayman <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;27365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASE Technology <br>Holding Co. Ltd.<br>| 382000 | &nbsp;&nbsp;3551496 |
|  | Asia Cement Corp. | 356000 | &nbsp;&nbsp;397228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Electronic <br>Material Co. Ltd.<br>| 22000 | &nbsp;&nbsp;25942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Metal Industries, <br>Inc.<br>| 6000 | &nbsp;&nbsp;32746 |
| # | Asia Optical Co., Inc. | 68000 | &nbsp;&nbsp;348977 |
|  | Asia Polymer Corp. | 83000 | &nbsp;&nbsp;36480 |
|  | Asia Tech Image, Inc. | 20000 | &nbsp;&nbsp;48290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Vital Components <br>Co. Ltd.<br>| 44331 | &nbsp;&nbsp;2014044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASIX Electronics <br>Corp.<br>| 16000 | &nbsp;&nbsp;48506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASMedia Technology, <br>Inc.<br>| 6000 | &nbsp;&nbsp;244694 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASolid Technology Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;58569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASPEED Technology, <br>Inc.<br>| 6200 | &nbsp;&nbsp;1733867 |
|  | ASROCK, Inc. | 16000 | &nbsp;&nbsp;108765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asustek Computer, <br>Inc.<br>| 68000 | &nbsp;&nbsp;1068264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATE Energy <br>International Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;29402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aten International Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;45938 |
|  | Auden Techno Corp. | 10358 | &nbsp;&nbsp;58320 |
|  | Audix Corp. | 20000 | &nbsp;&nbsp;42217 |
| # | AUO Corp. (2409 TT) | 1039200 | &nbsp;&nbsp;450110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AURAS Technology <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;257524 |
|  | Aurora Corp. | 9000 | &nbsp;&nbsp;15651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avalue Technology, <br>Inc.<br>| 20000 | &nbsp;&nbsp;56766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avermedia <br>Technologies<br>| 38000 | &nbsp;&nbsp;47072 |
|  | Axiomtek Co. Ltd. | 24893 | &nbsp;&nbsp;65338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 31000 | &nbsp;&nbsp;57802 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Yunji <br>International Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;$56160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung Co. <br>Ltd.<br>| 251066 | &nbsp;&nbsp;95662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baotek Industrial <br>Materials Ltd.<br>| 22000 | &nbsp;&nbsp;65606 |
|  | Basso Industry Corp. | 41000 | &nbsp;&nbsp;44546 |
|  | BenQ Materials Corp. | 32000 | &nbsp;&nbsp;19763 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 447427 | &nbsp;&nbsp;194042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Precision <br>Industrial Co. Ltd.<br>| 5000 | &nbsp;&nbsp;16564 |
| \* | Billion Electric Co. Ltd. | 13000 | &nbsp;&nbsp;10056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 29000 | &nbsp;&nbsp;47498 |
|  | B'in Live Co. Ltd. | 8000 | &nbsp;&nbsp;21211 |
| \* | Bionime Corp. | 13536 | &nbsp;&nbsp;22031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biostar Microtech <br>International Corp.<br>| 31000 | &nbsp;&nbsp;22770 |
|  | Bioteque Corp. | 15000 | &nbsp;&nbsp;57199 |
|  | Bizlink Holding, Inc. | 28461 | &nbsp;&nbsp;1155837 |
|  | Bonny Worldwide Ltd. | 5000 | &nbsp;&nbsp;29043 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bora Pharmaceuticals <br>Co. Ltd.<br>| 17591 | &nbsp;&nbsp;336372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brave C&H Supply Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;16747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brightek Optoelectronic <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;22908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International Taiwan, <br>Inc.<br>| 150000 | &nbsp;&nbsp;163943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brillian Network & <br>Automation <br>Integrated System <br>Co. Ltd.<br>| 9777 | &nbsp;&nbsp;96512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brogent Technologies, <br>Inc.<br>| 9351 | &nbsp;&nbsp;30671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C Sun Manufacturing <br>Ltd.<br>| 24600 | &nbsp;&nbsp;183929 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Calin Technology Co. <br>Ltd.<br>| 41000 | &nbsp;&nbsp;39392 |
|  | Calitech Co. Ltd. | 10000 | &nbsp;&nbsp;18086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caliway <br>Biopharmaceuticals <br>Co. Ltd.<br>| 50000 | &nbsp;&nbsp;261358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cameo <br>Communications, <br>Inc.<br>| 98000 | &nbsp;&nbsp;30486 |
|  | Capital Futures Corp. | 59856 | &nbsp;&nbsp;97543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 563000 | &nbsp;&nbsp;528537 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Career Technology <br>MFG. Co. Ltd.<br>| 155871 | &nbsp;&nbsp;80471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 32225 | &nbsp;&nbsp;58040 |
|  | Caswell, Inc. | 22000 | &nbsp;&nbsp;58806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Catcher Technology <br>Co. Ltd.<br>| 93000 | &nbsp;&nbsp;$593957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Chemical <br>Works<br>| 8000 | &nbsp;&nbsp;12200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Consolidated, <br>Inc.<br>| 14299 | &nbsp;&nbsp;42287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Financial <br>Holding Co. Ltd.<br>| 947358 | &nbsp;&nbsp;2257063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 181000 | &nbsp;&nbsp;126662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 33554 | &nbsp;&nbsp;63114 |
| # | Celxpert Energy Corp. | 31821 | &nbsp;&nbsp;37799 |
|  | Cenra, Inc. | 25000 | &nbsp;&nbsp;26941 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Center Laboratories, <br>Inc.<br>| 181900 | &nbsp;&nbsp;231792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 176105 | &nbsp;&nbsp;148859 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Century Iron & Steel <br>Industrial Co. Ltd.<br>| 37000 | &nbsp;&nbsp;158920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding Co. <br>Ltd.<br>| 234477 | &nbsp;&nbsp;772797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaintech Technology <br>Corp.<br>| 13000 | &nbsp;&nbsp;11737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion Building <br>Materials Co. Ltd.<br>| 38000 | &nbsp;&nbsp;10796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Champion <br>Microelectronic <br>Corp.<br>| 20000 | &nbsp;&nbsp;41673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 1049454 | &nbsp;&nbsp;679315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 117000 | &nbsp;&nbsp;170534 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Technology Co. Ltd.<br>| 149000 | &nbsp;&nbsp;272562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. Ltd.<br>| 72000 | &nbsp;&nbsp;142811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;30695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Enterprise<br>| 66800 | &nbsp;&nbsp;314908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 38000 | &nbsp;&nbsp;40887 |
|  | CHC Resources Corp. | 14000 | &nbsp;&nbsp;31165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 36000 | &nbsp;&nbsp;46675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenbro Micom Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;228297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Fwa Industrial <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;9308 |
|  | Cheng Loong Corp. | 156000 | &nbsp;&nbsp;87713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Mei Materials <br>Technology Corp.<br>| 183962 | &nbsp;&nbsp;77839 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 370000 | &nbsp;&nbsp;$358746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 106000 | &nbsp;&nbsp;130320 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chenming Electronic <br>Technology Corp.<br>| 37000 | &nbsp;&nbsp;131584 |
|  | Chia Chang Co. Ltd. | 35000 | &nbsp;&nbsp;41671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chia Hsin Cement <br>Corp.<br>| 136220 | &nbsp;&nbsp;61381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 135000 | &nbsp;&nbsp;499075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Power <br>Technology Co. Ltd.<br>| 39000 | &nbsp;&nbsp;100056 |
| # | Chief Telecom, Inc. | 9300 | &nbsp;&nbsp;94698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Kuo <br>Construction Co. <br>Ltd.<br>| 39200 | &nbsp;&nbsp;40248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Shing Harbour <br>Service Co. Ltd.<br>| 22000 | &nbsp;&nbsp;30101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chime Ball Technology <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;12055 |
|  | China Airlines Ltd. | 685000 | &nbsp;&nbsp;481890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 224000 | &nbsp;&nbsp;115696 |
|  | China Ecotek Corp. | 8000 | &nbsp;&nbsp;13242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electric <br>Manufacturing Corp.<br>| 101000 | &nbsp;&nbsp;41714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Fineblanking <br>Technology Co. Ltd.<br>| 13000 | &nbsp;&nbsp;10416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China General Plastics <br>Corp.<br>| 72000 | &nbsp;&nbsp;28416 |
|  | China Glaze Co. Ltd. | 46000 | &nbsp;&nbsp;36235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Man-Made Fiber <br>Corp.<br>| 365000 | &nbsp;&nbsp;81394 |
|  | China Metal Products | 87000 | &nbsp;&nbsp;67259 |
| # | China Motor Corp. | 65000 | &nbsp;&nbsp;114336 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Petrochemical <br>Development Corp.<br>| 1088490 | &nbsp;&nbsp;275606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 44000 | &nbsp;&nbsp;103480 |
|  | China Steel Corp. | 1676000 | &nbsp;&nbsp;1102716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 43000 | &nbsp;&nbsp;55953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Maritime <br>Transport Ltd.<br>| 16000 | &nbsp;&nbsp;31323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 46854 | &nbsp;&nbsp;29545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chin-Poon Industrial <br>Co. Ltd.<br>| 118000 | &nbsp;&nbsp;142462 |
| \* | Chip Hope Co. Ltd. | 9000 | &nbsp;&nbsp;15834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 189000 | &nbsp;&nbsp;327953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 231000 | &nbsp;&nbsp;434722 |
|  | Chlitina Holding Ltd. | 10301 | &nbsp;&nbsp;33734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 61000 | &nbsp;&nbsp;$149746 |
|  | Chroma ATE, Inc. | 30000 | &nbsp;&nbsp;921192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun YU Works & Co. <br>Ltd.<br>| 23750 | &nbsp;&nbsp;13177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 165000 | &nbsp;&nbsp;112984 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hung Steel <br>Corp.<br>| 222000 | &nbsp;&nbsp;139313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Chemical <br>Industrial Works <br>Ltd.<br>| 27000 | &nbsp;&nbsp;36923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Food <br>Industrial Co. Ltd.<br>| 7700 | &nbsp;&nbsp;19217 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Pulp <br>Corp.<br>| 114000 | &nbsp;&nbsp;44724 |
|  | Chung Lien Co. Ltd. | 9000 | &nbsp;&nbsp;10974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Tai Resource <br>Technology Corp.<br>| 21000 | &nbsp;&nbsp;63121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung-Hsin Electric & <br>Machinery <br>Manufacturing Corp.<br>| 119000 | &nbsp;&nbsp;635975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Precision <br>Test Tech Co. Ltd.<br>| 5000 | &nbsp;&nbsp;521385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (2412 TT)<br>| 181000 | &nbsp;&nbsp;767520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (CHT US), <br>Sponsored ADR<br>| 15280 | &nbsp;&nbsp;649094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CKM Applied Materials <br>Corp.<br>| 8000 | &nbsp;&nbsp;7728 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Co. Ltd. <br>(8422 TT)<br>| 350000 | &nbsp;&nbsp;409088 |
|  | Clevo Co. | 118000 | &nbsp;&nbsp;139082 |
|  | CMC Magnetics Corp. | 360800 | &nbsp;&nbsp;122767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Media Electronics, <br>Inc.<br>| 21000 | &nbsp;&nbsp;26767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 625000 | &nbsp;&nbsp;645042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq Manufacturing <br>Co. Ltd.<br>| 258000 | &nbsp;&nbsp;1375598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;24838 |
|  | Compucase Enterprise | 11000 | &nbsp;&nbsp;25263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord International <br>Securities Co. Ltd.<br>| 97092 | &nbsp;&nbsp;73722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord Securities Co. <br>Ltd.<br>| 262185 | &nbsp;&nbsp;138780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 114000 | &nbsp;&nbsp;81970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology Co. <br>Ltd.<br>| 46000 | &nbsp;&nbsp;77205 |
|  | Coremax Corp. | 28042 | &nbsp;&nbsp;60090 |
|  | Coretronic Corp. | 74000 | &nbsp;&nbsp;204964 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co-Tech Development <br>Corp.<br>| 93000 | &nbsp;&nbsp;$772315 |
| # | Creative Sensor, Inc. | 30000 | &nbsp;&nbsp;58184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crowell Development <br>Corp.<br>| 53800 | &nbsp;&nbsp;46790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cryomax Cooling <br>System Corp.<br>| 20581 | &nbsp;&nbsp;29830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTBC Financial <br>Holding Co. Ltd.<br>| 1988000 | &nbsp;&nbsp;3202955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTCI Advanced <br>Systems, Inc.<br>| 3000 | &nbsp;&nbsp;16422 |
|  | CTCI Corp. | 194134 | &nbsp;&nbsp;190149 |
|  | Cub Elecparts, Inc. | 9000 | &nbsp;&nbsp;26353 |
|  | CviLux Corp. | 25500 | &nbsp;&nbsp;69259 |
|  | Cyberlink Corp. | 17000 | &nbsp;&nbsp;44860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 11600 | &nbsp;&nbsp;66619 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CyberTAN Technology, <br>Inc.<br>| 103000 | &nbsp;&nbsp;84210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cystech Electronics <br>Corp.<br>| 13000 | &nbsp;&nbsp;35190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 79200 | &nbsp;&nbsp;172992 |
|  | Dafeng TV Ltd. | 21000 | &nbsp;&nbsp;32147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah San Electric Wire <br>& Cable Co. Ltd.<br>| 28828 | &nbsp;&nbsp;45053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development Co. <br>Ltd.<br>| 90129 | &nbsp;&nbsp;134168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 49000 | &nbsp;&nbsp;48228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 138600 | &nbsp;&nbsp;56155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davicom <br>Semiconductor, Inc.<br>| 13000 | &nbsp;&nbsp;10488 |
|  | Daxin Materials Corp. | 7000 | &nbsp;&nbsp;72804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 92122 | &nbsp;&nbsp;32863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 109000 | &nbsp;&nbsp;90792 |
|  | Delta Electronics, Inc. | 99000 | &nbsp;&nbsp;3778069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 36000 | &nbsp;&nbsp;172048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Desiccant Technology <br>Corp.<br>| 6600 | &nbsp;&nbsp;40338 |
|  | DFI, Inc. | 10000 | &nbsp;&nbsp;18908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Data System <br>Corp.<br>| 15600 | &nbsp;&nbsp;54865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 41052 | &nbsp;&nbsp;102738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DingZing Advanced <br>Materials, Inc.<br>| 5000 | &nbsp;&nbsp;14341 |
|  | D-Link Corp. | 182000 | &nbsp;&nbsp;90667 |
|  | Donpon Precision, Inc. | 18200 | &nbsp;&nbsp;28353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Wu Skincare Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;18646 |
|  | Draytek Corp. | 16000 | &nbsp;&nbsp;14175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Drewloong Precision, <br>Inc.<br>| 8571 | &nbsp;&nbsp;$39405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dyaco International, <br>Inc.<br>| 44786 | &nbsp;&nbsp;28227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holding Co. <br>Ltd.<br>| 112886 | &nbsp;&nbsp;505168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack International <br>Technology Corp.<br>| 46000 | &nbsp;&nbsp;488183 |
|  | E Ink Holdings, Inc. | 180000 | &nbsp;&nbsp;1000649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E.Sun Financial <br>Holding Co. Ltd.<br>| 1437145 | &nbsp;&nbsp;1521842 |
| # | Eastech Holding Ltd. | 18000 | &nbsp;&nbsp;55707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 88371 | &nbsp;&nbsp;57449 |
| # | Eclat Textile Co. Ltd. | 34000 | &nbsp;&nbsp;425341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eCloudvalley Digital <br>Technology Co. Ltd.<br>| 14000 | &nbsp;&nbsp;26570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ECOVE Environment <br>Corp.<br>| 15000 | &nbsp;&nbsp;140775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edimax Technology <br>Co. Ltd.<br>| 46000 | &nbsp;&nbsp;26184 |
|  | Edison Opto Corp. | 50084 | &nbsp;&nbsp;30541 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 55000 | &nbsp;&nbsp;68011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eGalax_eMPIA <br>Technology, Inc.<br>| 9000 | &nbsp;&nbsp;12668 |
| #\* | Egis Technology, Inc. | 22000 | &nbsp;&nbsp;79052 |
| \* | EirGenix, Inc. | 50000 | &nbsp;&nbsp;98537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elan Microelectronics <br>Corp.<br>| 106000 | &nbsp;&nbsp;391874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Lead Electronic Co. <br>Ltd.<br>| 22202 | &nbsp;&nbsp;35442 |
|  | E-LIFE MALL Corp. | 23000 | &nbsp;&nbsp;44861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elite Advanced Laser <br>Corp.<br>| 41000 | &nbsp;&nbsp;323520 |
|  | Elite Material Co. Ltd. | 24000 | &nbsp;&nbsp;1301820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Semiconductor <br>Microelectronics <br>Technology, Inc.<br>| 60000 | &nbsp;&nbsp;364537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 85000 | &nbsp;&nbsp;72160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eMemory Technology, <br>Inc.<br>| 7000 | &nbsp;&nbsp;403165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 48000 | &nbsp;&nbsp;35645 |
|  | Ennoconn Corp. | 33272 | &nbsp;&nbsp;297496 |
| # | Ennostar, Inc. | 180000 | &nbsp;&nbsp;199538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOI Investment <br>Holdings Co. Ltd.<br>| 66000 | &nbsp;&nbsp;36716 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Epileds Technologies, <br>Inc.<br>| 30000 | &nbsp;&nbsp;22091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Episil Technologies, <br>Inc.<br>| 52000 | &nbsp;&nbsp;98320 |
|  | Eris Technology Corp. | 6633 | &nbsp;&nbsp;31438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind Co. <br>Ltd.<br>| 42000 | &nbsp;&nbsp;111898 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 352950 | &nbsp;&nbsp;$685680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;53254 |
|  | Eva Airways Corp. | 636000 | &nbsp;&nbsp;752793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Ohms Technology <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;11858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ever Supreme Bio <br>Technology Co. Ltd.<br>| 7519 | &nbsp;&nbsp;36863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everest Textile Co. <br>Ltd.<br>| 157000 | &nbsp;&nbsp;33154 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Aviation <br>Technologies Corp.<br>| 37000 | &nbsp;&nbsp;188421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen International <br>Storage & Transport <br>Corp.<br>| 81000 | &nbsp;&nbsp;144846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Marine <br>Corp. Taiwan Ltd.<br>| 175400 | &nbsp;&nbsp;1035947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 62000 | &nbsp;&nbsp;201501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Chemical <br>Industrial Corp.<br>| 126000 | &nbsp;&nbsp;82936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 113000 | &nbsp;&nbsp;199026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evertop Wire Cable <br>Corp.<br>| 36000 | &nbsp;&nbsp;33036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 46928 | &nbsp;&nbsp;117279 |
| # | EZconn Corp. | 13000 | &nbsp;&nbsp;724309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Falcon Machine Tools <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;9054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 283000 | &nbsp;&nbsp;197463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 843407 | &nbsp;&nbsp;334302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 492000 | &nbsp;&nbsp;433198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far EasTone <br>Telecommunications <br>Co. Ltd.<br>| 187797 | &nbsp;&nbsp;528296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Faraday Technology <br>Corp.<br>| 48081 | &nbsp;&nbsp;251915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 51772 | &nbsp;&nbsp;75876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 92000 | &nbsp;&nbsp;193901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDC International <br>Hotels Corp.<br>| 11000 | &nbsp;&nbsp;14012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feature Integration <br>Technology, Inc.<br>| 10000 | &nbsp;&nbsp;21436 |
| \* | Federal Corp. | 96000 | &nbsp;&nbsp;61798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 14040 | &nbsp;&nbsp;60710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 139000 | &nbsp;&nbsp;$285516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feng TAY Enterprise <br>Co. Ltd.<br>| 77880 | &nbsp;&nbsp;237402 |
|  | FIC Global, Inc. | 23000 | &nbsp;&nbsp;40407 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FineMat Applied <br>Materials Co. Ltd.<br>| 19000 | &nbsp;&nbsp;20695 |
|  | FineTek Co. Ltd. | 10404 | &nbsp;&nbsp;35431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firich Enterprises Co. <br>Ltd.<br>| 79000 | &nbsp;&nbsp;59281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Copper <br>Technology Co. Ltd.<br>| 75000 | &nbsp;&nbsp;118219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Financial Holding <br>Co. Ltd.<br>| 1160173 | &nbsp;&nbsp;1059143 |
|  | First Hotel | 65000 | &nbsp;&nbsp;26476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 103000 | &nbsp;&nbsp;88480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Steamship Co. <br>Ltd.<br>| 250000 | &nbsp;&nbsp;43775 |
| # | FIT Holding Co. Ltd. | 69000 | &nbsp;&nbsp;56569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 33150 | &nbsp;&nbsp;153873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEXium Interconnect, <br>Inc.<br>| 59000 | &nbsp;&nbsp;111075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flytech Technology Co. <br>Ltd.<br>| 36000 | &nbsp;&nbsp;104442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FocalTech Systems <br>Co. Ltd.<br>| 54000 | &nbsp;&nbsp;91391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forcecon Tech Co. <br>Ltd.<br>| 24672 | &nbsp;&nbsp;65836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forest Water <br>Environment <br>Engineering Co. <br>Ltd.<br>| 17544 | &nbsp;&nbsp;20378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Advanced <br>Technologies Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;143670 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals & <br>Fibre Corp.<br>| 458000 | &nbsp;&nbsp;613112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa International <br>Hotels Corp.<br>| 25000 | &nbsp;&nbsp;148833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Laboratories, <br>Inc.<br>| 37000 | &nbsp;&nbsp;67524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Oilseed <br>Processing Co. Ltd.<br>| 15297 | &nbsp;&nbsp;13784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. Ltd.<br>| 8000 | &nbsp;&nbsp;24880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa <br>Petrochemical Corp.<br>| 115000 | &nbsp;&nbsp;195393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Plastics <br>Corp.<br>| 361000 | &nbsp;&nbsp;540785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Sumco <br>Technology Corp.<br>| 21000 | &nbsp;&nbsp;93009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Taffeta Co. <br>Ltd.<br>| 161000 | &nbsp;&nbsp;84696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Rubber <br>Group, Inc.<br>| 75700 | &nbsp;&nbsp;60073 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 87000 | &nbsp;&nbsp;$46907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Electric Co. <br>Ltd.<br>| 33000 | &nbsp;&nbsp;1007205 |
|  | Fositek Corp. | 6000 | &nbsp;&nbsp;266924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founding Construction <br>& Development Co. <br>Ltd.<br>| 67000 | &nbsp;&nbsp;30282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Technology <br>Co. Ltd.<br>| 208000 | &nbsp;&nbsp;376282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon Integrated <br>Technology, Inc.<br>| 33000 | &nbsp;&nbsp;293123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxwell Power Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;19708 |
|  | Franbo Lines Corp. | 79663 | &nbsp;&nbsp;51111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 63000 | &nbsp;&nbsp;34735 |
| # | FSP Technology, Inc. | 39000 | &nbsp;&nbsp;63793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 27315 | &nbsp;&nbsp;23003 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 141642 | &nbsp;&nbsp;75725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fubon Financial <br>Holding Co. Ltd.<br>| 1190667 | &nbsp;&nbsp;3419095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International Holding <br>Co. Ltd.<br>| 48443 | &nbsp;&nbsp;144706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fullerton Technology <br>Co. Ltd.<br>| 41000 | &nbsp;&nbsp;31113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fulltech Fiber Glass <br>Corp.<br>| 132890 | &nbsp;&nbsp;384835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;289362 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 51416 | &nbsp;&nbsp;135471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Micro <br>Machining Co. Ltd.<br>| 1000 | &nbsp;&nbsp;25295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Precision <br>Machining Co. Ltd.<br>| 11000 | &nbsp;&nbsp;30385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;63978 |
| \* | GCS Holdings, Inc. | 23969 | &nbsp;&nbsp;176243 |
|  | GEM Services, Inc. | 27000 | &nbsp;&nbsp;67209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 125000 | &nbsp;&nbsp;112792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS Holding <br>Ltd.<br>| 55000 | &nbsp;&nbsp;67663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Generalplus <br>Technology, Inc.<br>| 28000 | &nbsp;&nbsp;35760 |
|  | Genesys Logic, Inc. | 22000 | &nbsp;&nbsp;69670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 31000 | &nbsp;&nbsp;443626 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genovate <br>Biotechnology Co. <br>Ltd.<br>| 18148 | &nbsp;&nbsp;$17424 |
|  | GeoVision, Inc. | 12460 | &nbsp;&nbsp;18891 |
|  | Getac Holdings Corp. | 71000 | &nbsp;&nbsp;253305 |
|  | GFC Ltd. | 23000 | &nbsp;&nbsp;81045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giant Manufacturing <br>Co. Ltd.<br>| 85015 | &nbsp;&nbsp;240774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Giantplus Technology <br>Co. Ltd.<br>| 114000 | &nbsp;&nbsp;42946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gigabyte Technology <br>Co. Ltd.<br>| 115000 | &nbsp;&nbsp;846016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gigasolar Materials <br>Corp.<br>| 9474 | &nbsp;&nbsp;35421 |
| \* | Gigastorage Corp. | 108000 | &nbsp;&nbsp;95041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 97215 | &nbsp;&nbsp;331411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Lighting <br>Technologies, Inc.<br>| 27000 | &nbsp;&nbsp;34076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Mixed Mode <br>Technology, Inc.<br>| 22000 | &nbsp;&nbsp;168550 |
|  | Global PMX Co. Ltd. | 28000 | &nbsp;&nbsp;100510 |
|  | Global Unichip Corp. | 11000 | &nbsp;&nbsp;902518 |
| # | Global View Co. Ltd. | 15000 | &nbsp;&nbsp;24603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globaltek Fabrication <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;21721 |
| # | Globalwafers Co. Ltd. | 61000 | &nbsp;&nbsp;959080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 97566 | &nbsp;&nbsp;31247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 119000 | &nbsp;&nbsp;128757 |
| \* | GlycoNex, Inc. | 29527 | &nbsp;&nbsp;27066 |
|  | GMI Technology, Inc. | 22463 | &nbsp;&nbsp;28216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gold Circuit Electronics <br>Ltd.<br>| 43800 | &nbsp;&nbsp;956462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Long Teng <br>Development Co. <br>Ltd.<br>| 35000 | &nbsp;&nbsp;32317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 287000 | &nbsp;&nbsp;321036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Finance <br>Securities Co. Ltd.<br>| 19000 | &nbsp;&nbsp;19021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;48836 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 47000 | &nbsp;&nbsp;50545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 32000 | &nbsp;&nbsp;75807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Fortune <br>Securities Co. Ltd.<br>| 139990 | &nbsp;&nbsp;66834 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pacific <br>Petrochemical<br>| 273433 | &nbsp;&nbsp;117085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Process <br>Technology Corp.<br>| 3000 | &nbsp;&nbsp;157229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrandTech CG <br>Systems, Inc.<br>| 12437 | &nbsp;&nbsp;17679 |
|  | Grape King Bio Ltd. | 47000 | &nbsp;&nbsp;180656 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great China Metal <br>Industry<br>| 51000 | &nbsp;&nbsp;$32596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Taipei Gas Co. <br>Ltd.<br>| 70000 | &nbsp;&nbsp;66445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Tree Pharmacy <br>Co. Ltd.<br>| 25821 | &nbsp;&nbsp;78327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Enterprise <br>Co. Ltd.<br>| 256100 | &nbsp;&nbsp;413903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 135000 | &nbsp;&nbsp;383165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green World FinTech <br>Service Co. Ltd.<br>| 32000 | &nbsp;&nbsp;53957 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Group Up Industrial <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;122967 |
|  | GTM Holdings Corp. | 36000 | &nbsp;&nbsp;37494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gudeng Precision <br>Industrial Co. Ltd.<br>| 15246 | &nbsp;&nbsp;194090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hai Kwang Enterprise <br>Corp.<br>| 46971 | &nbsp;&nbsp;24619 |
|  | Hannstar Board Corp. | 96840 | &nbsp;&nbsp;298396 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HannStar Display <br>Corp.<br>| 763000 | &nbsp;&nbsp;200863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannsTouch Holdings <br>Co.<br>| 136000 | &nbsp;&nbsp;39854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 20000 | &nbsp;&nbsp;29067 |
| \* | Harvatek Corp. | 61000 | &nbsp;&nbsp;39824 |
|  | Heran Co. Ltd. | 19200 | &nbsp;&nbsp;36943 |
| # | Hey Song Corp. | 98000 | &nbsp;&nbsp;115327 |
|  | Hi-Clearance, Inc. | 7518 | &nbsp;&nbsp;32631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 212917 | &nbsp;&nbsp;250834 |
|  | Hi-Lai Foods Co. Ltd. | 6000 | &nbsp;&nbsp;30092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HIM International <br>Music, Inc.<br>| 15000 | &nbsp;&nbsp;44700 |
| \* | Hitron Technology, Inc. | 41000 | &nbsp;&nbsp;38776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Mikrosystem <br>Corp.<br>| 19000 | &nbsp;&nbsp;69432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 82701 | &nbsp;&nbsp;648157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International Co. <br>Ltd.<br>| 20759 | &nbsp;&nbsp;50580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ho Tung Chemical <br>Corp.<br>| 278000 | &nbsp;&nbsp;80136 |
|  | Hocheng Corp. | 102960 | &nbsp;&nbsp;60307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holdings-Key Electric <br>Wire & Cable Co. <br>Ltd.<br>| 28000 | &nbsp;&nbsp;40268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holiday Entertainment <br>Co. Ltd.<br>| 18950 | &nbsp;&nbsp;35908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Holtek Semiconductor, <br>Inc.<br>| 20000 | &nbsp;&nbsp;29604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 45550 | &nbsp;&nbsp;149966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(2317 TT)<br>| 823000 | &nbsp;&nbsp;5688921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 74000 | &nbsp;&nbsp;$52793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 76000 | &nbsp;&nbsp;87190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Securities Co. <br>Ltd.<br>| 114240 | &nbsp;&nbsp;51071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hota Industrial <br>Manufacturing Co. <br>Ltd.<br>| 67000 | &nbsp;&nbsp;130440 |
| # | Hotai Finance Co. Ltd. | 69480 | &nbsp;&nbsp;133494 |
|  | Hotai Motor Co. Ltd. | 37100 | &nbsp;&nbsp;639522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 62000 | &nbsp;&nbsp;77599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Yung Chien Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;16988 |
|  | Hsing TA Cement Co. | 41000 | &nbsp;&nbsp;20095 |
| #\* | HTC Corp. | 213000 | &nbsp;&nbsp;299743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hu Lane Associate, <br>Inc.<br>| 36058 | &nbsp;&nbsp;133211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 119000 | &nbsp;&nbsp;142863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Nan Financial <br>Holdings Co. Ltd.<br>| 1273960 | &nbsp;&nbsp;1336421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 35961 | &nbsp;&nbsp;69677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 71150 | &nbsp;&nbsp;239719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 51838 | &nbsp;&nbsp;61082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;5496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 100000 | &nbsp;&nbsp;63680 |
|  | Huxen Corp. | 7000 | &nbsp;&nbsp;10306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Industrial Co. Ltd.<br>| 78000 | &nbsp;&nbsp;36893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 32000 | &nbsp;&nbsp;60562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwang Chang General <br>Contractor Co. Ltd.<br>| 85053 | &nbsp;&nbsp;175420 |
|  | Ibase Technology, Inc. | 39000 | &nbsp;&nbsp;51993 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 1053953 | &nbsp;&nbsp;558063 |
| \* | IC Plus Corp. | 7000 | &nbsp;&nbsp;10590 |
|  | ICARES Medicus, Inc. | 3300 | &nbsp;&nbsp;8558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 75000 | &nbsp;&nbsp;124755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Chiun Precision <br>Industry Co. Ltd.<br>| 56864 | &nbsp;&nbsp;229232 |
| # | IEI Integration Corp. | 57000 | &nbsp;&nbsp;115050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;In Win Development, <br>Inc.<br>| 9000 | &nbsp;&nbsp;21193 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infortrend Technology, <br>Inc.<br>| 72000 | &nbsp;&nbsp;$79168 |
|  | Info-Tek Corp. | 13000 | &nbsp;&nbsp;13267 |
|  | Ingentec Corp. | 5512 | &nbsp;&nbsp;69906 |
|  | Innodisk Corp. | 32813 | &nbsp;&nbsp;821525 |
| # | Innolux Corp. | 966587 | &nbsp;&nbsp;663130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 26205 | &nbsp;&nbsp;69766 |
|  | Insyde Software Corp. | 8000 | &nbsp;&nbsp;51446 |
|  | Intai Technology Corp. | 11000 | &nbsp;&nbsp;32374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Service <br>Technology, Inc.<br>| 22579 | &nbsp;&nbsp;96733 |
| #\* | IntelliEPI, Inc. | 10000 | &nbsp;&nbsp;124084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Digital <br>Technologies, Inc.<br>| 13000 | &nbsp;&nbsp;32557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International CSRC <br>Investment Holdings <br>Co.<br>| 171000 | &nbsp;&nbsp;64473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Games <br>System Co. Ltd.<br>| 41000 | &nbsp;&nbsp;931089 |
|  | Inventec Corp. | 344000 | &nbsp;&nbsp;488309 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 20742 | &nbsp;&nbsp;63086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire & <br>Cable Co. Ltd.<br>| 44000 | &nbsp;&nbsp;65288 |
|  | ITE Technology, Inc. | 51000 | &nbsp;&nbsp;193551 |
|  | ITEQ Corp. | 75000 | &nbsp;&nbsp;251350 |
|  | Jarllytec Co. Ltd. | 9225 | &nbsp;&nbsp;26037 |
|  | Jean Co. Ltd. | 80183 | &nbsp;&nbsp;53936 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jentech Precision <br>Industrial Co. Ltd.<br>| 6299 | &nbsp;&nbsp;558093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jetway Information Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;9487 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jetwell Computer Co. <br>Ltd.<br>| 10080 | &nbsp;&nbsp;53036 |
|  | Jia Wei Lifestyle, Inc. | 18900 | &nbsp;&nbsp;20837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;24089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiin Yeeh Ding <br>Enterprise Co. Ltd.<br>| 25000 | &nbsp;&nbsp;78053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jinan Acetate <br>Chemical Co. Ltd.<br>| 177880 | &nbsp;&nbsp;275682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Chemical <br>Pharmaceutical <br>Works Corp.<br>| 16000 | &nbsp;&nbsp;29173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;130690 |
|  | JPC connectivity, Inc. | 26000 | &nbsp;&nbsp;115979 |
| # | JPP Holding Co. Ltd. | 18000 | &nbsp;&nbsp;148616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JSL Construction & <br>Development Co. <br>Ltd.<br>| 48130 | &nbsp;&nbsp;71744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;K Laser Technology, <br>Inc.<br>| 47000 | &nbsp;&nbsp;24444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaimei Electronic <br>Corp.<br>| 40400 | &nbsp;&nbsp;115945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kao Fong Machinery <br>Co. Ltd.<br>| 24000 | &nbsp;&nbsp;$37337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaori Heat Treatment <br>Co. Ltd.<br>| 9000 | &nbsp;&nbsp;209064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 26407 | &nbsp;&nbsp;72213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keding Enterprises Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;38560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEE TAI Properties <br>Co. Ltd.<br>| 130935 | &nbsp;&nbsp;44831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 172051 | &nbsp;&nbsp;107827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kent Industrial Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;9881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 71000 | &nbsp;&nbsp;73625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Microtech <br>Corp.<br>| 8000 | &nbsp;&nbsp;145503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 2484010 | &nbsp;&nbsp;1420370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KHGEARS <br>International Ltd.<br>| 10000 | &nbsp;&nbsp;59013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 127600 | &nbsp;&nbsp;125050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Chou Marine <br>Technology Co. Ltd.<br>| 27000 | &nbsp;&nbsp;44603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Polytechnic <br>Engineering Co. <br>Ltd.<br>| 17400 | &nbsp;&nbsp;29483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Slide Works Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;492225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Yuan Electronics <br>Co. Ltd.<br>| 201000 | &nbsp;&nbsp;1862299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;King's Town <br>Construction Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;23619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingwaytek Technology <br>Co. Ltd.<br>| 5000 | &nbsp;&nbsp;9865 |
|  | Kinik Co. | 32000 | &nbsp;&nbsp;408109 |
| #\* | Kinko Optical Co. Ltd. | 54000 | &nbsp;&nbsp;111008 |
|  | Kinpo Electronics | 402000 | &nbsp;&nbsp;334296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 117000 | &nbsp;&nbsp;929288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 14000 | &nbsp;&nbsp;40265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNH Enterprise Co. <br>Ltd.<br>| 40000 | &nbsp;&nbsp;21635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ko Ja Cayman Co. <br>Ltd.<br>| 18000 | &nbsp;&nbsp;21831 |
|  | KS Terminals, Inc. | 29000 | &nbsp;&nbsp;43491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuen Ling Machinery <br>Refrigerating Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;33950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kung Long Batteries <br>Industrial Co. Ltd.<br>| 25000 | &nbsp;&nbsp;98059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing Engineering <br>Corp.<br>| 139000 | &nbsp;&nbsp;93347 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 73000 | &nbsp;&nbsp;$119175 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Yang Construction <br>Co. Ltd.<br>| 86000 | &nbsp;&nbsp;50525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung Enterprise <br>Co. Ltd.<br>| 34000 | &nbsp;&nbsp;53180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L&K Engineering Co. <br>Ltd.<br>| 23166 | &nbsp;&nbsp;418286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Kaffa International <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;21421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lai Yih Footwear Co. <br>Ltd.<br>| 9000 | &nbsp;&nbsp;64180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 29380 | &nbsp;&nbsp;62830 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 16000 | &nbsp;&nbsp;1219476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 25300 | &nbsp;&nbsp;43392 |
|  | Laster Tech Co. Ltd. | 37000 | &nbsp;&nbsp;25912 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leader Electronics, <br>Inc.<br>| 74000 | &nbsp;&nbsp;23802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leadtrend Technology <br>Corp.<br>| 15119 | &nbsp;&nbsp;25721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lealea Enterprise Co. <br>Ltd.<br>| 199600 | &nbsp;&nbsp;41391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEE CHI Enterprises <br>Co. Ltd.<br>| 66000 | &nbsp;&nbsp;25420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 41000 | &nbsp;&nbsp;139711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 16800 | &nbsp;&nbsp;47297 |
|  | Leo Systems, Inc. | 20000 | &nbsp;&nbsp;19008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 59000 | &nbsp;&nbsp;30648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Li Peng Enterprise Co. <br>Ltd.<br>| 228000 | &nbsp;&nbsp;39880 |
| # | Lian HWA Food Corp. | 36606 | &nbsp;&nbsp;109053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lien Hwa Industrial <br>Holdings Corp.<br>| 160420 | &nbsp;&nbsp;234450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingsen Precision <br>Industries Ltd.<br>| 119000 | &nbsp;&nbsp;102531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lintes Technology Co. <br>Ltd.<br>| 5000 | &nbsp;&nbsp;20671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Travel Service Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;128550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lite-On Technology <br>Corp.<br>| 228000 | &nbsp;&nbsp;1171961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liton Technology <br>Corp.<br>| 29000 | &nbsp;&nbsp;44069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 77000 | &nbsp;&nbsp;75309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Longchen Paper & <br>Packaging Co. Ltd.<br>| 189603 | &nbsp;&nbsp;59900 |
|  | Longwell Co. | 41000 | &nbsp;&nbsp;202913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loop <br>Telecommunication <br>International, Inc.<br>| 21000 | &nbsp;&nbsp;$45957 |
| # | Lotes Co. Ltd. | 17207 | &nbsp;&nbsp;774958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;549367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loyalty Founder <br>Enterprise Co. Ltd.<br>| 31000 | &nbsp;&nbsp;29307 |
|  | Lucky Cement Corp. | 107000 | &nbsp;&nbsp;50888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 34600 | &nbsp;&nbsp;130768 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lung Yen Life Service <br>Corp.<br>| 48000 | &nbsp;&nbsp;76648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lungteh Shipbuilding <br>Co. Ltd.<br>| 26050 | &nbsp;&nbsp;118589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxe Green Energy <br>Technology Co. Ltd.<br>| 21630 | &nbsp;&nbsp;16467 |
|  | LuxNet Corp. | 12617 | &nbsp;&nbsp;125330 |
|  | M3 Technology, Inc. | 6000 | &nbsp;&nbsp;16189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macauto Industrial Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;33460 |
| # | Machvision, Inc. | 11000 | &nbsp;&nbsp;163278 |
|  | Macnica Galaxy, Inc. | 6000 | &nbsp;&nbsp;16026 |
|  | Macroblock, Inc. | 10000 | &nbsp;&nbsp;17604 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix International <br>Co. Ltd.<br>| 611000 | &nbsp;&nbsp;1757755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MacroWell OMG <br>Digital Entertainment <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;9871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magnate Technology <br>Co. Ltd.<br>| 22000 | &nbsp;&nbsp;30093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Makalot Industrial Co. <br>Ltd.<br>| 65780 | &nbsp;&nbsp;635894 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Marketech International <br>Corp.<br>| 35000 | &nbsp;&nbsp;311268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Materials Analysis <br>Technology, Inc.<br>| 19622 | &nbsp;&nbsp;126172 |
|  | Maxigen Biotech, Inc. | 13650 | &nbsp;&nbsp;20057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayer Steel Pipe <br>Corp.<br>| 72000 | &nbsp;&nbsp;55756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mechema Chemicals <br>International Corp.<br>| 22000 | &nbsp;&nbsp;46332 |
|  | MediaTek, Inc. | 114000 | &nbsp;&nbsp;6323641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medigen Biotechnology <br>Corp.<br>| 12000 | &nbsp;&nbsp;12508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Financial <br>Holding Co. Ltd.<br>| 1155835 | &nbsp;&nbsp;1421272 |
|  | Megaforce Co. Ltd. | 16000 | &nbsp;&nbsp;19320 |
|  | Meiloon Industrial Co. | 46800 | &nbsp;&nbsp;36573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries & Associates <br>Holding Ltd.<br>| 154396 | &nbsp;&nbsp;73258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Data <br>Systems Ltd.<br>| 15000 | &nbsp;&nbsp;12105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 1132032 | &nbsp;&nbsp;281193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;155113 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 77101 | &nbsp;&nbsp;$242815 |
|  | METAAGE Corp. | 52000 | &nbsp;&nbsp;72655 |
| #\* | Microbio Co. Ltd. | 80399 | &nbsp;&nbsp;51228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star International <br>Co. Ltd.<br>| 90000 | &nbsp;&nbsp;256766 |
|  | Mildef Crete, Inc. | 13000 | &nbsp;&nbsp;40617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 62000 | &nbsp;&nbsp;69009 |
|  | Mitac Holdings Corp. | 190300 | &nbsp;&nbsp;473257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mobiletron Electronics <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;10914 |
| # | momo.com, Inc. | 28637 | &nbsp;&nbsp;170851 |
| \* | MOSA Industrial Corp. | 64400 | &nbsp;&nbsp;33090 |
|  | Mosel Vitelic, Inc. | 18000 | &nbsp;&nbsp;18509 |
|  | Motech Industries, Inc. | 99000 | &nbsp;&nbsp;73245 |
|  | MPI Corp. | 7000 | &nbsp;&nbsp;553203 |
|  | MSSCORPS Co. Ltd. | 20523 | &nbsp;&nbsp;114059 |
|  | Munsin Garment Corp. | 8000 | &nbsp;&nbsp;11837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;My Humble House <br>Hospitality <br>Management <br>Consulting<br>| 13000 | &nbsp;&nbsp;13934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nak Sealing <br>Technologies Corp.<br>| 23000 | &nbsp;&nbsp;82573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namchow Holdings <br>Co. Ltd.<br>| 44000 | &nbsp;&nbsp;52467 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nan Juen International <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;64609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber Tire <br>Co. Ltd.<br>| 128974 | &nbsp;&nbsp;145691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Pao Resins <br>Chemical Co. Ltd.<br>| 19000 | &nbsp;&nbsp;186681 |
|  | Nan Ya Plastics Corp. | 557000 | &nbsp;&nbsp;1331552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Printed Circuit <br>Board Corp.<br>| 31000 | &nbsp;&nbsp;377557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nang Kuang <br>Pharmaceutical Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;30143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantex Industry Co. <br>Ltd.<br>| 56000 | &nbsp;&nbsp;42054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 194000 | &nbsp;&nbsp;1963811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Aerospace <br>Fasteners Corp.<br>| 14385 | &nbsp;&nbsp;49252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Petroleum Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;38208 |
|  | Netronix, Inc. | 18000 | &nbsp;&nbsp;61095 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Asia Construction <br>& Development <br>Corp.<br>| 50000 | &nbsp;&nbsp;23103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 8000 | &nbsp;&nbsp;7845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Newmax Technology <br>Co. Ltd.<br>| 45000 | &nbsp;&nbsp;48833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nextronics Engineering <br>Corp.<br>| 11000 | &nbsp;&nbsp;34788 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Nichidenbo Corp. | 67000 | &nbsp;&nbsp;$196213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niching Industrial <br>Corp.<br>| 7000 | &nbsp;&nbsp;14772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nien Hsing Textile Co. <br>Ltd.<br>| 53000 | &nbsp;&nbsp;29832 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nien Made Enterprise <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;418261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 19101 | &nbsp;&nbsp;29480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nishoku Technology, <br>Inc.<br>| 18000 | &nbsp;&nbsp;64898 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;North-Star International <br>Co. Ltd.<br>| 43178 | &nbsp;&nbsp;33257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nova Technology <br>Corp.<br>| 10000 | &nbsp;&nbsp;61355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novatek <br>Microelectronics <br>Corp.<br>| 94000 | &nbsp;&nbsp;1115367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoton Technology <br>Corp.<br>| 43000 | &nbsp;&nbsp;84522 |
|  | O-Bank Co. Ltd. | 369000 | &nbsp;&nbsp;107000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ocean Plastics Co. <br>Ltd.<br>| 60000 | &nbsp;&nbsp;63428 |
|  | OK Biotech Co. Ltd. | 46571 | &nbsp;&nbsp;21577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Optimax Technology <br>Corp.<br>| 41946 | &nbsp;&nbsp;32944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Europharma Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;17136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 130000 | &nbsp;&nbsp;237057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Union <br>Chemical Corp.<br>| 183000 | &nbsp;&nbsp;77050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;O-TA Precision <br>Industry Co. Ltd.<br>| 22000 | &nbsp;&nbsp;49878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Construction <br>Co.<br>| 101000 | &nbsp;&nbsp;28950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital Supply <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;41472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paiho Shih Holdings <br>Corp.<br>| 77309 | &nbsp;&nbsp;56495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Asia Chemical <br>Corp.<br>| 51519 | &nbsp;&nbsp;16380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan German Universal <br>Motors Ltd.<br>| 10000 | &nbsp;&nbsp;86279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 102000 | &nbsp;&nbsp;290625 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 131000 | &nbsp;&nbsp;213252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panion & BF Biotech, <br>Inc.<br>| 21000 | &nbsp;&nbsp;43514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 25000 | &nbsp;&nbsp;418076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Technologies <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;2658 |
| # | Parpro Corp. | 37000 | &nbsp;&nbsp;74219 |
| \* | PChome Online, Inc. | 52268 | &nbsp;&nbsp;46758 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PCL Technologies, <br>Inc.<br>| 20281 | &nbsp;&nbsp;$82028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;P-Duke Technology <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;52463 |
|  | Pegatron Corp. | 300000 | &nbsp;&nbsp;661560 |
|  | Pegavision Corp. | 15514 | &nbsp;&nbsp;142566 |
|  | PharmaEngine, Inc. | 41000 | &nbsp;&nbsp;86708 |
|  | PharmaEssentia Corp. | 35096 | &nbsp;&nbsp;856766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phihong Technology <br>Co. Ltd.<br>| 53000 | &nbsp;&nbsp;48472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phison Electronics <br>Corp.<br>| 21000 | &nbsp;&nbsp;1557373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Silicon <br>International Corp.<br>| 48272 | &nbsp;&nbsp;256555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Tours <br>International, Inc.<br>| 19215 | &nbsp;&nbsp;30711 |
| \* | Phytohealth Corp. | 53000 | &nbsp;&nbsp;23636 |
| # | Pixart Imaging, Inc. | 44000 | &nbsp;&nbsp;277600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Planet Technology <br>Corp.<br>| 13000 | &nbsp;&nbsp;51118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plastron Precision Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;12544 |
|  | Podak Co. Ltd. | 7000 | &nbsp;&nbsp;10446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polytronics Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;17857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 17000 | &nbsp;&nbsp;95888 |
|  | Pou Chen Corp. | 350000 | &nbsp;&nbsp;338304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Wind Health <br>Industry, Inc.<br>| 16000 | &nbsp;&nbsp;72007 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerchip <br>Semiconductor <br>Manufacturing Corp.<br>| 727000 | &nbsp;&nbsp;1559829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech Technology, <br>Inc.<br>| 173000 | &nbsp;&nbsp;1369910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poya International Co. <br>Ltd.<br>| 20495 | &nbsp;&nbsp;257771 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;President Chain Store <br>Corp.<br>| 141000 | &nbsp;&nbsp;957415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 317900 | &nbsp;&nbsp;295187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 153000 | &nbsp;&nbsp;381623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Housing & <br>Development Corp.<br>| 276000 | &nbsp;&nbsp;73772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Technology <br>Corp.<br>| 40000 | &nbsp;&nbsp;19803 |
|  | Pro Hawk Corp. | 2000 | &nbsp;&nbsp;11016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic Co. <br>Ltd.<br>| 75598 | &nbsp;&nbsp;104856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Dielectrics <br>Co. Ltd.<br>| 38000 | &nbsp;&nbsp;82307 |
|  | PSS Co. Ltd. | 9000 | &nbsp;&nbsp;40008 |
|  | Qisda Corp. | 276420 | &nbsp;&nbsp;219418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 31839 | &nbsp;&nbsp;44221 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 32000 | &nbsp;&nbsp;$155602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 17168 | &nbsp;&nbsp;37249 |
|  | Quanta Computer, Inc. | 284000 | &nbsp;&nbsp;2500099 |
|  | Quanta Storage, Inc. | 50000 | &nbsp;&nbsp;167520 |
| \* | Quintain Steel Co. Ltd. | 91514 | &nbsp;&nbsp;26214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 154000 | &nbsp;&nbsp;594984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 251268 | &nbsp;&nbsp;85339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rafael <br>Microelectronics, <br>Inc.<br>| 6000 | &nbsp;&nbsp;27967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 18000 | &nbsp;&nbsp;132015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realtek Semiconductor <br>Corp.<br>| 85000 | &nbsp;&nbsp;1300482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 113000 | &nbsp;&nbsp;91216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rexon Industrial Corp. <br>Ltd.<br>| 37000 | &nbsp;&nbsp;31069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rich Development Co. <br>Ltd.<br>| 217280 | &nbsp;&nbsp;54660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Right WAY Industrial <br>Co. Ltd.<br>| 47000 | &nbsp;&nbsp;18648 |
| \* | Ritek Corp. | 225000 | &nbsp;&nbsp;96770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rodex Fasteners <br>Corp.<br>| 12000 | &nbsp;&nbsp;11434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roundtop Machinery <br>Industries Co. Ltd.<br>| 13000 | &nbsp;&nbsp;10176 |
|  | Ruby Tech Corp. | 9270 | &nbsp;&nbsp;15528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Development <br>Co. Ltd.<br>| 152400 | &nbsp;&nbsp;139274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Engineering & <br>Construction Co.<br>| 25440 | &nbsp;&nbsp;135247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Industries <br>Ltd.<br>| 174619 | &nbsp;&nbsp;279376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sakura Development <br>Co. Ltd.<br>| 110296 | &nbsp;&nbsp;165140 |
|  | Sampo Corp. | 91000 | &nbsp;&nbsp;69626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 59000 | &nbsp;&nbsp;59019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Fu Chemical Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;47258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Lien Technology <br>Corp. Ltd.<br>| 8400 | &nbsp;&nbsp;22020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Shing Fastech <br>Corp.<br>| 22000 | &nbsp;&nbsp;42009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 164000 | &nbsp;&nbsp;311273 |
|  | Savior Lifetec Corp. | 104000 | &nbsp;&nbsp;68262 |
|  | SCI Pharmtech, Inc. | 22714 | &nbsp;&nbsp;37276 |
|  | Scientech Corp. | 14000 | &nbsp;&nbsp;143903 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 75000 | &nbsp;&nbsp;$58374 |
|  | SciVision Biotech, Inc. | 21000 | &nbsp;&nbsp;51987 |
|  | SDI Corp. | 39000 | &nbsp;&nbsp;108731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sea Sonic Electronics <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;30733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Securitag Assembly <br>Group Co. Ltd.<br>| 4000 | &nbsp;&nbsp;13681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 31000 | &nbsp;&nbsp;28447 |
|  | Senao Networks, Inc. | 10467 | &nbsp;&nbsp;44676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 8000 | &nbsp;&nbsp;46590 |
|  | Sercomm Corp. | 72000 | &nbsp;&nbsp;194610 |
|  | Sesoda Corp. | 67000 | &nbsp;&nbsp;70880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank Ltd.<br>| 591881 | &nbsp;&nbsp;741420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 36087 | &nbsp;&nbsp;27319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Yu Steel Co. <br>Ltd.<br>| 37000 | &nbsp;&nbsp;25674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 36000 | &nbsp;&nbsp;127363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shieh Yih Machinery <br>Industry Co. Ltd.<br>| 43000 | &nbsp;&nbsp;49832 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shih Her Technologies, <br>Inc.<br>| 15026 | &nbsp;&nbsp;84760 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shih Wei Navigation <br>Co. Ltd.<br>| 73201 | &nbsp;&nbsp;41046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 31000 | &nbsp;&nbsp;224226 |
| \* | Shihlin Paper Corp. | 39000 | &nbsp;&nbsp;70700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Hsiung Natural <br>Gas Co. Ltd.<br>| 6674 | &nbsp;&nbsp;8864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 47135 | &nbsp;&nbsp;70292 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 58086 | &nbsp;&nbsp;383756 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shining Building <br>Business Co. Ltd.<br>| 145000 | &nbsp;&nbsp;41460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 75000 | &nbsp;&nbsp;267593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 338000 | &nbsp;&nbsp;159860 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Textile Co. <br>Ltd.<br>| 44000 | &nbsp;&nbsp;103733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Brands Group <br>Co. Ltd.<br>| 4100 | &nbsp;&nbsp;13594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Chemical <br>Industrial Co. Ltd.<br>| 51000 | &nbsp;&nbsp;230868 |
| \* | Shuttle, Inc. | 108000 | &nbsp;&nbsp;55405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd Microelectronics <br>Corp.<br>| 168000 | &nbsp;&nbsp;688748 |
|  | Silergy Corp. | 28000 | &nbsp;&nbsp;247158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Integrated <br>Systems Corp.<br>| 109785 | &nbsp;&nbsp;183345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | Silicon Optronics, Inc. | 11000 | &nbsp;&nbsp;$22970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Silitech Technology <br>Corp.<br>| 12000 | &nbsp;&nbsp;12683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology Co. <br>Ltd.<br>| 53000 | &nbsp;&nbsp;582937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinbon Electronics Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;429672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sincere Navigation <br>Corp.<br>| 102000 | &nbsp;&nbsp;94176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singatron Enterprise <br>Co. Ltd.<br>| 42000 | &nbsp;&nbsp;50376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinmag Equipment <br>Corp.<br>| 12000 | &nbsp;&nbsp;49361 |
| \* | Sino Tactful Co. Ltd. | 27000 | &nbsp;&nbsp;19175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 183000 | &nbsp;&nbsp;693212 |
|  | Sinon Corp. | 140000 | &nbsp;&nbsp;201749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 1372226 | &nbsp;&nbsp;1242940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopower <br>Semiconductor, Inc.<br>| 6000 | &nbsp;&nbsp;26606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinphar <br>Pharmaceutical Co. <br>Ltd.<br>| 58968 | &nbsp;&nbsp;58282 |
|  | Sinyi Realty, Inc. | 70000 | &nbsp;&nbsp;48779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sirtec International Co. <br>Ltd.<br>| 36000 | &nbsp;&nbsp;30175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 37000 | &nbsp;&nbsp;228205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siward Crystal <br>Technology Co. Ltd.<br>| 54000 | &nbsp;&nbsp;47870 |
|  | Sixxon Tech Co. Ltd. | 1000 | &nbsp;&nbsp;4581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soft-World <br>International Corp.<br>| 19000 | &nbsp;&nbsp;61431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied Materials <br>Technology Corp.<br>| 180000 | &nbsp;&nbsp;363052 |
|  | Solteam, Inc. | 26465 | &nbsp;&nbsp;41957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Song Shang <br>Electronics Co. Ltd.<br>| 27000 | &nbsp;&nbsp;18064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 45000 | &nbsp;&nbsp;51853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southeast Cement Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;26808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Electrics <br>Corp.<br>| 37000 | &nbsp;&nbsp;32856 |
|  | Speed Tech Corp. | 34000 | &nbsp;&nbsp;39225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sporton International, <br>Inc.<br>| 22650 | &nbsp;&nbsp;125462 |
| # | Sports Gear Co. Ltd. | 23000 | &nbsp;&nbsp;73677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;39471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;56254 |
|  | Standard Foods Corp. | 118000 | &nbsp;&nbsp;108562 |
|  | Stark Technology, Inc. | 30000 | &nbsp;&nbsp;131414 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 371000 | &nbsp;&nbsp;$270577 |
|  | S-Tech Corp. | 42390 | &nbsp;&nbsp;33308 |
|  | Sun Max Tech Ltd. | 15710 | &nbsp;&nbsp;33110 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Yad Construction <br>Co. Ltd.<br>| 86007 | &nbsp;&nbsp;37820 |
|  | Sunfun Info Co. Ltd. | 13960 | &nbsp;&nbsp;13130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 7359 | &nbsp;&nbsp;36568 |
| \* | Sunko INK Co. Ltd. | 69000 | &nbsp;&nbsp;38188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SunMax Biotechnology <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;98546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Friend <br>Environmental <br>Technology Co. Ltd.<br>| 26119 | &nbsp;&nbsp;63579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunonwealth Electric <br>Machine Industry <br>Co. Ltd.<br>| 68000 | &nbsp;&nbsp;305826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Innovation <br>Technology, Inc.<br>| 9240 | &nbsp;&nbsp;35472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Technology <br>Co. Ltd.<br>| 89000 | &nbsp;&nbsp;61908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 56000 | &nbsp;&nbsp;66818 |
|  | Sunspring Metal Corp. | 50000 | &nbsp;&nbsp;35094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 53000 | &nbsp;&nbsp;77162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Superior Plating <br>Technology Co. Ltd.<br>| 12000 | &nbsp;&nbsp;23408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 177693 | &nbsp;&nbsp;472074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swancor Holding Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;40429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 45935 | &nbsp;&nbsp;37476 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 26421 | &nbsp;&nbsp;122001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Syncmold Enterprise <br>Corp.<br>| 36000 | &nbsp;&nbsp;77740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synmosa Biopharma <br>Corp.<br>| 137339 | &nbsp;&nbsp;141233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 186000 | &nbsp;&nbsp;385447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syscom Computer <br>Engineering Co.<br>| 15000 | &nbsp;&nbsp;26471 |
|  | Systex Corp. | 57000 | &nbsp;&nbsp;209255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T3EX Global Holdings <br>Corp.<br>| 39000 | &nbsp;&nbsp;80449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 294570 | &nbsp;&nbsp;365685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 250151 | &nbsp;&nbsp;329081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tah Hsin Industrial <br>Corp.<br>| 5720 | &nbsp;&nbsp;11652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA-I Technology Co. <br>Ltd.<br>| 30000 | &nbsp;&nbsp;62092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 39192 | &nbsp;&nbsp;$25707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 587585 | &nbsp;&nbsp;373114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 18000 | &nbsp;&nbsp;76636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 92769 | &nbsp;&nbsp;256330 |
|  | Taimide Tech, Inc. | 45000 | &nbsp;&nbsp;88317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;17966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Spinning Co. <br>Ltd.<br>| 342000 | &nbsp;&nbsp;147520 |
| \* | Tainergy Tech Co. Ltd. | 69000 | &nbsp;&nbsp;33890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tai-Saw Technology <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;15244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TaiSol Electronics Co. <br>Ltd.<br>| 24000 | &nbsp;&nbsp;38694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taisun Enterprise Co. <br>Ltd.<br>| 60000 | &nbsp;&nbsp;34774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taita Chemical Co. <br>Ltd.<br>| 77000 | &nbsp;&nbsp;29725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAI-TECH Advanced <br>Electronics Co. Ltd.<br>| 26000 | &nbsp;&nbsp;127581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Acceptance <br>Corp.<br>| 86023 | &nbsp;&nbsp;212355 |
|  | Taiwan Business Bank | 1220068 | &nbsp;&nbsp;594508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Chinsan <br>Electronic Industrial <br>Co. Ltd.<br>| 43000 | &nbsp;&nbsp;80577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 151301 | &nbsp;&nbsp;207373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cooperative <br>Financial Holding <br>Co. Ltd.<br>| 1074536 | &nbsp;&nbsp;803050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FamilyMart Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;102632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fertilizer Co. <br>Ltd.<br>| 209000 | &nbsp;&nbsp;307072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 65100 | &nbsp;&nbsp;101337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fructose Co. <br>Ltd.<br>| 26500 | &nbsp;&nbsp;15656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 44000 | &nbsp;&nbsp;66917 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 365000 | &nbsp;&nbsp;551626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan High Speed <br>Rail Corp.<br>| 254000 | &nbsp;&nbsp;220427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 100757 | &nbsp;&nbsp;382670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 62294 | &nbsp;&nbsp;69796 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan IC Packaging <br>Corp.<br>| 41000 | &nbsp;&nbsp;$27563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Line Tek <br>Electronic<br>| 14420 | &nbsp;&nbsp;11117 |
| #\* | Taiwan Mask Corp. | 45000 | &nbsp;&nbsp;55723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Mobile Co. <br>Ltd.<br>| 198000 | &nbsp;&nbsp;663900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Navigation Co. <br>Ltd.<br>| 58000 | &nbsp;&nbsp;57120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Optical <br>Platform Co. Ltd.<br>| 9271 | &nbsp;&nbsp;22103 |
|  | Taiwan Paiho Ltd. | 90000 | &nbsp;&nbsp;142448 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan PCB Techvest <br>Co. Ltd.<br>| 92000 | &nbsp;&nbsp;103046 |
|  | Taiwan Sakura Corp. | 48000 | &nbsp;&nbsp;126853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 43000 | &nbsp;&nbsp;46928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Secom Co. <br>Ltd.<br>| 82000 | &nbsp;&nbsp;277486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 62000 | &nbsp;&nbsp;124637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (2330 TT)<br>| 2523000 | &nbsp;&nbsp;139511564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Shin Kong <br>Security Co. Ltd.<br>| 83000 | &nbsp;&nbsp;107511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Speciality <br>Chemicals Corp.<br>| 5000 | &nbsp;&nbsp;50573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Steel Union <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;23749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Styrene <br>Monomer<br>| 120000 | &nbsp;&nbsp;33920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 95000 | &nbsp;&nbsp;277124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Takisawa <br>Technology Co. Ltd.<br>| 13000 | &nbsp;&nbsp;17312 |
|  | Taiwan Taxi Co. Ltd. | 16000 | &nbsp;&nbsp;63808 |
| \* | Taiwan TEA Corp. | 102000 | &nbsp;&nbsp;42323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Union <br>Technology Corp.<br>| 64000 | &nbsp;&nbsp;1012264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan-Asia <br>Semiconductor <br>Corp.<br>| 142000 | &nbsp;&nbsp;114711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiyen Biotech Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;27044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tang Eng Iron Works <br>Co. Ltd.<br>| 20000 | &nbsp;&nbsp;18528 |
| # | Tatung Co. Ltd. | 395450 | &nbsp;&nbsp;485039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatung System <br>Technologies, Inc.<br>| 9040 | &nbsp;&nbsp;20096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TBI Motion Technology <br>Co. Ltd.<br>| 32000 | &nbsp;&nbsp;48434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCC Group Holdings <br>Co. Ltd.<br>| 965076 | &nbsp;&nbsp;807458 |
|  | TCI Co. Ltd. | 32000 | &nbsp;&nbsp;154956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Te Chang Construction <br>Co. Ltd.<br>| 28000 | &nbsp;&nbsp;$60003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 179000 | &nbsp;&nbsp;456566 |
|  | Tehmag Foods Corp. | 8000 | &nbsp;&nbsp;71090 |
|  | Tera Autotech Corp. | 17000 | &nbsp;&nbsp;14195 |
| # | Test Research, Inc. | 50000 | &nbsp;&nbsp;283897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 47000 | &nbsp;&nbsp;30252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermaltake <br>Technology Co. Ltd.<br>| 12000 | &nbsp;&nbsp;11911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thinking Electronic <br>Industrial Co. Ltd.<br>| 29000 | &nbsp;&nbsp;152598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 28687 | &nbsp;&nbsp;64252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tigerair Taiwan Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;34184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofu Restaurant Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;13128 |
|  | Ton Yi Industrial Corp. | 273000 | &nbsp;&nbsp;154746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 55970 | &nbsp;&nbsp;247901 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry Co. <br>Ltd.<br>| 137000 | &nbsp;&nbsp;474822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 71000 | &nbsp;&nbsp;75029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Bright Holding Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;19010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 33135 | &nbsp;&nbsp;30744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Scientific Co. <br>Ltd.<br>| 54780 | &nbsp;&nbsp;556167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 10000 | &nbsp;&nbsp;19759 |
| # | Topkey Corp. | 22000 | &nbsp;&nbsp;110566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology Co. <br>Ltd.<br>| 35554 | &nbsp;&nbsp;227702 |
|  | TPK Holding Co. Ltd. | 148000 | &nbsp;&nbsp;181676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trade-Van Information <br>Services Co.<br>| 6000 | &nbsp;&nbsp;18122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcend Information, <br>Inc.<br>| 50000 | &nbsp;&nbsp;416264 |
|  | Transcom, Inc. | 18785 | &nbsp;&nbsp;81499 |
|  | Trigold Holdings Ltd. | 6000 | &nbsp;&nbsp;11716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triocean Industrial <br>Corp. Co. Ltd.<br>| 6000 | &nbsp;&nbsp;16550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 72000 | &nbsp;&nbsp;848543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trusval Technology Co. <br>Ltd.<br>| 6621 | &nbsp;&nbsp;50896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 2378256 | &nbsp;&nbsp;1709290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (28871 TT)<br>| 269838 | &nbsp;&nbsp;79826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. Ltd.<br>| 10498 | &nbsp;&nbsp;64548 |
| #\* | TSEC Corp. | 207000 | &nbsp;&nbsp;253940 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | TSRC Corp. | 125000 | &nbsp;&nbsp;$60346 |
|  | Ttet Union Corp. | 14000 | &nbsp;&nbsp;64930 |
|  | TTFB Co. Ltd. | 7218 | &nbsp;&nbsp;39769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TTY Biopharm Co. <br>Ltd.<br>| 80000 | &nbsp;&nbsp;216521 |
| \* | Tul Corp. | 19000 | &nbsp;&nbsp;36424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 177000 | &nbsp;&nbsp;389502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Thih Electronic <br>Co. Ltd.<br>| 19200 | &nbsp;&nbsp;34402 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 16000 | &nbsp;&nbsp;145858 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Twinhead International <br>Corp.<br>| 6000 | &nbsp;&nbsp;11874 |
|  | TXC Corp. | 98000 | &nbsp;&nbsp;268058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 48000 | &nbsp;&nbsp;75155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tycoons Group <br>Enterprise<br>| 54115 | &nbsp;&nbsp;15677 |
|  | Tyntek Corp. | 42000 | &nbsp;&nbsp;25839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TZE Shin International <br>Co. Ltd.<br>| 27000 | &nbsp;&nbsp;12911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-BEST Innovative <br>Technology Co. Ltd.<br>| 36000 | &nbsp;&nbsp;19212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ubright Optronics <br>Corp.<br>| 12000 | &nbsp;&nbsp;21334 |
|  | UDE Corp. | 29000 | &nbsp;&nbsp;99838 |
|  | Ultra Chip, Inc. | 19000 | &nbsp;&nbsp;28635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 146000 | &nbsp;&nbsp;287006 |
|  | Unic Technology Corp. | 25000 | &nbsp;&nbsp;23245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron Technology <br>Corp.<br>| 217074 | &nbsp;&nbsp;2580318 |
| # | Union Bank of Taiwan | 284924 | &nbsp;&nbsp;168860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;20023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President <br>Enterprises Corp.<br>| 523000 | &nbsp;&nbsp;1189837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 21000 | &nbsp;&nbsp;27204 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed Circuit <br>Board Corp.<br>| 246772 | &nbsp;&nbsp;402661 |
| # | United Alloy-Tech Co. | 35000 | &nbsp;&nbsp;66256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Integrated <br>Services Co. Ltd.<br>| 32000 | &nbsp;&nbsp;912517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Microelectronics <br>Corp. (2303 TT)<br>| 2025000 | &nbsp;&nbsp;4029250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 23000 | &nbsp;&nbsp;78114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Radiant <br>Technology<br>| 17000 | &nbsp;&nbsp;13266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Renewable <br>Energy Co. Ltd.<br>| 425000 | &nbsp;&nbsp;150591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 30000 | &nbsp;&nbsp;43312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 162832 | &nbsp;&nbsp;152789 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Microwave <br>Technology, Inc.<br>| 8000 | &nbsp;&nbsp;$276645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Vision <br>Biotechnology Co. <br>Ltd.<br>| 12798 | &nbsp;&nbsp;58136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPC Technology <br>Corp.<br>| 153000 | &nbsp;&nbsp;54104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPI Semiconductor <br>Corp.<br>| 21000 | &nbsp;&nbsp;134436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Userjoy Technology <br>Co. Ltd.<br>| 19981 | &nbsp;&nbsp;47383 |
|  | USI Corp. | 155000 | &nbsp;&nbsp;59287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usun Technology Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;17257 |
|  | Utechzone Co. Ltd. | 15000 | &nbsp;&nbsp;50470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UVAT Technology Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;35601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vactronics <br>Technologies, Inc.<br>| 8000 | &nbsp;&nbsp;11285 |
|  | Value Valves Co. Ltd. | 12000 | &nbsp;&nbsp;31219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard International <br>Semiconductor <br>Corp.<br>| 172133 | &nbsp;&nbsp;780296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 25000 | &nbsp;&nbsp;70934 |
|  | VIA Labs, Inc. | 13000 | &nbsp;&nbsp;32226 |
|  | Via Technologies, Inc. | 47000 | &nbsp;&nbsp;76940 |
|  | Viking Tech Corp. | 26000 | &nbsp;&nbsp;46967 |
|  | Visco Vision, Inc. | 13000 | &nbsp;&nbsp;70205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VisEra Technologies <br>Co. Ltd.<br>| 26000 | &nbsp;&nbsp;232285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visual Photonics <br>Epitaxy Co. Ltd.<br>| 24000 | &nbsp;&nbsp;126950 |
|  | Vivotek, Inc. | 5000 | &nbsp;&nbsp;15735 |
|  | Vizionfocus, Inc. | 13000 | &nbsp;&nbsp;72315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltronic Power <br>Technology Corp.<br>| 8000 | &nbsp;&nbsp;214879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VSO Electronics Co. <br>Ltd.<br>| 5251 | &nbsp;&nbsp;19284 |
| \* | Wafer Works Corp. | 125507 | &nbsp;&nbsp;146702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waffer Technology <br>Corp.<br>| 48027 | &nbsp;&nbsp;86847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Hong Industrial <br>Corp.<br>| 36000 | &nbsp;&nbsp;47366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 56000 | &nbsp;&nbsp;219433 |
| # | Walsin Lihwa Corp. | 519023 | &nbsp;&nbsp;710342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 107000 | &nbsp;&nbsp;459192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walton Advanced <br>Engineering, Inc.<br>| 109000 | &nbsp;&nbsp;267988 |
|  | Wan Hai Lines Ltd. | 144400 | &nbsp;&nbsp;338184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;We & Win <br>Development Co. <br>Ltd.<br>| 73000 | &nbsp;&nbsp;24245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We&Win Diversification <br>Co. Ltd.<br>| 47000 | &nbsp;&nbsp;32371 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 49000 | &nbsp;&nbsp;$31156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wei Chuan Foods <br>Corp.<br>| 74000 | &nbsp;&nbsp;34299 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 149000 | &nbsp;&nbsp;145182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 37000 | &nbsp;&nbsp;59992 |
|  | Welldone Co. | 19000 | &nbsp;&nbsp;29524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weltrend <br>Semiconductor<br>| 54000 | &nbsp;&nbsp;88981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wholetech System <br>Hitech Ltd.<br>| 18000 | &nbsp;&nbsp;74839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 116000 | &nbsp;&nbsp;857759 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 375913 | &nbsp;&nbsp;1486488 |
|  | Winmate, Inc. | 12000 | &nbsp;&nbsp;55003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winstek <br>Semiconductor Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;119113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WinWay Technology <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;368790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 139000 | &nbsp;&nbsp;311090 |
|  | Wiselink Co. Ltd. | 15882 | &nbsp;&nbsp;99090 |
|  | Wistron Corp. | 306000 | &nbsp;&nbsp;1252273 |
|  | WITS Corp. | 14659 | &nbsp;&nbsp;56553 |
|  | Wiwynn Corp. | 16000 | &nbsp;&nbsp;1793474 |
|  | WNC Corp. | 117647 | &nbsp;&nbsp;686097 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;77958 |
|  | Wowprime Corp. | 32293 | &nbsp;&nbsp;218065 |
|  | WPG Holdings Ltd. | 237000 | &nbsp;&nbsp;482012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 104641 | &nbsp;&nbsp;516604 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Co. Ltd.<br>| 49000 | &nbsp;&nbsp;151319 |
|  | XAC Automation Corp. | 21000 | &nbsp;&nbsp;16828 |
| # | XinTec, Inc. | 45000 | &nbsp;&nbsp;238039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;X-Legend <br>Entertainment Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;22957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 43675 | &nbsp;&nbsp;52837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;26029 |
| # | Yageo Corp. | 283168 | &nbsp;&nbsp;2472164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 265000 | &nbsp;&nbsp;449629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankey Engineering <br>Co. Ltd.<br>| 20604 | &nbsp;&nbsp;386203 |
|  | YC INOX Co. Ltd. | 90858 | &nbsp;&nbsp;64568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 62793 | &nbsp;&nbsp;49101 |
|  | Yem Chio Co. Ltd. | 162180 | &nbsp;&nbsp;69261 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yen Sun Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;$22446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yeong Guan Energy <br>Technology Group <br>Co. Ltd.<br>| 53126 | &nbsp;&nbsp;28703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YFC-Boneagle Electric <br>Co. Ltd.<br>| 39000 | &nbsp;&nbsp;34917 |
|  | YFY, Inc. | 317000 | &nbsp;&nbsp;251794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yi Jinn Industrial Co. <br>Ltd.<br>| 66150 | &nbsp;&nbsp;32032 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 329892 | &nbsp;&nbsp;162922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Young Fast <br>Optoelectronics Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;52731 |
| \* | Young Optics, Inc. | 17000 | &nbsp;&nbsp;29126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 42000 | &nbsp;&nbsp;94994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuan High-Tech <br>Development Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;14773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Financial <br>Holding Co. Ltd.<br>| 1094692 | &nbsp;&nbsp;1491223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 38979 | &nbsp;&nbsp;116341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 33000 | &nbsp;&nbsp;40237 |
| # | Yulon Motor Co. Ltd. | 129864 | &nbsp;&nbsp;127702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;14512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yungshin Construction <br>& Development Co. <br>Ltd.<br>| 16000 | &nbsp;&nbsp;30164 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 71000 | &nbsp;&nbsp;125585 |
|  | Yusin Holding Corp. | 13286 | &nbsp;&nbsp;28987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 14669 | &nbsp;&nbsp;44635 |
|  | Zenitron Corp. | 61000 | &nbsp;&nbsp;88466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zero One Technology <br>Co. Ltd.<br>| 45579 | &nbsp;&nbsp;160712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 164000 | &nbsp;&nbsp;1010668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhong Yang <br>Technology Co. Ltd.<br>| 25000 | &nbsp;&nbsp;29164 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zig Sheng Industrial <br>Co. Ltd.<br>| 124000 | &nbsp;&nbsp;34960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 7000 | &nbsp;&nbsp;40765 |
| \* | Zinwell Corp. | 73000 | &nbsp;&nbsp;94774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 33000 | &nbsp;&nbsp;52677 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Zyxel Group Corp. | 86895 | &nbsp;&nbsp;$99907 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;365801016 |
| THAILAND — (1.4%) | THAILAND — (1.4%) | THAILAND — (1.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH/F TB)<br>| 46400 | &nbsp;&nbsp;19160 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Absolute Clean Energy <br>PCL<br>| 547400 | &nbsp;&nbsp;22445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Info Service <br>PCL<br>| 92600 | &nbsp;&nbsp;1026971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Information <br>Technology PCL, <br>Class F<br>| 159350 | &nbsp;&nbsp;25205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 22200 | &nbsp;&nbsp;68068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airports of Thailand <br>PCL<br>| 220900 | &nbsp;&nbsp;352645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Ayudhya <br>Capital PCL<br>| 9200 | &nbsp;&nbsp;10606 |
|  | Amata Corp. PCL | 221800 | &nbsp;&nbsp;110196 |
| # | AP Thailand PCL | 573200 | &nbsp;&nbsp;164770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 492200 | &nbsp;&nbsp;32881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Sermkij Leasing <br>PCL ASK/F TB<br>| 51600 | &nbsp;&nbsp;12640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Alliance <br>International PCL<br>| 211400 | &nbsp;&nbsp;28317 |
|  | Asian Insulators PCL | 64800 | &nbsp;&nbsp;6173 |
|  | Asian Sea Corp. PCL | 117700 | &nbsp;&nbsp;27893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asset World Corp. <br>PCL<br>| 794900 | &nbsp;&nbsp;54856 |
| \* | Assetwise PCL | 38500 | &nbsp;&nbsp;7397 |
|  | Aurora Design PCL | 77000 | &nbsp;&nbsp;31745 |
|  | B Grimm Power PCL | 88900 | &nbsp;&nbsp;36032 |
|  | Bangchak Corp. PCL | 197515 | &nbsp;&nbsp;189954 |
|  | Bangkok Airways PCL | 198900 | &nbsp;&nbsp;96386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Aviation Fuel <br>Services PCL<br>| 29700 | &nbsp;&nbsp;8145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank PCL <br>(BBLF TB)<br>| 105900 | &nbsp;&nbsp;531247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Chain <br>Hospital PCL<br>| 177100 | &nbsp;&nbsp;56796 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 628346 | &nbsp;&nbsp;159538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Dusit Medical <br>Services PCL, <br>Class F<br>| 640100 | &nbsp;&nbsp;408214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Expressway <br>& Metro PCL<br>| 799100 | &nbsp;&nbsp;133316 |
|  | Bangkok Land PCL | 4188000 | &nbsp;&nbsp;59882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 48900 | &nbsp;&nbsp;33095 |
|  | Banpu PCL | 1516500 | &nbsp;&nbsp;257891 |
|  | BCPG PCL | 194700 | &nbsp;&nbsp;43874 |
|  | BEC World PCL | 300000 | &nbsp;&nbsp;17541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| # | Berli Jucker PCL | 112500 | &nbsp;&nbsp;$51542 |
|  | Betagro PCL | 269900 | &nbsp;&nbsp;145974 |
|  | BKI Holdings PCL | 19100 | &nbsp;&nbsp;182780 |
| \* | Bound & Beyond PCL | 54600 | &nbsp;&nbsp;14438 |
|  | Brooker Group PCL | 660800 | &nbsp;&nbsp;4405 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group Holdings <br>PCL<br>| 2252800 | &nbsp;&nbsp;155629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bumrungrad Hospital <br>PCL<br>| 54200 | &nbsp;&nbsp;288367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 435087 | &nbsp;&nbsp;65805 |
|  | Carabao Group PCL | 28800 | &nbsp;&nbsp;39502 |
|  | Central Pattana PCL | 143200 | &nbsp;&nbsp;261974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Plaza Hotel <br>PCL<br>| 69300 | &nbsp;&nbsp;77401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Retail Corp. <br>PCL<br>| 170700 | &nbsp;&nbsp;106517 |
|  | CH Karnchang PCL | 186100 | &nbsp;&nbsp;73913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Foods PCL<br>| 391400 | &nbsp;&nbsp;256386 |
|  | Chularat Hospital PCL | 568300 | &nbsp;&nbsp;28335 |
|  | CK Power PCL | 471600 | &nbsp;&nbsp;34230 |
|  | Com7 PCL | 118200 | &nbsp;&nbsp;82122 |
|  | Cotto F | 288200 | &nbsp;&nbsp;1740 |
|  | CP ALL PCL | 319000 | &nbsp;&nbsp;439790 |
| # | CP Axtra PCL | 166782 | &nbsp;&nbsp;78272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Electronics <br>Thailand PCL<br>| 152900 | &nbsp;&nbsp;989292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhipaya Group <br>Holdings PCL<br>| 160200 | &nbsp;&nbsp;102743 |
|  | Ditto Thailand PCL | 95000 | &nbsp;&nbsp;33859 |
|  | Dohome PCL | 389656 | &nbsp;&nbsp;43607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Don Muang Tollway <br>PCL<br>| 212400 | &nbsp;&nbsp;71537 |
|  | Dynasty Ceramic PCL | 928200 | &nbsp;&nbsp;35966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Polymer <br>Group PCL<br>| 330500 | &nbsp;&nbsp;33904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Water <br>Resources <br>Development & <br>Management PCL, <br>Class F<br>| 116400 | &nbsp;&nbsp;7101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricity Generating <br>PCL<br>| 24700 | &nbsp;&nbsp;91922 |
| #\* | Energy Absolute PCL | 930000 | &nbsp;&nbsp;81021 |
|  | Erawan Group PCL | 347100 | &nbsp;&nbsp;27951 |
| #\* | Forth Corp. PCL | 68100 | &nbsp;&nbsp;12543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forth Smart Service <br>PCL<br>| 73000 | &nbsp;&nbsp;14386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Parts Industry <br>PCL<br>| 107900 | &nbsp;&nbsp;6230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand PCL<br>| 68900 | &nbsp;&nbsp;13205 |
|  | GFPT PCL | 253700 | &nbsp;&nbsp;77269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Green <br>Chemicals PCL<br>| 48700 | &nbsp;&nbsp;4962 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Power Synergy <br>PCL<br>| 47400 | &nbsp;&nbsp;$53266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Development <br>PCL<br>| 197415 | &nbsp;&nbsp;293657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 1033000 | &nbsp;&nbsp;59657 |
|  | Haad Thip PCL | 86000 | &nbsp;&nbsp;41232 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hana Microelectronics <br>PCL<br>| 105500 | &nbsp;&nbsp;58420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heng Leasing & <br>Capital PCL<br>| 842400 | &nbsp;&nbsp;25210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Product Center <br>PCL<br>| 864400 | &nbsp;&nbsp;194450 |
|  | Humanica PCL | 73500 | &nbsp;&nbsp;11576 |
|  | Ichitan Group PCL | 212200 | &nbsp;&nbsp;93775 |
|  | Index Livingmall PCL | 68700 | &nbsp;&nbsp;29008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indorama Ventures <br>PCL<br>| 173100 | &nbsp;&nbsp;112098 |
| # | IRPC PCL | 2038200 | &nbsp;&nbsp;75209 |
|  | I-TAIL Corp. PCL | 46400 | &nbsp;&nbsp;25329 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jasmine Technology <br>Solution PCL<br>| 45100 | &nbsp;&nbsp;76707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaymart Group <br>Holdings PCL<br>| 104300 | &nbsp;&nbsp;23988 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JMT Network Services <br>PCL<br>| 184200 | &nbsp;&nbsp;49580 |
|  | Karmarts PCL | 119400 | &nbsp;&nbsp;33533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kasikornbank PCL <br>(KBANKF TB)<br>| 30400 | &nbsp;&nbsp;181564 |
|  | KCE Electronics PCL | 169900 | &nbsp;&nbsp;101339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Securities <br>Thailand PCL<br>| 445900 | &nbsp;&nbsp;58442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Khon Kaen Sugar <br>Industry PCL<br>| 673500 | &nbsp;&nbsp;26263 |
|  | Khonburi Sugar PCL | 64800 | &nbsp;&nbsp;12495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 29200 | &nbsp;&nbsp;66787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Klinique Medical Clinic <br>PCL<br>| 41700 | &nbsp;&nbsp;30400 |
|  | Krung Thai Bank PCL | 347700 | &nbsp;&nbsp;312003 |
|  | Krungthai Card PCL | 89600 | &nbsp;&nbsp;81479 |
|  | Lalin Property PCL | 77200 | &nbsp;&nbsp;11570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHF TB)<br>| 525100 | &nbsp;&nbsp;65047 |
|  | Lanna Resources PCL | 50800 | &nbsp;&nbsp;25216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LH Financial Group <br>PCL<br>| 1283700 | &nbsp;&nbsp;39942 |
|  | Loxley PCL | 153300 | &nbsp;&nbsp;6114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPN Development <br>PCL<br>| 615700 | &nbsp;&nbsp;30752 |
|  | MBK PCL | 134708 | &nbsp;&nbsp;77107 |
|  | MC Group PCL | 185600 | &nbsp;&nbsp;68326 |
|  | MCS Steel PCL | 99900 | &nbsp;&nbsp;27141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Lifesciences <br>PCL<br>| 82900 | &nbsp;&nbsp;95005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minor International <br>PCL<br>| 481000 | &nbsp;&nbsp;348716 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants Group <br>PCL<br>| 84400 | &nbsp;&nbsp;$50526 |
| \* | Mono Next PCL | 616500 | &nbsp;&nbsp;22293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moshi Moshi Retail <br>Corp. PLC<br>| 34900 | &nbsp;&nbsp;38573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muangthai Capital <br>PCL<br>| 101800 | &nbsp;&nbsp;109073 |
|  | Netbay PCL | 28600 | &nbsp;&nbsp;19734 |
|  | Next Capital PCL | 147500 | &nbsp;&nbsp;13017 |
|  | Northeast Rubber PCL | 492100 | &nbsp;&nbsp;74704 |
|  | NSL Foods PCL | 23300 | &nbsp;&nbsp;17102 |
|  | Osotspa PCL | 200000 | &nbsp;&nbsp;111788 |
| # | Plan B Media PCL | 267788 | &nbsp;&nbsp;31021 |
|  | Polyplex Thailand PCL | 90100 | &nbsp;&nbsp;23202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Praram 9 Hospital <br>PCL<br>| 119200 | &nbsp;&nbsp;71880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 281700 | &nbsp;&nbsp;56935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Marketing <br>PCL<br>| 69400 | &nbsp;&nbsp;26455 |
|  | Prima Marine PCL | 269900 | &nbsp;&nbsp;61303 |
| \* | Property Perfect PCL | 1293915 | &nbsp;&nbsp;2036 |
|  | Pruksa Holding PCL | 327300 | &nbsp;&nbsp;37420 |
| \* | PSG Corp. PCL | 208164 | &nbsp;&nbsp;15216 |
|  | PTG Energy PCL | 353200 | &nbsp;&nbsp;84700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Exploration & <br>Production PCL<br>| 199300 | &nbsp;&nbsp;779107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 175600 | &nbsp;&nbsp;137776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Oil & Retail <br>Business PCL<br>| 209000 | &nbsp;&nbsp;90012 |
|  | PTT PCL | 846600 | &nbsp;&nbsp;913893 |
|  | Quality Houses PCL | 1184700 | &nbsp;&nbsp;48607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajthanee Hospital <br>PCL<br>| 60300 | &nbsp;&nbsp;24533 |
| # | Ratch Group PCL | 134100 | &nbsp;&nbsp;132084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchaphruek Hospital <br>PCL<br>| 55300 | &nbsp;&nbsp;8614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchthani Leasing <br>PCL<br>| 666190 | &nbsp;&nbsp;35183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Container <br>Lines PCL<br>| 127100 | &nbsp;&nbsp;111191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rojana Industrial Park <br>PCL<br>| 343900 | &nbsp;&nbsp;50243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S Hotels & Resorts <br>PCL<br>| 530133 | &nbsp;&nbsp;28080 |
|  | Sabina PCL | 60000 | &nbsp;&nbsp;30451 |
|  | Saha-Union PCL | 31400 | &nbsp;&nbsp;27153 |
|  | Saksiam Leasing PCL | 254300 | &nbsp;&nbsp;26023 |
|  | Samart Corp. PCL | 167000 | &nbsp;&nbsp;31212 |
| # | Sansiri PCL | 3637500 | &nbsp;&nbsp;158556 |
|  | Sappe PCL | 15400 | &nbsp;&nbsp;16140 |
|  | SC Asset Corp. PCL | 383600 | &nbsp;&nbsp;20838 |
|  | SCB X PCL | 56000 | &nbsp;&nbsp;241069 |
|  | SCG Packaging PCL | 136900 | &nbsp;&nbsp;86569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SCGJWD Logistics <br>PCL<br>| 96500 | &nbsp;&nbsp;21317 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sermsang Power Corp. <br>Co. Ltd.<br>| 118666 | &nbsp;&nbsp;$11698 |
|  | Siam Cement PCL  | 63500 | &nbsp;&nbsp;414612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Siam Global House <br>PCL<br>| 429600 | &nbsp;&nbsp;93930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siam Wellness Group <br>PCL<br>| 285450 | &nbsp;&nbsp;27137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siamgas & <br>Petrochemicals PCL<br>| 162300 | &nbsp;&nbsp;37637 |
|  | Sikarin PCL, Class F | 97300 | &nbsp;&nbsp;22435 |
| \* | Singer Thailand PCL | 167600 | &nbsp;&nbsp;25306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SiS Distribution <br>Thailand PCL<br>| 15500 | &nbsp;&nbsp;9948 |
|  | SISB PCL | 72400 | &nbsp;&nbsp;23869 |
| \* | SKY ICT PCL | 61300 | &nbsp;&nbsp;20676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somboon Advance <br>Technology PCL<br>| 79300 | &nbsp;&nbsp;37282 |
|  | SPCG PCL | 124500 | &nbsp;&nbsp;37963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Agro-Industry <br>PCL<br>| 192800 | &nbsp;&nbsp;78480 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 305500 | &nbsp;&nbsp;86966 |
|  | Srisawad Corp. PCL | 129765 | &nbsp;&nbsp;102464 |
|  | Srivichai Vejvivat PCL | 49900 | &nbsp;&nbsp;12982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 537464 | &nbsp;&nbsp;115661 |
| \* | Stecon Group PCL | 239400 | &nbsp;&nbsp;60229 |
| \* | STP & I PCL | 430579 | &nbsp;&nbsp;62558 |
|  | Supalai PCL | 306700 | &nbsp;&nbsp;177252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Energy Corp. <br>PCL<br>| 8310300 | &nbsp;&nbsp;28718 |
|  | Susco PCL | 298200 | &nbsp;&nbsp;20837 |
|  | SVI PCL | 142800 | &nbsp;&nbsp;33415 |
|  | Synnex Thailand PCL | 37700 | &nbsp;&nbsp;11798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syntec Construction <br>PCL<br>| 243200 | &nbsp;&nbsp;12556 |
|  | TAC Consumer PCL | 207600 | &nbsp;&nbsp;35925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taokaenoi Food & <br>Marketing PCL, <br>Class F<br>| 175400 | &nbsp;&nbsp;22684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thai Airways <br>International PCL<br>| 38000 | &nbsp;&nbsp;9008 |
|  | Thai Coconut PCL | 136700 | &nbsp;&nbsp;23541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thai Life Insurance <br>PCL<br>| 175600 | &nbsp;&nbsp;66231 |
|  | Thai Oil PCL | 153779 | &nbsp;&nbsp;209150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY/F TB), <br>Class F<br>| 8200 | &nbsp;&nbsp;49637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 367400 | &nbsp;&nbsp;137670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Vegetable Oil <br>PCL<br>| 106820 | &nbsp;&nbsp;79388 |
| \* | Thaicom PCL | 142100 | &nbsp;&nbsp;41424 |
|  | Thaifoods Group PCL | 541000 | &nbsp;&nbsp;81711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanachart Capital <br>PCL<br>| 31700 | &nbsp;&nbsp;59416 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thoresen Thai <br>Agencies PCL<br>| 459400 | &nbsp;&nbsp;$61643 |
|  | TIDLOR Holdings PCL | 206834 | &nbsp;&nbsp;111495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tipco Asphalt PCL <br>(TASCO/F TB)<br>| 124700 | &nbsp;&nbsp;55862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tisco Financial Group <br>PCL (TISCO/F TB)<br>| 20300 | &nbsp;&nbsp;72507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TMBThanachart Bank <br>PCL<br>| 1826374 | &nbsp;&nbsp;117082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOA Paint Thailand <br>PCL<br>| 137400 | &nbsp;&nbsp;63352 |
| # | TPI Polene PCL | 923700 | &nbsp;&nbsp;21451 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TPI Polene Power <br>PCL<br>| 718288 | &nbsp;&nbsp;41788 |
|  | TQM Alpha PCL | 40000 | &nbsp;&nbsp;15242 |
|  | Triple i Logistics PCL | 129700 | &nbsp;&nbsp;16007 |
|  | True Corp. PCL | 793490 | &nbsp;&nbsp;292239 |
|  | TTW PCL | 265400 | &nbsp;&nbsp;77562 |
|  | United Paper PCL | 93800 | &nbsp;&nbsp;22494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univanich Palm Oil <br>PCL<br>| 247200 | &nbsp;&nbsp;100587 |
|  | Vanachai Group PCL | 101000 | &nbsp;&nbsp;5443 |
|  | VGI PCL | 1918110 | &nbsp;&nbsp;52350 |
|  | WHA Corp. PCL | 824900 | &nbsp;&nbsp;90901 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;18478730 |
| TURKEY — (1.1%) | TURKEY — (1.1%) | TURKEY — (1.1%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adese Gayrimenkul <br>Yatirim AS<br>| 375530 | &nbsp;&nbsp;11401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agesa Hayat ve <br>Emeklilik AS<br>| 9026 | &nbsp;&nbsp;52223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ahlatci Dogal Gaz <br>Dagitim Enerji VE <br>Yatirim AS<br>| 54473 | &nbsp;&nbsp;33226 |
|  | Akbank TAS | 500905 | &nbsp;&nbsp;1071466 |
|  | Akcansa Cimento AS | 8691 | &nbsp;&nbsp;38920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akfen Yenilenebilir <br>Enerji AS<br>| 98697 | &nbsp;&nbsp;42441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Akrilik Kimya <br>Sanayii AS<br>| 325600 | &nbsp;&nbsp;82949 |
| \* | Aksa Enerji Uretim AS | 31025 | &nbsp;&nbsp;52664 |
| \* | Aksigorta AS | 239060 | &nbsp;&nbsp;45430 |
|  | Alarko Holding AS | 50277 | &nbsp;&nbsp;125262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 562031 | &nbsp;&nbsp;119648 |
| \* | Alkim Alkali Kimya AS | 46788 | &nbsp;&nbsp;20880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 201628 | &nbsp;&nbsp;132570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik <br>Ve Malt Sanayii AS<br>| 181040 | &nbsp;&nbsp;80102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Hayat <br>Emeklilik AS<br>| 17273 | &nbsp;&nbsp;49097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anel Elektrik Proje <br>Taahhut ve Ticaret <br>AS<br>| 26537 | &nbsp;&nbsp;9983 |
| #\* | Arcelik AS | 11284 | &nbsp;&nbsp;29653 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 45902 | &nbsp;&nbsp;$49791 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arsan Tekstil Ticaret ve <br>Sanayi AS<br>| 204435 | &nbsp;&nbsp;20158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aselsan Elektronik <br>Sanayi Ve Ticaret <br>AS<br>| 75548 | &nbsp;&nbsp;528640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astor Transformator <br>Enerji Turizm Insaat <br>Ve Petrol Sanayi <br>Ticaret AS<br>| 42628 | &nbsp;&nbsp;156520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aydem Yenilenebilir <br>Enerji AS<br>| 30439 | &nbsp;&nbsp;17518 |
|  | Aygaz AS | 17653 | &nbsp;&nbsp;97396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baskent Dogalgaz <br>Dagitim Gayrimenkul <br>Yatirim Ortakligi AS<br>| 20555 | &nbsp;&nbsp;21685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baticim Bati Anadolu <br>Cimento Sanayii AS<br>| 627929 | &nbsp;&nbsp;69706 |
| \* | Bera Holding AS | 190434 | &nbsp;&nbsp;78977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Besler Gida Ve Kimya <br>Sanayi Ve Ticaret <br>AS<br>| 82055 | &nbsp;&nbsp;27048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar <br>AS<br>| 25579 | &nbsp;&nbsp;390353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bogazici Beton Sanayi <br>Ve Ticaret AS<br>| 24607 | &nbsp;&nbsp;11873 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Birlesik Boru <br>Fabrikalari Sanayi ve <br>Ticaret AS<br>| 3049 | &nbsp;&nbsp;45142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Yatirim ve <br>Pazarlama AS<br>| 382 | &nbsp;&nbsp;20274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bosch Fren Sistemleri <br>Sanayi ve Ticaret <br>AS<br>| 11933 | &nbsp;&nbsp;43347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisa Bridgestone <br>Sabanci Sanayi ve <br>Ticaret AS<br>| 10783 | &nbsp;&nbsp;22607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bursa Cimento <br>Fabrikasi AS<br>| 296334 | &nbsp;&nbsp;47465 |
| \* | Can2 Termik AS | 1277013 | &nbsp;&nbsp;61474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celebi Hava Servisi <br>AS<br>| 335 | &nbsp;&nbsp;14042 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemas Dokum Sanayi <br>AS<br>| 155407 | &nbsp;&nbsp;20882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cimsa Cimento Sanayi <br>VE Ticaret AS<br>| 89272 | &nbsp;&nbsp;105807 |
|  | Coca-Cola Icecek AS | 102155 | &nbsp;&nbsp;169337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CW Enerji Muhendislik <br>Ticaret VE Sanayi <br>AS<br>| 28426 | &nbsp;&nbsp;21299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DAP Gayrimenkul <br>Gelistirme AS<br>| 115794 | &nbsp;&nbsp;28807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dardanel Onentas <br>Gida Sanayi AS<br>| 169329 | &nbsp;&nbsp;9516 |
| \* | Deva Holding AS | 19448 | &nbsp;&nbsp;29881 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogan Sirketler Grubu <br>Holding AS<br>| 225117 | &nbsp;&nbsp;$112430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogu Aras Enerji <br>Yatirimlari AS<br>| 29798 | &nbsp;&nbsp;56222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv Servis <br>ve Ticaret AS<br>| 30411 | &nbsp;&nbsp;160585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ebebek Magazacilik <br>AS<br>| 16285 | &nbsp;&nbsp;22557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eczacibasi Yatirim <br>Holding Ortakligi AS<br>| 4420 | &nbsp;&nbsp;33601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Endustri VE <br>Ticaret AS<br>| 163 | &nbsp;&nbsp;27768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Gubre Sanayii <br>AS<br>| 12670 | &nbsp;&nbsp;27510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIS Eczacibasi Ilac ve <br>Sinai ve Finansal <br>Yatirimlar Sanayi ve <br>Ticaret AS<br>| 28789 | &nbsp;&nbsp;78912 |
| Ω | Enerjisa Enerji AS | 25463 | &nbsp;&nbsp;61345 |
|  | Enerya Enerji AS | 116426 | &nbsp;&nbsp;26575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enka Insaat ve Sanayi <br>AS<br>| 125992 | &nbsp;&nbsp;283093 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Erbosan Erciyas Boru <br>Sanayii ve Ticaret <br>AS<br>| 5739 | &nbsp;&nbsp;27586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eregli Demir ve Celik <br>Fabrikalari TAS<br>| 261524 | &nbsp;&nbsp;169300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Escar Turizm <br>Tasimacilik Ticaret <br>AS<br>| 19337 | &nbsp;&nbsp;12473 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Esenboga Elektrik <br>Uretim AS<br>| 299487 | &nbsp;&nbsp;27201 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europen Endustri <br>Insaat Sanayi VE <br>Ticaret AS<br>| 339359 | &nbsp;&nbsp;39222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europower Enerji VE <br>Otomasyon <br>Teknolojileri Sanayi <br>Ticaret AS<br>| 24619 | &nbsp;&nbsp;23572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Otomotiv Sanayi <br>AS<br>| 35583 | &nbsp;&nbsp;93008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEN Ilac VE Saglik <br>Urunleri Sanayi VE <br>Ticaret AS<br>| 10441 | &nbsp;&nbsp;28994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gentas Genel Metal <br>Sanayi ve Ticaret <br>AS<br>| 95598 | &nbsp;&nbsp;27740 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Girsim Elektrik Sanayi <br>Taahut Ve Ticaret <br>AS<br>| 37776 | &nbsp;&nbsp;48163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim Holding <br>AS<br>| 466026 | &nbsp;&nbsp;157381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goknur Gida Maddeleri <br>Ithalat Ihracat Ticaret <br>Ve Sanayi AS<br>| 59490 | &nbsp;&nbsp;31041 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goltas Goller Bolgesi <br>Cimento Sanayi ve <br>Ticaret AS<br>| 3751 | &nbsp;&nbsp;$30803 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gozde Girisim <br>Sermayesi Yatirim <br>Ortakligi AS<br>| 64607 | &nbsp;&nbsp;37885 |
|  | Grainturk Tarim AS | 3655 | &nbsp;&nbsp;18625 |
| \* | GSD Holding AS | 286149 | &nbsp;&nbsp;33252 |
| #\* | Gubre Fabrikalari TAS | 8277 | &nbsp;&nbsp;91629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GUR-Sel Turizm <br>Tasimacilik VE <br>Servis Ticaret AS<br>| 7520 | &nbsp;&nbsp;65875 |
| \* | Hektas Ticaret TAS | 346845 | &nbsp;&nbsp;26871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitit Bilgisayar <br>Hizmetleri AS<br>| 6775 | &nbsp;&nbsp;7075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IC Enterra Yenilenebilir <br>Enerji AS<br>| 75257 | &nbsp;&nbsp;19246 |
| \* | Ihlas Holding AS | 515900 | &nbsp;&nbsp;27255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indeks Bilgisayar <br>Sistemleri <br>Muhendislik Sanayi <br>ve Ticaret AS<br>| 160496 | &nbsp;&nbsp;32090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Finansal Kiralama <br>AS<br>| 121654 | &nbsp;&nbsp;60144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Is Yatirim Menkul <br>Degerler AS<br>| 92488 | &nbsp;&nbsp;102234 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izdemir Enerji Elektrik <br>Uretim AS<br>| 82863 | &nbsp;&nbsp;18177 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izmir Demir Celik <br>Sanayi AS<br>| 164302 | &nbsp;&nbsp;27583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalekim Kimyevi <br>Maddeler Sanayi ve <br>Ticaret AS<br>| 45847 | &nbsp;&nbsp;42011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMA TI), <br>Class A<br>| 37097 | &nbsp;&nbsp;24132 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMD TI), <br>Class D<br>| 241821 | &nbsp;&nbsp;162171 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Karsan Otomotiv <br>Sanayii Ve Ticaret <br>AS<br>| 60736 | &nbsp;&nbsp;13878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 1017930 | &nbsp;&nbsp;68971 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kayseri Seker <br>Fabrikasi AS<br>| 381679 | &nbsp;&nbsp;43008 |
|  | Kiler Holding AS | 12084 | &nbsp;&nbsp;163993 |
|  | KOC Holding AS | 80832 | &nbsp;&nbsp;386605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kocaer Celik Sanayi <br>Ve Ticaret AS<br>| 85664 | &nbsp;&nbsp;22827 |
|  | LDR Turizm AS | 26712 | &nbsp;&nbsp;44160 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Limak Dogu Anadolu <br>Cimento Sanayi VE <br>Ticaret AS<br>| 27636 | &nbsp;&nbsp;$21046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logo Yazilim Sanayi <br>Ve Ticaret AS<br>| 19489 | &nbsp;&nbsp;74194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lokman Hekim <br>Engurusag Saglik <br>Turizm Egitim <br>Hizmetleri ve Insaat <br>Taahhut AS<br>| 60806 | &nbsp;&nbsp;24822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Margun Enerji Uretim <br>Sanayi VE Ticaret <br>AS<br>| 105835 | &nbsp;&nbsp;100156 |
| \* | Marmara Holding AS | 135361 | &nbsp;&nbsp;7985 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mavi Giyim Sanayi Ve <br>Ticaret AS, Class B<br>| 156254 | &nbsp;&nbsp;173953 |
| #\* | MIA Teknoloji AS | 42541 | &nbsp;&nbsp;36430 |
|  | Migros Ticaret AS | 7350 | &nbsp;&nbsp;107656 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;MLP Saglik Hizmetleri <br>AS<br>| 22938 | &nbsp;&nbsp;248575 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mogan Enerji Yatirim <br>Holding AS<br>| 87551 | &nbsp;&nbsp;17914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Naturel Yenilenebilir <br>Enerji Ticaret AS<br>| 80865 | &nbsp;&nbsp;15951 |
| \* | NET Holding AS | 60396 | &nbsp;&nbsp;66748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuh Cimento Sanayi <br>AS<br>| 10200 | &nbsp;&nbsp;56357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ODAS Elektrik Uretim <br>ve Sanayi Ticaret <br>AS<br>| 202488 | &nbsp;&nbsp;26932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 18555 | &nbsp;&nbsp;30645 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Cimento <br>Fabrikalari AS<br>| 189465 | &nbsp;&nbsp;120480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Yatirim Menkul <br>Degerler AS<br>| 31633 | &nbsp;&nbsp;34317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Parsan Makina <br>Parcalari Sanayii AS<br>| 9178 | &nbsp;&nbsp;21030 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pasifik Eurasia Lojistik <br>Dis Ticaret AS<br>| 19773 | &nbsp;&nbsp;67597 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Hava <br>Tasimaciligi AS<br>| 46634 | &nbsp;&nbsp;218969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peker Gayrimenkul <br>Yatirim Ortakligi AS<br>| 40494 | &nbsp;&nbsp;9328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petkim Petrokimya <br>Holding AS<br>| 211934 | &nbsp;&nbsp;89961 |
| \* | Polisan Holding AS | 34039 | &nbsp;&nbsp;14254 |
| \* | Ral Yatirim Holding AS | 12334 | &nbsp;&nbsp;53414 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reysas Tasimacilik ve <br>Lojistik Ticaret AS<br>| 254592 | &nbsp;&nbsp;107726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 148535 | &nbsp;&nbsp;156582 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sasa Polyester Sanayi <br>AS<br>| 750739 | &nbsp;&nbsp;44045 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDT Uzay VE <br>Savunma <br>Teknolojileri AS<br>| 3676 | &nbsp;&nbsp;$17263 |
|  | Sekerbank Turk AS | 916418 | &nbsp;&nbsp;192579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selcuk Ecza Deposu <br>Ticaret ve Sanayi <br>AS<br>| 10411 | &nbsp;&nbsp;19253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sok Marketler Ticaret <br>AS<br>| 95948 | &nbsp;&nbsp;143354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUN Tekstil Sanayi Ve <br>Ticaret AS<br>| 42525 | &nbsp;&nbsp;41707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suwen Tekstil Sanayi <br>Pazarlama AS<br>| 116500 | &nbsp;&nbsp;23996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAB Gida Sanayi Ve <br>Ticaret AS<br>| 4560 | &nbsp;&nbsp;28200 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tapdi Oksijen Ozel <br>Saglik Hizmetleri <br>Sanayi VE Ticaret <br>AS<br>| 20984 | &nbsp;&nbsp;12785 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tatlipinar Enerji Uretim <br>AS<br>| 38976 | &nbsp;&nbsp;10329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TAV Havalimanlari <br>Holding AS<br>| 39376 | &nbsp;&nbsp;315311 |
|  | Tekfen Holding AS | 16654 | &nbsp;&nbsp;29397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tofas Turk Otomobil <br>Fabrikasi AS<br>| 8230 | &nbsp;&nbsp;61887 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Anadolu Metal <br>Madencilik <br>Isletmeleri AS<br>| 20447 | &nbsp;&nbsp;67172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Dogal Enerji <br>Kaynaklari Arastirma <br>Ve Uretim AS, <br>Class A<br>| 14896 | &nbsp;&nbsp;36834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 902472 | &nbsp;&nbsp;60273 |
|  | Turcas Holding AS | 41030 | &nbsp;&nbsp;44221 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Altin Isletmeleri <br>AS<br>| 41793 | &nbsp;&nbsp;52169 |
|  | Turk Hava Yollari AO | 72184 | &nbsp;&nbsp;504899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Telekomunikasyon <br>AS<br>| 121357 | &nbsp;&nbsp;184870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim <br>Hizmetleri AS<br>| 233838 | &nbsp;&nbsp;630217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti <br>Bankasi AS<br>| 90293 | &nbsp;&nbsp;335139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Is Bankasi AS, <br>Class C<br>| 1192339 | &nbsp;&nbsp;458357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Petrol <br>Rafinerileri AS<br>| 99986 | &nbsp;&nbsp;563430 |
|  | Turkiye Sigorta AS | 231215 | &nbsp;&nbsp;64748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai Kalkinma <br>Bankasi AS<br>| 844441 | &nbsp;&nbsp;273917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam <br>Fabrikalari AS<br>| 108612 | &nbsp;&nbsp;114082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Vakiflar <br>Bankasi TAO, <br>Class D<br>| 292992 | &nbsp;&nbsp;$247168 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 77191 | &nbsp;&nbsp;240844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usak Seramik Sanayii <br>AS<br>| 292700 | &nbsp;&nbsp;19320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Finansal <br>Kiralama AS<br>| 1095222 | &nbsp;&nbsp;52236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Beyaz Esya <br>Sanayi ve Ticaret <br>AS<br>| 102700 | &nbsp;&nbsp;19453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Elektronik <br>Sanayi ve Ticaret <br>AS<br>| 57765 | &nbsp;&nbsp;41715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi <br>AS<br>| 477106 | &nbsp;&nbsp;450622 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatas Yatak ve Yorgan <br>Sanayi ve Ticaret <br>AS<br>| 50837 | &nbsp;&nbsp;56144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yayla Agro Gida <br>Sanayi VE Nakliyat <br>AS<br>| 127653 | &nbsp;&nbsp;37629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YEO Teknoloji Enerji <br>VE Endustri AS<br>| 26422 | &nbsp;&nbsp;26403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ziraat Gayrimenkul <br>Yatirim Ortakligi AS<br>| 65156 | &nbsp;&nbsp;35680 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik <br>Uretim AS<br>| 440149 | &nbsp;&nbsp;33474 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;14748383 |
| UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Aviation <br>Co.<br>| 14380 | &nbsp;&nbsp;20672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Commercial <br>Bank PJSC<br>| 279324 | &nbsp;&nbsp;1158607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Islamic <br>Bank PJSC<br>| 167372 | &nbsp;&nbsp;1110035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Hotels<br>| 1812138 | &nbsp;&nbsp;215919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Insurance Co. PSC<br>| 48909 | &nbsp;&nbsp;106424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National Oil <br>Co. for Distribution <br>PJSC<br>| 473588 | &nbsp;&nbsp;528731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 320833 | &nbsp;&nbsp;451117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ship <br>Building Co. PJSC<br>| 17840 | &nbsp;&nbsp;39369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Drilling Co. <br>PJSC<br>| 394041 | &nbsp;&nbsp;572071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Logistics & <br>Services<br>| 266618 | &nbsp;&nbsp;407441 |
|  | Agility Global PLC | 1256681 | &nbsp;&nbsp;461997 |
|  | Agthia Group PJSC | 97134 | &nbsp;&nbsp;97910 |
|  | Air Arabia PJSC | 705958 | &nbsp;&nbsp;958099 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | Ajman Bank PJSC | 311353 | &nbsp;&nbsp;$125472 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AL Seer Marine <br>Supplies & <br>Equipment Co. LLC<br>| 59908 | &nbsp;&nbsp;40151 |
|  | Aldar Properties PJSC | 209511 | &nbsp;&nbsp;547706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alef Education Holding <br>PLC<br>| 57245 | &nbsp;&nbsp;16064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Dhabi Holding <br>PJSC<br>| 92098 | &nbsp;&nbsp;223878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amanat Holdings <br>PJSC<br>| 499460 | &nbsp;&nbsp;175390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Americana Restaurants <br>International PLC - <br>Foreign Co.<br>| 558671 | &nbsp;&nbsp;237079 |
| \* | Amlak Finance PJSC | 92639 | &nbsp;&nbsp;44648 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apex Investment Co. <br>PSC<br>| 78960 | &nbsp;&nbsp;72480 |
| \* | Bank of Sharjah | 435484 | &nbsp;&nbsp;150515 |
|  | Burjeel Holdings PLC | 78949 | &nbsp;&nbsp;27094 |
|  | Dana Gas PJSC | 1698978 | &nbsp;&nbsp;432175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 451753 | &nbsp;&nbsp;125577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Electricity & <br>Water Authority <br>PJSC<br>| 333242 | &nbsp;&nbsp;274145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Financial Market <br>PJSC<br>| 762271 | &nbsp;&nbsp;344278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 860366 | &nbsp;&nbsp;937686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 327891 | &nbsp;&nbsp;862608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 256384 | &nbsp;&nbsp;1201670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 733488 | &nbsp;&nbsp;3000474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Central <br>Cooling Systems <br>Corp.<br>| 510543 | &nbsp;&nbsp;244650 |
|  | Emirates Driving Co. | 115541 | &nbsp;&nbsp;101930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Integrated <br>Telecommunications <br>Co. PJSC<br>| 209938 | &nbsp;&nbsp;589400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates NBD Bank <br>PJSC<br>| 336120 | &nbsp;&nbsp;2846668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates <br>Telecommunications <br>Group Co. PJSC<br>| 255939 | &nbsp;&nbsp;1372828 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EMSTEEL Building <br>Materials PJSC<br>| 359992 | &nbsp;&nbsp;113863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eshraq Investments <br>PJSC<br>| 356690 | &nbsp;&nbsp;43742 |
|  | Fertiglobe PLC | 257682 | &nbsp;&nbsp;190224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank <br>PJSC<br>| 284286 | &nbsp;&nbsp;1440402 |
| \* | Ghitha Holding PJSC | 11853 | &nbsp;&nbsp;54389 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Navigation <br>Holding PJSC<br>| 43065 | &nbsp;&nbsp;26336 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Pharmaceutical <br>Industries PSC<br>| 126729 | &nbsp;&nbsp;$40055 |
| \* | Manazel PJSC | 471037 | &nbsp;&nbsp;38896 |
| \* | Modon Holding PSC | 318773 | &nbsp;&nbsp;293643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of Ras <br>Al-Khaimah PSC<br>| 61337 | &nbsp;&nbsp;156030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Central <br>Cooling Co. PJSC<br>| 162622 | &nbsp;&nbsp;132922 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Corp. for <br>Tourism & Hotels<br>| 78396 | &nbsp;&nbsp;35250 |
|  | NMDC Group PJSC | 50961 | &nbsp;&nbsp;285402 |
|  | Palms Sports PrJSC | 4850 | &nbsp;&nbsp;10928 |
|  | Parkin Co. PJSC | 207026 | &nbsp;&nbsp;348585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Presight AI Holding <br>PLC<br>| 90406 | &nbsp;&nbsp;83107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pure Health Holding <br>PJSC<br>| 15045 | &nbsp;&nbsp;11185 |
| \* | RAK Properties PJSC | 474540 | &nbsp;&nbsp;168078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 244776 | &nbsp;&nbsp;169341 |
|  | Salik Co. PJSC | 346548 | &nbsp;&nbsp;602236 |
|  | Sharjah Islamic Bank | 491679 | &nbsp;&nbsp;477951 |
| \* | Shuaa Capital PSC | 224476 | &nbsp;&nbsp;14264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taaleem Holdings <br>PJSC<br>| 32168 | &nbsp;&nbsp;36698 |
|  | TECOM Group PJSC | 166981 | &nbsp;&nbsp;170970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero Group <br>PJSC<br>| 1017084 | &nbsp;&nbsp;625059 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 572379 | &nbsp;&nbsp;135665 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;25828179 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;1295071291 |
| PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |
| BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) | BRAZIL — (0.7%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpargatas SA, <br>13.231%<br>| 51327 | &nbsp;&nbsp;140149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axia Energia Class B, <br>7.132%<br>| 22000 | &nbsp;&nbsp;241665 |
| \* | Axia Energia Class C | 34901 | &nbsp;&nbsp;350154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 30406 | &nbsp;&nbsp;154955 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 79050 | &nbsp;&nbsp;75254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA, <br>6.739%<br>| 194686 | &nbsp;&nbsp;788325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 66700 | &nbsp;&nbsp;228258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Pine SA, <br>5.174%<br>| 12548 | &nbsp;&nbsp;31878 |

---

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centrais Eletricas de <br>Santa Catarina SA, <br>6.947%<br>| 1300 | &nbsp;&nbsp;$34580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Ferro Ligas da <br>Bahia FERBASA, <br>8.707%<br>| 27800 | &nbsp;&nbsp;44267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana, 4.533%<br>| 217148 | &nbsp;&nbsp;363512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais, <br>14.378%<br>| 196188 | &nbsp;&nbsp;427958 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 17043 | &nbsp;&nbsp;91162 |
|  | Energisa SA, 4.001% | 82 | &nbsp;&nbsp;149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria e <br>Comercio, 5.357%<br>| 11500 | &nbsp;&nbsp;45889 |
|  | Gerdau SA, 2.765% | 38 | &nbsp;&nbsp;162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isa Energia Brasil SA, <br>9.871%<br>| 60100 | &nbsp;&nbsp;318158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itau Unibanco Holding <br>SA, 9.784%<br>| 273063 | &nbsp;&nbsp;2360813 |
|  | Klabin SA, 8.728% | 3 | &nbsp;&nbsp;2 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 5464 | &nbsp;&nbsp;48444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 238823 | &nbsp;&nbsp;292700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA - <br>Petrobras, 7.682%<br>| 455373 | &nbsp;&nbsp;3267281 |
| \* | Raizen SA | 233826 | &nbsp;&nbsp;45763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 46700 | &nbsp;&nbsp;57147 |
|  | Schulz SA, 11.852% | 39876 | &nbsp;&nbsp;40461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Track & Field Co. SA, <br>1.832%<br>| 6600 | &nbsp;&nbsp;19564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipar Carbocloro SA, <br>19.844%<br>| 11868 | &nbsp;&nbsp;141778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas de <br>Minas Gerais SA <br>Usiminas<br>| 134253 | &nbsp;&nbsp;160713 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;9771141 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA <br>Class B<br>| 3458 | &nbsp;&nbsp;266256 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Argos SA, <br>4.719%<br>| 20261 | &nbsp;&nbsp;79907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones y <br>Valores SA, 2.827%<br>| 762551 | &nbsp;&nbsp;184610 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 28009 | &nbsp;&nbsp;$394729 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;659246 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TVS Motor Co. Ltd., <br>6.000%<br>| 126512 | &nbsp;&nbsp;13753 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;10710396 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA Rights <br>03/02/2026<br>| 6522 | &nbsp;&nbsp;991 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Corp. Bhd. <br>Warrants <br>01/06/2031<br>| 322575 | &nbsp;&nbsp;6547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Food Bhd. <br>Warrants <br>10/22/2035<br>| 76377 | &nbsp;&nbsp;920 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lianson Fleet Group <br>Bhd. Warrants <br>02/11/2031<br>| 6670 | &nbsp;&nbsp;0 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;7467 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp. <br>Rights 01/26/2026<br>| 13443 | &nbsp;&nbsp;45707 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 6053 | &nbsp;&nbsp;673 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;46380 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Assetwise PCL Rights | 3850 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL Warrants <br>05/28/2027<br>| 142950 | &nbsp;&nbsp;182 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;182 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;55020 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $847,703,423) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $847,703,423) |  | &nbsp;&nbsp;1305836707 |

---

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

------

**Emerging Markets ex China Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 1383051 | &nbsp;&nbsp;$15997750 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $863,701,093)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $863,701,093)^^ |  | &nbsp;&nbsp;$1321834457 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $27,484,716 or 2.1% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;$55687905 | &nbsp;&nbsp;&nbsp;$10243 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$55698148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;2230555 | &nbsp;&nbsp;&nbsp;8682468 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10913023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;3343243 | &nbsp;&nbsp;&nbsp;291993 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3635236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Czech Republic | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2157073 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2157073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Egypt | &nbsp;&nbsp;&nbsp;384301 | &nbsp;&nbsp;&nbsp;398049 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;782350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;1458597 | &nbsp;&nbsp;&nbsp;10549116 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12007713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4797930 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4797930 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;12444735 | &nbsp;&nbsp;&nbsp;239851343 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;252296078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;385884 | &nbsp;&nbsp;&nbsp;24376723 | &nbsp;&nbsp;&nbsp;$20046 | &nbsp;&nbsp;&nbsp;24782653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12932514 | &nbsp;&nbsp;&nbsp;44696 | &nbsp;&nbsp;&nbsp;12977210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25099896 | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;25099915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;34986296 | &nbsp;&nbsp;&nbsp;38001 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35024297 |
| &nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;1654937 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1654937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;34156 | &nbsp;&nbsp;&nbsp;7504281 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7538437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24464715 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24464715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11735814 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11735814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43235388 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43235388 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;10822325 | &nbsp;&nbsp;&nbsp;49335718 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60158043 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;11379132 | &nbsp;&nbsp;&nbsp;269785391 | &nbsp;&nbsp;&nbsp;91500 | &nbsp;&nbsp;&nbsp;281256023 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;649094 | &nbsp;&nbsp;&nbsp;365151922 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;365801016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;15216 | &nbsp;&nbsp;&nbsp;18463514 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18478730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14748383 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14748383 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25828179 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;25828179 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;9771141 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9771141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;266256 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;266256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;659246 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;659246 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13753 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13753 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7467 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7467 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46380 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15997750 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15997750 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$145906763 | &nbsp;&nbsp;&nbsp;$1175771433 | &nbsp;&nbsp;&nbsp;$156,261˂˃ | &nbsp;&nbsp;&nbsp;$1321834457 |

---

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

---

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

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) |  |
| AUSTRALIA — (4.2%) | AUSTRALIA — (4.2%) | AUSTRALIA — (4.2%) |  |
|  | AMP Ltd. | 124136 | &nbsp;&nbsp;$145328 |
|  | Ansell Ltd. | 7902 | &nbsp;&nbsp;179155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. AUB <br>AU<br>| 1525 | &nbsp;&nbsp;32010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUB Group Ltd. <br>AUBXX AU<br>| 179 | &nbsp;&nbsp;3766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurizon Holdings <br>Ltd.<br>| 98338 | &nbsp;&nbsp;251546 |
| \* | Austal Ltd. | 8486 | &nbsp;&nbsp;40923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Queensland <br>Ltd.<br>| 31808 | &nbsp;&nbsp;149811 |
|  | Bega Cheese Ltd. | 8949 | &nbsp;&nbsp;37879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bendigo & Adelaide <br>Bank Ltd.<br>| 27016 | &nbsp;&nbsp;205721 |
|  | Challenger Ltd. | 25514 | &nbsp;&nbsp;162510 |
|  | Champion Iron Ltd. | 23896 | &nbsp;&nbsp;96514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Waste <br>Management Ltd.<br>| 95788 | &nbsp;&nbsp;164185 |
|  | Downer EDI Ltd. | 30197 | &nbsp;&nbsp;168397 |
|  | Dyno Nobel Ltd. | 24775 | &nbsp;&nbsp;60339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Group <br>Ltd.<br>| 67083 | &nbsp;&nbsp;172333 |
|  | EVT Ltd. | 2551 | &nbsp;&nbsp;22087 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flight Centre Travel <br>Group Ltd.<br>| 7283 | &nbsp;&nbsp;81681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GrainCorp Ltd., <br>Class A<br>| 7404 | &nbsp;&nbsp;37127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harvey Norman <br>Holdings Ltd.<br>| 22485 | &nbsp;&nbsp;101041 |
| \* | IGO Ltd. | 39661 | &nbsp;&nbsp;226711 |
|  | Iluka Resources Ltd. | 20128 | &nbsp;&nbsp;73767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Judo Capital <br>Holdings Ltd.<br>| 26930 | &nbsp;&nbsp;33937 |
|  | Lendlease Corp. Ltd. | 37337 | &nbsp;&nbsp;124949 |
|  | Metcash Ltd. | 47732 | &nbsp;&nbsp;110042 |
| # \* | &nbsp;&nbsp;&nbsp;&nbsp;Mineral Resources <br>Ltd.<br>| 10039 | &nbsp;&nbsp;394888 |
|  | nib holdings Ltd. | 3375 | &nbsp;&nbsp;15742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nine Entertainment <br>Co. Holdings Ltd.<br>| 81313 | &nbsp;&nbsp;64482 |
|  | Orora Ltd. | 75193 | &nbsp;&nbsp;106774 |
|  | Perenti Ltd. | 42196 | &nbsp;&nbsp;81232 |
|  | Perpetual Ltd. | 5362 | &nbsp;&nbsp;67145 |
|  | Perseus Mining Ltd. | 71368 | &nbsp;&nbsp;274873 |
| \* | PEXA Group Ltd. | 7350 | &nbsp;&nbsp;70273 |
| \* | PLS Group Ltd. | 159440 | &nbsp;&nbsp;467826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramelius Resources <br>Ltd.<br>| 11517 | &nbsp;&nbsp;35470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ramsay Health Care <br>Ltd.<br>| 10720 | &nbsp;&nbsp;270421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Worldwide <br>Corp. Ltd.<br>| 42032 | &nbsp;&nbsp;109223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |
| \* | Resolute Mining Ltd. | 65790 | &nbsp;&nbsp;$58936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sandfire Resources <br>Ltd.<br>| 25570 | &nbsp;&nbsp;346960 |
|  | Sims Ltd. (SGM AU) | 8786 | &nbsp;&nbsp;123014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonic Healthcare <br>Ltd.<br>| 15407 | &nbsp;&nbsp;246386 |
|  | Steadfast Group Ltd. | 3015 | &nbsp;&nbsp;10919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Super Retail Group <br>Ltd.<br>| 6827 | &nbsp;&nbsp;69665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tabcorp Holdings <br>Ltd.<br>| 96333 | &nbsp;&nbsp;59137 |
|  | TPG Telecom Ltd. | 25017 | &nbsp;&nbsp;67485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Treasury Wine <br>Estates Ltd.<br>| 14926 | &nbsp;&nbsp;55620 |
| \* | Vault Minerals Ltd. | 1704 | &nbsp;&nbsp;6521 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Viva Energy Group <br>Ltd.<br>| 68081 | &nbsp;&nbsp;85227 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;West African <br>Resources Ltd.<br>| 16688 | &nbsp;&nbsp;40433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westgold Resources <br>Ltd.<br>| 20406 | &nbsp;&nbsp;97371 |
|  | Worley Ltd. | 27700 | &nbsp;&nbsp;257652 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | &nbsp;&nbsp;6165434 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |  |
|  | EVN AG | 1522 | &nbsp;&nbsp;51284 |
|  | Telekom Austria AG | 3405 | &nbsp;&nbsp;36160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNIQA Insurance <br>Group AG<br>| 5202 | &nbsp;&nbsp;96429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vienna Insurance <br>Group AG Wiener <br>Versicherung <br>Gruppe<br>| 1553 | &nbsp;&nbsp;122072 |
|  | voestalpine AG | 4323 | &nbsp;&nbsp;205280 |
|  | Wienerberger AG | 3617 | &nbsp;&nbsp;119558 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;630783 |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ackermans & van <br>Haaren NV<br>| 1475 | &nbsp;&nbsp;436406 |
|  | Ageas SA | 1019 | &nbsp;&nbsp;72380 |
|  | Colruyt Group NV | 2153 | &nbsp;&nbsp;82502 |
|  | Syensqo SA | 4897 | &nbsp;&nbsp;412150 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | &nbsp;&nbsp;1003438 |
| BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 4484 | &nbsp;&nbsp;51079 |
| \* | Cosan SA | 56346 | &nbsp;&nbsp;63169 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos <br>e Participacoes<br>| 10600 | &nbsp;&nbsp;$60223 |
|  | Fleury SA | 16700 | &nbsp;&nbsp;52739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, <br>Sponsored ADR<br>| 11837 | &nbsp;&nbsp;50544 |
|  | Hypera SA | 14500 | &nbsp;&nbsp;69459 |
|  | Lojas Renner SA | 34600 | &nbsp;&nbsp;98158 |
|  | M Dias Branco SA | 6200 | &nbsp;&nbsp;29252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 33456 | &nbsp;&nbsp;106546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natura Cosmeticos <br>SA<br>| 47800 | &nbsp;&nbsp;79655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 18200 | &nbsp;&nbsp;29637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar <br>Participacoes SA <br>(UGPA3 BZ)<br>| 34000 | &nbsp;&nbsp;163968 |
|  | Vibra Energia SA | 47449 | &nbsp;&nbsp;259300 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;1113729 |
| CANADA — (7.4%) | CANADA — (7.4%) | CANADA — (7.4%) |  |
| \* | Air Canada | 3400 | &nbsp;&nbsp;47068 |
|  | AltaGas Ltd. | 17200 | &nbsp;&nbsp;518785 |
| \* | ATS Corp. (ATS CN) | 4900 | &nbsp;&nbsp;139265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B2Gold Corp. (BTO <br>CN)<br>| 72900 | &nbsp;&nbsp;354957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brookfield Wealth <br>Solutions Ltd.<br>| 223 | &nbsp;&nbsp;10176 |
| \* | CAE, Inc. (CAE US) | 10180 | &nbsp;&nbsp;326167 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Tire Corp. <br>Ltd., Class A<br>| 2900 | &nbsp;&nbsp;356779 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capstone Copper <br>Corp.<br>| 21600 | &nbsp;&nbsp;239374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Definity Financial <br>Corp.<br>| 4400 | &nbsp;&nbsp;215339 |
|  | DPM Metals, Inc. | 7700 | &nbsp;&nbsp;268665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-L Financial Corp. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;89193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(EGO US)<br>| 1100 | &nbsp;&nbsp;47212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eldorado Gold Corp. <br>(ELD CN)<br>| 12100 | &nbsp;&nbsp;519136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empire Co. Ltd., <br>Class A<br>| 6000 | &nbsp;&nbsp;195998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Endeavour Mining <br>PLC<br>| 8138 | &nbsp;&nbsp;444298 |
|  | EQB, Inc. | 1239 | &nbsp;&nbsp;96625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX CN)<br>| 21500 | &nbsp;&nbsp;307583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Equinox Gold Corp. <br>(EQX US)<br>| 19917 | &nbsp;&nbsp;284813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exchange Income <br>Corp.<br>| 1000 | &nbsp;&nbsp;69768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finning International, <br>Inc.<br>| 7900 | &nbsp;&nbsp;495414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Majestic Silver <br>Corp. (FR CN)<br>| 4400 | &nbsp;&nbsp;$91609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals, Inc. <br>(HBM CN)<br>| 23300 | &nbsp;&nbsp;551849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iA Financial Corp., <br>Inc.<br>| 3229 | &nbsp;&nbsp;396757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. (IAG <br>US)<br>| 8900 | &nbsp;&nbsp;161802 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAMGOLD Corp. <br>(IMG CN)<br>| 17700 | &nbsp;&nbsp;321204 |
|  | IGM Financial, Inc. | 3900 | &nbsp;&nbsp;188634 |
|  | Linamar Corp. | 2100 | &nbsp;&nbsp;133127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International, <br>Inc. (MG CN)<br>| 15400 | &nbsp;&nbsp;787276 |
|  | OceanaGold Corp. | 14400 | &nbsp;&nbsp;466587 |
|  | Onex Corp. | 3500 | &nbsp;&nbsp;298219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Open Text Corp. <br>(OTEX CN)<br>| 14800 | &nbsp;&nbsp;378030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PrairieSky Royalty <br>Ltd.<br>| 12500 | &nbsp;&nbsp;272096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Premium Brands <br>Holdings Corp.<br>| 2500 | &nbsp;&nbsp;171850 |
|  | Saputo, Inc. | 11113 | &nbsp;&nbsp;335271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Bow Corp. <br>SOBO CN<br>| 12100 | &nbsp;&nbsp;343721 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SSR Mining, Inc. <br>(SSRM CN)<br>| 15946 | &nbsp;&nbsp;363503 |
|  | Stella-Jones, Inc. | 3000 | &nbsp;&nbsp;201153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torex Gold <br>Resources, Inc.<br>| 4000 | &nbsp;&nbsp;192531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber <br>Co. Ltd. (WFG <br>CN)<br>| 2600 | &nbsp;&nbsp;177560 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;10859394 |
| CHILE — (0.1%) | CHILE — (0.1%) | CHILE — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Sud Americana <br>de Vapores SA<br>| 990356 | &nbsp;&nbsp;54416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 5339 | &nbsp;&nbsp;28663 |
|  | Empresas CMPC SA | 21015 | &nbsp;&nbsp;31506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz <br>SAAM SA<br>| 738 | &nbsp;&nbsp;116 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;114701 |
| CHINA — (9.2%) | CHINA — (9.2%) | CHINA — (9.2%) |  |
| Ω | 3SBio, Inc. | 55500 | &nbsp;&nbsp;165490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAC Technologies <br>Holdings, Inc.<br>| 36000 | &nbsp;&nbsp;170893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. <br>Ltd., Class H<br>| 115000 | &nbsp;&nbsp;61000 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (9888 <br>HK), Class A<br>| 33750 | &nbsp;&nbsp;646905 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing <br>Co. Ltd., Class H<br>| 22500 | &nbsp;&nbsp;$22637 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 38000 | &nbsp;&nbsp;20483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 9100 | &nbsp;&nbsp;12800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Holdings Ltd.<br>| 23000 | &nbsp;&nbsp;104189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 202000 | &nbsp;&nbsp;69541 |
| Ω | BOC Aviation Ltd. | 9500 | &nbsp;&nbsp;98417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;123824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 34935 | &nbsp;&nbsp;71963 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp;CALB Group Co. <br>Ltd., Class H<br>| 14100 | &nbsp;&nbsp;44466 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China <br>Communications <br>Services Corp. <br>Ltd., Class H<br>| 122000 | &nbsp;&nbsp;74092 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Eastern <br>Airlines Corp. Ltd., <br>Class H<br>| 26000 | &nbsp;&nbsp;18020 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (3996 HK), <br>Class H<br>| 210000 | &nbsp;&nbsp;30889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Bank Co. Ltd., <br>Class H<br>| 138000 | &nbsp;&nbsp;57521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 140000 | &nbsp;&nbsp;188258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 120000 | &nbsp;&nbsp;118866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 11600 | &nbsp;&nbsp;293723 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 9200 | &nbsp;&nbsp;24934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 31800 | &nbsp;&nbsp;36157 |
| \* Ω | China Literature Ltd. | 20600 | &nbsp;&nbsp;94288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Medical <br>System Holdings <br>Ltd.<br>| 67000 | &nbsp;&nbsp;120182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 56000 | &nbsp;&nbsp;112706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Securities Co. Ltd., <br>Class H<br>| 18000 | &nbsp;&nbsp;$33620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Minsheng <br>Banking Corp. Ltd., <br>Class H<br>| 249000 | &nbsp;&nbsp;123896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 57000 | &nbsp;&nbsp;112978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield <br>Services Ltd., <br>Class H<br>| 94000 | &nbsp;&nbsp;103310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 195000 | &nbsp;&nbsp;112529 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., <br>Class H<br>| 73000 | &nbsp;&nbsp;34213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 224000 | &nbsp;&nbsp;50482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Beer Holdings Co. <br>Ltd.<br>| 54000 | &nbsp;&nbsp;180653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Gas Group Ltd.<br>| 42200 | &nbsp;&nbsp;116098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Land Ltd.<br>| 143500 | &nbsp;&nbsp;561973 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Pharmaceutical <br>Group Ltd.<br>| 95500 | &nbsp;&nbsp;55598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruyi Holdings <br>Ltd.<br>| 68000 | &nbsp;&nbsp;18807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 86000 | &nbsp;&nbsp;103304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 58800 | &nbsp;&nbsp;192678 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tower Corp. <br>Ltd., Class H<br>| 187500 | &nbsp;&nbsp;269771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang <br>Bank Co. Ltd., <br>Class H<br>| 105000 | &nbsp;&nbsp;33633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 96000 | &nbsp;&nbsp;71669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMOC Group Ltd., <br>Class H<br>| 177000 | &nbsp;&nbsp;497470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Sugar <br>Holding Co. Ltd., <br>Class A<br>| 8300 | &nbsp;&nbsp;21175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Development Co. <br>Ltd., Class H<br>| 146000 | &nbsp;&nbsp;20760 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Energy <br>Transportation Co. <br>Ltd., Class H<br>| 54000 | &nbsp;&nbsp;$97275 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Holdings Co. Ltd., <br>Class H<br>| 123500 | &nbsp;&nbsp;216985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRRC Corp. Ltd., <br>Class H<br>| 202000 | &nbsp;&nbsp;150059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC <br>Pharmaceutical <br>Group Ltd.<br>| 252000 | &nbsp;&nbsp;309137 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Damai Entertainment <br>Holdings Ltd.<br>| 330000 | &nbsp;&nbsp;41655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., <br>Class H<br>| 14000 | &nbsp;&nbsp;45629 |
| # \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Motor <br>Group Co. Ltd., <br>Class H<br>| 116000 | &nbsp;&nbsp;134103 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 11200 | &nbsp;&nbsp;12736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far East Horizon <br>Ltd.<br>| 87000 | &nbsp;&nbsp;87028 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(9698 HK), <br>Class A<br>| 26100 | &nbsp;&nbsp;145327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genscript Biotech <br>Corp.<br>| 62000 | &nbsp;&nbsp;101773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. <br>Ltd., Class H<br>| 41200 | &nbsp;&nbsp;96143 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. <br>Ltd., Class H<br>| 32000 | &nbsp;&nbsp;59752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 107000 | &nbsp;&nbsp;182296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 10500 | &nbsp;&nbsp;15028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 60000 | &nbsp;&nbsp;16924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Automobile Group <br>Co. Ltd., Class H<br>| 94000 | &nbsp;&nbsp;44134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Baiyunshan <br>Pharmaceutical <br>Holdings Co. Ltd., <br>Class H<br>| 10000 | &nbsp;&nbsp;24273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (6690 <br>HK), Class H<br>| 56000 | &nbsp;&nbsp;184616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 32000 | &nbsp;&nbsp;98992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Oxygen <br>Plant Group Co. <br>Ltd., Class A<br>| 3800 | &nbsp;&nbsp;17041 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengan International <br>Group Co. Ltd.<br>| 26500 | &nbsp;&nbsp;$95793 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 53000 | &nbsp;&nbsp;126366 |
| \* Ω | JD Logistics, Inc. | 90800 | &nbsp;&nbsp;129766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (9618 <br>HK), Class A<br>| 30150 | &nbsp;&nbsp;429958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Copper Co. <br>Ltd., Class H<br>| 55000 | &nbsp;&nbsp;328580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joincare <br>Pharmaceutical <br>Group Industry Co. <br>Ltd., Class A<br>| 7100 | &nbsp;&nbsp;11923 |
|  | JOYY, Inc., ADR | 501 | &nbsp;&nbsp;32239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Holdings <br>Ltd.<br>| 27500 | &nbsp;&nbsp;111440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Laminates <br>Holdings Ltd.<br>| 48500 | &nbsp;&nbsp;91061 |
|  | Kingsoft Corp. Ltd. | 44800 | &nbsp;&nbsp;171873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Energy Co. <br>Ltd.<br>| 182000 | &nbsp;&nbsp;186474 |
| # | Lenovo Group Ltd. | 268000 | &nbsp;&nbsp;301959 |
|  | Li Ning Co. Ltd. | 107000 | &nbsp;&nbsp;279803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Livzon <br>Pharmaceutical <br>Group, Inc., <br>Class H<br>| 6400 | &nbsp;&nbsp;24084 |
| # Ω | &nbsp;&nbsp;&nbsp;&nbsp;Longfor Group <br>Holdings Ltd.<br>| 97516 | &nbsp;&nbsp;128241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., <br>Class H<br>| 93000 | &nbsp;&nbsp;22001 |
|  | Minth Group Ltd. | 38000 | &nbsp;&nbsp;178902 |
| \* | MMG Ltd. | 80000 | &nbsp;&nbsp;103576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 36100 | &nbsp;&nbsp;293544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Overseas <br>International Ltd.<br>| 6500 | &nbsp;&nbsp;106491 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 32800 | &nbsp;&nbsp;28563 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 34000 | &nbsp;&nbsp;32678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 26000 | &nbsp;&nbsp;39944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class H<br>| 7200 | &nbsp;&nbsp;32781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fosun <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 20500 | &nbsp;&nbsp;53566 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Pharmaceuticals <br>Holding Co. Ltd., <br>Class H<br>| 32800 | &nbsp;&nbsp;$49985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Taigang <br>Stainless Steel Co. <br>Ltd., Class A<br>| 21400 | &nbsp;&nbsp;16073 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>Group Co. Ltd., <br>Class H<br>| 62400 | &nbsp;&nbsp;24980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen MTC Co. <br>Ltd., Class A<br>| 17300 | &nbsp;&nbsp;24121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhou <br>International Group <br>Holdings Ltd.<br>| 5200 | &nbsp;&nbsp;41357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Engineering <br>Group Co. Ltd., <br>Class H<br>| 59000 | &nbsp;&nbsp;56071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 128000 | &nbsp;&nbsp;26073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group <br>Co. Ltd., Class H<br>| 62000 | &nbsp;&nbsp;165431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 76000 | &nbsp;&nbsp;50425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Hong Kong <br>Ltd.<br>| 28500 | &nbsp;&nbsp;130877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 4600 | &nbsp;&nbsp;12507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Optical <br>Technology Group <br>Co. Ltd.<br>| 22900 | &nbsp;&nbsp;183511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 38000 | &nbsp;&nbsp;58418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianma <br>Microelectronics <br>Co. Ltd., Class A<br>| 9600 | &nbsp;&nbsp;13402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 5200 | &nbsp;&nbsp;32473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 20400 | &nbsp;&nbsp;60680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 48000 | &nbsp;&nbsp;65282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsingtao Brewery Co. <br>Ltd., Class H<br>| 20000 | &nbsp;&nbsp;126570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings <br>Ltd., ADR<br>| 14278 | &nbsp;&nbsp;244297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Want Want China <br>Holdings Ltd.<br>| 71000 | &nbsp;&nbsp;42820 |
|  | Wharf Holdings Ltd. | 44000 | &nbsp;&nbsp;142268 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yangtze Optical Fibre <br>& Cable Joint <br>Stock Co. Ltd., <br>Class H<br>| 7500 | &nbsp;&nbsp;79665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (YUMC US)<br>| 4684 | &nbsp;&nbsp;231483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding <br>Group Co. Ltd., <br>Class A<br>| 11300 | &nbsp;&nbsp;$11154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 9200 | &nbsp;&nbsp;25924 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 39600 | &nbsp;&nbsp;84409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 28000 | &nbsp;&nbsp;41714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC <br>Times Electric Co. <br>Ltd., Class H<br>| 21300 | &nbsp;&nbsp;116463 |
| # Ω | ZJLD Group, Inc. | 28000 | &nbsp;&nbsp;32390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. <br>Ltd., Class H<br>| 72800 | &nbsp;&nbsp;81671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. <br>(2057 HK)<br>| 11350 | &nbsp;&nbsp;250610 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;13442477 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |
|  | Grupo Argos SA | 810 | &nbsp;&nbsp;4106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 2635 | &nbsp;&nbsp;44547 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;48653 |
| DENMARK — (2.0%) | DENMARK — (2.0%) | DENMARK — (2.0%) |  |
|  | AL Sydbank | 1195 | &nbsp;&nbsp;108224 |
|  | Alm Brand AS | 43199 | &nbsp;&nbsp;119491 |
|  | FLSmidth & Co. AS | 308 | &nbsp;&nbsp;26401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genmab AS (GMAB <br>DC)<br>| 635 | &nbsp;&nbsp;206874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H Lundbeck AS <br>(HLUNB DC)<br>| 16538 | &nbsp;&nbsp;110877 |
|  | ISS AS | 9265 | &nbsp;&nbsp;351372 |
|  | Jyske Bank AS | 2445 | &nbsp;&nbsp;355812 |
| \* | NKT AS | 2937 | &nbsp;&nbsp;384119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ringkjoebing <br>Landbobank AS<br>| 1216 | &nbsp;&nbsp;306539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS <br>ROCKA DC, <br>Class A<br>| 2833 | &nbsp;&nbsp;96042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwool AS <br>ROCKB DC, <br>Class B<br>| 5470 | &nbsp;&nbsp;184722 |
|  | Tryg AS | 11378 | &nbsp;&nbsp;276520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestas Wind Systems <br>AS<br>| 5369 | &nbsp;&nbsp;162742 |
| \* | Zealand Pharma AS | 3536 | &nbsp;&nbsp;236479 |
| TOTAL DENMARK | TOTAL DENMARK |  | &nbsp;&nbsp;2926214 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (1.9%) | FINLAND — (1.9%) | FINLAND — (1.9%) |  |
|  | Fortum OYJ | 11383 | &nbsp;&nbsp;$268893 |
|  | Huhtamaki OYJ | 2275 | &nbsp;&nbsp;79841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ <br>(KESKOA FH), <br>Class A<br>| 3646 | &nbsp;&nbsp;91175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kesko OYJ <br>(KESKOB FH), <br>Class B<br>| 8648 | &nbsp;&nbsp;218737 |
|  | Konecranes OYJ | 1529 | &nbsp;&nbsp;180058 |
|  | Mandatum OYJ | 19381 | &nbsp;&nbsp;158058 |
|  | Neste OYJ | 21216 | &nbsp;&nbsp;541961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stora Enso OYJ, <br>Class R<br>| 29169 | &nbsp;&nbsp;335793 |
|  | UPM-Kymmene OYJ | 24148 | &nbsp;&nbsp;666198 |
| # | Valmet OYJ | 7956 | &nbsp;&nbsp;272625 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;2813339 |
| FRANCE — (4.4%) | FRANCE — (4.4%) | FRANCE — (4.4%) |  |
| \* | Alstom SA | 20305 | &nbsp;&nbsp;648306 |
| Ω | Amundi SA | 3108 | &nbsp;&nbsp;276330 |
|  | Arkema SA | 3888 | &nbsp;&nbsp;234143 |
| Ω | Ayvens SA | 22149 | &nbsp;&nbsp;321112 |
|  | Bouygues SA | 3187 | &nbsp;&nbsp;172269 |
|  | Carrefour SA | 40363 | &nbsp;&nbsp;661112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cie Generale des <br>Etablissements <br>Michelin SCA<br>| 27237 | &nbsp;&nbsp;1011426 |
|  | Eiffage SA | 3900 | &nbsp;&nbsp;578398 |
|  | Elis SA | 9395 | &nbsp;&nbsp;272779 |
|  | Eurazeo SE | 2359 | &nbsp;&nbsp;141703 |
|  | JCDecaux SE | 3626 | &nbsp;&nbsp;71518 |
|  | Pernod Ricard SA | 1341 | &nbsp;&nbsp;119908 |
|  | Renault SA | 14451 | &nbsp;&nbsp;545372 |
|  | Rexel SA | 11304 | &nbsp;&nbsp;473701 |
|  | SCOR SE | 10364 | &nbsp;&nbsp;337733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STMicroelectronics <br>NV (STM FP)<br>| 1037 | &nbsp;&nbsp;29283 |
|  | Teleperformance SE | 3315 | &nbsp;&nbsp;214134 |
|  | Tikehau Capital SCA | 1394 | &nbsp;&nbsp;26616 |
|  | Trigano SA | 471 | &nbsp;&nbsp;93715 |
|  | Vallourec SACA | 10019 | &nbsp;&nbsp;212632 |
|  | Vivendi SE | 3688 | &nbsp;&nbsp;10289 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;6452479 |
| GERMANY — (3.1%) | GERMANY — (3.1%) | GERMANY — (3.1%) |  |
| \* | Aumovio SE | 2525 | &nbsp;&nbsp;121160 |
|  | Aurubis AG | 1343 | &nbsp;&nbsp;253604 |
|  | Bechtle AG | 3722 | &nbsp;&nbsp;192919 |
|  | Bilfinger SE | 1347 | &nbsp;&nbsp;188726 |
|  | Brenntag SE | 4116 | &nbsp;&nbsp;250416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carl Zeiss Meditec <br>AG<br>| 1089 | &nbsp;&nbsp;36143 |
|  | Continental AG | 5050 | &nbsp;&nbsp;397381 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;DWS Group GmbH & <br>Co. KGaA<br>| 1646 | &nbsp;&nbsp;120510 |
|  | Evonik Industries AG | 12069 | &nbsp;&nbsp;186948 |
|  | Fielmann Group AG | 328 | &nbsp;&nbsp;16076 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fraport AG Frankfurt <br>Airport Services <br>Worldwide<br>| 1738 | &nbsp;&nbsp;$160809 |
|  | Freenet AG | 4183 | &nbsp;&nbsp;151045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical <br>Care AG (FME <br>GR)<br>| 10293 | &nbsp;&nbsp;463380 |
|  | FUCHS SE | 1095 | &nbsp;&nbsp;38537 |
|  | GEA Group AG | 5521 | &nbsp;&nbsp;394767 |
|  | KION Group AG | 3700 | &nbsp;&nbsp;261349 |
|  | Krones AG | 678 | &nbsp;&nbsp;109104 |
|  | RTL Group SA | 1935 | &nbsp;&nbsp;84366 |
|  | Schaeffler AG | 8096 | &nbsp;&nbsp;95485 |
|  | Symrise AG | 4531 | &nbsp;&nbsp;381452 |
|  | thyssenkrupp AG | 7276 | &nbsp;&nbsp;96994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tkms AG& Co. <br>KGaA<br>| 363 | &nbsp;&nbsp;42423 |
| \* | TUI AG | 8241 | &nbsp;&nbsp;87866 |
|  | United Internet AG | 3902 | &nbsp;&nbsp;126943 |
|  | Wacker Chemie AG | 1071 | &nbsp;&nbsp;86979 |
| \* Ω | Zalando SE | 8693 | &nbsp;&nbsp;249970 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;4595352 |
| GREECE — (0.2%) | GREECE — (0.2%) | GREECE — (0.2%) |  |
|  | Aegean Airlines SA | 1617 | &nbsp;&nbsp;28646 |
|  | GEK Terna SA | 907 | &nbsp;&nbsp;35701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 4233 | &nbsp;&nbsp;45557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 1473 | &nbsp;&nbsp;12367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 2801 | &nbsp;&nbsp;112777 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;235048 |
| HONG KONG — (0.9%) | HONG KONG — (0.9%) | HONG KONG — (0.9%) |  |
|  | ASMPT Ltd. | 700 | &nbsp;&nbsp;9335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of East Asia <br>Ltd.<br>| 51000 | &nbsp;&nbsp;97415 |
|  | CTF Services Ltd. | 57302 | &nbsp;&nbsp;67126 |
| \* Ω | FIT Hon Teng Ltd. | 83000 | &nbsp;&nbsp;51882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Junan <br>International <br>Holdings Ltd.<br>| 138000 | &nbsp;&nbsp;47197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung Group <br>Ltd.<br>| 43000 | &nbsp;&nbsp;92597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hang Lung <br>Properties Ltd.<br>| 101492 | &nbsp;&nbsp;122468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HKT Trust & HKT <br>Ltd.<br>| 15000 | &nbsp;&nbsp;22479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Electric <br>Holdings Ltd.<br>| 25500 | &nbsp;&nbsp;87835 |
|  | Kerry Properties Ltd. | 35000 | &nbsp;&nbsp;106252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Wah Holdings <br>Ltd.<br>| 72800 | &nbsp;&nbsp;45154 |
|  | NagaCorp Ltd. | 58000 | &nbsp;&nbsp;34169 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New World <br>Development Co. <br>Ltd.<br>| 47000 | &nbsp;&nbsp;$68383 |
|  | Shangri-La Asia Ltd. | 46000 | &nbsp;&nbsp;28683 |
| # \* | SJM Holdings Ltd. | 76000 | &nbsp;&nbsp;23325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (19 <br>HK), Class A<br>| 23000 | &nbsp;&nbsp;221947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (87 <br>HK), Class B<br>| 42500 | &nbsp;&nbsp;69001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yue Yuen Industrial <br>Holdings Ltd.<br>| 48000 | &nbsp;&nbsp;107054 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | &nbsp;&nbsp;1302302 |
| HUNGARY — (0.0%) | HUNGARY — (0.0%) | HUNGARY — (0.0%) |  |
|  | Richter Gedeon Nyrt | 100 | &nbsp;&nbsp;3346 |
| INDIA — (4.5%) | INDIA — (4.5%) | INDIA — (4.5%) |  |
|  | Aarti Industries Ltd. | 7095 | &nbsp;&nbsp;28713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aavas Financiers <br>Ltd.<br>| 1736 | &nbsp;&nbsp;27395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 21789 | &nbsp;&nbsp;80798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 283 | &nbsp;&nbsp;611 |
|  | Aegis Logistics Ltd. | 3591 | &nbsp;&nbsp;28141 |
|  | AIA Engineering Ltd. | 867 | &nbsp;&nbsp;37747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 1126 | &nbsp;&nbsp;9618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy <br>& Mobility Ltd.<br>| 5866 | &nbsp;&nbsp;53517 |
|  | Anant Raj Ltd. | 3973 | &nbsp;&nbsp;21954 |
|  | Angel One Ltd. | 1980 | &nbsp;&nbsp;54274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anupam Rasayan <br>India Ltd.<br>| 748 | &nbsp;&nbsp;10141 |
|  | Apar Industries Ltd. | 912 | &nbsp;&nbsp;79556 |
|  | Apollo Tyres Ltd. | 14540 | &nbsp;&nbsp;77849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 14755 | &nbsp;&nbsp;44357 |
|  | Ashok Leyland Ltd. | 147786 | &nbsp;&nbsp;317855 |
|  | Atul Ltd. | 275 | &nbsp;&nbsp;18657 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 4679 | &nbsp;&nbsp;49927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurobindo Pharma <br>Ltd.<br>| 13300 | &nbsp;&nbsp;173633 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 5528 | &nbsp;&nbsp;12869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 654 | &nbsp;&nbsp;16403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 2697 | &nbsp;&nbsp;12280 |
| Ω | Bandhan Bank Ltd. | 29362 | &nbsp;&nbsp;49385 |
|  | Bank of India | 20649 | &nbsp;&nbsp;36869 |
|  | Bank of Maharashtra | 45224 | &nbsp;&nbsp;32241 |
|  | BASF India Ltd. | 496 | &nbsp;&nbsp;19644 |
|  | BEML Ltd. | 2156 | &nbsp;&nbsp;42158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Bharat Forge Ltd. | 6052 | &nbsp;&nbsp;$95087 |
|  | Biocon Ltd. | 16604 | &nbsp;&nbsp;66335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 889 | &nbsp;&nbsp;16662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 6762 | &nbsp;&nbsp;55569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 959 | &nbsp;&nbsp;18081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capri Global Capital <br>Ltd.<br>| 6978 | &nbsp;&nbsp;13302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 4028 | &nbsp;&nbsp;34517 |
|  | Ceat Ltd. | 1174 | &nbsp;&nbsp;47960 |
|  | Cello World Ltd. | 2783 | &nbsp;&nbsp;15115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 2852 | &nbsp;&nbsp;13764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 2480 | &nbsp;&nbsp;44629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 2408 | &nbsp;&nbsp;11001 |
|  | City Union Bank Ltd. | 16073 | &nbsp;&nbsp;52467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 15480 | &nbsp;&nbsp;84726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 646 | &nbsp;&nbsp;15789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Craftsman <br>Automation Ltd.<br>| 669 | &nbsp;&nbsp;53293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess <br>Grameen Ltd.<br>| 2476 | &nbsp;&nbsp;35411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 19678 | &nbsp;&nbsp;47500 |
|  | Cyient Ltd. | 4241 | &nbsp;&nbsp;51919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 3216 | &nbsp;&nbsp;37218 |
|  | Deepak Nitrite Ltd. | 391 | &nbsp;&nbsp;7006 |
| \* | Delhivery Ltd. | 26524 | &nbsp;&nbsp;123003 |
|  | eClerx Services Ltd. | 903 | &nbsp;&nbsp;45800 |
| \* | EID Parry India Ltd. | 1489 | &nbsp;&nbsp;14931 |
|  | EIH Ltd. | 8960 | &nbsp;&nbsp;30950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 48089 | &nbsp;&nbsp;34693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emcure <br>Pharmaceuticals <br>Ltd.<br>| 223 | &nbsp;&nbsp;3557 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 2039 | &nbsp;&nbsp;53793 |
|  | Escorts Kubota Ltd. | 698 | &nbsp;&nbsp;25579 |
|  | Exide Industries Ltd. | 9717 | &nbsp;&nbsp;34069 |
|  | Federal Bank Ltd. | 83499 | &nbsp;&nbsp;261402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fine Organic <br>Industries Ltd.<br>| 201 | &nbsp;&nbsp;9257 |
|  | Finolex Cables Ltd. | 1948 | &nbsp;&nbsp;15379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Finolex Industries <br>Ltd.<br>| 5900 | &nbsp;&nbsp;11379 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 18012 | &nbsp;&nbsp;$62606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G R Infraprojects <br>Ltd.<br>| 419 | &nbsp;&nbsp;4457 |
| Ω | Gland Pharma Ltd. | 1931 | &nbsp;&nbsp;38453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 1614 | &nbsp;&nbsp;35584 |
|  | Granules India Ltd. | 4564 | &nbsp;&nbsp;28429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern <br>Shipping Co. Ltd. <br>| 4078 | &nbsp;&nbsp;53199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 6045 | &nbsp;&nbsp;363841 |
|  | HFCL Ltd. | 40421 | &nbsp;&nbsp;29826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 2742 | &nbsp;&nbsp;13732 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 3159 | &nbsp;&nbsp;40509 |
|  | IDFC First Bank Ltd. | 160125 | &nbsp;&nbsp;145549 |
|  | IIFL Finance Ltd. | 1677 | &nbsp;&nbsp;9623 |
|  | Indian Bank | 4972 | &nbsp;&nbsp;49349 |
| \* | Indus Towers Ltd. | 7452 | &nbsp;&nbsp;36010 |
| \* | IndusInd Bank Ltd. | 9139 | &nbsp;&nbsp;88784 |
|  | Info Edge India Ltd. | 3352 | &nbsp;&nbsp;45644 |
| \* | Inox Wind Ltd. | 25192 | &nbsp;&nbsp;29650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ipca Laboratories <br>Ltd.<br>| 1899 | &nbsp;&nbsp;30465 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 16739 | &nbsp;&nbsp;29945 |
|  | Jindal Saw Ltd. | 11400 | &nbsp;&nbsp;21665 |
|  | Jindal Stainless Ltd. | 9571 | &nbsp;&nbsp;85768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 3910 | &nbsp;&nbsp;21965 |
|  | JM Financial Ltd. | 12346 | &nbsp;&nbsp;17344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 3246 | &nbsp;&nbsp;34498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kajaria Ceramics <br>Ltd.<br>| 5032 | &nbsp;&nbsp;49031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 5654 | &nbsp;&nbsp;70325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac <br>Paints Ltd.<br>| 9054 | &nbsp;&nbsp;22587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Karur Vysya Bank <br>Ltd. <br>| 20800 | &nbsp;&nbsp;67462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEC International <br>Ltd.<br>| 6379 | &nbsp;&nbsp;46553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 1764 | &nbsp;&nbsp;22509 |
|  | KPR Mill Ltd. | 1054 | &nbsp;&nbsp;9986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 13386 | &nbsp;&nbsp;76790 |
|  | LT Foods Ltd. | 6230 | &nbsp;&nbsp;25140 |
|  | Lupin Ltd. | 6918 | &nbsp;&nbsp;161680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra <br>Scooters Ltd.<br>| 122 | &nbsp;&nbsp;17898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Financial Services <br>Ltd.<br>| 24598 | &nbsp;&nbsp;$99361 |
|  | Minda Corp. Ltd. | 4681 | &nbsp;&nbsp;28789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal <br>Financial Services <br>Ltd.<br>| 6566 | &nbsp;&nbsp;53702 |
|  | Mphasis Ltd. | 5266 | &nbsp;&nbsp;158144 |
|  | MRF Ltd. | 119 | &nbsp;&nbsp;172173 |
|  | Natco Pharma Ltd. | 4106 | &nbsp;&nbsp;37296 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Paradeep <br>Phosphates Ltd.<br>| 15499 | &nbsp;&nbsp;23446 |
|  | PCBL Chemical Ltd. | 2506 | &nbsp;&nbsp;7193 |
|  | Petronet LNG Ltd. | 23381 | &nbsp;&nbsp;73651 |
| \* | Piramal Finance Ltd. | 4493 | &nbsp;&nbsp;84988 |
|  | Piramal Pharma Ltd. | 15346 | &nbsp;&nbsp;25853 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing <br>Finance Ltd.<br>| 5975 | &nbsp;&nbsp;53416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poonawalla Fincorp <br>Ltd.<br>| 5549 | &nbsp;&nbsp;23934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 6229 | &nbsp;&nbsp;98983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Railtel Corp. of India <br>Ltd.<br>| 2252 | &nbsp;&nbsp;8683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 525 | &nbsp;&nbsp;12263 |
| Ω | RBL Bank Ltd. | 19916 | &nbsp;&nbsp;64494 |
|  | REC Ltd. | 23596 | &nbsp;&nbsp;93621 |
|  | Redington Ltd. | 29831 | &nbsp;&nbsp;88240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sammaan Capital <br>Ltd.<br>| 7175 | &nbsp;&nbsp;11746 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sona Blw Precision <br>Forgings Ltd.<br>| 4480 | &nbsp;&nbsp;24065 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 10408 | &nbsp;&nbsp;53201 |
|  | Sun TV Network Ltd. | 1350 | &nbsp;&nbsp;8164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 1500 | &nbsp;&nbsp;15274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 662 | &nbsp;&nbsp;4082 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 4083 | &nbsp;&nbsp;21062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 1043 | &nbsp;&nbsp;11113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 1669 | &nbsp;&nbsp;14991 |
|  | Trident Ltd. | 74110 | &nbsp;&nbsp;21016 |
|  | TVS Holdings Ltd. | 226 | &nbsp;&nbsp;36254 |
|  | UPL Ltd. | 21082 | &nbsp;&nbsp;161106 |
|  | Usha Martin Ltd. | 2887 | &nbsp;&nbsp;12812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 1006 | &nbsp;&nbsp;10554 |
|  | Vinati Organics Ltd. | 1170 | &nbsp;&nbsp;19386 |
|  | Welspun Corp. Ltd. | 4693 | &nbsp;&nbsp;37056 |
| \* | Yes Bank Ltd. | 621533 | &nbsp;&nbsp;144778 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 5720 | &nbsp;&nbsp;$40435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 4403 | &nbsp;&nbsp;42354 |
|  | Zydus Wellness Ltd. | 3788 | &nbsp;&nbsp;18532 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;6620802 |
| INDONESIA — (0.1%) | INDONESIA — (0.1%) | INDONESIA — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Negara <br>Indonesia Persero <br>Tbk. PT<br>| 79100 | &nbsp;&nbsp;21231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp <br>Tbk. PT<br>| 110100 | &nbsp;&nbsp;9454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elang Mahkota <br>Teknologi Tbk. PT<br>| 548000 | &nbsp;&nbsp;32010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 144300 | &nbsp;&nbsp;58599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 123400 | &nbsp;&nbsp;8724 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 1111900 | &nbsp;&nbsp;12406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pakuwon Jati Tbk. <br>PT<br>| 805500 | &nbsp;&nbsp;17278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 344800 | &nbsp;&nbsp;10743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 213500 | &nbsp;&nbsp;42061 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;212506 |
| IRELAND — (1.3%) | IRELAND — (1.3%) | IRELAND — (1.3%) |  |
|  | AIB Group PLC | 67667 | &nbsp;&nbsp;756391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ireland <br>Group PLC<br>| 51835 | &nbsp;&nbsp;1053155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry Group PLC <br>(KYGA ID), <br>Class A<br>| 277 | &nbsp;&nbsp;24623 |
| TOTAL IRELAND | TOTAL IRELAND |  | &nbsp;&nbsp;1834169 |
| ISRAEL — (1.0%) | ISRAEL — (1.0%) | ISRAEL — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Africa Israel <br>Residences Ltd.<br>| 382 | &nbsp;&nbsp;35782 |
|  | Ashtrom Group Ltd. | 2329 | &nbsp;&nbsp;51491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Azorim-Investment <br>Development & <br>Construction Co. <br>Ltd.<br>| 3343 | &nbsp;&nbsp;21396 |
|  | Carasso Motors Ltd. | 1408 | &nbsp;&nbsp;16883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cellcom Israel Ltd. <br>(CEL IT)<br>| 6309 | &nbsp;&nbsp;74915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clal Insurance <br>Enterprises <br>Holdings Ltd.<br>| 3142 | &nbsp;&nbsp;228508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delek Automotive <br>Systems Ltd.<br>| 2056 | &nbsp;&nbsp;15353 |
|  | Delta Galil Ltd. | 610 | &nbsp;&nbsp;33174 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |  |
|  | El Al Israel Airlines | 6288 | &nbsp;&nbsp;$35560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fattal Holdings 1998 <br>Ltd.<br>| 354 | &nbsp;&nbsp;72824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formula Systems <br>1985 Ltd. (FORTY <br>IT)<br>| 286 | &nbsp;&nbsp;45644 |
|  | Fox Wizel Ltd. | 291 | &nbsp;&nbsp;29379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gilat Satellite <br>Networks Ltd.<br>| 1578 | &nbsp;&nbsp;30585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IDI Insurance Co. <br>Ltd.<br>| 383 | &nbsp;&nbsp;30082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inrom Construction <br>Industries Ltd.<br>| 4765 | &nbsp;&nbsp;31022 |
|  | Isracard Ltd. | 8361 | &nbsp;&nbsp;39659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Israel Canada TR <br>Ltd.<br>| 9704 | &nbsp;&nbsp;54757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isras Investment Co. <br>Ltd.<br>| 67 | &nbsp;&nbsp;21195 |
|  | Kvutzat Acro Ltd. | 2100 | &nbsp;&nbsp;29312 |
|  | Lapidoth Capital Ltd. | 1194 | &nbsp;&nbsp;37552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M Yochananof & <br>Sons Ltd.<br>| 156 | &nbsp;&nbsp;18585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Migdal Insurance & <br>Financial Holdings <br>Ltd.<br>| 21703 | &nbsp;&nbsp;116450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mivtach Shamir <br>Holdings Ltd.<br>| 300 | &nbsp;&nbsp;39686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neto Malinda Trading <br>Ltd.<br>| 676 | &nbsp;&nbsp;38942 |
|  | Oil Refineries Ltd. | 178408 | &nbsp;&nbsp;58667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OY Nofar Energy <br>Ltd.<br>| 229 | &nbsp;&nbsp;11438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Partner <br>Communications <br>Co. Ltd.<br>| 4846 | &nbsp;&nbsp;58885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paz Retail & Energy <br>Ltd.<br>| 531 | &nbsp;&nbsp;129946 |
|  | Shufersal Ltd. | 3084 | &nbsp;&nbsp;39830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summit Real Estate <br>Holdings Ltd.<br>| 1772 | &nbsp;&nbsp;36056 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veridis Environment <br>Ltd.<br>| 2066 | &nbsp;&nbsp;23857 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | &nbsp;&nbsp;1507415 |
| ITALY — (3.8%) | ITALY — (3.8%) | ITALY — (3.8%) |  |
|  | A2A SpA | 79843 | &nbsp;&nbsp;240870 |
|  | ACEA SpA | 2380 | &nbsp;&nbsp;66336 |
|  | Azimut Holding SpA | 5063 | &nbsp;&nbsp;213881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banca Monte dei <br>Paschi di Siena <br>SpA<br>| 41649 | &nbsp;&nbsp;432058 |
|  | Banco BPM SpA | 57068 | &nbsp;&nbsp;855410 |
|  | BPER Banca SpA | 49476 | &nbsp;&nbsp;696792 |
|  | Brembo NV | 1286 | &nbsp;&nbsp;15470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credito Emiliano <br>SpA<br>| 3778 | &nbsp;&nbsp;69489 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DAN IM)<br>| 288 | &nbsp;&nbsp;$21263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Danieli & C Officine <br>Meccaniche SpA <br>(DANR IM)<br>| 1783 | &nbsp;&nbsp;91987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davide <br>Campari-Milano <br>NV<br>| 21431 | &nbsp;&nbsp;152743 |
|  | De' Longhi SpA | 1957 | &nbsp;&nbsp;86513 |
|  | ERG SpA | 1121 | &nbsp;&nbsp;29834 |
|  | Hera SpA | 45829 | &nbsp;&nbsp;226794 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Infrastrutture <br>Wireless Italiane <br>SpA<br>| 8014 | &nbsp;&nbsp;70849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interpump Group <br>SpA<br>| 4262 | &nbsp;&nbsp;247260 |
|  | Iveco Group NV | 9857 | &nbsp;&nbsp;220488 |
| Ω | Nexi SpA | 25130 | &nbsp;&nbsp;107292 |
| Ω | Pirelli & C SpA | 24130 | &nbsp;&nbsp;181704 |
| # | Saipem SpA | 67076 | &nbsp;&nbsp;247729 |
|  | Snam SpA | 29736 | &nbsp;&nbsp;204366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TIT IM)<br>| 639377 | &nbsp;&nbsp;433710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Telecom Italia SpA <br>(TITR IM)<br>| 323477 | &nbsp;&nbsp;256849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tenaris SA (TS US), <br>ADR<br>| 9090 | &nbsp;&nbsp;402687 |
|  | Webuild SpA | 15394 | &nbsp;&nbsp;63761 |
| TOTAL ITALY | TOTAL ITALY |  | &nbsp;&nbsp;5636135 |
| JAPAN — (15.0%) | JAPAN — (15.0%) | JAPAN — (15.0%) |  |
|  | 77 Bank Ltd. | 3300 | &nbsp;&nbsp;181234 |
|  | ADEKA Corp. | 4400 | &nbsp;&nbsp;130787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Financial <br>Service Co. Ltd.<br>| 6800 | &nbsp;&nbsp;74227 |
|  | Aica Kogyo Co. Ltd. | 1900 | &nbsp;&nbsp;43127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aichi Financial <br>Group, Inc.<br>| 1600 | &nbsp;&nbsp;56769 |
|  | Aichi Steel Corp. | 2000 | &nbsp;&nbsp;39825 |
|  | Aiful Corp. | 14300 | &nbsp;&nbsp;50847 |
|  | Air Water, Inc. | 9300 | &nbsp;&nbsp;141167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfresa Holdings <br>Corp.<br>| 9600 | &nbsp;&nbsp;154607 |
|  | Alps Alpine Co. Ltd. | 9900 | &nbsp;&nbsp;129669 |
| # | Aozora Bank Ltd. | 4800 | &nbsp;&nbsp;77765 |
|  | Arcs Co. Ltd. | 1800 | &nbsp;&nbsp;40439 |
|  | ARE Holdings, Inc. | 4500 | &nbsp;&nbsp;105494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ariake Japan Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;21751 |
|  | Artience Co. Ltd. | 2000 | &nbsp;&nbsp;47949 |
|  | Awa Bank Ltd. | 1400 | &nbsp;&nbsp;47078 |
|  | Bank of Nagoya Ltd. | 1400 | &nbsp;&nbsp;44361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brother Industries <br>Ltd.<br>| 8600 | &nbsp;&nbsp;175333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casio Computer Co. <br>Ltd.<br>| 1800 | &nbsp;&nbsp;17599 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | CCI Group, Inc. | 4600 | &nbsp;&nbsp;$27591 |
|  | Chudenko Corp. | 1400 | &nbsp;&nbsp;39932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chugin Financial <br>Group, Inc.<br>| 9200 | &nbsp;&nbsp;166522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizen Watch Co. <br>Ltd.<br>| 10500 | &nbsp;&nbsp;92801 |
|  | CKD Corp. | 2900 | &nbsp;&nbsp;77355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Saison Co. <br>Ltd.<br>| 5600 | &nbsp;&nbsp;151189 |
|  | Daicel Corp. | 12200 | &nbsp;&nbsp;115170 |
|  | Daido Steel Co. Ltd. | 7000 | &nbsp;&nbsp;89921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daiichikosho Co. <br>Ltd.<br>| 2700 | &nbsp;&nbsp;29194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishi Hokuetsu <br>Financial Group, <br>Inc.<br>| 12400 | &nbsp;&nbsp;147834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Holdings Co. <br>Ltd.<br>| 5200 | &nbsp;&nbsp;54828 |
|  | DeNA Co. Ltd. | 4400 | &nbsp;&nbsp;72155 |
|  | Denka Co. Ltd. | 3000 | &nbsp;&nbsp;57744 |
|  | DIC Corp. | 5100 | &nbsp;&nbsp;124822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dowa Holdings Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;165838 |
|  | Duskin Co. Ltd. | 500 | &nbsp;&nbsp;13733 |
|  | EDION Corp. | 4200 | &nbsp;&nbsp;57491 |
|  | Exedy Corp. | 1400 | &nbsp;&nbsp;51591 |
|  | EXEO Group, Inc. | 11100 | &nbsp;&nbsp;185195 |
|  | Ezaki Glico Co. Ltd. | 1700 | &nbsp;&nbsp;61066 |
|  | FCC Co. Ltd. | 1600 | &nbsp;&nbsp;38953 |
|  | Ferrotec Corp. | 2100 | &nbsp;&nbsp;80290 |
|  | FP Corp. | 1300 | &nbsp;&nbsp;22130 |
| # | Fuji Co. Ltd. | 1600 | &nbsp;&nbsp;21805 |
|  | Fuji Corp. (6134 JP) | 1400 | &nbsp;&nbsp;34492 |
|  | Fuji Oil Co. Ltd. | 1100 | &nbsp;&nbsp;28795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuji Seal <br>International, Inc.<br>| 2200 | &nbsp;&nbsp;45497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuoka Financial <br>Group, Inc.<br>| 10300 | &nbsp;&nbsp;374547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fukuyama <br>Transporting Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;29739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuyo General Lease <br>Co. Ltd.<br>| 3200 | &nbsp;&nbsp;89990 |
|  | Glory Ltd. | 2200 | &nbsp;&nbsp;57305 |
|  | GS Yuasa Corp. | 4300 | &nbsp;&nbsp;100098 |
|  | Gunma Bank Ltd. | 13900 | &nbsp;&nbsp;174997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;H.U. Group Holdings, <br>Inc.<br>| 1900 | &nbsp;&nbsp;39465 |
|  | H2O Retailing Corp. | 5800 | &nbsp;&nbsp;79424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hachijuni Nagano <br>Bank Ltd.<br>| 7000 | &nbsp;&nbsp;87454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hakuhodo DY <br>Holdings, Inc.<br>| 9700 | &nbsp;&nbsp;72478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankyu Hanshin <br>Holdings, Inc.<br>| 11500 | &nbsp;&nbsp;321115 |
|  | Hanwa Co. Ltd. | 2000 | &nbsp;&nbsp;101708 |
| # | Heiwado Co. Ltd. | 2200 | &nbsp;&nbsp;41923 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hirogin Holdings, <br>Inc.<br>| 14600 | &nbsp;&nbsp;$165358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisamitsu <br>Pharmaceutical <br>Co., Inc.<br>| 2500 | &nbsp;&nbsp;102988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hokuhoku Financial <br>Group, Inc.<br>| 6000 | &nbsp;&nbsp;206213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;House Foods Group, <br>Inc.<br>| 3100 | &nbsp;&nbsp;60045 |
|  | Hyakugo Bank Ltd. | 12500 | &nbsp;&nbsp;113678 |
|  | Hyakujushi Bank Ltd. | 1000 | &nbsp;&nbsp;54073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iida Group Holdings <br>Co. Ltd.<br>| 8500 | &nbsp;&nbsp;140383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inaba Denki Sangyo <br>Co. Ltd.<br>| 2600 | &nbsp;&nbsp;43306 |
|  | Inabata & Co. Ltd. | 1900 | &nbsp;&nbsp;48090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFRONEER <br>Holdings, Inc.<br>| 11700 | &nbsp;&nbsp;175238 |
|  | Itochu Enex Co. Ltd. | 3900 | &nbsp;&nbsp;48317 |
|  | Iyogin Holdings, Inc. | 13100 | &nbsp;&nbsp;243856 |
|  | Izumi Co. Ltd. | 2500 | &nbsp;&nbsp;49456 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;J Front Retailing Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;189788 |
|  | Jaccs Co. Ltd. | 900 | &nbsp;&nbsp;24671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Aviation <br>Electronics <br>Industry Ltd.<br>| 3200 | &nbsp;&nbsp;49995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japan Securities <br>Finance Co. Ltd.<br>| 4500 | &nbsp;&nbsp;61898 |
|  | JGC Holdings Corp. | 13200 | &nbsp;&nbsp;184986 |
|  | JTEKT Corp. | 13700 | &nbsp;&nbsp;161768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juroku Financial <br>Group, Inc.<br>| 1900 | &nbsp;&nbsp;101032 |
|  | JVCKenwood Corp. | 5400 | &nbsp;&nbsp;43891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaga Electronics Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;65296 |
|  | Kamigumi Co. Ltd. | 4800 | &nbsp;&nbsp;167980 |
|  | Kanadevia Corp. | 10400 | &nbsp;&nbsp;68668 |
|  | Kaneka Corp. | 2800 | &nbsp;&nbsp;84907 |
|  | Kanematsu Corp. | 8600 | &nbsp;&nbsp;112958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kato Sangyo Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;33673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keihan Holdings Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;79969 |
|  | Keiyo Bank Ltd. | 4100 | &nbsp;&nbsp;49262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kissei <br>Pharmaceutical <br>Co. Ltd.<br>| 1300 | &nbsp;&nbsp;38721 |
|  | Kiyo Bank Ltd. | 2800 | &nbsp;&nbsp;68381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koito Manufacturing <br>Co. Ltd.<br>| 7100 | &nbsp;&nbsp;111152 |
|  | Komeri Co. Ltd. | 2000 | &nbsp;&nbsp;42678 |
|  | Konica Minolta, Inc. | 27900 | &nbsp;&nbsp;122125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konoike Transport <br>Co. Ltd.<br>| 2200 | &nbsp;&nbsp;47351 |
|  | Kose Holdings Corp. | 2100 | &nbsp;&nbsp;74920 |
|  | K's Holdings Corp. | 8100 | &nbsp;&nbsp;84239 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumagai Gumi Co. <br>Ltd.<br>| 3600 | &nbsp;&nbsp;$40403 |
|  | Kuraray Co. Ltd. | 17100 | &nbsp;&nbsp;184603 |
|  | Kureha Corp. | 2400 | &nbsp;&nbsp;68158 |
|  | KYB Corp. | 2500 | &nbsp;&nbsp;71027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kyushu Financial <br>Group, Inc.<br>| 19500 | &nbsp;&nbsp;146169 |
|  | Lintec Corp. | 1900 | &nbsp;&nbsp;58620 |
|  | Lixil Corp. | 17300 | &nbsp;&nbsp;198461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mabuchi Motor Co. <br>Ltd.<br>| 11600 | &nbsp;&nbsp;108969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Macnica Holdings, <br>Inc.<br>| 1518 | &nbsp;&nbsp;26027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruha Nichiro <br>Corp.<br>| 8400 | &nbsp;&nbsp;75654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruichi Steel Tube <br>Ltd.<br>| 12000 | &nbsp;&nbsp;118906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruzen Showa <br>Unyu Co. Ltd.<br>| 300 | &nbsp;&nbsp;16320 |
| # | Mazda Motor Corp. | 32100 | &nbsp;&nbsp;247021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mebuki Financial <br>Group, Inc.<br>| 48300 | &nbsp;&nbsp;364385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medipal Holdings <br>Corp.<br>| 9400 | &nbsp;&nbsp;170369 |
|  | Mirait One Corp. | 5000 | &nbsp;&nbsp;119979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Gas <br>Chemical Co., Inc.<br>| 8700 | &nbsp;&nbsp;172588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Logistics <br>Corp.<br>| 14900 | &nbsp;&nbsp;127275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi Motors <br>Corp.<br>| 44000 | &nbsp;&nbsp;108166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Chemicals, <br>Inc.<br>| 22400 | &nbsp;&nbsp;327288 |
|  | Mitsui E&S Co. Ltd. | 6000 | &nbsp;&nbsp;266634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsui Kinzoku Co. <br>Ltd.<br>| 3400 | &nbsp;&nbsp;443730 |
|  | MIXI, Inc. | 1300 | &nbsp;&nbsp;22884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Leasing Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;73862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morinaga Milk <br>Industry Co. Ltd.<br>| 4200 | &nbsp;&nbsp;108460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Musashi Seimitsu <br>Industry Co. Ltd.<br>| 1900 | &nbsp;&nbsp;33626 |
|  | Nabtesco Corp. | 400 | &nbsp;&nbsp;10839 |
|  | Nagase & Co. Ltd. | 4300 | &nbsp;&nbsp;111760 |
|  | Nanto Bank Ltd. | 1100 | &nbsp;&nbsp;47475 |
|  | NGK Insulators Ltd. | 11900 | &nbsp;&nbsp;285100 |
|  | NHK Spring Co. Ltd. | 9700 | &nbsp;&nbsp;176285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nihon Parkerizing <br>Co. Ltd.<br>| 4900 | &nbsp;&nbsp;46711 |
|  | Nikon Corp. | 11100 | &nbsp;&nbsp;139712 |
|  | Nippn Corp. | 2500 | &nbsp;&nbsp;42676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Densetsu <br>Kogyo Co. Ltd.<br>| 1800 | &nbsp;&nbsp;40601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Express <br>Holdings, Inc.<br>| 11900 | &nbsp;&nbsp;270304 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nippon Kayaku Co. <br>Ltd.<br>| 7400 | &nbsp;&nbsp;$86000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shinyaku Co. <br>Ltd.<br>| 2800 | &nbsp;&nbsp;93464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nippon Shokubai Co. <br>Ltd.<br>| 6400 | &nbsp;&nbsp;92178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nippon Soda Co. <br>Ltd.<br>| 2300 | &nbsp;&nbsp;54890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nippon Television <br>Holdings, Inc.<br>| 1100 | &nbsp;&nbsp;26437 |
| Nipro Corp. | 7800 | &nbsp;&nbsp;71679 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nishimatsu <br>Construction Co. <br>Ltd.<br>| 700 | &nbsp;&nbsp;26049 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nishi-Nippon <br>Financial Holdings, <br>Inc.<br>| 6800 | &nbsp;&nbsp;164703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nissan Shatai Co. <br>Ltd.<br>| 3200 | &nbsp;&nbsp;20578 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nisshin Oillio Group <br>Ltd.<br>| 1400 | &nbsp;&nbsp;51115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nisshinbo Holdings, <br>Inc.<br>| 7700 | &nbsp;&nbsp;71392 |
| Nissui Corp. | 15000 | &nbsp;&nbsp;126451 |
| NOK Corp. | 4700 | &nbsp;&nbsp;91535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nomura Real Estate <br>Holdings, Inc.<br>| 29300 | &nbsp;&nbsp;194706 |
| Noritsu Koki Co. Ltd. | 3000 | &nbsp;&nbsp;42761 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Pacific Bank <br>Ltd.<br>| 15600 | &nbsp;&nbsp;93196 |
| NSK Ltd. | 23400 | &nbsp;&nbsp;162737 |
| NTN Corp. | 21000 | &nbsp;&nbsp;50331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ogaki Kyoritsu Bank <br>Ltd.<br>| 400 | &nbsp;&nbsp;14609 |
| Oji Holdings Corp. | 31400 | &nbsp;&nbsp;185997 |
| Okamura Corp. | 3000 | &nbsp;&nbsp;46044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Okasan Securities <br>Group, Inc.<br>| 6300 | &nbsp;&nbsp;36077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oki Electric Industry <br>Co. Ltd.<br>| 2400 | &nbsp;&nbsp;31668 |
| OKUMA Corp. | 2400 | &nbsp;&nbsp;59565 |
| Okumura Corp. | 700 | &nbsp;&nbsp;29152 |
| Orient Corp. | 4600 | &nbsp;&nbsp;32702 |
| OSG Corp. | 3800 | &nbsp;&nbsp;64169 |
| PALTAC Corp. | 1500 | &nbsp;&nbsp;46941 |
| Pilot Corp. | 1900 | &nbsp;&nbsp;59737 |
| Rengo Co. Ltd. | 10100 | &nbsp;&nbsp;86524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Resonac Holdings <br>Corp.<br>| 9400 | &nbsp;&nbsp;545905 |
| Ricoh Co. Ltd. | 32800 | &nbsp;&nbsp;290236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ricoh Leasing Co. <br>Ltd.<br>| 600 | &nbsp;&nbsp;23251 |
| Sakata Seed Corp. | 1500 | &nbsp;&nbsp;39455 |
| San-A Co. Ltd. | 2300 | &nbsp;&nbsp;43846 |
| &nbsp;&nbsp;&nbsp;&nbsp;San-In Godo Bank <br>Ltd.<br>| 8600 | &nbsp;&nbsp;87972 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sawai Group <br>Holdings Co. Ltd.<br>| 4300 | &nbsp;&nbsp;$65957 |
| Seiko Epson Corp. | 18100 | &nbsp;&nbsp;232905 |
| Seiko Group Corp. | 1900 | &nbsp;&nbsp;94914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seino Holdings Co. <br>Ltd.<br>| 4700 | &nbsp;&nbsp;73167 |
| Seiren Co. Ltd. | 2400 | &nbsp;&nbsp;49115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Senshu Ikeda <br>Holdings, Inc.<br>| 14200 | &nbsp;&nbsp;75170 |
| Seven Bank Ltd. | 26900 | &nbsp;&nbsp;51781 |
| Shiga Bank Ltd. | 1900 | &nbsp;&nbsp;97172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shin-Etsu Polymer <br>Co. Ltd.<br>| 1100 | &nbsp;&nbsp;14369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Electric Co. <br>Ltd.<br>| 6100 | &nbsp;&nbsp;120171 |
| Starts Corp., Inc. | 1700 | &nbsp;&nbsp;53933 |
| SUMCO Corp. | 18700 | &nbsp;&nbsp;195228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Bakelite <br>Co. Ltd.<br>| 400 | &nbsp;&nbsp;14088 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Forestry <br>Co. Ltd.<br>| 12100 | &nbsp;&nbsp;131192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Heavy <br>Industries Ltd.<br>| 6800 | &nbsp;&nbsp;211715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Rubber <br>Industries Ltd.<br>| 10900 | &nbsp;&nbsp;175666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo <br>Warehouse Co. <br>Ltd.<br>| 2600 | &nbsp;&nbsp;62369 |
| Suruga Bank Ltd. | 7700 | &nbsp;&nbsp;96712 |
| Suzuken Co. Ltd. | 3300 | &nbsp;&nbsp;133022 |
| Taikisha Ltd. | 2500 | &nbsp;&nbsp;55848 |
| Taiyo Yuden Co. Ltd. | 6600 | &nbsp;&nbsp;139560 |
| Takara Holdings, Inc. | 7900 | &nbsp;&nbsp;81593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Takara Standard Co. <br>Ltd.<br>| 1600 | &nbsp;&nbsp;30551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Takashimaya Co. <br>Ltd.<br>| 14500 | &nbsp;&nbsp;181242 |
| Teijin Ltd. | 12000 | &nbsp;&nbsp;116092 |
| Toagosei Co. Ltd. | 4700 | &nbsp;&nbsp;53423 |
| Toda Corp. | 11400 | &nbsp;&nbsp;99508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toho Holdings Co. <br>Ltd.<br>| 1400 | &nbsp;&nbsp;41855 |
| Tokai Rika Co. Ltd. | 2800 | &nbsp;&nbsp;56752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tokai Tokyo Financial <br>Holdings, Inc.<br>| 9000 | &nbsp;&nbsp;43120 |
| Tokyo Century Corp. | 6700 | &nbsp;&nbsp;93335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tokyo Kiraboshi <br>Financial Group, <br>Inc.<br>| 1500 | &nbsp;&nbsp;97934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tokyu Fudosan <br>Holdings Corp.<br>| 31700 | &nbsp;&nbsp;293527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Totetsu Kogyo Co. <br>Ltd.<br>| 1000 | &nbsp;&nbsp;30110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Towa Pharmaceutical <br>Co. Ltd.<br>| 800 | &nbsp;&nbsp;18632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyo Seikan Group <br>Holdings Ltd.<br>| 5900 | &nbsp;&nbsp;148030 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |
| Toyo Tire Corp. | 5800 | &nbsp;&nbsp;$156308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyoda Gosei Co. <br>Ltd.<br>| 5700 | &nbsp;&nbsp;154857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Boshoku <br>Corp.<br>| 4600 | &nbsp;&nbsp;77243 |
| Transcosmos, Inc. | 900 | &nbsp;&nbsp;21949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trusco Nakayama <br>Corp.<br>| 1368 | &nbsp;&nbsp;21621 |
| TS Tech Co. Ltd. | 4300 | &nbsp;&nbsp;52826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tsubakimoto Chain <br>Co.<br>| 3700 | &nbsp;&nbsp;56758 |
| Tsumura & Co. | 3100 | &nbsp;&nbsp;81948 |
| &nbsp;&nbsp;&nbsp;&nbsp;TV Asahi Holdings <br>Corp.<br>| 1200 | &nbsp;&nbsp;27753 |
| UACJ Corp. | 7600 | &nbsp;&nbsp;120289 |
| Ulvac, Inc. | 700 | &nbsp;&nbsp;37585 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Super Markets <br>Holdings, Inc.<br>| 3600 | &nbsp;&nbsp;21698 |
| Ushio, Inc. | 3500 | &nbsp;&nbsp;62918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Valor Holdings Co. <br>Ltd.<br>| 800 | &nbsp;&nbsp;18112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wacoal Holdings <br>Corp.<br>| 1900 | &nbsp;&nbsp;53572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Yamada Holdings Co. <br>Ltd.<br>| 28500 | &nbsp;&nbsp;99914 |
| &nbsp;&nbsp;&nbsp;&nbsp;Yamaguchi Financial <br>Group, Inc.<br>| 10400 | &nbsp;&nbsp;165661 |
| Yodoko Ltd. | 5500 | &nbsp;&nbsp;49829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Yokohama Rubber <br>Co. Ltd. <br>| 5300 | &nbsp;&nbsp;209193 |
| Yurtec Corp. | 1500 | &nbsp;&nbsp;26373 |
| Zeon Corp. | 7200 | &nbsp;&nbsp;87983 |
| TOTAL JAPAN |  | &nbsp;&nbsp;21974762 |
| KUWAIT — (0.2%) | KUWAIT — (0.2%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 76498 | &nbsp;&nbsp;33537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of <br>Kuwait KSCP<br>| 54720 | &nbsp;&nbsp;52662 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial <br>Group for <br>Financing & <br>Investment KPSC<br>| 17548 | &nbsp;&nbsp;19185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 17850 | &nbsp;&nbsp;32897 |
| Burgan Bank SAK | 49748 | &nbsp;&nbsp;32282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 6562 | &nbsp;&nbsp;42816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 40368 | &nbsp;&nbsp;35754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding <br>SAK<br>| 45181 | &nbsp;&nbsp;$38836 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;287969 |
| MALAYSIA — (0.4%) | MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 7300 | &nbsp;&nbsp;10862 |
| \* | AFFIN Bank Bhd. | 16900 | &nbsp;&nbsp;11475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 18800 | &nbsp;&nbsp;11781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development <br>Group Bhd.<br>| 36300 | &nbsp;&nbsp;20541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Malaysia <br>Bhd.<br>| 114400 | &nbsp;&nbsp;57467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hartalega Holdings <br>Bhd.<br>| 58000 | &nbsp;&nbsp;13580 |
|  | IJM Corp. Bhd. | 151700 | &nbsp;&nbsp;103106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 58800 | &nbsp;&nbsp;47559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kossan Rubber <br>Industries Bhd.<br>| 77500 | &nbsp;&nbsp;19911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mah Sing Group <br>Bhd.<br>| 31300 | &nbsp;&nbsp;9139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 2200 | &nbsp;&nbsp;17879 |
| # | MBSB Bhd. | 88200 | &nbsp;&nbsp;16354 |
|  | OSK Holdings Bhd. | 47350 | &nbsp;&nbsp;20165 |
|  | Scientex Bhd. | 22500 | &nbsp;&nbsp;22041 |
|  | Sime Darby Bhd. | 88500 | &nbsp;&nbsp;48470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 92600 | &nbsp;&nbsp;35281 |
|  | SP Setia Bhd. Group | 189300 | &nbsp;&nbsp;47233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Glove Corp. <br>Bhd.<br>| 108300 | &nbsp;&nbsp;16750 |
|  | UEM Sunrise Bhd. | 132200 | &nbsp;&nbsp;21972 |
|  | Unisem M Bhd. | 26800 | &nbsp;&nbsp;21477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yinson Holdings <br>Bhd.<br>| 61065 | &nbsp;&nbsp;36560 |
|  | Zetrix Ai Bhd. | 110200 | &nbsp;&nbsp;22512 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;632115 |
| MEXICO — (0.4%) | MEXICO — (0.4%) | MEXICO — (0.4%) |  |
| Ω | Banco del Bajio SA | 24087 | &nbsp;&nbsp;70472 |
| # | Becle SAB de CV | 9496 | &nbsp;&nbsp;10009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de <br>Liverpool SAB de <br>CV, Class C1<br>| 1047 | &nbsp;&nbsp;6315 |
|  | Gentera SAB de CV | 37681 | &nbsp;&nbsp;104725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 2110 | &nbsp;&nbsp;38026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Inbursa SAB de <br>CV, Class O<br>| 6763 | &nbsp;&nbsp;16973 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 1849 | &nbsp;&nbsp;$107178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 32868 | &nbsp;&nbsp;30562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura <br>SAB de CV <br>(PINFRA MM)<br>| 6108 | &nbsp;&nbsp;95590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 7394 | &nbsp;&nbsp;68846 |
|  | Regional SAB de CV | 7500 | &nbsp;&nbsp;67262 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;615958 |
| NETHERLANDS — (2.6%) | NETHERLANDS — (2.6%) | NETHERLANDS — (2.6%) |  |
|  | Aalberts NV | 5283 | &nbsp;&nbsp;202859 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank <br>NV<br>| 22373 | &nbsp;&nbsp;824294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aegon Ltd. (AGN <br>NA)<br>| 42845 | &nbsp;&nbsp;336525 |
|  | Akzo Nobel NV | 1914 | &nbsp;&nbsp;134090 |
|  | Allfunds Group PLC | 910 | &nbsp;&nbsp;8819 |
|  | ASR Nederland NV | 7324 | &nbsp;&nbsp;531947 |
|  | HAL Trust | 2133 | &nbsp;&nbsp;393705 |
|  | JDE Peet's NV | 369 | &nbsp;&nbsp;13892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Vopak <br>NV<br>| 2276 | &nbsp;&nbsp;113593 |
|  | NN Group NV | 10416 | &nbsp;&nbsp;825647 |
|  | Randstad NV | 3485 | &nbsp;&nbsp;124716 |
|  | SBM Offshore NV | 6312 | &nbsp;&nbsp;226728 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;3736815 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ryman Healthcare <br>Ltd.<br>| 48685 | &nbsp;&nbsp;81595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summerset Group <br>Holdings Ltd.<br>| 12982 | &nbsp;&nbsp;90283 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | &nbsp;&nbsp;171878 |
| NORWAY — (0.5%) | NORWAY — (0.5%) | NORWAY — (0.5%) |  |
|  | Aker Solutions ASA | 14802 | &nbsp;&nbsp;54087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Austevoll Seafood <br>ASA<br>| 4150 | &nbsp;&nbsp;39894 |
| # \* Ω | &nbsp;&nbsp;&nbsp;&nbsp;AutoStore Holdings <br>Ltd.<br>| 56271 | &nbsp;&nbsp;65229 |
|  | Bonheur ASA | 1502 | &nbsp;&nbsp;39318 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bw Lpg Ltd. BWLP <br>US<br>| 1713 | &nbsp;&nbsp;26791 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BW LPG Ltd. <br>BWLPG NO<br>| 3746 | &nbsp;&nbsp;59302 |
| \* | Grieg Seafood ASA | 3175 | &nbsp;&nbsp;24584 |
|  | Hafnia Ltd. | 1158 | &nbsp;&nbsp;7098 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LINK Mobility Group <br>Holding ASA<br>| 7961 | &nbsp;&nbsp;27761 |
|  | Odfjell Drilling Ltd. | 6693 | &nbsp;&nbsp;66619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |  |
| \* Ω | Scatec ASA | 6614 | &nbsp;&nbsp;$79014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sparebank 1 <br>Oestlandet<br>| 2514 | &nbsp;&nbsp;51102 |
|  | Stolt-Nielsen Ltd. | 600 | &nbsp;&nbsp;18822 |
|  | TGS ASA | 11243 | &nbsp;&nbsp;118505 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;678126 |
| PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |  |
|  | ACEN Corp. | 119000 | &nbsp;&nbsp;5342 |
|  | China Banking Corp. | 17020 | &nbsp;&nbsp;18507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 6110 | &nbsp;&nbsp;69592 |
|  | LT Group, Inc. | 92400 | &nbsp;&nbsp;25065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 72400 | &nbsp;&nbsp;43885 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;162391 |
| POLAND — (0.4%) | POLAND — (0.4%) | POLAND — (0.4%) |  |
|  | Alior Bank SA | 2883 | &nbsp;&nbsp;94100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 939 | &nbsp;&nbsp;30494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 372 | &nbsp;&nbsp;15310 |
| # | Inter Cars SA | 168 | &nbsp;&nbsp;29987 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KGHM Polska Miedz <br>SA<br>| 3028 | &nbsp;&nbsp;280958 |
|  | KRUK SA | 560 | &nbsp;&nbsp;76999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska <br>Energia SA<br>| 40535 | &nbsp;&nbsp;125363 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;653211 |
| PORTUGAL — (0.5%) | PORTUGAL — (0.5%) | PORTUGAL — (0.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Comercial <br>Portugues SA, <br>Class R<br>| 359537 | &nbsp;&nbsp;389163 |
|  | EDP Renovaveis SA | 18089 | &nbsp;&nbsp;274797 |
|  | Sonae SGPS SA | 43079 | &nbsp;&nbsp;90403 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | &nbsp;&nbsp;754363 |
| QATAR — (0.2%) | QATAR — (0.2%) | QATAR — (0.2%) |  |
|  | Aamal Co. | 106743 | &nbsp;&nbsp;25199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 116860 | &nbsp;&nbsp;87904 |
|  | Doha Bank QPSC | 81288 | &nbsp;&nbsp;61658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Navigation <br>QSC<br>| 22167 | &nbsp;&nbsp;68867 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;243628 |
| SAUDI ARABIA — (0.6%) | SAUDI ARABIA — (0.6%) | SAUDI ARABIA — (0.6%) |  |
|  | Ades Holding Co. | 20725 | &nbsp;&nbsp;106190 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 2586 | &nbsp;&nbsp;17889 |
|  | Al Hammadi Holding | 1650 | &nbsp;&nbsp;12218 |
|  | Arab National Bank | 8643 | &nbsp;&nbsp;52456 |
|  | Arabian Drilling Co. | 1041 | &nbsp;&nbsp;29140 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh <br>Development Co.<br>| 3816 | &nbsp;&nbsp;$22070 |
|  | Bank AlBilad | 8904 | &nbsp;&nbsp;63046 |
| \* | Bank Al-Jazira | 18322 | &nbsp;&nbsp;61198 |
|  | Banque Saudi Fransi | 32159 | &nbsp;&nbsp;154801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate <br>Development Co.<br>| 14916 | &nbsp;&nbsp;74352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 13828 | &nbsp;&nbsp;40798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 12814 | &nbsp;&nbsp;26109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Ground <br>Services Co.<br>| 1107 | &nbsp;&nbsp;10941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Industrial <br>Investment Group<br>| 12215 | &nbsp;&nbsp;40755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Investment <br>Bank <br>| 16351 | &nbsp;&nbsp;61025 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 2549 | &nbsp;&nbsp;18968 |
| \* | Savola Group  | 4485 | &nbsp;&nbsp;28573 |
| \* | Seera Group Holding | 4438 | &nbsp;&nbsp;31693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 1172 | &nbsp;&nbsp;18923 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;871145 |
| SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CapitaLand <br>Investment Ltd.<br>| 16400 | &nbsp;&nbsp;39707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Developments <br>Ltd.<br>| 30700 | &nbsp;&nbsp;223698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Singapore <br>Ltd.<br>| 218800 | &nbsp;&nbsp;126324 |
|  | Netlink NBN Trust | 67400 | &nbsp;&nbsp;51851 |
|  | Seatrium Ltd. | 157100 | &nbsp;&nbsp;260533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Singapore Land <br>Group Ltd.<br>| 4300 | &nbsp;&nbsp;11811 |
|  | UOL Group Ltd. | 30300 | &nbsp;&nbsp;258779 |
|  | Venture Corp. Ltd. | 19900 | &nbsp;&nbsp;255538 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;1228241 |
| SOUTH AFRICA — (1.0%) | SOUTH AFRICA — (1.0%) | SOUTH AFRICA — (1.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspen Pharmacare <br>Holdings Ltd.<br>| 8429 | &nbsp;&nbsp;56080 |
|  | Foschini Group Ltd. | 7481 | &nbsp;&nbsp;39220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 23649 | &nbsp;&nbsp;440799 |
|  | Investec Ltd. | 1411 | &nbsp;&nbsp;11439 |
| # | Kumba Iron Ore Ltd. | 1347 | &nbsp;&nbsp;29880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Momentum Group <br>Ltd.<br>| 10019 | &nbsp;&nbsp;23331 |
|  | Motus Holdings Ltd. | 1536 | &nbsp;&nbsp;12052 |
|  | Nedbank Group Ltd. | 8278 | &nbsp;&nbsp;135562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 10826 | &nbsp;&nbsp;257934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. <br>(OMU SJ)<br>| 148263 | &nbsp;&nbsp;$142293 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater <br>Ltd. (SSW SJ)<br>| 54135 | &nbsp;&nbsp;235617 |
|  | Telkom SA SOC Ltd. | 5876 | &nbsp;&nbsp;21385 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;1405592 |
| SOUTH KOREA — (4.3%) | SOUTH KOREA — (4.3%) | SOUTH KOREA — (4.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific <br>Holdings Corp.<br>| 1479 | &nbsp;&nbsp;29400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 11334 | &nbsp;&nbsp;130603 |
|  | Cheil Worldwide, Inc. | 3490 | &nbsp;&nbsp;53153 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 288 | &nbsp;&nbsp;17073 |
|  | CJ Corp. | 663 | &nbsp;&nbsp;100132 |
| \* | CJ ENM Co. Ltd. | 438 | &nbsp;&nbsp;22691 |
|  | CJ Logistics Corp. | 528 | &nbsp;&nbsp;37984 |
|  | Coway Co. Ltd. | 2086 | &nbsp;&nbsp;120696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 2549 | &nbsp;&nbsp;23398 |
|  | CS Wind Corp. | 833 | &nbsp;&nbsp;23480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 1748 | &nbsp;&nbsp;75958 |
|  | Daesang Corp. | 1062 | &nbsp;&nbsp;15986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering <br>& Construction Co. <br>Ltd.<br>| 10795 | &nbsp;&nbsp;37076 |
|  | Daewoong Co. Ltd. | 602 | &nbsp;&nbsp;10004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daewoong <br>Pharmaceutical <br>Co. Ltd.<br>| 104 | &nbsp;&nbsp;12179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities <br>Co. Ltd.<br>| 1276 | &nbsp;&nbsp;27686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daou Technology, <br>Inc.<br>| 1026 | &nbsp;&nbsp;37759 |
|  | DB HiTek Co. Ltd. | 1571 | &nbsp;&nbsp;114621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Insurance Co. <br>Ltd.<br>| 1015 | &nbsp;&nbsp;100210 |
|  | DL E&C Co. Ltd. | 1788 | &nbsp;&nbsp;54893 |
|  | DL Holdings Co. Ltd. | 365 | &nbsp;&nbsp;10462 |
|  | DN Automotive Corp. | 1088 | &nbsp;&nbsp;18985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio <br>Holdings Co. Ltd.<br>| 147 | &nbsp;&nbsp;11079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem <br>Co. Ltd.<br>| 1537 | &nbsp;&nbsp;59158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical <br>Co. Ltd.<br>| 1295 | &nbsp;&nbsp;16842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 746 | &nbsp;&nbsp;21476 |
|  | Doosan Bobcat, Inc. | 2687 | &nbsp;&nbsp;109393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DoubleUGames Co. <br>Ltd.<br>| 657 | &nbsp;&nbsp;24378 |
|  | E-MART, Inc. | 668 | &nbsp;&nbsp;42164 |
|  | F&F Co. Ltd. | 775 | &nbsp;&nbsp;39174 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Green Cross Corp. | 307 | &nbsp;&nbsp;$35064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Cross <br>Holdings Corp.<br>| 1237 | &nbsp;&nbsp;13393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 3594 | &nbsp;&nbsp;46657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. <br>Ltd.<br>| 3057 | &nbsp;&nbsp;135207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 459 | &nbsp;&nbsp;89369 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment <br>& Securities Co. <br>Ltd.<br>| 5389 | &nbsp;&nbsp;23868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life <br>Insurance Co. Ltd.<br>| 7448 | &nbsp;&nbsp;18007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. <br>Ltd.<br>| 1641 | &nbsp;&nbsp;123532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 651 | &nbsp;&nbsp;8564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 1449 | &nbsp;&nbsp;20676 |
|  | Hite Jinro Co. Ltd. | 1083 | &nbsp;&nbsp;13218 |
|  | HK inno N Corp. | 818 | &nbsp;&nbsp;31894 |
|  | HL Mando Co. Ltd. | 1689 | &nbsp;&nbsp;74838 |
| \* | Hotel Shilla Co. Ltd. | 1614 | &nbsp;&nbsp;51687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung <br>Advanced <br>Materials Corp.<br>| 125 | &nbsp;&nbsp;20461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huons Global Co. <br>Ltd.<br>| 302 | &nbsp;&nbsp;10637 |
|  | Hyosung Corp. | 321 | &nbsp;&nbsp;33892 |
|  | Hyosung TNC Corp. | 132 | &nbsp;&nbsp;34400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 728 | &nbsp;&nbsp;47310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 1893 | &nbsp;&nbsp;319158 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & <br>Fire Insurance Co. <br>Ltd.<br>| 2654 | &nbsp;&nbsp;51743 |
|  | Hyundai Wia Corp. | 554 | &nbsp;&nbsp;33078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group <br>Co. Ltd.<br>| 5545 | &nbsp;&nbsp;59623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 737 | &nbsp;&nbsp;9720 |
|  | IS Dongseo Co. Ltd. | 747 | &nbsp;&nbsp;12195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group <br>Co. Ltd.<br>| 4934 | &nbsp;&nbsp;86087 |
| \* | Kakao Games Corp. | 2175 | &nbsp;&nbsp;26747 |
|  | Kangwon Land, Inc. | 2562 | &nbsp;&nbsp;30986 |
|  | KC Tech Co. Ltd. | 526 | &nbsp;&nbsp;17043 |
|  | KCC Corp. | 170 | &nbsp;&nbsp;57492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 1137 | &nbsp;&nbsp;44076 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 600 | &nbsp;&nbsp;$184428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Korea Co. <br>Ltd.<br>| 495 | &nbsp;&nbsp;23968 |
|  | Kolon Industries, Inc. | 488 | &nbsp;&nbsp;18542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 1939 | &nbsp;&nbsp;290064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 174 | &nbsp;&nbsp;18878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 7557 | &nbsp;&nbsp;121843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 6541 | &nbsp;&nbsp;53437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kumho <br>Petrochemical Co. <br>Ltd.<br>| 552 | &nbsp;&nbsp;55134 |
| \* | Kumho Tire Co., Inc. | 5081 | &nbsp;&nbsp;21212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 419 | &nbsp;&nbsp;16739 |
|  | LG Corp. | 2628 | &nbsp;&nbsp;166821 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 12033 | &nbsp;&nbsp;97024 |
|  | LG H&H Co. Ltd. | 435 | &nbsp;&nbsp;79044 |
|  | LG Innotek Co. Ltd. | 637 | &nbsp;&nbsp;108164 |
|  | LG Uplus Corp. | 9367 | &nbsp;&nbsp;104064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 214 | &nbsp;&nbsp;19805 |
|  | Lotte Corp. | 797 | &nbsp;&nbsp;17318 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Energy <br>Materials Corp.<br>| 1488 | &nbsp;&nbsp;39922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine <br>Chemical Co. Ltd.<br>| 596 | &nbsp;&nbsp;19584 |
|  | Lotte Rental Co. Ltd. | 530 | &nbsp;&nbsp;11339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 319 | &nbsp;&nbsp;18615 |
|  | LX Semicon Co. Ltd. | 328 | &nbsp;&nbsp;12440 |
|  | Medytox, Inc. | 266 | &nbsp;&nbsp;24749 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 4242 | &nbsp;&nbsp;27674 |
|  | Misto Holdings Corp. | 884 | &nbsp;&nbsp;28786 |
| Ω | Netmarble Corp. | 1059 | &nbsp;&nbsp;38739 |
|  | Nexen Tire Corp. | 2413 | &nbsp;&nbsp;13475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 7542 | &nbsp;&nbsp;141400 |
|  | NHN Corp. | 686 | &nbsp;&nbsp;15346 |
|  | NongShim Co. Ltd. | 156 | &nbsp;&nbsp;43974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OCI Holdings Co. <br>Ltd.<br>| 686 | &nbsp;&nbsp;54718 |
|  | Orion Holdings Corp. | 1280 | &nbsp;&nbsp;18531 |
|  | Otoki Corp. | 132 | &nbsp;&nbsp;35317 |
|  | Pan Ocean Co. Ltd. | 15426 | &nbsp;&nbsp;50252 |
|  | Paradise Co. Ltd. | 1343 | &nbsp;&nbsp;16498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 1151 | &nbsp;&nbsp;42113 |
|  | PSK, Inc. | 894 | &nbsp;&nbsp;37770 |
|  | S-1 Corp. | 864 | &nbsp;&nbsp;47841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 1290 | &nbsp;&nbsp;50854 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Engineering Co. <br>Ltd.<br>| 7913 | &nbsp;&nbsp;$168439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 3181 | &nbsp;&nbsp;199666 |
|  | SD Biosensor, Inc. | 2070 | &nbsp;&nbsp;12936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel <br>Holdings Corp.<br>| 788 | &nbsp;&nbsp;40070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global <br>Battery Co. Ltd.<br>| 230 | &nbsp;&nbsp;10162 |
|  | Seegene, Inc. | 1122 | &nbsp;&nbsp;22196 |
|  | Shinsegae, Inc. | 321 | &nbsp;&nbsp;71117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 199 | &nbsp;&nbsp;24318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Chemicals Co. <br>Ltd.<br>| 216 | &nbsp;&nbsp;10038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Discovery Co. <br>Ltd.<br>| 469 | &nbsp;&nbsp;18829 |
|  | SK Gas Ltd. | 123 | &nbsp;&nbsp;19853 |
| \* Ω | &nbsp;&nbsp;&nbsp;&nbsp;SK IE Technology <br>Co. Ltd.<br>| 1387 | &nbsp;&nbsp;26213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Networks Co. <br>Ltd.<br>| 5141 | &nbsp;&nbsp;19953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 1345 | &nbsp;&nbsp;17575 |
|  | SL Corp. | 831 | &nbsp;&nbsp;32000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SNT Dynamics Co. <br>Ltd.<br>| 859 | &nbsp;&nbsp;29583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SNT Holdings Co. <br>Ltd.<br>| 412 | &nbsp;&nbsp;15482 |
| \* | S-Oil Corp. | 1324 | &nbsp;&nbsp;97268 |
| \* | SOLUM Co. Ltd. | 1453 | &nbsp;&nbsp;15903 |
| \* | Soop Co. Ltd. | 451 | &nbsp;&nbsp;23062 |
|  | Soulbrain Co. Ltd. | 174 | &nbsp;&nbsp;58391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings <br>Co. Ltd.<br>| 441 | &nbsp;&nbsp;17938 |
| \* | Studio Dragon Corp. | 692 | &nbsp;&nbsp;23632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taekwang Industrial <br>Co. Ltd.<br>| 7 | &nbsp;&nbsp;4229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 931 | &nbsp;&nbsp;12908 |
|  | Youngone Corp. | 1130 | &nbsp;&nbsp;71376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 118 | &nbsp;&nbsp;16949 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;6245223 |
| SPAIN — (0.6%) | SPAIN — (0.6%) | SPAIN — (0.6%) |  |
|  | Acciona SA | 492 | &nbsp;&nbsp;105738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Sabadell <br>SA<br>| 84466 | &nbsp;&nbsp;331342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. ACCIONA <br>Energias <br>Renovables SA<br>| 2058 | &nbsp;&nbsp;52095 |
|  | Grifols SA | 8832 | &nbsp;&nbsp;112997 |
| Ω | Unicaja Banco SA | 70482 | &nbsp;&nbsp;241534 |
| TOTAL SPAIN | TOTAL SPAIN |  | &nbsp;&nbsp;843706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (1.6%) | SWEDEN — (1.6%) | SWEDEN — (1.6%) |  |
|  | AFRY AB | 4119 | &nbsp;&nbsp;$65360 |
| Ω | Alimak Group AB | 1963 | &nbsp;&nbsp;30057 |
|  | Alleima AB | 8885 | &nbsp;&nbsp;77653 |
| Ω | Ambea AB | 1556 | &nbsp;&nbsp;23728 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asmodee Group AB, <br>Class B<br>| 5754 | &nbsp;&nbsp;69043 |
| Ω | Attendo AB | 4412 | &nbsp;&nbsp;44043 |
|  | Beijer Alma AB | 1957 | &nbsp;&nbsp;58157 |
|  | Betsson AB, Class B | 3552 | &nbsp;&nbsp;41706 |
|  | Bilia AB, Class A | 3140 | &nbsp;&nbsp;44492 |
|  | Billerud Aktiebolag | 7910 | &nbsp;&nbsp;63961 |
| Ω | Bravida Holding AB | 10763 | &nbsp;&nbsp;106038 |
|  | Bure Equity AB | 2202 | &nbsp;&nbsp;54370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Stain Group <br>AB, Class B<br>| 3688 | &nbsp;&nbsp;7676 |
| Ω | Dometic Group AB | 17294 | &nbsp;&nbsp;74431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB, <br>Class B<br>| 12068 | &nbsp;&nbsp;97480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrolux <br>Professional AB, <br>Class B<br>| 4996 | &nbsp;&nbsp;34424 |
|  | Elekta AB, Class B | 17391 | &nbsp;&nbsp;111793 |
| # \* | Embracer Group AB | 3688 | &nbsp;&nbsp;20201 |
|  | Granges AB | 5872 | &nbsp;&nbsp;98534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Husqvarna AB <br>(HUSQB SS), <br>Class B<br>| 16611 | &nbsp;&nbsp;84859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lindab International <br>AB<br>| 3436 | &nbsp;&nbsp;72232 |
|  | Loomis AB | 3251 | &nbsp;&nbsp;134904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Modern Times Group <br>MTG AB, Class B<br>| 4543 | &nbsp;&nbsp;53032 |
|  | NCC AB, Class B | 4042 | &nbsp;&nbsp;103503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Wave Group <br>AB, Class B<br>| 3920 | &nbsp;&nbsp;47005 |
|  | Nolato AB, Class B | 11064 | &nbsp;&nbsp;72310 |
| \* | Norion Bank AB | 2090 | &nbsp;&nbsp;15920 |
|  | Pandox AB | 4852 | &nbsp;&nbsp;104688 |
|  | Peab AB, Class B | 9301 | &nbsp;&nbsp;92961 |
|  | Ratos AB, Class B | 8336 | &nbsp;&nbsp;35630 |
| \* Ω | Sinch AB | 31022 | &nbsp;&nbsp;92955 |
|  | SkiStar AB | 942 | &nbsp;&nbsp;17732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Storskogen Group <br>AB, Class B<br>| 56056 | &nbsp;&nbsp;68058 |
|  | Systemair AB | 2409 | &nbsp;&nbsp;23449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vitec Software Group <br>AB, Class B<br>| 1039 | &nbsp;&nbsp;29175 |
|  | Vitrolife AB | 3324 | &nbsp;&nbsp;43329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Volvo Car AB, <br>Class B<br>| 41092 | &nbsp;&nbsp;137129 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;2352018 |
| SWITZERLAND — (6.3%) | SWITZERLAND — (6.3%) | SWITZERLAND — (6.3%) |  |
|  | Adecco Group AG | 10364 | &nbsp;&nbsp;304560 |
|  | Allreal Holding AG | 833 | &nbsp;&nbsp;243663 |
|  | ALSO Holding AG | 139 | &nbsp;&nbsp;35821 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banque Cantonale <br>Vaudoise<br>| 1632 | &nbsp;&nbsp;$220859 |
|  | Barry Callebaut AG | 104 | &nbsp;&nbsp;183458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berner Kantonalbank <br>AG<br>| 114 | &nbsp;&nbsp;47573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bucher Industries <br>AG<br>| 405 | &nbsp;&nbsp;187881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cembra Money Bank <br>AG<br>| 1848 | &nbsp;&nbsp;236233 |
|  | Clariant AG | 4002 | &nbsp;&nbsp;37029 |
|  | DKSH Holding AG | 1830 | &nbsp;&nbsp;134271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EFG International <br>AG<br>| 5169 | &nbsp;&nbsp;132093 |
|  | Emmi AG | 119 | &nbsp;&nbsp;120559 |
|  | Flughafen Zurich AG | 1059 | &nbsp;&nbsp;328905 |
| Ω | Galenica AG | 4117 | &nbsp;&nbsp;514615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helvetia Baloise <br>Holding AG<br>| 3726 | &nbsp;&nbsp;944991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Julius Baer Group <br>Ltd.<br>| 11683 | &nbsp;&nbsp;975884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liechtensteinische <br>Landesbank AG<br>| 181 | &nbsp;&nbsp;22570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logitech International <br>SA (LOGN SW)<br>| 1069 | &nbsp;&nbsp;92097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzerner <br>Kantonalbank AG<br>| 979 | &nbsp;&nbsp;124721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandoz Group AG <br>(SDZ SW)<br>| 10201 | &nbsp;&nbsp;808183 |
|  | SFS Group AG | 843 | &nbsp;&nbsp;123764 |
|  | Siegfried Holding AG | 1623 | &nbsp;&nbsp;199567 |
|  | SIG Group AG | 8178 | &nbsp;&nbsp;126542 |
|  | Sika AG | 2259 | &nbsp;&nbsp;433480 |
|  | Sonova Holding AG | 237 | &nbsp;&nbsp;64863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;St. Galler <br>Kantonalbank AG<br>| 149 | &nbsp;&nbsp;114521 |
|  | Sulzer AG | 922 | &nbsp;&nbsp;198661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise <br>Communications <br>AG, Class A<br>| 4132 | &nbsp;&nbsp;234517 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHR SW), <br>Class BR<br>| 1765 | &nbsp;&nbsp;416430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swatch Group AG <br>(UHRN SW)<br>| 2758 | &nbsp;&nbsp;130670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swiss Life Holding <br>AG<br>| 435 | &nbsp;&nbsp;477000 |
|  | Swiss Prime Site AG | 4244 | &nbsp;&nbsp;722501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Swissquote Group <br>Holding SA<br>| 288 | &nbsp;&nbsp;163960 |
|  | Vontobel Holding AG | 1687 | &nbsp;&nbsp;145396 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | &nbsp;&nbsp;9247838 |
| TAIWAN — (6.8%) | TAIWAN — (6.8%) | TAIWAN — (6.8%) |  |
|  | AcBel Polytech, Inc. | 12000 | &nbsp;&nbsp;18747 |
|  | Acer, Inc. | 109000 | &nbsp;&nbsp;86614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology <br>Co. Ltd.<br>| 7000 | &nbsp;&nbsp;79227 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | Asia Cement Corp. | 73000 | &nbsp;&nbsp;$81454 |
|  | Asia Optical Co., Inc. | 5000 | &nbsp;&nbsp;25660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUO Corp. (2409 <br>TT)<br>| 275000 | &nbsp;&nbsp;119111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung <br>Co. Ltd.<br>| 13390 | &nbsp;&nbsp;5102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 57766 | &nbsp;&nbsp;25052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International <br>Taiwan, Inc.<br>| 5000 | &nbsp;&nbsp;5465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 54000 | &nbsp;&nbsp;50695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catcher Technology <br>Co. Ltd.<br>| 10000 | &nbsp;&nbsp;63866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 22000 | &nbsp;&nbsp;15395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;9298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding <br>Co. Ltd.<br>| 56100 | &nbsp;&nbsp;184896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 234150 | &nbsp;&nbsp;151566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 14000 | &nbsp;&nbsp;20406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 57000 | &nbsp;&nbsp;55266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 14000 | &nbsp;&nbsp;17212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 12000 | &nbsp;&nbsp;44362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Power <br>Technology Co. <br>Ltd.<br>| 4000 | &nbsp;&nbsp;10262 |
|  | China Airlines Ltd. | 123000 | &nbsp;&nbsp;86529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 43000 | &nbsp;&nbsp;22210 |
|  | China Motor Corp. | 16000 | &nbsp;&nbsp;28144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Petrochemical <br>Development <br>Corp.<br>| 125000 | &nbsp;&nbsp;31650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 6000 | &nbsp;&nbsp;14111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 26000 | &nbsp;&nbsp;45115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 20000 | &nbsp;&nbsp;37638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 8000 | &nbsp;&nbsp;19639 |
|  | Clevo Co. | 10000 | &nbsp;&nbsp;11787 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 136000 | &nbsp;&nbsp;$140361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq <br>Manufacturing Co. <br>Ltd.<br>| 43000 | &nbsp;&nbsp;229266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 6000 | &nbsp;&nbsp;4314 |
|  | Coretronic Corp. | 6000 | &nbsp;&nbsp;16619 |
|  | CTCI Corp. | 26404 | &nbsp;&nbsp;25862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;5955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 6000 | &nbsp;&nbsp;28675 |
|  | E Ink Holdings, Inc. | 14000 | &nbsp;&nbsp;77828 |
|  | Ennoconn Corp. | 5000 | &nbsp;&nbsp;44707 |
|  | Ennostar, Inc. | 21000 | &nbsp;&nbsp;23279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 17000 | &nbsp;&nbsp;33026 |
|  | Eva Airways Corp. | 69000 | &nbsp;&nbsp;81671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen <br>International <br>Storage & <br>Transport Corp.<br>| 10000 | &nbsp;&nbsp;17882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 10000 | &nbsp;&nbsp;32500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 19000 | &nbsp;&nbsp;33465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 36000 | &nbsp;&nbsp;25119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 86345 | &nbsp;&nbsp;34225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 97000 | &nbsp;&nbsp;85407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;25291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;28757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 5000 | &nbsp;&nbsp;23209 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEXium <br>Interconnect, Inc.<br>| 6000 | &nbsp;&nbsp;11296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals <br>& Fibre Corp.<br>| 149000 | &nbsp;&nbsp;199462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Taffeta Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;7891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon <br>Integrated <br>Technology, Inc.<br>| 4000 | &nbsp;&nbsp;35530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International <br>Holding Co. Ltd.<br>| 6000 | &nbsp;&nbsp;17923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;25532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;21078 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 2000 | &nbsp;&nbsp;$28621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gigabyte Technology <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;22070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 12507 | &nbsp;&nbsp;42637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Globalwafers Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;172949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 10000 | &nbsp;&nbsp;10820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 26000 | &nbsp;&nbsp;29083 |
|  | Grape King Bio Ltd. | 2000 | &nbsp;&nbsp;7688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 6000 | &nbsp;&nbsp;17030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hannstar Board <br>Corp.<br>| 10000 | &nbsp;&nbsp;30813 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannStar Display <br>Corp.<br>| 40000 | &nbsp;&nbsp;10530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 10000 | &nbsp;&nbsp;78374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hotai Finance Co. <br>Ltd.<br>| 6000 | &nbsp;&nbsp;11528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 11550 | &nbsp;&nbsp;38914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 4507 | &nbsp;&nbsp;5311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial <br>Holdings Co. Ltd.<br>| 102869 | &nbsp;&nbsp;54469 |
|  | Innolux Corp. | 228000 | &nbsp;&nbsp;156420 |
|  | ITEQ Corp. | 9000 | &nbsp;&nbsp;30162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 19000 | &nbsp;&nbsp;11908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 435420 | &nbsp;&nbsp;248976 |
|  | Kinpo Electronics | 45000 | &nbsp;&nbsp;37421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 13000 | &nbsp;&nbsp;103254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;45781 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix <br>International Co. <br>Ltd.<br>| 78000 | &nbsp;&nbsp;224394 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 84301 | &nbsp;&nbsp;20940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;22045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star <br>International Co. <br>Ltd.<br>| 12000 | &nbsp;&nbsp;34236 |
|  | Mitac Holdings Corp. | 39600 | &nbsp;&nbsp;98481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber <br>Tire Co. Ltd.<br>| 9000 | &nbsp;&nbsp;10167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Plastics <br>Corp.<br>| 120000 | &nbsp;&nbsp;286869 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Printed <br>Circuit Board <br>Corp.<br>| 7000 | &nbsp;&nbsp;$85255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 52000 | &nbsp;&nbsp;526382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoton Technology <br>Corp.<br>| 14000 | &nbsp;&nbsp;27519 |
|  | O-Bank Co. Ltd. | 35000 | &nbsp;&nbsp;10149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 16000 | &nbsp;&nbsp;29176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan German <br>Universal Motors <br>Ltd.<br>| 2000 | &nbsp;&nbsp;17256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 4000 | &nbsp;&nbsp;11397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 17000 | &nbsp;&nbsp;27674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 2000 | &nbsp;&nbsp;33446 |
|  | Pegatron Corp. | 65000 | &nbsp;&nbsp;143338 |
|  | Pixart Imaging, Inc. | 2000 | &nbsp;&nbsp;12618 |
|  | Pou Chen Corp. | 69000 | &nbsp;&nbsp;66694 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerchip <br>Semiconductor <br>Manufacturing <br>Corp.<br>| 132000 | &nbsp;&nbsp;283215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech <br>Technology, Inc.<br>| 21000 | &nbsp;&nbsp;166290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 22000 | &nbsp;&nbsp;20428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 19000 | &nbsp;&nbsp;47391 |
|  | Qisda Corp. | 21320 | &nbsp;&nbsp;16924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 18000 | &nbsp;&nbsp;69544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex <br>Development Co. <br>Ltd.<br>| 65000 | &nbsp;&nbsp;59402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Industries <br>Ltd.<br>| 24000 | &nbsp;&nbsp;38398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;28470 |
|  | Sercomm Corp. | 12000 | &nbsp;&nbsp;32435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Commercial & <br>Savings Bank Ltd.<br>| 118000 | &nbsp;&nbsp;147813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 3000 | &nbsp;&nbsp;19820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 8000 | &nbsp;&nbsp;28543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 20000 | &nbsp;&nbsp;9459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd <br>Microelectronics <br>Corp.<br>| 19000 | &nbsp;&nbsp;77894 |
|  | Silergy Corp. | 5000 | &nbsp;&nbsp;44135 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;$32996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American <br>Silicon Products, <br>Inc.<br>| 20000 | &nbsp;&nbsp;75761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;18503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied <br>Materials <br>Technology Corp.<br>| 13000 | &nbsp;&nbsp;26220 |
|  | Sports Gear Co. Ltd. | 3000 | &nbsp;&nbsp;9610 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;10210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 11000 | &nbsp;&nbsp;29224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 23000 | &nbsp;&nbsp;47663 |
|  | Systex Corp. | 5000 | &nbsp;&nbsp;18356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 40000 | &nbsp;&nbsp;49657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 23345 | &nbsp;&nbsp;30711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Spinning Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;4745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Acceptance <br>Corp.<br>| 10500 | &nbsp;&nbsp;25920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Business <br>Bank<br>| 174900 | &nbsp;&nbsp;85224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 7000 | &nbsp;&nbsp;9594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass <br>Industry Corp.<br>| 39000 | &nbsp;&nbsp;58941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 7000 | &nbsp;&nbsp;26586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 11000 | &nbsp;&nbsp;32088 |
|  | Tatung Co. Ltd. | 45000 | &nbsp;&nbsp;55195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 6000 | &nbsp;&nbsp;26575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;48522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 3000 | &nbsp;&nbsp;35356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TTY Biopharm Co. <br>Ltd.<br>| 7000 | &nbsp;&nbsp;18946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 13000 | &nbsp;&nbsp;28608 |
|  | TXC Corp. | 4000 | &nbsp;&nbsp;10941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 18000 | &nbsp;&nbsp;35384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron <br>Technology Corp.<br>| 59308 | &nbsp;&nbsp;704983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of <br>Taiwan<br>| 18190 | &nbsp;&nbsp;10780 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed <br>Circuit Board <br>Corp.<br>| 12000 | &nbsp;&nbsp;$19581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPI Semiconductor <br>Corp.<br>| 2000 | &nbsp;&nbsp;12803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard <br>International <br>Semiconductor <br>Corp.<br>| 18000 | &nbsp;&nbsp;81596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 3000 | &nbsp;&nbsp;11755 |
|  | Walsin Lihwa Corp. | 87429 | &nbsp;&nbsp;119656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 10000 | &nbsp;&nbsp;42915 |
|  | Wan Hai Lines Ltd. | 24000 | &nbsp;&nbsp;56208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 15000 | &nbsp;&nbsp;110917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 133000 | &nbsp;&nbsp;525927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 17000 | &nbsp;&nbsp;38047 |
|  | WNC Corp. | 15000 | &nbsp;&nbsp;87477 |
|  | WPG Holdings Ltd. | 31000 | &nbsp;&nbsp;63048 |
|  | Yageo Corp. | 20000 | &nbsp;&nbsp;174608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 50000 | &nbsp;&nbsp;84836 |
|  | YFY, Inc. | 31000 | &nbsp;&nbsp;24623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 15000 | &nbsp;&nbsp;7408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 2000 | &nbsp;&nbsp;5969 |
|  | Yulon Motor Co. Ltd. | 18000 | &nbsp;&nbsp;17700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding <br>Technology <br>Holding Ltd.<br>| 28000 | &nbsp;&nbsp;172553 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;9900491 |
| THAILAND — (0.4%) | THAILAND — (0.4%) | THAILAND — (0.4%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 3400 | &nbsp;&nbsp;10425 |
|  | Amata Corp. PCL | 40100 | &nbsp;&nbsp;19923 |
|  | AP Thailand PCL | 102500 | &nbsp;&nbsp;29464 |
|  | Bangchak Corp. PCL | 28300 | &nbsp;&nbsp;27217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 140700 | &nbsp;&nbsp;35724 |
| # | Berli Jucker PCL | 64400 | &nbsp;&nbsp;29505 |
|  | CH Karnchang PCL | 64800 | &nbsp;&nbsp;25737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energy Absolute <br>PCL<br>| 331300 | &nbsp;&nbsp;28863 |
|  | IRPC PCL | 546800 | &nbsp;&nbsp;20177 |
|  | Ngern Tid Lor PCL | 15222 | &nbsp;&nbsp;8224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Container <br>Lines PCL<br>| 18600 | &nbsp;&nbsp;16272 |
|  | Sansiri PCL | 937300 | &nbsp;&nbsp;40856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang <br>Agro-Industry PCL<br>| 42100 | &nbsp;&nbsp;17137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 23000 | &nbsp;&nbsp;$6547 |
|  | Srisawad Corp. PCL | 37700 | &nbsp;&nbsp;29768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 69000 | &nbsp;&nbsp;14849 |
|  | Supalai PCL | 68900 | &nbsp;&nbsp;39819 |
|  | Thai Oil PCL | 60700 | &nbsp;&nbsp;82556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 120700 | &nbsp;&nbsp;45228 |
|  | VGI PCL | 351800 | &nbsp;&nbsp;9601 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;537892 |
| TURKEY — (0.2%) | TURKEY — (0.2%) | TURKEY — (0.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 40000 | &nbsp;&nbsp;26300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik <br>Ve Malt Sanayii <br>AS<br>| 73240 | &nbsp;&nbsp;32405 |
|  | Aygaz AS | 7000 | &nbsp;&nbsp;38621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv <br>Servis ve Ticaret <br>AS<br>| 4620 | &nbsp;&nbsp;24396 |
|  | Enerya Enerji AS | 108379 | &nbsp;&nbsp;24738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim <br>Holding AS<br>| 84971 | &nbsp;&nbsp;28696 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Petkim Petrokimya <br>Holding AS<br>| 41232 | &nbsp;&nbsp;17502 |
|  | Sekerbank Turk AS | 49467 | &nbsp;&nbsp;10395 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai <br>Kalkinma Bankasi <br>AS<br>| 34486 | &nbsp;&nbsp;11186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 3969 | &nbsp;&nbsp;12384 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;226623 |
| UNITED ARAB EMIRATES — (0.5%) | UNITED ARAB EMIRATES — (0.5%) | UNITED ARAB EMIRATES — (0.5%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 44362 | &nbsp;&nbsp;62376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Logistics & <br>Services<br>| 30264 | &nbsp;&nbsp;46249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Financial <br>Market PJSC<br>| 52129 | &nbsp;&nbsp;23544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 126791 | &nbsp;&nbsp;138186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 35591 | &nbsp;&nbsp;93632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 30263 | &nbsp;&nbsp;141842 |
| \* | Modon Holding PSC | 130467 | &nbsp;&nbsp;120182 |
|  | NMDC Group PJSC | 10027 | &nbsp;&nbsp;56155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pure Health Holding <br>PJSC<br>| 13117 | &nbsp;&nbsp;9751 |
|  | Sharjah Islamic Bank | 45955 | &nbsp;&nbsp;44672 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero <br>Group PJSC<br>| 101095 | &nbsp;&nbsp;$62129 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;798718 |
| UNITED KINGDOM — (8.5%) | UNITED KINGDOM — (8.5%) | UNITED KINGDOM — (8.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aberdeen Group <br>PLC<br>| 116826 | &nbsp;&nbsp;348818 |
|  | Barratt Redrow PLC | 92072 | &nbsp;&nbsp;490259 |
|  | Beazley PLC | 40964 | &nbsp;&nbsp;636398 |
|  | Bellway PLC | 7478 | &nbsp;&nbsp;278293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Group <br>Holdings PLC<br>| 6218 | &nbsp;&nbsp;351310 |
|  | Bunzl PLC | 8854 | &nbsp;&nbsp;248293 |
| \* | Canal & SA | 37988 | &nbsp;&nbsp;164254 |
|  | Centrica PLC | 273712 | &nbsp;&nbsp;716718 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Croda International <br>PLC<br>| 9163 | &nbsp;&nbsp;342420 |
|  | DCC PLC | 5602 | &nbsp;&nbsp;355107 |
|  | Drax Group PLC | 21885 | &nbsp;&nbsp;270038 |
| \* | Frasers Group PLC | 7356 | &nbsp;&nbsp;70073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grafton Group PLC, <br>CDI<br>| 9580 | &nbsp;&nbsp;122488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hikma <br>Pharmaceuticals <br>PLC<br>| 10158 | &nbsp;&nbsp;213078 |
|  | Hiscox Ltd. | 21907 | &nbsp;&nbsp;445574 |
|  | ICG PLC | 10079 | &nbsp;&nbsp;250800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IG Group Holdings <br>PLC<br>| 19202 | &nbsp;&nbsp;356236 |
|  | Inchcape PLC | 18806 | &nbsp;&nbsp;210297 |
|  | Investec PLC | 37348 | &nbsp;&nbsp;310146 |
|  | ITV PLC | 218578 | &nbsp;&nbsp;243702 |
|  | J Sainsbury PLC | 118031 | &nbsp;&nbsp;517178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD Sports Fashion <br>PLC<br>| 150796 | &nbsp;&nbsp;168760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey <br>PLC<br>| 11103 | &nbsp;&nbsp;359047 |
|  | Kingfisher PLC | 117541 | &nbsp;&nbsp;541675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Finance Group <br>PLC<br>| 2281 | &nbsp;&nbsp;315141 |
|  | M&G PLC | 112005 | &nbsp;&nbsp;474817 |
|  | Man Group PLC | 65141 | &nbsp;&nbsp;235120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marks & Spencer <br>Group PLC<br>| 36792 | &nbsp;&nbsp;184519 |
|  | Mondi PLC | 29713 | &nbsp;&nbsp;347233 |
| \* | Ocado Group PLC | 9833 | &nbsp;&nbsp;29468 |
|  | OSB Group PLC | 23617 | &nbsp;&nbsp;197397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC (PSON <br>LN)<br>| 24717 | &nbsp;&nbsp;325101 |
|  | Persimmon PLC | 21608 | &nbsp;&nbsp;416110 |
| Ω | Quilter PLC | 88081 | &nbsp;&nbsp;234466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rathbones Group <br>PLC<br>| 3617 | &nbsp;&nbsp;109481 |
|  | RS Group PLC | 29303 | &nbsp;&nbsp;269077 |
|  | Schroders PLC | 45589 | &nbsp;&nbsp;282366 |
|  | Taylor Wimpey PLC | 181544 | &nbsp;&nbsp;265410 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;TBC Bank Group <br>PLC<br>| 1524 | &nbsp;&nbsp;$88609 |
| TP ICAP Group PLC | 46483 | &nbsp;&nbsp;162152 |
| Vistry Group PLC | 26996 | &nbsp;&nbsp;245996 |
| Whitbread PLC | 8222 | &nbsp;&nbsp;306914 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  | &nbsp;&nbsp;12500339 |
| UNITED STATES — (0.5%) | UNITED STATES — (0.5%) |  |
| Qiagen NV | 8805 | &nbsp;&nbsp;466813 |
| Royal Gold, Inc. | 743 | &nbsp;&nbsp;195705 |
| TOTAL UNITED STATES |  | &nbsp;&nbsp;662518 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;144249276 |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| BRAZIL — (0.2%) | BRAZIL — (0.2%) | BRAZIL — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos <br>e Participacoes<br>| 2009 | &nbsp;&nbsp;10746 |
| Gerdau SA, 2.765% | 40000 | &nbsp;&nbsp;170405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 41900 | &nbsp;&nbsp;51353 |
| TOTAL BRAZIL |  | &nbsp;&nbsp;232504 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones <br>y Valores SA, <br>2.827%<br>| 89000 | &nbsp;&nbsp;21546 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 3345 | &nbsp;&nbsp;47141 |
| TOTAL COLOMBIA |  | &nbsp;&nbsp;68687 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| FUCHS SE, 3.204% | 2980 | &nbsp;&nbsp;128816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Porsche Automobil <br>Holding SE, <br>5.285%<br>| 5688 | &nbsp;&nbsp;243364 |
| Sixt SE, 5.075% | 257 | &nbsp;&nbsp;16204 |
| TOTAL GERMANY |  | &nbsp;&nbsp;388384 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;689575 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp. <br>Rights 01/26/2026<br>| 1493 | &nbsp;&nbsp;$5076 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $114,277,865) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $114,277,865) |  | &nbsp;&nbsp;144943927 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) |
| @ § | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 132381 | &nbsp;&nbsp;1531255 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $115,809,120)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $115,809,120)^^ |  | &nbsp;&nbsp;$146475182 |

---

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

ADR American Depositary Receipt

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

---

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

---

As of January 31, 2026, Dimensional World ex U.S. Sustainability Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br>**Contracts**<br>| **Expiration**<br>**Date**<br>| **Notional**<br>**Value**<br>| **Market**<br>**Value**<br>| **Unrealized**<br>**Appreciation**<br>**(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp;&nbsp;&nbsp;1 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$350500 | &nbsp;&nbsp;&nbsp;&nbsp;$348287 | &nbsp;&nbsp;&nbsp;&nbsp;$(2213)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$350500** | &nbsp;&nbsp;**$348287** | &nbsp;&nbsp;**$(2213)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $5,986,366 or 4.1% of net assets.

Summary of the Portfolio's investments as of January 31, 2026, 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;$6165434 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$6165434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;630783 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;630783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1003438 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1003438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;$1113729 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1113729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;10859394 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10859394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;114701 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;114701 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;508019 | &nbsp;&nbsp;&nbsp;12934458 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13442477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;48653 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;48653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2926214 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2926214 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2813339 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2813339 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6452479 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6452479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4595352 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4595352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;235048 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;235048 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1302302 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1302302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3346 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3346 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;85599 | &nbsp;&nbsp;&nbsp;6535203 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6620802 |

---

------

**Dimensional World ex U.S. Sustainability Targeted Value Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$212506 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$212506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1834169 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1834169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1507415 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1507415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;$402687 | &nbsp;&nbsp;&nbsp;5233448 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5636135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21974762 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21974762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;287969 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;287969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;632115 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;632115 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;615958 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;615958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3736815 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3736815 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;171878 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;171878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;26791 | &nbsp;&nbsp;&nbsp;651335 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;678126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;162391 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;162391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;653211 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;653211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;754363 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;754363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;243628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;243628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;871145 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;871145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1228241 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1228241 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1405592 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1405592 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6245223 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6245223 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;843706 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;843706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;7676 | &nbsp;&nbsp;&nbsp;2344342 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2352018 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9247838 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9247838 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9900491 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9900491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;537892 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;537892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;226623 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;226623 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;798718 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;798718 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12500339 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12500339 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;195705 | &nbsp;&nbsp;&nbsp;466813 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;662518 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;232504 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;232504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;68687 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;68687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;388384 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;388384 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5076 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5076 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1531255 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1531255 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$14165402 | &nbsp;&nbsp;&nbsp;$132309780 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$146475182 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(2213) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2213) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(2213) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(2213) |
| &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 January 31, 2026, 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 International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio), 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 January 31, 2026, the DFA Commodity Strategy Portfolio held $253,475,378 in the Subsidiary, representing 22.77% 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 January 31, 2026, the total cost of securities for federal income tax purposes was:

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp;$216871 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp;15040358 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp;11081720 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp;13589084 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;11609184 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;13399371 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp;3086656 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp;24638763 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp;4952820 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;4355972 |
| Large Cap International Portfolio | &nbsp;&nbsp;8331785 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;23686443 |
| International Small Company Portfolio | &nbsp;&nbsp;9952106 |
| Global Small Company Portfolio | &nbsp;&nbsp;98099 |
| Japanese Small Company Portfolio | &nbsp;&nbsp;176829 |
| Asia Pacific Small Company Portfolio | &nbsp;&nbsp;152356 |
| United Kingdom Small Company Portfolio | &nbsp;&nbsp;18734 |
| Continental Small Company Portfolio | &nbsp;&nbsp;6416 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;3323241 |
| DFA Global Real Estate Securities Portfolio | &nbsp;&nbsp;6401170 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp;8690444 |
| International Vector Equity Portfolio | &nbsp;&nbsp;4780493 |
| World ex U.S. Value Portfolio | &nbsp;&nbsp;360131 |
| World ex U.S. Targeted Value Portfolio | &nbsp;&nbsp;551415 |
| World ex U.S. Core Equity Portfolio | &nbsp;&nbsp;3174506 |
| Selectively Hedged Global Equity Portfolio | &nbsp;&nbsp;147994 |
| Emerging Markets Portfolio | &nbsp;&nbsp;3110237 |
| Emerging Markets Small Cap Portfolio | &nbsp;&nbsp;2245818 |
| Emerging Markets Value Portfolio | &nbsp;&nbsp;8764946 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;20103327 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp;1160334 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp;$2804532 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;4643552 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;4477456 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;998092 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp;1543556 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp;8971174 |
| &nbsp;&nbsp;&nbsp;&nbsp;DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government <br>Fixed Income Portfolio)<br>| &nbsp;&nbsp;1043352 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp;6189335 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;5549924 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp;1842660 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp;847922 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp;12933207 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;5397411 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;1408439 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;1260395 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp;567000 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp;189426 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;871187 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;432723 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp;167602 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp;55001 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp;150308 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp;122572 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp;93844 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp;78366 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp;33565 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp;879 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp;19525 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp;53723 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp;113647 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp;148843 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp;164421 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp;142765 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp;2050867 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp;1758563 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp;469555 |
| World Core Equity Portfolio | &nbsp;&nbsp;567447 |
| DFA LTIP Portfolio | &nbsp;&nbsp;594125 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;981209 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp;3664505 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;459367 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp;2791974 |
| International Social Core Equity Portfolio | &nbsp;&nbsp;1278414 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp;57824 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;1134515 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;646198 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;482303 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;533756 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;$363658 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;416910 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;353459 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp;273199 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp;180080 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp;2548214 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp;1494186 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp;850341 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp;242180 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp;721928 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp;1774489 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp;3810338 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp;1234253 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp;196808 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp;29789 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp;367348 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp;2891864 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp;815390 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp;218630 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp;710150 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp;100345 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp;294428 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp;894009 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;115809 |

---

**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 or results of operations, 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:** Dimensional VA Short-Term Fixed Portfolio

- **b. EDGAR series identifier (if any):** S000000954

- **c. LEI of Series:** 54930073N9LBHNXWZ342

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $415829077.84

**Total Liabilities:** $66682.02

**Net Assets:** $415762395.82

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1210.30000000 | **1-Year:** -7249.26000000 | **5-Year:** -876.07000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002705 | 0.38%                | 0.35%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $62.67                   | $-41252.02                                 |
| Month 2  | $-2866.39                | $124023.09                                 |
| Month 3  | $91.35                   | $12579.33                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFRICAN DEVELOPMENT BANK          | African Development Bank                                     | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    811000 | PA      | $807710.75    | 0.19%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE                  | Province of Alberta                                          | CUSIP: 01306NBK3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $498987.70    | 0.12%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE                  | Province of Alberta                                          | CUSIP: 01306NC22<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4984363.50   | 1.20%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE                  | Province of Alberta                                          | CUSIP: 01306NCJ5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2488068.25   | 0.60%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE                  | Province of Alberta                                          | CUSIP: 01306NCX4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3975600.00   | 0.96%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK            | Asian Development Bank                                       | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    366000 | PA      | $365933.54    | 0.09%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK            | Asian Development Bank                                       | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   7303000 | PA      | $7262911.06   | 1.75%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK            | Asian Development Bank                                       | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    569000 | PA      | $570672.86    | 0.14%             | 2026-06-16      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP           | Australia & New Zealand Banking Group Ltd.                   | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1105685.86   | 0.27%             | 2027-01-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP           | Australia & New Zealand Banking Group Ltd.                   | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1400700.00   | 0.34%             | 2026-03-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP           | Australia & New Zealand Banking Group Ltd.                   | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6300000 | PA      | $6332848.20   | 1.52%             | 2027-07-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP           | Australia & New Zealand Banking Group Ltd.                   | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1005168.96   | 0.24%             | 2027-01-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP           | Australia & New Zealand Banking Group Ltd.                   | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $402085.60    | 0.10%             | 2027-07-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP           | Australia & New Zealand Banking Group Ltd.                   | CUSIP: 05253CD78<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   1000000 | PA      | $993116.10    | 0.24%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                       | BNG Bank NV                                                  | CUSIP: 09657SDV4<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | US        |   4750000 | PA      | $4706959.78   | 1.13%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                       | BNG Bank NV                                                  | CUSIP: 09657SDW2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | STIV             | CORP              | NL        |   4000000 | PA      | $3963350.00   | 0.95%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                 | CDP Financial, Inc.                                          | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2478188.08   | 0.60%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON          | Caisse des Depots et Consignations                           | CUSIP: 12800BBA9<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   1750000 | PA      | $1748044.55   | 0.42%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON          | Caisse des Depots et Consignations                           | CUSIP: 12800BC91<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |   3000000 | PA      | $2988312.90   | 0.72%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                   | Chevron USA, Inc.                                            | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2476263.90   | 0.60%             | 2027-02-26      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                      | Chevron Corp.                                                | CUSIP: 16677KB69<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999290.30    | 0.24%             | 2026-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                 | Cisco Systems, Inc.                                          | CUSIP: 17277BB61<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |    800000 | PA      | $799432.24    | 0.19%             | 2026-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                 | Cisco Systems, Inc.                                          | CUSIP: 17277BCC7<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |   4250000 | PA      | $4232328.08   | 1.02%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                 | Cisco Systems, Inc.                                          | CUSIP: 17277BFC4<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3453415.35   | 0.83%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                       | Citibank NA                                                  | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3457867.14   | 0.83%             | 2027-05-29      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST            | Commonwealth Bank of Australia                               | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1850000 | PA      | $1856168.95   | 0.45%             | 2026-11-27      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY           | Cooperatieve Rabobank UA                                     | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3650000 | PA      | $3657706.83   | 0.88%             | 2026-08-28      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY           | Cooperatieve Rabobank UA                                     | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4330000 | PA      | $4346273.31   | 1.05%             | 2027-05-27      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY           | Cooperatieve Rabobank UA                                     | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2750000 | PA      | $2751622.50   | 0.66%             | 2028-01-14      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                 | CPPIB Capital, Inc.                                          | CUSIP: 22411WAS5<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    795000 | PA      | $795977.29    | 0.19%             | 2026-03-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                      | DBS Bank Ltd.                                                | CUSIP: 23305EB36<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $4997974.50   | 1.20%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                      | DBS Bank Ltd.                                                | CUSIP: 23305ECA9<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |   1750000 | PA      | $1743011.90   | 0.42%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The DFA Investment Trust Company  | DFA Investment Trust Co.                                     | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |         1 | NS      | $11.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                      | DNB Bank ASA                                                 | CUSIP: 2332K1CP3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   4750000 | PA      | $4725138.98   | 1.14%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                      | DNB Bank ASA                                                 | CUSIP: 2332K1DF4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |   5000000 | PA      | $4962056.50   | 1.19%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT          | Erste Abwicklungsanstalt                                     | CUSIP: 29604DC57<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |    600000 | PA      | $597918.84    | 0.14%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT          | Erste Abwicklungsanstalt                                     | CUSIP: 29604DCG3<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | GE        |   2600000 | PA      | $2588040.00   | 0.62%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT          | Erste Abwicklungsanstalt                                     | CUSIP: 29604DDM9<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |    750000 | PA      | $743795.93    | 0.18%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERSTE ABWICKLUNGSANSTALT          | Erste Abwicklungsanstalt                                     | CUSIP: 29604DEU0<br>LEI: 7TG4VWERK338227TR435 | Long             | STIV             | CORP              | DE        |   3500000 | PA      | $3457679.05   | 0.83%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK          | European Investment Bank                                     | CUSIP: 29878SBH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | STIV             | NUSS              | LU        |   9750000 | PA      | $9732161.40   | 2.34%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANAD          | Export Development Canada                                    | CUSIP: 30215HC32<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3987366.00   | 0.96%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK          | Federal Farm Credit Banks Funding Corp.                      | CUSIP: 3133ER3G4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1700000 | PA      | $1701364.01   | 0.41%             | 2027-02-10      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK          | Federal Farm Credit Banks Funding Corp.                      | CUSIP: 3133ERKS9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $300145.31    | 0.07%             | 2026-07-10      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                       | Federal Home Loan Mortgage Corp.                             | CUSIP: 3134HBPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3999904.56   | 0.96%             | 2027-05-05      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                      | Hydro-Quebec                                                 | CUSIP: 44881MDF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4961797.00   | 1.19%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK           | Inter-American Development Bank                              | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200007.87    | 0.05%             | 2026-09-16      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK           | Inter-American Development Bank                              | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1907000 | PA      | $1908380.29   | 0.46%             | 2027-04-12      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK           | Inter-American Development Bank                              | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9500000 | PA      | $9514087.36   | 2.29%             | 2027-10-04      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP           | International Bank for Reconstruction & Development          | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3503897.43   | 0.84%             | 2027-01-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP           | International Bank for Reconstruction & Development          | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    361000 | PA      | $361494.57    | 0.09%             | 2027-02-23      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                 | International Finance Corp.                                  | CUSIP: 45950KDM9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   7346000 | PA      | $7349475.54   | 1.77%             | 2027-07-30      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA           | JPMorgan Chase Bank NA                                       | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001022.52   | 0.24%             | 2026-04-29      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                 | Johnson & Johnson                                            | CUSIP: 47816GB24<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |   5500000 | PA      | $5498334.05   | 1.32%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                 | Johnson & Johnson                                            | CUSIP: 47816GFC8<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |   1300000 | PA      | $1282958.17   | 0.31%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA           | JPMorgan Chase Bank NA                                       | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502655.97    | 0.12%             | 2026-12-08      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UB96<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |    200000 | PA      | $199799.24    | 0.05%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UC38<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |   3500000 | PA      | $3488768.85   | 0.84%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UC95<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |   1000000 | PA      | $996189.40    | 0.24%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UCK0<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |   1250000 | PA      | $1243983.38   | 0.30%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UD11<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |   1000000 | PA      | $993881.40    | 0.24%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UDP8<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |   2500000 | PA      | $2479059.75   | 0.60%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                               | Kreditanstalt fuer Wiederaufbau                              | CUSIP: 48246UGT7<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | DE        |   2500000 | PA      | $2455500.00   | 0.59%             | 2026-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT          | LVMH Moet Hennessy Louis Vuitton SE                          | CUSIP: 50244MBA9<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   2500000 | PA      | $2497205.50   | 0.60%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                | Macquarie Bank Ltd.                                          | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3021630.00   | 0.73%             | 2027-07-02      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA            | Morgan Stanley Bank NA                                       | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1249362.58   | 0.30%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                          | NRW Bank                                                     | CUSIP: 62939MCS4<br>LEI: 52990002O5KK6XOGJ020 | Long             | STIV             | CORP              | GE        |    800000 | PA      | $795522.56    | 0.19%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING            | National Securities Clearing Corp.                           | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251182.50    | 0.06%             | 2027-05-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP            | National Securities Clearing Corp.                           | CUSIP: 63763QBL0<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4490354.70   | 1.08%             | 2026-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP            | National Securities Clearing Corp.                           | CUSIP: 63763QCA3<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992000.60   | 0.48%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP            | National Securities Clearing Corp.                           | CUSIP: 63763QCT2<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1988488.80   | 0.48%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp | National Securities Clearing Corp.                           | CUSIP: 63763QDH7<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992092.20    | 0.24%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL SEC CLEARING CORP            | National Securities Clearing Corp.                           | CUSIP: 63763QDP9<br>LEI: 549300RYC9NELN2ICA34 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2478695.75   | 0.60%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPS           | Nederlandse Waterschapsbank NV                               | CUSIP: 63975VFG0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | US        |   3800000 | PA      | $3746927.68   | 0.90%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd  | Nestle Finance International Ltd.                            | CUSIP: 64106HB91<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   1500000 | PA      | $1498479.75   | 0.36%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD           | Nestle Finance International Ltd.                            | CUSIP: 64106HDW8<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |   3000000 | PA      | $2972587.50   | 0.71%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                   | Nordea Bank Abp                                              | CUSIP: 65558KGE8<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |    600000 | PA      | $589847.58    | 0.14%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                   | Nordea Bank Abp                                              | CUSIP: 65558KGL2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   8250000 | PA      | $8105492.18   | 1.95%             | 2026-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OESTERREICH KONTROLLBANK          | Oesterreichische Kontrollbank AG                             | CUSIP: 67616SCW1<br>LEI: 5299000OVRLMF858L016 | Long             | STIV             | CORP              | AS        |   6290000 | PA      | $6251858.07   | 1.50%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG  | Oesterreichische Kontrollbank AG                             | CUSIP: 67616SDW0<br>LEI: 5299000OVRLMF858L016 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4953812.50   | 1.19%             | 2026-04-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust               | OMERS Finance Trust                                          | CUSIP: 68217YE15<br>LEI: 529900M039WCPES03P17 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $990584.50    | 0.24%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)             | Province of Ontario                                          | CUSIP: 68323KB68<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | STIV             | CORP              | CA        |   5250000 | PA      | $5246274.08   | 1.26%             | 2026-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)             | Province of Ontario                                          | CUSIP: 68323KCW0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1491003.30   | 0.36%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)             | Province of Ontario                                          | CUSIP: 68323KDM1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3967217.60   | 0.95%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                   | PSP Capital, Inc.                                            | CUSIP: 69370BBR2<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1496032.95   | 0.36%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                   | PSP Capital, Inc.                                            | CUSIP: 69370BCB6<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3983703.60   | 0.96%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                   | PSP Capital, Inc.                                            | CUSIP: 69370BDL3<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $991851.80    | 0.24%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                   | PSP Capital, Inc.                                            | CUSIP: 69370BDU3<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1982080.60   | 0.48%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                   | PSP Capital, Inc.                                            | CUSIP: 69370BDU3<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   3500000 | PA      | $3468641.05   | 0.83%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO               | Procter & Gamble Co.                                         | CUSIP: 74271UDN7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1735603.45   | 0.42%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE                   | Province of Quebec                                           | CUSIP: 74800KBR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997374.70    | 0.24%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                | Province of Quebec                                           | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2735000 | PA      | $2727053.18   | 0.66%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP          | Queensland Treasury Corp.                                    | CUSIP: 74830SGE3<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | STIV             | NUSS              | AU        |   1500000 | PA      | $1475524.95   | 0.35%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | 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        |  10429646 | NS      | $10429645.78  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI SA                         | Sanofi SA                                                    | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   2310000 | PA      | $2319602.35   | 0.56%             | 2027-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| SANOFI                            | Sanofi SA                                                    | CUSIP: 8010M3BA7<br>LEI: 549300E9PC51EN656011 | Long             | STIV             | CORP              | FR        |    500000 | PA      | $499441.10    | 0.12%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS CAPITAL CO LLC            | Siemens Capital Co. LLC                                      | CUSIP: 82619UB45<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999497.60    | 0.24%             | 2026-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS CAPITAL CO LLC            | Siemens Capital Co. LLC                                      | CUSIP: 82619UBD5<br>LEI: EOSCVWUER252U910GR08 | Long             | STIV             | CORP              | US        |   4250000 | PA      | $4244021.95   | 1.02%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORFINA LTD                       | Norfina Ltd.                                                 | CUSIP: 86724BDV8<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | STIV             | CORP              | AU        |    500000 | PA      | $495420.00    | 0.12%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB          | Svenska Handelsbanken AB                                     | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    650000 | PA      | $652595.45    | 0.16%             | 2026-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB          | Svenska Handelsbanken AB                                     | CUSIP: 86960KGN6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   2000000 | PA      | $1964549.60   | 0.47%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                          | Swedbank AB                                                  | CUSIP: 87020XGN4<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   7000000 | PA      | $6876228.10   | 1.65%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT             | Svensk Exportkredit AB                                       | CUSIP: 87030KC46<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   2500000 | PA      | $2491626.25   | 0.60%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT             | Svensk Exportkredit AB                                       | CUSIP: 87030KCB0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   3500000 | PA      | $3485753.60   | 0.84%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT             | Svensk Exportkredit AB                                       | CUSIP: 87030KCG9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | STIV             | CORP              | SE        |   4500000 | PA      | $4479356.25   | 1.08%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT             | Svensk Exportkredit AB                                       | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1004075.10   | 0.24%             | 2026-08-03      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD           | Temasek Financial I Ltd.                                     | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1750000 | PA      | $1751216.76   | 0.42%             | 2027-08-20      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK             | Toronto-Dominion Bank                                        | CUSIP: 89119BC20<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $498385.85    | 0.12%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK             | Toronto-Dominion Bank                                        | CUSIP: 89119BCS3<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1491393.45   | 0.36%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD          | United Overseas Bank Ltd.                                    | CUSIP: 91127QBC2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   1600000 | PA      | $1597879.36   | 0.38%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD          | United Overseas Bank Ltd.                                    | CUSIP: 91127QBD0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   4250000 | PA      | $4243930.58   | 1.02%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD          | United Overseas Bank Ltd.                                    | CUSIP: 91127QBL2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   1000000 | PA      | $997850.80    | 0.24%             | 2026-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD          | United Overseas Bank Ltd.                                    | CUSIP: 91127QCD9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | STIV             | CORP              | SG        |   5000000 | PA      | $4978381.50   | 1.20%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Bills                                          | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3250000 | PA      | $3233568.68   | 0.78%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Notes                                          | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6250000.00   | 1.50%             | 2026-01-31      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Notes                                          | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $12802965.12  | 3.08%             | 2026-04-30      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Notes                                          | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5803256.18   | 1.40%             | 2026-07-31      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Notes                                          | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1000370.66   | 0.24%             | 2027-01-31      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Notes                                          | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25750000 | PA      | $25782280.97  | 6.20%             | 2027-04-30      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S.Treasury Notes                                           | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13750000 | PA      | $13766353.01  | 3.31%             | 2027-07-31      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury            | U.S. Treasury Notes                                          | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11018649.62  | 2.65%             | 2027-10-31      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                       | Walmart, Inc.                                                | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2774180.42   | 0.67%             | 2027-04-28      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA               | Wells Fargo Bank NA                                          | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301956.86    | 0.07%             | 2026-12-11      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP              | Westpac Banking Corp.                                        | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6003714.00   | 1.44%             | 2026-04-16      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP              | Westpac Banking Corp.                                        | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2900000 | PA      | $2905452.00   | 0.70%             | 2026-10-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV          | Asian Infrastructure Investment Bank                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $3000840.00   | 0.72%             | 2026-04-15      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                 | Kommunalbanken AS                                            | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $200630.70    | 0.05%             | 2026-06-17      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BK OF ENGLAND EURO NOTE           | Bank of England Euro Notes                                   | CUSIP: 000000000<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |    800000 | PA      | $800760.04    | 0.19%             | 2026-03-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK             | Landeskreditbank Baden-Wuerttemberg Foerderbank              | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   4619000 | PA      | $4622962.27   | 1.11%             | 2026-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                 | CDP Financial, Inc.                                          | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1300000 | PA      | $1300241.63   | 0.31%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST               | OMERS Finance Trust                                          | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  10500000 | PA      | $10455854.22  | 2.51%             | 2026-03-26      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President