# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001133228-25-007194
**Filing Date:** 2025-7
**Character Count:** 4754166
**Document Hash:** c721a1cf7a54a25d0e9ae645ec800215
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001133228-25-007194.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001133228-25-007194

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 83

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**EFFECTIVENESS DATE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 251110713

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

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

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

## Series and Classes Contracts Data

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

?xml version='1.0' encoding='ASCII'? 2025-04-02DFC6_DFACaliforniaIntermediate-TermMunicipalBondPortfolio_Institutional_TSRSemiAnnual

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANIES**

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

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

(Exact name of registrant as specified in charter)

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

(Address of principal executive offices) (Zip code)

Catherine L. Newell, Esquire, President and General Counsel

DFA Investment Dimensions Group Inc.,

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

(Name and address of agent for service)

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

Date of fiscal year end: October 31

Date of reporting period: November 1, 2024 – April 30, 2025

**EXPLANATORY NOTE**

The Registrant is filing this Certified Shareholder Report on Form N-CSR in two (2) separate submissions due to file size limitations on EDGAR submissions. The initial submission of the Certified Shareholder Report on Form N-CSR (accession # 0001133228-25-007180) provides the information required by Items 1 and 6-11 of Form N-CSR for a limited number of the Registrant's series. This submission provides the information required by Items 1 and 6-11 of Form N-CSR with respect to the remaining series that were not included in the Registrant's initial submission. Apart from Items 1 and 6-11, this submission is identical in all material respects to the initial submission.

ITEM 1. REPORTS TO STOCKHOLDERS.

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA California Intermediate-Term** **Municipal Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DCIBX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA California Intermediate-Term Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.21%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $433383 |
| **Number of Holdings** | 366 |
| **Portfolio Turnover Rate** | 29% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 26.4% |
|  School District  | 25.5% |
|  General  | 13.2% |
|  Medical  | 9.0% |
|  Water  | 8.5% |
|  Higher Education  | 8.0% |
|  Power  | 3.8% |
|  Transportation  | 3.7% |
|  Airport  | 1.0% |
|  Education  | 0.5% |
|  Utilities  | 0.2% |
|  Mello-Roos  | 0.1% |
|  Other  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 10.0% |
|  1 to 3 Years  | 17.7% |
|  3 to 5 Years  | 13.9% |
|  5 to 10 Years  | 19.5% |
|  Greater than 10 Years  | 38.9% |

---

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

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

PAGE 1 DFA043025-DCIBX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA California Municipal Real Return** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DCARX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA California Municipal Real Return Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.23%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $347461 |
| **Number of Holdings** | 298 |
| **Portfolio Turnover Rate** | 49% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 36.8% |
|  School District  | 19.9% |
|  General  | 16.5% |
|  Water  | 8.7% |
|  Higher Education  | 8.0% |
|  Medical  | 4.6% |
|  Transportation  | 1.3% |
|  Education  | 1.1% |
|  Power  | 1.1% |
|  Tobacco Settlement  | 1.0% |
|  Airport  | 0.6% |
|  Mello-Roos  | 0.2% |
|  Utilities  | 0.1% |
|  Other  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 26.0% |
|  1 to 3 Years  | 30.3% |
|  3 to 5 Years  | 10.8% |
|  5 to 10 Years  | 18.3% |
|  Greater than 10 Years  | 14.6% |

---

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

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

PAGE 1 DFA043025-DCARX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA California Short-Term Municipal Bond** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFCMX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA California Short-Term Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $743494 |
| **Number of Holdings** | 311 |
| **Portfolio Turnover Rate** | 67% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 34.3% |
|  General  | 17.6% |
|  School District  | 17.1% |
|  Water  | 8.5% |
|  Higher Education  | 8.4% |
|  Medical  | 6.5% |
|  Tobacco Settlement  | 2.8% |
|  Power  | 1.8% |
|  Education  | 1.4% |
|  Airport  | 0.9% |
|  Utilities  | 0.4% |
|  Transportation  | 0.2% |
|  Mello-Roos  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 31.8% |
|  1 to 3 Years  | 23.1% |
|  3 to 5 Years  | 8.4% |
|  5 to 10 Years  | 30.0% |
|  Greater than 10 Years  | 6.7% |

---

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

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

PAGE 1 DFA043025-DFCMX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Diversified Fixed Income Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFXIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Diversified Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.15%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1691587 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 28% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA Intermediate Government Fixed Income Portfolio  | 50.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 30.0% |
|  U.S. Treasury Inflation-Indexed Notes 1.750% due 01/15/34  | 4.9% |
|  U.S. Treasury Inflation-Indexed Notes 0.125% due 01/15/32  | 4.9% |
|  U.S. Treasury Inflation-Indexed Bonds 3.375% due 04/15/32  | 4.9% |
|  U.S. Treasury Inflation-Indexed Notes 0.125% due 07/15/31  | 2.9% |
|  U.S. Treasury Inflation-Indexed Notes 2.125% due 01/15/35  | 1.9% |

---

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

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

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

PAGE 1 DFA043025-DFXIX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Five-Year Global Fixed Income** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFGBX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Five-Year Global Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.21%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $9281709 |
| **Number of Holdings** | 313 |
| **Portfolio Turnover Rate** | 20% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Foreign Government  | 47.6% |
|  Financials  | 33.0% |
|  U.S. Government  | 18.1% |
|  Energy  | 0.5% |
|  Consumer, Non-cyclical  | 0.4% |
|  Consumer, Cyclical  | 0.4% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 57.5% |
|  1 to 3 Years  | 29.4% |
|  3 to 5 Years  | 13.1% |

---

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

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

PAGE 1 DFA043025-DFGBX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Global Core Plus Fixed Income** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DGCFX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Global Core Plus Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.23%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $2621574 |
| **Number of Holdings** | 648 |
| **Portfolio Turnover Rate** | 21% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 24.5% |
|  Foreign Government  | 22.4% |
|  Mortgage Securities  | 8.9% |
|  U.S. Government  | 7.1% |
|  Consumer, Non-cyclical  | 6.6% |
|  Consumer, Cyclical  | 5.6% |
|  Energy  | 5.2% |
|  Communications  | 4.7% |
|  Industrials  | 4.7% |
|  Technology  | 4.3% |
|  Basic Materials  | 3.2% |
|  Utilities  | 2.5% |
|  Other  | 0.3% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 7.3% |
|  1 to 3 Years  | 4.9% |
|  3 to 5 Years  | 8.9% |
|  5 to 10 Years  | 45.6% |
|  Greater than 10 Years  | 33.3% |

---

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

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

PAGE 1 DFA043025-DGCFX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Global Core Plus Real Return Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFAAX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Global Core Plus Real Return Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $15<br>0.29%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $269568 |
| **Number of Holdings** | 306 |
| **Portfolio Turnover Rate** | 27% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 25.8% |
|  Foreign Government  | 20.8% |
|  Mortgage Securities  | 9.0% |
|  Energy  | 7.1% |
|  U.S. Government  | 6.5% |
|  Consumer, Non-cyclical  | 5.9% |
|  Consumer, Cyclical  | 5.8% |
|  Utilities  | 4.5% |
|  Industrials  | 3.9% |
|  Technology  | 3.8% |
|  Communications  | 3.7% |
|  Basic Materials  | 2.8% |
|  Other  | 0.4% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 4.0% |
|  1 to 3 Years  | 5.8% |
|  3 to 5 Years  | 11.4% |
|  5 to 10 Years  | 48.3% |
|  Greater than 10 Years  | 30.5% |

---

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

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

PAGE 1 DFA043025-DFAAX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Global Sustainability Fixed Income** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DGSFX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Global Sustainability Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.22%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $690093 |
| **Number of Holdings** | 244 |
| **Portfolio Turnover Rate** | 15% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Foreign Government  | 45.0% |
|  Financials  | 22.7% |
|  Consumer, Non-cyclical  | 8.4% |
|  Communications  | 4.6% |
|  Industrials  | 4.5% |
|  U.S. Government  | 4.2% |
|  Technology  | 4.1% |
|  Consumer, Cyclical  | 4.0% |
|  Multi-National  | 2.1% |
|  Utilities  | 0.4% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 9.1% |
|  1 to 3 Years  | 9.5% |
|  3 to 5 Years  | 12.9% |
|  5 to 10 Years  | 21.1% |
|  Greater than 10 Years  | 47.4% |

---

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

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

PAGE 1 DFA043025-DGSFX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Inflation-Protected Securities** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DIPSX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Inflation-Protected Securities Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $6<br>0.11%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $5086311 |
| **Number of Holdings** | 24 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

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

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  1 to 3 Years  | 18.2% |
|  3 to 5 Years  | 37.8% |
|  5 to 10 Years  | 19.4% |
|  Greater than 10 Years  | 24.6% |

---

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

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

PAGE 1 DFA043025-DIPSX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Intermediate Government Fixed** **Income Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFIGX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Intermediate Government Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $6<br>0.11%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $5934546 |
| **Number of Holdings** | 110 |
| **Portfolio Turnover Rate** | 4% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

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

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 0.5% |
|  1 to 3 Years  | 15.9% |
|  3 to 5 Years  | 27.0% |
|  5 to 10 Years  | 18.4% |
|  Greater than 10 Years  | 38.2% |

---

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

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

PAGE 1 DFA043025-DFIGX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Intermediate-Term Extended Quality** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFTEX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Intermediate-Term Extended Quality Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

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

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1830345 |
| **Number of Holdings** | 603 |
| **Portfolio Turnover Rate** | 12% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 32.6% |
|  Consumer, Non-cyclical  | 14.0% |
|  Energy  | 11.3% |
|  Industrials  | 7.2% |
|  Technology  | 6.7% |
|  Utilities  | 6.7% |
|  Consumer, Cyclical  | 6.0% |
|  Basic Materials  | 5.6% |
|  Communications  | 5.3% |
|  U.S. Government  | 2.9% |
|  Foreign Government  | 1.2% |
|  Other  | 0.5% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 2.6% |
|  1 to 3 Years  | 2.1% |
|  3 to 5 Years  | 19.2% |
|  5 to 10 Years  | 42.3% |
|  Greater than 10 Years  | 33.8% |

---

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

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

PAGE 1 DFA043025-DFTEX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Intermediate-Term Municipal Bond** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFTIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Intermediate-Term Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.19%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1339466 |
| **Number of Holdings** | 644 |
| **Portfolio Turnover Rate** | 28% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 47.1% |
|  School District  | 13.8% |
|  General  | 8.9% |
|  Water  | 6.4% |
|  Medical  | 5.4% |
|  Transportation  | 4.3% |
|  Higher Education  | 4.1% |
|  Power  | 3.8% |
|  Utilities  | 2.4% |
|  Airport  | 1.3% |
|  Education  | 1.2% |
|  Nursing Homes  | 0.9% |
|  Development  | 0.3% |
|  Other  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 6.8% |
|  1 to 3 Years  | 28.2% |
|  3 to 5 Years  | 14.6% |
|  5 to 10 Years  | 11.6% |
|  Greater than 10 Years  | 38.8% |

---

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

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

PAGE 1 DFA043025-DFTIX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Investment Grade Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFAPX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Investment Grade Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

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

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $11897506 |
| **Number of Holdings** | 963 |
| **Portfolio Turnover Rate** | 12% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Government  | 47.0% |
|  Financials  | 19.9% |
|  Consumer, Non-cyclical  | 9.2% |
|  Energy  | 4.1% |
|  Communications  | 3.5% |
|  Industrials  | 3.4% |
|  Consumer, Cyclical  | 3.2% |
|  Technology  | 2.9% |
|  Utilities  | 2.5% |
|  Foreign Government  | 2.5% |
|  Basic Materials  | 1.8% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 8.7% |
|  1 to 3 Years  | 11.9% |
|  3 to 5 Years  | 14.6% |
|  5 to 10 Years  | 29.4% |
|  Greater than 10 Years  | 35.4% |

---

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

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

PAGE 1 DFA043025-DFAPX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA LTIP Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRXIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA LTIP Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $6<br>0.12%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $356168 |
| **Number of Holdings** | 4 |
| **Portfolio Turnover Rate** | 12% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

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

---

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

---

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

---

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

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

PAGE 1 DFA043025-DRXIX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA MN Municipal Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DMNBX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA MN Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.22%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $25531 |
| **Number of Holdings** | 74 |
| **Portfolio Turnover Rate** | 32% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 59.2% |
|  School District  | 26.0% |
|  Higher Education  | 4.4% |
|  Utilities  | 3.3% |
|  Power  | 2.8% |
|  Water  | 1.7% |
|  Nursing Homes  | 1.0% |
|  Medical  | 0.9% |
|  Airport  | 0.7% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 47.2% |
|  1 to 3 Years  | 36.6% |
|  3 to 5 Years  | 4.7% |
|  5 to 10 Years  | 10.6% |
|  Greater than 10 Years  | 0.9% |

---

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

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

PAGE 1 DFA043025-DMNBX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Municipal Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFMPX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.21%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $451942 |
| **Number of Holdings** | 314 |
| **Portfolio Turnover Rate** | 33% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 51.8% |
|  School District  | 24.0% |
|  Water  | 8.2% |
|  General  | 5.1% |
|  Utilities  | 3.8% |
|  Transportation  | 2.3% |
|  Higher Education  | 2.2% |
|  Power  | 1.7% |
|  Nursing Homes  | 0.4% |
|  Medical  | 0.3% |
|  Airport  | 0.1% |
|  Other  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 23.3% |
|  1 to 3 Years  | 14.2% |
|  3 to 5 Years  | 20.4% |
|  5 to 10 Years  | 7.4% |
|  Greater than 10 Years  | 34.7% |

---

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

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

PAGE 1 DFA043025-DFMPX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Municipal Real Return Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DMREX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Municipal Real Return Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.23%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1715671 |
| **Number of Holdings** | 566 |
| **Portfolio Turnover Rate** | 67% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 54.8% |
|  School District  | 18.4% |
|  General  | 8.1% |
|  Higher Education  | 5.1% |
|  Water  | 4.2% |
|  Transportation  | 2.4% |
|  Power  | 2.0% |
|  Utilities  | 1.5% |
|  Education  | 0.9% |
|  Development  | 0.8% |
|  Medical  | 0.7% |
|  Other  | 0.6% |
|  Airport  | 0.5% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 38.1% |
|  1 to 3 Years  | 32.5% |
|  3 to 5 Years  | 6.1% |
|  5 to 10 Years  | 11.3% |
|  Greater than 10 Years  | 12.0% |

---

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

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

PAGE 1 DFA043025-DMREX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA NY Municipal Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DNYMX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA NY Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.24%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $158092 |
| **Number of Holdings** | 129 |
| **Portfolio Turnover Rate** | 79% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 35.6% |
|  General  | 29.2% |
|  School District  | 16.9% |
|  Higher Education  | 5.2% |
|  Transportation  | 4.7% |
|  Airport  | 4.0% |
|  Water  | 1.4% |
|  Development  | 1.0% |
|  Housing  | 0.8% |
|  Medical  | 0.6% |
|  Utilities  | 0.6% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 41.7% |
|  1 to 3 Years  | 15.4% |
|  3 to 5 Years  | 7.1% |
|  5 to 10 Years  | 20.2% |
|  Greater than 10 Years  | 15.6% |

---

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

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

PAGE 1 DFA043025-DNYMX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA One-Year Fixed Income Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFIHX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA One-Year Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $6<br>0.12%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $4574029 |
| **Number of Holdings** | 197 |
| **Portfolio Turnover Rate** | 25% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Government  | 66.4% |
|  Financials  | 25.4% |
|  Foreign Government  | 6.7% |
|  Energy  | 1.0% |
|  Consumer, Cyclical  | 0.5% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 77.5% |
|  1 to 3 Years  | 22.5% |

---

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

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

PAGE 1 DFA043025-DFIHX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Oregon Municipal Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DOGMX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Oregon Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $13<br>0.27%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $73553 |
| **Number of Holdings** | 150 |
| **Portfolio Turnover Rate** | 12% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 51.0% |
|  School District  | 24.1% |
|  Water  | 11.0% |
|  General  | 7.3% |
|  Medical  | 3.4% |
|  Transportation  | 2.1% |
|  Airport  | 0.8% |
|  Utilities  | 0.3% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 8.2% |
|  1 to 3 Years  | 23.6% |
|  3 to 5 Years  | 15.3% |
|  5 to 10 Years  | 20.9% |
|  Greater than 10 Years  | 32.0% |

---

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

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

PAGE 1 DFA043025-DOGMX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Selective State Municipal Bond** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DSSMX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Selective State Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.23%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $463336 |
| **Number of Holdings** | 514 |
| **Portfolio Turnover Rate** | 58% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 26.8% |
|  School District  | 17.1% |
|  Medical  | 15.2% |
|  General  | 7.7% |
|  Transportation  | 6.8% |
|  Water  | 6.3% |
|  Higher Education  | 6.0% |
|  Power  | 4.6% |
|  Utilities  | 4.6% |
|  Airport  | 2.7% |
|  Education  | 1.5% |
|  Development  | 0.3% |
|  Other  | 0.2% |
|  Housing  | 0.1% |
|  Facilities  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 8.7% |
|  1 to 3 Years  | 11.0% |
|  3 to 5 Years  | 9.6% |
|  5 to 10 Years  | 21.4% |
|  Greater than 10 Years  | 49.3% |

---

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

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

PAGE 1 DFA043025-DSSMX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Selectively Hedged Global Fixed** **Income Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFSHX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Selectively Hedged Global Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.16%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $979828 |
| **Number of Holdings** | 460 |
| **Portfolio Turnover Rate** | 18% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 39.5% |
|  Foreign Government  | 18.0% |
|  Consumer, Non-cyclical  | 8.5% |
|  U.S. Government  | 8.3% |
|  Consumer, Cyclical  | 7.5% |
|  Industrials  | 5.0% |
|  Energy  | 4.3% |
|  Utilities  | 4.0% |
|  Basic Materials  | 2.4% |
|  Communications  | 1.3% |
|  Technology  | 1.1% |
|  Other  | 0.1% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 53.5% |
|  1 to 3 Years  | 30.0% |
|  3 to 5 Years  | 16.5% |

---

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

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

PAGE 1 DFA043025-DFSHX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Short-Duration Real Return Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFAIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Short-Duration Real Return Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.21%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1962391 |
| **Number of Holdings** | 585 |
| **Portfolio Turnover Rate** | 22% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 42.8% |
|  Foreign Government  | 18.1% |
|  Consumer, Cyclical  | 8.5% |
|  Consumer, Non-cyclical  | 7.0% |
|  U.S. Government  | 5.5% |
|  Industrials  | 4.4% |
|  Energy  | 4.3% |
|  Utilities  | 3.5% |
|  Technology  | 3.1% |
|  Basic Materials  | 1.8% |
|  Communications  | 0.9% |
|  Other  | 0.1% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 42.9% |
|  1 to 3 Years  | 31.5% |
|  3 to 5 Years  | 25.6% |

---

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

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

PAGE 1 DFA043025-DFAIX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Short-Term Extended Quality** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFEQX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Short-Term Extended Quality Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $5598667 |
| **Number of Holdings** | 644 |
| **Portfolio Turnover Rate** | 15% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 40.5% |
|  Foreign Government  | 18.9% |
|  U.S. Government  | 7.7% |
|  Consumer, Cyclical  | 7.5% |
|  Consumer, Non-cyclical  | 7.2% |
|  Industrials  | 7.0% |
|  Utilities  | 4.8% |
|  Energy  | 2.5% |
|  Communications  | 1.6% |
|  Basic Materials  | 1.2% |
|  Technology  | 1.0% |
|  Other  | 0.1% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 49.2% |
|  1 to 3 Years  | 33.8% |
|  3 to 5 Years  | 17.0% |

---

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

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

PAGE 1 DFA043025-DFEQX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Short-Term Government Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFFGX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Short-Term Government Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.17%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1678765 |
| **Number of Holdings** | 26 |
| **Portfolio Turnover Rate** | 20% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

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

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 88.5% |
|  1 to 3 Years  | 11.5% |

---

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

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

PAGE 1 DFA043025-DFFGX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Short-Term Municipal Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFSMX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Short-Term Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1462620 |
| **Number of Holdings** | 552 |
| **Portfolio Turnover Rate** | 93% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 51.6% |
|  School District  | 19.8% |
|  General  | 8.5% |
|  Transportation  | 5.0% |
|  Higher Education  | 4.2% |
|  Water  | 3.6% |
|  Medical  | 2.2% |
|  Power  | 1.6% |
|  Education  | 1.5% |
|  Airport  | 0.7% |
|  Utilities  | 0.6% |
|  Development  | 0.3% |
|  Other  | 0.2% |
|  Housing  | 0.1% |
|  Facilities  | 0.1% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 62.1% |
|  1 to 3 Years  | 18.3% |
|  3 to 5 Years  | 5.2% |
|  5 to 10 Years  | 9.6% |
|  Greater than 10 Years  | 4.8% |

---

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

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

PAGE 1 DFA043025-DFSMX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Short-Term Selective State Municipal** **Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFABX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Short-Term Selective State Municipal Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.25%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $187136 |
| **Number of Holdings** | 325 |
| **Portfolio Turnover Rate** | 110% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  General Obligation  | 35.7% |
|  School District  | 24.0% |
|  General  | 9.8% |
|  Medical  | 7.2% |
|  Water  | 5.3% |
|  Higher Education  | 5.1% |
|  Transportation  | 4.2% |
|  Education  | 2.7% |
|  Power  | 2.3% |
|  Utilities  | 2.1% |
|  Airport  | 1.1% |
|  Other  | 0.5% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 54.0% |
|  1 to 3 Years  | 21.9% |
|  3 to 5 Years  | 5.6% |
|  5 to 10 Years  | 10.3% |
|  Greater than 10 Years  | 8.2% |

---

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

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

PAGE 1 DFA043025-DFABX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Social Fixed Income Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DSFIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Social Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.22%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $634305 |
| **Number of Holdings** | 433 |
| **Portfolio Turnover Rate** | 14% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Government  | 47.0% |
|  Financials  | 20.1% |
|  Communications  | 6.2% |
|  Consumer, Cyclical  | 5.1% |
|  Foreign Government  | 4.5% |
|  Consumer, Non-cyclical  | 4.1% |
|  Energy  | 3.5% |
|  Technology  | 3.3% |
|  Industrials  | 2.6% |
|  Basic Materials  | 2.0% |
|  Utilities  | 1.2% |
|  Other  | 0.4% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 9.5% |
|  1 to 3 Years  | 10.6% |
|  3 to 5 Years  | 17.1% |
|  5 to 10 Years  | 27.5% |
|  Greater than 10 Years  | 35.3% |

---

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

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

PAGE 1 DFA043025-DSFIX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Targeted Credit Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DTCPX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Targeted Credit Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.20%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $848409 |
| **Number of Holdings** | 408 |
| **Portfolio Turnover Rate** | 35% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 37.1% |
|  Consumer, Cyclical  | 13.8% |
|  Consumer, Non-cyclical  | 13.7% |
|  Utilities  | 7.9% |
|  Industrials  | 7.9% |
|  U.S. Government  | 5.8% |
|  Energy  | 3.8% |
|  Basic Materials  | 3.5% |
|  Technology  | 3.4% |
|  Communications  | 2.2% |
|  Other  | 0.7% |
|  Foreign Government  | 0.2% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 42.4% |
|  1 to 3 Years  | 32.3% |
|  3 to 5 Years  | 25.3% |

---

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

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

PAGE 1 DFA043025-DTCPX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA Two-Year Global Fixed Income** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFGFX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA Two-Year Global Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.16%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $4471969 |
| **Number of Holdings** | 255 |
| **Portfolio Turnover Rate** | 22% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Foreign Government  | 41.1% |
|  Financials  | 29.1% |
|  U.S. Government  | 27.6% |
|  Energy  | 1.6% |
|  Consumer, Cyclical  | 0.3% |
|  Consumer, Non-cyclical  | 0.3% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 70.5% |
|  1 to 3 Years  | 29.5% |

---

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

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

PAGE 1 DFA043025-DFGFX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **DFA World ex U.S. Government Fixed** **Income Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DWFIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the DFA World ex U.S. Government Fixed Income Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.20%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $946426 |
| **Number of Holdings** | 65 |
| **Portfolio Turnover Rate** | 18% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Foreign Government  | 86.7% |
|  Government Related  | 13.3% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  1 to 3 Years  | 1.4% |
|  3 to 5 Years  | 2.4% |
|  5 to 10 Years  | 72.4% |
|  Greater than 10 Years  | 23.8% |

---

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

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

PAGE 1 DFA043025-DWFIX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional Retirement Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | TDIFX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $58457 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 15% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA Inflation-Protected Securities Portfolio  | 48.3% |
|  DFA One-Year Fixed Income Portfolio  | 31.8% |
|  U.S. Large Company Portfolio  | 7.1% |
|  U.S. Core Equity 1 Portfolio  | 7.1% |
|  Large Cap International Portfolio  | 2.7% |
|  Emerging Markets Core Equity 2 Portfolio  | 1.7% |
|  International Core Equity 2 Portfolio  | 1.3% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-TDIFX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2015 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIQX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2015 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.17%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $24070 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 3% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA Inflation-Protected Securities Portfolio  | 74.6% |
|  U.S. Large Company Portfolio  | 8.6% |
|  U.S. Core Equity 1 Portfolio  | 8.6% |
|  Large Cap International Portfolio  | 3.3% |
|  Emerging Markets Core Equity 2 Portfolio  | 2.1% |
|  International Core Equity 2 Portfolio  | 1.7% |
|  DFA LTIP Portfolio  | 1.1% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIQX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2020 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIRX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2020 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $67073 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 3% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA Inflation-Protected Securities Portfolio  | 65.4% |
|  DFA LTIP Portfolio  | 10.1% |
|  U.S. Large Company Portfolio  | 8.7% |
|  U.S. Core Equity 1 Portfolio  | 8.6% |
|  Large Cap International Portfolio  | 3.4% |
|  Emerging Markets Core Equity 2 Portfolio  | 2.1% |
|  International Core Equity 2 Portfolio  | 1.7% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIRX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2025 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIUX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2025 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.16%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $125282 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 7% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA Inflation-Protected Securities Portfolio  | 56.7% |
|  DFA LTIP Portfolio  | 18.4% |
|  U.S. Large Company Portfolio  | 8.8% |
|  U.S. Core Equity 1 Portfolio  | 8.8% |
|  Large Cap International Portfolio  | 3.4% |
|  Emerging Markets Core Equity 2 Portfolio  | 2.2% |
|  International Core Equity 2 Portfolio  | 1.7% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIUX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2030 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIWX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2030 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.17%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $166199 |
| **Number of Holdings** | 9 |
| **Portfolio Turnover Rate** | 4% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA LTIP Portfolio  | 29.4% |
|  DFA Inflation-Protected Securities Portfolio  | 27.9% |
|  U.S. Large Company Portfolio  | 13.5% |
|  U.S. Core Equity 1 Portfolio  | 13.4% |
|  Large Cap International Portfolio  | 5.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 3.3% |
|  International Core Equity 2 Portfolio  | 2.6% |
|  DFA Short-Term Extended Quality Portfolio  | 2.4% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.4% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIWX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2035 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIGX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2035 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.17%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $185232 |
| **Number of Holdings** | 9 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  DFA LTIP Portfolio  | 30.5% |
|  U.S. Large Company Portfolio  | 18.2% |
|  U.S. Core Equity 1 Portfolio  | 18.2% |
|  DFA Inflation-Protected Securities Portfolio  | 8.0% |
|  Large Cap International Portfolio  | 7.1% |
|  DFA Two-Year Global Fixed Income Portfolio  | 5.0% |
|  DFA Short-Term Extended Quality Portfolio  | 5.0% |
|  Emerging Markets Core Equity 2 Portfolio  | 4.5% |
|  International Core Equity 2 Portfolio  | 3.5% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIGX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2040 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIHX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2040 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $193450 |
| **Number of Holdings** | 8 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Large Company Portfolio  | 23.0% |
|  U.S. Core Equity 1 Portfolio  | 23.0% |
|  DFA LTIP Portfolio  | 20.0% |
|  Large Cap International Portfolio  | 8.9% |
|  DFA Short-Term Extended Quality Portfolio  | 7.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 7.5% |
|  Emerging Markets Core Equity 2 Portfolio  | 5.7% |
|  International Core Equity 2 Portfolio  | 4.4% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIHX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2045 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2045 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.19%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $193107 |
| **Number of Holdings** | 8 |
| **Portfolio Turnover Rate** | 5% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Large Company Portfolio  | 27.7% |
|  U.S. Core Equity 1 Portfolio  | 27.7% |
|  Large Cap International Portfolio  | 10.7% |
|  DFA Two-Year Global Fixed Income Portfolio  | 10.4% |
|  DFA Short-Term Extended Quality Portfolio  | 10.4% |
|  Emerging Markets Core Equity 2 Portfolio  | 6.7% |
|  International Core Equity 2 Portfolio  | 5.3% |
|  DFA LTIP Portfolio  | 1.1% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIIX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2050 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIJX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2050 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.19%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $168009 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 4% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Large Company Portfolio  | 32.7% |
|  U.S. Core Equity 1 Portfolio  | 32.4% |
|  Large Cap International Portfolio  | 12.6% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.0% |
|  International Core Equity 2 Portfolio  | 6.3% |
|  DFA Short-Term Extended Quality Portfolio  | 4.0% |
|  DFA Two-Year Global Fixed Income Portfolio  | 4.0% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIJX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2055 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRIKX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2055 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.21%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $114869 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 4% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Large Company Portfolio  | 33.7% |
|  U.S. Core Equity 1 Portfolio  | 33.5% |
|  Large Cap International Portfolio  | 13.0% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.3% |
|  International Core Equity 2 Portfolio  | 6.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.5% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRIKX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2060 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DRILX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2060 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.21%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $94376 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 4% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Large Company Portfolio  | 33.6% |
|  U.S. Core Equity 1 Portfolio  | 33.5% |
|  Large Cap International Portfolio  | 13.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.3% |
|  International Core Equity 2 Portfolio  | 6.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.5% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DRILX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2065 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DTDRX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2065 Target Date Retirement Income Fund (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.21%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $32720 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 5% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Large Company Portfolio  | 33.6% |
|  U.S. Core Equity 1 Portfolio  | 33.6% |
|  Large Cap International Portfolio  | 13.0% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.3% |
|  International Core Equity 2 Portfolio  | 6.5% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.5% |
|  DFA Short-Term Extended Quality Portfolio  | 2.5% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DTDRX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional 2070 Target Date Retirement** **Income Fund**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFARX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional 2070 Target Date Retirement Income Fund (the "Portfolio") for the period of January 2, 2025 (date of the Fund's inception) to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| |
|:---|
| **Class Name** |
| Institutional<br>$7<sup>1</sup><br>0.21%<sup>2,</sup><sup>3</sup> |

---

---

| | |
|:---|:---|
| 1 | The Fund commenced operations during the reporting period. Expenses for a full reporting period would be higher than the amounts shown. |

---

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

3 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $10 |
| **Number of Holdings** | 7 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Core Equity 1 Portfolio  | 33.5% |
|  U.S. Large Company Portfolio  | 32.5% |
|  Large Cap International Portfolio  | 13.0% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.7% |
|  International Core Equity 2 Portfolio  | 6.9% |
|  DFA Two-Year Global Fixed Income Portfolio  | 2.7% |
|  DFA Short-Term Extended Quality Portfolio  | 2.7% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DFARX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Emerging Markets Social Core Equity** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFESX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Emerging Markets Social Core Equity Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $22<br>0.44%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1566212 |
| **Number of Holdings** | 6087 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 3.9% |
|  Tencent Holdings Ltd.  | 3.6% |
|  Samsung Electronics Co. Ltd.  | 1.9% |
|  Alibaba Group Holding Ltd.  | 1.8% |
|  HDFC Bank Ltd.  | 1.0% |
|  SK Hynix, Inc.  | 0.8% |
|  PDD Holdings, Inc.  | 0.8% |
|  Infosys Ltd.  | 0.7% |
|  Meituan B  | 0.6% |
|  China Construction Bank Corp. H  | 0.6% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  China  | 25.7% |
|  Taiwan  | 19.6% |
|  India  | 19.0% |
|  South Korea  | 10.5% |
|  Saudi Arabia  | 3.4% |
|  South Africa  | 3.2% |
|  Brazil  | 3.1% |
|  Mexico  | 2.2% |
|  United Arab Emirates  | 1.6% |
|  Malaysia  | 1.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DFESX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Emerging Markets Sustainability Core 1** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DESIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Emerging Markets Sustainability Core 1 Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $21<br>0.43%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1073776 |
| **Number of Holdings** | 5265 |
| **Portfolio Turnover Rate** | 5% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 4.6% |
|  Tencent Holdings Ltd.  | 3.8% |
|  Alibaba Group Holding Ltd.  | 1.5% |
|  Samsung Electronics Co. Ltd.  | 1.2% |
|  Xiaomi Corp. B  | 0.8% |
|  PDD Holdings, Inc.  | 0.7% |
|  Meituan B  | 0.7% |
|  MediaTek, Inc.  | 0.6% |
|  China Construction Bank Corp. H  | 0.6% |
|  ICICI Bank Ltd.  | 0.6% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  China  | 27.4% |
|  India  | 18.7% |
|  Taiwan  | 18.2% |
|  South Korea  | 11.8% |
|  Brazil  | 4.1% |
|  Saudi Arabia  | 3.2% |
|  South Africa  | 2.5% |
|  Mexico  | 2.2% |
|  United Arab Emirates  | 1.9% |
|  Hong Kong  | 1.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DESIX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Global Social Core Equity Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DGBEX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Global Social Core Equity Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $17<br>0.34%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $60952 |
| **Number of Holdings** | 3 |
| **Portfolio Turnover Rate** | 2% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Social Core Equity 2 Portfolio  | 61.3% |
|  International Social Core Equity Portfolio  | 27.2% |
|  Emerging Markets Social Core Equity Portfolio  | 11.5% |

---

Excludes cash investments, if any.

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

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

PAGE 1 DFA043025-DGBEX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **International Large Cap Growth Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DILRX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the International Large Cap Growth Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $13<br>0.26%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $988284 |
| **Number of Holdings** | 419 |
| **Portfolio Turnover Rate** | 7% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Roche Holding AG  | 3.2% |
|  Nestle SA  | 2.3% |
|  LVMH Moet Hennessy Louis Vuitton SE  | 2.3% |
|  Sony Group Corp.  | 2.2% |
|  Rheinmetall AG  | 2.0% |
|  ASML Holding NV  | 1.9% |
|  Deutsche Boerse AG  | 1.6% |
|  Novo Nordisk AS B  | 1.5% |
|  SAP SE  | 1.4% |
|  Safran SA  | 1.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 21.5% |
|  United Kingdom  | 12.5% |
|  Germany  | 11.0% |
|  Canada  | 10.7% |
|  Switzerland  | 8.3% |
|  France  | 8.0% |
|  Australia  | 6.2% |
|  Netherlands  | 5.8% |
|  Sweden  | 3.1% |
|  Spain  | 2.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DILRX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **International Small Cap Growth Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DISMX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the International Small Cap Growth Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $23<br>0.45%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $262479 |
| **Number of Holdings** | 1262 |
| **Portfolio Turnover Rate** | 9% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Belimo Holding AG  | 1.0% |
|  GEA Group AG  | 0.8% |
|  Babcock International Group PLC  | 0.8% |
|  CTS Eventim AG & Co. KGaA  | 0.7% |
|  Games Workshop Group PLC  | 0.7% |
|  Siegfried Holding AG  | 0.7% |
|  Orion OYJ B  | 0.7% |
|  SPIE SA  | 0.6% |
|  Gaztransport Et Technigaz SA  | 0.6% |
|  ANDRITZ AG  | 0.6% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 23.4% |
|  United Kingdom  | 12.2% |
|  Canada  | 11.3% |
|  Switzerland  | 8.0% |
|  Australia  | 6.3% |
|  Germany  | 6.2% |
|  France  | 4.7% |
|  Italy  | 4.6% |
|  Finland  | 3.1% |
|  Denmark  | 3.0% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DISMX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **International Social Core Equity Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DSCLX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the International Social Core Equity Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $13<br>0.25%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1644979 |
| **Number of Holdings** | 4044 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Deutsche Telekom AG  | 0.9% |
|  Royal Bank of Canada  | 0.7% |
|  ASML Holding NV  | 0.7% |
|  Sony Group Corp.  | 0.6% |
|  BASF SE  | 0.6% |
|  Banco Bilbao Vizcaya Argentaria SA  | 0.5% |
|  HSBC Holdings PLC  | 0.5% |
|  LVMH Moet Hennessy Louis Vuitton SE  | 0.5% |
|  Deutsche Post AG  | 0.5% |
|  Swiss Re AG  | 0.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 23.4% |
|  Canada  | 11.3% |
|  United Kingdom  | 10.7% |
|  Germany  | 9.3% |
|  France  | 7.0% |
|  Switzerland  | 6.0% |
|  Australia  | 5.6% |
|  Netherlands  | 4.8% |
|  Sweden  | 3.6% |
|  Spain  | 3.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DSCLX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **International Sustainability Core 1** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFSPX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the International Sustainability Core 1 Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $12<br>0.23%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $3708983 |
| **Number of Holdings** | 3767 |
| **Portfolio Turnover Rate** | 7% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  ASML Holding NV  | 1.2% |
|  Novo Nordisk AS B  | 1.2% |
|  Roche Holding AG  | 1.1% |
|  Novartis AG  | 1.1% |
|  LVMH Moet Hennessy Louis Vuitton SE  | 1.0% |
|  Toyota Motor Corp.  | 0.8% |
|  Sony Group Corp.  | 0.7% |
|  Unilever PLC  | 0.7% |
|  AstraZeneca PLC  | 0.7% |
|  SAP SE  | 0.6% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 19.8% |
|  United Kingdom  | 13.0% |
|  Canada  | 10.0% |
|  Germany  | 8.6% |
|  Switzerland  | 8.4% |
|  France  | 8.1% |
|  Netherlands  | 6.2% |
|  Australia  | 5.1% |
|  Sweden  | 4.1% |
|  Spain  | 3.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DFSPX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **U.S. Large Cap Growth Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DUSLX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the U.S. Large Cap Growth Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $9<br>0.18%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $3421910 |
| **Number of Holdings** | 107 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Apple, Inc.  | 6.4% |
|  NVIDIA Corp.  | 5.5% |
|  Microsoft Corp.  | 5.5% |
|  Eli Lilly & Co.  | 5.1% |
|  Mastercard, Inc. A  | 4.9% |
|  Visa, Inc. A  | 4.8% |
|  Meta Platforms, Inc. A  | 4.3% |
|  AbbVie, Inc.  | 4.0% |
|  Home Depot, Inc.  | 4.0% |
|  Costco Wholesale Corp.  | 2.9% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Information Technology  | 29.0% |
|  Industrials  | 14.1% |
|  Health Care  | 13.5% |
|  Consumer Staples  | 12.3% |
|  Financials  | 11.8% |
|  Consumer Discretionary  | 11.0% |
|  Communication Services  | 4.4% |
|  Energy  | 1.9% |
|  Utilities  | 1.4% |
|  Materials  | 0.6% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DUSLX

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **U.S. Small Cap Growth Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DSCGX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the U.S. Small Cap Growth Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $15<br>0.31%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1397264 |
| **Number of Holdings** | 537 |
| **Portfolio Turnover Rate** | 10% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Sprouts Farmers Market, Inc.  | 1.5% |
|  Encompass Health Corp.  | 0.8% |
|  Somnigroup International, Inc.  | 0.7% |
|  Murphy USA, Inc.  | 0.7% |
|  Carpenter Technology Corp.  | 0.7% |
|  Hasbro, Inc.  | 0.7% |
|  Kyndryl Holdings, Inc.  | 0.6% |
|  Applied Industrial Technologies, Inc.  | 0.6% |
|  FTAI Aviation Ltd.  | 0.6% |
|  Chemed Corp.  | 0.6% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Industrials  | 27.6% |
|  Consumer Discretionary  | 16.9% |
|  Information Technology  | 14.2% |
|  Health Care  | 12.4% |
|  Financials  | 10.8% |
|  Materials  | 8.0% |
|  Consumer Staples  | 5.5% |
|  Energy  | 2.2% |
|  Communication Services  | 2.1% |
|  Real Estate  | 0.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DSCGX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **U.S. Social Core Equity 2 Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFUEX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the U.S. Social Core Equity 2 Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.22%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1775240 |
| **Number of Holdings** | 2104 |
| **Portfolio Turnover Rate** | 6% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Apple, Inc.  | 6.0% |
|  Microsoft Corp.  | 5.3% |
|  NVIDIA Corp.  | 5.2% |
|  Meta Platforms, Inc. A  | 2.8% |
|  Amazon.com, Inc.  | 2.2% |
|  Alphabet, Inc. A  | 1.4% |
|  JPMorgan Chase & Co.  | 1.3% |
|  Alphabet, Inc. C  | 1.2% |
|  Visa, Inc. A  | 1.2% |
|  Mastercard, Inc. A  | 0.9% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Information Technology  | 27.9% |
|  Financials  | 19.7% |
|  Industrials  | 13.8% |
|  Consumer Discretionary  | 11.3% |
|  Communication Services  | 9.3% |
|  Consumer Staples  | 6.2% |
|  Health Care  | 4.7% |
|  Materials  | 3.5% |
|  Energy  | 2.0% |
|  Utilities  | 1.1% |
|  Real Estate  | 0.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DFUEX

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| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **U.S. Sustainability Core 1 Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DFSIX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the U.S. Sustainability Core 1 Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $8<br>0.17%<sup>1</sup> |

---

1 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $7054332 |
| **Number of Holdings** | 1977 |
| **Portfolio Turnover Rate** | 3% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Apple, Inc.  | 6.1% |
|  NVIDIA Corp.  | 5.2% |
|  Meta Platforms, Inc. A  | 3.2% |
|  Amazon.com, Inc.  | 2.5% |
|  Microsoft Corp.  | 2.4% |
|  JPMorgan Chase & Co.  | 1.7% |
|  Alphabet, Inc. A  | 1.7% |
|  Alphabet, Inc. C  | 1.4% |
|  Eli Lilly & Co.  | 1.4% |
|  Broadcom, Inc.  | 1.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Information Technology  | 24.2% |
|  Financials  | 18.4% |
|  Industrials  | 13.0% |
|  Consumer Discretionary  | 11.8% |
|  Health Care  | 11.7% |
|  Communication Services  | 9.6% |
|  Consumer Staples  | 6.0% |
|  Materials  | 2.6% |
|  Energy  | 1.5% |
|  Utilities  | 0.8% |
|  Real Estate  | 0.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DFSIX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **U.S. Sustainability Targeted Value** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | DAABX \| Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the U.S. Sustainability Targeted Value Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $16<br>0.34%<sup>1,</sup><sup>2</sup> |

---

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

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $421612 |
| **Number of Holdings** | 1162 |
| **Portfolio Turnover Rate** | 9% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  J.M. Smucker Co.  | 0.8% |
|  Molson Coors Beverage Co. B  | 0.7% |
|  Toll Brothers, Inc.  | 0.7% |
|  TD SYNNEX Corp.  | 0.6% |
|  Tenet Healthcare Corp.  | 0.6% |
|  Viatris, Inc.  | 0.6% |
|  Aptiv PLC  | 0.6% |
|  Twilio, Inc. A  | 0.5% |
|  Ally Financial, Inc.  | 0.5% |
|  WESCO International, Inc.  | 0.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 30.4% |
|  Industrials  | 17.4% |
|  Consumer Discretionary  | 17.0% |
|  Information Technology  | 9.0% |
|  Health Care  | 8.1% |
|  Consumer Staples  | 4.9% |
|  Communication Services  | 4.7% |
|  Materials  | 3.7% |
|  Energy  | 3.1% |
|  Real Estate  | 1.2% |
|  Utilities  | 0.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-DAABX

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA Equity Allocation Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA Equity Allocation Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $15<br>0.31%<sup>1,</sup><sup>2,</sup><sup>3</sup> |

---

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

2 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

3 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $191245 |
| **Number of Holdings** | 10 |
| **Portfolio Turnover Rate** | 3% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Core Equity 1 Portfolio  | 28.3% |
|  U.S. Large Company Portfolio  | 22.7% |
|  Dimensional VA U.S. Targeted Value Portfolio  | 12.7% |
|  International Core Equity 2 Portfolio  | 12.4% |
|  Emerging Markets Core Equity 2 Portfolio  | 8.1% |
|  Dimensional VA U.S. Large Value Portfolio  | 7.0% |
|  Dimensional VA International Small Portfolio  | 3.9% |
|  Dimensional VA International Value Portfolio  | 2.9% |
|  DFA Real Estate Securities Portfolio  | 1.5% |
|  DFA International Real Estate Securities Portfolio  | 0.5% |

---

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

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

PAGE 1 DFA043025-VAEA

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA Global Bond Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA Global Bond Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $11<br>0.21%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $333743 |
| **Number of Holdings** | 218 |
| **Portfolio Turnover Rate** | 19% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Foreign Government  | 60.8% |
|  Financials  | 24.5% |
|  U.S. Government  | 13.6% |
|  Energy  | 0.8% |
|  Consumer, Non-cyclical  | 0.3% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 57.0% |
|  1 to 3 Years  | 28.1% |
|  3 to 5 Years  | 14.9% |

---

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

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

PAGE 1 DFA043025-VAGB

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA Global Moderate** **Allocation Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA Global Moderate Allocation Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $14<br>0.28%<sup>1,</sup><sup>2,</sup><sup>3</sup> |

---

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

2 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

3 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $234228 |
| **Number of Holdings** | 12 |
| **Portfolio Turnover Rate** | 3% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Portfolio Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Core Equity 2 Portfolio  | 32.5% |
|  Dimensional VA Global Bond Portfolio  | 12.4% |
|  DFA Selectively Hedged Global Fixed Income Portfolio  | 12.4% |
|  U.S. Core Equity 1 Portfolio  | 11.6% |
|  International Core Equity 2 Portfolio  | 11.1% |
|  Emerging Markets Core Equity 2 Portfolio  | 5.1% |
|  DFA Two-Year Global Fixed Income Portfolio  | 5.0% |
|  Dimensional VA Short-Term Fixed Portfolio  | 5.0% |
|  Dimensional VA U.S. Large Value Portfolio  | 2.3% |
|  Dimensional VA International Value Portfolio  | 1.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-VAGMA

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA International Small** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA International Small Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $20<br>0.39%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $327536 |
| **Number of Holdings** | 3644 |
| **Portfolio Turnover Rate** | 8% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Banco de Sabadell SA  | 0.5% |
|  Unipol Assicurazioni SpA  | 0.5% |
|  BAWAG Group AG  | 0.5% |
|  Swiss Prime Site AG  | 0.4% |
|  Banca Monte dei Paschi di Siena SpA  | 0.4% |
|  Swissquote Group Holding SA  | 0.4% |
|  BPER Banca SpA  | 0.4% |
|  Belimo Holding AG  | 0.4% |
|  LEG Immobilien SE  | 0.4% |
|  PSP Swiss Property AG  | 0.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 23.0% |
|  United Kingdom  | 12.0% |
|  Canada  | 10.5% |
|  Switzerland  | 8.0% |
|  Germany  | 6.5% |
|  Australia  | 6.1% |
|  France  | 5.3% |
|  Italy  | 4.7% |
|  Sweden  | 3.1% |
|  Spain  | 2.8% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-VAIS

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA International Value** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA International Value Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $14<br>0.27%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $555494 |
| **Number of Holdings** | 505 |
| **Portfolio Turnover Rate** | 7% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Shell PLC  | 3.6% |
|  TotalEnergies SE  | 2.4% |
|  HSBC Holdings PLC  | 1.7% |
|  Zurich Insurance Group AG  | 1.6% |
|  Banco Santander SA  | 1.6% |
|  Cie de Saint-Gobain SA  | 1.4% |
|  Novartis AG  | 1.1% |
|  Koninklijke Ahold Delhaize NV  | 1.1% |
|  Mitsubishi UFJ Financial Group, Inc.  | 1.0% |
|  Toronto-Dominion Bank  | 1.0% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 20.9% |
|  United Kingdom  | 12.9% |
|  France  | 10.7% |
|  Canada  | 10.4% |
|  Switzerland  | 9.5% |
|  Germany  | 9.0% |
|  Australia  | 5.8% |
|  Netherlands  | 4.1% |
|  Spain  | 3.0% |
|  Denmark  | 2.8% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-VAIV

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---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA Short-Term Fixed Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA Short-Term Fixed Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $6<br>0.12%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $390915 |
| **Number of Holdings** | 169 |
| **Portfolio Turnover Rate** | 26% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  U.S. Government  | 60.2% |
|  Financials  | 23.1% |
|  Foreign Government  | 13.4% |
|  Energy  | 1.7% |
|  Government  | 1.1% |
|  Consumer, Cyclical  | 0.5% |

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 72.0% |
|  1 to 3 Years  | 28.0% |

---

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

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

PAGE 1 DFA043025-VASTF

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA U.S. Large Value Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA U.S. Large Value Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $10<br>0.21%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $615817 |
| **Number of Holdings** | 387 |
| **Portfolio Turnover Rate** | 7% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  JPMorgan Chase & Co.  | 4.9% |
|  Exxon Mobil Corp.  | 3.8% |
|  Berkshire Hathaway, Inc. B  | 2.7% |
|  Johnson & Johnson  | 2.2% |
|  UnitedHealth Group, Inc.  | 2.2% |
|  Chevron Corp.  | 1.7% |
|  AT&T, Inc.  | 1.7% |
|  Verizon Communications, Inc.  | 1.6% |
|  Wells Fargo & Co.  | 1.3% |
|  Cisco Systems, Inc.  | 1.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 24.5% |
|  Health Care  | 15.3% |
|  Industrials  | 14.4% |
|  Energy  | 11.4% |
|  Information Technology  | 8.5% |
|  Communication Services  | 7.7% |
|  Materials  | 7.7% |
|  Consumer Staples  | 5.3% |
|  Consumer Discretionary  | 4.8% |
|  Real Estate  | 0.3% |
|  Utilities  | 0.1% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-VAUSLV

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VA U.S. Targeted Value** **Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VA U.S. Targeted Value Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $13<br>0.28%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $622806 |
| **Number of Holdings** | 1353 |
| **Portfolio Turnover Rate** | 14% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Molson Coors Beverage Co. B  | 0.6% |
|  Ally Financial, Inc.  | 0.6% |
|  U.S. Steel Corp.  | 0.6% |
|  TD SYNNEX Corp.  | 0.6% |
|  First Horizon Corp.  | 0.5% |
|  SouthState Corp.  | 0.5% |
|  Liberty Broadband Corp. C  | 0.5% |
|  WESCO International, Inc.  | 0.5% |
|  Ingredion, Inc.  | 0.5% |
|  Lithia Motors, Inc.  | 0.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 29.7% |
|  Industrials  | 15.3% |
|  Consumer Discretionary  | 13.9% |
|  Energy  | 8.6% |
|  Health Care  | 6.8% |
|  Materials  | 6.8% |
|  Consumer Staples  | 6.7% |
|  Information Technology  | 6.5% |
|  Communication Services  | 4.2% |
|  Real Estate  | 1.1% |
|  Utilities  | 0.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

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

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

PAGE 1 DFA043025-VAUSTV

------

---

| | | |
|:---|:---|:---|
| ![image](i202410280931781.jpg) | **Dimensional VIT Inflation-Protected** **Securities Portfolio**  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Institutional  | ![image](i202410280932496.jpg) |
| ![image](i202410280931781.jpg) | Semi-Annual Shareholder Report \| April 30, 2025  | ![image](i202410280932496.jpg) |

---

This semi-annual shareholder report contains important information about the Dimensional VIT Inflation-Protected Securities Portfolio (the "Portfolio") for the period of November 1, 2024 to April 30, 2025. You can find additional information about the Portfolio at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

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

---

| | |
|:---|:---|
| **Class Name** | **Costs of a $10,000** **investment** |
| Institutional | $6<br>0.11%<sup>1,</sup><sup>2</sup> |

---

1 Does not include any fees or charges imposed by the variable insurance contract. If such fees and charges were included, the expenses would be higher.

2 Annualized

**KEY** **Portfolio STATISTICS** (as of April 30, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $208758 |
| **Number of Holdings** | 20 |
| **Portfolio Turnover Rate** | 5% |

---

**WHAT DID THE** **Portfolio INVEST IN?** (as of April 30, 2025)

---

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

---

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

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  3 to 5 Years  | 42.1% |
|  5 to 10 Years  | 40.9% |
|  Greater than 10 Years  | 17.0% |

---

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

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

PAGE 1 DFA043025-VAVIT

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

ITEM 2. CODE OF ETHICS.

Not applicable when filing a semi-annual report to shareholders.

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

Not applicable when filing a semi-annual report to shareholders.

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

Not applicable when filing a semi-annual report to shareholders.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

This item is not applicable to the Registrant because it is not a listed issuer.

ITEM 6. INVESTMENTS.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Please see the Schedules of Investments contained in the Semi-Annual Financial Statements
 & Other Information included under Item 7 of this Report.

(b) Not applicable.

ITEM 7. FINANCIAL STATEMENTS AND FINANCIAL HIGHLIGHTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Please see Financial Statements included below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Please see Financial Highlights included below.

Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**DFA One-Year Fixed Income Portfolio**

**DFA Two-Year Global Fixed Income Portfolio**

**DFA Selectively Hedged Global Fixed Income Portfolio**

**DFA Five-Year Global Fixed Income Portfolio**

**DFA World ex U.S. Government Fixed Income Portfolio**

**DFA Short-Term Government Portfolio**

**DFA Intermediate Government Fixed Income Portfolio**

**DFA Short-Term Extended Quality Portfolio**

**DFA Intermediate-Term Extended Quality Portfolio**

**DFA Targeted Credit Portfolio**

**DFA Global Core Plus Fixed Income Portfolio**

**DFA Investment Grade Portfolio**

**DFA Diversified Fixed Income Portfolio**

**DFA LTIP Portfolio**

**DFA Inflation-Protected Securities Portfolio**

**DFA Short-Duration Real Return Portfolio**

**DFA Global Core Plus Real Return Portfolio**

------

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

------

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_FC-FrontCoverImage-725_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_FC-FrontCoverImage-725_1)**<br> **[Companies](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_FC-FrontCoverImage-725_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedule of Investments](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_1) |  |
| [DFA One-Year Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_1) | 3 |
| [DFA Two-Year Global Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_6) | 8 |
| [DFA Selectively Hedged Global Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_15) | 17 |
| [DFA Five-Year Global Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_29) | 31 |
| [DFA World ex U.S. Government Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_39) | 41 |
| [DFA Short-Term Government Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_43) | 45 |
| [DFA Intermediate Government Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_45) | 47 |
| [DFA Short-Term Extended Quality Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_47) | 49 |
| [DFA Intermediate-Term Extended Quality Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_64) | 66 |
| [DFA Targeted Credit Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_76) | 78 |
| [DFA Global Core Plus Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_87) | 89 |
| [DFA Investment Grade Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_102) | 104 |
| [DFA Diversified Fixed Income Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_120) | 122 |
| [DFA LTIP Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_121) | 123 |
| [DFA Inflation-Protected Securities Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_122) | 124 |
| [DFA Short-Duration Real Return Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_123) | 125 |
| [DFA Global Core Plus Real Return Portfolio](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1SOI-G1_TOC-ScheduleofInvestments-725_141) | 143 |
| [Statements of Assets and Liabilities](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1FS-G1_StatementofAssetsandLiabilities_1) | 154 |
| [Statements of Operations](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_SOP-G1_StatementofOperations_1) | 159 |
| [Statements of Changes in Net Assets](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_SOC-G1_StatementofChanges_1) | 164 |
| [Financial Highlights](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1FIHI_L-G1_TOC-FinancialHighlights_L-725_1) | 169 |
| [Notes to Financial Statements](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_1NTF-G1_NotestoFinancialStatements-725_1) | 186 |
| **[Item 8 –](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_1)**<br>| 211 |
| **[Item 9 –](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_2)** | 212 |
| **[Item 10 –](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_3)**<br>| 213 |
| **[Item 11 –](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_236cdbae-28a1-4155-960f-e852016c0f9f_DISCLOSE-ChangesandDisagreements_4)** | 214 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| EURIBOR | Euro Interbank Offered Rate |
| FRN | Floating Rate Note |
| SOFR | Secured Overnight Financing Rate  |
| 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 |
| SEK | Swedish Krona |
| SGD | Singapore Dollars |
| USD | United States Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| (r) | The adjustable rate shown is effective as of April 30, 2025. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| ∞ | Rates reflect the effective yields at purchase date. |
| Ɏ | Represents 7 Day subsidized yield as of April 30, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| ^ | Denominated in USD, unless otherwise noted. |
| # | Total or Partial Securities on Loan. |
| Δ | Zero Coupon Security. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(E) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

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

------

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| CPI | Consumer Price Index |
| Ʊ | Commencement of Operations |

---

------

**DFA One-Year Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN | Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN |  |  |
| (r) | 4.475%, 02/10/27 | 16300 | $16304580 |
| BONDS — (13.9%) | BONDS — (13.9%) | BONDS — (13.9%) | BONDS — (13.9%) |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 2.875%, 05/06/25 | 3800 | 3799076 |
|  | 4.625%, 06/13/25 | 34965 | 34968388 |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.368%, 06/16/26 | 2503 | 2523800 |
| Asian Infrastructure <br> Investment Bank | Asian Infrastructure <br> Investment Bank |  |  |
|  | 0.500%, 05/28/25 | 25396 | 25320599 |
|  | 3.375%, 06/29/25 | 1250 | 1247721 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.931%, 03/18/26 | 22007 | 22020637 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.640%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.640%, FRN |  |  |
| (r) | 5.018%, 10/03/25 | 3766 | 3767540 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.750%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.750%, FRN |  |  |
| (r)Ω | 5.128%, 07/03/25 | 19780 | 19796561 |
| (r) | 5.128%, 07/03/25 | 3000 | 3002512 |
| Bank of America NA | Bank of America NA |  |  |
|  | 5.650%, 08/18/25 | 3289 | 3297101 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
|  | 3.000%, 05/17/25 | 706 | 705505 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 0.875%, 06/10/25 | 5100 | 5079953 |
| Ω | 0.875%, 06/10/25 | 250 | 249017 |
| CDP Financial, Inc., SOFR <br> + 0.400%, FRN | CDP Financial, Inc., SOFR <br> + 0.400%, FRN |  |  |
| (r)Ω | 4.762%, 05/19/25 | 43150 | 43154099 |
| (r) | 4.762%, 05/19/25 | 13200 | 13201254 |
| Chevron Corp. | Chevron Corp. |  |  |
|  | 1.554%, 05/11/25 | 480 | 479526 |
| Chevron USA, Inc., SOFR <br> + 0.360%, FRN | Chevron USA, Inc., SOFR <br> + 0.360%, FRN |  |  |
| (r) | 4.724%, 02/26/27 | 19870 | 19827347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.400%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.400%, FRN |  |  |
| (r)Ω | 4.777%, 07/07/25 | 35471 | $35478786 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN |  |  |
| (r)Ω | 4.998%, 09/12/25 | 60406 | 60468142 |
| (r) | 4.998%, 09/12/25 | 5600 | 5605761 |
| Cooperatieve Rabobank <br> UA | Cooperatieve Rabobank <br> UA |  |  |
|  | 5.500%, 07/18/25 | 4400 | 4407849 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.985%, 08/28/26 | 27450 | 27482145 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.700%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.700%, <br> FRN |  |  |
| (r) | 5.077%, 07/18/25 | 31807 | 31835822 |
| Council of Europe <br> Development Bank | Council of Europe <br> Development Bank |  |  |
|  | 3.000%, 06/16/25 | 3100 | 3094027 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.617%, 03/11/26 | 17975 | 18126709 |
| DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |
| (r) | 4.977%, 09/12/25 | 794 | 794397 |
| Finnvera OYJ | Finnvera OYJ |  |  |
|  | 2.375%, 06/04/25 | 3600 | 3593045 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.538%, 09/16/26 | 800 | 799040 |
| Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |
| (r) | 4.657%, 04/12/27 | 9000 | 9000450 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |
| (r) | 4.793%, 02/23/27 | 3249 | 3251339 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |
| (r) | 4.747%, 01/12/27 | 27400 | $27453723 |
| International Finance Corp. | International Finance Corp. |  |  |
|  | 0.375%, 07/16/25 | 2640 | 2617306 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 5.003%, 04/29/26 | 10000 | 9985246 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.367%, 12/08/26 | 2500 | 2513115 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
|  | 2.000%, 05/02/25 | 741 | 740958 |
|  | 3.125%, 06/10/25 | 15300 | 15277060 |
|  | 0.375%, 07/18/25 | 7900 | 7832071 |
| Landwirtschaftliche <br> Rentenbank | Landwirtschaftliche <br> Rentenbank |  |  |
|  | 0.500%, 05/27/25 | 12416 | 12380542 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.549%, 10/30/26 | 3400 | 3420230 |
| National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN |  |  |
| (r)Ω | 5.018%, 12/10/25 | 21160 | 21192637 |
| National Australia Bank <br> Ltd., SOFR + 0.760%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.760%, <br> FRN |  |  |
| (r)Ω | 5.121%, 05/13/25 | 11110 | 11111855 |
| Province of Alberta | Province of Alberta |  |  |
|  | 1.000%, 05/20/25 | 7200 | 7186864 |
| Province of Quebec | Province of Quebec |  |  |
|  | 0.600%, 07/23/25 | 7400 | 7334022 |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |
|  | 0.850%, 09/02/25 | 3800 | 3756333 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |
| (r)Ω | 5.619%, 06/15/26 | 9792 | 9851583 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.812%, 04/28/27 | 9000 | 9013410 |
| Wells Fargo Bank NA | Wells Fargo Bank NA |  |  |
|  | 5.550%, 08/01/25 | 3500 | 3505712 |
| Westpac Banking Corp., <br> SOFR + 0.420%, FRN | Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.797%, 04/16/26 | 25500 | 25491624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Westpac Banking Corp., <br> SOFR + 0.460%, FRN | Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.838%, 10/20/26 | 53600 | $53598338 |
| Westpac Banking Corp., <br> SOFR + 0.720%, FRN | Westpac Banking Corp., <br> SOFR + 0.720%, FRN |  |  |
| (r) | 5.084%, 11/17/25 | 25000 | 25043298 |
| TOTAL BONDS | TOTAL BONDS |  | 665684075 |
| U.S. TREASURY OBLIGATIONS — (27.1%) | U.S. TREASURY OBLIGATIONS — (27.1%) | U.S. TREASURY OBLIGATIONS — (27.1%) | U.S. TREASURY OBLIGATIONS — (27.1%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.239%, 05/20/25 | 45000 | 44899419 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 4.343%, 01/31/27 | 83000 | 82954663 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.125%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.125%, <br> FRN |  |  |
| (r) | 4.370%, 07/31/25 | 371500 | 371506613 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 4.395%, 04/30/26 | 145542 | 145568425 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 4.405%, 04/30/27 | 133400 | 133436179 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |
| (r) | 4.415%, 10/31/25 | 349500 | 349621465 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN |  |  |
| (r) | 4.450%, 10/31/26 | 45000 | 45040482 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.490%, 01/31/26 | 125000 | 125145800 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 1298173046 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (53.7%) | COMMERCIAL PAPER — (53.7%) | COMMERCIAL PAPER — (53.7%) | COMMERCIAL PAPER — (53.7%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.330%, 06/13/25 | 14400 | 14323804 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.310%, 05/27/25 | 2000 | 1993532 |
| Ω | 4.320%, 06/04/25 | 25000 | 24895080 |
| Ω | 4.320%, 06/06/25 | 13000 | 12942342 |
| Ω | 4.310%, 06/09/25 | 23000 | 22889770 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.350%, 07/22/25 | 20500 | $20297743 |
| Ω | 4.330%, 08/06/25 | 9000 | 8895679 |
| Ω | 4.360%, 07/09/25 | 15000 | 14874681 |
| Ω | 4.350%, 07/28/25 | 10000 | 9894403 |
| Bank of Montreal | Bank of Montreal |  |  |
|  | 4.350%, 06/05/25 | 6793 | 6763450 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.320%, 05/02/25 | 18000 | 17995676 |
| Ω | 4.330%, 06/05/25 | 45000 | 44805330 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.310%, 05/02/25 | 13725 | 13721711 |
| Ω | 4.320%, 05/08/25 | 5750 | 5744479 |
| Ω | 4.350%, 06/05/25 | 5000 | 4978270 |
| Ω | 4.350%, 06/12/25 | 9000 | 8953205 |
| Ω | 4.350%, 07/21/25 | 10000 | 9900628 |
| Ω | 4.350%, 07/24/25 | 2500 | 2474254 |
| Ω | 4.350%, 07/25/25 | 23000 | 22760370 |
| Ω | 4.350%, 07/30/25 | 25000 | 24724525 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.350%, 08/05/25 | 25000 | 24706300 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.360%, 06/30/25 | 34500 | 34244555 |
| Ω | 4.320%, 05/05/25 | 9000 | 8994501 |
| Ω | 4.320%, 05/13/25 | 22000 | 21965638 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.310%, 07/09/25 | 2070 | 2052625 |
| Ω | 4.240%, 08/27/25 | 35000 | 34506388 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.280%, 07/28/25 | 25000 | 24734793 |
| Ω | 4.270%, 08/08/25 | 16000 | 15809408 |
| Commonwealth Bank of <br> Australia | Commonwealth Bank of <br> Australia |  |  |
| Ω | 4.330%, 05/05/25 | 10000 | 9994010 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.310%, 05/02/25 | 27000 | 26993531 |
| Ω | 4.330%, 05/15/25 | 38000 | 37931490 |
| Ω | 4.330%, 05/19/25 | 10000 | 9977146 |
| Ω | 4.330%, 05/23/25 | 35000 | 34903088 |
| Ω | 4.360%, 06/23/25 | 15000 | 14901765 |
| Ω | 4.340%, 08/12/25 | 10000 | 9872820 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.300%, 05/19/25 | 5000 | 4988652 |
| Ω | 4.300%, 05/29/25 | 5017 | 4999641 |
| Ω | 4.310%, 06/13/25 | 25000 | 24868297 |
| Ω | 4.310%, 06/16/25 | 25000 | 24859207 |
| Ω | 4.310%, 06/23/25 | 45000 | 44708301 |
| Ω | 4.320%, 07/15/25 | 22000 | 21798880 |
| Ω | 4.320%, 07/18/25 | 10000 | 9904964 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.380%, 06/30/25 | 36000 | $35732228 |
| Ω | 4.360%, 05/14/25 | 39000 | 38933934 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.330%, 05/22/25 | 20000 | 19947054 |
| Ω | 4.330%, 06/03/25 | 22000 | 21910005 |
| Ω | 4.330%, 06/13/25 | 5000 | 4973511 |
| Ω | 4.340%, 06/24/25 | 17000 | 16887151 |
| Ω | 4.330%, 05/29/25 | 25000 | 24912795 |
| Ω | 4.360%, 06/30/25 | 5000 | 4963149 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.290%, 06/23/25 | 25000 | 24839050 |
|  | 4.290%, 06/24/25 | 45585 | 45285880 |
|  | 4.290%, 07/17/25 | 23000 | 22786116 |
| Export Development <br> Canada | Export Development <br> Canada |  |  |
|  | 4.280%, 05/06/25 | 10000 | 9992869 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.300%, 05/20/25 | 26800 | 26736042 |
| Ω | 4.270%, 05/01/25 | 25000 | 24997027 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 4.290%, 05/02/25 | 14000 | 13996661 |
| Ω | 4.330%, 06/25/25 | 5250 | 5214557 |
| Ω | 4.330%, 07/03/25 | 9000 | 8930667 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.300%, 05/06/25 | 30000 | 29978499 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.320%, 05/13/25 | 11000 | 10982830 |
| Ω | 4.340%, 06/12/25 | 15000 | 14922266 |
| Ω | 4.340%, 06/16/25 | 9000 | 8949005 |
| Ω | 4.340%, 06/17/25 | 12550 | 12477377 |
| Ω | 4.340%, 06/18/25 | 6750 | 6710126 |
| Ω | 4.330%, 07/11/25 | 40000 | 39652800 |
| Ω | 4.330%, 07/17/25 | 45250 | 44824501 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| Ω | 4.420%, 07/24/25 | 4000 | 3958208 |
| Ω | , 05/01/25 | 43500 | 43494719 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.360%, 06/16/25 | 10000 | 9943117 |
| Ω | 4.330%, 05/23/25 | 16500 | 16454313 |
| Ω | 4.350%, 06/05/25 | 24950 | 24841567 |
| Ω | 4.360%, 06/26/25 | 5000 | 4965428 |
| Ω | 4.360%, 07/16/25 | 25000 | 24766630 |
| Ω | 4.290%, 07/25/25 | 11000 | 10883378 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.330%, 05/06/25 | 15000 | 14989179 |
| Ω | 4.280%, 07/31/25 | 12000 | 11868328 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.270%, 05/27/25 | 17000 | 16944087 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.280%, 05/29/25 | 30000 | $29896443 |
| Ω | 4.300%, 06/11/25 | 7000 | 6964900 |
| Ω | 4.310%, 06/25/25 | 22000 | 21849740 |
| Novartis Finance Corp. | Novartis Finance Corp. |  |  |
| Ω | 4.320%, 06/03/25 | 34000 | 33861110 |
| Ω | 4.330%, 05/13/25 | 9000 | 8985936 |
| Ω | 4.330%, 06/05/25 | 5000 | 4978360 |
| Ω | 4.340%, 06/23/25 | 15000 | 14902350 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.260%, 05/07/25 | 17200 | 17185748 |
| Ω | 4.240%, 05/27/25 | 26400 | 26316048 |
| Ω | 4.240%, 05/28/25 | 16000 | 15947235 |
| Ω | 4.240%, 06/05/25 | 20000 | 19915200 |
| Ω | 4.240%, 06/16/25 | 55000 | 54695542 |
| Oesterreichische <br> Kontrollbank AG | Oesterreichische <br> Kontrollbank AG |  |  |
|  | 4.290%, 05/15/25 | 9000 | 8983925 |
| Ontario Teachers' Finance <br> Trust | Ontario Teachers' Finance <br> Trust |  |  |
| Ω | 4.340%, 06/04/25 | 20000 | 19915514 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.240%, 06/10/25 | 23000 | 22888988 |
| Ω | 4.290%, 07/15/25 | 30000 | 29728005 |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |
|  | 4.310%, 05/06/25 | 18000 | 17987074 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.320%, 05/27/25 | 23800 | 23722912 |
|  | 4.320%, 05/28/25 | 24000 | 23919377 |
|  | 4.310%, 05/12/25 | 37000 | 36946816 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.310%, 07/14/25 | 25000 | 24775260 |
| Ω | 4.370%, 07/16/25 | 44000 | 43584244 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.320%, 05/05/25 | 7000 | 6995803 |
| Ω | 4.290%, 05/21/25 | 10000 | 9975021 |
| Ω | 4.330%, 06/16/25 | 13000 | 12926584 |
| Ω | 4.320%, 05/16/25 | 16000 | 15969343 |
| Ω | 4.310%, 05/30/25 | 11000 | 10960491 |
| Ω | 4.320%, 07/07/25 | 24250 | 24051785 |
| Ω | 4.310%, 07/17/25 | 10000 | 9906313 |
| Ω | 4.300%, 08/06/25 | 34250 | 33847843 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.310%, 07/24/25 | 15000 | 14846942 |
|  | 4.300%, 08/05/25 | 39000 | 38547144 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |
| Ω | 4.330%, 07/14/25 | 21000 | 20810345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.330%, 07/15/25 | 23000 | $22789626 |
| Ω | 4.320%, 07/16/25 | 25000 | 24768447 |
| Ω | 4.320%, 07/17/25 | 25000 | 24765568 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.340%, 06/11/25 | 58200 | 57905450 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.280%, 05/16/25 | 25000 | 24952400 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.310%, 05/08/25 | 63000 | 62939709 |
|  | 4.300%, 06/13/25 | 31000 | 30837104 |
|  | 4.300%, 06/16/25 | 10000 | 9943861 |
|  | 4.290%, 06/25/25 | 30000 | 29799333 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |
| Ω | 4.320%, 07/29/25 | 50000 | 49458470 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.410%, 06/25/25 | 27000 | 26814262 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.370%, 06/24/25 | 25000 | 24832900 |
| Ω | 4.370%, 07/09/25 | 25000 | 24787245 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.330%, 06/18/25 | 11500 | 11432224 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,577,340,673) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $2,577,340,673) |  | 2577004926 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,556,980,387) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,556,980,387) |  | 4557166627 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (5.0%) | TEMPORARY CASH INVESTMENTS — (5.0%) | TEMPORARY CASH INVESTMENTS — (5.0%) | TEMPORARY CASH INVESTMENTS — (5.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 241225152 | 241225152 |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 2 | 25 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,798,205,564) | (Cost $4,798,205,564) |  | $4798391804 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $2,392,186,681 or 52.3% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $16304580 | &nbsp;&nbsp; — | &nbsp;&nbsp; $16304580 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 665684075 | &nbsp;&nbsp; — | &nbsp;&nbsp; 665684075 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1298173046 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1298173046 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 2577004926 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2577004926 |
| Temporary Cash Investments | &nbsp;&nbsp; $241225152 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 241225152 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 25 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25 |
| Total Investments in Securities | &nbsp;&nbsp; $241225152 | &nbsp;&nbsp; $4557166652 | &nbsp;&nbsp; — | &nbsp;&nbsp; $4798391804 |

---

See accompanying Notes to Financial Statements.

------

**DFA Two-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.6%) | AGENCY OBLIGATIONS — (0.6%) | AGENCY OBLIGATIONS — (0.6%) | AGENCY OBLIGATIONS — (0.6%) | AGENCY OBLIGATIONS — (0.6%) |
| Federal Farm Credit Banks <br> Funding Corp.  | Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
| (r) | SOFR + 0.115%, <br> FRN, 4.475%, <br> 02/10/27 <br>|  | 7000 | $7001967 |
| Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  |  |  |  |
| (r) | SOFR + 0.260%, <br> FRN, 4.620%, <br> 11/05/27 <br>|  | 21315 | 21365628 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 28367595 |
| BONDS — (32.4%) | BONDS — (32.4%) | BONDS — (32.4%) | BONDS — (32.4%) | BONDS — (32.4%) |
| AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) | AUSTRALIA — (6.9%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.128%, <br> 07/03/25<br>|  | 19780 | 19796561 |
| (r) | 3M Swap + 0.920%, <br> FRN, 5.148%, <br> 11/04/25<br>| AUD | 10000 | 6422220 |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.931%, <br> 03/18/26<br>|  | 22007 | 22020637 |
| (r),Ω | SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 21125 | 21202951 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.027%, <br> 09/30/27<br>|  | 12353 | 12350319 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.428%, <br> 11/04/27<br>| AUD | 6500 | 4211082 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.777%, <br> 07/07/25<br>|  | 36433 | 36440997 |
|  | 4.200%, 08/18/25 | AUD | 7000 | 4482612 |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.969%, <br> 08/18/25<br>| AUD | 1500 | 961988 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r)Ω | SOFR + 0.630%, <br> FRN, 4.998%, <br> 09/12/25<br>|  | 33540 | $33574504 |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.948%, <br> 01/13/26<br>| AUD | 3500 | 2249727 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.119%, <br> 03/13/26<br>|  | 500 | 501336 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.760%, <br> FRN, 5.121%, <br> 05/13/25<br>|  | 11110 | 11111855 |
| (r) | 3M Swap + 0.920%, <br> FRN, 5.045%, <br> 11/25/25<br>| AUD | 23500 | 15097335 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.018%, <br> 12/10/25<br>|  | 6368 | 6377822 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.984%, <br> 05/12/26<br>| AUD | 13750 | 8833371 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.539%, <br> 08/24/26<br>| AUD | 4000 | 2558434 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.652%, <br> 10/18/27<br>| AUD | 16000 | 10245318 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.325%, <br> 11/25/27<br>| AUD | 12500 | 8098716 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
|  | 3.900%, 08/11/25 | AUD | 10000 | 6397565 |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.994%, <br> 08/11/25<br>| AUD | 33500 | 21482464 |
| (r) | SOFR + 1.000%, <br> FRN, 5.364%, <br> 08/26/25<br>|  | 4500 | 4511418 |
| (r) | SOFR + 0.720%, <br> FRN, 5.084%, <br> 11/17/25<br>|  | 25000 | 25043298 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.924%, <br> 02/16/26<br>| AUD | 13500 | 8667057 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | SOFR + 0.420%, <br> FRN, 4.797%, <br> 04/16/26<br>|  | 5000 | $4998358 |
| (r) | 3M Swap + 0.980%, <br> FRN, 5.154%, <br> 02/16/28<br>| AUD | 10000 | 6442718 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 304080663 |
| CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.750%, 05/01/25 | CAD | 1000 | 725475 |
|  | 2.250%, 06/01/25 | CAD | 11985 | 8689864 |
|  | 3.500%, 08/01/25 | CAD | 19000 | 13811591 |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |  |
| Ω | 0.950%, 06/15/25 | CAD | 51600 | 37346932 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.300%, 05/26/25 | CAD | 4300 | 3120011 |
| CDP Financial, Inc.  | CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.762%, <br> 05/19/25<br>|  | 47625 | 47629524 |
| Ω | 0.875%, 06/10/25 |  | 1850 | 1842728 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 09/08/25 | CAD | 9400 | 6849127 |
| (r) | SOFR + 1.250%, <br> FRN, 5.617%, <br> 03/11/26<br>|  | 1660 | 1674010 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 1.000%, 05/20/25 |  | 4564 | 4555673 |
|  | 2.350%, 06/01/25 | CAD | 10900 | 7903172 |
| Province of British <br> Columbia  | Province of British <br> Columbia  |  |  |  |
|  | 2.850%, 06/18/25 | CAD | 13700 | 9939407 |
| Province of Manitoba  | Province of Manitoba  |  |  |  |
|  | 2.450%, 06/02/25 | CAD | 4500 | 3263463 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 2.600%, 06/02/25 | CAD | 55500 | 40253402 |
|  | 1.750%, 09/08/25 | CAD | 10000 | 7229291 |
| Province of Quebec  | Province of Quebec  |  |  |  |
|  | 2.750%, 09/01/25 | CAD | 1200 | 870396 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |  |
|  | 0.800%, 09/02/25 | CAD | 3100 | 2234784 |
| Royal Bank of Canada  | Royal Bank of Canada  |  |  |  |
|  | 4.930%, 07/16/25 | CAD | 9100 | 6627897 |
| TOTAL CANADA | TOTAL CANADA |  |  | 204566747 |
| FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) |
| Finnvera OYJ  | Finnvera OYJ  |  |  |  |
|  | 2.375%, 06/04/25 |  | 4000 | 3992272 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.112%, 03/19/27 |  | 16687 | $16714327 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 20706599 |
| FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |
| Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  | Caisse d'Amortissement de la <br> Dette Sociale  |  |  |
|  | 3.000%, 05/17/25 |  | 334 | 333766 |
| GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) | GERMANY — (0.2%) |
| Kreditanstalt fuer <br> Wiederaufbau  | Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 2.000%, 05/02/25 |  | 48 | 47997 |
| Landwirtschaftliche <br> Rentenbank  | Landwirtschaftliche <br> Rentenbank  |  |  |  |
|  | 0.500%, 05/27/25 |  | 9464 | 9436972 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 9484969 |
| NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) | NETHERLANDS — (2.0%) |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 3.250%, 07/15/25 | AUD | 11800 | 7545685 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.700%, <br> FRN, 5.077%, <br> 07/18/25<br>|  | 34481 | 34512246 |
| (r) | SOFR + 0.620%, <br> FRN, 4.985%, <br> 08/28/26<br>|  | 24690 | 24718913 |
| (r) | SOFR + 0.710%, <br> FRN, 5.077%, <br> 03/05/27<br>|  | 13000 | 13020787 |
| Nederlandse <br> Financierings-Maatschappij <br> voor <br> Ontwikkelingslanden NV  | Nederlandse <br> Financierings-Maatschappij <br> voor <br> Ontwikkelingslanden NV  |  |  |  |
|  | 4.250%, 07/08/25 | AUD | 5000 | 3201571 |
| Nederlandse <br> Waterschapsbank NV  | Nederlandse <br> Waterschapsbank NV  |  |  |  |
|  | 3.400%, 07/22/25 | AUD | 7540 | 4821885 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 87821087 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |
|  | 3.360%, 06/12/25 | NZD | 15800 | 9380728 |
| NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
|  | 4.250%, 07/16/25 | AUD | 11500 | 7367462 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| (r) | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/17/26<br>|  | 8598 | $8662015 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.767%, <br> 03/03/28<br>|  | 58100 | 58141046 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 74170523 |
| SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.887%, 02/26/27 | AUD | 19550 | 12536280 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.844%, <br> 03/16/26<br>| AUD | 6500 | 4172028 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.529%, <br> 08/27/26<br>| AUD | 5000 | 3195577 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.849%, <br> 02/24/27<br>| AUD | 9200 | 5898424 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.723%, <br> 04/16/27<br>| AUD | 10000 | 6409153 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 32211462 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (8.4%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 2.875%, 05/06/25 |  | 12100 | 12097057 |
|  | 4.625%, 06/13/25 |  | 7135 | 7135691 |
|  | 3.800%, 09/12/25 | CAD | 3023 | 2201488 |
| (r) | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/16/26<br>|  | 809 | 815723 |
| (r) | SOFR + 1.000%, <br> FRN, 5.364%, <br> 08/27/26<br>|  | 11740 | 11853761 |
| (r) | SOFR + 1.000%, <br> FRN, 5.377%, <br> 04/06/27<br>|  | 22254 | 22554429 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 05/28/25 |  | 4178 | 4165595 |
|  | 3.375%, 06/29/25 |  | 1835 | 1831655 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 3.000%, 06/16/25 |  | 800 | 798459 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.693%, 02/20/28 |  | 69100 | $69155280 |
| European Investment Bank  | European Investment Bank  |  |  |  |
|  | 1.250%, 05/12/25 | SEK | 36060 | 3729935 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.538%, <br> 09/16/26<br>|  | 16100 | 16080680 |
| (r) | SOFR + 0.280%, <br> FRN, 4.657%, <br> 04/12/27<br>|  | 8750 | 8750437 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 63000 | 63027594 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
|  | 0.750%, 07/02/25 | CAD | 1200 | 867584 |
| (r) | SOFR + 0.180%, <br> FRN, 4.548%, <br> 06/15/26<br>|  | 18500 | 18490010 |
| (r) | SOFR + 0.370%, <br> FRN, 4.747%, <br> 01/12/27<br>|  | 4000 | 4007843 |
| (r) | SOFR + 0.280%, <br> FRN, 4.793%, <br> 02/23/27<br>|  | 60000 | 60043200 |
| (r) | SOFR + 0.270%, <br> FRN, 4.638%, <br> 06/15/27<br>|  | 34000 | 34011220 |
| International Finance <br> Corp., SOFR + 0.280%, <br> FRN | International Finance <br> Corp., SOFR + 0.280%, <br> FRN |  |  |  |
| (r) | 4.648%, 03/16/26 |  | 10000 | 10005300 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
|  | 1.050%, 05/12/25 | SEK | 100000 | 10343292 |
| (r) | 3M NIBOR + 1.500%, <br> FRN, 6.110%, <br> 01/19/26<br>| NOK | 50000 | 4855192 |
| (r) | SOFR + 1.000%, <br> FRN, 5.361%, <br> 05/12/26<br>|  | 4000 | 4031428 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 370852853 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (3.9%) | SWEDEN — (3.9%) | SWEDEN — (3.9%) | SWEDEN — (3.9%) | SWEDEN — (3.9%) |
| Kommuninvest I Sverige <br> AB  | Kommuninvest I Sverige <br> AB  |  |  |  |
|  | 1.000%, 05/12/25 | SEK | 96000 | $9928483 |
| Skandinaviska Enskilda <br> Banken AB  | Skandinaviska Enskilda <br> Banken AB  |  |  |  |
|  | 0.850%, 09/02/25 |  | 300 | 296553 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.362%, 08/03/26 |  | 51467 | 51919292 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |  |
| (r)Ω | 5.619%, 06/15/26 |  | 10650 | 10714804 |
| Sweden Government <br> Bonds  | Sweden Government <br> Bonds  |  |  |  |
|  | 2.500%, 05/12/25 | SEK | 977000 | 101086219 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 173945351 |
| UNITED STATES — (3.3%) | UNITED STATES — (3.3%) | UNITED STATES — (3.3%) | UNITED STATES — (3.3%) | UNITED STATES — (3.3%) |
| Chevron Corp.  | Chevron Corp.  |  |  |  |
|  | 1.554%, 05/11/25 |  | 6775 | 6768314 |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
| (r) | SOFR + 0.360%, <br> FRN, 4.724%, <br> 02/26/27<br>|  | 11050 | 11026280 |
| (r) | SOFR + 0.470%, <br> FRN, 4.834%, <br> 02/26/28<br>|  | 24926 | 24941135 |
| JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 5.003%, <br> 04/29/26<br>|  | 9500 | 9485984 |
| (r) | SOFR + 1.000%, <br> FRN, 5.367%, <br> 12/08/26<br>|  | 56142 | 56436524 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.813%, 03/15/28 |  | 9375 | 9353441 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.549%, 10/30/26 |  | 1785 | 1795621 |
| National Securities <br> Clearing Corp.  | National Securities <br> Clearing Corp.  |  |  |  |
| Ω | 5.150%, 05/30/25 |  | 1800 | 1800771 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.101%, 11/13/26 |  | 8400 | 8411746 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 5.020%, 10/22/27 |  | 4210 | 4194423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.812%, 04/28/27 | 9000 | $9013410 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
|  | 5.550%, 08/01/25 | 650 | 651061 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 143878710 |
| TOTAL BONDS | TOTAL BONDS |  | 1431433458 |
| U.S. TREASURY OBLIGATIONS — (15.5%) | U.S. TREASURY OBLIGATIONS — (15.5%) | U.S. TREASURY OBLIGATIONS — (15.5%) | U.S. TREASURY OBLIGATIONS — (15.5%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.125%, FRN, <br> 4.370%, 07/31/25 <br>| 220500 | 220503925 |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 237900 | 237982680 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 165250 | 165442747 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 4.395%, 04/30/26 <br>| 50500 | 50509169 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 4.405%, 04/30/27 <br>| 11250 | 11253051 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 685691572 |
| COMMERCIAL PAPER — (41.4%) | COMMERCIAL PAPER — (41.4%) | COMMERCIAL PAPER — (41.4%) | COMMERCIAL PAPER — (41.4%) |
| AUSTRALIA — (3.3%) | AUSTRALIA — (3.3%) | AUSTRALIA — (3.3%) | AUSTRALIA — (3.3%) |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.513%, 07/22/25 | 25500 | 25248412 |
| Ω | 4.508%, 07/28/25 | 10000 | 9894403 |
| Commonwealth Bank of <br> Australia | Commonwealth Bank of <br> Australia |  |  |
| Ω | 4.407%, 05/05/25 | 29000 | 28982629 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| Ω | 4.424%, 05/01/25 | 5000 | 4999393 |
| Ω | 4.521%, 07/16/25 | 15000 | 14857775 |
| Ω | 4.510%, 07/24/25 | 4000 | 3958208 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.435%, 07/24/25 | 20000 | 19795922 |
|  | 4.457%, 08/05/25 | 38000 | 37558755 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 145295497 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (6.1%) | CANADA — (6.1%) | CANADA — (6.1%) | CANADA — (6.1%) |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.466%, 08/05/25 | 15000 | $14823780 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.442%, 05/13/25 | 22000 | 21965638 |
| Export Development <br> Canada | Export Development <br> Canada |  |  |
|  | 4.450%, 05/06/25 | 20000 | 19985738 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.385%, 05/20/25 | 20000 | 19952270 |
| Ontario Teachers' Finance <br> Trust | Ontario Teachers' Finance <br> Trust |  |  |
| Ω | 4.431%, 06/04/25 | 5000 | 4978879 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.419%, 08/08/25 | 7500 | 7410313 |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |
|  | 4.495%, 05/06/25 | 18000 | 17987074 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.320%, 05/16/25 | 7000 | 6986587 |
| Ω | 4.401%, 05/20/25 | 15000 | 14964267 |
| Ω | 4.423%, 05/21/25 | 20000 | 19950042 |
| Ω | 4.436%, 05/30/25 | 11000 | 10960491 |
| Ω | 4.425%, 06/02/25 | 10000 | 9960464 |
| Ω | 4.416%, 08/06/25 | 8750 | 8647259 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |
| Ω | 4.457%, 07/14/25 | 25000 | 24774220 |
| Ω | 4.478%, 07/15/25 | 23000 | 22789626 |
| Ω | 4.478%, 07/17/25 | 20000 | 19812454 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.433%, 06/25/25 | 25000 | 24828020 |
| TOTAL CANADA | TOTAL CANADA |  | 270777122 |
| FRANCE — (4.6%) | FRANCE — (4.6%) | FRANCE — (4.6%) | FRANCE — (4.6%) |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.428%, 06/05/25 | 15000 | 14935110 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.453%, 05/02/25 | 16500 | 16496047 |
| Ω | 4.450%, 06/04/25 | 10000 | 9957757 |
| Ω | 4.459%, 06/12/25 | 18000 | 17906411 |
| Ω | 4.429%, 07/21/25 | 10000 | 9900628 |
| Ω | 4.449%, 07/24/25 | 12850 | 12717666 |
| Ω | 4.423%, 07/25/25 | 22500 | 22265579 |
| Ω | 4.435%, 07/30/25 | 25000 | 24724525 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.447%, 05/13/25 | 11000 | 10982830 |
| Ω | 4.453%, 06/16/25 | 9000 | 8949005 |
| Ω | 4.427%, 06/17/25 | 12200 | 12129402 |
| Ω | 4.485%, 06/18/25 | 6000 | 5964557 |
| Ω | 4.431%, 07/17/25 | 5000 | 4952983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Ω | 4.503%, 07/21/25 | 31750 | $31436132 |
| TOTAL FRANCE | TOTAL FRANCE |  | 203318632 |
| GERMANY — (4.9%) | GERMANY — (4.9%) | GERMANY — (4.9%) | GERMANY — (4.9%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.424%, 05/07/25 | 15000 | 14987400 |
| Ω | 4.438%, 05/12/25 | 20000 | 19971172 |
| Ω | 4.438%, 05/22/25 | 9000 | 8976174 |
| Ω | 4.429%, 06/03/25 | 22000 | 21910005 |
| Ω | 4.418%, 06/13/25 | 12000 | 11936425 |
| Ω | 4.408%, 06/24/25 | 12500 | 12417023 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.412%, 05/01/25 | 14000 | 13998328 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.404%, 05/07/25 | 3500 | 3497100 |
| Ω | 4.428%, 05/28/25 | 16000 | 15947235 |
| Ω | 4.429%, 06/16/25 | 23250 | 23121297 |
| Ω | 4.429%, 06/23/25 | 100000 | 49682000 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.433%, 05/30/25 | 20000 | 19928500 |
| TOTAL GERMANY | TOTAL GERMANY |  | 216372659 |
| NETHERLANDS — (1.2%) | NETHERLANDS — (1.2%) | NETHERLANDS — (1.2%) | NETHERLANDS — (1.2%) |
| Cooperatieve Rabobank <br> UA | Cooperatieve Rabobank <br> UA |  |  |
|  | 4.419%, 08/25/25 | 7000 | 6901702 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.414%, 05/06/25 | 4500 | 4496754 |
| Ω | 4.412%, 05/09/25 | 30000 | 29967513 |
| Ω | 4.414%, 07/31/25 | 10000 | 9890273 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 51256242 |
| NORWAY — (4.1%) | NORWAY — (4.1%) | NORWAY — (4.1%) | NORWAY — (4.1%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.503%, 05/19/25 | 4000 | 3990922 |
| Ω | 4.418%, 06/13/25 | 10000 | 9947319 |
| Ω | 4.408%, 06/16/25 | 25000 | 24859207 |
| Ω | 4.454%, 06/23/25 | 25000 | 24837945 |
| Ω | 4.442%, 07/15/25 | 2000 | 1981716 |
| Ω | 4.481%, 07/18/25 | 35000 | 34667374 |
| Ω | 4.446%, 07/21/25 | 10000 | 9901346 |
| Ω | 4.467%, 07/23/25 | 25000 | 24747333 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.449%, 05/14/25 | 22500 | 22461885 |
| Ω | 4.428%, 06/30/25 | 25000 | 24814048 |
| TOTAL NORWAY | TOTAL NORWAY |  | 182209095 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SINGAPORE — (3.5%) | SINGAPORE — (3.5%) | SINGAPORE — (3.5%) | SINGAPORE — (3.5%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.453%, 05/02/25 | 25650 | $25643854 |
| Ω | 4.449%, 05/15/25 | 28000 | 27949519 |
| Ω | 4.443%, 05/19/25 | 4000 | 3990858 |
| Ω | 4.451%, 05/23/25 | 20000 | 19944622 |
| Ω | 4.450%, 06/03/25 | 5000 | 4979499 |
| Ω | 4.441%, 06/10/25 | 3500 | 3482686 |
| Ω | 4.451%, 06/23/25 | 20000 | 19869020 |
| Ω | 4.509%, 07/09/25 | 10000 | 9914833 |
| Ω | 4.500%, 07/28/25 | 1250 | 1236465 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.459%, 06/24/25 | 15000 | 14899740 |
| Ω | 4.459%, 07/09/25 | 25000 | 24787245 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 156698341 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.2%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.404%, 06/23/25 | 10000 | 9935620 |
|  | 4.406%, 06/24/25 | 10000 | 9934382 |
|  | 4.419%, 07/17/25 | 33500 | 33188474 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | 53058476 |
| SWEDEN — (1.7%) | SWEDEN — (1.7%) | SWEDEN — (1.7%) | SWEDEN — (1.7%) |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.473%, 06/12/25 | 8000 | 7958924 |
|  | 4.409%, 06/13/25 | 30000 | 29842359 |
|  | 4.409%, 06/16/25 | 10000 | 9943861 |
|  | 4.409%, 06/25/25 | 30000 | 29799333 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 77544477 |
| UNITED STATES — (10.8%) | UNITED STATES — (10.8%) | UNITED STATES — (10.8%) | UNITED STATES — (10.8%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.494%, 06/13/25 | 18000 | 17904755 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.422%, 06/04/25 | 25000 | 24895080 |
| Ω | 4.424%, 06/06/25 | 10000 | 9955648 |
| Ω | 4.425%, 06/09/25 | 73500 | 36573872 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.444%, 08/27/25 | 35000 | 34506388 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.487%, 07/10/25 | 4000 | 3966007 |
| Ω | 4.446%, 07/28/25 | 25000 | 24734792 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.389%, 05/08/25 | 16463 | 16447192 |
| Ω | 4.462%, 05/23/25 | 11000 | 10969542 |
| Ω | 4.426%, 06/16/25 | 20000 | 19886234 |
| Ω | 4.443%, 07/16/25 | 10000 | 9906652 |
| Ω | 4.435%, 07/23/25 | 16000 | 15837152 |
| Ω | 4.447%, 07/25/25 | 11500 | 11378077 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.426%, 05/27/25 | 16933 | $16877307 |
| Ω | 4.464%, 05/29/25 | 9250 | 9218070 |
| Ω | 4.490%, 06/25/25 | 21500 | 21353155 |
| Ω | 4.422%, 06/30/25 | 15500 | 15387083 |
| Novartis Finance Corp. | Novartis Finance Corp. |  |  |
| Ω | 4.431%, 06/05/25 | 10000 | 9956720 |
| Ω | 4.433%, 06/23/25 | 23000 | 22850270 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.443%, 06/10/25 | 22000 | 21893815 |
| Ω | 4.456%, 07/15/25 | 22000 | 21800537 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.446%, 06/11/25 | 89000 | 88549571 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.447%, 06/18/25 | 11500 | 11432224 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 476280143 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,833,034,937) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,833,034,937) |  | 1832810684 |
| FOREIGN SOVEREIGN OBLIGATIONS — (10.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (10.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (10.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (10.1%) |
| CANADA — (5.9%) | CANADA — (5.9%) | CANADA — (5.9%) | CANADA — (5.9%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.809%, 05/20/25<br> CAD | 15000 | 10864283 |
| ∞ | 2.721%, 07/29/25<br> CAD | 13900 | 10014735 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.724%, 06/18/25<br> CAD | 36600 | 26453628 |
| ∞ | 2.690%, 07/16/25<br> CAD | 4000 | 2885304 |
| ∞ | 2.715%, 07/02/25<br> CAD | 10200 | 7364924 |
| ∞ | 2.682%, 07/30/25<br> CAD | 19000 | 13691549 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 2.863%, 06/04/25<br> CAD | 7100 | 5136762 |
| ∞ | 2.724%, 06/11/25<br> CAD | 30000 | 21693312 |
| ∞ | 2.717%, 06/18/25<br> CAD | 39800 | 28764782 |
| ∞ | 2.685%, 06/25/25<br> CAD | 300 | 216705 |
| ∞ | 2.717%, 07/09/25<br> CAD | 16600 | 11978587 |
|  | 2.694%, 07/30/25<br> CAD | 18000 | 12968983 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |
| ∞ | 2.842%, 05/23/25<br> CAD | 25000 | 18103148 |
| ∞ | 2.838%, 05/30/25<br> CAD | 10000 | 7237487 |
| ∞ | 2.786%, 06/06/25<br> CAD | 24000 | 17360743 |
| ∞ | 2.708%, 06/13/25<br> CAD | 40000 | 28919193 |
| ∞ | 2.785%, 06/20/25<br> CAD | 32725 | 23646934 |
| ∞ | 2.678%, 07/18/25<br> CAD | 10000 | 7210866 |
| ∞ | 2.705%, 07/25/25<br> CAD | 4000 | 2882867 |
|  | 3.650%, 05/02/25<br> CAD | 8000 | 5802118 |
| TOTAL CANADA | TOTAL CANADA |  | 263196910 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
| New Zealand Local <br> Government Funding <br> Agency Bills | New Zealand Local <br> Government Funding <br> Agency Bills |  |  |  |
| ∞ | 2.895%, 05/26/25 | NZD | 16000 | $9478713 |
| ∞ | 3.028%, 06/03/25 | NZD | 5000 | 2959672 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 12438385 |
| SINGAPORE — (3.2%) | SINGAPORE — (3.2%) | SINGAPORE — (3.2%) | SINGAPORE — (3.2%) | SINGAPORE — (3.2%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 2.139%, 05/08/25 | SGD | 74700 | 57166118 |
| ∞ | 2.350%, 05/22/25 | SGD | 33700 | 25765498 |
| ∞ | 2.351%, 05/29/25 | SGD | 74500 | 56932591 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 139864207 |
| SWEDEN — (0.7%) | SWEDEN — (0.7%) | SWEDEN — (0.7%) | SWEDEN — (0.7%) | SWEDEN — (0.7%) |
| Sweden Treasury Bills | Sweden Treasury Bills |  |  |  |
| ∞ | 2.134%, 09/17/25 | SEK | 300000 | 30777258 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 446276760 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,398,411,386) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,398,411,386) |  |  | 4424580069 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 267 | $3088 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,398,414,475) | (Cost $4,398,414,475) |  | $4424583157 |

---

As of April 30, 2025, DFA Two-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 11994588 | USD | 8676496 | Bank of New York Mellon | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $27541 |
| CAD | 1966325 | USD | 1417847 | Citibank, N.A. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9044 |
| NOK | 167893479 | USD | 15708011 | State Street Bank and Trust | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 430339 |
| AUD | 23828860 | USD | 15160516 | Citibank, N.A. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 104410 |
| CAD | 10057483 | USD | 6971008 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 328790 |
| CAD | 7771722 | USD | 5481304 | State Street Bank and Trust | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 159471 |
| SGD | 35967842 | USD | 26807364 | Bank of America Corp. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 757179 |
| SGD | 65313437 | USD | 49048606 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1005413 |
| NZD | 48135971 | USD | 28567337 | Citibank, N.A. | 05/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47373 |
| NZD | 11544271 | USD | 6595715 | State Street Bank and Trust | 05/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 266844 |
| USD | 6565195 | SEK | 62167633 | State Street Bank and Trust | 07/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 102509 |
| USD | 15235824 | NZD | 25545675 | State Street Bank and Trust | 07/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20479 |
| USD | 4872420 | NOK | 50600000 | Bank of America Corp. | 07/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8654 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$3268046** |
| NOK | 50600000 | USD | 4872525 | Bank of America Corp. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(8730)<br>|

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 4840829 | NOK | 50600000 | HSBC Bank | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(22965)<br>|
| USD | 6390652 | NZD | 11366773 | Citibank, N.A. | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (362340)<br>|
| USD | 54393004 | CAD | 77131009 | Societe Generale | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1575400)<br>|
| USD | 14923858 | NOK | 167893479 | Bank of America Corp. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1214492)<br>|
| USD | 60552637 | CAD | 86118627 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1940528)<br>|
| USD | 7386639 | CAD | 10212657 | State Street Bank and Trust | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (24316)<br>|
| USD | 43348646 | AUD | 68993822 | Societe Generale | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (849255)<br>|
| USD | 13048103 | AUD | 20677364 | State Street Bank and Trust | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (197954)<br>|
| USD | 765894 | CAD | 1062766 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5469)<br>|
| CAD | 4383051 | USD | 3182158 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (907)<br>|
| USD | 60347110 | CAD | 86196131 | Royal Bank of Canada | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2214697)<br>|
| USD | 26119172 | CAD | 36266099 | State Street Bank and Trust | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (203038)<br>|
| USD | 55306171 | SGD | 74031734 | Royal Bank of Canada | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1429257)<br>|
| USD | 156344050 | SGD | 209046734 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3862327)<br>|
| USD | 73480409 | SEK | 733794250 | Citibank, N.A. | 05/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2544550)<br>|
| USD | 18833516 | NZD | 33238501 | Australia and New Zealand Bank | 05/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; (925305)<br>|
| USD | 9087668 | NZD | 15910930 | Bank of America Corp. | 05/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; (370678)<br>|
| USD | 5954706 | NZD | 10530811 | State Street Bank and Trust | 05/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; (305396)<br>|
| USD | 73526252 | SEK | 733794250 | State Street Bank and Trust | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2507953)<br>|
| USD | 4601692 | CAD | 6367645 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (26242)<br>|
| GBP | 16542403 | USD | 22191703 | Royal Bank of Canada | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (142573)<br>|
| USD | 49258825 | CAD | 69658618 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1368295)<br>|
| USD | 21122634 | GBP | 16542403 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (926497)<br>|
| USD | 53953880 | CAD | 74519373 | Societe Generale | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (217117)<br>|
| USD | 63768801 | CAD | 88183343 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (344945)<br>|
| USD | 41952885 | AUD | 66184990 | Citibank, N.A. | 06/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; (463774)<br>|
| USD | 6901191 | GBP | 5326734 | State Street Bank and Trust | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (199078)<br>|
| GBP | 5326734 | USD | 7147212 | State Street Bank and Trust | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (46944)<br>|
| USD | 53737466 | CAD | 74320957 | HSBC Bank | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (328197)<br>|
| USD | 37209777 | AUD | 60157119 | Royal Bank of Canada | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1354586)<br>|
| USD | 39672872 | AUD | 62149937 | Citibank, N.A. | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (174016)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(26157821)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(22889775)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $1,909,208,228 or 42.7% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $28367595 | &nbsp;&nbsp; — | &nbsp;&nbsp; $28367595 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 304080663 | &nbsp;&nbsp; — | &nbsp;&nbsp; 304080663 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 204566747 | &nbsp;&nbsp; — | &nbsp;&nbsp; 204566747 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 20706599 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20706599 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 333766 | &nbsp;&nbsp; — | &nbsp;&nbsp; 333766 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 9484969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9484969 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; $87821087 | &nbsp;&nbsp; — | &nbsp;&nbsp; $87821087 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 9380728 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9380728 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 74170523 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74170523 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 32211462 | &nbsp;&nbsp; — | &nbsp;&nbsp; 32211462 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 370852853 | &nbsp;&nbsp; — | &nbsp;&nbsp; 370852853 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 173945351 | &nbsp;&nbsp; — | &nbsp;&nbsp; 173945351 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 143878710 | &nbsp;&nbsp; — | &nbsp;&nbsp; 143878710 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 685691572 | &nbsp;&nbsp; — | &nbsp;&nbsp; 685691572 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 1832810684 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1832810684 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 446276760 | &nbsp;&nbsp; — | &nbsp;&nbsp; 446276760 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 3088 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3088 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $4424583157 | &nbsp;&nbsp; — | &nbsp;&nbsp; $4424583157 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 3268046 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3268046 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (26157821) | &nbsp;&nbsp; — | &nbsp;&nbsp; (26157821) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(22889775) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(22889775) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (73.2%) | BONDS — (73.2%) | BONDS — (73.2%) | BONDS — (73.2%) | BONDS — (73.2%) |
| AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 500 | $521146 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.931%, <br> 03/18/26<br>|  | 2841 | 2842760 |
| (r) | 3M Swap + 0.830%, <br> FRN, 4.955%, <br> 03/31/26<br>| AUD | 1300 | 835580 |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 2000 | 2007380 |
| (r)Ω | SOFR + 0.680%, <br> FRN, 5.057%, <br> 07/16/27<br>|  | 5331 | 5343962 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.027%, <br> 09/30/27<br>|  | 4253 | 4252077 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.219%, <br> 12/16/29<br>|  | 200 | 201413 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.630%, <br> FRN, 4.998%, <br> 09/12/25<br>|  | 3400 | 3403498 |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.948%, <br> 01/13/26<br>| AUD | 800 | 514223 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.119%, <br> 03/13/26<br>|  | 100 | 100267 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.924%, <br> 08/17/26<br>| AUD | 3500 | 2248091 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.748%, <br> 01/14/27<br>| AUD | 1400 | 898133 |
| (r) | 3M Swap + 1.020%, <br> FRN, 5.189%, <br> 08/18/27<br>| AUD | 1000 | 645130 |
| (r) | 3M Swap + 0.950%, <br> FRN, 5.124%, <br> 08/17/28<br>| AUD | 1000 | 643234 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 09/01/25 |  | 776 | $767413 |
| Ω | 1.625%, 04/27/26 |  | 2398 | 2326578 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.480%, <br> FRN, 4.590%, <br> 12/09/25<br>| AUD | 500 | 320246 |
| (r)Ω | SOFR + 1.200%, <br> FRN, 5.567%, <br> 12/07/26<br>|  | 5220 | 5257062 |
| (r)Ω | SOFR + 0.920%, <br> FRN, 5.298%, <br> 07/02/27<br>|  | 3240 | 3253799 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.900%, <br> FRN, 5.016%, <br> 05/30/25<br>| AUD | 3000 | 1922571 |
| (r) | 3M Swap + 0.920%, <br> FRN, 5.045%, <br> 11/25/25<br>| AUD | 1500 | 963660 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.018%, <br> 12/10/25<br>|  | 2160 | 2163332 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.984%, <br> 05/12/26<br>| AUD | 8128 | 5221646 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.539%, <br> 08/24/26<br>| AUD | 3100 | 1982787 |
| (r) | 3M Swap + 0.850%, <br> FRN, 5.024%, <br> 11/16/26<br>| AUD | 6700 | 4309067 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.204%, <br> 05/12/28<br>| AUD | 1600 | 1030425 |
| Norfina Ltd., 3M Swap + <br> 0.780%, FRN | Norfina Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.676%, 01/25/27 | AUD | 3500 | 2241074 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 600 | 616159 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.800%, <br> FRN, 4.994%, <br> 08/11/25<br>| AUD | 2000 | 1282535 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.953%, <br> 08/10/26<br>| AUD | 5600 | 3596945 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.820%, <br> FRN, 4.934%, <br> 12/15/26<br>| AUD | 3300 | $2121151 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.596%, <br> 01/25/27<br>| AUD | 2700 | 1731267 |
| (r) | 3M Swap + 1.230%, <br> FRN, 5.424%, <br> 11/11/27<br>| AUD | 1700 | 1101730 |
| (r) | 3M Swap + 0.980%, <br> FRN, 5.154%, <br> 02/16/28<br>| AUD | 3200 | 2061670 |
| (r) | 3M Swap + 0.930%, <br> FRN, 5.045%, <br> 09/19/28<br>| AUD | 2500 | 1607236 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 70335247 |
| BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) |
| Anheuser-Busch InBev SA  | Anheuser-Busch InBev SA  |  |  |  |
|  | 4.000%, 09/24/25 | GBP | 165 | 219113 |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 0.010%, 10/15/25 | EUR | 700 | 785102 |
|  | 3.750%, 01/22/29 | EUR | 1400 | 1625282 |
| Groupe Bruxelles Lambert <br> NV  | Groupe Bruxelles Lambert <br> NV  |  |  |  |
|  | 1.875%, 06/19/25 | EUR | 500 | 565748 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 3195245 |
| CANADA — (6.7%) | CANADA — (6.7%) | CANADA — (6.7%) | CANADA — (6.7%) | CANADA — (6.7%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
|  | 1.850%, 05/01/25 |  | 420 | 420000 |
| (r) | SOFR + 0.620%, <br> FRN, 4.989%, <br> 09/15/26<br>|  | 310 | 309629 |
| (r) | SOFR + 1.160%, <br> FRN, 5.529%, <br> 12/11/26<br>|  | 1000 | 1007359 |
| Bank of Nova Scotia  | Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |
| (r) | SOFR + 1.090%, <br> FRN, 5.458%, <br> 06/12/25<br>|  | 3500 | 3503169 |
| (r) | SOFR + 0.780%, <br> FRN, 5.149%, <br> 06/04/27<br>|  | 2904 | 2900507 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |  |
| # | 4.850%, 03/29/29 |  | 100 | 100539 |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.750%, 05/01/25 | CAD | 9200 | 6674371 |
|  | 2.250%, 06/01/25 | CAD | 3800 | 2755234 |
|  | 3.500%, 08/01/25 | CAD | 1500 | 1090389 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |  |
| Ω | 0.950%, 06/15/25 | CAD | 10000 | $7237777 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 700 | 820513 |
| Canadian Natural <br> Resources Ltd.  | Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 2.050%, 07/15/25 |  | 1000 | 994057 |
| CDP Financial, Inc., SOFR <br> + 0.400%, FRN | CDP Financial, Inc., SOFR <br> + 0.400%, FRN |  |  |  |
| (r)Ω | 4.762%, 05/19/25 |  | 3700 | 3700351 |
| Enbridge, Inc.  | Enbridge, Inc.  | Enbridge, Inc.  |  |  |
|  | 2.440%, 06/02/25 | CAD | 3000 | 2174837 |
|  | 3.125%, 11/15/29 |  | 130 | 121632 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.712%, 08/01/28 |  | 2160 | 2160983 |
| Federation des Caisses <br> Desjardins du Quebec  | Federation des Caisses <br> Desjardins du Quebec  |  |  |  |
|  | 5.200%, 10/01/25 | CAD | 2000 | 1463949 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 4.150%, 10/01/25 |  | 1000 | 996905 |
| National Bank of Canada  | National Bank of Canada  |  |  |  |
|  | 5.296%, 11/03/25 | CAD | 5500 | 4036352 |
| Province of British <br> Columbia  | Province of British <br> Columbia  |  |  |  |
|  | 2.850%, 06/18/25 | CAD | 400 | 290202 |
| Province of Manitoba  | Province of Manitoba  |  |  |  |
|  | 2.450%, 06/02/25 | CAD | 400 | 290085 |
| Province of Ontario  | Province of Ontario  |  |  |  |
|  | 2.600%, 06/02/25 | CAD | 5800 | 4206662 |
| Province of Quebec  | Province of Quebec  |  |  |  |
|  | 2.600%, 07/06/25 | CAD | 4900 | 3554295 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.952%, <br> 04/27/26<br>|  | 1200 | 1201702 |
| (r) | SOFR + 0.950%, <br> FRN, 5.328%, <br> 01/19/27<br>|  | 500 | 501532 |
| (r) | SOFR + 0.710%, <br> FRN, 5.088%, <br> 01/21/27<br>|  | 2121 | 2123863 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |  |
|  | 5.600%, 11/17/25 | CAD | 1200 | 881564 |
| Thomson Reuters Corp.  | Thomson Reuters Corp.  |  |  |  |
|  | 2.239%, 05/14/25 | CAD | 900 | 652706 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 1.150%, 06/12/25 |  | 750 | 746900 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| (r) | SOFR + 1.080%, <br> FRN, 5.457%, <br> 07/17/26<br>|  | 6635 | $6669558 |
|  | 4.994%, 04/05/29 |  | 130 | 132632 |
| TransCanada PipeLines <br> Ltd.  | TransCanada PipeLines <br> Ltd.  |  |  |  |
|  | 3.300%, 07/17/25 | CAD | 2300 | 1668426 |
| TOTAL CANADA | TOTAL CANADA |  |  | 65388680 |
| DENMARK — (0.0%) | DENMARK — (0.0%) | DENMARK — (0.0%) | DENMARK — (0.0%) | DENMARK — (0.0%) |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.375%, 01/10/30 | EUR | 300 | 341483 |
| FINLAND — (0.8%) | FINLAND — (0.8%) | FINLAND — (0.8%) | FINLAND — (0.8%) | FINLAND — (0.8%) |
| Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |  |
| (r) | 5.377%, 07/15/26 |  | 4000 | 4029280 |
| Nordea Bank Abp  | Nordea Bank Abp  | Nordea Bank Abp  |  |  |
| Ω | 3.600%, 06/06/25 |  | 460 | 459403 |
| (r)Ω | SOFR + 0.740%, <br> FRN, 5.112%, <br> 03/19/27<br>|  | 2896 | 2900742 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 420 | 428403 |
| Stora Enso OYJ  | Stora Enso OYJ  |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 180 | 211499 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 8029327 |
| FRANCE — (2.0%) | FRANCE — (2.0%) | FRANCE — (2.0%) | FRANCE — (2.0%) | FRANCE — (2.0%) |
| Alstom SA  | Alstom SA  |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 200 | 202659 |
| Ayvens SA  | Ayvens SA  |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 2900 | 3385500 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r)Ω | SOFR + 1.130%, <br> FRN, 5.510%, <br> 01/23/27<br>|  | 2250 | 2257560 |
| (r)Ω | SOFR + 1.070%, <br> FRN, 5.433%, <br> 02/16/28<br>|  | 3200 | 3192474 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 1.375%, 05/28/29 | EUR | 400 | 424139 |
| Cie Generale des <br> Etablissements Michelin <br> SCA  | Cie Generale des <br> Etablissements Michelin <br> SCA  |  |  |  |
|  | 0.875%, 09/03/25 | EUR | 500 | 563663 |
| Credit Agricole SA, SOFR <br> + 0.870%, FRN | Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |  |
| (r)Ω | 5.238%, 03/11/27 |  | 2000 | 2001457 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Elis SA  | Elis SA  |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 100 | $115699 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | 349601 |
| Holding d'Infrastructures de <br> Transport SASU  | Holding d'Infrastructures de <br> Transport SASU  |  |  |  |
|  | 3.375%, 04/21/29 | EUR | 400 | 459660 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 900 | 945331 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.375%, 07/26/29 | EUR | 500 | 569674 |
|  | 4.875%, 10/02/29 | EUR | 600 | 723285 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| (r)Ω | SOFR + 1.100%, <br> FRN, 5.463%, <br> 02/19/27<br>|  | 2400 | 2391178 |
|  | 0.875%, 09/24/29 | EUR | 700 | 715468 |
| Tikehau Capital SCA  | Tikehau Capital SCA  |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 600 | 757641 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 500 | 489498 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 19544487 |
| GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) | GERMANY — (2.5%) |
| Bayer AG  | Bayer AG  |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 170 | 201697 |
| Bayer U.S. Finance LLC  | Bayer U.S. Finance LLC  |  |  |  |
| #Ω | 6.250%, 01/21/29 |  | 500 | 521207 |
| BMW U.S. Capital LLC  | BMW U.S. Capital LLC  | BMW U.S. Capital LLC  |  |  |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.982%, <br> 08/11/25<br>|  | 350 | 350116 |
| (r)Ω | SOFR + 0.550%, <br> FRN, 4.928%, <br> 04/02/26<br>|  | 1000 | 998384 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 472 | 545199 |
| Daimler Truck Finance <br> Canada, Inc.  | Daimler Truck Finance <br> Canada, Inc.  |  |  |  |
|  | 5.180%, 09/19/25 | CAD | 2200 | 1607280 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.960%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.960%, FRN |  |  |  |
| (r)Ω | 5.332%, 09/25/27 |  | 3000 | 2987083 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |  |
|  | 4.162%, 05/13/25 |  | 300 | 299934 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 460 | 530882 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 3.750%, 06/15/29 |  | 500 | 475449 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 600 | $731960 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
|  | 4.250%, 08/07/25 | AUD | 5000 | 3202577 |
| Mercedes-Benz Finance <br> Canada, Inc.  | Mercedes-Benz Finance <br> Canada, Inc.  |  |  |  |
|  | 1.650%, 09/22/25 | CAD | 1000 | 721587 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
| (r)Ω | SOFR + 0.570%, <br> FRN, 4.952%, <br> 08/01/25<br>|  | 1200 | 1200249 |
| (r)Ω | SOFR + 0.670%, <br> FRN, 5.047%, <br> 01/09/26<br>|  | 4000 | 4000635 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 2800 | 1746980 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | 685024 |
| Traton Finance <br> Luxembourg SA  | Traton Finance <br> Luxembourg SA  |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 1100 | 1262895 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 800 | 800608 |
| Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  |  |  |
| Ω | 5.250%, 03/22/29 |  | 400 | 401554 |
| Ω | 4.950%, 08/15/29 |  | 600 | 595222 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 23866522 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 6.500%, 07/15/25 |  | 300 | 300448 |
| # | 1.750%, 01/30/26 |  | 2700 | 2639623 |
|  | 4.450%, 04/03/26 |  | 150 | 149323 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 3089394 |
| ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 420 | 454759 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 400 | 456842 |
| Eni SpA  | Eni SpA  | Eni SpA  |  |  |
|  | 3.750%, 09/12/25 | EUR | 350 | 398264 |
|  | 0.625%, 01/23/30 | EUR | 600 | 611926 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 150 | 170252 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 1460 | $1815693 |
| Snam SpA  | Snam SpA  |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 170 | 201335 |
| TOTAL ITALY | TOTAL ITALY |  |  | 4109071 |
| JAPAN — (2.3%) | JAPAN — (2.3%) | JAPAN — (2.3%) | JAPAN — (2.3%) | JAPAN — (2.3%) |
| Japan Bank for <br> International Cooperation  | Japan Bank for <br> International Cooperation  |  |  |  |
|  | 0.625%, 07/15/25 |  | 2000 | 1984175 |
| Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  |  |  |
|  | 0.005%, 06/20/26 | JPY | 200000 | 1389845 |
|  | 0.005%, 09/20/26 | JPY | 410000 | 2843963 |
| Japan Government Two <br> Year Bonds  | Japan Government Two <br> Year Bonds  |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 245000 | 1709894 |
| Mizuho Financial Group, <br> Inc.  | Mizuho Financial Group, <br> Inc.  |  |  |  |
|  | 0.402%, 09/06/29 | EUR | 1000 | 1016423 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.653%, 07/14/26 |  | 4587 | 4427036 |
| (r) | SOFR + 1.250%, <br> FRN, 5.627%, <br> 07/02/27<br>|  | 2700 | 2704506 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 500 | 580902 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 1.474%, 07/08/25 |  | 1589 | 1579921 |
| (r) | SOFR + 1.170%, <br> FRN, 5.547%, <br> 07/09/29<br>|  | 900 | 905853 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.347%, 09/10/27 |  | 1600 | 1602515 |
| Toyota Motor Finance <br> Netherlands BV  | Toyota Motor Finance <br> Netherlands BV  |  |  |  |
|  | 3.125%, 07/11/29 | EUR | 1500 | 1717747 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 22462780 |
| LUXEMBOURG — (0.5%) | LUXEMBOURG — (0.5%) | LUXEMBOURG — (0.5%) | LUXEMBOURG — (0.5%) | LUXEMBOURG — (0.5%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 1300 | 1471101 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 100 | 116308 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3320 | 3436860 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 5024269 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 0.500%, 09/23/29 | EUR | 300 | $304970 |
|  | 4.250%, 02/21/30 | EUR | 3900 | 4628976 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 5.087%, <br> 01/09/26<br>|  | 6000 | 6014938 |
| (r) | SOFR + 0.620%, <br> FRN, 4.985%, <br> 08/28/26<br>|  | 1000 | 1001171 |
| (r) | SOFR + 0.900%, <br> FRN, 5.277%, <br> 10/05/26<br>|  | 300 | 301473 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.987%, <br> 02/26/27<br>| AUD | 3800 | 2437401 |
| (r) | SOFR + 0.710%, <br> FRN, 5.077%, <br> 03/05/27<br>|  | 3500 | 3505597 |
| (r) | 3M Swap + 1.180%, <br> FRN, 5.132%, <br> 01/19/28<br>| AUD | 500 | 323827 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.292%, <br> 11/21/28<br>| AUD | 2500 | 1609046 |
| (r) | 3M Swap + 1.030%, <br> FRN, 5.147%, <br> 02/26/29<br>| AUD | 1100 | 706240 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 2.875%, 08/04/25 | EUR | 1000 | 1133677 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 300 | 343522 |
|  | 4.220%, 04/17/30 | EUR | 400 | 474017 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 22784855 |
| NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/17/26<br>|  | 11000 | 11081899 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.767%, <br> 03/03/28<br>|  | 5000 | 5003532 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 190 | 230656 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 16316087 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
| DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  |  |  |
| (r)Ω | SOFR + 0.600%, FRN, <br> 4.970%, 03/21/28<br>|  | 10000 | 9986333 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) | SPAIN — (0.2%) |
| Banco Santander SA  | Banco Santander SA  |  |  |  |
|  | 3.875%, 04/22/29 | EUR | 400 | $467201 |
| Cellnex Telecom SA  | Cellnex Telecom SA  |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 400 | 433830 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 400 | 456528 |
| Inmobiliaria Colonial <br> Socimi SA  | Inmobiliaria Colonial <br> Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 200 | 227685 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 1585244 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (7.4%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/16/26<br>|  | 3200 | 3226592 |
| (r) | SOFR + 0.300%, <br> FRN, 4.669%, <br> 06/20/28<br>|  | 4600 | 4594624 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 1.000%, 05/06/26 | AUD | 200 | 124586 |
| (r) | SOFR + 0.620%, <br> FRN, 4.981%, <br> 08/16/27<br>|  | 1000 | 1006822 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 3.000%, 06/16/25 |  | 300 | 299422 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.330%, <br> FRN, 4.693%, <br> 02/20/28<br>|  | 4050 | 4053240 |
| (r) | SOFR + 0.300%, <br> FRN, 4.663%, <br> 02/16/29<br>|  | 5360 | 5353777 |
| European Investment <br> Bank, SOFR + 0.320%, <br> FRN | European Investment <br> Bank, SOFR + 0.320%, <br> FRN |  |  |  |
| (r) | 4.682%, 08/14/29 |  | 1700 | 1701321 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.538%, <br> 09/16/26<br>|  | 1100 | 1098680 |
| (r) | SOFR + 0.280%, <br> FRN, 4.657%, <br> 04/12/27<br>|  | 127 | 127006 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 9400 | $9404117 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/05/28<br>|  | 6100 | 6102806 |
| (r) | SOFR + 0.370%, <br> FRN, 4.752%, <br> 08/01/29<br>|  | 9800 | 9808164 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.793%, <br> 02/23/27<br>|  | 5115 | 5118683 |
| (r) | SOFR + 0.270%, <br> FRN, 4.638%, <br> 06/15/27<br>|  | 4000 | 4001320 |
| (r) | SOFR + 0.430%, <br> FRN, 4.792%, <br> 08/19/27<br>|  | 9414 | 9444972 |
| (r) | SOFR + 0.300%, <br> FRN, 4.678%, <br> 01/24/29<br>|  | 230 | 229374 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.670%, <br> 08/28/28<br>|  | 4580 | 4580641 |
| #(r) | SOFR + 0.360%, <br> FRN, 4.728%, <br> 08/28/29<br>|  | 2430 | 2428548 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 72704695 |
| SWEDEN — (1.8%) | SWEDEN — (1.8%) | SWEDEN — (1.8%) | SWEDEN — (1.8%) | SWEDEN — (1.8%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 210 | 242585 |
| Castellum Helsinki Finance <br> Holding Abp  | Castellum Helsinki Finance <br> Holding Abp  |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 200 | 202475 |
| Securitas Treasury Ireland <br> DAC  | Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1020 | 1196801 |
| Skandinaviska Enskilda <br> Banken AB  | Skandinaviska Enskilda <br> Banken AB  |  |  |  |
|  | 4.375%, 11/06/28 | EUR | 750 | 895096 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.362%, <br> 08/03/26<br>|  | 3550 | $3581197 |
| (r) | SOFR + 1.000%, <br> FRN, 5.361%, <br> 05/05/27<br>|  | 5000 | 5062236 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 0.910%, <br> FRN, 5.277%, <br> 06/10/25<br>|  | 6233 | 6236453 |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.619%, <br> 06/15/26<br>|  | 500 | 503043 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 17919886 |
| SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) |
| UBS AG  | UBS AG  |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 1270 | 1409555 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
| Ω | 4.125%, 09/24/25 |  | 2000 | 1994634 |
| Ω | 4.125%, 04/15/26 |  | 5000 | 4984195 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 8388384 |
| UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) | UNITED KINGDOM — (1.5%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 3300 | 3291909 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 1.668%, 03/25/26 |  | 600 | 583914 |
|  | 2.250%, 01/16/30 | EUR | 130 | 141465 |
| Cadent Finance PLC  | Cadent Finance PLC  |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 300 | 302096 |
| CK Hutchison Europe <br> Finance 21 Ltd.  | CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | 912582 |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC  |  |  |  |
|  | 4.450%, 05/08/25 |  | 1455 | 1454952 |
| Motability Operations Group <br> PLC  | Motability Operations Group <br> PLC  | Motability Operations Group <br> PLC  |  |  |
|  | 3.625%, 07/24/29 | EUR | 1000 | 1164910 |
|  | 4.000%, 01/17/30 | EUR | 300 | 353705 |
| National Grid PLC  | National Grid PLC  |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 400 | 409255 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
|  | 0.250%, 07/22/25 | EUR | 1200 | 1353116 |
| #Ω | 1.000%, 08/28/25 |  | 500 | 493420 |
| NatWest Group PLC  | NatWest Group PLC  |  |  |  |
|  | 4.800%, 04/05/26 |  | 668 | 669996 |
| Reckitt Benckiser Treasury <br> Services PLC  | Reckitt Benckiser Treasury <br> Services PLC  |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 1000 | 1170581 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Reynolds American, Inc.  | Reynolds American, Inc.  |  |  |  |
|  | 4.450%, 06/12/25 |  | 800 | $799563 |
| Sky Ltd.  | Sky Ltd.  |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 300 | 339391 |
| SSE PLC  | SSE PLC  |  |  |  |
|  | 0.875%, 09/06/25 | EUR | 1000 | 1127685 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 14568540 |
| UNITED STATES — (33.4%) | UNITED STATES — (33.4%) | UNITED STATES — (33.4%) | UNITED STATES — (33.4%) | UNITED STATES — (33.4%) |
| AbbVie, Inc.  | AbbVie, Inc.  |  |  |  |
|  | 3.600%, 05/14/25 |  | 1218 | 1217513 |
| Affiliated Managers Group, <br> Inc.  | Affiliated Managers Group, <br> Inc.  |  |  |  |
|  | 3.500%, 08/01/25 |  | 707 | 704576 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 5.800%, 05/01/25 |  | 600 | 600000 |
| Altria Group, Inc.  | Altria Group, Inc.  |  |  |  |
|  | 2.350%, 05/06/25 |  | 440 | 439828 |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
|  | 3.950%, 08/01/25 |  | 4915 | 4905081 |
| (r) | SOFR + 0.760%, <br> FRN, 5.121%, <br> 02/13/26<br>|  | 2035 | 2039172 |
| (r) | SOFR + 0.650%, <br> FRN, 5.012%, <br> 11/04/26<br>|  | 2400 | 2394919 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.600%, <br> FRN, 4.962%, <br> 08/14/25<br>|  | 610 | 610141 |
| (r) | SOFR + 0.790%, <br> FRN, 5.168%, <br> 10/03/25<br>|  | 1000 | 1001452 |
| (r) | SOFR + 0.710%, <br> FRN, 5.087%, <br> 01/09/26<br>|  | 3167 | 3168969 |
| (r) | SOFR + 0.720%, <br> FRN, 5.098%, <br> 10/22/27<br>|  | 4838 | 4809070 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 700 | 711411 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 4.000%, 06/01/25 |  | 2120 | 2117804 |
|  | 1.300%, 09/15/25 |  | 260 | 256651 |
|  | 1.600%, 04/15/26 |  | 170 | 165141 |
|  | 0.875%, 05/21/29 | EUR | 120 | 124995 |
| Amgen, Inc.  | Amgen, Inc.  |  |  |  |
|  | 3.125%, 05/01/25 |  | 689 | 689000 |
| Appalachian Power Co.  | Appalachian Power Co.  |  |  |  |
|  | 3.400%, 06/01/25 |  | 130 | 129754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.250%, 07/15/25 | 700 | $697738 |
|  | 5.875%, 03/01/29 | 200 | 201358 |
|  | 5.950%, 07/15/29 | 1500 | 1518427 |
| Autodesk, Inc.  | Autodesk, Inc.  |  |  |
|  | 4.375%, 06/15/25 | 1600 | 1598739 |
| AvalonBay Communities, <br> Inc.  | AvalonBay Communities, <br> Inc.  |  |  |
|  | 3.450%, 06/01/25 | 1130 | 1128069 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |
|  | 6.750%, 10/25/28 | 600 | 634260 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 4.625%, 04/15/26 | 2000 | 1996107 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 3.875%, 08/01/25 | 50 | 49913 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |
|  | 5.950%, 06/01/26 | 188 | 190435 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 3.100%, 05/01/26 | 529 | 520033 |
|  | 2.950%, 02/01/30 | 200 | 183507 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 | 600 | 591214 |
|  | 3.400%, 06/21/29 | 3400 | 3187022 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |
| (r) | 4.853%, 02/20/26 | 3500 | 3499716 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |
|  | 5.850%, 03/18/29 | 730 | 739558 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
|  | 3.400%, 05/13/25 | 810 | 809674 |
|  | 3.650%, 08/12/25 | 120 | 119667 |
| (r) | SOFR + 0.460%, <br> FRN, 4.824%, <br> 02/27/26<br>| 1508 | 1508121 |
| (r) | SOFR + 0.520%, <br> FRN, 4.888%, <br> 03/03/28<br>| 1500 | 1496811 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
| (r) | SOFR + 0.520%, <br> FRN, 4.881%, <br> 05/13/26<br>| 4376 | 4372175 |
| (r) | SOFR + 1.050%, <br> FRN, 5.418%, <br> 03/03/27<br>| 4000 | 4019240 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
|  | 3.850%, 05/21/25 | 1113 | 1112138 |
| Cigna Group  | Cigna Group  |  |  |
|  | 5.000%, 05/15/29 | 3100 | 3161611 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 3.400%, 05/01/26 | 366 | 362466 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Citizens Financial Group, <br> Inc.  | Citizens Financial Group, <br> Inc.  |  |  |  |
|  | 2.500%, 02/06/30 |  | 800 | $715050 |
| CNH Industrial Capital LLC  | CNH Industrial Capital LLC  |  |  |  |
|  | 3.950%, 05/23/25 |  | 4070 | 4067970 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/29 |  | 2960 | 2962217 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 3.375%, 08/15/25 |  | 900 | 896541 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |  |
|  | 3.250%, 06/01/25 |  | 5000 | 4990217 |
| COPT Defense <br> Properties LP  | COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 1400 | 1365914 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |  |
|  | 3.875%, 07/20/25 |  | 1200 | 1196852 |
| Discover Financial <br> Services  | Discover Financial <br> Services  |  |  |  |
|  | 4.500%, 01/30/26 |  | 647 | 644861 |
| Dollar General Corp.  | Dollar General Corp.  |  |  |  |
|  | 3.500%, 04/03/30 |  | 1100 | 1032751 |
| Dollar Tree, Inc.  | Dollar Tree, Inc.  |  |  |  |
|  | 4.000%, 05/15/25 |  | 4344 | 4341574 |
| DTE Energy Co.  | DTE Energy Co.  |  |  |  |
|  | 1.050%, 06/01/25 |  | 1900 | 1893367 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
| # | 1.800%, 09/15/26 |  | 285 | 273510 |
| Ecolab, Inc.  | Ecolab, Inc.  |  |  |  |
|  | 2.625%, 07/08/25 | EUR | 165 | 186904 |
| EIDP, Inc.  | EIDP, Inc.  |  |  |  |
|  | 1.700%, 07/15/25 |  | 500 | 496793 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 5.350%, 10/15/25 |  | 3000 | 3006977 |
|  | 1.500%, 03/15/26 |  | 1200 | 1168631 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 2.900%, 05/15/25 |  | 6319 | 6313988 |
|  | 5.250%, 07/01/29 |  | 190 | 192550 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 600 | 561456 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 3.200%, 11/18/29 |  | 270 | 254019 |
| ERP Operating LP  | ERP Operating LP  |  |  |  |
|  | 3.375%, 06/01/25 |  | 1000 | 998720 |
| Exelon Corp.  | Exelon Corp.  |  |  |  |
|  | 3.950%, 06/15/25 |  | 1468 | 1466067 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
|  | 5.000%, 02/15/26 |  | 2811 | 2814851 |
| Flex Ltd.  | Flex Ltd.  |  |  |  |
|  | 3.750%, 02/01/26 |  | 7297 | 7231502 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 400 | 464007 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Fortune Brands <br> Innovations, Inc.  | Fortune Brands <br> Innovations, Inc.  |  |  |
|  | 4.000%, 06/15/25 | 1000 | $998366 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |
|  | 3.500%, 05/15/25 | 2800 | 2798532 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 2.750%, 06/20/25 | 2000 | 1993804 |
|  | 6.050%, 10/10/25 | 3000 | 3013085 |
| (r) | SOFR + 1.350%, <br> FRN, 5.711%, <br> 05/08/27<br>| 1100 | 1090075 |
|  | 5.550%, 07/15/29 | 130 | 130943 |
|  | 4.900%, 10/06/29 | 370 | 363845 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 3.200%, 08/15/29 | 1725 | 1606080 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |
|  | 3.750%, 05/22/25 | 5600 | 5596506 |
| Harley-Davidson, Inc.  | Harley-Davidson, Inc.  |  |  |
| # | 3.500%, 07/28/25 | 300 | 298363 |
| HCA, Inc.  | HCA, Inc.  |  |  |
|  | 7.690%, 06/15/25 | 300 | 300703 |
|  | 5.250%, 03/01/30 | 1000 | 1016951 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  |  |  |
| #Ω | 1.500%, 06/01/25 | 2373 | 2366181 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.875%, 05/01/25 | 765 | 765000 |
| # | 3.100%, 02/15/30 | 1000 | 918072 |
|  | 2.400%, 03/15/30 | 800 | 703821 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |
| #Ω | 4.850%, 12/01/29 | 2200 | 2078553 |
| Highwoods Realty LP  | Highwoods Realty LP  |  |  |
|  | 4.200%, 04/15/29 | 4081 | 3891579 |
|  | 3.050%, 02/15/30 | 120 | 107035 |
| Honeywell International, <br> Inc.  | Honeywell International, <br> Inc.  |  |  |
|  | 1.350%, 06/01/25 | 47 | 46852 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |
|  | 4.000%, 06/15/25 | 1881 | 1878259 |
| HSBC USA, Inc., SOFR + <br> 0.960%, FRN | HSBC USA, Inc., SOFR + <br> 0.960%, FRN |  |  |
| (r) | 5.329%, 03/04/27 | 3920 | 3936876 |
| Huntington Bancshares, <br> Inc.  | Huntington Bancshares, <br> Inc.  |  |  |
|  | 4.000%, 05/15/25 | 480 | 479734 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |
|  | 5.250%, 06/30/29 | 3200 | 3210048 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 3.700%, 07/29/25 | 5804 | 5788901 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| International Flavors & <br> Fragrances, Inc.  | International Flavors & <br> Fragrances, Inc.  |  |  |  |
|  | 1.800%, 09/25/26 | EUR | 2000 | $2234117 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 210 | 198231 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.937%, <br> 03/03/26<br>|  | 300 | 300522 |
| (r) | SOFR + 0.790%, <br> FRN, 5.156%, <br> 06/08/26<br>|  | 3950 | 3965010 |
| (r) | SOFR + 0.680%, <br> FRN, 5.057%, <br> 07/15/27<br>|  | 2950 | 2956195 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |  |
|  | 3.900%, 07/15/25 |  | 1470 | 1468318 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.367%, 12/08/26 |  | 950 | 954984 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |  |
|  | 1.200%, 12/10/25 |  | 4472 | 4382148 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.249%, 03/15/27 |  | 3000 | 3007533 |
| KeyBank NA  | KeyBank NA  |  |  |  |
|  | 4.150%, 08/08/25 |  | 930 | 928188 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 120 | 108853 |
| Kinder Morgan, Inc.  | Kinder Morgan, Inc.  |  |  |  |
|  | 4.300%, 06/01/25 |  | 3080 | 3077789 |
| Laboratory Corp. of <br> America Holdings  | Laboratory Corp. of <br> America Holdings  |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | 35396 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |  |
|  | 3.625%, 03/01/27 |  | 4000 | 3904234 |
| Lennar Corp.  | Lennar Corp.  |  |  |  |
|  | 4.750%, 05/30/25 |  | 3700 | 3699452 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |  |
|  | 4.400%, 09/08/25 |  | 200 | 199837 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |
|  | 4.700%, 05/01/25 |  | 3790 | 3790000 |
|  | 5.150%, 03/01/30 |  | 1300 | 1308257 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.813%, 03/15/28 |  | 720 | 718344 |
| McDonald's Corp.  | McDonald's Corp.  | McDonald's Corp.  |  |  |
|  | 3.375%, 05/26/25 |  | 70 | 69928 |
|  | 4.000%, 03/07/30 | EUR | 400 | 473908 |
| Medtronic Global Holdings <br> SCA  | Medtronic Global Holdings <br> SCA  |  |  |  |
| Δ | 0.000%, 10/15/25 | EUR | 1474 | 1651487 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Mondelez International, <br> Inc.  | Mondelez International, <br> Inc.  |  |  |  |
|  | 1.500%, 05/04/25 |  | 74 | $73975 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 1.750%, 03/01/26 |  | 1255 | 1222712 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 500 | 513275 |
| National Grid North <br> America, Inc.  | National Grid North <br> America, Inc.  |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 1700 | 1950632 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
|  | 3.450%, 06/15/25 |  | 1090 | 1088078 |
| (r) | SOFR + 0.800%, <br> FRN, 5.160%, <br> 02/05/27<br>|  | 4988 | 4987216 |
| (r) | SOFR + 0.820%, <br> FRN, 5.189%, <br> 09/16/27<br>|  | 1000 | 998935 |
| Netflix, Inc.  | Netflix, Inc.  | Netflix, Inc.  |  |  |
|  | 3.000%, 06/15/25 | EUR | 450 | 509900 |
| Ω | 3.625%, 06/15/25 |  | 60 | 59878 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 4.450%, 06/20/25 |  | 1659 | 1657412 |
|  | 5.749%, 09/01/25 |  | 2400 | 2407493 |
| (r) | SOFR + 0.760%, <br> FRN, 5.143%, <br> 01/29/26<br>|  | 2240 | 2241110 |
| NiSource, Inc.  | NiSource, Inc.  |  |  |  |
|  | 0.950%, 08/15/25 |  | 700 | 692697 |
| Norfolk Southern Corp.  | Norfolk Southern Corp.  |  |  |  |
|  | 5.590%, 05/17/25 |  | 300 | 300132 |
| Nucor Corp.  | Nucor Corp.  | Nucor Corp.  |  |  |
|  | 3.950%, 05/23/25 |  | 800 | 799269 |
|  | 2.000%, 06/01/25 |  | 4570 | 4556000 |
| ONEOK, Inc.  | ONEOK, Inc.  |  |  |  |
|  | 2.200%, 09/15/25 |  | 1927 | 1906786 |
| Oracle Corp.  | Oracle Corp.  |  |  |  |
|  | 2.950%, 05/15/25 |  | 999 | 998289 |
| Ovintiv, Inc.  | Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |
|  | 5.650%, 05/15/25 |  | 4100 | 4098468 |
|  | 5.375%, 01/01/26 |  | 442 | 441955 |
| PACCAR Financial Corp.  | PACCAR Financial Corp.  |  |  |  |
|  | 4.000%, 09/26/29 |  | 250 | 247546 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 1000 | 1126613 |
| PayPal Holdings, Inc.  | PayPal Holdings, Inc.  |  |  |  |
|  | 1.650%, 06/01/25 |  | 2920 | 2911905 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| #Ω | 4.000%, 07/15/25 |  | 2000 | 1995885 |
| Ω | 4.450%, 01/29/26 |  | 1715 | 1709435 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ω | 1.700%, 06/15/26 |  | 4000 | $3870638 |
| PepsiCo, Inc., SOFR + <br> 0.400%, FRN | PepsiCo, Inc., SOFR + <br> 0.400%, FRN |  |  |  |
| (r) | 4.761%, 02/13/26 |  | 2900 | 2904384 |
| Pfizer Investment <br> Enterprises Pte. Ltd.  | Pfizer Investment <br> Enterprises Pte. Ltd.  |  |  |  |
|  | 4.650%, 05/19/25 |  | 2120 | 2120010 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 1.500%, 05/01/25 |  | 4580 | 4580000 |
|  | 3.375%, 08/11/25 |  | 600 | 597642 |
| (r) | SOFR + 0.830%, <br> FRN, 5.213%, <br> 04/28/28<br>|  | 4000 | 4003216 |
| PNC Bank NA  | PNC Bank NA  |  |  |  |
|  | 3.250%, 06/01/25 |  | 1600 | 1597878 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |  |
|  | 1.875%, 06/01/25 | EUR | 5000 | 5661375 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |  |
|  | 3.400%, 05/15/25 |  | 5635 | 5631422 |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 4.625%, 07/10/25 |  | 7118 | 7120999 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 3130 | 3231090 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 1.875%, 01/14/27 | GBP | 300 | 379777 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.101%, 11/13/26 |  | 1800 | 1802517 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 1.200%, 09/02/25 |  | 7500 | 7405635 |
| Ryder System, Inc.  | Ryder System, Inc.  | Ryder System, Inc.  |  |  |
|  | 4.625%, 06/01/25 |  | 1146 | 1144918 |
|  | 3.350%, 09/01/25 |  | 281 | 279597 |
| Santander Holdings USA, Inc.  | Santander Holdings USA, Inc.  | Santander Holdings USA, Inc.  |  |  |
|  | 3.450%, 06/02/25 |  | 2100 | 2096256 |
|  | 4.500%, 07/17/25 |  | 190 | 189696 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |  |
|  | 3.500%, 09/01/25 |  | 600 | 597603 |
| Southwestern Electric <br> Power Co.  | Southwestern Electric <br> Power Co.  |  |  |  |
|  | 1.650%, 03/15/26 |  | 2188 | 2133425 |
| State Street Corp.  | State Street Corp.  | State Street Corp.  |  |  |
| (r) | SOFR + 0.845%, <br> FRN, 5.207%, <br> 08/03/26<br>|  | 2375 | 2374869 |
| (r) | SOFR + 0.640%, <br> FRN, 5.020%, <br> 10/22/27<br>|  | 950 | 946485 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |  |
|  | 2.400%, 06/15/25 |  | 100 | 99677 |
| Stryker Corp.  | Stryker Corp.  |  |  |  |
|  | 1.150%, 06/15/25 |  | 948 | 943739 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Synchrony Financial  | Synchrony Financial  | Synchrony Financial  |  |  |
|  | 4.875%, 06/13/25 |  | 6240 | $6235260 |
|  | 5.150%, 03/19/29 |  | 800 | 791030 |
| Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN | Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 5.022%, 03/19/27 |  | 1100 | 1100010 |
| Truist Financial Corp.  | Truist Financial Corp.  | Truist Financial Corp.  |  |  |
|  | 4.000%, 05/01/25 |  | 2422 | 2422000 |
|  | 1.200%, 08/05/25 |  | 70 | 69366 |
| U.S. Bancorp  | U.S. Bancorp  |  |  |  |
|  | 1.450%, 05/12/25 |  | 7000 | 6992842 |
| UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN | UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.876%, 07/15/26 |  | 776 | 775148 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 1206 | 1188873 |
| Viatris, Inc.  | Viatris, Inc.  |  |  |  |
|  | 1.650%, 06/22/25 |  | 700 | 695686 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 104 | 99825 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.812%, 04/28/27 |  | 1000 | 1001490 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |  |
|  | 2.000%, 07/28/25 | GBP | 171 | 225926 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.439%, 12/11/26 |  | 1600 | 1609120 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 3062 | 2967269 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 800 | 850327 |
| Whirlpool Corp.  | Whirlpool Corp.  | Whirlpool Corp.  |  |  |
|  | 3.700%, 05/01/25 |  | 280 | 280000 |
| # | 4.750%, 02/26/29 |  | 130 | 123220 |
| Williams Cos., Inc.  | Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 4.000%, 09/15/25 |  | 3175 | 3164301 |
|  | 4.800%, 11/15/29 |  | 260 | 261672 |
| Wisconsin Power & Light <br> Co.  | Wisconsin Power & Light <br> Co.  |  |  |  |
|  | 3.000%, 07/01/29 |  | 600 | 565024 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 326758493 |
| TOTAL BONDS | TOTAL BONDS |  |  | 716399022 |
| U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>|  | 39500 | 39513728 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 28200 | $28232892 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 67746620 |
| COMMERCIAL PAPER — (16.4%) | COMMERCIAL PAPER — (16.4%) | COMMERCIAL PAPER — (16.4%) | COMMERCIAL PAPER — (16.4%) |
| AUSTRALIA — (0.6%) | AUSTRALIA — (0.6%) | AUSTRALIA — (0.6%) | AUSTRALIA — (0.6%) |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.616%, 06/26/25 | 3000 | 2978554 |
| Ω | 4.615%, 07/03/25 | 3000 | 2975723 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 5954277 |
| CANADA — (1.6%) | CANADA — (1.6%) | CANADA — (1.6%) | CANADA — (1.6%) |
| Canadian Natural <br> Resources Ltd. | Canadian Natural <br> Resources Ltd. |  |  |
| Ω | 5.136%, 05/07/25 | 1750 | 1748390 |
| Ω | 5.241%, 05/13/25 | 4000 | 3993160 |
| Canadian Pacific Railway <br> Co. | Canadian Pacific Railway <br> Co. |  |  |
| Ω | 4.654%, 05/30/25 | 1000 | 996108 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.410%, 05/05/25 | 2000 | 1998801 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.060%, 06/09/25 | 250 | 248703 |
| Ω | 5.062%, 06/11/25 | 1500 | 1491828 |
| Ω | 5.064%, 06/18/25 | 1000 | 993647 |
| Ω | 4.861%, 07/07/25 | 2750 | 2725780 |
| Ω | 4.705%, 07/11/25 | 1000 | 990672 |
| TOTAL CANADA | TOTAL CANADA |  | 15187089 |
| FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.459%, 06/12/25 | 5000 | 4974003 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.447%, 05/13/25 | 2000 | 1996878 |
| Ω | 4.453%, 06/16/25 | 2000 | 1988668 |
| Ω | 4.485%, 06/18/25 | 1500 | 1491139 |
| TOTAL FRANCE | TOTAL FRANCE |  | 10450688 |
| GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.438%, 05/22/25 | 4000 | 3989411 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.666%, 05/27/25 | 4000 | 3986021 |
| TOTAL GERMANY | TOTAL GERMANY |  | 7975432 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| ITALY — (0.1%) | ITALY — (0.1%) | ITALY — (0.1%) | ITALY — (0.1%) |
| Intesa Sanpaolo <br> Funding LLC | Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.869%, 07/14/25 | 1500 | $1485078 |
| JAPAN — (0.8%) | JAPAN — (0.8%) | JAPAN — (0.8%) | JAPAN — (0.8%) |
| MUFG Bank Ltd. | MUFG Bank Ltd. |  |  |
|  | 4.511%, 05/06/25 | 6750 | 6745131 |
|  | 4.527%, 05/16/25 | 1000 | 998081 |
| TOTAL JAPAN | TOTAL JAPAN |  | 7743212 |
| NORWAY — (0.2%) | NORWAY — (0.2%) | NORWAY — (0.2%) | NORWAY — (0.2%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.481%, 07/18/25 | 2000 | 1980993 |
| SINGAPORE — (0.4%) | SINGAPORE — (0.4%) | SINGAPORE — (0.4%) | SINGAPORE — (0.4%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.449%, 05/15/25 | 4000 | 3992788 |
| SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) |
| Tyco Electronics Group SA | Tyco Electronics Group SA |  |  |
| Ω | 4.672%, 05/15/25 | 3000 | 2994228 |
| UNITED KINGDOM — (1.1%) | UNITED KINGDOM — (1.1%) | UNITED KINGDOM — (1.1%) | UNITED KINGDOM — (1.1%) |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |
| Ω | 4.812%, 05/05/25 | 1000 | 999364 |
| Ω | 4.813%, 05/07/25 | 4000 | 3996430 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.510%, 05/06/25 | 500 | 499618 |
| Ω | 4.681%, 05/19/25 | 5000 | 4987935 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 10483347 |
| UNITED STATES — (9.4%) | UNITED STATES — (9.4%) | UNITED STATES — (9.4%) | UNITED STATES — (9.4%) |
| American Electric Power <br> Co., Inc. | American Electric Power <br> Co., Inc. |  |  |
| Ω | 4.645%, 05/05/25 | 3600 | 3597709 |
| Aon Corp. | Aon Corp. |  |  |
| Ω | 4.653%, 07/09/25 | 3500 | 3468672 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |
| Ω | 4.594%, 06/24/25 | 2500 | 2482985 |
| Ω | 4.596%, 06/26/25 | 7000 | 6950602 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |
| Ω | 4.829%, 06/24/25 | 1500 | 1489290 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |
| Ω | 4.988%, 05/09/25 | 5000 | 4994113 |
| Ω | 5.151%, 05/29/25 | 1500 | 1494130 |
| Constellation Brands, Inc. | Constellation Brands, Inc. |  |  |
| Ω | 4.945%, 05/13/25 | 5000 | 4991291 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.852%, 07/24/25 | 1250 | 1236222 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 4.982%, 05/07/25 | 5000 | $4995284 |
| Ω | 5.115%, 06/04/25 | 2000 | 1990294 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 4.761%, 06/16/25 | 3000 | 2981597 |
| EIDP, Inc. | EIDP, Inc. |  |  |
| Ω | 4.614%, 06/23/25 | 2000 | 1986194 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.806%, 05/20/25 | 5000 | 4987124 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.690%, 06/25/25 | 2000 | 1985494 |
| Eversource Energy | Eversource Energy |  |  |
| Ω | 4.890%, 05/22/25 | 3000 | 2991488 |
| Ω | 4.911%, 05/29/25 | 3250 | 3237397 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 3000 | 2960239 |
| Jabil, Inc. | Jabil, Inc. |  |  |
| Ω | 5.021%, 05/02/25 | 3000 | 2999143 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |  |  |
| Ω | 4.802%, 06/03/25 | 4500 | 4480195 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.797%, 05/21/25 | 5000 | 4986179 |
| Mosaic Co. | Mosaic Co. |  |  |
| Ω | 4.781%, 05/06/25 | 1000 | 999232 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.741%, 06/10/25 | 2500 | 2486704 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.565%, 05/01/25 | 2000 | 1999746 |
| Ω | 4.609%, 05/19/25 | 1000 | 997558 |
| Ω | 4.667%, 06/06/25 | 2500 | 2488027 |
| RTX Corp. | RTX Corp. |  |  |
| Ω | 4.834%, 05/21/25 | 3000 | 2991588 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.911%, 06/24/25 | 6000 | 5957467 |
| Ω | 4.857%, 06/25/25 | 500 | 496391 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |
| Ω | 4.787%, 05/21/25 | 2000 | 1994595 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 91696950 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $159,959,809) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $159,959,809) |  | 159944082 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) |
| CANADA — (0.9%) | CANADA — (0.9%) | CANADA — (0.9%) | CANADA — (0.9%) | CANADA — (0.9%) |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 3.104%, 05/07/25 | CAD | 1700 | $1232494 |
| ∞ | 2.923%, 05/14/25 | CAD | 5000 | 3623132 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 3.650%, 05/02/25 | CAD | 2000 | 1450530 |
| ∞ | 3.013%, 05/09/25 | CAD | 1100 | 797376 |
|  | 2.826%, 05/16/25 | CAD | 2000 | 1449021 |
| TOTAL CANADA | TOTAL CANADA |  |  | 8552553 |
| SINGAPORE — (1.9%) | SINGAPORE — (1.9%) | SINGAPORE — (1.9%) | SINGAPORE — (1.9%) | SINGAPORE — (1.9%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 2.139%, 05/08/25 | SGD | 10900 | 8341508 |
| ∞ | 2.314%, 05/16/25 | SGD | 13500 | 10325656 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 18667164 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 27219717 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $969,345,794) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $969,345,794) |  |  | 971309441 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 584987 | 6765373 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $976,111,167) | (Cost $976,111,167) |  | $978074814 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

As of April 30, 2025, DFA Selectively Hedged Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 3975079 | USD | 2821990 | Goldman Sachs Capital Markets L.P. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $62581 |
| CAD | 7856866 | USD | 5480863 | Bank of America Corp. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 221710 |
| CAD | 11447405 | USD | 8232890 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 75723 |
| EUR | 2005762 | USD | 2096893 | Bank of America Corp. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 176572 |
| EUR | 2584751 | USD | 2834237 | HSBC Bank | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 95493 |
| USD | 3938914 | EUR | 3470359 | State Street Bank and Trust | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5376 |
| EUR | 2505670 | USD | 2642966 | UBS AG | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 197129 |
| USD | 808026 | EUR | 704982 | UBS AG | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8953 |
| CAD | 1998250 | USD | 1446454 | Citibank, N.A. | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6151 |
| CAD | 10211748 | USD | 7335478 | NatWest Markets PLC | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 88979 |
| USD | 2953630 | JPY | 418484498 | Citibank, N.A. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11586 |
| USD | 1130245 | EUR | 991021 | NatWest Markets PLC | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4605 |
| USD | 1221115 | EUR | 1070771 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4892 |
| AUD | 5023648 | USD | 3202336 | Australia and New Zealand Bank | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18329 |
| AUD | 2611454 | USD | 1669469 | Bank of America Corp. | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4736 |
| USD | 22124561 | EUR | 19297564 | UBS AG | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 154164 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$1136979** |
| USD | 14977936 | CAD | 21317003 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(491040)<br>|
| USD | 18281479 | SGD | 24258079 | UBS AG | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (295521)<br>|
| USD | 20421517 | CAD | 29174972 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (753900)<br>|
| USD | 26033549 | EUR | 25089545 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2404624)<br>|
| USD | 2901181 | JPY | 431713080 | Goldman Sachs Capital Markets L.P. | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (125350)<br>|
| USD | 310586 | GBP | 243009 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (13317)<br>|
| CAD | 5545668 | USD | 4032386 | HSBC Bank | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1027)<br>|
| USD | 14881603 | CAD | 20555342 | State Street Bank and Trust | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (60865)<br>|
| USD | 15034437 | CAD | 20788429 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (79801)<br>|
| USD | 7774554 | EUR | 7087297 | Bank of America Corp. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (275468)<br>|
| USD | 1500832 | EUR | 1372207 | Goldman Sachs Capital Markets L.P. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (57773)<br>|
| USD | 1919203 | EUR | 1761148 | HSBC Bank | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (81176)<br>|
| USD | 869260 | EUR | 799324 | NatWest Markets PLC | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (38643)<br>|
| USD | 5415837 | EUR | 4961840 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (220010)<br>|
| EUR | 3211649 | USD | 3659969 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (12056)<br>|
| USD | 4990997 | EUR | 4600769 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (234732)<br>|
| USD | 492073 | GBP | 379712 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (14064)<br>|
| USD | 11377843 | CAD | 15733782 | UBS AG | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (67883)<br>|
| USD | 52412294 | AUD | 82310352 | Australia and New Zealand Bank | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (356951)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(5584201)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(4447222)**<br>|

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $260,974,500 or 26.6% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $70335247 | &nbsp;&nbsp; — | &nbsp;&nbsp; $70335247 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 3195245 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3195245 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 65388680 | &nbsp;&nbsp; — | &nbsp;&nbsp; 65388680 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 341483 | &nbsp;&nbsp; — | &nbsp;&nbsp; 341483 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8029327 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8029327 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 19544487 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19544487 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 23866522 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23866522 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 3089394 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3089394 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 4109071 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4109071 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 22462780 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22462780 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 5024269 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5024269 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 22784855 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22784855 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 16316087 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16316087 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 9986333 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9986333 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 1585244 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1585244 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 72704695 | &nbsp;&nbsp; — | &nbsp;&nbsp; 72704695 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 17919886 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17919886 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8388384 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8388384 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 14568540 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14568540 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 326758493 | &nbsp;&nbsp; — | &nbsp;&nbsp; 326758493 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 67746620 | &nbsp;&nbsp; — | &nbsp;&nbsp; 67746620 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 159944082 | &nbsp;&nbsp; — | &nbsp;&nbsp; 159944082 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 27219717 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27219717 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 6765373 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6765373 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $978074814 | &nbsp;&nbsp; — | &nbsp;&nbsp; $978074814 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 1136979 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1136979 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (5584201) | &nbsp;&nbsp; — | &nbsp;&nbsp; (5584201) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(4447222) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(4447222) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Five-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| Federal Home Loan Bank <br> Discount Notes  | Federal Home Loan Bank <br> Discount Notes  | Federal Home Loan Bank <br> Discount Notes  |  |  |
| ∞ | 4.236%, 05/14/25 |  | 26000 | $25957230 |
| BONDS — (38.5%) | BONDS — (38.5%) | BONDS — (38.5%) | BONDS — (38.5%) | BONDS — (38.5%) |
| AUSTRALIA — (8.8%) | AUSTRALIA — (8.8%) | AUSTRALIA — (8.8%) | AUSTRALIA — (8.8%) | AUSTRALIA — (8.8%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
|  | 4.050%, 05/12/25 | AUD | 24246 | 15529275 |
| (r),Ω | SOFR + 0.750%, <br> FRN, 5.128%, <br> 07/03/25<br>|  | 40720 | 40754093 |
| (r) | SOFR + 0.640%, <br> FRN, 5.018%, <br> 10/03/25<br>|  | 1600 | 1600654 |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.931%, <br> 03/18/26<br>|  | 82266 | 82316976 |
| (r) | 3M Swap + 0.830%, <br> FRN, 4.955%, <br> 03/31/26<br>| AUD | 22300 | 14333406 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.863%, <br> 09/11/26<br>| AUD | 28800 | 18504110 |
| (r),Ω | SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 12060 | 12104501 |
| (r) | 3M Swap + 0.800%, <br> FRN, 5.021%, <br> 02/05/27<br>| AUD | 55200 | 35460201 |
| (r) | 3M Swap + 0.970%, <br> FRN, 5.174%, <br> 05/12/27<br>| AUD | 4710 | 3034520 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.428%, <br> 11/04/27<br>| AUD | 18900 | 12244532 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.784%, <br> 12/15/27<br>| AUD | 19000 | 12151589 |
| (r) | 3M Swap + 1.060%, <br> FRN, 5.185%, <br> 03/31/28<br>| AUD | 7400 | 4777850 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.777%, <br> 07/07/25<br>|  | 25381 | $25386571 |
|  | 4.200%, 08/18/25 | AUD | 17300 | 11078456 |
| (r)Ω | SOFR + 0.630%, <br> FRN, 4.998%, <br> 09/12/25<br>|  | 4600 | 4604732 |
| (r) | 3M Swap + 0.900%, <br> FRN, 4.948%, <br> 01/13/26<br>| AUD | 7600 | 4885122 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.119%, <br> 03/13/26<br>|  | 2300 | 2306145 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.924%, <br> 08/17/26<br>| AUD | 19070 | 12248884 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.748%, <br> 01/14/27<br>| AUD | 74700 | 47921827 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.652%, <br> 07/22/27<br>| AUD | 12350 | 7915224 |
| (r) | 3M Swap + 1.020%, <br> FRN, 5.189%, <br> 08/18/27<br>| AUD | 52000 | 33546765 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.198%, <br> 01/13/28<br>| AUD | 21550 | 13946588 |
| (r) | 3M Swap + 0.840%, <br> FRN, 4.910%, <br> 01/09/30<br>| AUD | 5500 | 3513690 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.760%, <br> FRN, 5.121%, <br> 05/13/25<br>|  | 48550 | 48558108 |
|  | 3.900%, 05/30/25 | AUD | 23080 | 14777245 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.984%, <br> 05/12/26<br>| AUD | 26000 | 16703101 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.539%, <br> 08/24/26<br>| AUD | 16000 | 10233737 |
| (r) | 3M Swap + 0.850%, <br> FRN, 5.024%, <br> 11/16/26<br>| AUD | 59500 | 38267091 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.845%, <br> 02/25/27<br>| AUD | 50140 | $32164076 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.903%, <br> 05/10/27<br>| AUD | 62000 | 39729995 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.652%, <br> 10/18/27<br>| AUD | 12100 | 7748022 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.325%, <br> 11/25/27<br>| AUD | 20470 | 13262457 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.204%, <br> 05/12/28<br>| AUD | 32880 | 21175231 |
| (r) | 3M Swap + 0.900%, <br> FRN, 5.017%, <br> 03/22/29<br>| AUD | 22000 | 14115637 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| # | 3.735%, 08/26/25 |  | 140 | 139670 |
| (r) | SOFR + 0.720%, <br> FRN, 5.084%, <br> 11/17/25<br>|  | 4497 | 4504789 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.953%, <br> 08/10/26<br>| AUD | 34700 | 22288215 |
| (r) | 3M Swap + 0.820%, <br> FRN, 4.934%, <br> 12/15/26<br>| AUD | 27100 | 17419145 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.596%, <br> 01/25/27<br>| AUD | 3800 | 2436598 |
| (r) | 3M Swap + 1.050%, <br> FRN, 5.197%, <br> 05/20/27<br>| AUD | 27300 | 17611002 |
| (r) | 3M Swap + 1.230%, <br> FRN, 5.424%, <br> 11/11/27<br>| AUD | 19000 | 12313456 |
| (r) | 3M Swap + 0.980%, <br> FRN, 5.154%, <br> 02/16/28<br>| AUD | 44100 | 28412384 |
| (r) | 3M Swap + 0.930%, <br> FRN, 5.045%, <br> 09/19/28<br>| AUD | 2500 | 1607236 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.015%, <br> 01/15/29<br>| AUD | 45000 | 28968881 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 812601787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (5.2%) | CANADA — (5.2%) | CANADA — (5.2%) | CANADA — (5.2%) |
| Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.750%, 05/01/25<br> CAD | 56500 | $40989344 |
|  | 3.500%, 08/01/25<br> CAD | 98900 | 71892968 |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |
| Ω | 0.950%, 06/15/25<br> CAD | 69900 | 50592065 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |
|  | 3.300%, 05/26/25<br> CAD | 11800 | 8561890 |
| CDP Financial, Inc.  | CDP Financial, Inc.  |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.762%, <br> 05/19/25<br>| 33800 | 33803211 |
|  | 0.875%, 06/10/25 | 18800 | 18726101 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 09/08/25<br> CAD | 11600 | 8452114 |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.617%, <br> 03/11/26<br>| 20393 | 20565117 |
| Province of Alberta  | Province of Alberta  |  |  |
|  | 1.000%, 05/20/25 | 24462 | 24417371 |
|  | 2.350%, 06/01/25<br> CAD | 80800 | 58584982 |
| Province of British <br> Columbia  | Province of British <br> Columbia  |  |  |
|  | 2.850%, 06/18/25<br> CAD | 76600 | 55573617 |
| Province of Manitoba  | Province of Manitoba  |  |  |
|  | 2.450%, 06/02/25<br> CAD | 57300 | 41554761 |
|  | 4.400%, 09/05/25<br> CAD | 100 | 72961 |
| Province of Ontario  | Province of Ontario  |  |  |
|  | 2.600%, 06/02/25<br> CAD | 32500 | 23571812 |
| Province of Quebec  | Province of Quebec  |  |  |
|  | 2.600%, 07/06/25<br> CAD | 10000 | 7253663 |
|  | 2.750%, 09/01/25<br> CAD | 4000 | 2901320 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |
|  | 0.800%, 09/02/25<br> CAD | 1100 | 792988 |
| Royal Bank of Canada  | Royal Bank of Canada  |  |  |
|  | 4.930%, 07/16/25<br> CAD | 9600 | 6992067 |
| TOTAL CANADA | TOTAL CANADA |  | 475298352 |
| FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) | FINLAND — (0.5%) |
| Finnvera OYJ  | Finnvera OYJ  |  |  |
|  | 2.375%, 06/04/25 | 2200 | 2195749 |
| Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |
| (r)Ω | 5.361%, 02/02/29 | 4000 | 4079665 |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |
| (r)Ω | 5.112%, 03/19/27 | 36594 | 36653927 |
| TOTAL FINLAND | TOTAL FINLAND |  | 42929341 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (0.9%) | FRANCE — (0.9%) | FRANCE — (0.9%) | FRANCE — (0.9%) | FRANCE — (0.9%) |
| Caisse d'Amortissement de <br> la Dette Sociale  | Caisse d'Amortissement de <br> la Dette Sociale  |  |  |  |
|  | 3.000%, 05/17/25 |  | 18100 | $18087298 |
| Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN | Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN |  |  |  |
| (r) | 4.703%, 05/03/26 |  | 68000 | 67945600 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 86032898 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
|  | 0.375%, 07/18/25 |  | 5588 | 5539951 |
|  | 5.125%, 09/29/25 |  | 10000 | 10032304 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
|  | 4.250%, 08/07/25 | AUD | 2300 | 1473185 |
| Landwirtschaftliche <br> Rentenbank  | Landwirtschaftliche <br> Rentenbank  |  |  |  |
|  | 0.500%, 05/27/25 |  | 11307 | 11274709 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 28320149 |
| NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) | NETHERLANDS — (3.0%) |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 3.250%, 07/15/25 | AUD | 21875 | 13988294 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
|  | 3.375%, 05/21/25 |  | 2063 | 2061426 |
| (r) | SOFR + 0.700%, <br> FRN, 5.077%, <br> 07/18/25<br>|  | 68962 | 69024491 |
|  | 5.500%, 07/18/25 |  | 650 | 651159 |
| (r) | 3M Swap + 0.880%, <br> FRN, 5.009%, <br> 05/22/26<br>| AUD | 4600 | 2954015 |
| (r) | SOFR + 0.620%, <br> FRN, 4.985%, <br> 08/28/26<br>|  | 17250 | 17270201 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.626%, <br> 01/27/27<br>| AUD | 60100 | 38431234 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.987%, <br> 02/26/27<br>| AUD | 11500 | 7376345 |
| (r) | SOFR + 0.710%, <br> FRN, 5.077%, <br> 03/05/27<br>|  | 65000 | 65103935 |
| (r) | 3M Swap + 1.180%, <br> FRN, 5.132%, <br> 01/19/28<br>| AUD | 29700 | 19235320 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | SOFR + 0.600%, <br> FRN, 4.978%, <br> 01/21/28<br>|  | 5525 | $5486325 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.867%, <br> 05/26/28<br>| AUD | 31200 | 19934402 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.292%, <br> 11/21/28<br>| AUD | 11500 | 7401611 |
| (r) | SOFR + 0.890%, <br> FRN, 5.268%, <br> 10/17/29<br>|  | 9000 | 8980092 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 277898850 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |
|  | 3.360%, 06/12/25 | NZD | 72110 | 42812930 |
| NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
|  | 4.250%, 07/16/25 | AUD | 24924 | 15967532 |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/17/26<br>|  | 45752 | 46092638 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.767%, <br> 03/03/28<br>|  | 10700 | 10707559 |
| (r)Ω | SOFR + 0.410%, <br> FRN, 4.787%, <br> 04/09/29<br>|  | 141000 | 140977065 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 213744794 |
| SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.887%, 02/26/27 | AUD | 17000 | 10901113 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.844%, <br> 03/16/26<br>| AUD | 11000 | 7060355 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.529%, <br> 08/27/26<br>| AUD | 15000 | 9586730 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.849%, <br> 02/24/27<br>| AUD | 20000 | 12822661 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.723%, <br> 04/16/27<br>| AUD | 5600 | 3589126 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
| #(r)Ω | SOFR + 0.580%, <br> FRN, 4.957%, <br> 04/02/28<br>|  | 100000 | $99860000 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 143819985 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (11.6%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 2.875%, 05/06/25 |  | 5000 | 4998784 |
|  | 4.625%, 06/13/25 |  | 23122 | 23124240 |
|  | 3.800%, 09/12/25 | CAD | 9200 | 6699864 |
| (r) | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/16/26<br>|  | 657 | 662460 |
| (r) | SOFR + 1.000%, <br> FRN, 5.364%, <br> 08/27/26<br>|  | 12348 | 12467652 |
| (r) | SOFR + 0.300%, <br> FRN, 4.669%, <br> 06/20/28<br>|  | 201766 | 201530194 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 05/28/25 |  | 26302 | 26223909 |
|  | 3.375%, 06/29/25 |  | 10405 | 10386031 |
| (r) | SOFR + 0.620%, <br> FRN, 4.981%, <br> 08/16/27<br>|  | 49132 | 49467174 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.190%, <br> FRN, 4.566%, <br> 04/14/26<br>|  | 6344 | 6340130 |
| (r) | SOFR + 0.330%, <br> FRN, 4.693%, <br> 02/20/28<br>|  | 129710 | 129813768 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
|  | 1.250%, 05/12/25 | SEK | 14040 | 1452254 |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.364%, <br> 05/21/28<br>|  | 25247 | 25741214 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.538%, <br> 09/16/26<br>|  | 27700 | 27666760 |
| (r) | SOFR + 0.280%, <br> FRN, 4.657%, <br> 04/12/27<br>|  | 8720 | 8720436 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 58579 | 58604658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.270%, <br> FRN, 4.639%, <br> 03/20/28<br>| 51000 | $50917377 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/05/28<br>| 103500 | 103547610 |
| (r) | SOFR + 0.370%, <br> FRN, 4.752%, <br> 08/01/29<br>| 22800 | 22818993 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
|  | 0.750%, 07/02/25<br> CAD | 5568 | 4025592 |
|  | 0.375%, 07/28/25 | 2110 | 2089373 |
| (r) | SOFR + 0.180%, <br> FRN, 4.548%, <br> 06/15/26<br>| 39000 | 38978940 |
| (r) | SOFR + 0.370%, <br> FRN, 4.747%, <br> 01/12/27<br>| 40530 | 40609466 |
| (r) | SOFR + 0.270%, <br> FRN, 4.638%, <br> 06/15/27<br>| 6600 | 6602178 |
| (r) | SOFR + 0.430%, <br> FRN, 4.792%, <br> 08/19/27<br>| 54880 | 55060555 |
| (r) | SOFR + 0.300%, <br> FRN, 4.661%, <br> 05/15/28<br>| 45500 | 45505879 |
| International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.670%, <br> 08/28/28<br>| 55740 | 55747804 |
| (r) | SOFR + 0.360%, <br> FRN, 4.728%, <br> 08/28/29<br>| 15000 | 14991035 |
| Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.361%, <br> 05/12/26<br>| 22400 | 22575996 |
| (r) | SOFR + 0.290%, <br> FRN, 4.667%, <br> 10/04/27<br>| 5400 | 5398542 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | 1062768868 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) |
| Kommuninvest I Sverige <br> AB  | Kommuninvest I Sverige <br> AB  |  |  |  |
|  | 1.000%, 05/12/25 | SEK | 184000 | $19029592 |
| Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  |  |  |
| (r)Ω | SOFR + 0.960%, <br> FRN, 5.327%, <br> 06/09/25<br>|  | 290 | 290194 |
|  | 0.850%, 09/02/25 |  | 3227 | 3189917 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
|  | 0.625%, 05/14/25 |  | 2500 | 2496642 |
| (r) | SOFR + 1.000%, <br> FRN, 5.362%, <br> 08/03/26<br>|  | 53250 | 53717961 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 0.910%, <br> FRN, 5.277%, <br> 06/10/25<br>|  | 5900 | 5903269 |
| (r)Ω | SOFR + 0.660%, <br> FRN, 5.025%, <br> 05/28/27<br>|  | 7800 | 7793947 |
| Sweden Government <br> Bonds  | Sweden Government <br> Bonds  |  |  |  |
|  | 2.500%, 05/12/25 | SEK | 1243000 | 128608158 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 221029680 |
| UNITED STATES — (1.4%) | UNITED STATES — (1.4%) | UNITED STATES — (1.4%) | UNITED STATES — (1.4%) | UNITED STATES — (1.4%) |
| Bank of America NA  | Bank of America NA  | Bank of America NA  |  |  |
| (r) | SOFR + 0.780%, <br> FRN, 5.144%, <br> 08/18/25<br>|  | 1330 | 1330927 |
|  | 5.650%, 08/18/25 |  | 750 | 751847 |
| (r) | SOFR + 1.020%, <br> FRN, 5.384%, <br> 08/18/26<br>|  | 1450 | 1455887 |
| Chevron Corp.  | Chevron Corp.  |  |  |  |
|  | 1.554%, 05/11/25 |  | 140 | 139862 |
| Chevron USA, Inc., SOFR <br> + 0.470%, FRN | Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |  |
| (r) | 4.834%, 02/26/28 |  | 27020 | 27036406 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 0.550%, 09/01/25 |  | 1710 | 1687047 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |  |
|  | 3.900%, 07/15/25 |  | 4100 | 4095310 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 5.003%, 04/29/26 |  | 11850 | 11832517 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.813%, 03/15/28 |  | 7240 | 7223351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.549%, 10/30/26 | 400 | $402380 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |
| (r)Ω | 5.101%, 11/13/26 | 18040 | 18065227 |
| Shell International Finance <br> BV  | Shell International Finance <br> BV  |  |  |
|  | 3.250%, 05/11/25 | 220 | 219880 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |
| (r) | 5.020%, 10/22/27 | 20915 | 20837614 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.812%, 04/28/27 | 19700 | 19729353 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
|  | 5.550%, 08/01/25 | 10844 | 10861698 |
| (r) | SOFR + 1.060%, <br> FRN, 5.421%, <br> 08/07/26<br>| 2530 | 2538803 |
| (r) | SOFR + 1.070%, <br> FRN, 5.439%, <br> 12/11/26<br>| 2275 | 2287968 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 130496077 |
| TOTAL BONDS | TOTAL BONDS |  | 3537753711 |
| U.S. TREASURY OBLIGATIONS — (10.6%) | U.S. TREASURY OBLIGATIONS — (10.6%) | U.S. TREASURY OBLIGATIONS — (10.6%) | U.S. TREASURY OBLIGATIONS — (10.6%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 415300 | 415444334 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 530500 | 531118775 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 4.405%, 04/30/27 <br>| 25000 | 25006780 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 971569889 |
| COMMERCIAL PAPER — (40.0%) | COMMERCIAL PAPER — (40.0%) | COMMERCIAL PAPER — (40.0%) | COMMERCIAL PAPER — (40.0%) |
| AUSTRALIA — (1.4%) | AUSTRALIA — (1.4%) | AUSTRALIA — (1.4%) | AUSTRALIA — (1.4%) |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.513%, 07/22/25 | 15500 | 15347074 |
| Commonwealth Bank of <br> Australia | Commonwealth Bank of <br> Australia |  |  |
| Ω | 4.408%, 05/05/25 | 50000 | 49970050 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| Ω | 4.424%, 05/01/25 | 5000 | 4999393 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Ω | 4.435%, 05/27/25 | 5000 | $4983510 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.435%, 07/24/25 | 40000 | 39591844 |
|  | 4.457%, 08/05/25 | 10000 | 9883883 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 124775754 |
| AUSTRIA — (0.6%) | AUSTRIA — (0.6%) | AUSTRIA — (0.6%) | AUSTRIA — (0.6%) |
| Oesterreichische <br> Kontrollbank AG | Oesterreichische <br> Kontrollbank AG |  |  |
|  | 4.457%, 05/15/25 | 50000 | 49910690 |
| CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) |
| Bank of Montreal | Bank of Montreal |  |  |
|  | 4.459%, 06/05/25 | 13101 | 13044011 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.551%, 06/16/25 | 50000 | 49716000 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.417%, 05/05/25 | 25000 | 24984725 |
| Ω | 4.428%, 05/27/25 | 34000 | 33889398 |
| Ω | 4.438%, 06/30/25 | 46750 | 46403854 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.385%, 05/20/25 | 25000 | 24940338 |
| Ontario Teachers' Finance <br> Trust | Ontario Teachers' Finance <br> Trust |  |  |
| Ω | 4.431%, 06/04/25 | 71750 | 71446906 |
| Ω | 4.439%, 07/31/25 | 38500 | 38075126 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 4.419%, 08/08/25 | 12000 | 11856500 |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |
|  | 4.495%, 05/06/25 | 31500 | 31477380 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.392%, 05/16/25 | 10000 | 9980839 |
| Ω | 4.436%, 05/30/25 | 35000 | 34874290 |
| Ω | 4.426%, 06/02/25 | 30000 | 29881392 |
| Ω | 4.427%, 06/13/25 | 37100 | 36903930 |
| Ω | 4.440%, 06/16/25 | 20000 | 19887052 |
| Ω | 4.422%, 07/17/25 | 80000 | 79250504 |
| Ω | 4.428%, 07/23/25 | 35000 | 34647035 |
| Ω | 4.428%, 07/28/25 | 20000 | 19786384 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |
| Ω | 4.457%, 07/14/25 | 20000 | 19819376 |
| TOTAL CANADA | TOTAL CANADA |  | 630865040 |
| FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.413%, 05/02/25 | 50000 | 49987990 |
| Ω | 4.428%, 06/05/25 | 18050 | 17971916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.453%, 05/02/25 | 20000 | $19995208 |
| Ω | 4.450%, 06/04/25 | 51000 | 50784561 |
| Ω | 4.454%, 06/05/25 | 40000 | 39826160 |
| Ω | 4.459%, 06/12/25 | 10000 | 9948006 |
| Ω | 4.404%, 07/14/25 | 25000 | 24772657 |
| Ω | 4.429%, 07/21/25 | 35000 | 34652198 |
| Ω | 4.449%, 07/24/25 | 7500 | 7422762 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.418%, 06/10/25 | 24000 | 23881447 |
| Ω | 4.417%, 06/12/25 | 23000 | 22880807 |
| Ω | 4.453%, 06/16/25 | 15750 | 15660759 |
| Ω | 4.485%, 06/18/25 | 15000 | 14911392 |
| Ω | 4.517%, 06/20/25 | 15750 | 15653164 |
| Ω | 4.417%, 07/11/25 | 77000 | 76331640 |
| Ω | 4.431%, 07/17/25 | 43750 | 43338606 |
| Ω | 4.503%, 07/21/25 | 26000 | 25742974 |
| Ω | 4.423%, 07/23/25 | 39000 | 38605059 |
| TOTAL FRANCE | TOTAL FRANCE |  | 532367306 |
| GERMANY — (5.0%) | GERMANY — (5.0%) | GERMANY — (5.0%) | GERMANY — (5.0%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.424%, 05/07/25 | 20000 | 19983200 |
| Ω | 4.438%, 05/22/25 | 55000 | 54854398 |
| Ω | 4.447%, 05/29/25 | 50000 | 49825590 |
| Ω | 4.429%, 06/03/25 | 45000 | 44815918 |
| Ω | 4.458%, 06/05/25 | 27000 | 26883036 |
| Ω | 4.454%, 06/30/25 | 15000 | 14889446 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.404%, 05/07/25 | 26025 | 26003436 |
| Ω | 4.432%, 05/27/25 | 68550 | 68332011 |
| Ω | 4.428%, 05/28/25 | 32500 | 32392822 |
| Ω | 4.428%, 06/05/25 | 20000 | 19915200 |
| Ω | 4.432%, 06/16/25 | 100000 | 99446440 |
| TOTAL GERMANY | TOTAL GERMANY |  | 457341497 |
| NETHERLANDS — (0.6%) | NETHERLANDS — (0.6%) | NETHERLANDS — (0.6%) | NETHERLANDS — (0.6%) |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.376%, 05/02/25 | 25000 | 24994065 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.414%, 07/31/25 | 26250 | 25961967 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 50956032 |
| NORWAY — (3.6%) | NORWAY — (3.6%) | NORWAY — (3.6%) | NORWAY — (3.6%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.445%, 05/07/25 | 25000 | 24979065 |
| Ω | 4.503%, 05/19/25 | 45000 | 44897868 |
| Ω | 4.427%, 05/27/25 | 61000 | 60803452 |
| Ω | 4.441%, 05/29/25 | 10000 | 9965400 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Ω | 4.454%, 06/23/25 | 50000 | $49675890 |
| Ω | 4.473%, 07/14/25 | 30000 | 29729361 |
| Ω | 4.477%, 07/17/25 | 25000 | 24765425 |
| Ω | 4.481%, 07/18/25 | 25000 | 24762410 |
| Ω | 4.446%, 07/21/25 | 15000 | 14852019 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.428%, 06/30/25 | 50000 | 49628095 |
| TOTAL NORWAY | TOTAL NORWAY |  | 334058985 |
| SINGAPORE — (3.4%) | SINGAPORE — (3.4%) | SINGAPORE — (3.4%) | SINGAPORE — (3.4%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.449%, 05/14/25 | 30000 | 29949528 |
| Ω | 4.449%, 05/15/25 | 28000 | 27949519 |
| Ω | 4.443%, 05/19/25 | 50000 | 49885725 |
| Ω | 4.451%, 05/23/25 | 35000 | 34903088 |
| Ω | 4.447%, 05/27/25 | 5000 | 4983735 |
| Ω | 4.449%, 05/29/25 | 45000 | 44842707 |
| Ω | 4.447%, 05/30/25 | 22000 | 21920433 |
| Ω | 4.500%, 07/28/25 | 25250 | 24976585 |
| Ω | 4.500%, 07/29/25 | 9000 | 8901450 |
| Ω | 4.498%, 08/12/25 | 20000 | 19745640 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.459%, 06/24/25 | 46500 | 46189194 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 314247604 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.0%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.404%, 06/23/25 | 25000 | 24839050 |
|  | 4.406%, 06/24/25 | 20000 | 19868764 |
|  | 4.419%, 07/17/25 | 50000 | 49535035 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | 94242849 |
| SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.310%, 05/08/25 | 45000 | 44956935 |
|  | 4.473%, 06/12/25 | 35000 | 34820292 |
|  | 4.409%, 06/13/25 | 19000 | 18900161 |
|  | 4.409%, 06/16/25 | 20000 | 19887722 |
|  | 4.409%, 06/25/25 | 50000 | 49665555 |
|  | 4.409%, 06/26/25 | 50000 | 49659585 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |
| Ω | 4.509%, 07/14/25 | 25000 | 24773185 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 242663435 |
| UNITED STATES — (9.1%) | UNITED STATES — (9.1%) | UNITED STATES — (9.1%) | UNITED STATES — (9.1%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.477%, 05/14/25 | 50000 | 49916135 |
| Ω | 4.494%, 06/13/25 | 50000 | 49735430 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.432%, 05/27/25 | 35000 | $34886810 |
| Ω | 4.424%, 06/06/25 | 51500 | 51271587 |
| Ω | 4.425%, 06/09/25 | 40000 | 39808296 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 4.369%, 06/25/25 | 40750 | 40474893 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.400%, 05/08/25 | 10000 | 9990398 |
| Ω | 4.462%, 05/23/25 | 21000 | 20941853 |
| Ω | 4.471%, 06/05/25 | 20000 | 19913080 |
| Ω | 4.426%, 06/16/25 | 17500 | 17400455 |
| Ω | 4.443%, 07/16/25 | 15000 | 14859978 |
| Ω | 4.435%, 07/23/25 | 17000 | 16826974 |
| Ω | 4.447%, 07/25/25 | 23000 | 22756154 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.426%, 05/27/25 | 35000 | 34884885 |
| Ω | 4.477%, 06/03/25 | 50000 | 49792850 |
| Ω | 4.492%, 06/11/25 | 35000 | 34824499 |
| Ω | 4.495%, 06/17/25 | 25000 | 24856668 |
| Ω | 4.483%, 06/18/25 | 25000 | 24853680 |
| Ω | 4.490%, 06/25/25 | 45000 | 44692650 |
| Ω | 4.422%, 06/30/25 | 60000 | 59562900 |
| Novartis Finance Corp. | Novartis Finance Corp. |  |  |
| Ω | 4.325%, 05/23/25 | 14615 | 14574619 |
| Ω | 4.420%, 06/23/25 | 10000 | 9934900 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.447%, 06/11/25 | 50000 | 49746950 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.384%, 05/05/25 | 9375 | 9369418 |
| Ω | 4.400%, 05/19/25 | 50000 | 49886125 |
| Ω | 4.442%, 06/09/25 | 42000 | 41798089 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 837560276 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $3,669,429,778) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $3,669,429,778) |  | 3668989468 |
| FOREIGN SOVEREIGN OBLIGATIONS — (10.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (10.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (10.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (10.6%) |
| CANADA — (7.3%) | CANADA — (7.3%) | CANADA — (7.3%) | CANADA — (7.3%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.809%, 05/20/25<br> CAD | 25000 | 18107138 |
| ∞ | 2.827%, 05/27/25<br> CAD | 2000 | 1447802 |
| ∞ | 2.743%, 06/17/25<br> CAD | 32000 | 23128159 |
| ∞ | 2.735%, 06/24/25<br> CAD | 32000 | 23115857 |
| ∞ | 2.721%, 07/29/25<br> CAD | 15200 | 10951365 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.724%, 06/18/25<br> CAD | 9000 | 6504991 |
| ∞ | 2.690%, 07/16/25<br> CAD | 31000 | 22361106 |
| ∞ | 2.803%, 05/22/25<br> CAD | 5800 | 4200477 |
| ∞ | 2.715%, 07/02/25<br> CAD | 41300 | 29820721 |
| ∞ | 2.682%, 07/30/25<br> CAD | 13300 | 9584085 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| ∞ | 2.766%, 06/04/25 | CAD | 49400 | $35742437 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 3.104%, 05/07/25 | CAD | 16000 | 11599942 |
| ∞ | 2.923%, 05/14/25 | CAD | 38000 | 27535804 |
| ∞ | 2.797%, 05/21/25 | CAD | 31500 | 22813851 |
| ∞ | 2.724%, 06/11/25 | CAD | 45000 | 32539968 |
| ∞ | 2.685%, 06/25/25 | CAD | 44741 | 32318606 |
|  | 2.863%, 06/04/25 | CAD | 87000 | 62943421 |
|  | 2.717%, 07/09/25 | CAD | 82725 | 59694494 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 3.013%, 05/09/25 | CAD | 11650 | 8444940 |
| ∞ | 2.842%, 05/23/25 | CAD | 60800 | 44026856 |
| ∞ | 2.838%, 05/30/25 | CAD | 40000 | 28949949 |
| ∞ | 2.708%, 06/13/25 | CAD | 35000 | 25304294 |
| ∞ | 2.692%, 07/11/25 | CAD | 45000 | 32465871 |
| ∞ | 2.705%, 07/25/25 | CAD | 25000 | 18017917 |
|  | 3.650%, 05/02/25 | CAD | 35855 | 26004368 |
|  | 2.826%, 05/16/25 | CAD | 35000 | 25357863 |
|  | 2.786%, 06/06/25 | CAD | 46000 | 33274757 |
| TOTAL CANADA | TOTAL CANADA |  |  | 676257039 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
| New Zealand Local <br> Government Funding <br> Agency Bills | New Zealand Local <br> Government Funding <br> Agency Bills |  |  |  |
| ∞ | 2.895%, 05/26/25 | NZD | 33000 | 19549845 |
| ∞ | 3.028%, 06/03/25 | NZD | 9500 | 5623377 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 25173222 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (3.0%) | SINGAPORE — (3.0%) | SINGAPORE — (3.0%) | SINGAPORE — (3.0%) | SINGAPORE — (3.0%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 3.071%, 05/02/25 | SGD | 130500 | $99909026 |
| ∞ | 2.314%, 05/16/25 | SGD | 114800 | 87806319 |
| ∞ | 2.351%, 05/29/25 | SGD | 115100 | 87958942 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 275674287 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 977104548 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $9,138,199,597) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $9,138,199,597) |  |  | 9181374846 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 21812 | 252252 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $9,138,451,849) | (Cost $9,138,451,849) |  | $9181627098 |

---

As of April 30, 2025, DFA Five-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 108312883 | USD | 76897921 | Citibank, N.A. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $1700811 |
| NOK | 107391324 | USD | 10046066 | State Street Bank and Trust | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 276662 |
| CAD | 21360359 | USD | 14804819 | Citibank, N.A. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 697923 |
| CAD | 35644742 | USD | 24968350 | Bank of New York Mellon | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 902874 |
| CAD | 2073598 | USD | 1455789 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 49244 |
| SGD | 121785107 | USD | 90737028 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2552652 |
| SGD | 120733387 | USD | 89970857 | State Street Bank and Trust | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2513186 |
| GBP | 16039807 | USD | 20650114 | Royal Bank of Canada | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 727027 |
| GBP | 99830418 | USD | 128838742 | Societe Generale | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4210796 |
| CAD | 42107045 | USD | 29489349 | Bank of New York Mellon | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1084386 |
| CAD | 8971385 | USD | 6493443 | HSBC Bank | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20639 |
| CAD | 59872595 | USD | 41910483 | State Street Bank and Trust | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1562737 |
| NZD | 101717985 | USD | 60353868 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100875 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| NZD | 164416348 | USD | 97608182 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $164080 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$16563892** |
| USD | 9167018 | NZD | 16305658 | Bank of America Corp. | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(519351)<br>|
| USD | 11537931 | NZD | 20268455 | Citibank, N.A. | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (502536)<br>|
| USD | 32553562 | NZD | 57473433 | HSBC Bank | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1588508)<br>|
| USD | 89909008 | CAD | 126849508 | HSBC Bank | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2131913)<br>|
| USD | 6874342 | CAD | 9527862 | Citibank, N.A. | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (39339)<br>|
| USD | 73034997 | SGD | 98310000 | Royal Bank of Canada | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2247318)<br>|
| USD | 34976982 | CAD | 49712574 | Royal Bank of Canada | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1095844)<br>|
| USD | 33395396 | CAD | 47369089 | Societe Generale | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (976931)<br>|
| USD | 9550189 | NOK | 107391324 | Bank of America Corp. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (772539)<br>|
| USD | 32614164 | CAD | 45555510 | Bank of America Corp. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (443818)<br>|
| USD | 73032230 | SGD | 98310000 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2254229)<br>|
| USD | 90806782 | CAD | 129151308 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2913640)<br>|
| USD | 27018619 | CAD | 37469694 | State Street Bank and Trust | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (171779)<br>|
| USD | 109604656 | AUD | 174452620 | Societe Generale | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2150853)<br>|
| USD | 94575857 | CAD | 135066335 | UBS AG | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3451457)<br>|
| USD | 92687036 | CAD | 132409666 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3416905)<br>|
| USD | 29162745 | CAD | 40386761 | State Street Bank and Trust | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (150273)<br>|
| USD | 130133986 | SGD | 175732804 | Bank of America Corp. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4480645)<br>|
| USD | 85336606 | SGD | 114113901 | Royal Bank of Canada | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2076787)<br>|
| USD | 85393770 | SGD | 114403537 | State Street Bank and Trust | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2241489)<br>|
| USD | 90211483 | CAD | 128463605 | Societe Generale | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3042243)<br>|
| USD | 144409038 | GBP | 115870225 | Citibank, N.A. | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; (10017640)<br>|
| USD | 2630699 | CAD | 3729434 | Royal Bank of Canada | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (77226)<br>|
| USD | 22457253 | CAD | 32091798 | Societe Generale | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (844457)<br>|
| USD | 140571042 | CAD | 198988196 | State Street Bank and Trust | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3913386)<br>|
| USD | 4450666 | CAD | 6446545 | UBS AG | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (230141)<br>|
| USD | 18817820 | NZD | 33481503 | Australia and New Zealand Bank | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1081470)<br>|
| USD | 18776514 | NZD | 32880246 | Bank of America Corp. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (765426)<br>|
| USD | 32234675 | NZD | 56683354 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1454329)<br>|
| USD | 75779988 | SEK | 732808171 | Royal Bank of Canada | 06/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (179754)<br>|
| USD | 92057256 | NZD | 164416348 | Bank of America Corp. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5715006)<br>|
| USD | 88898737 | CAD | 125712726 | Societe Generale | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2467893)<br>|
| USD | 89813241 | CAD | 124057333 | Societe Generale | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (368803)<br>|
| USD | 92832296 | CAD | 128389897 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (513648)<br>|
| USD | 107938712 | AUD | 170318946 | State Street Bank and Trust | 06/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1215351)<br>|
| USD | 89632645 | CAD | 124273271 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (738886)<br>|
| USD | 88709245 | CAD | 126795539 | Australia and New Zealand Bank | 06/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3543909)<br>|
| USD | 110282984 | AUD | 181470954 | Bank of New York Mellon | 07/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6045058)<br>|
| USD | 108918673 | AUD | 175818826 | State Street Bank and Trust | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3791860)<br>|
| USD | 111104336 | AUD | 174545059 | Societe Generale | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (796667)<br>|
| USD | 94561909 | AUD | 148207865 | Citibank, N.A. | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (460266)<br>|
| USD | 76457316 | SEK | 738936568 | Royal Bank of Canada | 07/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (354854)<br>|
| USD | 108628536 | AUD | 169928780 | State Street Bank and Trust | 07/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (329401)<br>|
| USD | 3008772 | AUD | 4698730 | Citibank, N.A. | 07/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4081)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(81577909)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(65014017)**<br>|

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $3,853,353,115 or 41.5% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $25957230 | &nbsp;&nbsp; — | &nbsp;&nbsp; $25957230 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 812601787 | &nbsp;&nbsp; — | &nbsp;&nbsp; 812601787 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 475298352 | &nbsp;&nbsp; — | &nbsp;&nbsp; 475298352 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 42929341 | &nbsp;&nbsp; — | &nbsp;&nbsp; 42929341 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 86032898 | &nbsp;&nbsp; — | &nbsp;&nbsp; 86032898 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 28320149 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28320149 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 277898850 | &nbsp;&nbsp; — | &nbsp;&nbsp; 277898850 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 42812930 | &nbsp;&nbsp; — | &nbsp;&nbsp; 42812930 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 213744794 | &nbsp;&nbsp; — | &nbsp;&nbsp; 213744794 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 143819985 | &nbsp;&nbsp; — | &nbsp;&nbsp; 143819985 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1062768868 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1062768868 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 221029680 | &nbsp;&nbsp; — | &nbsp;&nbsp; 221029680 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 130496077 | &nbsp;&nbsp; — | &nbsp;&nbsp; 130496077 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 971569889 | &nbsp;&nbsp; — | &nbsp;&nbsp; 971569889 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 3668989468 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3668989468 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 977104548 | &nbsp;&nbsp; — | &nbsp;&nbsp; 977104548 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 252252 | &nbsp;&nbsp; — | &nbsp;&nbsp; 252252 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $9181627098 | &nbsp;&nbsp; — | &nbsp;&nbsp; $9181627098 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 16563892 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16563892 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (81577909) | &nbsp;&nbsp; — | &nbsp;&nbsp; (81577909) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(65014017) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(65014017) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) |
| AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) | AUSTRALIA — (8.0%) |
| New South Wales Treasury Corp.  | New South Wales Treasury Corp.  |  |  |
| 2.000%, 03/20/31 | AUD | 14000 | &nbsp;&nbsp; $7974170 |
| 1.750%, 03/20/34 | AUD | 6000 | &nbsp;&nbsp; 3013302 |
| 4.750%, 02/20/35 | AUD | 5000 | &nbsp;&nbsp; 3187954 |
| 4.750%, 02/20/37 | AUD | 7400 | &nbsp;&nbsp; 4587299 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
| 3.500%, 08/21/30 | AUD | 11000 | &nbsp;&nbsp; 6884979 |
| 1.750%, 08/21/31 | AUD | 3000 | &nbsp;&nbsp; 1660229 |
| 1.750%, 07/20/34 | AUD | 7000 | &nbsp;&nbsp; 3457901 |
| South Australian Government <br> Financing Authority  |  |  |  |
| 1.750%, 05/24/32 | AUD | 3000 | &nbsp;&nbsp; 1614648 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
| 4.250%, 12/20/32 | AUD | 5000 | &nbsp;&nbsp; 3140617 |
| 2.250%, 11/20/34 | AUD | 51500 | &nbsp;&nbsp; 26269599 |
| 2.000%, 09/17/35 | AUD | 11000 | &nbsp;&nbsp; 5319346 |
| 2.000%, 11/20/37 | AUD | 4200 | &nbsp;&nbsp; 1874286 |
| Western Australian Treasury <br> Corp.  |  |  |  |
| 2.000%, 10/24/34 | AUD | 10000 | &nbsp;&nbsp; 5097370 |
| TOTAL AUSTRALIA |  |  | &nbsp;&nbsp; 74081700 |
| BELGIUM — (3.9%) | BELGIUM — (3.9%) | BELGIUM — (3.9%) | BELGIUM — (3.9%) |
| Kingdom of Belgium Government <br> Bonds  | Kingdom of Belgium Government <br> Bonds  |  |  |
| 1.900%, 06/22/38 | EUR | 23500 | &nbsp;&nbsp; 22651052 |
| 2.750%, 04/22/39 | EUR | 7500 | &nbsp;&nbsp; 7932644 |
| Ministeries Van de Vlaamse <br> Gemeenschap  |  |  |  |
| 3.125%, 06/22/34 | EUR | 5000 | &nbsp;&nbsp; 5679778 |
| TOTAL BELGIUM |  |  | &nbsp;&nbsp; 36263474 |
| CANADA — (18.4%) | CANADA — (18.4%) | CANADA — (18.4%) | CANADA — (18.4%) |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
| 1.500%, 03/04/33 | EUR | 31520 | &nbsp;&nbsp; 32337129 |
| 0.750%, 02/02/37 | EUR | 2000 | &nbsp;&nbsp; 1728048 |
| Ontario Teachers' Finance <br> Trust  |  |  |  |
| 1.850%, 05/03/32 | EUR | 13000 | &nbsp;&nbsp; 13796218 |
| Province of British Columbia  | Province of British Columbia  |  |  |
| 1.550%, 06/18/31 | CAD | 25000 | &nbsp;&nbsp; 16520383 |
| 3.550%, 06/18/33 | CAD | 16000 | &nbsp;&nbsp; 11631510 |
| 3.400%, 05/24/39 | EUR | 7500 | &nbsp;&nbsp; 8509166 |
| Province of Manitoba  |  |  |  |
| 4.250%, 06/02/34 | CAD | 4000 | &nbsp;&nbsp; 3023647 |
| Province of Ontario  | Province of Ontario  |  |  |
| 3.750%, 06/02/32 | CAD | 39000 | &nbsp;&nbsp; 29052256 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| 3.650%, 06/02/33 | CAD | 4800 | &nbsp;&nbsp; $3519814 |
| 4.150%, 06/02/34 | CAD | 6000 | &nbsp;&nbsp; 4521326 |
| Province of Quebec  | Province of Quebec  |  |  |
| 1.500%, 09/01/31 | CAD | 21000 | &nbsp;&nbsp; 13767598 |
| 3.600%, 09/01/33 | CAD | 3000 | &nbsp;&nbsp; 2185108 |
| 4.450%, 09/01/34 | CAD | 9000 | &nbsp;&nbsp; 6910859 |
| 5.750%, 12/01/36 | CAD | 5400 | &nbsp;&nbsp; 4562072 |
| Province of Saskatchewan  |  |  |  |
| 3.300%, 05/08/34 | EUR | 10000 | &nbsp;&nbsp; 11519844 |
| PSP Capital, Inc.  |  |  |  |
| 3.250%, 07/02/34 | EUR | 5000 | &nbsp;&nbsp; 5737665 |
| TOTAL CANADA |  |  | &nbsp;&nbsp; 169322643 |
| DENMARK — (0.9%) | DENMARK — (0.9%) | DENMARK — (0.9%) | DENMARK — (0.9%) |
| Denmark Government Bonds  | Denmark Government Bonds  |  |  |
| 2.250%, 11/15/33 | DKK | 55000 | &nbsp;&nbsp; 8394825 |
| FINLAND — (7.1%) | FINLAND — (7.1%) | FINLAND — (7.1%) | FINLAND — (7.1%) |
| Finland Government Bonds  |  |  |  |
| 1.125%, 04/15/34 | EUR | 38000 | &nbsp;&nbsp; 37319880 |
| Kuntarahoitus OYJ  |  |  |  |
| 1.250%, 02/23/33 | EUR | 28011 | &nbsp;&nbsp; 28399752 |
| TOTAL FINLAND |  |  | &nbsp;&nbsp; 65719632 |
| FRANCE — (20.0%) | FRANCE — (20.0%) | FRANCE — (20.0%) | FRANCE — (20.0%) |
| Agence France Locale  |  |  |  |
| 3.125%, 03/20/34 | EUR | 5000 | &nbsp;&nbsp; 5659313 |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
| 3.500%, 11/25/33 | EUR | 64000 | &nbsp;&nbsp; 75252377 |
| 1.250%, 05/25/34 | EUR | 69000 | &nbsp;&nbsp; 67130175 |
| 4.750%, 04/25/35 | EUR | 23000 | &nbsp;&nbsp; 29612146 |
| 1.750%, 06/25/39 | EUR | 3000 | &nbsp;&nbsp; 2755070 |
| UNEDIC ASSEO  |  |  |  |
| 1.250%, 05/25/33 | EUR | 3400 | &nbsp;&nbsp; 3392077 |
| TOTAL FRANCE |  |  | &nbsp;&nbsp; 183801158 |
| GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) | GERMANY — (2.4%) |
| Deutsche Bahn Finance <br> GmbH  |  |  |  |
| 1.625%, 08/16/33 | EUR | 4773 | &nbsp;&nbsp; 4920873 |
| Kreditanstalt fuer Wiederaufbau  | Kreditanstalt fuer Wiederaufbau  |  |  |
| 0.050%, 09/29/34 | EUR | 10000 | &nbsp;&nbsp; 8829732 |
| 2.600%, 06/20/37 | JPY | 1056000 | &nbsp;&nbsp; 8588574 |
| TOTAL GERMANY |  |  | &nbsp;&nbsp; 22339179 |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) | NETHERLANDS — (1.8%) |
| BNG Bank NV  | BNG Bank NV  |  |  |
| 3.300%, 04/26/29 | AUD | 19600 | &nbsp;&nbsp; $12278703 |
| 1.250%, 03/30/37 | EUR | 4500 | &nbsp;&nbsp; 4151579 |
| TOTAL NETHERLANDS |  |  | &nbsp;&nbsp; 16430282 |
| NEW ZEALAND — (4.7%) | NEW ZEALAND — (4.7%) | NEW ZEALAND — (4.7%) | NEW ZEALAND — (4.7%) |
| New Zealand Government Bonds  | New Zealand Government Bonds  |  |  |
| 4.250%, 05/15/34 | NZD | 35000 | &nbsp;&nbsp; 20631576 |
| 2.750%, 04/15/37 | NZD | 24200 | &nbsp;&nbsp; 11867401 |
| New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  |  |  |
| 3.500%, 04/14/33 | NZD | 10000 | &nbsp;&nbsp; 5470972 |
| 3.000%, 05/15/35 | NZD | 5000 | &nbsp;&nbsp; 2516287 |
| 2.000%, 04/15/37 | NZD | 6000 | &nbsp;&nbsp; 2567198 |
| TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp; 43053434 |
| NORWAY — (3.3%) | NORWAY — (3.3%) | NORWAY — (3.3%) | NORWAY — (3.3%) |
| Equinor ASA  | Equinor ASA  |  |  |
| 6.875%, 03/11/31 | GBP | 19124 | &nbsp;&nbsp; 28305568 |
| 1.625%, 02/17/35 | EUR | 2000 | &nbsp;&nbsp; 1938255 |
| TOTAL NORWAY |  |  | &nbsp;&nbsp; 30243823 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.5%) |
| Asian Development Bank  |  |  |  |
| 2.350%, 06/21/27 | JPY | 1830000 | &nbsp;&nbsp; 13266560 |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |
| 3.350%, 05/21/29 | AUD | 15000 | &nbsp;&nbsp; 9371505 |
| 0.150%, 10/10/34 | EUR | 30000 | &nbsp;&nbsp; 26286403 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| European Financial Stability <br> Facility  |  |  |  |
| 1.250%, 05/24/33 | EUR | 30000 | &nbsp;&nbsp; $30414521 |
| European Investment Bank  |  |  |  |
| 3.875%, 06/08/37 | GBP | 4250 | &nbsp;&nbsp; 5214281 |
| European Stability Mechanism  |  |  |  |
| 1.200%, 05/23/33 | EUR | 11700 | &nbsp;&nbsp; 11860126 |
| European Union  | European Union  |  |  |
| 1.250%, 04/04/33 | EUR | 7200 | &nbsp;&nbsp; 7310810 |
| 3.375%, 10/04/38 | EUR | 16500 | &nbsp;&nbsp; 18739922 |
| 3.375%, 10/04/39 | EUR | 1000 | &nbsp;&nbsp; 1125899 |
| International Bank for <br> Reconstruction & <br> Development  |  |  |  |
| 1.200%, 08/08/34 | EUR | 10000 | &nbsp;&nbsp; 9805127 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | &nbsp;&nbsp; 133395154 |
| UNITED KINGDOM — (15.0%) | UNITED KINGDOM — (15.0%) | UNITED KINGDOM — (15.0%) | UNITED KINGDOM — (15.0%) |
| U.K. Gilts  | U.K. Gilts  |  |  |
| 4.500%, 03/07/35 | GBP | 24750 | &nbsp;&nbsp; 33109777 |
| 0.625%, 07/31/35 | GBP | 114600 | &nbsp;&nbsp; 105083989 |
| TOTAL UNITED KINGDOM |  |  | &nbsp;&nbsp; 138193766 |
| TOTAL BONDS <br>Cost ($1005244716) |  |  | &nbsp;&nbsp; 921239070 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,005,244,716) |  |  | &nbsp;&nbsp; $921239070 |

---

As of April 30, 2025, DFA World ex U.S. Government Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| EUR | 6385181 | USD | 6922232 | Bank of New York Mellon | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; $315160 |
| EUR | 4053079 | USD | 4449880 | Barclays Capital | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 144152 |
| EUR | 5000000 | USD | 5420079 | State Street Bank and Trust | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 247256 |
| EUR | 12765124 | USD | 13986083 | UBS AG | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 482765 |
| CAD | 1919765 | USD | 1340339 | Bank of America Corp. | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 53179 |
| CAD | 2285336 | USD | 1652028 | Citibank, N.A. | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 |
| CAD | 1570494 | USD | 1107620 | Bank of New York Mellon | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 32425 |
| CAD | 4132845 | USD | 2915012 | Citibank, N.A. | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 85084 |
| SGD | 45468501 | USD | 34269399 | Bank of America Corp. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 576129 |
| SGD | 4804434 | USD | 3607843 | Societe Generale | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 74114 |

---

------

**DFA World ex U.S. Government 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 | 3048743 | JPY | 433692907 | Citibank, N.A. | 05/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; $6962 |
| GBP | 2164038 | USD | 2811059 | Societe Generale | 06/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 73268 |
| GBP | 8000000 | USD | 10320030 | State Street Bank and Trust | 06/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 342728 |
| USD | 1800924 | GBP | 1350826 | Bank of New York Mellon | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 427 |
| USD | 82670811 | EUR | 72476213 | Royal Bank of Canada | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 333845 |
| USD | 100860 | DKK | 660963 | Citibank, N.A. | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 116 |
| USD | 80025415 | EUR | 69791594 | Societe Generale | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 567249 |
| USD | 43465048 | NZD | 72433876 | State Street Bank and Trust | 07/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 327657 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$3669366** |
| USD | 19228960 | EUR | 18404846 | Bank of America Corp. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(1632327)<br>|
| USD | 73035964 | EUR | 70415012 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6777134)<br>|
| USD | 13927999 | EUR | 13209302 | Royal Bank of Canada | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1044310)<br>|
| USD | 1234378 | CAD | 1786508 | State Street Bank and Trust | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (62412)<br>|
| USD | 47712981 | CAD | 67934219 | UBS AG | 05/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1599079)<br>|
| USD | 1628300 | CAD | 2326700 | Citibank, N.A. | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (60687)<br>|
| USD | 48265363 | CAD | 68697303 | Societe Generale | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1603075)<br>|
| USD | 958126 | CAD | 1364741 | State Street Bank and Trust | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (32560)<br>|
| USD | 387958 | SGD | 517185 | Royal Bank of Canada | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (8395)<br>|
| USD | 37195242 | SGD | 49755750 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (935889)<br>|
| USD | 17877079 | JPY | 2667716706 | Societe Generale | 05/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (833425)<br>|
| USD | 277976 | JPY | 40868931 | State Street Bank and Trust | 05/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (8666)<br>|
| USD | 71206505 | GBP | 55222591 | Citibank, N.A. | 06/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2396635)<br>|
| USD | 50447666 | GBP | 39517036 | Barclays Capital | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2224022)<br>|
| USD | 2014371 | GBP | 1520185 | Societe Generale | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11861)<br>|
| USD | 54209094 | GBP | 41829770 | Barclays Capital | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1547887)<br>|
| USD | 79315351 | EUR | 72952775 | Bank of New York Mellon | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3621078)<br>|
| USD | 91898633 | AUD | 146927089 | Australia and New Zealand Bank | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2279890)<br>|
| USD | 7924418 | DKK | 54511558 | Bank of America Corp. | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (384241)<br>|
| USD | 1199052 | AUD | 1979101 | Bank of America Corp. | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (69528)<br>|
| USD | 91496 | DKK | 625508 | Citibank, N.A. | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3844)<br>|
| USD | 75895525 | EUR | 70042701 | Royal Bank of Canada | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3737656)<br>|
| USD | 5830123 | EUR | 5145582 | State Street Bank and Trust | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (20009)<br>|
| EUR | 6864137 | USD | 7836045 | State Street Bank and Trust | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (32048)<br>|
| USD | 77661702 | EUR | 71557457 | State Street Bank and Trust | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3698823)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(34625481)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(30956115)**<br>|

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $74081700 | &nbsp;&nbsp; — | &nbsp;&nbsp; $74081700 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 36263474 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36263474 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 169322643 | &nbsp;&nbsp; — | &nbsp;&nbsp; 169322643 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 8394825 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8394825 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 65719632 | &nbsp;&nbsp; — | &nbsp;&nbsp; 65719632 |

---

------

**DFA World ex U.S. Government Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; $183801158 | &nbsp;&nbsp; — | &nbsp;&nbsp; $183801158 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 22339179 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22339179 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 16430282 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16430282 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 43053434 | &nbsp;&nbsp; — | &nbsp;&nbsp; 43053434 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 30243823 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30243823 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 133395154 | &nbsp;&nbsp; — | &nbsp;&nbsp; 133395154 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 138193766 | &nbsp;&nbsp; — | &nbsp;&nbsp; 138193766 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $921239070 | &nbsp;&nbsp; — | &nbsp;&nbsp; $921239070 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 3669366 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3669366 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (34625481) | &nbsp;&nbsp; — | &nbsp;&nbsp; (34625481) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(30956115) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(30956115) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Government Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (36.3%) | AGENCY OBLIGATIONS — (36.3%) | AGENCY OBLIGATIONS — (36.3%) | AGENCY OBLIGATIONS — (36.3%) |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank Discount Notes |  |  |
| ∞ | 4.230%, 05/02/25 | 89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $88979085 |
| ∞ | 4.233%, 05/07/25 | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26977793 |
| ∞ | 4.230%, 05/09/25 | 34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33964045 |
| ∞ | 4.230%, 05/21/25 | 61625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61472940 |
| ∞ | 4.230%, 05/28/25 | 56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55815760 |
| ∞ | 4.244%, 05/30/25 | 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16940075 |
| ∞ | 4.229%, 06/04/25 | 44825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44642836 |
| ∞ | 4.232%, 06/11/25 | 84500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84087921 |
| ∞ | 4.233%, 06/13/25 | 58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57703684 |
| ∞ | 4.210%, 06/18/25 | 77500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77059069 |
| ∞ | 4.240%, 06/27/25 | 39300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39035337 |
| ∞ | 4.140%, 07/16/25 | 51000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50548395 |
| TOTAL AGENCY OBLIGATIONS | TOTAL AGENCY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637226940 |
| U.S. TREASURY OBLIGATIONS — (58.9%) | U.S. TREASURY OBLIGATIONS — (58.9%) | U.S. TREASURY OBLIGATIONS — (58.9%) | U.S. TREASURY OBLIGATIONS — (58.9%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 4.195%, 05/06/25 | 57500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57466426 |
| ∞ | 4.201%, 05/08/25 | 67250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67195014 |
| ∞ | 4.215%, 05/15/25 | 42575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42505212 |
| ∞ | 4.081%, 05/27/25 | 66700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66496386 |
| ∞ | 4.230%, 05/29/25 | 55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55317845 |
| ∞ | 4.140%, 06/10/25 | 52125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51880657 |
| ∞ | 4.195%, 07/31/25 | 31925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31587031 |
| U.S. Treasury Notes, 3M USTMMR + 0.125%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.125%, FRN |  |  |
| (r) | 4.370%, 07/31/25 | 147375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147377623 |
| U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN |  |  |
| (r) | 4.395%, 04/30/26 | 27475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27479988 |
| U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN |  |  |
| (r) | 4.405%, 04/30/27 | 130175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130210305 |
| U.S. Treasury Notes, 3M USTMMR + 0.170%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.170%, FRN |  |  |
| (r) | 4.415%, 10/31/25 | 146700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146750984 |
| U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN |  |  |
| (r) | 4.427%, 07/31/26 | 51675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51713558 |
| U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN |  |  |
| (r) | 4.450%, 10/31/26 | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11009896 |
| U.S. Treasury Notes, 3M USTMMR + 0.245%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.245%, FRN |  |  |
| (r) | 4.490%, 01/31/26 | 148700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148873444 |
| TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035864369 |
| TOTAL INVESTMENT SECURITIES <br>(Cost $1,672,795,406) | TOTAL INVESTMENT SECURITIES <br>(Cost $1,672,795,406) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1673091309 |

---

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

------

**DFA Short-Term Government Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (4.8%) | TEMPORARY CASH INVESTMENTS — (4.8%) | TEMPORARY CASH INVESTMENTS — (4.8%) | TEMPORARY CASH INVESTMENTS — (4.8%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.290% | 84956291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $84956291 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,757,751,697) | (Cost $1,757,751,697) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1758047600 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $637226940 | &nbsp;&nbsp; — | &nbsp;&nbsp; $637226940 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1035864369 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1035864369 |
| Temporary Cash Investments | &nbsp;&nbsp; $84956291 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 84956291 |
| Total Investments in Securities | &nbsp;&nbsp; $84956291 | &nbsp;&nbsp; $1673091309 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1758047600 |

---

See accompanying Notes to Financial Statements.

------

**DFA Intermediate Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| AGENCY OBLIGATIONS — (29.7%) | AGENCY OBLIGATIONS — (29.7%) | AGENCY OBLIGATIONS — (29.7%) |
| Federal Home Loan Banks |  |  |
| 4.375%, 03/13/26 | 6080 | $6099965 |
| 5.750%, 06/12/26 | 16080 | 16398452 |
| 1.875%, 09/11/26 | 2500 | 2437877 |
| 3.000%, 09/11/26 | 62930 | 62298048 |
| 2.125%, 12/11/26 | 30250 | 29506106 |
| 2.500%, 12/10/27 | 97640 | 94907897 |
| 3.000%, 03/10/28 | 51070 | 50195586 |
| 3.250%, 06/09/28 | 202360 | 200082131 |
| 3.250%, 11/16/28 | 270180 | 267558198 |
| 2.125%, 09/14/29 | 12635 | 11756466 |
| 2.125%, 12/14/29 | 52580 | 48732014 |
| 4.500%, 09/13/30 | 5505 | 5644461 |
| 4.750%, 03/10/34 | 15000 | 15433065 |
| 5.500%, 07/15/36 | 158590 | 172758048 |
| Tennessee Valley Authority |  |  |
| 2.875%, 02/01/27 | 170019 | 167669873 |
| 7.125%, 05/01/30 | 159440 | 183235261 |
| 1.500%, 09/15/31 | 77768 | 66366740 |
| 4.700%, 07/15/33 | 19000 | 19440417 |
| 4.375%, 08/01/34 | 102591 | 102432057 |
| 4.650%, 06/15/35 | 10635 | 10884653 |
| 5.880%, 04/01/36 | 139694 | 154844925 |
| 6.150%, 01/15/38 | 709 | 801707 |
| 5.500%, 06/15/38 | 6207 | 6695616 |
| 5.250%, 09/15/39 | 40558 | 42622883 |
| TOTAL AGENCY <br> OBLIGATIONS |  | 1738802446 |
| U.S. TREASURY OBLIGATIONS — (70.2%) | U.S. TREASURY OBLIGATIONS — (70.2%) | U.S. TREASURY OBLIGATIONS — (70.2%) |
| U.S. Treasury Bonds |  |  |
| 6.750%, 08/15/26 | 8183 | 8501482 |
| 6.500%, 11/15/26 | 5500 | 5755664 |
| 6.625%, 02/15/27 | 5000 | 5274414 |
| 6.125%, 11/15/27 | 95750 | 101659570 |
| 5.500%, 08/15/28 | 15500 | 16442109 |
| 5.250%, 11/15/28 | 42932 | 45196098 |
| 5.250%, 02/15/29 | 41500 | 43986758 |
| 6.125%, 08/15/29 | 6278 | 6889615 |
| 6.250%, 05/15/30 | 51789 | 57722928 |
| 5.375%, 02/15/31 | 13250 | 14308447 |
| 4.500%, 02/15/36 | 55750 | 57557520 |
| 4.750%, 02/15/37 | 322750 | 338647958 |
| 5.000%, 05/15/37 | 328000 | 351024062 |
| 4.375%, 02/15/38 | 253400 | 254597710 |
| 4.500%, 05/15/38 | 345355 | 351209845 |
| 3.500%, 02/15/39 | 226635 | 205644703 |
| 4.250%, 05/15/39 | 148050 | 145135266 |
| 4.500%, 08/15/39 | 144424 | 144959949 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. Treasury Notes |  |  |
| 1.625%, 02/15/26 | 4000 | $3925677 |
| 2.250%, 03/31/26 | 8000 | 7880313 |
| 2.375%, 04/30/26 | 13000 | 12806828 |
| 1.625%, 05/15/26 | 18375 | 17956107 |
| 2.125%, 05/31/26 | 25000 | 24541016 |
| 1.875%, 06/30/26 | 22750 | 22246123 |
| 1.875%, 07/31/26 | 12500 | 12209961 |
| 1.500%, 08/15/26 | 65000 | 63138867 |
| 1.375%, 08/31/26 | 11000 | 10660977 |
| 1.625%, 09/30/26 | 19000 | 18453750 |
| 1.625%, 10/31/26 | 31000 | 30065156 |
| 2.000%, 11/15/26 | 35550 | 34643197 |
| 1.500%, 01/31/27 | 5000 | 4818359 |
| 2.250%, 02/15/27 | 8500 | 8295137 |
| 1.125%, 02/28/27 | 10250 | 9799561 |
| 0.625%, 03/31/27 | 5000 | 4725781 |
| 2.375%, 05/15/27 | 5250 | 5123467 |
| 0.500%, 05/31/27 | 7000 | 6566875 |
| 0.500%, 06/30/27 | 7250 | 6785547 |
| 0.375%, 07/31/27 | 3000 | 2792578 |
| 2.250%, 08/15/27 | 15850 | 15387502 |
| 0.500%, 08/31/27 | 5000 | 4656641 |
| 0.375%, 09/30/27 | 5000 | 4630859 |
| 0.500%, 10/31/27 | 7000 | 6485938 |
| 2.250%, 11/15/27 | 5000 | 4838281 |
| 0.625%, 11/30/27 | 5000 | 4637305 |
| 2.750%, 02/15/28 | 19750 | 19312568 |
| 1.125%, 02/29/28 | 5000 | 4671289 |
| 1.250%, 03/31/28 | 5000 | 4678320 |
| 1.250%, 04/30/28 | 37000 | 34551641 |
| 2.875%, 05/15/28 | 88000 | 86171250 |
| 1.250%, 06/30/28 | 13500 | 12557637 |
| 1.000%, 07/31/28 | 6000 | 5523984 |
| 2.875%, 08/15/28 | 10750 | 10506445 |
| 1.250%, 09/30/28 | 25000 | 23111328 |
| 1.375%, 10/31/28 | 37875 | 35096514 |
| 3.125%, 11/15/28 | 21000 | 20649727 |
| 2.625%, 02/15/29 | 129000 | 124348945 |
| 2.375%, 05/15/29 | 191500 | 182336426 |
| 1.625%, 08/15/29 | 44700 | 41160668 |
| 3.875%, 09/30/29 | 10000 | 10074219 |
| 4.000%, 10/31/29 | 38250 | 38722149 |
| 1.750%, 11/15/29 | 44250 | 40744570 |
| 3.875%, 11/30/29 | 91750 | 92409453 |
| 3.875%, 12/31/29 | 86250 | 86873291 |
| 3.500%, 01/31/30 | 26000 | 25755234 |
| 1.500%, 02/15/30 | 38400 | 34704000 |
| 4.000%, 02/28/30 | 38000 | 38492813 |
| 3.625%, 03/31/30 | 15000 | 14930273 |

---

------

**DFA Intermediate Government Fixed Income Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 3.500%, 04/30/30 | 17425 | $17237817 |
| 0.625%, 05/15/30 | 152050 | 130477906 |
| 3.750%, 05/31/30 | 21500 | 21508398 |
| 3.750%, 06/30/30 | 20000 | 20000000 |
| 4.000%, 07/31/30 | 27000 | 27309023 |
| 0.625%, 08/15/30 | 125000 | 106303711 |
| 4.125%, 08/31/30 | 10000 | 10169531 |
| 4.625%, 09/30/30 | 18500 | 19258066 |
| 4.875%, 10/31/30 | 18000 | 18958359 |
| 4.375%, 11/30/30 | 8400 | 8640188 |
| 3.750%, 12/31/30 | 15000 | 14950781 |
| 4.000%, 01/31/31 | 12125 | 12234409 |
| 1.250%, 08/15/31 | 162750 | 139011386 |
| 1.375%, 11/15/31 | 7500 | 6409277 |
| 4.125%, 11/30/31 | 6000 | 6074766 |
| 4.375%, 01/31/32 | 15000 | 15399609 |
| 2.875%, 05/15/32 | 16000 | 14950625 |
| 3.500%, 02/15/33 | 35000 | 33814648 |
| 4.500%, 11/15/33 | 8000 | 8245625 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 4120922770 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $6,123,657,476) |  | 5859725216 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 7865254 | $7865254 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $6,131,522,730) | (Cost $6,131,522,730) |  | $5867590470 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $1738802446 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1738802446 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 4120922770 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4120922770 |
| Temporary Cash Investments | &nbsp;&nbsp; $7865254 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7865254 |
| Total Investments in Securities | &nbsp;&nbsp; $7865254 | &nbsp;&nbsp; $5859725216 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5867590470 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (70.4%) | BONDS — (70.4%) | BONDS — (70.4%) | BONDS — (70.4%) | BONDS — (70.4%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 3.600%, 05/14/25 |  | 10118 | $10113952 |
|  | 4.800%, 03/15/29 |  | 9841 | 10036181 |
|  | 3.200%, 11/21/29 |  | 800 | 762543 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 0.500%, 09/23/29 | EUR | 1000 | 1016568 |
|  | 4.250%, 02/21/30 | EUR | 18900 | 22432730 |
| AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 6.500%, 07/15/25 |  | 13220 | 13239736 |
|  | 4.450%, 10/01/25 |  | 1800 | 1796607 |
| # | 1.750%, 01/30/26 |  | 16100 | 15739973 |
|  | 4.450%, 04/03/26 |  | 410 | 408151 |
| AES Corp. | AES Corp. |  |  |  |
|  | 1.375%, 01/15/26 |  | 8849 | 8628887 |
| Affiliated Managers Group, <br> Inc. | Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 3.500%, 08/01/25 |  | 3712 | 3699274 |
| Aircastle Ltd. | Aircastle Ltd. |  |  |  |
| #Ω | 5.250%, 08/11/25 |  | 1375 | 1372829 |
| Alimentation Couche-Tard, <br> Inc. | Alimentation Couche-Tard, <br> Inc. |  |  |  |
| #Ω | 2.950%, 01/25/30 |  | 500 | 462164 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.050%, 06/24/29 |  | 300 | 306365 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 5.800%, 05/01/25 |  | 3019 | 3019000 |
| Alstom SA | Alstom SA |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 2100 | 2127922 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 2.350%, 05/06/25 |  | 8200 | 8196796 |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |  |
|  | 4.000%, 05/17/25 |  | 16150 | 16137227 |
| American Express Co. | American Express Co. |  |  |  |
|  | 3.950%, 08/01/25 |  | 10577 | 10555654 |
| American Express Co., <br> SOFR + 0.650%, FRN | American Express Co., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 5.012%, 11/04/26 |  | 30122 | 30058234 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |  |
|  | 5.650%, 11/15/28 |  | 400 | 415725 |
| # | 4.900%, 03/13/29 |  | 230 | 233379 |
| American Honda Finance <br> Corp., SOFR + 0.600%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.600%, <br> FRN |  |  |  |
| #(r) | 4.962%, 08/14/25 |  | 225 | 225052 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.087%, 01/09/26 |  | 2767 | $2768721 |
| (r) | 5.087%, 07/09/27 |  | 10808 | 10777804 |
| American Honda Finance <br> Corp., SOFR + 0.720%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.720%, <br> FRN |  |  |  |
| (r) | 5.098%, 10/22/27 |  | 3154 | 3135140 |
| American National Group, <br> Inc. | American National Group, <br> Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 4300 | 4370096 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 4.000%, 06/01/25 |  | 8679 | 8670011 |
|  | 1.300%, 09/15/25 |  | 1100 | 1085832 |
|  | 1.600%, 04/15/26 |  | 830 | 806278 |
|  | 0.875%, 05/21/29 | EUR | 830 | 864546 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 5.700%, 12/15/28 |  | 2415 | 2529043 |
| Amgen, Inc. | Amgen, Inc. |  |  |  |
|  | 3.125%, 05/01/25 |  | 1561 | 1561000 |
| Amphenol Corp. | Amphenol Corp. |  |  |  |
|  | 5.050%, 04/05/29 |  | 400 | 410996 |
| Anheuser-Busch InBev SA | Anheuser-Busch InBev SA |  |  |  |
|  | 4.000%, 09/24/25 | GBP | 1155 | 1533793 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 2800 | 2918416 |
| Appalachian Power Co. | Appalachian Power Co. |  |  |  |
|  | 3.400%, 06/01/25 |  | 1390 | 1387371 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 6.125%, 06/01/25 |  | 1000 | 999013 |
|  | 3.125%, 12/13/28 | EUR | 8920 | 10094012 |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 3.250%, 07/15/25 |  | 16869 | 16814479 |
|  | 5.875%, 03/01/29 |  | 200 | 201358 |
|  | 5.950%, 07/15/29 |  | 11400 | 11540046 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.150%, 08/21/29 |  | 8100 | 8166283 |
| Asian Development Bank, <br> SOFR + 0.300%, FRN | Asian Development Bank, <br> SOFR + 0.300%, FRN |  |  |  |
| (r) | 4.669%, 06/20/28 |  | 27700 | 27667627 |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.368%, 06/16/26 |  | 26800 | 27022708 |
| Asian Infrastructure <br> Investment Bank | Asian Infrastructure <br> Investment Bank |  |  |  |
|  | 1.000%, 05/06/26 | AUD | 800 | 498343 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN | Asian Infrastructure <br> Investment Bank, SOFR <br> + 0.620%, FRN |  |  |  |
| (r) | 4.981%, 08/16/27 |  | 6000 | $6040931 |
| AstraZeneca PLC | AstraZeneca PLC |  |  |  |
|  | 4.000%, 01/17/29 |  | 564 | 561001 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.800%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.800%, FRN |  |  |  |
| (r) | 5.021%, 02/05/27 | AUD | 4718 | 3030819 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.830%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.830%, FRN |  |  |  |
| (r) | 4.955%, 03/31/26 | AUD | 10300 | 6620363 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.920%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.920%, FRN |  |  |  |
| (r) | 5.148%, 11/04/25 | AUD | 7000 | 4495554 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.970%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.970%, FRN |  |  |  |
| (r) | 5.174%, 05/12/27 | AUD | 500 | 322136 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |  |
| (r)Ω | 4.931%, 03/18/26 |  | 18706 | 18717591 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.650%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.650%, FRN |  |  |  |
| (r)Ω | 5.027%, 09/30/27 |  | 24947 | 24941586 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 5.057%, 07/16/27 |  | 20000 | 20048630 |
| (r) | 5.057%, 07/16/27 |  | 7100 | 7117264 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.750%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 5.128%, 07/03/25 |  | 11820 | 11829897 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 5.188%, 01/18/27 |  | 20000 | 20073800 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.850%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.850%, FRN |  |  |  |
| (r)Ω | 5.219%, 12/16/29 |  | 2250 | 2265901 |
| Autodesk, Inc. | Autodesk, Inc. |  |  |  |
|  | 4.375%, 06/15/25 |  | 4900 | 4896138 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 2460 | 2841704 |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 3240 | 3508144 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AvalonBay Communities, <br> Inc. | AvalonBay Communities, <br> Inc. |  |  |  |
|  | 3.450%, 06/01/25 |  | 5362 | $5352838 |
| Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |  |
| Ω | 4.125%, 08/01/25 |  | 12800 | 12765104 |
|  | 6.750%, 10/25/28 |  | 1900 | 2008490 |
| Ω | 5.375%, 07/15/29 |  | 400 | 403768 |
| Ayvens Bank NV | Ayvens Bank NV |  |  |  |
|  | 2.125%, 05/06/25 | EUR | 4500 | 5098036 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 12200 | 14242448 |
| Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. | Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |  |
| # | 3.138%, 11/07/29 |  | 200 | 189080 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 6350 | 7252372 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.147%, 08/18/25 |  | 1200 | 1199733 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 3.875%, 08/01/25 |  | 1176 | 1173947 |
| Bank of America NA, <br> SOFR + 0.780%, FRN | Bank of America NA, <br> SOFR + 0.780%, FRN |  |  |  |
| (r) | 5.144%, 08/18/25 |  | 420 | 420293 |
| Bank of Montreal | Bank of Montreal |  |  |  |
|  | 1.850%, 05/01/25 |  | 6905 | 6905000 |
| Bank of Montreal, SOFR + <br> 0.620%, FRN | Bank of Montreal, SOFR + <br> 0.620%, FRN |  |  |  |
| (r) | 4.989%, 09/15/26 |  | 1545 | 1543150 |
| Bank of Montreal, SOFR + <br> 1.160%, FRN | Bank of Montreal, SOFR + <br> 1.160%, FRN |  |  |  |
| (r) | 5.529%, 12/11/26 |  | 6300 | 6346364 |
| Bank of Montreal, SOFR + <br> 1.330%, FRN | Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |  |
| (r) | 5.697%, 06/05/26 |  | 6000 | 6043799 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
| Ω | 1.000%, 03/03/26 |  | 20 | 19473 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 5.450%, 08/01/29 |  | 400 | 414423 |
| Bank of Nova Scotia, <br> SOFR + 1.090%, FRN | Bank of Nova Scotia, <br> SOFR + 1.090%, FRN |  |  |  |
| #(r) | 5.458%, 06/12/25 |  | 25933 | 25956483 |
| Banque Federative du <br> Credit Mutuel SA | Banque Federative du <br> Credit Mutuel SA |  |  |  |
|  | 2.625%, 11/06/29 | EUR | 3700 | 4107716 |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.070%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.070%, FRN |  |  |  |
| (r)Ω | 5.433%, 02/16/28 |  | 8200 | 8180714 |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.130%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.130%, FRN |  |  |  |
| (r)Ω | 5.510%, 01/23/27 |  | 8670 | 8699131 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN |  |  |  |
| (r)Ω | 5.776%, 07/13/26 |  | 3850 | $3893349 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 4.375%, 01/12/26 |  | 5380 | 5366809 |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |  |
|  | 1.668%, 03/25/26 |  | 9826 | 9562565 |
|  | 5.931%, 02/02/29 |  | 800 | 836957 |
| Baxter International, Inc. | Baxter International, Inc. |  |  |  |
|  | 1.300%, 05/30/25 | EUR | 850 | 962042 |
| Bayer AG | Bayer AG |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 970 | 1150859 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| #Ω | 6.250%, 01/21/29 |  | 3100 | 3231481 |
| Becton Dickinson & Co. | Becton Dickinson & Co. |  |  |  |
|  | 3.020%, 05/24/25 | GBP | 2000 | 2661523 |
| Belfius Bank SA | Belfius Bank SA |  |  |  |
|  | 0.010%, 10/15/25 | EUR | 5000 | 5607871 |
|  | 3.750%, 01/22/29 | EUR | 4500 | 5224121 |
| BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.928%, 04/02/26 |  | 8900 | 8885621 |
| BMW U.S. Capital LLC, <br> SOFR + 0.620%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.982%, 08/11/25 |  | 31650 | 31660522 |
| BNG Bank NV, SOFR + <br> 1.000%, FRN | BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r) | 5.361%, 08/05/26 |  | 20000 | 20170017 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 1.375%, 05/28/29 | EUR | 3500 | 3711218 |
|  | 3.625%, 09/01/29 | EUR | 3400 | 3938031 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 5.950%, 06/01/26 |  | 2123 | 2150493 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 3.100%, 05/01/26 |  | 5910 | 5809824 |
|  | 3.200%, 03/01/29 |  | 400 | 377573 |
|  | 2.950%, 02/01/30 |  | 600 | 550522 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 4.500%, 12/01/28 |  | 600 | 591214 |
|  | 3.400%, 06/21/29 |  | 13885 | 13015235 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 1.637%, 06/26/29 | EUR | 7600 | 8223951 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.853%, 02/20/26 |  | 10750 | 10749128 |
| British Telecommunications <br> PLC | British Telecommunications <br> PLC |  |  |  |
| Ω | 3.250%, 11/08/29 |  | 200 | 189757 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
| # | 4.850%, 03/29/29 |  | 100 | 100539 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 5.850%, 03/18/29 |  | 130 | 131702 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |  |  |  |
|  | 1.630%, 08/17/25 |  | 1753 | $1736653 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 1900 | 1913274 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |  |
|  | 3.000%, 05/17/25 |  | 282 | 281802 |
| Canada Government <br> Bonds | Canada Government <br> Bonds |  |  |  |
|  | 3.750%, 05/01/25 | CAD | 35300 | 25609272 |
|  | 2.250%, 06/01/25 | CAD | 10000 | 7250617 |
|  | 3.500%, 08/01/25 | CAD | 35500 | 25805868 |
| Canada Housing Trust No. <br> 1 | Canada Housing Trust No. <br> 1 |  |  |  |
| Ω | 0.950%, 06/15/25 | CAD | 59500 | 43064776 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 3.945%, 08/04/25 |  | 9910 | 9890368 |
| # | 5.260%, 04/08/29 |  | 800 | 821019 |
|  | 3.807%, 07/09/29 | EUR | 2300 | 2695972 |
| Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN | Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN |  |  |  |
| (r) | 5.598%, 10/02/26 |  | 4600 | 4627805 |
| Canadian Natural <br> Resources Ltd. | Canadian Natural <br> Resources Ltd. |  |  |  |
|  | 2.050%, 07/15/25 |  | 8109 | 8060809 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 5.000%, 11/15/29 |  | 1440 | 1463964 |
| Castellum Helsinki Finance <br> Holding Abp | Castellum Helsinki Finance <br> Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 920 | 931385 |
| Caterpillar Financial <br> Services Corp. | Caterpillar Financial <br> Services Corp. |  |  |  |
|  | 3.400%, 05/13/25 |  | 3419 | 3417623 |
|  | 3.650%, 08/12/25 |  | 1130 | 1126869 |
| Caterpillar Financial <br> Services Corp., SOFR + <br> 0.455%, FRN | Caterpillar Financial <br> Services Corp., SOFR + <br> 0.455%, FRN |  |  |  |
| (r) | 4.817%, 08/11/25 |  | 34000 | 34011838 |
| Caterpillar Financial <br> Services Corp., SOFR + <br> 0.460%, FRN | Caterpillar Financial <br> Services Corp., SOFR + <br> 0.460%, FRN |  |  |  |
| (r) | 4.824%, 02/27/26 |  | 3800 | 3800305 |
| Caterpillar Financial <br> Services Corp., SOFR + <br> 0.520%, FRN | Caterpillar Financial <br> Services Corp., SOFR + <br> 0.520%, FRN |  |  |  |
| (r) | 4.882%, 05/14/27 |  | 7858 | 7845742 |
| CDP Financial, Inc., SOFR <br> + 0.400%, FRN | CDP Financial, Inc., SOFR <br> + 0.400%, FRN |  |  |  |
| (r)Ω | 4.762%, 05/19/25 |  | 22500 | 22502137 |
| (r) | 4.762%, 05/19/25 |  | 6340 | 6340602 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Cellnex Telecom SA | Cellnex Telecom SA |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 3500 | $3796009 |
| Charles Schwab Corp., <br> SOFR + 0.520%, FRN | Charles Schwab Corp., <br> SOFR + 0.520%, FRN |  |  |  |
| (r) | 4.881%, 05/13/26 |  | 26530 | 26506813 |
| Charles Schwab Corp., <br> SOFR + 1.050%, FRN | Charles Schwab Corp., <br> SOFR + 1.050%, FRN |  |  |  |
| (r) | 5.418%, 03/03/27 |  | 15000 | 15072150 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |  |
|  | 3.850%, 05/21/25 |  | 15246 | 15234192 |
| Choice Hotels <br> International, Inc. | Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 7900 | 7407347 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 4.650%, 08/15/29 |  | 400 | 406798 |
| Cie Generale des <br> Etablissements Michelin <br> SCA | Cie Generale des <br> Etablissements Michelin <br> SCA |  |  |  |
|  | 0.875%, 09/03/25 | EUR | 3500 | 3945644 |
| Cigna Group | Cigna Group |  |  |  |
|  | 5.000%, 05/15/29 |  | 14500 | 14788180 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 3.400%, 05/01/26 |  | 2009 | 1989600 |
| Citizens Financial Group, <br> Inc. | Citizens Financial Group, <br> Inc. |  |  |  |
|  | 2.500%, 02/06/30 |  | 3960 | 3539497 |
| CK Hutchison Europe <br> Finance 21 Ltd. | CK Hutchison Europe <br> Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 5400 | 5475495 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC |  |  |  |
|  | 3.950%, 05/23/25 |  | 18240 | 18230903 |
| CNH Industrial Finance <br> Europe SA | CNH Industrial Finance <br> Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 100 | 107077 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/25 |  | 6709 | 6708604 |
|  | 5.250%, 05/30/29 |  | 12509 | 12518369 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 4.550%, 01/15/29 |  | 400 | 404309 |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.700%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.748%, 01/14/27 | AUD | 5400 | 3464228 |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.750%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.750%, FRN |  |  |  |
| (r) | 4.924%, 08/17/26 | AUD | 3000 | 1926935 |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 0.950%, FRN |  |  |  |
| (r) | 5.124%, 08/17/28 | AUD | 6500 | 4181021 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Commonwealth Bank of <br> Australia, 3M Swap + <br> 1.020%, FRN | Commonwealth Bank of <br> Australia, 3M Swap + <br> 1.020%, FRN |  |  |  |
| (r) | 5.189%, 08/18/27 | AUD | 7500 | $4838476 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN |  |  |  |
| (r)Ω | 4.998%, 09/12/25 |  | 19900 | 19920472 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.750%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.750%, FRN |  |  |  |
| (r)Ω | 5.119%, 03/13/26 |  | 1800 | 1804809 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 4.600%, 11/01/25 |  | 1809 | 1807461 |
| Constellation Energy <br> Generation LLC | Constellation Energy <br> Generation LLC |  |  |  |
|  | 3.250%, 06/01/25 |  | 40500 | 40420756 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 3690 | 4262255 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.730%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.730%, <br> FRN |  |  |  |
| (r) | 4.626%, 01/27/27 | AUD | 870 | 556326 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.870%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.870%, <br> FRN |  |  |  |
| (r) | 4.987%, 02/26/27 | AUD | 21400 | 13726416 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN |  |  |  |
| (r) | 5.147%, 02/26/29 | AUD | 2700 | 1733498 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.150%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.150%, <br> FRN |  |  |  |
| (r) | 5.292%, 11/21/28 | AUD | 9050 | 5824746 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.180%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.180%, <br> FRN |  |  |  |
| (r) | 5.132%, 01/19/28 | AUD | 21400 | 13859793 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.600%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.600%, <br> FRN |  |  |  |
| (r) | 4.978%, 01/21/28 |  | 1450 | 1439850 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 4.985%, 08/28/26 |  | 5250 | 5256148 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.087%, 01/09/26 |  | 22100 | 22155021 |
| (r) | 5.077%, 03/05/27 |  | 17750 | 17778382 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Cooperatieve Rabobank <br> UA, SOFR + 0.900%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.900%, <br> FRN |  |  |  |
| (r) | 5.277%, 10/05/26 |  | 2500 | $2512275 |
| Council of Europe <br> Development Bank | Council of Europe <br> Development Bank |  |  |  |
|  | 3.000%, 06/16/25 |  | 800 | 798459 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |  |
| (r)Ω | 5.617%, 03/11/26 |  | 1517 | 1529803 |
| (r) | 5.617%, 03/11/26 |  | 4550 | 4588402 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 1.000%, 09/18/25 | EUR | 3000 | 3381423 |
| Credit Agricole SA, SOFR <br> + 0.870%, FRN | Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |  |
| (r)Ω | 5.238%, 03/11/27 |  | 6257 | 6261559 |
| Credit Agricole SA, SOFR <br> + 1.290%, FRN | Credit Agricole SA, SOFR <br> + 1.290%, FRN |  |  |  |
| (r)Ω | 5.667%, 07/05/26 |  | 12000 | 12068363 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2200 | 2510903 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 4.900%, 09/01/29 |  | 200 | 200484 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.250%, 03/15/29 |  | 400 | 399113 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 3.875%, 07/20/25 |  | 13400 | 13364849 |
|  | 5.000%, 01/30/29 |  | 22 | 22242 |
| Czech Gas Networks <br> Investments SARL | Czech Gas Networks <br> Investments SARL |  |  |  |
|  | 0.450%, 09/08/29 | EUR | 880 | 887328 |
| Daimler Truck Finance <br> Canada, Inc. | Daimler Truck Finance <br> Canada, Inc. |  |  |  |
|  | 5.180%, 09/19/25 | CAD | 3800 | 2776211 |
| Daimler Truck Finance <br> North America LLC | Daimler Truck Finance <br> North America LLC |  |  |  |
| Ω | 5.125%, 09/25/29 |  | 200 | 202153 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 5.216%, 01/13/28 |  | 8270 | 8226358 |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.887%, 02/26/27 | AUD | 4000 | 2564968 |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.970%, 03/21/28 |  | 54500 | 54425514 |
| Deutsche Bank AG | Deutsche Bank AG |  |  |  |
|  | 4.162%, 05/13/25 |  | 4462 | 4461024 |
| Discover Bank | Discover Bank |  |  |  |
|  | 3.450%, 07/27/26 |  | 1293 | 1272846 |
|  | 4.650%, 09/13/28 |  | 800 | 798618 |
| # | 2.700%, 02/06/30 |  | 7500 | 6749632 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Discover Financial <br> Services | Discover Financial <br> Services |  |  |  |
|  | 4.500%, 01/30/26 |  | 1502 | $1497034 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 5.200%, 07/05/28 |  | 252 | 256054 |
|  | 3.500%, 04/03/30 |  | 3600 | 3379912 |
| Dollar Tree, Inc. | Dollar Tree, Inc. |  |  |  |
|  | 4.000%, 05/15/25 |  | 12327 | 12320115 |
| DTE Energy Co. | DTE Energy Co. |  |  |  |
|  | 1.050%, 06/01/25 |  | 24043 | 23959058 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 2639 | 2532605 |
| E.ON SE | E.ON SE |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 2400 | 2769819 |
| Ecolab, Inc. | Ecolab, Inc. |  |  |  |
|  | 2.625%, 07/08/25 | EUR | 1155 | 1308331 |
| EIDP, Inc. | EIDP, Inc. |  |  |  |
|  | 1.700%, 07/15/25 |  | 2075 | 2061691 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 1.500%, 03/15/26 |  | 9100 | 8862118 |
|  | 5.150%, 06/15/29 |  | 200 | 205022 |
| Elis SA | Elis SA |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 1800 | 2082573 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 3.150%, 06/01/25 |  | 9400 | 9382634 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | 121632 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 2.900%, 05/15/25 |  | 11635 | 11625772 |
| Engie SA | Engie SA |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 1100 | 1281870 |
| Eni SpA | Eni SpA |  |  |  |
|  | 3.750%, 09/12/25 | EUR | 320 | 364127 |
|  | 0.625%, 01/23/30 | EUR | 2900 | 2957640 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.750%, 08/15/29 |  | 4400 | 4117343 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 1.250%, 07/15/25 |  | 6775 | 6725054 |
| # | 3.200%, 11/18/29 |  | 270 | 254019 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| #Ω | 5.000%, 02/15/29 |  | 300 | 305180 |
| ESB Finance DAC | ESB Finance DAC |  |  |  |
|  | 4.000%, 10/03/28 | EUR | 5000 | 5880910 |
| Eurofins Scientific SE | Eurofins Scientific SE |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 1000 | 1163082 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.190%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.190%, FRN |  |  |  |
| (r) | 4.566%, 04/14/26 |  | 2078 | 2076732 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN |  |  |  |
| (r) | 4.663%, 02/16/29 |  | 31230 | $31193743 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.693%, 02/20/28 |  | 23180 | 23198544 |
| European Investment <br> Bank, SOFR + 0.320%, <br> FRN | European Investment <br> Bank, SOFR + 0.320%, <br> FRN |  |  |  |
| (r) | 4.682%, 08/14/29 |  | 5500 | 5504276 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 4.250%, 04/01/29 |  | 500 | 493966 |
| Exelon Corp. | Exelon Corp. |  |  |  |
|  | 3.950%, 06/15/25 |  | 3022 | 3018021 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
| # | 5.000%, 02/15/26 |  | 22491 | 22521815 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.712%, 08/01/28 |  | 14380 | 14386543 |
| Federation des Caisses <br> Desjardins du Quebec | Federation des Caisses <br> Desjardins du Quebec |  |  |  |
|  | 5.200%, 10/01/25 | CAD | 13000 | 9515668 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 2.250%, 07/01/25 | GBP | 3627 | 4810098 |
|  | 3.500%, 07/01/29 |  | 400 | 381233 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.750%, 06/15/25 |  | 15825 | 15818112 |
|  | 3.750%, 02/01/26 |  | 31223 | 30942743 |
| FMC Corp. | FMC Corp. |  |  |  |
|  | 3.450%, 10/01/29 |  | 3880 | 3568702 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 3300 | 3828054 |
| Fortune Brands <br> Innovations, Inc. | Fortune Brands <br> Innovations, Inc. |  |  |  |
|  | 4.000%, 06/15/25 |  | 2400 | 2396078 |
| Fresenius Medical Care <br> AG | Fresenius Medical Care <br> AG |  |  |  |
|  | 1.500%, 07/11/25 | EUR | 325 | 367341 |
| Fresenius SE & Co. KGaA | Fresenius SE & Co. KGaA |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 3700 | 4513751 |
| General Dynamics Corp. | General Dynamics Corp. |  |  |  |
|  | 3.500%, 05/15/25 |  | 20800 | 20789094 |
| General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |  |
| (r) | 4.945%, 05/05/26 |  | 12605 | 12583067 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.400%, 10/15/29 |  | 320 | 322469 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |  |
|  | 2.750%, 06/20/25 |  | 22533 | $22463195 |
|  | 5.800%, 06/23/28 |  | 800 | 816111 |
|  | 5.550%, 07/15/29 |  | 260 | 261886 |
|  | 4.900%, 10/06/29 |  | 130 | 127837 |
| General Motors Financial <br> Co., Inc., SOFR + <br> 1.350%, FRN | General Motors Financial <br> Co., Inc., SOFR + <br> 1.350%, FRN |  |  |  |
| (r) | 5.711%, 05/08/27 |  | 14200 | 14071873 |
| Genuine Parts Co. | Genuine Parts Co. |  |  |  |
|  | 4.950%, 08/15/29 |  | 500 | 502474 |
| Georgia Power Co. | Georgia Power Co. |  |  |  |
|  | 2.650%, 09/15/29 |  | 400 | 373235 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |  |
|  | 7.750%, 11/15/29 |  | 500 | 569832 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 4.800%, 11/15/29 |  | 400 | 407023 |
| GlaxoSmithKline Capital <br> PLC | GlaxoSmithKline Capital <br> PLC |  |  |  |
|  | 3.375%, 06/01/29 |  | 400 | 386982 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 1.625%, 09/01/25 |  | 2244 | 2219168 |
| Ω | 1.625%, 04/27/26 |  | 9399 | 9119060 |
| Glencore Funding LLC, <br> SOFR + 1.060%, FRN | Glencore Funding LLC, <br> SOFR + 1.060%, FRN |  |  |  |
| (r)Ω | 5.437%, 04/04/27 |  | 8404 | 8441764 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 3.200%, 08/15/29 |  | 5465 | 5088248 |
| Goldman Sachs Group, <br> Inc. | Goldman Sachs Group, <br> Inc. |  |  |  |
|  | 3.750%, 05/22/25 |  | 26919 | 26902206 |
| Groupe Bruxelles Lambert <br> NV | Groupe Bruxelles Lambert <br> NV |  |  |  |
|  | 1.875%, 06/19/25 | EUR | 6300 | 7128422 |
| Hamburg Commercial <br> Bank AG | Hamburg Commercial <br> Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 8564 | 9731633 |
| Harley-Davidson, Inc. | Harley-Davidson, Inc. |  |  |  |
| # | 3.500%, 07/28/25 |  | 600 | 596726 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 7.690%, 06/15/25 |  | 1100 | 1102578 |
|  | 3.375%, 03/15/29 |  | 5608 | 5342654 |
|  | 5.250%, 03/01/30 |  | 2900 | 2949157 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. |  |  |  |
| Ω | 1.500%, 06/01/25 |  | 876 | 873483 |
| Healthcare Realty <br> Holdings LP | Healthcare Realty <br> Holdings LP |  |  |  |
|  | 3.875%, 05/01/25 |  | 7570 | 7570000 |
|  | 3.100%, 02/15/30 |  | 4700 | 4314938 |
|  | 2.400%, 03/15/30 |  | 1600 | 1407642 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Heineken NV | Heineken NV |  |  |  |
|  | 2.875%, 08/04/25 | EUR | 3000 | $3401032 |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |  |  |  |
| #Ω | 4.850%, 12/01/29 |  | 1600 | 1511675 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 4.200%, 04/15/29 |  | 9427 | 8989442 |
|  | 3.050%, 02/15/30 |  | 600 | 535176 |
| Holding d'Infrastructures de <br> Transport SASU | Holding d'Infrastructures de <br> Transport SASU |  |  |  |
|  | 3.375%, 04/21/29 | EUR | 1800 | 2068470 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 2.950%, 06/15/29 |  | 800 | 761842 |
|  | 4.750%, 06/25/29 |  | 800 | 817270 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |  |
|  | 1.350%, 06/01/25 |  | 979 | 975926 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 4.000%, 06/15/25 |  | 2849 | 2844849 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 2.200%, 06/17/25 |  | 10859 | 10819536 |
|  | 4.000%, 04/15/29 |  | 400 | 387937 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 3.700%, 03/23/29 |  | 500 | 481571 |
| Huntington Bancshares, <br> Inc. | Huntington Bancshares, <br> Inc. |  |  |  |
|  | 4.000%, 05/15/25 |  | 2850 | 2848422 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |  |
|  | 5.250%, 06/30/29 |  | 5100 | 5116013 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 1610 | 1827377 |
| Illumina, Inc. | Illumina, Inc. |  |  |  |
|  | 5.800%, 12/12/25 |  | 3400 | 3422941 |
| Inmobiliaria Colonial <br> Socimi SA | Inmobiliaria Colonial <br> Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 900 | 1024584 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 3.700%, 07/29/25 |  | 1141 | 1138032 |
|  | 2.450%, 11/15/29 |  | 3400 | 3061989 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |  |
| (r) | 4.538%, 09/16/26 |  | 33290 | 33250052 |
| Inter-American <br> Development Bank, <br> SOFR + 0.270%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.270%, FRN |  |  |  |
| (r) | 4.639%, 03/20/28 |  | 11000 | 10982179 |
| Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |  |
| (r) | 4.657%, 04/12/27 |  | 1062 | 1062053 |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.727%, 10/04/27 |  | 60800 | 60826630 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| (r) | 4.727%, 10/05/28 |  | 40300 | $40318538 |
| Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN |  |  |  |
| (r) | 4.752%, 08/01/29 |  | 17000 | 17014162 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN |  |  |  |
| (r) | 4.638%, 06/15/27 |  | 19000 | 19006270 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |  |
| (r) | 4.793%, 02/23/27 |  | 29500 | 29521240 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |  |
| (r) | 4.747%, 01/12/27 |  | 16000 | 16031371 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.792%, 08/19/27 |  | 61638 | 61840789 |
| International Business <br> Machines Corp. | International Business <br> Machines Corp. |  |  |  |
|  | 4.000%, 07/27/25 |  | 4300 | 4292964 |
| International Finance <br> Corp., SOFR + 0.280%, <br> FRN | International Finance <br> Corp., SOFR + 0.280%, <br> FRN |  |  |  |
| (r) | 4.648%, 03/16/26 |  | 3810 | 3812019 |
| International Finance <br> Corp., SOFR + 0.310%, <br> FRN | International Finance <br> Corp., SOFR + 0.310%, <br> FRN |  |  |  |
| (r) | 4.670%, 08/28/28 |  | 27520 | 27523853 |
| International Finance <br> Corp., SOFR + 0.360%, <br> FRN | International Finance <br> Corp., SOFR + 0.360%, <br> FRN |  |  |  |
| #(r) | 4.728%, 08/28/29 |  | 8090 | 8085165 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 10120 | 12585487 |
| ISS Finance BV | ISS Finance BV |  |  |  |
|  | 1.250%, 07/07/25 | EUR | 9433 | 10661408 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 570 | 538056 |
| Japan Bank for <br> International Cooperation | Japan Bank for <br> International Cooperation |  |  |  |
|  | 0.625%, 07/15/25 |  | 13608 | 13500327 |
| Japan Government Five <br> Year Bonds | Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.005%, 06/20/26 | JPY | 1350000 | 9381452 |
|  | 0.005%, 09/20/26 | JPY | 2420000 | 16786317 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Japan Government Two <br> Year Bonds | Japan Government Two <br> Year Bonds |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 1280000 | $8933322 |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 4000 | 4201471 |
| John Deere Capital Corp., <br> SOFR + 0.440%, FRN | John Deere Capital Corp., <br> SOFR + 0.440%, FRN |  |  |  |
| (r) | 4.808%, 03/06/26 |  | 4600 | 4599639 |
| John Deere Capital Corp., <br> SOFR + 0.570%, FRN | John Deere Capital Corp., <br> SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.937%, 03/03/26 |  | 2100 | 2103654 |
| John Deere Capital Corp., <br> SOFR + 0.680%, FRN | John Deere Capital Corp., <br> SOFR + 0.680%, FRN |  |  |  |
| (r) | 5.057%, 07/15/27 |  | 1650 | 1653465 |
| John Deere Capital Corp., <br> SOFR + 0.790%, FRN | John Deere Capital Corp., <br> SOFR + 0.790%, FRN |  |  |  |
| (r) | 5.156%, 06/08/26 |  | 33997 | 34126189 |
| John Deere Financial, Inc. | John Deere Financial, Inc. |  |  |  |
|  | 2.310%, 06/20/25 | CAD | 5000 | 3623567 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 3.900%, 07/15/25 |  | 4700 | 4694623 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |  |
| (r) | 5.003%, 04/29/26 |  | 2100 | 2096902 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |  |
| (r) | 5.367%, 12/08/26 |  | 7700 | 7740395 |
| Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |  |
|  | 1.200%, 12/10/25 |  | 19528 | 19135643 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.249%, 03/15/27 |  | 15000 | 15037663 |
| KeyBank NA | KeyBank NA |  |  |  |
|  | 3.300%, 06/01/25 |  | 780 | 778711 |
|  | 4.150%, 08/08/25 |  | 4100 | 4092011 |
| KeyCorp | KeyCorp |  |  |  |
|  | 4.100%, 04/30/28 |  | 400 | 394414 |
|  | 2.550%, 10/01/29 |  | 2120 | 1923075 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
| # | 4.300%, 06/01/25 |  | 9160 | 9153423 |
|  | 5.100%, 08/01/29 |  | 292 | 296457 |
| Kommunalbanken AS | Kommunalbanken AS |  |  |  |
|  | 4.250%, 07/16/25 | AUD | 190 | 121723 |
| Kommunalbanken AS, <br> SOFR + 0.400%, FRN | Kommunalbanken AS, <br> SOFR + 0.400%, FRN |  |  |  |
| (r)Ω | 4.767%, 03/03/28 |  | 34000 | 34024020 |
| Kommunalbanken AS, <br> SOFR + 1.000%, FRN | Kommunalbanken AS, <br> SOFR + 1.000%, FRN |  |  |  |
| (r)Ω | 5.368%, 06/17/26 |  | 41500 | 41808980 |
| (r) | 5.368%, 06/17/26 |  | 5200 | 5238716 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |  |
| (r) | 5.377%, 07/15/26 |  | 8900 | $8965148 |
| Laboratory Corp. of <br> America Holdings | Laboratory Corp. of <br> America Holdings |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | 35396 |
| Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 4.500%, 09/19/28 |  | 400 | 395340 |
| Lennar Corp. | Lennar Corp. |  |  |  |
|  | 4.750%, 05/30/25 |  | 18642 | 18639240 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC |  |  |  |
|  | 4.450%, 05/08/25 |  | 4900 | 4899840 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. |  |  |  |
|  | 4.400%, 09/08/25 |  | 4068 | 4064693 |
| Macquarie Bank Ltd., 3M <br> Swap + 0.480%, FRN | Macquarie Bank Ltd., 3M <br> Swap + 0.480%, FRN |  |  |  |
| (r) | 4.590%, 12/09/25 | AUD | 500 | 320246 |
| Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN |  |  |  |
| (r)Ω | 5.298%, 07/02/27 |  | 7130 | 7160366 |
| Macquarie Bank Ltd., <br> SOFR + 1.200%, FRN | Macquarie Bank Ltd., <br> SOFR + 1.200%, FRN |  |  |  |
| (r)Ω | 5.567%, 12/07/26 |  | 1020 | 1027242 |
| Magna International, Inc. | Magna International, Inc. |  |  |  |
|  | 4.150%, 10/01/25 |  | 5000 | 4984524 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 4.700%, 05/01/25 |  | 12089 | 12089000 |
|  | 5.150%, 03/01/30 |  | 6100 | 6138747 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |  |
| (r) | 4.813%, 03/15/28 |  | 4140 | 4130480 |
| McDonald's Corp. | McDonald's Corp. |  |  |  |
|  | 3.375%, 05/26/25 |  | 837 | 836135 |
|  | 4.000%, 03/07/30 | EUR | 2400 | 2843446 |
| Medtronic Global Holdings <br> SCA | Medtronic Global Holdings <br> SCA |  |  |  |
| Δ | 0.000%, 10/15/25 | EUR | 12099 | 13555863 |
| Mercedes-Benz Finance <br> Canada, Inc. | Mercedes-Benz Finance <br> Canada, Inc. |  |  |  |
|  | 1.650%, 09/22/25 | CAD | 4000 | 2886348 |
| Mercedes-Benz Finance <br> North America LLC | Mercedes-Benz Finance <br> North America LLC |  |  |  |
| Ω | 3.300%, 05/19/25 |  | 2700 | 2698231 |
| Ω | 5.375%, 08/01/25 |  | 1740 | 1741805 |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.570%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.570%, FRN |  |  |  |
| (r)Ω | 4.952%, 08/01/25 |  | 20450 | 20454254 |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.630%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.630%, FRN |  |  |  |
| (r)Ω | 5.011%, 07/31/26 |  | 2500 | 2493327 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN | Mercedes-Benz Finance <br> North America LLC, <br> SOFR + 0.670%, FRN |  |  |  |
| (r)Ω | 5.047%, 01/09/26 |  | 5700 | $5700905 |
| Mitsubishi UFJ Financial <br> Group, Inc. | Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 1.412%, 07/17/25 |  | 1222 | 1213675 |
| Mizuho Financial Group, <br> Inc. | Mizuho Financial Group, <br> Inc. |  |  |  |
|  | 0.402%, 09/06/29 | EUR | 4000 | 4065692 |
| Mondelez International, <br> Inc. | Mondelez International, <br> Inc. |  |  |  |
|  | 1.500%, 05/04/25 |  | 338 | 337886 |
| Morgan Stanley | Morgan Stanley |  |  |  |
| # | 4.000%, 07/23/25 |  | 5100 | 5092609 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.549%, 10/30/26 |  | 1440 | 1448568 |
| Motability Operations <br> Group PLC | Motability Operations <br> Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 3000 | 3494731 |
|  | 4.000%, 01/17/30 | EUR | 800 | 943212 |
| MPLX LP | MPLX LP |  |  |  |
|  | 1.750%, 03/01/26 |  | 8782 | 8556059 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 2830 | 2905135 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.410%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.410%, FRN |  |  |  |
| (r) | 4.539%, 08/24/26 | AUD | 12980 | 8302119 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.845%, 02/25/27 | AUD | 800 | 513188 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.780%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.984%, 05/12/26 | AUD | 19921 | 12797788 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.850%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.850%, FRN |  |  |  |
| (r) | 5.024%, 11/16/26 | AUD | 38400 | 24696744 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.000%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.000%, FRN |  |  |  |
| (r) | 5.204%, 05/12/28 | AUD | 15340 | 9879198 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN |  |  |  |
| (r) | 5.325%, 11/25/27 | AUD | 9200 | 5960655 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.650%, <br> FRN |  |  |  |
| (r)Ω | 5.018%, 12/10/25 |  | 14390 | $14412195 |
| National Australia Bank <br> Ltd., SOFR + 0.760%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.760%, <br> FRN |  |  |  |
| (r)Ω | 5.121%, 05/13/25 |  | 2220 | 2220371 |
| National Australia Bank <br> Ltd., SOFR + 0.790%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.790%, <br> FRN |  |  |  |
| (r)Ω | 5.166%, 01/14/30 |  | 667 | 668424 |
| National Bank of Canada | National Bank of Canada |  |  |  |
|  | 5.296%, 11/03/25 | CAD | 21500 | 15778467 |
|  | 3.750%, 05/02/29 | EUR | 1400 | 1643277 |
| National Grid North <br> America, Inc. | National Grid North <br> America, Inc. |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 7708 | 8844393 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 3500 | 3580981 |
| National Rural Utilities <br> Cooperative Finance <br> Corp. | National Rural Utilities <br> Cooperative Finance <br> Corp. |  |  |  |
|  | 3.450%, 06/15/25 |  | 686 | 684790 |
|  | 5.150%, 06/15/29 |  | 472 | 484839 |
| National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.700%, <br> FRN | National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.700%, <br> FRN |  |  |  |
| (r) | 5.061%, 05/07/25 |  | 1392 | 1392067 |
| National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.800%, <br> FRN | National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.800%, <br> FRN |  |  |  |
| (r) | 5.160%, 02/05/27 |  | 16700 | 16697374 |
| National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.820%, <br> FRN | National Rural Utilities <br> Cooperative Finance <br> Corp., SOFR + 0.820%, <br> FRN |  |  |  |
| (r) | 5.189%, 09/16/27 |  | 7900 | 7891584 |
| Nationwide Building <br> Society | Nationwide Building <br> Society |  |  |  |
| Ω | 3.900%, 07/21/25 |  | 31371 | 31313533 |
|  | 0.250%, 07/22/25 | EUR | 5791 | 6529910 |
| #Ω | 1.000%, 08/28/25 |  | 3900 | 3848676 |
|  | 1.500%, 10/13/26 |  | 782 | 751250 |
| NBN Co. Ltd. | NBN Co. Ltd. |  |  |  |
|  | 4.125%, 03/15/29 | EUR | 5000 | 5953696 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |  |
|  | 3.500%, 07/20/27 | AUD | 3700 | 2360437 |
| Netflix, Inc. | Netflix, Inc. |  |  |  |
|  | 3.000%, 06/15/25 | EUR | 2900 | 3286022 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ω | 3.625%, 06/15/25 |  | 775 | $773430 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 2.800%, 10/01/29 |  | 400 | 376479 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 4.450%, 06/20/25 |  | 3327 | 3323815 |
|  | 5.749%, 09/01/25 |  | 7700 | 7724039 |
|  | 2.750%, 11/01/29 |  | 51 | 47232 |
| NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN | NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN |  |  |  |
| (r) | 5.143%, 01/29/26 |  | 19274 | 19283550 |
| NiSource, Inc. | NiSource, Inc. |  |  |  |
|  | 0.950%, 08/15/25 |  | 7100 | 7025924 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 5.099%, 07/03/25 |  | 833 | 833380 |
|  | 1.851%, 07/16/25 |  | 26055 | 25902408 |
|  | 1.653%, 07/14/26 |  | 13898 | 13413332 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
| Ω | 3.600%, 06/06/25 |  | 870 | 868870 |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.112%, 03/19/27 |  | 13438 | 13460006 |
| Nordic Investment Bank, <br> SOFR + 1.000%, FRN | Nordic Investment Bank, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.361%, 05/12/26 |  | 11000 | 11086426 |
| Norfina Ltd., 3M Swap + <br> 0.480%, FRN | Norfina Ltd., 3M Swap + <br> 0.480%, FRN |  |  |  |
| (r) | 4.594%, 09/15/26 | AUD | 7000 | 4469099 |
| Norfina Ltd., 3M Swap + <br> 0.780%, FRN | Norfina Ltd., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.676%, 01/25/27 | AUD | 13670 | 8752993 |
| Norfolk Southern Corp. | Norfolk Southern Corp. |  |  |  |
|  | 5.590%, 05/17/25 |  | 1500 | 1500661 |
| NRW Bank | NRW Bank |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 5600 | 3493960 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
| Ω | 4.239%, 07/25/25 |  | 4200 | 4196896 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 2.000%, 06/01/25 |  | 3186 | 3176240 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.375%, 01/10/30 | EUR | 8280 | 9424932 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 2.200%, 09/15/25 |  | 3160 | 3126852 |
|  | 4.400%, 10/15/29 |  | 366 | 360311 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1880 | 1917614 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 2.950%, 05/15/25 |  | 8583 | 8576894 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 4500 | 4621196 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 3000 | 3485415 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 5.650%, 05/15/25 |  | 11560 | $11555679 |
|  | 5.375%, 01/01/26 |  | 687 | 686931 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 4000 | 4506452 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp. | Penske Truck Leasing Co. <br> LP/PTL Finance Corp. |  |  |  |
| #Ω | 4.000%, 07/15/25 |  | 795 | 793364 |
| Ω | 4.450%, 01/29/26 |  | 3072 | 3062032 |
| Ω | 1.700%, 06/15/26 |  | 31500 | 30481277 |
| Ω | 5.250%, 07/01/29 |  | 200 | 203346 |
| PepsiCo, Inc., SOFR + <br> 0.400%, FRN | PepsiCo, Inc., SOFR + <br> 0.400%, FRN |  |  |  |
| (r) | 4.761%, 02/13/26 |  | 6383 | 6392650 |
| Pfizer Investment <br> Enterprises Pte. Ltd. | Pfizer Investment <br> Enterprises Pte. Ltd. |  |  |  |
|  | 4.650%, 05/19/25 |  | 1110 | 1110005 |
| Philip Morris International, <br> Inc. | Philip Morris International, <br> Inc. |  |  |  |
|  | 1.500%, 05/01/25 |  | 1286 | 1286000 |
|  | 3.375%, 08/11/25 |  | 9400 | 9363065 |
|  | 4.875%, 02/13/29 |  | 500 | 508049 |
| Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN | Philip Morris International, <br> Inc., SOFR + 0.830%, <br> FRN |  |  |  |
| (r) | 5.213%, 04/28/28 |  | 10000 | 10008040 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 3.150%, 12/15/29 |  | 300 | 280798 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 3.550%, 12/15/29 |  | 400 | 378421 |
| PNC Bank NA | PNC Bank NA |  |  |  |
|  | 3.250%, 06/01/25 |  | 5488 | 5480721 |
| Principal Financial Group, <br> Inc. | Principal Financial Group, <br> Inc. |  |  |  |
|  | 3.400%, 05/15/25 |  | 11430 | 11422741 |
|  | 3.700%, 05/15/29 |  | 200 | 193736 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 440 | 513491 |
| Prologis International <br> Funding II SA | Prologis International <br> Funding II SA |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 620 | 717595 |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |  |
|  | 2.850%, 06/18/25 | CAD | 1000 | 725504 |
| Province of Manitoba | Province of Manitoba |  |  |  |
|  | 2.450%, 06/02/25 | CAD | 1000 | 725214 |
| Province of Ontario | Province of Ontario |  |  |  |
|  | 2.600%, 06/02/25 | CAD | 30600 | 22193768 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 2.600%, 07/06/25 | CAD | 9100 | 6600833 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Public Service Enterprise <br> Group, Inc. | Public Service Enterprise <br> Group, Inc. |  |  |  |
|  | 0.800%, 08/15/25 |  | 2400 | $2372907 |
| Public Storage Operating <br> Co., SOFR + 0.600%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.600%, <br> FRN |  |  |  |
| (r) | 4.981%, 07/25/25 |  | 3700 | 3702257 |
| Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |  |
| (r) | 5.077%, 04/16/27 |  | 13400 | 13323802 |
| PVH Corp. | PVH Corp. |  |  |  |
| # | 4.625%, 07/10/25 |  | 36464 | 36479364 |
| QUALCOMM, Inc. | QUALCOMM, Inc. |  |  |  |
|  | 3.450%, 05/20/25 |  | 178 | 177886 |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 5130 | 5295685 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 2100 | 2392632 |
|  | 4.875%, 10/02/29 | EUR | 2700 | 3254783 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 1.875%, 01/14/27 | GBP | 2000 | 2531849 |
|  | 4.700%, 12/15/28 |  | 400 | 403781 |
| Reckitt Benckiser Treasury <br> Services PLC | Reckitt Benckiser Treasury <br> Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 4000 | 4682325 |
| Reinsurance Group of <br> America, Inc. | Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.900%, 05/15/29 |  | 200 | 195146 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 3.300%, 09/15/29 |  | 520 | 490129 |
| Reynolds American, Inc. | Reynolds American, Inc. |  |  |  |
|  | 4.450%, 06/12/25 |  | 7736 | 7731770 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 5.101%, 11/13/26 |  | 10410 | 10424557 |
| Rogers Communications, <br> Inc. | Rogers Communications, <br> Inc. |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 3700 | 2637719 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 1.150%, 06/10/25 |  | 1000 | 996090 |
| # | 0.875%, 01/20/26 |  | 16224 | 15839789 |
| Royal Bank of Canada, <br> SOFR + 0.570%, FRN | Royal Bank of Canada, <br> SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.952%, 04/27/26 |  | 8500 | 8512053 |
| Royal Bank of Canada, <br> SOFR + 0.950%, FRN | Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |  |
| (r) | 5.328%, 01/19/27 |  | 3700 | 3711338 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 1.200%, 09/02/25 |  | 10662 | 10527850 |
|  | 5.150%, 09/02/29 |  | 5400 | 5456208 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 3.950%, 08/16/25 |  | 400 | 399015 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 4.625%, 06/01/25 |  | 5636 | $5630676 |
|  | 3.350%, 09/01/25 |  | 2626 | 2612892 |
|  | 4.300%, 06/15/27 |  | 283 | 281435 |
|  | 4.950%, 09/01/29 |  | 200 | 201585 |
| Sandoz Finance BV | Sandoz Finance BV |  |  |  |
|  | 3.250%, 09/12/29 | EUR | 2000 | 2290143 |
|  | 4.220%, 04/17/30 | EUR | 3400 | 4029147 |
| Santander Holdings USA, <br> Inc. | Santander Holdings USA, <br> Inc. |  |  |  |
|  | 3.450%, 06/02/25 |  | 5800 | 5789658 |
|  | 4.500%, 07/17/25 |  | 1160 | 1158142 |
| Securitas Treasury Ireland <br> DAC | Securitas Treasury Ireland <br> DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 6848 | 8034992 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 11640 | 12049714 |
| Shell International Finance <br> BV | Shell International Finance <br> BV |  |  |  |
|  | 1.875%, 09/15/25 | EUR | 4500 | 5088544 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
| # | 3.500%, 09/01/25 |  | 11400 | 11354460 |
|  | 2.450%, 09/13/29 |  | 400 | 368371 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 3350 | 3824719 |
| Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.890%, FRN | Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.890%, FRN |  |  |  |
| (r)Ω | 5.257%, 03/05/27 |  | 10000 | 10026589 |
| Sky Ltd. | Sky Ltd. |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 2100 | 2375739 |
| Snam SpA | Snam SpA |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 530 | 627691 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| #Ω | 1.375%, 07/08/25 |  | 6600 | 6556251 |
| #Ω | 4.000%, 01/12/27 |  | 4000 | 3954850 |
|  | 0.875%, 09/24/29 | EUR | 4100 | 4190599 |
| Southwestern Electric <br> Power Co. | Southwestern Electric <br> Power Co. |  |  |  |
|  | 1.650%, 03/15/26 |  | 21360 | 20827219 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 5.020%, 10/22/27 |  | 5320 | 5300316 |
| State Street Corp., SOFR <br> + 0.845%, FRN | State Street Corp., SOFR <br> + 0.845%, FRN |  |  |  |
| (r) | 5.207%, 08/03/26 |  | 18500 | 18498981 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 2.400%, 06/15/25 |  | 3400 | 3389006 |
| Stockland Trust | Stockland Trust |  |  |  |
|  | 1.625%, 04/27/26 | EUR | 1250 | 1396888 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 980 | 1151493 |
| Stryker Corp. | Stryker Corp. |  |  |  |
|  | 1.150%, 06/15/25 |  | 5009 | 4986488 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Sumitomo Mitsui Financial <br> Group, Inc. | Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 1.546%, 06/15/26 | EUR | 680 | $762657 |
| Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN | Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.170%, FRN |  |  |  |
| (r) | 5.547%, 07/09/29 |  | 2300 | 2314957 |
| Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.300%, FRN | Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 1.300%, FRN |  |  |  |
| (r) | 5.677%, 07/13/26 |  | 890 | 897157 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.120%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.120%, FRN |  |  |  |
| (r)Ω | 5.486%, 03/09/26 |  | 10000 | 10031292 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.150%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 1.150%, FRN |  |  |  |
| (r)Ω | 5.518%, 09/14/26 |  | 6000 | 6037822 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.600%, 11/17/25 | CAD | 3800 | 2791619 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.362%, 08/03/26 |  | 28980 | 29234676 |
| (r) | 5.361%, 05/05/27 |  | 28500 | 28854747 |
| Svenska Handelsbanken <br> AB, SOFR + 0.910%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 0.910%, <br> FRN |  |  |  |
| #(r)Ω | 5.277%, 06/10/25 |  | 7750 | 7754294 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |  |
| (r)Ω | 5.619%, 06/15/26 |  | 22350 | 22485998 |
| #(r) | 5.619%, 06/15/26 |  | 13000 | 13079104 |
| Synchrony Financial | Synchrony Financial |  |  |  |
|  | 4.875%, 06/13/25 |  | 7310 | 7304447 |
|  | 4.500%, 07/23/25 |  | 24850 | 24811417 |
|  | 5.150%, 03/19/29 |  | 5300 | 5240571 |
| Thomson Reuters Corp. | Thomson Reuters Corp. |  |  |  |
|  | 2.239%, 05/14/25 | CAD | 3600 | 2610823 |
| Tikehau Capital SCA | Tikehau Capital SCA |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 4500 | 5682308 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.200%, 10/01/29 |  | 156 | 154094 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
| # | 1.200%, 06/03/26 |  | 31440 | 30419028 |
| Toronto-Dominion Bank, <br> SOFR + 0.590%, FRN | Toronto-Dominion Bank, <br> SOFR + 0.590%, FRN |  |  |  |
| (r) | 4.958%, 09/10/26 |  | 3995 | 3988129 |
| Toronto-Dominion Bank, <br> SOFR + 0.730%, FRN | Toronto-Dominion Bank, <br> SOFR + 0.730%, FRN |  |  |  |
| (r) | 5.107%, 04/05/27 |  | 9000 | 8961055 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Toronto-Dominion Bank, <br> SOFR + 1.080%, FRN | Toronto-Dominion Bank, <br> SOFR + 1.080%, FRN |  |  |  |
| (r) | 5.457%, 07/17/26 |  | 7205 | $7242528 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 4.650%, 01/05/29 |  | 400 | 404233 |
|  | 4.950%, 01/09/30 |  | 400 | 408331 |
| Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN | Toyota Motor Credit Corp., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 5.022%, 03/19/27 |  | 11400 | 11400105 |
| Toyota Motor Credit Corp., <br> SOFR + 0.890%, FRN | Toyota Motor Credit Corp., <br> SOFR + 0.890%, FRN |  |  |  |
| (r) | 5.254%, 05/18/26 |  | 14372 | 14416417 |
| TransCanada PipeLines <br> Ltd. | TransCanada PipeLines <br> Ltd. |  |  |  |
|  | 3.300%, 07/17/25 | CAD | 12700 | 9212613 |
| Traton Finance <br> Luxembourg SA | Traton Finance <br> Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 6300 | 7232943 |
| Truist Financial Corp. | Truist Financial Corp. |  |  |  |
|  | 3.700%, 06/05/25 |  | 12239 | 12225603 |
|  | 1.200%, 08/05/25 |  | 900 | 891847 |
| UBS AG | UBS AG |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 5320 | 5904590 |
| UBS Group AG | UBS Group AG |  |  |  |
| Ω | 4.125%, 09/24/25 |  | 17000 | 16954391 |
| # | 4.125%, 09/24/25 |  | 21000 | 20943660 |
|  | 4.125%, 04/15/26 |  | 4000 | 3987356 |
| Ω | 4.125%, 04/15/26 |  | 2700 | 2691465 |
| United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.849%, 02/24/27 | AUD | 500 | 320567 |
| (r) | 4.723%, 04/16/27 | AUD | 2000 | 1281831 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 3.875%, 12/15/28 |  | 155 | 153195 |
|  | 4.250%, 01/15/29 |  | 250 | 249965 |
|  | 2.875%, 08/15/29 |  | 400 | 378695 |
| UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN | UnitedHealth Group, Inc., <br> SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.876%, 07/15/26 |  | 5172 | 5166320 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 3918 | 3862359 |
| Var Energi ASA | Var Energi ASA |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1110 | 1347519 |
| Verizon Communications, <br> Inc. | Verizon Communications, <br> Inc. |  |  |  |
|  | 3.875%, 02/08/29 |  | 500 | 491849 |
| Viatris, Inc. | Viatris, Inc. |  |  |  |
|  | 1.650%, 06/22/25 |  | 5800 | 5764253 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 3500 | 3502660 |
| Virginia Electric & Power <br> Co. | Virginia Electric & Power <br> Co. |  |  |  |
|  | 3.100%, 05/15/25 |  | 964 | 963297 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Volkswagen Group of <br> America Finance LLC | Volkswagen Group of <br> America Finance LLC |  |  |  |
| Ω | 3.350%, 05/13/25 |  | 1000 | $999532 |
| Ω | 3.950%, 06/06/25 |  | 1273 | 1271236 |
| Ω | 4.950%, 08/15/29 |  | 4400 | 4364959 |
| # | 4.950%, 08/15/29 |  | 5000 | 4960180 |
| Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.930%, FRN | Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.930%, FRN |  |  |  |
| (r)Ω | 5.298%, 09/12/25 |  | 2000 | 2002344 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 02/08/29 | EUR | 800 | 920816 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.812%, 04/28/27 |  | 5600 | 5608344 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |  |
|  | 2.000%, 06/01/29 |  | 400 | 366588 |
| WEA Finance LLC | WEA Finance LLC |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 1700 | 1664293 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 1.625%, 06/02/25 | EUR | 1000 | 1131956 |
|  | 2.000%, 07/28/25 | GBP | 1197 | 1581485 |
| Wells Fargo Bank NA, <br> SOFR + 1.060%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.060%, FRN |  |  |  |
| (r) | 5.421%, 08/07/26 |  | 1310 | 1314558 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.439%, 12/11/26 |  | 8360 | 8407652 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 4.000%, 06/01/25 |  | 7100 | 7096061 |
| Wendel SE | Wendel SE |  |  |  |
|  | 1.375%, 04/26/26 | EUR | 2000 | 2242328 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 55086 | 53381769 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4169 | 4431265 |
| Westpac Banking Corp. | Westpac Banking Corp. |  |  |  |
|  | 4.125%, 06/04/26 | AUD | 1500 | 962161 |
| Westpac Banking Corp., <br> 3M Swap + 0.700%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.700%, <br> FRN |  |  |  |
| (r) | 4.596%, 01/25/27 | AUD | 27500 | 17633273 |
| Westpac Banking Corp., <br> 3M Swap + 0.750%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.750%, <br> FRN |  |  |  |
| (r) | 4.924%, 02/16/26 | AUD | 9000 | 5778038 |
| (r) | 4.953%, 08/10/26 | AUD | 39700 | 25499773 |
| Westpac Banking Corp., <br> 3M Swap + 0.800%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.800%, <br> FRN |  |  |  |
| (r) | 4.994%, 08/11/25 | AUD | 8000 | 5130141 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Westpac Banking Corp., <br> 3M Swap + 0.820%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.820%, <br> FRN |  |  |  |
| (r) | 4.934%, 12/15/26 | AUD | 10000 | $6427729 |
| Westpac Banking Corp., <br> 3M Swap + 0.930%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.930%, <br> FRN |  |  |  |
| (r) | 5.045%, 09/19/28 | AUD | 7300 | 4693130 |
| Westpac Banking Corp., <br> 3M Swap + 0.980%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 0.980%, <br> FRN |  |  |  |
| (r) | 5.154%, 02/16/28 | AUD | 39300 | 25319880 |
| Westpac Banking Corp., <br> 3M Swap + 1.050%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 1.050%, <br> FRN |  |  |  |
| (r) | 5.197%, 05/20/27 | AUD | 800 | 516073 |
| Westpac Banking Corp., <br> 3M Swap + 1.230%, <br> FRN | Westpac Banking Corp., <br> 3M Swap + 1.230%, <br> FRN |  |  |  |
| (r) | 5.424%, 11/11/27 | AUD | 15200 | 9850765 |
| Whirlpool Corp. | Whirlpool Corp. |  |  |  |
|  | 3.700%, 05/01/25 |  | 380 | 380000 |
| # | 4.750%, 02/26/29 |  | 130 | 123220 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 4.000%, 09/15/25 |  | 2000 | 1993260 |
|  | 4.800%, 11/15/29 |  | 260 | 261672 |
| Wisconsin Power & Light <br> Co. | Wisconsin Power & Light <br> Co. |  |  |  |
|  | 3.000%, 07/01/29 |  | 2795 | 2632069 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 3.850%, 07/15/29 |  | 5900 | 5706714 |
| TOTAL BONDS | TOTAL BONDS |  |  | 3948753029 |
| U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) | U.S. TREASURY OBLIGATIONS — (5.9%) |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |  |
| (r) | 4.415%, 10/31/25 |  | 136400 | 136447404 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |  |
| (r) | 4.490%, 01/31/26 |  | 194500 | 194726865 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  |  | 331174269 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value** |
| COMMERCIAL PAPER — (19.2%) | COMMERCIAL PAPER — (19.2%) | COMMERCIAL PAPER — (19.2%) | COMMERCIAL PAPER — (19.2%) |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
| Ω | 4.739%, 05/20/25 | 30000 | 29922747 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value** |
|  |  | **(000)** |  |
| AES Corp. | AES Corp. |  |  |
| Ω | 4.960%, 05/09/25 | 17000 | $16979369 |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |
| Ω | 4.782%, 05/19/25 | 1500 | 1496226 |
| American Electric Power <br> Co., Inc. | American Electric Power <br> Co., Inc. |  |  |
| Ω | 4.645%, 05/05/25 | 20000 | 19987274 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |
|  | 4.844%, 06/24/25 | 18500 | 18366783 |
|  | 4.886%, 07/11/25 | 16000 | 15848896 |
| Amphenol Corp. | Amphenol Corp. |  |  |
| Ω | 4.531%, 05/07/25 | 3500 | 3496931 |
| Aon Corp. | Aon Corp. |  |  |
| Ω | 4.650%, 05/19/25 | 35000 | 34915548 |
| Ω | 4.653%, 07/09/25 | 20400 | 20217402 |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |
| Ω | 4.813%, 05/07/25 | 15000 | 14986612 |
| Ω | 4.752%, 08/25/25 | 1500 | 1477431 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.901%, 05/14/25 | 4500 | 4491878 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |
| Ω | 4.596%, 06/26/25 | 25000 | 24823577 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |
| Ω | 4.829%, 06/24/25 | 9500 | 9432172 |
| Canadian National Railway <br> Co. | Canadian National Railway <br> Co. |  |  |
| Ω | 4.649%, 05/21/25 | 15000 | 14961219 |
| Canadian Natural <br> Resources Ltd. | Canadian Natural <br> Resources Ltd. |  |  |
| Ω | 5.135%, 05/07/25 | 8000 | 7992642 |
| Ω | 5.241%, 05/13/25 | 18000 | 17969222 |
| Canadian Pacific Railway <br> Co. | Canadian Pacific Railway <br> Co. |  |  |
| Ω | 4.654%, 05/30/25 | 4920 | 4900853 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |
| Ω | 4.988%, 05/09/25 | 31500 | 31462915 |
| Ω | 5.151%, 05/29/25 | 5000 | 4980433 |
| Constellation Brands, Inc. | Constellation Brands, Inc. |  |  |
| Ω | 4.901%, 05/02/25 | 20000 | 19994688 |
| Ω | 4.945%, 05/13/25 | 11500 | 11479970 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.852%, 07/24/25 | 6000 | 5933866 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 4.982%, 05/07/25 | 3000 | 2997171 |
| Ω | 5.115%, 06/04/25 | 25000 | 24878675 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.449%, 05/15/25 | 29000 | 28947716 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.481%, 07/18/25 | 10000 | 9904964 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 4.798%, 06/06/25 | 10000 | 9951694 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value** |
|  |  | **(000)** |  |
|  | 4.761%, 06/16/25 | 10000 | $9938656 |
| eBay, Inc. | eBay, Inc. |  |  |
| Ω | 4.699%, 06/23/25 | 9500 | 9433680 |
| EIDP, Inc. | EIDP, Inc. |  |  |
| Ω | 4.614%, 06/23/25 | 23000 | 22841231 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.806%, 05/20/25 | 14000 | 13963949 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.690%, 06/25/25 | 20250 | 20103127 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.438%, 05/22/25 | 40000 | 39894108 |
| Eversource Energy | Eversource Energy |  |  |
| Ω | 4.890%, 05/22/25 | 12000 | 11965951 |
| Ω | 4.911%, 05/29/25 | 20000 | 19922440 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 4.612%, 07/10/25 | 1150 | 1139647 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 15341 | 15137675 |
| Intesa Sanpaolo <br> Funding LLC | Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.869%, 07/14/25 | 10000 | 9900521 |
| Jabil, Inc. | Jabil, Inc. |  |  |
| Ω | 5.021%, 05/02/25 | 24500 | 24493003 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |  |  |
| Ω | 4.802%, 06/03/25 | 23000 | 22898775 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.681%, 05/19/25 | 14000 | 13966218 |
| Ω | 4.510%, 05/06/25 | 4250 | 4246753 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.447%, 05/13/25 | 12000 | 11981269 |
| Ω | 4.453%, 06/16/25 | 10000 | 9943339 |
| Ω | 4.485%, 06/18/25 | 8500 | 8449789 |
| Ω | 4.503%, 07/21/25 | 5000 | 4950572 |
| Magna International, Inc. | Magna International, Inc. |  |  |
| Ω | 4.674%, 07/03/25 | 18000 | 17851158 |
| Ω | 4.871%, 07/24/25 | 1500 | 1483502 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.797%, 05/21/25 | 10000 | 9972358 |
| Mosaic Co. | Mosaic Co. |  |  |
| Ω | 4.700%, 05/06/25 | 17655 | 17641443 |
| Ω | 4.834%, 05/15/25 | 13000 | 12974897 |
| Ω | 4.896%, 06/24/25 | 6000 | 5957161 |
| MUFG Bank Ltd. | MUFG Bank Ltd. |  |  |
|  | 4.537%, 05/15/25 | 20000 | 19964010 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.741%, 06/10/25 | 19000 | 18898947 |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 4.783%, 05/21/25 | 2750 | 2742504 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.595%, 05/07/25 | 12900 | 12888487 |
| Ω | 4.667%, 06/06/25 | 4500 | 4478448 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value** |
|  |  | **(000)** |  |
| Philip Morris International, <br> Inc. | Philip Morris International, <br> Inc. |  |  |
| Ω | 4.454%, 05/07/25 | 5000 | $4995771 |
| Ω | 4.456%, 05/12/25 | 10500 | 10484768 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.410%, 05/05/25 | 5000 | 4997002 |
| RTX Corp. | RTX Corp. |  |  |
| Ω | 4.834%, 05/21/25 | 10000 | 9971960 |
| Ω | 4.792%, 05/28/25 | 15000 | 14945355 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.911%, 06/24/25 | 11500 | 11418478 |
| Ω | 4.856%, 06/25/25 | 12000 | 11913386 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.616%, 06/26/25 | 30000 | 29785539 |
| Ω | 4.615%, 07/03/25 | 8000 | 7935261 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 4.705%, 07/11/25 | 2000 | 1981344 |
| Ω | 4.822%, 06/05/25 | 8000 | 7962640 |
| Ω | 4.861%, 07/07/25 | 6000 | 5947156 |
| Ω | 5.060%, 06/09/25 | 1250 | 1243514 |
| Ω | 5.062%, 06/11/25 | 15285 | 15201723 |
| Ω | 5.064%, 06/18/25 | 7750 | 7700766 |
| Tyco Electronics Group SA | Tyco Electronics Group SA |  |  |
| Ω | 4.671%, 05/06/25 | 37750 | 37721147 |
| Ω | 4.733%, 05/07/25 | 13300 | 13288130 |
| Ω | 4.701%, 05/08/25 | 5000 | 4994896 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.666%, 05/27/25 | 15000 | 14947579 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| Ω | 4.477%, 06/18/25 | 38265 | 38036876 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |
| Ω | 4.787%, 05/21/25 | 10000 | 9972976 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,078,386,452) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $1,078,386,452) |  | 1078268759 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | <br>**Face**<br> **Amount**<br>| **Value** |
| FOREIGN SOVEREIGN OBLIGATIONS — (3.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (3.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (3.6%) | FOREIGN SOVEREIGN OBLIGATIONS — (3.6%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |
| ∞ | 2.139%, 05/08/25 | 61000 | $46681837 |
| ∞ | 2.314%, 05/16/25 | 81100 | 62030423 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 3.104%, 05/07/25 | 15100 | 10947445 |
| ∞ | 2.923%, 05/14/25 | 17000 | 12318649 |
| ∞ | 2.694%, 07/30/25 | 43000 | 30981459 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |
| ∞ | 3.650%, 05/02/25 | 8000 | 5802118 |
| ∞ | 3.013%, 05/09/25 | 15400 | 11163269 |
| ∞ | 2.826%, 05/16/25 | 31000 | 22459822 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  | 202385022 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $5,544,694,556) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $5,544,694,556) |  | 5560581079 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 4248556 | 49134555 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $5,593,833,130) | (Cost $5,593,833,130) |  | $5609715634 |

---

As of April 30, 2025, DFA Short-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 25088367 | USD | 17503165 | State Street Bank and Trust | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; $698917 |
| CAD | 28520584 | USD | 20445065 | Citibank, N.A. | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; 249227 |
| CAD | 28958879 | USD | 20526545 | Citibank, N.A. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 490987 |
| CAD | 18147994 | USD | 12626779 | State Street Bank and Trust | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 544521 |
| USD | 34806073 | EUR | 30665438 | State Street Bank and Trust | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47808 |
| SGD | 74416166 | USD | 55457846 | Bank of America Corp. | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1568964 |
| CAD | 44934705 | USD | 32459786 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 168717 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 12359047 | USD | 8788246 | HSBC Bank | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; $186047 |
| CAD | 3604051 | USD | 2523113 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 93901 |
| CAD | 25836686 | USD | 18648440 | Societe Generale | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 136137 |
| EUR | 824237 | USD | 936063 | HSBC Bank | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 136 |
| USD | 15044281 | JPY | 2131826667 | Societe Generale | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 57041 |
| EUR | 8121052 | USD | 8923258 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300943 |
| USD | 8846973 | EUR | 7755774 | HSBC Bank | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 35988 |
| USD | 33687873 | EUR | 29529994 | Royal Bank of Canada | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 140175 |
| USD | 8920695 | EUR | 7828059 | State Street Bank and Trust | 07/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17395 |
| USD | 37942893 | EUR | 33095322 | State Street Bank and Trust | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 263662 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$5000566** |
| USD | 6704500 | CAD | 9466091 | Bank of America Corp. | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(163327)<br>|
| CAD | 43906379 | USD | 31868402 | Citibank, N.A. | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (13498)<br>|
| USD | 66400726 | CAD | 94159155 | State Street Bank and Trust | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1913513)<br>|
| USD | 63684720 | CAD | 89912189 | Australia and New Zealand Bank | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1554797)<br>|
| USD | 73307777 | SGD | 97268864 | Bank of America Corp. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1181373)<br>|
| USD | 30611034 | CAD | 43557145 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (996807)<br>|
| USD | 27513820 | CAD | 39025080 | Royal Bank of Canada | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (809476)<br>|
| USD | 57758205 | CAD | 82474847 | UBS AG | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2099699)<br>|
| USD | 32835242 | EUR | 31655956 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3045742)<br>|
| USD | 28272279 | SGD | 37816718 | Royal Bank of Canada | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (707537)<br>|
| USD | 60318682 | SGD | 80602606 | State Street Bank and Trust | 05/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1448938)<br>|
| USD | 68421548 | CAD | 96878214 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1924772)<br>|
| USD | 19411194 | JPY | 2888710778 | Societe Generale | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (840157)<br>|
| USD | 64129830 | CAD | 88687483 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (350452)<br>|
| USD | 20733512 | EUR | 19057752 | Bank of America Corp. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (913010)<br>|
| USD | 20794658 | EUR | 19163690 | Royal Bank of Canada | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (972192)<br>|
| EUR | 5323680 | USD | 6054019 | Royal Bank of Canada | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7180)<br>|
| USD | 53159249 | EUR | 48523551 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1955652)<br>|
| EUR | 4477413 | USD | 5101260 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (15643)<br>|
| USD | 51942707 | CAD | 72031908 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (438900)<br>|
| USD | 9198116 | GBP | 7098431 | State Street Bank and Trust | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (263735)<br>|
| USD | 3750764 | GBP | 2899864 | Citibank, N.A. | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (114728)<br>|
| USD | 52901973 | EUR | 48629844 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2382911)<br>|
| USD | 37742976 | EUR | 34805281 | Royal Bank of Canada | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1827960)<br>|
| USD | 15788411 | EUR | 14498629 | State Street Bank and Trust | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (695419)<br>|
| USD | 43008626 | EUR | 38619791 | State Street Bank and Trust | 07/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (915872)<br>|
| USD | 87537732 | AUD | 141391852 | Bank of America Corp. | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3103023)<br>|
| USD | 77141098 | AUD | 121239165 | Societe Generale | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (585446)<br>|
| USD | 86794003 | AUD | 135870493 | Australia and New Zealand Bank | 07/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (325840)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(31567599)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(26567033)**<br>|

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $1,695,047,214 or 30.3% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $3948753029 | &nbsp;&nbsp; — | &nbsp;&nbsp; $3948753029 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 331174269 | &nbsp;&nbsp; — | &nbsp;&nbsp; 331174269 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 1078268759 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1078268759 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 202385022 | &nbsp;&nbsp; — | &nbsp;&nbsp; 202385022 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 49134555 | &nbsp;&nbsp; — | &nbsp;&nbsp; 49134555 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $5609715634 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5609715634 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 5000566 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5000566 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (31567599) | &nbsp;&nbsp; — | &nbsp;&nbsp; (31567599) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(26567033) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(26567033) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Intermediate-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| Federal National Mortgage <br> Association | Federal National Mortgage <br> Association |  |  |
|  | 0.375%, 08/25/25 | 5750 | $5679334 |
| BONDS — (93.4%) | BONDS — (93.4%) | BONDS — (93.4%) | BONDS — (93.4%) |
| 3M Co. | 3M Co. |  |  |
|  | 2.375%, 08/26/29 | 2000 | 1841530 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |
| Ω | 1.800%, 02/10/31 | 5000 | 4158099 |
| Ω | 2.500%, 02/10/41 | 5454 | 3542180 |
| Abbott Laboratories | Abbott Laboratories |  |  |
| # | 4.750%, 04/15/43 | 5000 | 4674701 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |
|  | 4.800%, 03/15/29 | 1600 | 1631733 |
|  | 4.050%, 11/21/39 | 3000 | 2598907 |
|  | 4.400%, 11/06/42 | 7200 | 6267435 |
|  | 5.350%, 03/15/44 | 400 | 386880 |
| Accenture Capital, Inc. | Accenture Capital, Inc. |  |  |
|  | 4.050%, 10/04/29 | 1100 | 1092951 |
|  | 4.500%, 10/04/34 | 3000 | 2891495 |
| AEP Texas, Inc. | AEP Texas, Inc. |  |  |
|  | 5.700%, 05/15/34 | 400 | 402425 |
| AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |
|  | 3.400%, 10/29/33 | 4000 | 3438526 |
|  | 3.850%, 10/29/41 | 2800 | 2164684 |
| Aetna, Inc. | Aetna, Inc. |  |  |
|  | 6.750%, 12/15/37 | 1000 | 1067414 |
| Affiliated Managers Group, <br> Inc. | Affiliated Managers Group, <br> Inc. |  |  |
|  | 3.300%, 06/15/30 | 5200 | 4848829 |
|  | 5.500%, 08/20/34 | 2800 | 2727312 |
| Aflac, Inc. | Aflac, Inc. |  |  |
|  | 6.450%, 08/15/40 | 2300 | 2473395 |
| AGCO Corp. | AGCO Corp. |  |  |
|  | 5.800%, 03/21/34 | 4660 | 4628910 |
| Aker BP ASA | Aker BP ASA |  |  |
| Ω | 4.000%, 01/15/31 | 1000 | 932320 |
| Ω | 6.000%, 06/13/33 | 10000 | 10041578 |
| Alabama Power Co. | Alabama Power Co. |  |  |
|  | 5.500%, 03/15/41 | 1500 | 1465127 |
|  | 3.850%, 12/01/42 | 650 | 514781 |
| Albemarle Corp. | Albemarle Corp. |  |  |
| # | 5.050%, 06/01/32 | 1200 | 1104925 |
| Alimentation Couche-Tard, <br> Inc. | Alimentation Couche-Tard, <br> Inc. |  |  |
| Ω | 3.439%, 05/13/41 | 4450 | 3269408 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allegion PLC | Allegion PLC |  |  |  |
|  | 3.500%, 10/01/29 |  | 3800 | $3607685 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.350%, 06/01/33 |  | 1900 | 1931811 |
|  | 4.500%, 06/15/43 |  | 4470 | 3767201 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 3849 | 4262385 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
| # | 3.400%, 05/06/30 |  | 2100 | 1974803 |
|  | 2.450%, 02/04/32 |  | 6600 | 5595802 |
|  | 4.500%, 05/02/43 |  | 900 | 726869 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 3.875%, 08/22/37 |  | 5000 | 4505425 |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |  |
|  | 2.630%, 06/19/30 |  | 375 | 336951 |
| Amdocs Ltd. | Amdocs Ltd. |  |  |  |
|  | 2.538%, 06/15/30 |  | 1600 | 1422287 |
| American Electric Power <br> Co., Inc. | American Electric Power <br> Co., Inc. |  |  |  |
|  | 5.625%, 03/01/33 |  | 400 | 409879 |
| American Express Co. | American Express Co. |  |  |  |
|  | 8.150%, 03/19/38 |  | 2000 | 2472160 |
|  | 4.050%, 12/03/42 |  | 6000 | 4997331 |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |  |
|  | 5.050%, 07/10/31 |  | 1500 | 1523140 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 5.650%, 03/15/33 |  | 400 | 413274 |
|  | 5.550%, 07/15/33 |  | 400 | 409334 |
| American Water Capital <br> Corp. | American Water Capital <br> Corp. |  |  |  |
|  | 4.300%, 12/01/42 |  | 3176 | 2677324 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 5.700%, 12/15/28 |  | 310 | 324639 |
| Amgen, Inc. | Amgen, Inc. |  |  |  |
|  | 2.300%, 02/25/31 |  | 3413 | 3002742 |
|  | 4.950%, 10/01/41 |  | 1200 | 1090299 |
| Analog Devices, Inc. | Analog Devices, Inc. |  |  |  |
|  | 2.800%, 10/01/41 |  | 1500 | 1080834 |
| Anheuser-Busch InBev <br> Worldwide, Inc. | Anheuser-Busch InBev <br> Worldwide, Inc. |  |  |  |
|  | 5.450%, 01/23/39 |  | 4695 | 4757469 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 1100 | 1146521 |
| Appalachian Power Co. | Appalachian Power Co. |  |  |  |
|  | 5.650%, 04/01/34 |  | 400 | 405584 |
|  | 7.000%, 04/01/38 |  | 5200 | 5793770 |
| Apple, Inc. | Apple, Inc. |  |  |  |
|  | 3.350%, 02/09/27 |  | 6000 | 5949202 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.200%, 09/11/29 |  | 5000 | $4649953 |
|  | 2.375%, 02/08/41 |  | 7000 | 4848339 |
|  | 3.850%, 05/04/43 |  | 5500 | 4559886 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 6.800%, 11/29/32 |  | 5000 | 5383377 |
| Arizona Public Service Co. | Arizona Public Service Co. |  |  |  |
|  | 2.200%, 12/15/31 |  | 7500 | 6344558 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.875%, 04/10/34 |  | 5000 | 5026585 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 2.450%, 08/12/31 |  | 2000 | 1700018 |
| Ω | 5.500%, 08/11/32 |  | 4600 | 4561357 |
| Ω | 5.950%, 10/15/33 |  | 2500 | 2528906 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 6000 | 5048485 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 4.500%, 05/15/35 |  | 2000 | 1886897 |
|  | 4.900%, 08/15/37 |  | 2000 | 1889370 |
|  | 4.850%, 03/01/39 |  | 1400 | 1299624 |
| Athene Holding Ltd. | Athene Holding Ltd. |  |  |  |
| # | 5.875%, 01/15/34 |  | 6400 | 6480886 |
| AutoNation, Inc. | AutoNation, Inc. |  |  |  |
|  | 1.950%, 08/01/28 |  | 3000 | 2737483 |
|  | 2.400%, 08/01/31 |  | 3000 | 2519307 |
| AutoZone, Inc. | AutoZone, Inc. |  |  |  |
|  | 5.200%, 08/01/33 |  | 400 | 399126 |
| AvalonBay Communities, <br> Inc. | AvalonBay Communities, <br> Inc. |  |  |  |
|  | 3.300%, 06/01/29 |  | 510 | 488273 |
|  | 2.450%, 01/15/31 |  | 3000 | 2678321 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 8245 | 7175481 |
|  | 5.500%, 06/01/32 |  | 400 | 392443 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 6500 | 7588190 |
| Baker Hughes <br> Holdings LLC | Baker Hughes <br> Holdings LLC |  |  |  |
|  | 5.125%, 09/15/40 |  | 6000 | 5691332 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 510 | 582474 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.796%, 01/23/29 | AUD | 2520 | 1665114 |
|  | 3.490%, 05/28/30 |  | 600 | 564526 |
|  | 5.439%, 07/15/31 |  | 5000 | 5162625 |
|  | 6.938%, 11/07/33 |  | 800 | 899054 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 3636 | 3748727 |
|  | 5.000%, 01/21/44 |  | 800 | 739610 |
| Bank of Montreal | Bank of Montreal |  |  |  |
|  | 5.511%, 06/04/31 |  | 5000 | 5202962 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
|  | 3.661%, 07/17/29 | EUR | 2000 | 2332066 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 3.500%, 04/17/29 | EUR | 5000 | 5772598 |
|  | 2.450%, 02/02/32 |  | 6800 | 5834517 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 5.650%, 02/01/34 |  | 2000 | $2066643 |
| Banque Federative du <br> Credit Mutuel SA | Banque Federative du <br> Credit Mutuel SA |  |  |  |
|  | 1.750%, 03/15/29 | EUR | 2000 | 2162827 |
| BAT Capital Corp. | BAT Capital Corp. |  |  |  |
|  | 4.906%, 04/02/30 |  | 8600 | 8643622 |
|  | 4.390%, 08/15/37 |  | 2000 | 1753724 |
|  | 7.079%, 08/02/43 |  | 400 | 428969 |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 4.375%, 12/15/28 |  | 1100 | 1079015 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 10000 | 10450347 |
| Berkshire Hathaway <br> Energy Co. | Berkshire Hathaway <br> Energy Co. |  |  |  |
|  | 6.125%, 04/01/36 |  | 4300 | 4533492 |
|  | 5.950%, 05/15/37 |  | 6000 | 6299752 |
|  | 6.500%, 09/15/37 |  | 3073 | 3375146 |
| BHP Billiton Finance USA <br> Ltd. | BHP Billiton Finance USA <br> Ltd. |  |  |  |
|  | 5.000%, 09/30/43 |  | 3919 | 3634732 |
| Black Hills Corp. | Black Hills Corp. |  |  |  |
|  | 4.350%, 05/01/33 |  | 8837 | 8306137 |
|  | 6.000%, 01/15/35 |  | 770 | 795253 |
| BlackRock Funding, Inc. | BlackRock Funding, Inc. |  |  |  |
|  | 4.700%, 03/14/29 |  | 843 | 861424 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.250%, 04/30/29 |  | 710 | 689095 |
| BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |  |
| #Ω | 4.650%, 08/13/29 |  | 4000 | 3990805 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 150 | 132064 |
|  | 5.625%, 08/01/34 |  | 5000 | 4952085 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 2.950%, 02/01/30 |  | 1710 | 1568989 |
|  | 6.125%, 02/15/33 |  | 2835 | 2940989 |
|  | 3.600%, 05/01/34 |  | 1825 | 1574508 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |  |  |  |
|  | 5.950%, 08/04/33 |  | 2000 | 2015532 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 5.750%, 01/15/35 |  | 400 | 394488 |
| BP Capital Markets <br> America, Inc. | BP Capital Markets <br> America, Inc. |  |  |  |
|  | 4.989%, 04/10/34 |  | 3000 | 2950156 |
|  | 3.060%, 06/17/41 |  | 5400 | 3888976 |
| BPCE SA | BPCE SA |  |  |  |
| Ω | 2.700%, 10/01/29 |  | 2000 | 1842207 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
| # | 5.625%, 05/15/30 |  | 4035 | 4139691 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |  |  |
|  | 4.125%, 06/15/39 |  | 2750 | 2412553 |
|  | 2.350%, 11/13/40 |  | 1200 | 811268 |
|  | 3.550%, 03/15/42 |  | 4000 | 3110639 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Brixmor Operating <br> Partnership LP | Brixmor Operating <br> Partnership LP |  |  |  |
|  | 2.500%, 08/16/31 |  | 1833 | $1581575 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
| #Ω | 2.450%, 02/15/31 |  | 400 | 353432 |
| Ω | 4.150%, 04/15/32 |  | 400 | 380434 |
|  | 4.300%, 11/15/32 |  | 2800 | 2676095 |
| Ω | 3.419%, 04/15/33 |  | 600 | 535082 |
| Ω | 3.137%, 11/15/35 |  | 4900 | 4059928 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
| # | 4.350%, 04/15/30 |  | 2000 | 1952329 |
| # | 2.724%, 04/15/31 |  | 4000 | 3551252 |
|  | 5.675%, 01/15/35 |  | 3000 | 3030148 |
| Brown & Brown, Inc. | Brown & Brown, Inc. |  |  |  |
|  | 4.200%, 03/17/32 |  | 400 | 372530 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 4.400%, 09/15/32 |  | 5000 | 4487493 |
| CaixaBank SA | CaixaBank SA |  |  |  |
|  | 3.750%, 09/07/29 | EUR | 3700 | 4351999 |
| Camden Property Trust | Camden Property Trust |  |  |  |
|  | 4.900%, 01/15/34 |  | 5000 | 4922742 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 2150 | 2520148 |
|  | 3.600%, 04/07/32 |  | 2000 | 1836811 |
|  | 6.092%, 10/03/33 |  | 8000 | 8492757 |
| Canadian Natural <br> Resources Ltd. | Canadian Natural <br> Resources Ltd. |  |  |  |
|  | 5.850%, 02/01/35 |  | 2000 | 1991564 |
|  | 6.250%, 03/15/38 |  | 9800 | 9872251 |
| Capital One Financial <br> Corp. | Capital One Financial <br> Corp. |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 900 | 957372 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 4.600%, 03/15/43 |  | 400 | 335636 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 3.377%, 04/05/40 |  | 3211 | 2508590 |
| Castellum Helsinki Finance <br> Holding Abp | Castellum Helsinki Finance <br> Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 100 | 101238 |
| CBRE Services, Inc. | CBRE Services, Inc. |  |  |  |
|  | 5.950%, 08/15/34 |  | 787 | 812949 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
|  | 4.875%, 06/05/29 |  | 700 | 724792 |
| CenterPoint Energy <br> Resources Corp. | CenterPoint Energy <br> Resources Corp. |  |  |  |
|  | 5.400%, 07/01/34 |  | 8000 | 8078855 |
|  | 5.850%, 01/15/41 |  | 3000 | 3021347 |
| CF Industries, Inc. | CF Industries, Inc. |  |  |  |
|  | 5.150%, 03/15/34 |  | 1700 | 1645937 |
|  | 4.950%, 06/01/43 |  | 4000 | 3411097 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |  |
|  | 2.750%, 10/01/29 |  | 350 | 327442 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Choice Hotels <br> International, Inc. | Choice Hotels <br> International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 1040 | $975144 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 100 | 102917 |
| Cigna Group | Cigna Group |  |  |  |
|  | 2.400%, 03/15/30 |  | 3360 | 3043633 |
|  | 5.250%, 02/15/34 |  | 2000 | 2016094 |
|  | 4.800%, 08/15/38 |  | 2800 | 2600664 |
|  | 3.200%, 03/15/40 |  | 1470 | 1116659 |
|  | 6.125%, 11/15/41 |  | 400 | 412296 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |  |
|  | 5.900%, 02/15/39 |  | 2100 | 2240734 |
|  | 5.500%, 01/15/40 |  | 1700 | 1736933 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 8.125%, 07/15/39 |  | 7866 | 9729760 |
|  | 5.875%, 01/30/42 |  | 4000 | 4053577 |
| CK Hutchison Europe <br> Finance 21 Ltd. | CK Hutchison Europe <br> Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 300 | 304194 |
| CNA Financial Corp. | CNA Financial Corp. |  |  |  |
|  | 3.900%, 05/01/29 |  | 3000 | 2923007 |
|  | 5.500%, 06/15/33 |  | 2000 | 2028155 |
|  | 5.125%, 02/15/34 |  | 2400 | 2368934 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 2750 | 2752060 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 4.550%, 01/15/29 |  | 500 | 505386 |
|  | 7.050%, 03/15/33 |  | 3437 | 3883855 |
|  | 4.200%, 08/15/34 |  | 675 | 632441 |
|  | 4.400%, 08/15/35 |  | 3250 | 3061966 |
|  | 3.900%, 03/01/38 |  | 3800 | 3255551 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 7600 | 7194417 |
| ConocoPhillips | ConocoPhillips |  |  |  |
|  | 5.900%, 10/15/32 |  | 4800 | 5146506 |
| Consolidated Edison Co. of <br> New York, Inc. | Consolidated Edison Co. of <br> New York, Inc. |  |  |  |
|  | 6.750%, 04/01/38 |  | 1300 | 1465925 |
|  | 5.500%, 12/01/39 |  | 1400 | 1397720 |
|  | 5.700%, 06/15/40 |  | 294 | 298788 |
|  | 3.950%, 03/01/43 |  | 500 | 397897 |
| Constellation Energy <br> Generation LLC | Constellation Energy <br> Generation LLC |  |  |  |
|  | 5.800%, 03/01/33 |  | 400 | 414434 |
|  | 5.600%, 06/15/42 |  | 1768 | 1689064 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1100 | 1270591 |
| Continental Resources, <br> Inc. | Continental Resources, <br> Inc. |  |  |  |
| Ω | 2.875%, 04/01/32 |  | 13000 | 10411560 |
| Cooperatieve Rabobank <br> UA | Cooperatieve Rabobank <br> UA |  |  |  |
|  | 5.051%, 02/26/29 | AUD | 19670 | 12868497 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 4.494%, 10/17/29 |  | 1700 | $1708836 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. |  |  |  |
|  | 3.900%, 04/05/32 |  | 800 | 736569 |
|  | 4.350%, 04/05/42 |  | 8000 | 6527881 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| #Ω | 4.800%, 02/01/35 |  | 3797 | 3549448 |
| Ω | 4.700%, 12/15/42 |  | 1000 | 804713 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 5.411%, 01/18/29 | AUD | 900 | 592014 |
|  | 1.750%, 03/05/29 | EUR | 500 | 540898 |
|  | 4.125%, 03/07/30 | EUR | 2000 | 2379002 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 6000 | 4213831 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 5.200%, 11/15/33 |  | 1000 | 1023359 |
|  | 4.750%, 05/30/42 |  | 968 | 871015 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 8800 | 7936492 |
|  | 4.125%, 04/01/40 |  | 170 | 138327 |
|  | 5.300%, 12/05/43 |  | 400 | 357328 |
|  | 6.000%, 06/01/44 |  | 400 | 387436 |
| Daimler Truck Finance <br> North America LLC | Daimler Truck Finance <br> North America LLC |  |  |  |
| Ω | 5.375%, 01/18/34 |  | 850 | 843372 |
| Ω | 5.375%, 06/25/34 |  | 5000 | 4933015 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. |  |  |  |
|  | 6.300%, 10/10/33 |  | 5000 | 5309401 |
| Dell International LLC/EMC <br> Corp. | Dell International LLC/EMC <br> Corp. |  |  |  |
|  | 3.375%, 12/15/41 |  | 5000 | 3586871 |
| Devon Energy Corp. | Devon Energy Corp. |  |  |  |
|  | 5.600%, 07/15/41 |  | 1600 | 1405884 |
|  | 4.750%, 05/15/42 |  | 8400 | 6639676 |
| Discover Financial <br> Services | Discover Financial <br> Services |  |  |  |
|  | 6.700%, 11/29/32 |  | 2179 | 2323697 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 3.500%, 04/03/30 |  | 1300 | 1220524 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |  |
|  | 4.900%, 08/01/41 |  | 6755 | 5936495 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 5.250%, 11/15/41 |  | 8400 | 7460678 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 1500 | 1744721 |
| Duke Energy <br> Carolinas LLC | Duke Energy <br> Carolinas LLC |  |  |  |
|  | 6.100%, 06/01/37 |  | 2167 | 2286258 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |  |
|  | 3.300%, 06/15/41 |  | 400 | 290975 |
| Duquesne Light Holdings, <br> Inc. | Duquesne Light Holdings, <br> Inc. |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 500 | 429076 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
| # | 2.375%, 09/15/28 |  | 5000 | 4582669 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Eagle Materials, Inc. | Eagle Materials, Inc. |  |  |
| # | 2.500%, 07/01/31 | 600 | $523687 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |
|  | 4.800%, 09/01/42 | 3305 | 2814539 |
| eBay, Inc. | eBay, Inc. |  |  |
|  | 4.000%, 07/15/42 | 1000 | 791948 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 2.250%, 05/15/30 | 3616 | 3244075 |
|  | 5.950%, 12/15/34 | 1200 | 1262699 |
|  | 4.625%, 05/15/42 | 1000 | 866996 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |
|  | 2.000%, 12/21/28 | 260 | 241097 |
| Enel Finance International <br> NV | Enel Finance International <br> NV |  |  |
| Ω | 5.500%, 06/26/34 | 5400 | 5421781 |
| Energy Transfer LP | Energy Transfer LP |  |  |
|  | 6.050%, 06/01/41 | 5000 | 4800289 |
|  | 6.500%, 02/01/42 | 2000 | 1981852 |
| Eni SpA | Eni SpA |  |  |
| Ω | 5.500%, 05/15/34 | 5800 | 5748305 |
| Enterprise Products <br> Operating LLC | Enterprise Products <br> Operating LLC |  |  |
|  | 6.875%, 03/01/33 | 2035 | 2254523 |
|  | 6.650%, 10/15/34 | 1500 | 1659054 |
|  | 5.950%, 02/01/41 | 2049 | 2066997 |
|  | 5.700%, 02/15/42 | 1270 | 1249617 |
|  | 4.850%, 08/15/42 | 400 | 356602 |
|  | 4.450%, 02/15/43 | 1400 | 1176366 |
| Equinix, Inc. | Equinix, Inc. |  |  |
|  | 3.900%, 04/15/32 | 400 | 374394 |
| Equinor ASA | Equinor ASA |  |  |
|  | 3.625%, 04/06/40 | 5151 | 4195147 |
| Equitable Holdings, Inc. | Equitable Holdings, Inc. |  |  |
|  | 5.594%, 01/11/33 | 2980 | 3043132 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |
| Ω | 5.625%, 03/15/42 | 1851 | 1829636 |
| ERP Operating LP | ERP Operating LP |  |  |
|  | 1.850%, 08/01/31 | 2000 | 1711288 |
|  | 4.650%, 09/15/34 | 5400 | 5186985 |
| Estee Lauder Cos., Inc. | Estee Lauder Cos., Inc. |  |  |
|  | 2.375%, 12/01/29 | 400 | 364760 |
|  | 2.600%, 04/15/30 | 145 | 132131 |
| Eversource Energy | Eversource Energy |  |  |
|  | 5.125%, 05/15/33 | 400 | 394250 |
| Exelon Corp. | Exelon Corp. |  |  |
|  | 5.625%, 06/15/35 | 400 | 403848 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |
|  | 3.250%, 02/15/30 | 53 | 49539 |
| Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |
|  | 4.227%, 03/19/40 | 5000 | 4423955 |
| Fairfax Financial Holdings <br> Ltd. | Fairfax Financial Holdings <br> Ltd. |  |  |
|  | 4.625%, 04/29/30 | 1500 | 1470962 |
|  | 5.625%, 08/16/32 | 950 | 965451 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Federation des Caisses <br> Desjardins du Quebec | Federation des Caisses <br> Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 1480 | $1714837 |
| FedEx Corp. | FedEx Corp. |  |  |  |
| Ω | 4.900%, 01/15/34 |  | 3588 | 3458620 |
| Ω | 5.100%, 01/15/44 |  | 3000 | 2598673 |
| Fidelity National Financial, <br> Inc. | Fidelity National Financial, <br> Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 8900 | 8181878 |
|  | 2.450%, 03/15/31 |  | 1000 | 854420 |
| Fidelity National <br> Information Services, <br> Inc. | Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 5.100%, 07/15/32 |  | 3500 | 3504581 |
|  | 3.100%, 03/01/41 |  | 1000 | 711597 |
| First American Financial <br> Corp. | First American Financial <br> Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 3010 | 2544275 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.875%, 06/15/29 |  | 2389 | 2371983 |
|  | 4.875%, 05/12/30 |  | 2500 | 2461151 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 9600 | 8183196 |
| FMC Corp. | FMC Corp. |  |  |  |
|  | 5.650%, 05/18/33 |  | 3500 | 3372075 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 8555 | 8520234 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 511 | 592768 |
| Fortune Brands <br> Innovations, Inc. | Fortune Brands <br> Innovations, Inc. |  |  |  |
|  | 3.250%, 09/15/29 |  | 3900 | 3667441 |
|  | 5.875%, 06/01/33 |  | 400 | 411310 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 9600 | 9218027 |
| Franklin Resources, Inc. | Franklin Resources, Inc. |  |  |  |
|  | 1.600%, 10/30/30 |  | 1100 | 941880 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 1050 | 940040 |
|  | 5.450%, 09/15/33 |  | 500 | 500145 |
| General Dynamics Corp. | General Dynamics Corp. |  |  |  |
|  | 4.250%, 04/01/40 |  | 3000 | 2659509 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.000%, 04/01/35 |  | 1350 | 1235924 |
|  | 5.150%, 04/01/38 |  | 990 | 890745 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |  |
|  | 4.900%, 10/06/29 |  | 260 | 255675 |
|  | 5.850%, 04/06/30 |  | 8000 | 8135403 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |  |
|  | 7.750%, 11/15/29 |  | 4760 | 5424797 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 2.600%, 10/01/40 |  | 5786 | 4092019 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Glencore Capital Finance <br> DAC | Glencore Capital Finance <br> DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | $620815 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 2.850%, 04/27/31 |  | 5600 | 4979470 |
| Ω | 2.625%, 09/23/31 |  | 400 | 347510 |
| Ω | 6.500%, 10/06/33 |  | 5000 | 5318354 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
| # | 3.200%, 08/15/29 |  | 2020 | 1880743 |
| Goldman Sachs Group, <br> Inc. | Goldman Sachs Group, <br> Inc. |  |  |  |
|  | 0.875%, 05/09/29 | EUR | 2750 | 2872866 |
|  | 6.125%, 02/15/33 |  | 6200 | 6671814 |
|  | 6.250%, 02/01/41 |  | 1200 | 1252280 |
| Halliburton Co. | Halliburton Co. |  |  |  |
|  | 4.850%, 11/15/35 |  | 2002 | 1884219 |
|  | 6.700%, 09/15/38 |  | 5400 | 5816184 |
|  | 7.450%, 09/15/39 |  | 1000 | 1140752 |
|  | 4.500%, 11/15/41 |  | 140 | 115542 |
| Hamburg Commercial <br> Bank AG | Hamburg Commercial <br> Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 180 | 204542 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 5.250%, 03/01/30 |  | 1000 | 1016951 |
|  | 5.500%, 06/01/33 |  | 5000 | 5031969 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. |  |  |  |
| Ω | 2.200%, 06/01/30 |  | 350 | 311242 |
| Healthcare Realty <br> Holdings LP | Healthcare Realty <br> Holdings LP |  |  |  |
|  | 2.000%, 03/15/31 |  | 400 | 337245 |
| Heineken NV | Heineken NV |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 1000 | 815473 |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |  |  |  |
|  | 2.900%, 09/29/31 |  | 3600 | 2985226 |
| Hess Corp. | Hess Corp. |  |  |  |
|  | 5.600%, 02/15/41 |  | 3000 | 2957565 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 7.650%, 02/01/34 |  | 1000 | 1095175 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 5.875%, 12/16/36 |  | 2000 | 2129812 |
|  | 3.300%, 04/15/40 |  | 8400 | 6633814 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6300 | 7264424 |
|  | 5.700%, 03/15/37 |  | 2000 | 2071200 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 3.375%, 12/15/29 |  | 1101 | 1015193 |
|  | 5.700%, 07/01/34 |  | 6200 | 6101021 |
|  | 5.500%, 04/15/35 |  | 400 | 386228 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 5.500%, 01/15/33 |  | 1000 | 995291 |
| # | 6.000%, 09/15/41 |  | 2000 | 1956516 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 4.950%, 03/31/30 |  | 3556 | $3594123 |
| # | 6.100%, 01/14/42 |  | 1200 | 1266019 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.625%, 12/01/42 |  | 5640 | 4687883 |
| HYPO NOE Landesbank <br> fuer Niederoesterreich <br> und Wien AG | HYPO NOE Landesbank <br> fuer Niederoesterreich <br> und Wien AG |  |  |  |
|  | 4.000%, 02/01/27 | EUR | 2000 | 2323116 |
| IBM International Capital <br> Pte. Ltd. | IBM International Capital <br> Pte. Ltd. |  |  |  |
|  | 4.900%, 02/05/34 |  | 1400 | 1375859 |
|  | 5.250%, 02/05/44 |  | 4000 | 3773132 |
| Imperial Brands Finance <br> PLC | Imperial Brands Finance <br> PLC |  |  |  |
| Ω | 5.875%, 07/01/34 |  | 10000 | 10145729 |
| Indiana Michigan Power <br> Co. | Indiana Michigan Power <br> Co. |  |  |  |
|  | 6.050%, 03/15/37 |  | 1384 | 1459473 |
| ING Groep NV | ING Groep NV |  |  |  |
|  | 4.550%, 10/02/28 |  | 206 | 205894 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 4200 | 3567681 |
|  | 2.800%, 08/12/41 |  | 3000 | 1941235 |
|  | 4.250%, 12/15/42 |  | 1500 | 1152465 |
|  | 5.625%, 02/10/43 |  | 3050 | 2813629 |
| Intercontinental Exchange, <br> Inc. | Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 7000 | 5016620 |
| International Business <br> Machines Corp. | International Business <br> Machines Corp. |  |  |  |
|  | 3.300%, 01/27/27 |  | 126 | 123532 |
|  | 3.500%, 05/15/29 |  | 29 | 28072 |
|  | 4.150%, 05/15/39 |  | 3300 | 2862878 |
|  | 2.850%, 05/15/40 |  | 6000 | 4314082 |
| International Flavors & <br> Fragrances, Inc. | International Flavors & <br> Fragrances, Inc. |  |  |  |
| Ω | 3.268%, 11/15/40 |  | 9500 | 6821227 |
| International Paper Co. | International Paper Co. |  |  |  |
|  | 6.000%, 11/15/41 |  | 9000 | 8896996 |
| Interpublic Group of Cos., <br> Inc. | Interpublic Group of Cos., <br> Inc. |  |  |  |
|  | 3.375%, 03/01/41 |  | 5000 | 3609296 |
| Interstate Power & Light <br> Co. | Interstate Power & Light <br> Co. |  |  |  |
|  | 2.300%, 06/01/30 |  | 2228 | 1990007 |
|  | 5.700%, 10/15/33 |  | 400 | 411901 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
| Ω | 3.875%, 07/14/27 |  | 4000 | 3937775 |
| Ω | 4.000%, 09/23/29 |  | 1500 | 1446496 |
| Ω | 7.200%, 11/28/33 |  | 5000 | 5542797 |
| Invitation Homes Operating <br> Partnership LP | Invitation Homes Operating <br> Partnership LP |  |  |  |
|  | 5.500%, 08/15/33 |  | 1000 | 1000142 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ISS Global AS | ISS Global AS |  |  |  |
|  | 3.875%, 06/05/29 | EUR | 3100 | $3623257 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | 1350122 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 4195 | 3959901 |
|  | 3.000%, 01/15/31 |  | 6167 | 5516069 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 5.670%, 06/08/32 |  | 2000 | 2000258 |
| Jacobs Engineering Group, <br> Inc. | Jacobs Engineering Group, <br> Inc. |  |  |  |
|  | 5.900%, 03/01/33 |  | 3398 | 3455793 |
| Janus Henderson <br> U.S. Holdings, Inc. | Janus Henderson <br> U.S. Holdings, Inc. |  |  |  |
|  | 5.450%, 09/10/34 |  | 417 | 399512 |
| Japan Government Five <br> Year Bonds | Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.200%, 12/20/27 | JPY | 1600000 | 11045349 |
| Japan Government Ten <br> Year Bonds | Japan Government Ten <br> Year Bonds |  |  |  |
|  | 0.100%, 03/20/29 | JPY | 320000 | 2178363 |
|  | 0.100%, 06/20/29 | JPY | 480000 | 3258783 |
| Jefferies Financial Group, <br> Inc. | Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 430 | 496645 |
|  | 2.625%, 10/15/31 |  | 7900 | 6659705 |
|  | 6.200%, 04/14/34 |  | 3000 | 3039918 |
| Johnson & Johnson | Johnson & Johnson |  |  |  |
|  | 1.300%, 09/01/30 |  | 2825 | 2451285 |
| # | 4.375%, 12/05/33 |  | 4334 | 4302538 |
| # | 4.950%, 06/01/34 |  | 15000 | 15453151 |
|  | 3.550%, 03/01/36 |  | 5000 | 4485070 |
|  | 3.400%, 01/15/38 |  | 2000 | 1710047 |
|  | 2.100%, 09/01/40 |  | 11000 | 7518300 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 6.400%, 05/15/38 |  | 10200 | 11195265 |
|  | 5.500%, 10/15/40 |  | 8700 | 8765976 |
|  | 5.400%, 01/06/42 |  | 1300 | 1287469 |
| Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |  |
|  | 3.750%, 08/15/29 |  | 7000 | 6778398 |
| Kellanova | Kellanova |  |  |  |
|  | 7.450%, 04/01/31 |  | 700 | 795447 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 1327 | 1181462 |
| KeyCorp | KeyCorp |  |  |  |
|  | 2.550%, 10/01/29 |  | 600 | 544266 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 4.600%, 02/01/33 |  | 2500 | 2412604 |
| Kinder Morgan Energy <br> Partners LP | Kinder Morgan Energy <br> Partners LP |  |  |  |
|  | 6.950%, 01/15/38 |  | 800 | 864611 |
|  | 6.500%, 09/01/39 |  | 1565 | 1618866 |
|  | 5.000%, 03/01/43 |  | 1073 | 926230 |
|  | 5.400%, 09/01/44 |  | 400 | 358847 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 7.750%, 01/15/32 |  | 400 | $453620 |
|  | 5.300%, 12/01/34 |  | 5000 | 4871214 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 5.000%, 06/04/42 |  | 5000 | 4526132 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 6725 | 7636927 |
|  | 5.150%, 08/01/43 |  | 400 | 367081 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 3.150%, 10/15/31 |  | 400 | 350970 |
|  | 6.350%, 02/20/34 |  | 5300 | 5468578 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 11000 | 12568244 |
| Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 4.500%, 09/19/28 |  | 7000 | 6918456 |
| Lear Corp. | Lear Corp. |  |  |  |
|  | 3.500%, 05/30/30 |  | 3595 | 3340967 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 5.625%, 01/15/44 |  | 4280 | 4123347 |
| Liberty Utilities Co. | Liberty Utilities Co. |  |  |  |
| Ω | 5.869%, 01/31/34 |  | 5000 | 5080660 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 50 | 46055 |
|  | 3.400%, 03/01/32 |  | 4555 | 4057663 |
|  | 6.300%, 10/09/37 |  | 1000 | 1026311 |
|  | 7.000%, 06/15/40 |  | 400 | 442013 |
| Lockheed Martin Corp. | Lockheed Martin Corp. |  |  |  |
|  | 4.070%, 12/15/42 |  | 1500 | 1241674 |
| Loews Corp. | Loews Corp. |  |  |  |
|  | 6.000%, 02/01/35 |  | 1900 | 2056694 |
| # | 4.125%, 05/15/43 |  | 3000 | 2515018 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 6.000%, 05/20/34 |  | 1700 | 1729618 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |  |
| #Ω | 2.500%, 04/06/31 |  | 257 | 228476 |
| Ω | 3.200%, 04/06/41 |  | 4700 | 3543425 |
| LYB International Finance <br> BV | LYB International Finance <br> BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 400 | 347453 |
| LYB International Finance <br> III LLC | LYB International Finance <br> III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 9500 | 6808457 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 2000 | 2425002 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 1600 | 1606452 |
|  | 4.750%, 09/15/44 |  | 400 | 320930 |
| Markel Group, Inc. | Markel Group, Inc. |  |  |  |
|  | 3.350%, 09/17/29 |  | 7000 | 6680379 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |  |
| # | 2.750%, 10/15/33 |  | 3000 | 2479932 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.600%, 04/01/34 |  | 5000 | 4505108 |
| Ω | 2.375%, 07/16/40 |  | 400 | 278001 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Marsh & McLennan Cos., <br> Inc. | Marsh & McLennan Cos., <br> Inc. |  |  |  |
|  | 5.875%, 08/01/33 |  | 2500 | $2649936 |
| Mercedes-Benz Finance <br> North America LLC | Mercedes-Benz Finance <br> North America LLC |  |  |  |
| Ω | 5.100%, 11/15/29 |  | 3100 | 3135417 |
| Merck & Co., Inc. | Merck & Co., Inc. |  |  |  |
|  | 2.350%, 06/24/40 |  | 3000 | 2088530 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
| # | 6.500%, 12/15/32 |  | 300 | 332195 |
|  | 5.700%, 06/15/35 |  | 7200 | 7549614 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 4.663%, 02/15/30 |  | 4334 | 4266078 |
|  | 5.875%, 02/09/33 |  | 400 | 408291 |
|  | 5.875%, 09/15/33 |  | 1000 | 1023447 |
|  | 3.366%, 11/01/41 |  | 3200 | 2272408 |
| Microsoft Corp. | Microsoft Corp. |  |  |  |
| # | 3.500%, 02/12/35 |  | 8000 | 7442848 |
| # | 4.200%, 11/03/35 |  | 3750 | 3686806 |
|  | 3.450%, 08/08/36 |  | 4500 | 4016460 |
| Mid-America <br> Apartments LP | Mid-America <br> Apartments LP |  |  |  |
|  | 5.000%, 03/15/34 |  | 5000 | 4957279 |
| Mississippi Power Co. | Mississippi Power Co. |  |  |  |
|  | 4.250%, 03/15/42 |  | 1200 | 999611 |
| Mitsubishi UFJ Financial <br> Group, Inc. | Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 2.048%, 07/17/30 |  | 8750 | 7672173 |
|  | 3.751%, 07/18/39 |  | 3200 | 2698747 |
| Molson Coors Beverage <br> Co. | Molson Coors Beverage <br> Co. |  |  |  |
| # | 5.000%, 05/01/42 |  | 5000 | 4544190 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 400 | 378531 |
| Motability Operations <br> Group PLC | Motability Operations <br> Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 5000 | 5824551 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |  |
|  | 5.600%, 06/01/32 |  | 1511 | 1562724 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 5610 | 4820985 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 410 | 420885 |
| National Australia Bank <br> Ltd. | National Australia Bank <br> Ltd. |  |  |  |
|  | 4.900%, 06/13/28 |  | 900 | 920429 |
|  | 4.787%, 01/10/29 |  | 695 | 708737 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 2.950%, 03/01/31 |  | 3300 | 2922136 |
| Nationwide Building <br> Society | Nationwide Building <br> Society |  |  |  |
| Ω | 5.127%, 07/29/29 |  | 1180 | 1200855 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 5.899%, 08/23/28 | AUD | 7500 | 5006572 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 3.125%, 01/10/30 | EUR | 8700 | $9911682 |
| NetApp, Inc. | NetApp, Inc. |  |  |  |
|  | 2.700%, 06/22/30 |  | 3600 | 3234944 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 5.875%, 04/01/35 |  | 5000 | 5284831 |
|  | 4.875%, 03/15/42 |  | 3000 | 2723892 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 8000 | 7973458 |
| NiSource, Inc. | NiSource, Inc. |  |  |  |
|  | 5.950%, 06/15/41 |  | 525 | 525885 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 3.103%, 01/16/30 |  | 7625 | 7048609 |
|  | 2.679%, 07/16/30 |  | 2000 | 1786903 |
|  | 2.999%, 01/22/32 |  | 400 | 346987 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
|  | 4.375%, 09/10/29 |  | 6000 | 5999982 |
| Northern Star Resources <br> Ltd. | Northern Star Resources <br> Ltd. |  |  |  |
| Ω | 6.125%, 04/11/33 |  | 5000 | 5145531 |
| NOV, Inc. | NOV, Inc. |  |  |  |
|  | 3.950%, 12/01/42 |  | 3359 | 2352100 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 3.125%, 04/01/32 |  | 180 | 161489 |
| NVIDIA Corp. | NVIDIA Corp. |  |  |  |
|  | 3.500%, 04/01/40 |  | 1600 | 1327086 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 1500 | 1747141 |
|  | 3.375%, 01/10/30 | EUR | 500 | 569138 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 6.350%, 01/15/31 |  | 3700 | 3911385 |
| Ontario Teachers' Finance <br> Trust | Ontario Teachers' Finance <br> Trust |  |  |  |
| # | 4.625%, 04/10/29 |  | 4000 | 4101301 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.375%, 12/08/28 | EUR | 1500 | 1555211 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.250%, 05/15/30 |  | 2966 | 2776620 |
|  | 3.800%, 11/15/37 |  | 400 | 334005 |
|  | 3.600%, 04/01/40 |  | 9000 | 7014932 |
|  | 4.500%, 07/08/44 |  | 800 | 657858 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 4500 | 5228123 |
|  | 4.000%, 04/13/32 |  | 2500 | 2336346 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 6.250%, 07/15/33 |  | 7000 | 6899114 |
|  | 6.500%, 08/15/34 |  | 3000 | 2977097 |
|  | 6.625%, 08/15/37 |  | 1000 | 973162 |
|  | 6.500%, 02/01/38 |  | 1000 | 956361 |
| Owens Corning | Owens Corning |  |  |  |
|  | 3.875%, 06/01/30 |  | 4900 | 4682702 |
| PACCAR Financial Corp. | PACCAR Financial Corp. |  |  |  |
|  | 4.000%, 09/26/29 |  | 250 | 247545 |
| Pacific LifeCorp | Pacific LifeCorp |  |  |  |
| Ω | 5.125%, 01/30/43 |  | 3000 | 2751897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp. | Penske Truck Leasing Co. <br> LP/PTL Finance Corp. |  |  |
|  | 5.550%, 05/01/28 | 5000 | $5122230 |
| Pfizer Investment <br> Enterprises Pte. Ltd. | Pfizer Investment <br> Enterprises Pte. Ltd. |  |  |
|  | 5.110%, 05/19/43 | 1000 | 939362 |
| Pfizer, Inc. | Pfizer, Inc. |  |  |
|  | 2.550%, 05/28/40 | 4000 | 2799251 |
|  | 5.600%, 09/15/40 | 400 | 401657 |
| Philip Morris International, <br> Inc. | Philip Morris International, <br> Inc. |  |  |
|  | 5.625%, 09/07/33 | 3000 | 3112235 |
|  | 6.375%, 05/16/38 | 1000 | 1087418 |
| # | 4.375%, 11/15/41 | 2335 | 1998382 |
|  | 3.875%, 08/21/42 | 5000 | 3969103 |
|  | 4.125%, 03/04/43 | 400 | 327427 |
|  | 4.875%, 11/15/43 | 400 | 358958 |
| Phillips 66 | Phillips 66 |  |  |
| # | 2.150%, 12/15/30 | 2200 | 1923130 |
|  | 4.650%, 11/15/34 | 3000 | 2798028 |
|  | 5.875%, 05/01/42 | 2380 | 2279684 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |
|  | 5.300%, 06/30/33 | 5000 | 4948582 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |
|  | 4.300%, 01/31/43 | 1500 | 1145748 |
|  | 4.700%, 06/15/44 | 5000 | 3986886 |
| PNC Financial Services <br> Group, Inc. | PNC Financial Services <br> Group, Inc. |  |  |
|  | 3.450%, 04/23/29 | 150 | 144900 |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |
|  | 2.800%, 08/15/29 | 5000 | 4673165 |
|  | 2.550%, 06/15/30 | 2695 | 2454664 |
| Primerica, Inc. | Primerica, Inc. |  |  |
|  | 2.800%, 11/19/31 | 5950 | 5180201 |
| Progress Energy, Inc. | Progress Energy, Inc. |  |  |
|  | 6.000%, 12/01/39 | 5010 | 5111246 |
| Progressive Corp. | Progressive Corp. |  |  |
|  | 6.250%, 12/01/32 | 900 | 979600 |
| Prologis LP | Prologis LP |  |  |
|  | 4.625%, 01/15/33 | 2600 | 2555875 |
| Protective Life Corp. | Protective Life Corp. |  |  |
| Ω | 3.400%, 01/15/30 | 2150 | 2035888 |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |
|  | 5.750%, 07/15/33 | 3625 | 3822417 |
|  | 3.000%, 03/10/40 | 600 | 448651 |
| Prudential Funding Asia <br> PLC | Prudential Funding Asia <br> PLC |  |  |
|  | 3.125%, 04/14/30 | 3600 | 3386032 |
|  | 3.625%, 03/24/32 | 2750 | 2532764 |
| Public Storage Operating <br> Co. | Public Storage Operating <br> Co. |  |  |
| # | 5.100%, 08/01/33 | 3600 | 3656418 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.375%, 05/15/33 |  | 1100 | $1160867 |
| PVH Corp. | PVH Corp. |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 2900 | 3330301 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 3.050%, 10/01/41 |  | 1100 | 762072 |
| Rayonier LP | Rayonier LP |  |  |  |
|  | 2.750%, 05/17/31 |  | 3500 | 3042119 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 300 | 341805 |
|  | 4.875%, 10/02/29 | EUR | 300 | 361643 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 3.100%, 12/15/29 |  | 972 | 910339 |
|  | 5.625%, 10/13/32 |  | 2600 | 2682246 |
|  | 2.850%, 12/15/32 |  | 2067 | 1781684 |
|  | 1.800%, 03/15/33 |  | 4600 | 3619177 |
| Reckitt Benckiser Treasury <br> Services PLC | Reckitt Benckiser Treasury <br> Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 250 | 292645 |
| Reinsurance Group of <br> America, Inc. | Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.150%, 06/15/30 |  | 1200 | 1110193 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 3.300%, 09/15/29 |  | 1500 | 1413834 |
| Reynolds American, Inc. | Reynolds American, Inc. |  |  |  |
|  | 5.700%, 08/15/35 |  | 1000 | 1005959 |
|  | 6.150%, 09/15/43 |  | 400 | 393925 |
| Rio Tinto Alcan, Inc. | Rio Tinto Alcan, Inc. |  |  |  |
|  | 6.125%, 12/15/33 |  | 5000 | 5368490 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |  |
| #Ω | 4.203%, 09/09/29 |  | 400 | 401088 |
| Rogers Communications, <br> Inc. | Rogers Communications, <br> Inc. |  |  |  |
|  | 5.450%, 10/01/43 |  | 8000 | 7390434 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 3.875%, 05/04/32 |  | 2000 | 1884973 |
|  | 5.000%, 02/01/33 |  | 6000 | 6027839 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 2.200%, 09/02/30 |  | 400 | 347036 |
|  | 3.300%, 09/02/40 |  | 9250 | 6794095 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 4.875%, 10/15/40 |  | 4000 | 3703520 |
| Salesforce, Inc. | Salesforce, Inc. |  |  |  |
|  | 2.700%, 07/15/41 |  | 4000 | 2819750 |
| Schlumberger Holdings <br> Corp. | Schlumberger Holdings <br> Corp. |  |  |  |
| Ω | 5.000%, 06/01/34 |  | 3000 | 2890741 |
| Securitas Treasury Ireland <br> DAC | Securitas Treasury Ireland <br> DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 200 | 234667 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 4500 | 4658395 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |  |
|  | 2.375%, 11/07/29 |  | 200 | 185081 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Shell International Finance <br> BV | Shell International Finance <br> BV |  |  |  |
|  | 3.875%, 11/13/28 |  | 1000 | $994185 |
|  | 6.375%, 12/15/38 |  | 4000 | 4390877 |
|  | 4.550%, 08/12/43 |  | 3107 | 2691723 |
| Siemens <br> Financieringsmaatschappij <br> NV | Siemens <br> Financieringsmaatschappij <br> NV |  |  |  |
| Ω | 6.125%, 08/17/26 |  | 80 | 81991 |
| Ω | 2.875%, 03/11/41 |  | 10000 | 7290463 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.650%, 07/15/30 |  | 3800 | 3469681 |
|  | 2.250%, 01/15/32 |  | 3967 | 3385311 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | 342512 |
| Skandinaviska Enskilda <br> Banken AB | Skandinaviska Enskilda <br> Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 500 | 509108 |
|  | 3.375%, 03/19/30 | EUR | 2000 | 2299281 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| #Ω | 3.000%, 01/22/30 |  | 5400 | 4969057 |
| Southern Co. | Southern Co. |  |  |  |
|  | 5.200%, 06/15/33 |  | 400 | 402503 |
| Southern Co. Gas Capital <br> Corp. | Southern Co. Gas Capital <br> Corp. |  |  |  |
|  | 5.750%, 09/15/33 |  | 1900 | 1959829 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 2.200%, 06/15/30 |  | 5700 | 5018023 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 200 | 226737 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |  |
|  | 3.000%, 05/15/32 |  | 6500 | 5530976 |
|  | 5.200%, 09/01/40 |  | 3000 | 2738128 |
| State Street Bank & Trust <br> Co. | State Street Bank & Trust <br> Co. |  |  |  |
| # | 4.782%, 11/23/29 |  | 5000 | 5082501 |
| State Street Corp. | State Street Corp. |  |  |  |
| # | 2.400%, 01/24/30 |  | 7810 | 7187802 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 3.250%, 01/15/31 |  | 6080 | 5586714 |
| Stellantis Finance U.S., <br> Inc. | Stellantis Finance U.S., <br> Inc. |  |  |  |
| #Ω | 2.691%, 09/15/31 |  | 8389 | 6917781 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 160 | 187999 |
| Sumitomo Mitsui Financial <br> Group, Inc. | Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 3.040%, 07/16/29 |  | 2200 | 2069290 |
|  | 0.632%, 10/23/29 | EUR | 2000 | 2040017 |
|  | 2.222%, 09/17/31 |  | 6227 | 5347490 |
|  | 5.766%, 01/13/33 |  | 2000 | 2079422 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Sumitomo Mitsui Trust <br> Bank Ltd. | Sumitomo Mitsui Trust <br> Bank Ltd. |  |  |  |
| Ω | 5.350%, 03/07/34 |  | 5300 | $5395463 |
| Sun Communities <br> Operating LP | Sun Communities <br> Operating LP |  |  |  |
|  | 4.200%, 04/15/32 |  | 5000 | 4692632 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.950%, 12/01/34 |  | 6600 | 6701018 |
|  | 6.850%, 06/01/39 |  | 1500 | 1612927 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |  |
|  | 5.000%, 03/02/28 | AUD | 1200 | 783680 |
|  | 0.500%, 02/18/30 | EUR | 2000 | 2013517 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 4.250%, 07/11/28 | EUR | 1919 | 2276941 |
|  | 2.875%, 04/30/29 | EUR | 1000 | 1130481 |
| Tanger Properties LP | Tanger Properties LP |  |  |  |
|  | 2.750%, 09/01/31 |  | 6000 | 5165504 |
| Targa Resources Corp. | Targa Resources Corp. |  |  |  |
|  | 4.200%, 02/01/33 |  | 3000 | 2739621 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 6875 | 7903942 |
| Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |  |
| # | 2.250%, 09/04/29 |  | 900 | 830157 |
| Tikehau Capital SCA | Tikehau Capital SCA |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 400 | 505094 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1450 | 1266037 |
|  | 3.000%, 02/15/41 |  | 8500 | 6081414 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 3.631%, 12/13/29 | EUR | 5000 | 5799175 |
|  | 4.783%, 12/17/29 |  | 2200 | 2220724 |
|  | 3.200%, 03/10/32 |  | 5000 | 4477005 |
| # | 4.456%, 06/08/32 |  | 4909 | 4772552 |
| TotalEnergies Capital <br> International SA | TotalEnergies Capital <br> International SA |  |  |  |
| # | 2.829%, 01/10/30 |  | 1000 | 941351 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 4.650%, 01/05/29 |  | 450 | 454762 |
| TransCanada PipeLines <br> Ltd. | TransCanada PipeLines <br> Ltd. |  |  |  |
|  | 4.625%, 03/01/34 |  | 7145 | 6708066 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 3300 | 3291135 |
|  | 4.600%, 08/01/43 |  | 2000 | 1763896 |
| TWDC Enterprises 18 <br> Corp. | TWDC Enterprises 18 <br> Corp. |  |  |  |
|  | 4.125%, 12/01/41 |  | 1000 | 837655 |
| Tyson Foods, Inc. | Tyson Foods, Inc. |  |  |  |
|  | 5.700%, 03/15/34 |  | 2000 | 2044930 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 0.650%, 09/10/29 | EUR | 2000 | 2047623 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 3.600%, 09/15/37 |  | 2000 | 1718646 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 3.375%, 02/14/42 |  | 250 | $190809 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 6.200%, 01/15/38 |  | 1075 | 1158153 |
|  | 5.200%, 04/01/40 |  | 5260 | 5093389 |
|  | 4.875%, 11/15/40 |  | 907 | 849613 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 2.750%, 05/15/40 |  | 400 | 284867 |
|  | 3.050%, 05/15/41 |  | 5200 | 3772181 |
|  | 4.250%, 03/15/43 |  | 1550 | 1291254 |
| Unum Group | Unum Group |  |  |  |
|  | 5.750%, 08/15/42 |  | 2000 | 1912590 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 7.500%, 04/15/32 |  | 4400 | 4925786 |
| # | 6.625%, 06/15/37 |  | 2300 | 2388312 |
| Ventas Realty LP | Ventas Realty LP |  |  |  |
| # | 3.000%, 01/15/30 |  | 3400 | 3155942 |
|  | 5.700%, 09/30/43 |  | 4000 | 3831516 |
| Verizon Communications, <br> Inc. | Verizon Communications, <br> Inc. |  |  |  |
|  | 2.350%, 03/23/28 | AUD | 5070 | 3055982 |
|  | 4.812%, 03/15/39 |  | 10500 | 9792366 |
| Viatris, Inc. | Viatris, Inc. |  |  |  |
|  | 3.850%, 06/22/40 |  | 11350 | 7959663 |
| Virginia Electric & Power <br> Co. | Virginia Electric & Power <br> Co. |  |  |  |
|  | 5.300%, 08/15/33 |  | 5000 | 5048093 |
|  | 8.875%, 11/15/38 |  | 1138 | 1488195 |
|  | 4.000%, 01/15/43 |  | 2800 | 2225204 |
| Volkswagen Financial <br> Services NV | Volkswagen Financial <br> Services NV |  |  |  |
|  | 1.125%, 07/05/26 | GBP | 7000 | 8897910 |
| Volkswagen Group of <br> America Finance LLC | Volkswagen Group of <br> America Finance LLC |  |  |  |
|  | 5.600%, 03/22/34 |  | 1800 | 1771616 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 3700 | 4254001 |
| Voya Financial, Inc. | Voya Financial, Inc. |  |  |  |
| # | 5.700%, 07/15/43 |  | 1200 | 1141462 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
|  | 6.200%, 12/15/34 |  | 2200 | 2428280 |
|  | 3.500%, 05/13/40 |  | 6400 | 5185619 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 3000 | 2991745 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 3.100%, 01/15/30 |  | 1200 | 1130221 |
| # | 2.750%, 01/15/31 |  | 7300 | 6608803 |
|  | 2.750%, 01/15/32 |  | 400 | 351178 |
| Western Union Co. | Western Union Co. |  |  |  |
|  | 2.750%, 03/15/31 |  | 5000 | 4331990 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 120 | 127549 |
|  | 2.875%, 08/15/41 |  | 800 | 527568 |
| Westpac Banking Corp. | Westpac Banking Corp. |  |  |  |
|  | 1.953%, 11/20/28 |  | 301 | 279363 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WestRock MWV LLC | WestRock MWV LLC |  |  |
|  | 8.200%, 01/15/30 | 3885 | $4433705 |
|  | 7.950%, 02/15/31 | 3112 | 3566859 |
| Whirlpool Corp. | Whirlpool Corp. |  |  |
| # | 5.750%, 03/01/34 | 12000 | 11064482 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |
|  | 5.650%, 03/15/33 | 400 | 408900 |
|  | 6.300%, 04/15/40 | 1000 | 1040012 |
|  | 5.400%, 03/04/44 | 7000 | 6409562 |
| Willis North America, Inc. | Willis North America, Inc. |  |  |
|  | 5.350%, 05/15/33 | 3000 | 3024835 |
| Wisconsin Power & Light <br> Co. | Wisconsin Power & Light <br> Co. |  |  |
|  | 5.375%, 03/30/34 | 2200 | 2216185 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |
|  | 2.250%, 04/01/33 | 5000 | 3951875 |
| WRKCo, Inc. | WRKCo, Inc. |  |  |
|  | 4.200%, 06/01/32 | 1600 | 1502726 |
| TOTAL BONDS | TOTAL BONDS |  | 1752730758 |
| U.S. TREASURY OBLIGATIONS — (2.5%) | U.S. TREASURY OBLIGATIONS — (2.5%) | U.S. TREASURY OBLIGATIONS — (2.5%) | U.S. TREASURY OBLIGATIONS — (2.5%) |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 0.250%, 05/31/25 | 11750 | 11708691 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| 0.250%, 07/31/25 | 3750 | $3712061 |
| 0.250%, 08/31/25 | 11000 | 10852760 |
| 2.250%, 11/15/25 | 5000 | 4949297 |
| 0.375%, 11/30/25 | 4500 | 4403988 |
| 2.625%, 01/31/26 | 5000 | 4947852 |
| 1.500%, 08/15/26 | 2500 | 2428418 |
| 0.875%, 11/15/30 | 5000 | 4277539 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 47280606 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,877,050,690) |  | 1805690698 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value** |
| SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 6163871 | 71285173 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,948,344,726) | (Cost $1,948,344,726) |  | $1876975871 |

---

As of April 30, 2025, DFA Intermediate-Term Extended Quality Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| JPY | 2346286669 | USD | 16400832 | Bank of America Corp. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $9062 |
| AUD | 13312438 | USD | 8396042 | Bank of America Corp. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 131995 |
| AUD | 24356200 | USD | 15503073 | Citibank, N.A. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 99671 |
| AUD | 19822531 | USD | 12494332 | State Street Bank and Trust | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 204114 |
| GBP | 6014874 | USD | 8012704 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4435 |
| USD | 833127 | EUR | 729835 | Citibank, N.A. | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3415 |
| USD | 11988726 | EUR | 10496944 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 55265 |
| AUD | 14317422 | USD | 9149483 | State Street Bank and Trust | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 28853 |
| AUD | 3319307 | USD | 2121758 | Bank of America Corp. | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6252 |
| USD | 44753921 | EUR | 39067760 | State Street Bank and Trust | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 275032 |
| USD | 1608823 | EUR | 1411305 | UBS AG | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2043 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$820137** |
| USD | 15765678 | JPY | 2346286669 | Australia and New Zealand Bank | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(644216)<br>|
| USD | 47715444 | AUD | 75963555 | UBS AG | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (947315)<br>|
| USD | 16452219 | JPY | 2346286669 | Bank of America Corp. | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; (9447)<br>|
| USD | 16287770 | GBP | 12745033 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (699901)<br>|
| USD | 13770468 | EUR | 12628449 | Bank of America Corp. | 06/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; (567020)<br>|
| USD | 7895365 | EUR | 7288512 | Royal Bank of Canada | 06/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; (379519)<br>|
| USD | 16024324 | EUR | 14716984 | State Street Bank and Trust | 06/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; (684345)<br>|
| USD | 1875218 | EUR | 1728689 | UBS AG | 06/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; (87419)<br>|
| USD | 579129 | EUR | 533476 | Citibank, N.A. | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (27353)<br>|

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 2921640 | EUR | 2684634 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(130389)<br>|
| USD | 28552881 | EUR | 26349825 | UBS AG | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1404850)<br>|
| USD | 16025011 | AUD | 25871332 | State Street Bank and Trust | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (560082)<br>|
| AUD | 17121548 | USD | 10994071 | HSBC Bank | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (17431)<br>|
| USD | 18097957 | AUD | 28430105 | State Street Bank and Trust | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (128611)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(6287898)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(5467761)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $197,491,464 or 10.8% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $5679334 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5679334 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 1752730758 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1752730758 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 47280606 | &nbsp;&nbsp; — | &nbsp;&nbsp; 47280606 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 71285173 | &nbsp;&nbsp; — | &nbsp;&nbsp; 71285173 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $1876975871 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1876975871 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 820137 | &nbsp;&nbsp; — | &nbsp;&nbsp; 820137 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (6287898) | &nbsp;&nbsp; — | &nbsp;&nbsp; (6287898) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(5467761) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(5467761) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Targeted Credit Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (88.8%) | BONDS — (88.8%) | BONDS — (88.8%) | BONDS — (88.8%) | BONDS — (88.8%) |
| AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) | AUSTRALIA — (3.8%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 3500 | $3648020 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 09/01/25 |  | 1175 | 1161997 |
| Ω | 1.625%, 04/27/26 |  | 700 | 679151 |
| (r)Ω | SOFR + 1.060%, <br> FRN, 5.437%, <br> 04/04/27<br>|  | 29 | 29130 |
| ING Bank Australia Ltd.  | ING Bank Australia Ltd.  | ING Bank Australia Ltd.  |  |  |
| (r) | 3M Swap + 0.950%, <br> FRN, 5.067%, <br> 03/22/27<br>| AUD | 1500 | 964717 |
| (r) | 3M Swap + 1.020%, <br> FRN, 5.167%, <br> 08/20/29<br>| AUD | 2500 | 1602689 |
| Macquarie Group Ltd.  | Macquarie Group Ltd.  |  |  |  |
|  | 0.625%, 02/03/27 | EUR | 500 | 548972 |
| Norfina Ltd.  | Norfina Ltd.  | Norfina Ltd.  |  |  |
| (r) | 3M Swap + 0.740%, <br> FRN, 4.851%, <br> 09/27/27<br>| AUD | 5300 | 3384392 |
| (r) | 3M Swap + 1.250%, <br> FRN, 5.365%, <br> 12/14/27<br>| AUD | 8050 | 5201496 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 5390 | 5535166 |
| Scentre Group Trust 1, 3M <br> Swap + 1.120%, FRN | Scentre Group Trust 1, 3M <br> Swap + 1.120%, FRN |  |  |  |
| (r) | 5.239%, 11/27/29 | AUD | 8500 | 5407271 |
| Toyota Finance Australia <br> Ltd., 3M Swap + <br> 1.100%, FRN | Toyota Finance Australia <br> Ltd., 3M Swap + <br> 1.100%, FRN |  |  |  |
| (r) | 5.052%, 01/22/30 | AUD | 4500 | 2858695 |
| Woodside Finance Ltd.  | Woodside Finance Ltd.  |  |  |  |
| Ω | 4.500%, 03/04/29 |  | 800 | 789058 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 31810754 |
| BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) |
| Belfius Bank SA  | Belfius Bank SA  | Belfius Bank SA  |  |  |
|  | 0.375%, 09/02/25 | EUR | 1800 | 2024996 |
|  | 0.375%, 02/13/26 | EUR | 5000 | 5574955 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 7599951 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (4.5%) | CANADA — (4.5%) | CANADA — (4.5%) | CANADA — (4.5%) | CANADA — (4.5%) |
| Alimentation Couche-Tard, <br> Inc.  | Alimentation Couche-Tard, <br> Inc.  |  |  |  |
|  | 1.875%, 05/06/26 | EUR | 1000 | $1126645 |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
|  | 3.700%, 06/07/25 |  | 1100 | 1098713 |
| (r) | SOFR + 0.620%, <br> FRN, 4.989%, <br> 09/15/26<br>|  | 170 | 169796 |
| (r) | SOFR + 0.760%, <br> FRN, 5.129%, <br> 06/04/27<br>|  | 6500 | 6501672 |
| Bank of Nova Scotia, 3M <br> Euribor + 0.400%, FRN | Bank of Nova Scotia, 3M <br> Euribor + 0.400%, FRN |  |  |  |
| (r) | 2.901%, 06/17/26 | EUR | 2000 | 2266562 |
| Canadian Imperial Bank of <br> Commerce, 3M Euribor <br> + 0.700%, FRN | Canadian Imperial Bank of <br> Commerce, 3M Euribor <br> + 0.700%, FRN |  |  |  |
| (r) | 2.874%, 01/29/27 | EUR | 1500 | 1705750 |
| Canadian Natural <br> Resources Ltd.  | Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 2.050%, 07/15/25 |  | 420 | 417504 |
| Element Fleet <br> Management Corp.  | Element Fleet <br> Management Corp.  |  |  |  |
| Ω | 3.850%, 06/15/25 |  | 2500 | 2494993 |
| Enbridge Pipelines, Inc.  | Enbridge Pipelines, Inc.  |  |  |  |
|  | 3.000%, 08/10/26 | CAD | 3000 | 2169984 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |  |
|  | 3.125%, 11/15/29 |  | 200 | 187126 |
| Methanex Corp.  | Methanex Corp.  |  |  |  |
|  | 5.250%, 12/15/29 |  | 2000 | 1899616 |
| National Bank of Canada  | National Bank of Canada  |  |  |  |
|  | 5.296%, 11/03/25 | CAD | 2000 | 1467764 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
|  | 3.369%, 09/29/25 | CAD | 10300 | 7481359 |
| (r) | SOFR + 0.950%, <br> FRN, 5.328%, <br> 01/19/27<br>|  | 326 | 326999 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 2.667%, 09/09/25 | CAD | 5000 | 3622153 |
| (r) | SOFR + 0.730%, <br> FRN, 5.107%, <br> 04/05/27<br>|  | 2500 | 2489182 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.137%, <br> 07/23/29<br>| AUD | 800 | 509576 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| (r) | SOFR + 1.030%, <br> FRN, 5.400%, <br> 12/17/29<br>|  | 2000 | $1985961 |
| TOTAL CANADA | TOTAL CANADA |  |  | 37921355 |
| CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) |
| Czech Gas Networks <br> Investments SARL  | Czech Gas Networks <br> Investments SARL  | Czech Gas Networks <br> Investments SARL  |  |  |
|  | 0.450%, 09/08/29 | EUR | 380 | 383164 |
| DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) |
| Danske Bank AS  | Danske Bank AS  |  |  |  |
|  | 0.625%, 05/26/25 | EUR | 2500 | 2829158 |
| ISS Finance BV  | ISS Finance BV  |  |  |  |
|  | 1.250%, 07/07/25 | EUR | 2800 | 3164629 |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 2300 | 2678949 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 8672736 |
| FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) |
| Nordea Bank Abp, SOFR + <br> 1.020%, FRN | Nordea Bank Abp, SOFR + <br> 1.020%, FRN |  |  |  |
| (r)Ω | 5.388%, 09/10/29 |  | 722 | 722561 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 740 | 754805 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 1477366 |
| FRANCE — (4.4%) | FRANCE — (4.4%) | FRANCE — (4.4%) | FRANCE — (4.4%) | FRANCE — (4.4%) |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 1.000%, 05/23/25 | EUR | 2000 | 2263866 |
| (r) | SOFR + 1.400%, <br> FRN, 5.776%, <br> 07/13/26<br>|  | 500 | 505630 |
| (r)Ω | SOFR + 1.130%, <br> FRN, 5.510%, <br> 01/23/27<br>|  | 750 | 752520 |
| (r) | 3M Euribor + 0.640%, <br> FRN, 3.104%, <br> 03/05/27<br>| EUR | 3000 | 3409223 |
| BPCE SA  | BPCE SA  |  |  |  |
| #Ω | 1.000%, 01/20/26 |  | 3000 | 2923631 |
| Credit Agricole SA, SOFR <br> + 0.870%, FRN | Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |  |
| (r)Ω | 5.238%, 03/11/27 |  | 3300 | 3302404 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 400 | 466134 |
| Holding d'Infrastructures de <br> Transport SASU  | Holding d'Infrastructures de <br> Transport SASU  |  |  |  |
|  | 2.500%, 05/04/27 | EUR | 5400 | 6100441 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1100 | $1155404 |
| Pernod Ricard SA  | Pernod Ricard SA  |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 1000 | 1003672 |
| RCI Banque SA  | RCI Banque SA  | RCI Banque SA  |  |  |
|  | 3.875%, 01/12/29 | EUR | 1000 | 1158619 |
|  | 3.375%, 07/26/29 | EUR | 2700 | 3076241 |
|  | 4.875%, 10/02/29 | EUR | 1100 | 1326023 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| #Ω | 1.375%, 07/08/25 |  | 3600 | 3576137 |
| #Ω | 4.000%, 01/12/27 |  | 2000 | 1977425 |
| Tikehau Capital SCA  | Tikehau Capital SCA  |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 2100 | 2651744 |
| Vinci SA, 3M Euribor + <br> 0.250%, FRN | Vinci SA, 3M Euribor + <br> 0.250%, FRN |  |  |  |
| (r) | 2.789%, 05/13/26 | EUR | 1000 | 1132708 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 36781822 |
| GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) |
| Bayer AG  | Bayer AG  |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 150 | 177968 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 4.250%, 12/15/25 |  | 2800 | 2787260 |
| BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.928%, 04/02/26 |  | 6500 | 6489498 |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 5050 | 5833168 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |  |
|  | 4.100%, 01/13/26 |  | 1000 | 995754 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 1340 | 1546483 |
| Fresenius Medical Care <br> AG  | Fresenius Medical Care <br> AG  |  |  |  |
|  | 3.875%, 09/20/27 | EUR | 1500 | 1748120 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 1.875%, 12/01/26 |  | 3280 | 3141551 |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 1.875%, 05/24/25 | EUR | 2707 | 3065246 |
| Grand City Properties SA  | Grand City Properties SA  |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 600 | 699166 |
| Infineon Technologies AG  | Infineon Technologies AG  |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | 1462503 |
| Landesbank <br> Baden-Wuerttemberg, <br> 3M Swap + 1.270%, <br> FRN | Landesbank <br> Baden-Wuerttemberg, <br> 3M Swap + 1.270%, <br> FRN |  |  |  |
| (r) | 5.505%, 08/02/29 | AUD | 6840 | 4354505 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Mercedes-Benz <br> International Finance BV, <br> 3M Euribor + 0.480%, <br> FRN | Mercedes-Benz <br> International Finance BV, <br> 3M Euribor + 0.480%, <br> FRN |  |  |  |
| (r) | 2.990%, 08/19/27 | EUR | 4000 | $4527301 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 500 | 570854 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 2300 | 2301748 |
| Volkswagen Financial <br> Services AG, 3M Euribor <br> + 0.780%, FRN | Volkswagen Financial <br> Services AG, 3M Euribor <br> + 0.780%, FRN |  |  |  |
| (r) | 3.291%, 06/10/27 | EUR | 4000 | 4538793 |
| Volkswagen Financial <br> Services NV  | Volkswagen Financial <br> Services NV  |  |  |  |
|  | 4.250%, 10/09/25 | GBP | 4000 | 5298285 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 49538203 |
| IRELAND — (0.9%) | IRELAND — (0.9%) | IRELAND — (0.9%) | IRELAND — (0.9%) | IRELAND — (0.9%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 6.500%, 07/15/25 |  | 5450 | 5458136 |
| # | 1.750%, 01/30/26 |  | 500 | 488819 |
|  | 4.625%, 09/10/29 |  | 150 | 148872 |
| Dell Bank International <br> DAC  | Dell Bank International <br> DAC  |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1500 | 1729584 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 7825411 |
| ITALY — (1.8%) | ITALY — (1.8%) | ITALY — (1.8%) | ITALY — (1.8%) | ITALY — (1.8%) |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1740 | 1884003 |
| Eni SpA  | Eni SpA  |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 1900 | 1937764 |
| Italgas SpA  | Italgas SpA  |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 5000 | 5625509 |
| Snam SpA  | Snam SpA  | Snam SpA  |  |  |
| Δ | 0.000%, 08/15/25 | EUR | 5000 | 5624659 |
| (r) | 3M Euribor + 0.400%, <br> FRN, 2.679%, <br> 04/15/26<br>| EUR | 400 | 453612 |
| TOTAL ITALY | TOTAL ITALY |  |  | 15525547 |
| JAPAN — (4.7%) | JAPAN — (4.7%) | JAPAN — (4.7%) | JAPAN — (4.7%) | JAPAN — (4.7%) |
| Japan Bank for <br> International Cooperation  | Japan Bank for <br> International Cooperation  |  |  |  |
|  | 0.625%, 07/15/25 |  | 1754 | 1740122 |
| JT International Financial <br> Services BV  | JT International Financial <br> Services BV  |  |  |  |
|  | 1.125%, 09/28/25 | EUR | 1000 | 1126396 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Mitsubishi UFJ Financial <br> Group, Inc.  | Mitsubishi UFJ Financial <br> Group, Inc.  |  |  |  |
| # | 3.850%, 03/01/26 |  | 4000 | $3983519 |
| Mizuho Bank Ltd.  | Mizuho Bank Ltd.  | Mizuho Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.850%, <br> FRN, 4.965%, <br> 09/14/26<br>| AUD | 5500 | 3533066 |
| (r) | 3M Swap + 0.880%, <br> FRN, 4.832%, <br> 01/18/27<br>| AUD | 1850 | 1188668 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.868%, <br> 09/06/27<br>| AUD | 1830 | 1171832 |
| MUFG Bank Ltd., 3M <br> Swap + 0.850%, FRN | MUFG Bank Ltd., 3M <br> Swap + 0.850%, FRN |  |  |  |
| (r) | 4.967%, 03/05/27 | AUD | 7000 | 4494702 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| Ω | 3.522%, 09/17/25 |  | 3000 | 2970935 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 5.099%, 07/03/25 |  | 200 | 200091 |
|  | 1.851%, 07/16/25 |  | 2832 | 2815414 |
|  | 1.653%, 07/14/26 |  | 700 | 675589 |
| SoftBank Group Corp.  | SoftBank Group Corp.  | SoftBank Group Corp.  |  |  |
|  | 6.000%, 07/30/25 |  | 1000 | 998997 |
|  | 6.750%, 07/08/29 |  | 1000 | 1011102 |
| Sumitomo Mitsui Banking <br> Corp., 3M Swap + <br> 0.780%, FRN | Sumitomo Mitsui Banking <br> Corp., 3M Swap + <br> 0.780%, FRN |  |  |  |
| (r) | 4.732%, 01/20/27 | AUD | 800 | 513270 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 1.474%, 07/08/25 |  | 1500 | 1491430 |
|  | 1.546%, 06/15/26 | EUR | 1522 | 1707005 |
| (r) | SOFR + 1.170%, <br> FRN, 5.547%, <br> 07/09/29<br>|  | 4800 | 4831214 |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.347%, 09/10/27 |  | 2050 | 2053222 |
| Takeda Pharmaceutical Co. <br> Ltd.  | Takeda Pharmaceutical Co. <br> Ltd.  |  |  |  |
|  | 2.250%, 11/21/26 | EUR | 2900 | 3276741 |
| Toyota Motor Finance <br> Netherlands BV, 3M <br> Euribor + 0.680%, FRN | Toyota Motor Finance <br> Netherlands BV, 3M <br> Euribor + 0.680%, FRN |  |  |  |
| (r) | 3.215%, 02/09/27 | EUR | 200 | 227458 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 40010773 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| LUXEMBOURG — (1.6%) | LUXEMBOURG — (1.6%) | LUXEMBOURG — (1.6%) | LUXEMBOURG — (1.6%) | LUXEMBOURG — (1.6%) |
| ArcelorMittal SA  | ArcelorMittal SA  | ArcelorMittal SA  |  |  |
|  | 6.125%, 06/01/25 |  | 500 | $499507 |
|  | 4.875%, 09/26/26 | EUR | 1798 | 2093058 |
|  | 3.125%, 12/13/28 | EUR | 2800 | 3168524 |
| Eurofins Scientific SE  | Eurofins Scientific SE  |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 3920 | 4559280 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3400 | 3519676 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 13840045 |
| NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 2.375%, 06/01/27 | EUR | 1000 | 1128145 |
|  | 0.500%, 09/23/29 | EUR | 900 | 914911 |
|  | 4.250%, 02/21/30 | EUR | 3000 | 3560751 |
| Ayvens Bank NV  | Ayvens Bank NV  |  |  |  |
|  | 2.125%, 05/06/25 | EUR | 700 | 793028 |
| Enexis Holding NV  | Enexis Holding NV  |  |  |  |
|  | 0.875%, 04/28/26 | EUR | 1000 | 1119093 |
| ING Groep NV  | ING Groep NV  |  |  |  |
| Ω | 4.625%, 01/06/26 |  | 6100 | 6100349 |
| Koninklijke Philips NV  | Koninklijke Philips NV  |  |  |  |
|  | 0.500%, 05/22/26 | EUR | 4550 | 5060844 |
| Sandoz Finance BV  | Sandoz Finance BV  |  |  |  |
|  | 3.250%, 09/12/29 | EUR | 508 | 581696 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 19258817 |
| NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2500 | 2362012 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1010 | 1226121 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 3588133 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
| Ren Finance BV  | Ren Finance BV  | Ren Finance BV  |  |  |
|  | 0.500%, 04/16/29 | EUR | 700 | 720563 |
| SPAIN — (1.9%) | SPAIN — (1.9%) | SPAIN — (1.9%) | SPAIN — (1.9%) | SPAIN — (1.9%) |
| Banco Bilbao Vizcaya Argentaria <br> SA  | Banco Bilbao Vizcaya Argentaria <br> SA  | Banco Bilbao Vizcaya Argentaria <br> SA  |  |  |
|  | 1.375%, 05/14/25 | EUR | 400 | 453013 |
|  | 1.125%, 09/18/25 |  | 1600 | 1576373 |
|  | 1.750%, 11/26/25 | EUR | 3000 | 3388798 |
| Banco Santander SA, 3M <br> Euribor + 0.680%, FRN | Banco Santander SA, 3M <br> Euribor + 0.680%, FRN |  |  |  |
| (r) | 2.854%, 01/29/26 | EUR | 700 | 794794 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 3000 | 3423959 |
| Inmobiliaria Colonial <br> Socimi SA  | Inmobiliaria Colonial <br> Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1000 | 1138427 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Naturgy Finance Iberia SA  | Naturgy Finance Iberia SA  |  |  |  |
|  | 0.875%, 05/15/25 | EUR | 1500 | $1698435 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |
|  | 5.375%, 02/02/26 | GBP | 1000 | 1337894 |
|  | 0.664%, 02/03/30 | EUR | 2300 | 2350222 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 16161915 |
| SWEDEN — (1.1%) | SWEDEN — (1.1%) | SWEDEN — (1.1%) | SWEDEN — (1.1%) | SWEDEN — (1.1%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1200 | 1386197 |
| Castellum Helsinki Finance <br> Holding Abp  | Castellum Helsinki Finance <br> Holding Abp  |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 1000 | 1012375 |
| Securitas Treasury Ireland <br> DAC  | Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1320 | 1548801 |
| Swedbank AB  | Swedbank AB  | Swedbank AB  |  |  |
|  | 0.750%, 05/05/25 | EUR | 2000 | 2265701 |
|  | 3.750%, 11/14/25 | EUR | 1000 | 1141279 |
| (r) | SOFR + 1.030%, <br> FRN, 5.393%, <br> 11/20/29<br>|  | 1500 | 1509296 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 8863649 |
| SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) | SWITZERLAND — (1.0%) |
| UBS AG, 3M Swap + <br> 1.450%, FRN | UBS AG, 3M Swap + <br> 1.450%, FRN |  |  |  |
| (r) | 5.579%, 11/24/28 | AUD | 5500 | 3578796 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 2.750%, 08/08/25 | GBP | 1500 | 1984078 |
|  | 4.125%, 09/24/25 |  | 2000 | 1994634 |
|  | 4.125%, 04/15/26 |  | 1000 | 996839 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 8554347 |
| UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) | UNITED KINGDOM — (4.4%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 2160 | 2154704 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 1.668%, 03/25/26 |  | 2616 | 2545865 |
|  | 2.250%, 01/16/30 | EUR | 400 | 435277 |
| British Telecommunications <br> PLC  | British Telecommunications <br> PLC  |  |  |  |
|  | 0.500%, 09/12/25 | EUR | 1000 | 1124305 |
| Cadent Finance PLC  | Cadent Finance PLC  |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 2033 | 2047203 |
| CK Hutchison Europe <br> Finance 21 Ltd.  | CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 1700 | 1723767 |
| CNH Industrial Finance <br> Europe SA  | CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 540 | 578216 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 200 | $205530 |
| Motability Operations <br> Group PLC  | Motability Operations <br> Group PLC  |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 4800 | 5659274 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
| Ω | 3.900%, 07/21/25 |  | 1800 | 1796703 |
| #Ω | 1.000%, 08/28/25 |  | 2600 | 2565784 |
| Ω | 1.500%, 10/13/26 |  | 1500 | 1441017 |
| NatWest Group PLC  | NatWest Group PLC  |  |  |  |
|  | 4.800%, 04/05/26 |  | 2367 | 2374072 |
| NatWest Markets PLC  | NatWest Markets PLC  | NatWest Markets PLC  |  |  |
| (r)Ω | SOFR + 0.900%, <br> FRN, 5.264%, <br> 05/17/27<br>|  | 3500 | 3491740 |
| (r)Ω | SOFR + 0.950%, <br> FRN, 5.323%, <br> 03/21/28<br>|  | 2200 | 2195130 |
| Reynolds American, Inc.  | Reynolds American, Inc.  |  |  |  |
|  | 4.450%, 06/12/25 |  | 1190 | 1189349 |
| Santander U.K. Group <br> Holdings PLC  | Santander U.K. Group <br> Holdings PLC  |  |  |  |
|  | 3.625%, 01/14/26 | GBP | 1000 | 1321893 |
| Standard Chartered Bank  | Standard Chartered Bank  | Standard Chartered Bank  |  |  |
| (r) | SOFR + 0.650%, <br> FRN, 5.026%, <br> 10/08/26<br>|  | 2100 | 2098305 |
| (r) | 3M Euribor + 0.450%, <br> FRN, 2.729%, <br> 01/15/27<br>| EUR | 1800 | 2038215 |
| Tesco Corporate Treasury <br> Services PLC  | Tesco Corporate Treasury <br> Services PLC  |  |  |  |
|  | 2.500%, 05/02/25 | GBP | 349 | 465113 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 37451462 |
| UNITED STATES — (47.9%) | UNITED STATES — (47.9%) | UNITED STATES — (47.9%) | UNITED STATES — (47.9%) | UNITED STATES — (47.9%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 7926 | 7695773 |
| AbbVie, Inc.  | AbbVie, Inc.  |  |  |  |
|  | 3.600%, 05/14/25 |  | 140 | 139944 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
|  | 1.750%, 10/01/27 |  | 2000 | 1798014 |
|  | 5.950%, 03/09/28 |  | 380 | 376859 |
| Aircastle Ltd.  | Aircastle Ltd.  | Aircastle Ltd.  |  |  |
| Ω | 5.250%, 08/11/25 |  | 260 | 259590 |
|  | 4.250%, 06/15/26 |  | 3500 | 3465989 |
| Ω | 6.500%, 07/18/28 |  | 200 | 207392 |
| Ω | 5.950%, 02/15/29 |  | 200 | 205198 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 2.200%, 11/02/28 |  | 530 | 480216 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 2.200%, 06/15/27 | EUR | 2000 | $2240654 |
|  | 6.200%, 11/01/28 |  | 118 | 124553 |
| Amcor Finance USA, Inc.  | Amcor Finance USA, Inc.  |  |  |  |
|  | 3.625%, 04/28/26 |  | 2835 | 2804846 |
| American Electric Power <br> Co., Inc.  | American Electric Power <br> Co., Inc.  |  |  |  |
|  | 1.000%, 11/01/25 |  | 678 | 666010 |
| American Express Co., <br> SOFR + 0.650%, FRN | American Express Co., <br> SOFR + 0.650%, FRN |  |  |  |
| (r) | 5.012%, 11/04/26 |  | 426 | 425098 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 5.087%, <br> 01/09/26<br>|  | 1700 | 1701057 |
| (r) | SOFR + 0.720%, <br> FRN, 5.097%, <br> 10/05/26<br>|  | 2900 | 2900850 |
| (r) | SOFR + 0.720%, <br> FRN, 5.098%, <br> 10/22/27<br>|  | 3200 | 3180865 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 400 | 406521 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 1.950%, 05/22/26 | EUR | 500 | 562348 |
|  | 3.600%, 01/15/28 |  | 77 | 75305 |
|  | 0.875%, 05/21/29 | EUR | 510 | 531227 |
|  | 2.900%, 01/15/30 |  | 400 | 370465 |
|  | 5.000%, 01/31/30 |  | 200 | 203176 |
| Amgen, Inc.  | Amgen, Inc.  |  |  |  |
|  | 5.250%, 03/02/30 |  | 200 | 205690 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.250%, 07/15/25 |  | 4600 | 4585133 |
|  | 3.875%, 01/15/26 |  | 1000 | 992146 |
|  | 2.875%, 06/15/28 |  | 90 | 83556 |
|  | 5.875%, 03/01/29 |  | 130 | 130882 |
|  | 5.950%, 07/15/29 |  | 500 | 506142 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 5.150%, 08/21/29 |  | 200 | 201637 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 4.000%, 11/25/25 | CAD | 2000 | 1456434 |
|  | 4.300%, 02/15/30 |  | 200 | 198420 |
|  | 0.800%, 03/04/30 | EUR | 970 | 995088 |
| Avangrid, Inc.  | Avangrid, Inc.  |  |  |  |
|  | 3.800%, 06/01/29 |  | 200 | 193770 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |
| Ω | 5.375%, 07/15/29 |  | 2630 | 2654774 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 2.300%, 07/25/25 | GBP | 1082 | 1431658 |
| Becton Dickinson & Co.  | Becton Dickinson & Co.  |  |  |  |
|  | 0.034%, 08/13/25 | EUR | 4250 | 4780479 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 5.950%, 06/01/26 |  | 1926 | $1950942 |
| Boeing Co.  | Boeing Co.  | Boeing Co.  |  |  |
|  | 2.600%, 10/30/25 |  | 1827 | 1804247 |
|  | 3.100%, 05/01/26 |  | 3840 | 3774911 |
|  | 2.250%, 06/15/26 |  | 153 | 148670 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 200 | 201013 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 |  | 252 | 248310 |
|  | 3.400%, 06/21/29 |  | 3800 | 3561965 |
| Buckeye Partners LP  | Buckeye Partners LP  |  |  |  |
| Ω | 4.500%, 03/01/28 |  | 1900 | 1831733 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 1005 | 1069065 |
| Cardinal Health, Inc.  | Cardinal Health, Inc.  |  |  |  |
|  | 5.000%, 11/15/29 |  | 200 | 203328 |
| Cargill, Inc., SOFR + <br> 0.610%, FRN | Cargill, Inc., SOFR + <br> 0.610%, FRN |  |  |  |
| (r)Ω | 4.972%, 02/11/28 |  | 7500 | 7476552 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 2.722%, 02/15/30 |  | 200 | 184660 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.455%, <br> FRN, 4.817%, <br> 08/11/25<br>|  | 5250 | 5251828 |
| (r) | SOFR + 0.520%, <br> FRN, 4.882%, <br> 05/14/27<br>|  | 1274 | 1272013 |
| (r) | SOFR + 0.520%, <br> FRN, 4.888%, <br> 03/03/28<br>|  | 1200 | 1197449 |
| Celanese U.S. Holdings <br> LLC  | Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 1.400%, 08/05/26 |  | 6800 | 6486159 |
| Cencora, Inc.  | Cencora, Inc.  |  |  |  |
|  | 4.850%, 12/15/29 |  | 200 | 202289 |
| Charles Schwab Corp., <br> SOFR + 1.050%, FRN | Charles Schwab Corp., <br> SOFR + 1.050%, FRN |  |  |  |
| (r) | 5.418%, 03/03/27 |  | 5324 | 5349608 |
| Citibank NA  | Citibank NA  | Citibank NA  |  |  |
| (r) | SOFR + 0.708%, <br> FRN, 5.068%, <br> 08/06/26<br>|  | 5238 | 5235539 |
| (r) | SOFR + 1.060%, <br> FRN, 5.429%, <br> 12/04/26<br>|  | 1200 | 1203745 |
| CNH Industrial Capital LLC  | CNH Industrial Capital LLC  |  |  |  |
|  | 3.950%, 05/23/25 |  | 1700 | 1699152 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |  |
|  | 5.250%, 05/30/25 |  | 5500 | $5499676 |
| Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN | Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN |  |  |  |
| (r) | 4.884%, 11/18/27 |  | 1300 | 1296230 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |  |
|  | 3.250%, 06/01/25 |  | 3500 | 3493152 |
| COPT Defense <br> Properties LP  | COPT Defense <br> Properties LP  |  |  |  |
|  | 2.250%, 03/15/26 |  | 1200 | 1170783 |
| Crown Americas LLC  | Crown Americas LLC  |  |  |  |
|  | 5.250%, 04/01/30 |  | 810 | 808185 |
| Crown Castle, Inc.  | Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 5.600%, 06/01/29 |  | 250 | 256838 |
|  | 4.900%, 09/01/29 |  | 250 | 250605 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.875%, 07/20/25 |  | 3700 | 3690294 |
|  | 3.250%, 08/15/29 |  | 250 | 235557 |
|  | 5.125%, 02/21/30 |  | 1860 | 1882825 |
| DCP Midstream Operating LP  | DCP Midstream Operating LP  | DCP Midstream Operating LP  |  |  |
|  | 5.375%, 07/15/25 |  | 1272 | 1272266 |
|  | 5.125%, 05/15/29 |  | 400 | 403229 |
| Discover Bank  | Discover Bank  |  |  |  |
|  | 3.450%, 07/27/26 |  | 2000 | 1968825 |
| Discover Financial Services  | Discover Financial Services  | Discover Financial Services  |  |  |
|  | 4.500%, 01/30/26 |  | 2500 | 2491734 |
|  | 4.100%, 02/09/27 |  | 1000 | 990807 |
| Discovery <br> Communications LLC  | Discovery <br> Communications LLC  |  |  |  |
|  | 4.125%, 05/15/29 |  | 2000 | 1869971 |
| Dollar Tree, Inc.  | Dollar Tree, Inc.  |  |  |  |
|  | 4.000%, 05/15/25 |  | 437 | 436756 |
| DPL, Inc.  | DPL, Inc.  |  |  |  |
|  | 4.125%, 07/01/25 |  | 2000 | 1983492 |
| DTE Energy Co.  | DTE Energy Co.  | DTE Energy Co.  |  |  |
|  | 1.050%, 06/01/25 |  | 3340 | 3328339 |
|  | 3.400%, 06/15/29 |  | 92 | 87549 |
| Duke Energy Corp.  | Duke Energy Corp.  |  |  |  |
|  | 4.850%, 01/05/29 |  | 64 | 64865 |
| DXC Capital Funding DAC  | DXC Capital Funding DAC  |  |  |  |
|  | 0.450%, 09/15/27 | EUR | 2500 | 2655283 |
| DXC Technology Co.  | DXC Technology Co.  | DXC Technology Co.  |  |  |
|  | 1.750%, 01/15/26 | EUR | 2000 | 2250140 |
|  | 1.800%, 09/15/26 |  | 3000 | 2879051 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 2.900%, 05/15/25 |  | 1674 | 1672672 |
|  | 5.200%, 04/01/30 |  | 1800 | 1817519 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 4.750%, 12/15/26 |  | 2000 | 1982494 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 3.200%, 11/18/29 |  | 200 | 188162 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Essex Portfolio LP  | Essex Portfolio LP  |  |  |  |
|  | 1.700%, 03/01/28 |  | 95 | $88046 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
|  | 5.000%, 02/15/26 |  | 1166 | 1167598 |
| Fiserv, Inc.  | Fiserv, Inc.  | Fiserv, Inc.  |  |  |
|  | 2.250%, 07/01/25 | GBP | 696 | 923029 |
|  | 3.500%, 07/01/29 |  | 200 | 190617 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.750%, 06/15/25 |  | 650 | 649717 |
|  | 3.750%, 02/01/26 |  | 5000 | 4955120 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.134%, 08/04/25 |  | 2000 | 1990960 |
|  | 4.389%, 01/08/26 |  | 1000 | 989625 |
|  | 6.950%, 03/06/26 |  | 1000 | 1009740 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2200 | 2552036 |
| GATX Corp.  | GATX Corp.  |  |  |  |
| # | 4.700%, 04/01/29 |  | 200 | 200008 |
| General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |  |
| (r) | 4.945%, 05/05/26 |  | 5830 | 5819855 |
| General Motors Co.  | General Motors Co.  |  |  |  |
|  | 6.125%, 10/01/25 |  | 814 | 817046 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 2.750%, 06/20/25 |  | 3500 | 3489157 |
|  | 1.250%, 01/08/26 |  | 300 | 292616 |
| # | 5.250%, 03/01/26 |  | 1473 | 1473969 |
| Genuine Parts Co.  | Genuine Parts Co.  |  |  |  |
|  | 4.950%, 08/15/29 |  | 600 | 602969 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 1.200%, 03/01/26 |  | 1600 | 1549734 |
| GLP Capital LP/GLP <br> Financing II, Inc.  | GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |  |
|  | 5.300%, 01/15/29 |  | 200 | 199805 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 4.250%, 01/29/26 | GBP | 700 | 930176 |
| Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. |  |  |
| Ω | 5.950%, 06/11/29 |  | 4100 | 4080740 |
| HAT Holdings I LLC/HAT <br> Holdings II LLC  | HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| Ω | 8.000%, 06/15/27 |  | 2900 | 2978652 |
| HCA, Inc., SOFR + <br> 0.870%, FRN | HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |  |
| (r) | 5.239%, 03/01/28 |  | 5000 | 4989100 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.500%, 08/01/26 |  | 5000 | 4907164 |
|  | 3.100%, 02/15/30 |  | 1100 | 1009879 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |  |
| #Ω | 4.850%, 12/01/29 |  | 1630 | 1540019 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Hewlett Packard Enterprise <br> Co.  | Hewlett Packard Enterprise <br> Co.  |  |  |  |
|  | 1.750%, 04/01/26 |  | 1464 | $1425167 |
| Highwoods Realty LP  | Highwoods Realty LP  |  |  |  |
|  | 3.050%, 02/15/30 |  | 3340 | 2979148 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 3.375%, 12/15/29 |  | 5000 | 4610324 |
| HP, Inc.  | HP, Inc.  |  |  |  |
|  | 2.200%, 06/17/25 |  | 2440 | 2431132 |
| Huntington Bancshares, Inc.  | Huntington Bancshares, Inc.  | Huntington Bancshares, Inc.  |  |  |
|  | 4.000%, 05/15/25 |  | 580 | 579679 |
| # | 2.550%, 02/04/30 |  | 200 | 180478 |
| Huntsman <br> International LLC  | Huntsman <br> International LLC  |  |  |  |
|  | 4.500%, 05/01/29 |  | 4300 | 4053156 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 4.850%, 03/15/26 |  | 1796 | 1796701 |
| Intel Corp.  | Intel Corp.  |  |  |  |
|  | 5.125%, 02/10/30 |  | 1360 | 1372937 |
| International Flavors & <br> Fragrances, Inc.  | International Flavors & <br> Fragrances, Inc.  |  |  |  |
|  | 1.800%, 09/25/26 | EUR | 1000 | 1117059 |
| Jabil, Inc.  | Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 1.700%, 04/15/26 |  | 5825 | 5659084 |
|  | 3.600%, 01/15/30 |  | 130 | 122714 |
| Jefferies Financial Group, <br> Inc.  | Jefferies Financial Group, <br> Inc.  |  |  |  |
| # | 4.850%, 01/15/27 |  | 2000 | 2010609 |
| John Deere Capital Corp.  | John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.680%, <br> FRN, 5.057%, <br> 07/15/27<br>|  | 6375 | 6388387 |
| (r) | SOFR + 0.500%, <br> FRN, 4.867%, <br> 03/06/28<br>|  | 1700 | 1696430 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.880%, FRN |  |  |  |
| (r) | 5.249%, 03/15/27 |  | 1500 | 1503766 |
| KeyCorp  | KeyCorp  |  |  |  |
|  | 2.550%, 10/01/29 |  | 900 | 816400 |
| Kilroy Realty LP  | Kilroy Realty LP  |  |  |  |
|  | 3.050%, 02/15/30 |  | 1000 | 881015 |
| L3Harris Technologies, Inc.  | L3Harris Technologies, Inc.  |  |  |  |
|  | 2.900%, 12/15/29 |  | 101 | 93488 |
| Laboratory Corp. of <br> America Holdings  | Laboratory Corp. of <br> America Holdings  |  |  |  |
|  | 1.550%, 06/01/26 |  | 1914 | 1855882 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |
|  | 2.900%, 06/25/25 |  | 3000 | 2986410 |
|  | 3.900%, 08/08/29 |  | 1000 | 928503 |
| Leggett & Platt, Inc.  | Leggett & Platt, Inc.  |  |  |  |
| # | 3.500%, 11/15/27 |  | 1221 | 1171718 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Lennar Corp.  | Lennar Corp.  |  |  |  |
|  | 4.750%, 05/30/25 |  | 1200 | $1199822 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |  |
| #Ω | 4.569%, 02/01/29 |  | 200 | 199045 |
| LYB International Finance <br> III LLC  | LYB International Finance <br> III LLC  |  |  |  |
|  | 1.250%, 10/01/25 |  | 316 | 311367 |
| ManpowerGroup, Inc.  | ManpowerGroup, Inc.  |  |  |  |
|  | 1.750%, 06/22/26 | EUR | 130 | 146283 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |
|  | 4.700%, 05/01/25 |  | 1900 | 1900000 |
|  | 5.150%, 03/01/30 |  | 130 | 130826 |
| McDonald's Corp.  | McDonald's Corp.  | McDonald's Corp.  |  |  |
|  | 3.375%, 05/26/25 |  | 43 | 42956 |
|  | 2.375%, 05/31/29 | EUR | 300 | 334056 |
|  | 4.000%, 03/07/30 | EUR | 400 | 473908 |
| McKesson Corp.  | McKesson Corp.  |  |  |  |
|  | 1.500%, 11/17/25 | EUR | 2000 | 2254538 |
| Mondelez International, <br> Inc.  | Mondelez International, <br> Inc.  |  |  |  |
|  | 1.500%, 05/04/25 |  | 224 | 223925 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.800%, 02/15/29 |  | 78 | 78050 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 5329 | 5470482 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 5.500%, 03/15/30 |  | 2600 | 2662591 |
| National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  | National Grid North America, <br> Inc.  |  |  |
|  | 0.410%, 01/20/26 | EUR | 2750 | 3070671 |
|  | 3.247%, 11/25/29 | EUR | 3000 | 3442291 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.700%, <br> FRN, 5.061%, <br> 05/07/25<br>|  | 232 | 232011 |
| (r) | SOFR + 0.400%, <br> FRN, 4.768%, <br> 12/03/25<br>|  | 909 | 907765 |
| (r) | SOFR + 0.820%, <br> FRN, 5.189%, <br> 09/16/27<br>|  | 2222 | 2219633 |
| Newell Brands, Inc.  | Newell Brands, Inc.  |  |  |  |
|  | 6.625%, 09/15/29 |  | 1000 | 938071 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 5.143%, <br> 01/29/26<br>|  | 1290 | 1290639 |
| (r) | SOFR + 0.800%, <br> FRN, 5.162%, <br> 02/04/28<br>|  | 5850 | 5854082 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nissan Motor Acceptance Co. <br> LLC  | Nissan Motor Acceptance Co. <br> LLC  | Nissan Motor Acceptance Co. <br> LLC  |  |  |
| Ω | 2.000%, 03/09/26 |  | 1500 | $1441623 |
|  | 1.850%, 09/16/26 |  | 250 | 235970 |
| Nordstrom, Inc.  | Nordstrom, Inc.  |  |  |  |
|  | 6.950%, 03/15/28 |  | 2246 | 2262274 |
| Norfolk Southern Corp.  | Norfolk Southern Corp.  | Norfolk Southern Corp.  |  |  |
|  | 5.590%, 05/17/25 |  | 600 | 600264 |
|  | 3.800%, 08/01/28 |  | 65 | 64188 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
| # | 3.600%, 12/01/29 |  | 200 | 188576 |
| ONEOK, Inc.  | ONEOK, Inc.  | ONEOK, Inc.  |  |  |
|  | 5.650%, 11/01/28 |  | 55 | 56705 |
|  | 4.400%, 10/15/29 |  | 200 | 196891 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  |  |  |
|  | 2.950%, 05/15/25 |  | 5000 | 4996443 |
| (r) | SOFR + 0.760%, <br> FRN, 5.122%, <br> 08/03/28<br>|  | 710 | 711186 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |  |
|  | 5.650%, 05/15/25 |  | 1612 | 1611397 |
| Paramount Global  | Paramount Global  |  |  |  |
|  | 4.200%, 06/01/29 |  | 3700 | 3571672 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 4.450%, 01/29/26 |  | 572 | 570144 |
| Ω | 1.700%, 06/15/26 |  | 5150 | 4983447 |
| Ω | 6.050%, 08/01/28 |  | 22 | 22883 |
| Ω | 5.350%, 03/30/29 |  | 90 | 91614 |
| Ω | 5.250%, 07/01/29 |  | 510 | 518532 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 1.500%, 05/01/25 |  | 160 | 160000 |
| (r) | SOFR + 0.830%, <br> FRN, 5.213%, <br> 04/28/28<br>|  | 7000 | 7005628 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |  |
|  | 4.650%, 10/15/25 |  | 1300 | 1297932 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |  |
|  | 1.875%, 06/01/25 | EUR | 4000 | 4529100 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |  |
|  | 3.400%, 05/15/25 |  | 639 | 638594 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 190 | 221735 |
| Prologis LP  | Prologis LP  |  |  |  |
|  | 3.000%, 06/02/26 | EUR | 2100 | 2385162 |
| Public Storage Operating <br> Co., SOFR + 0.600%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.600%, <br> FRN |  |  |  |
| (r) | 4.981%, 07/25/25 |  | 4201 | 4203563 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 500 | $574190 |
| QUALCOMM, Inc.  | QUALCOMM, Inc.  |  |  |  |
|  | 3.450%, 05/20/25 |  | 173 | 172889 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 600 | 619378 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 4.625%, 11/01/25 |  | 159 | 158937 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |  |
|  | 1.875%, 07/19/26 | EUR | 6000 | 6726332 |
| Rockies Express Pipeline LLC  | Rockies Express Pipeline LLC  | Rockies Express Pipeline LLC  |  |  |
| Ω | 3.600%, 05/15/25 |  | 2300 | 2297428 |
| Ω | 4.950%, 07/15/29 |  | 1150 | 1099305 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 1.200%, 09/02/25 |  | 3986 | 3935848 |
| Santander Holdings USA, <br> Inc.  | Santander Holdings USA, <br> Inc.  |  |  |  |
|  | 3.244%, 10/05/26 |  | 3000 | 2935976 |
| Sealed Air Corp.  | Sealed Air Corp.  | Sealed Air Corp.  |  |  |
| Ω | 5.500%, 09/15/25 |  | 2500 | 2498357 |
| Ω | 4.000%, 12/01/27 |  | 1000 | 964794 |
| SLM Corp.  | SLM Corp.  | SLM Corp.  |  |  |
|  | 3.125%, 11/02/26 |  | 3000 | 2906013 |
|  | 6.500%, 01/31/30 |  | 1000 | 1032285 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |  |
| (r) | 5.020%, 10/22/27 |  | 180 | 179334 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |  |
|  | 2.400%, 06/15/25 |  | 100 | 99677 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 2000 | 1900400 |
| Stellantis NV  | Stellantis NV  |  |  |  |
|  | 4.375%, 03/14/30 | EUR | 1500 | 1755828 |
| Stryker Corp.  | Stryker Corp.  |  |  |  |
|  | 1.150%, 06/15/25 |  | 1743 | 1735166 |
| Synchrony Financial  | Synchrony Financial  | Synchrony Financial  |  |  |
|  | 4.875%, 06/13/25 |  | 3807 | 3804108 |
|  | 4.500%, 07/23/25 |  | 69 | 68893 |
| Taylor Morrison <br> Communities, Inc.  | Taylor Morrison <br> Communities, Inc.  |  |  |  |
| Ω | 5.875%, 06/15/27 |  | 400 | 401953 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 2.050%, 02/15/28 |  | 64 | 60182 |
|  | 2.400%, 03/15/29 |  | 93 | 85947 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | SOFR + 0.650%, <br> FRN, 5.027%, <br> 01/05/26<br>|  | 1000 | 1000700 |
| (r) | SOFR + 0.770%, <br> FRN, 5.131%, <br> 08/07/26<br>|  | 2100 | 2103794 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | SOFR + 0.650%, <br> FRN, 5.022%, <br> 03/19/27<br>|  | 2200 | $2200020 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 2759 | 2719818 |
| Ventas Realty LP  | Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 4.125%, 01/15/26 |  | 2500 | 2484872 |
| # | 3.000%, 01/15/30 |  | 200 | 185644 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 3725 | 3575473 |
| Vontier Corp.  | Vontier Corp.  |  |  |  |
|  | 1.800%, 04/01/26 |  | 3500 | 3399196 |
| Vornado Realty LP  | Vornado Realty LP  |  |  |  |
|  | 2.150%, 06/01/26 |  | 6100 | 5881645 |
| Walgreens Boots Alliance, Inc.  | Walgreens Boots Alliance, Inc.  | Walgreens Boots Alliance, Inc.  |  |  |
|  | 3.600%, 11/20/25 | GBP | 1000 | 1309421 |
| # | 3.450%, 06/01/26 |  | 5000 | 4886423 |
| Warnermedia Holdings, <br> Inc.  | Warnermedia Holdings, <br> Inc.  |  |  |  |
|  | 4.054%, 03/15/29 |  | 2000 | 1868168 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 1.625%, 06/02/25 | EUR | 1600 | 1811129 |
|  | 2.000%, 07/28/25 | GBP | 1440 | 1902539 |
|  | 2.975%, 05/19/26 | CAD | 2500 | 1809499 |
| Western Digital Corp.  | Western Digital Corp.  |  |  |  |
|  | 4.750%, 02/15/26 |  | 652 | 647703 |
| Western Union Co.  | Western Union Co.  |  |  |  |
|  | 1.350%, 03/15/26 |  | 5000 | 4845312 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 1327 | 1410479 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |  |
|  | 4.000%, 11/15/29 |  | 200 | 194628 |
| Whirlpool Corp.  | Whirlpool Corp.  |  |  |  |
|  | 3.700%, 05/01/25 |  | 290 | 290000 |
| Williams Cos., Inc.  | Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 4.000%, 09/15/25 |  | 1800 | 1793934 |
|  | 4.800%, 11/15/29 |  | 92 | 92592 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 3.850%, 07/15/29 |  | 200 | 193448 |
| XPLR Infrastructure <br> Operating Partners LP  | XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| Ω | 3.875%, 10/15/26 |  | 1000 | 964688 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |  |
| Ω | 4.750%, 01/15/30 |  | 2500 | 2426381 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 404535061 |
| TOTAL BONDS | TOTAL BONDS |  |  | 750521074 |
| U.S. TREASURY OBLIGATIONS — (5.4%) | U.S. TREASURY OBLIGATIONS — (5.4%) | U.S. TREASURY OBLIGATIONS — (5.4%) | U.S. TREASURY OBLIGATIONS — (5.4%) | U.S. TREASURY OBLIGATIONS — (5.4%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.125%, FRN, <br> 4.370%, 07/31/25 <br>|  | 6000 | 6000107 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 2.000%, 08/15/25  | 5000 | $4965918 |
|  | 0.250%, 08/31/25  | 5000 | 4933073 |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 13000 | 13004518 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 4.395%, 04/30/26 <br>| 17000 | 17003087 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 45906703 |
| COMMERCIAL PAPER — (4.6%) | COMMERCIAL PAPER — (4.6%) | COMMERCIAL PAPER — (4.6%) | COMMERCIAL PAPER — (4.6%) |
| CANADA — (0.8%) | CANADA — (0.8%) | CANADA — (0.8%) | CANADA — (0.8%) |
| Magna International, Inc. | Magna International, Inc. |  |  |
| Ω | 4.871%, 07/24/25 | 2000 | 1978002 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.064%, 06/18/25 | 4000 | 3974589 |
| ΔΩ | 4.585%, 09/09/25 | 1100 | 1081419 |
| TOTAL CANADA | TOTAL CANADA |  | 7034010 |
| ITALY — (0.1%) | ITALY — (0.1%) | ITALY — (0.1%) | ITALY — (0.1%) |
| Intesa Sanpaolo <br> Funding LLC | Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.833%, 06/13/25 | 750 | 745633 |
| UNITED KINGDOM — (1.1%) | UNITED KINGDOM — (1.1%) | UNITED KINGDOM — (1.1%) | UNITED KINGDOM — (1.1%) |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |
| Ω | 4.812%, 05/05/25 | 500 | 499682 |
| Ω | 4.752%, 08/25/25 | 500 | 492477 |
| Lloyds Bank PLC | Lloyds Bank PLC |  |  |
|  | 4.463%, 05/05/25 | 8000 | 7995192 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 8987351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (2.6%) | UNITED STATES — (2.6%) | UNITED STATES — (2.6%) | UNITED STATES — (2.6%) |
| Broadcom, Inc. | Broadcom, Inc. |  |  |
| Ω | 4.764%, 05/28/25 | 2000 | $1992729 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 4.880%, 05/01/25 | 5000 | 4999330 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 4.799%, 06/04/25 | 3500 | 3484007 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.614%, 05/06/25 | 500 | 499622 |
| FMC Corp. | FMC Corp. |  |  |
| Ω | 5.399%, 05/13/25 | 3000 | 2994488 |
| HSBC USA, Inc. | HSBC USA, Inc. |  |  |
| Ω | 4.725%, 05/19/25 | 3251 | 3243501 |
| Mosaic Co. | Mosaic Co. |  |  |
| Ω | 4.781%, 05/06/25 | 5000 | 4996161 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 22209838 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $38,978,484) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $38,978,484) |  | 38976832 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $823,523,750) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $823,523,750) |  | 835404609 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 844368 | 9765114 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $833,290,124) | (Cost $833,290,124) |  | $845169723 |

---

As of April 30, 2025, DFA Targeted Credit Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 3846964 | EUR | 3394981 | State Street Bank and Trust | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $27 |
| USD | 1322892 | EUR | 1162480 | UBS AG | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5657 |
| CAD | 7532056 | USD | 5403197 | Citibank, N.A. | 05/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65524 |
| CAD | 914140 | USD | 661174 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3452 |
| USD | 43649702 | EUR | 38260265 | Royal Bank of Canada | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183935 |
| EUR | 11056333 | USD | 12160764 | HSBC Bank | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408638 |
| USD | 10169070 | EUR | 8883265 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70122 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 2765916 | EUR | 2412115 | HSBC Bank | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $19708 |
| USD | 6735015 | EUR | 5885331 | State Street Bank and Trust | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34529 |
| USD | 49444119 | EUR | 43123394 | UBS AG | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347866 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$1139458** |
| USD | 23216000 | EUR | 22311479 | Bank of America Corp. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2065689)<br>|
| USD | 10562729 | EUR | 9844599 | State Street Bank and Trust | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (592430)<br>|
| USD | 13172571 | CAD | 18606817 | Bank of America Corp. | 05/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (337084)<br>|
| USD | 8444450 | GBP | 6611670 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (368149)<br>|
| USD | 10697272 | CAD | 14788459 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54685)<br>|
| USD | 15087355 | EUR | 13785025 | Bank of America Corp. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (570203)<br>|
| EUR | 802937 | USD | 913984 | Societe Generale | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1977)<br>|
| USD | 30374902 | EUR | 28008096 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1437762)<br>|
| USD | 3405383 | EUR | 3135586 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156134)<br>|
| EUR | 2529817 | USD | 2906218 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32756)<br>|
| USD | 8103500 | GBP | 6252572 | State Street Bank and Trust | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230865)<br>|
| USD | 875810 | EUR | 803037 | HSBC Bank | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37123)<br>|
| USD | 50025083 | EUR | 45942977 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2205233)<br>|
| EUR | 554419 | USD | 631179 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (887)<br>|
| USD | 36966885 | AUD | 61192915 | Bank of America Corp. | 07/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2260993)<br>|
| EUR | 13943879 | USD | 15895209 | HSBC Bank | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20016)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$(10371986)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$(9232528)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $118,083,256 or 13.9% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $750521074 | &nbsp;&nbsp; — | &nbsp;&nbsp; $750521074 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 45906703 | &nbsp;&nbsp; — | &nbsp;&nbsp; 45906703 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 38976832 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38976832 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 9765114 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9765114 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $845169723 | &nbsp;&nbsp; — | &nbsp;&nbsp; $845169723 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 1139458 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1139458 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (10371986) | &nbsp;&nbsp; — | &nbsp;&nbsp; (10371986) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(9232528) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(9232528) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Global Core Plus Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) |
| Federal Farm Credit Banks <br> Funding Corp.  | Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
|  | 2.630%, 08/03/26  |  | 67 | $65955 |
| Government National <br> Mortgage Association, <br> TBA  | Government National <br> Mortgage Association, <br> TBA  |  |  |  |
|  | 6.000%, 05/20/54 <br> TBA<br>|  | 38702 | 39141933 |
| Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  |  |  |
|  | 2.500%, 05/01/54 <br> TBA<br>|  | 75715 | 62932095 |
|  | 6.000%, 05/01/54 <br> TBA<br>|  | 44486 | 45127096 |
|  | 6.500%, 05/01/54 <br> TBA<br>|  | 42220 | 43476871 |
|  | 2.000%, 05/01/55 <br> TBA<br>|  | 79201 | 62803165 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 253547115 |
| BONDS — (82.6%) | BONDS — (82.6%) | BONDS — (82.6%) | BONDS — (82.6%) | BONDS — (82.6%) |
| AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |
|  | 3.500%, 03/22/30 | GBP | 1400 | 1725922 |
|  | 2.000%, 07/15/30 | EUR | 1367 | 1456996 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | SOFR + 0.560%, <br> FRN, 4.931%, <br> 03/18/26<br>|  | 6900 | 6904276 |
| (r) | 3M Euribor + 0.400%, <br> FRN, 2.929%, <br> 05/21/27<br>| EUR | 6300 | 7135160 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.219%, <br> 12/16/29<br>|  | 3000 | 3021201 |
| BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  | BHP Billiton Finance Ltd.  |  |  |
|  | 1.500%, 04/29/30 | EUR | 1000 | 1054636 |
|  | 3.125%, 04/29/33 | EUR | 3000 | 3323382 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.400%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.400%, FRN |  |  |  |
| (r)Ω | 4.777%, 07/07/25 |  | 1000 | 1000219 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| FMG Resources August 2006 <br> Pty. Ltd.  | FMG Resources August 2006 <br> Pty. Ltd.  | FMG Resources August 2006 <br> Pty. Ltd.  |  |  |
| Ω | 4.500%, 09/15/27 |  | 1800 | $1755853 |
| Ω | 5.875%, 04/15/30 |  | 700 | 692062 |
| Ω | 4.375%, 04/01/31 |  | 2100 | 1900566 |
| Ω | 6.125%, 04/15/32 |  | 1600 | 1576789 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 2.500%, 09/01/30 |  | 910 | 806151 |
| Ω | 2.850%, 04/27/31 |  | 3000 | 2667573 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 5.121%, <br> 05/13/25<br>|  | 1000 | 1000167 |
| (r) | SOFR + 0.860%, <br> FRN, 5.227%, <br> 06/09/25<br>|  | 5835 | 5837423 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.989%, <br> 06/11/27<br>|  | 5000 | 5002020 |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |
|  | 1.500%, 02/20/32 | AUD | 14820 | 7914940 |
|  | 2.000%, 03/08/33 | AUD | 8000 | 4270317 |
|  | 1.750%, 03/20/34 | AUD | 22200 | 11149216 |
|  | 4.250%, 02/20/36 | AUD | 4900 | 2953042 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
|  | 1.500%, 08/20/32 | AUD | 9700 | 5073500 |
|  | 1.750%, 07/20/34 | AUD | 34000 | 16795520 |
| Rio Tinto Finance USA Ltd.  | Rio Tinto Finance USA Ltd.  |  |  |  |
|  | 5.200%, 11/02/40 |  | 3000 | 2921501 |
| South Australian <br> Government Financing <br> Authority  | South Australian <br> Government Financing <br> Authority  |  |  |  |
|  | 1.750%, 05/24/32 | AUD | 29500 | 15877368 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 1.500%, 09/10/31 | AUD | 5000 | 2702065 |
|  | 4.250%, 12/20/32 | AUD | 10800 | 6783734 |
|  | 2.250%, 09/15/33 | AUD | 6000 | 3187480 |
|  | 2.250%, 11/20/34 | AUD | 35700 | 18210188 |
|  | 2.000%, 09/17/35 | AUD | 21100 | 10203473 |
|  | 2.000%, 11/20/37 | AUD | 12000 | 5355102 |
| Western Australian <br> Treasury Corp.  | Western Australian <br> Treasury Corp.  |  |  |  |
|  | 2.000%, 10/24/34 | AUD | 15500 | 7900924 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.364%, <br> 08/26/25<br>|  | 500 | 501269 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | SOFR + 0.810%, <br> FRN, 5.187%, <br> 04/16/29<br>|  | 3000 | $3009038 |
| (r) | 3M Swap + 0.880%, <br> FRN, 5.059%, <br> 05/14/29<br>| AUD | 8400 | 5382720 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 177051793 |
| BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) | BELGIUM — (0.3%) |
| Ministeries Van de Vlaamse <br> Gemeenschap  | Ministeries Van de Vlaamse <br> Gemeenschap  | Ministeries Van de Vlaamse <br> Gemeenschap  |  |  |
|  | 3.125%, 06/22/34 | EUR | 7800 | 8860454 |
| CANADA — (11.4%) | CANADA — (11.4%) | CANADA — (11.4%) | CANADA — (11.4%) | CANADA — (11.4%) |
| Bank of Nova Scotia  | Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |
|  | 2.150%, 08/01/31 |  | 500 | 430200 |
|  | 2.450%, 02/02/32 |  | 14891 | 12776734 |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |  |
| Ω | 0.950%, 06/15/25 | CAD | 1830 | 1324513 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |  |
|  | 3.300%, 05/26/25 | CAD | 2000 | 1451168 |
| Canadian Natural <br> Resources Ltd.  | Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 6.250%, 03/15/38 |  | 7295 | 7348783 |
| CI Financial Corp.  | CI Financial Corp.  |  |  |  |
|  | 3.200%, 12/17/30 |  | 7053 | 6154716 |
| City of Montreal  | City of Montreal  |  |  |  |
|  | 3.150%, 12/01/36 | CAD | 10000 | 6583998 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 06/02/32 | CAD | 25600 | 19301761 |
|  | 4.750%, 06/02/33 | CAD | 17400 | 13729163 |
|  | 4.300%, 06/02/34 | CAD | 9500 | 7240356 |
| Fairfax Financial Holdings Ltd.  | Fairfax Financial Holdings Ltd.  | Fairfax Financial Holdings Ltd.  |  |  |
|  | 2.750%, 03/29/28 | EUR | 461 | 514870 |
|  | 4.625%, 04/29/30 |  | 200 | 196128 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 4.375%, 03/17/32 | EUR | 1720 | 2029541 |
| Methanex Corp.  | Methanex Corp.  |  |  |  |
|  | 5.250%, 12/15/29 |  | 3260 | 3096375 |
| OMERS Finance Trust  | OMERS Finance Trust  |  |  |  |
|  | 3.250%, 01/28/35 | EUR | 10000 | 11403387 |
| Ontario Teachers' Finance <br> Trust  | Ontario Teachers' Finance <br> Trust  |  |  |  |
|  | 1.850%, 05/03/32 | EUR | 3252 | 3451177 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 2.850%, 06/18/25 | CAD | 3400 | 2466714 |
|  | 6.500%, 01/15/26 |  | 93 | 94335 |
|  | 3.200%, 06/18/32 | CAD | 20000 | 14370666 |
|  | 3.550%, 06/18/33 | CAD | 3900 | 2835181 |
|  | 4.150%, 06/18/34 | CAD | 29700 | 22338338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| 4.700%, 06/18/37 | CAD | 8000 | $6181227 |
| Province of Manitoba  | Province of Manitoba  |  |  |
| 3.900%, 12/02/32 | CAD | 12200 | 9127611 |
| 3.800%, 06/02/33 | CAD | 14100 | 10409822 |
| 4.250%, 06/02/34 | CAD | 5000 | 3779559 |
| Province of Ontario  | Province of Ontario  |  |  |
| 2.600%, 06/02/25 | CAD | 5800 | 4206662 |
| 3.750%, 06/02/32 | CAD | 15000 | 11173945 |
| 3.650%, 06/02/33 | CAD | 26000 | 19065661 |
| 4.150%, 06/02/34 | CAD | 26200 | 19743123 |
| Province of Quebec  | Province of Quebec  |  |  |
| 3.250%, 09/01/32 | CAD | 19550 | 14073986 |
| 3.600%, 09/01/33 | CAD | 12000 | 8740432 |
| 4.450%, 09/01/34 | CAD | 30000 | 23036196 |
| 5.750%, 12/01/36 | CAD | 6000 | 5068969 |
| 5.000%, 12/01/38 | CAD | 6000 | 4736805 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |
| 3.300%, 05/08/34 | EUR | 5000 | 5759922 |
| 5.000%, 03/05/37 | CAD | 3850 | 3055480 |
| PSP Capital, Inc.  |  |  |  |
| 3.250%, 07/02/34 | EUR | 5000 | 5737665 |
| Rio Tinto Alcan, Inc.  |  |  |  |
| 5.750%, 06/01/35 |  | 1000 | 1063128 |
| Rogers Communications, <br> Inc.  |  |  |  |
| 7.500%, 08/15/38 |  | 4000 | 4576879 |
| Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| 2.300%, 11/03/31 |  | 300 | 260457 |
| 3.875%, 05/04/32 |  | 8000 | 7539892 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |
| 5.950%, 12/01/34 |  | 1700 | 1726020 |
| 6.800%, 05/15/38 |  | 2028 | 2132624 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| 1.952%, 04/08/30 | EUR | 13200 | 14108896 |
| 3.200%, 03/10/32 |  | 1000 | 895401 |
| 3.129%, 08/03/32 | EUR | 2000 | 2214088 |
| TransCanada PipeLines <br> Ltd.  |  |  |  |
| 5.600%, 03/31/34 |  | 1000 | 989875 |
| TOTAL CANADA |  |  | 328542429 |
| FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) |
| Nokia OYJ  | Nokia OYJ  |  |  |
| 4.375%, 06/12/27 |  | 350 | 345528 |
| 6.625%, 05/15/39 |  | 682 | 684966 |
| OP Corporate Bank PLC  |  |  |  |
| 0.625%, 11/12/29 | EUR | 2750 | 2805020 |
| TOTAL FINLAND |  |  | 3835514 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (4.7%) | FRANCE — (4.7%) | FRANCE — (4.7%) | FRANCE — (4.7%) | FRANCE — (4.7%) |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 1.500%, 10/31/34 | EUR | 9000 | $8768579 |
|  | 0.500%, 05/31/35 | EUR | 1000 | 867962 |
| Agence France Locale  | Agence France Locale  |  |  |  |
|  | 3.125%, 03/20/34 | EUR | 2300 | 2603284 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 2.625%, 11/06/29 | EUR | 4500 | 4995871 |
|  | 0.750%, 01/17/30 | EUR | 1200 | 1213759 |
|  | 1.250%, 06/03/30 | EUR | 1700 | 1737065 |
|  | 0.625%, 02/21/31 | EUR | 9900 | 9555232 |
|  | 1.125%, 01/19/32 | EUR | 2700 | 2617021 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 2.100%, 04/07/32 | EUR | 1500 | 1542184 |
| BPCE SA  | BPCE SA  | BPCE SA  |  |  |
| #Ω | 2.700%, 10/01/29 |  | 6626 | 6103232 |
|  | 2.375%, 04/26/32 | EUR | 1400 | 1499871 |
| Bpifrance SACA  | Bpifrance SACA  |  |  |  |
|  | 3.375%, 05/25/34 | EUR | 2500 | 2870275 |
| Caisse d'Amortissement de <br> la Dette Sociale  | Caisse d'Amortissement de <br> la Dette Sociale  |  |  |  |
|  | 2.750%, 11/25/32 | EUR | 5000 | 5614814 |
| Credit Agricole SA  | Credit Agricole SA  |  |  |  |
|  | 4.000%, 01/18/33 | EUR | 7500 | 8859089 |
| Electricite de France SA  | Electricite de France SA  | Electricite de France SA  |  |  |
| Ω | 3.625%, 10/13/25 |  | 40 | 39779 |
|  | 5.875%, 07/18/31 | GBP | 3200 | 4398701 |
|  | 6.125%, 06/02/34 | GBP | 1500 | 2050485 |
| French Republic <br> Government Bonds OAT  | French Republic <br> Government Bonds OAT  |  |  |  |
|  | 1.250%, 05/25/38 | EUR | 47250 | 41322025 |
| Ile-de-France Mobilites  | Ile-de-France Mobilites  |  |  |  |
|  | 3.700%, 06/14/38 | EUR | 6000 | 6820852 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 5400 | 5448976 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
| Ω | 3.000%, 01/22/30 |  | 1400 | 1288274 |
|  | 4.250%, 11/16/32 | EUR | 1000 | 1203509 |
| Societe Nationale SNCF <br> SACA  | Societe Nationale SNCF <br> SACA  |  |  |  |
|  | 3.125%, 05/25/34 | EUR | 2000 | 2242573 |
| UNEDIC ASSEO  | UNEDIC ASSEO  |  |  |  |
|  | 0.500%, 05/25/36 | EUR | 1300 | 1093460 |
| Unibail-Rodamco-Westfield <br> SE  | Unibail-Rodamco-Westfield <br> SE  |  |  |  |
|  | 1.875%, 01/15/31 | EUR | 500 | 521559 |
| Vinci SA  | Vinci SA  |  |  |  |
|  | 3.375%, 10/17/32 | EUR | 5000 | 5742419 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| #Ω | 3.500%, 06/15/29 |  | 4550 | 4317812 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 135338662 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (2.0%) | GERMANY — (2.0%) | GERMANY — (2.0%) | GERMANY — (2.0%) | GERMANY — (2.0%) |
| BASF SE  | BASF SE  |  |  |  |
|  | 3.750%, 06/29/32 | EUR | 8400 | $9855302 |
| Bayer Capital Corp. BV  | Bayer Capital Corp. BV  |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 900 | 971717 |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |
| Ω | 5.500%, 08/15/25 |  | 26 | 26002 |
| Ω | 5.500%, 07/30/35 |  | 877 | 843442 |
| Ω | 4.625%, 06/25/38 |  | 5000 | 4284446 |
| Ω | 3.600%, 07/15/42 |  | 3000 | 2028410 |
| Daimler Truck Finance <br> North America LLC  | Daimler Truck Finance <br> North America LLC  |  |  |  |
| Ω | 5.500%, 09/20/33 |  | 600 | 596993 |
| Deutsche Boerse AG  | Deutsche Boerse AG  |  |  |  |
|  | 3.875%, 09/28/33 | EUR | 4800 | 5708751 |
| E.ON International Finance <br> BV  | E.ON International Finance <br> BV  |  |  |  |
|  | 6.375%, 06/07/32 | GBP | 2150 | 3070749 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 4.000%, 01/16/40 | EUR | 3000 | 3383092 |
| Fresenius Medical Care <br> AG  | Fresenius Medical Care <br> AG  |  |  |  |
|  | 1.500%, 05/29/30 | EUR | 3000 | 3141825 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |
| Ω | 3.750%, 06/15/29 |  | 4000 | 3803593 |
| Ω | 2.375%, 02/16/31 |  | 8100 | 6844546 |
| HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  | HOWOGE <br> Wohnungsbaugesellschaft <br> GmbH  |  |  |  |
|  | 1.125%, 11/01/33 | EUR | 200 | 180850 |
| Mercedes-Benz Finance <br> North America LLC  | Mercedes-Benz Finance <br> North America LLC  |  |  |  |
| Ω | 2.625%, 03/10/30 |  | 170 | 153813 |
| Siemens <br> Financieringsmaatschappij <br> NV  | Siemens <br> Financieringsmaatschappij <br> NV  |  |  |  |
|  | 3.375%, 02/22/37 | EUR | 1800 | 1998638 |
| Volkswagen Financial <br> Services NV  | Volkswagen Financial <br> Services NV  |  |  |  |
|  | 4.250%, 10/09/25 | GBP | 600 | 794743 |
| Volkswagen Leasing <br> GmbH  | Volkswagen Leasing <br> GmbH  |  |  |  |
|  | 0.625%, 07/19/29 | EUR | 5000 | 5074799 |
| ZF North America Capital, <br> Inc.  | ZF North America Capital, <br> Inc.  |  |  |  |
| Ω | 7.125%, 04/14/30 |  | 3908 | 3595383 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 56357094 |
| 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  |  |  |
|  | 3.125%, 04/14/30 |  | 100 | 94057 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | 3.625%, 03/24/32 |  | 19800 | $18235904 |
| TOTAL HONG KONG | TOTAL HONG KONG |  |  | 18329961 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | 3438526 |
|  | 3.850%, 10/29/41 |  | 1000 | 773102 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 4211628 |
| ITALY — (1.2%) | ITALY — (1.2%) | ITALY — (1.2%) | ITALY — (1.2%) | ITALY — (1.2%) |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |
| Ω | 4.000%, 09/23/29 |  | 2000 | 1928662 |
|  | 2.500%, 01/15/30 | GBP | 3850 | 4570434 |
|  | 1.350%, 02/24/31 | EUR | 1400 | 1411123 |
|  | 5.625%, 03/08/33 | EUR | 500 | 633903 |
| Italy Buoni Poliennali Del Tesoro  | Italy Buoni Poliennali Del Tesoro  | Italy Buoni Poliennali Del Tesoro  |  |  |
|  | 5.000%, 08/01/34 | EUR | 4000 | 5113823 |
|  | 4.000%, 02/01/37 | EUR | 6000 | 7039760 |
| Snam SpA  | Snam SpA  |  |  |  |
|  | 0.625%, 06/30/31 | EUR | 7000 | 6821267 |
| UniCredit SpA  | UniCredit SpA  |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 7400 | 7477720 |
| TOTAL ITALY | TOTAL ITALY |  |  | 34996692 |
| JAPAN — (8.8%) | JAPAN — (8.8%) | JAPAN — (8.8%) | JAPAN — (8.8%) | JAPAN — (8.8%) |
| Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.200%, 03/20/32 | JPY | 2410000 | 15989468 |
|  | 0.200%, 09/20/32 | JPY | 3780000 | 24891741 |
|  | 0.500%, 12/20/32 | JPY | 3000000 | 20140159 |
|  | 0.400%, 06/20/33 | JPY | 2340000 | 15483802 |
| Japan Government Thirty <br> Year Bonds  | Japan Government Thirty <br> Year Bonds  |  |  |  |
|  | 2.400%, 03/20/34 | JPY | 1440000 | 11092472 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 1500000 | 10765212 |
|  | 1.400%, 09/20/34 | JPY | 2700000 | 19123584 |
|  | 1.200%, 09/20/35 | JPY | 3550000 | 24394643 |
|  | 0.400%, 03/20/36 | JPY | 4630000 | 28987530 |
|  | 0.600%, 09/20/37 | JPY | 2200000 | 13636830 |
|  | 0.600%, 12/20/37 | JPY | 2915000 | 17968902 |
|  | 0.500%, 12/20/41 | JPY | 2268000 | 12430061 |
| Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 2.559%, 02/25/30 |  | 5000 | 4545785 |
|  | 3.556%, 06/15/32 | EUR | 4069 | 4683502 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.797%, 04/15/30 | EUR | 923 | 936145 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | 0.693%, 10/07/30 | EUR | 1620 | $1608701 |
|  | 2.096%, 04/08/32 | EUR | 2850 | 2948521 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| #Ω | 4.810%, 09/17/30 |  | 6300 | 5821674 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 3.103%, 01/16/30 |  | 10168 | 9399378 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 3.040%, 07/16/29 |  | 4750 | 4467785 |
|  | 2.750%, 01/15/30 |  | 790 | 726697 |
|  | 2.222%, 09/17/31 |  | 6000 | 5152551 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 255195143 |
| LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) |
| JAB Holdings BV  | JAB Holdings BV  |  |  |  |
|  | 1.000%, 07/14/31 | EUR | 800 | 783570 |
| Prologis International Funding II <br> SA  | Prologis International Funding II <br> SA  | Prologis International Funding II <br> SA  |  |  |
|  | 2.375%, 11/14/30 | EUR | 4550 | 5021485 |
|  | 1.625%, 06/17/32 | EUR | 1000 | 1005425 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 6810480 |
| NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 1.600%, 11/27/30 | AUD | 3000 | 1669049 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.900%, <br> FRN, 5.277%, <br> 10/05/26<br>|  | 1340 | 1346579 |
| (r) | SOFR + 0.890%, <br> FRN, 5.268%, <br> 10/17/29<br>|  | 5100 | 5088719 |
|  | 5.250%, 05/24/41 |  | 255 | 247593 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 4.125%, 03/23/35 | EUR | 1500 | 1768229 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 10120169 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 4.250%, 05/15/34 | NZD | 3200 | 1886315 |
|  | 2.750%, 04/15/37 | NZD | 27300 | 13387606 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 15273921 |
| NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) |
| Aker BP ASA  | Aker BP ASA  | Aker BP ASA  |  |  |
| Ω | 6.000%, 06/13/33 |  | 1000 | 1004158 |
| Ω | 5.125%, 10/01/34 |  | 2966 | 2770873 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Equinor ASA  | Equinor ASA  |  |  |  |
|  | 1.625%, 11/09/36 | EUR | 4500 | $4206972 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 7982003 |
| SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) |
| Merlin Properties Socimi <br> SA  | Merlin Properties Socimi <br> SA  |  |  |  |
|  | 2.375%, 09/18/29 | EUR | 300 | 328208 |
| Naturgy Finance Iberia SA  | Naturgy Finance Iberia SA  |  |  |  |
|  | 3.625%, 10/02/34 | EUR | 4600 | 5187553 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 7.045%, 06/20/36 |  | 4530 | 5017488 |
| Telefonica Europe BV  | Telefonica Europe BV  |  |  |  |
|  | 8.250%, 09/15/30 |  | 500 | 574832 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 11108081 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.5%) |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.330%, <br> FRN, 4.693%, <br> 02/20/28<br>|  | 1200 | 1200960 |
| (r) | SOFR + 0.300%, <br> FRN, 4.663%, <br> 02/16/29<br>|  | 2100 | 2097562 |
| Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.370%, FRN |  |  |  |
| (r) | 4.752%, 08/01/29 |  | 3432 | 3434859 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
|  | 1.250%, 02/06/31 | AUD | 3000 | 1636439 |
|  | 1.500%, 04/15/35 | AUD | 10100 | 4793941 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 13163761 |
| SWEDEN — (0.2%) | SWEDEN — (0.2%) | SWEDEN — (0.2%) | SWEDEN — (0.2%) | SWEDEN — (0.2%) |
| Investor AB  | Investor AB  |  |  |  |
|  | 0.375%, 10/29/35 | EUR | 1000 | 823135 |
| Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.960%, FRN | Skandinaviska Enskilda <br> Banken AB, SOFR + <br> 0.960%, FRN |  |  |  |
| (r)Ω | 5.327%, 06/09/25 |  | 5000 | 5003345 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 5826480 |
| SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 17900 | 17412577 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | 0.625%, 02/24/33 | EUR | 200 | $182713 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 17595290 |
| UNITED KINGDOM — (1.9%) | UNITED KINGDOM — (1.9%) | UNITED KINGDOM — (1.9%) | UNITED KINGDOM — (1.9%) | UNITED KINGDOM — (1.9%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 300 | 255003 |
| Ω | 5.500%, 08/11/32 |  | 1000 | 991599 |
| Ω | 5.950%, 10/15/33 |  | 5000 | 5057812 |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 7500 | 8443372 |
| BAT Capital Corp.  | BAT Capital Corp.  |  |  |  |
|  | 2.726%, 03/25/31 |  | 4000 | 3557997 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 3.125%, 03/06/29 | EUR | 1400 | 1598520 |
|  | 2.250%, 01/16/30 | EUR | 6500 | 7073258 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 4750 | 4799726 |
| British Telecommunications <br> PLC  | British Telecommunications <br> PLC  |  |  |  |
|  | 3.125%, 11/21/31 | GBP | 1500 | 1781922 |
| CK Hutchison Group <br> Telecom Finance SA  | CK Hutchison Group <br> Telecom Finance SA  |  |  |  |
|  | 1.500%, 10/17/31 | EUR | 2000 | 1995906 |
| CNH Industrial Finance <br> Europe SA  | CNH Industrial Finance <br> Europe SA  |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 2550 | 2730464 |
| HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |  |
|  | 4.950%, 03/31/30 |  | 2000 | 2021442 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 1736 | 1308805 |
| National Grid PLC  | National Grid PLC  | National Grid PLC  |  |  |
|  | 0.750%, 09/01/33 | EUR | 5000 | 4541785 |
|  | 4.275%, 01/16/35 | EUR | 500 | 590603 |
| Rolls-Royce PLC  | Rolls-Royce PLC  |  |  |  |
| Ω | 3.625%, 10/14/25 |  | 3000 | 2975440 |
| Smith & Nephew PLC  | Smith & Nephew PLC  |  |  |  |
|  | 2.032%, 10/14/30 |  | 200 | 173456 |
| Southern Gas Networks <br> PLC  | Southern Gas Networks <br> PLC  |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 4200 | 4378801 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
|  | 6.150%, 02/27/37 |  | 1772 | 1873666 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 56149579 |
| UNITED STATES — (42.2%) | UNITED STATES — (42.2%) | UNITED STATES — (42.2%) | UNITED STATES — (42.2%) | UNITED STATES — (42.2%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |
| Ω | 1.800%, 02/10/31 |  | 209 | 173809 |
| Ω | 2.500%, 02/10/41 |  | 5400 | 3507109 |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
|  | 5.300%, 05/27/40 |  | 3955 | 4015623 |

---

------

**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) |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
|  | 3.900%, 04/15/30 |  | 700 | $629693 |
| # | 3.500%, 03/15/32 |  | 2600 | 2172843 |
| AECOM  | AECOM  |  |  |  |
|  | 5.125%, 03/15/27 |  | 5660 | 5647142 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 6.750%, 12/15/37 |  | 700 | 747190 |
| Affiliated Managers Group, <br> Inc.  | Affiliated Managers Group, <br> Inc.  |  |  |  |
|  | 3.300%, 06/15/30 |  | 3100 | 2890648 |
| Air Products & Chemicals, <br> Inc.  | Air Products & Chemicals, <br> Inc.  |  |  |  |
|  | 4.000%, 03/03/35 | EUR | 7250 | 8496685 |
| Aircastle Ltd.  | Aircastle Ltd.  |  |  |  |
|  | 4.250%, 06/15/26 |  | 500 | 495141 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.950%, 04/01/36 |  | 600 | 634986 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 7775 | 8610041 |
| Altria Group, Inc.  | Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.125%, 06/15/31 | EUR | 4118 | 4544747 |
|  | 2.450%, 02/04/32 |  | 612 | 518883 |
|  | 5.800%, 02/14/39 |  | 3000 | 2973466 |
|  | 4.500%, 05/02/43 |  | 1000 | 807633 |
| Amazon.com, Inc.  | Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |
|  | 3.875%, 08/22/37 |  | 5400 | 4865859 |
|  | 2.875%, 05/12/41 |  | 5100 | 3775051 |
| American Assets Trust LP  | American Assets Trust LP  |  |  |  |
|  | 6.150%, 10/01/34 |  | 5000 | 4903589 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
| Ω | 6.144%, 06/13/32 |  | 5000 | 5050759 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 0.875%, 05/21/29 | EUR | 1000 | 1041622 |
|  | 0.950%, 10/05/30 | EUR | 2000 | 2004284 |
|  | 1.000%, 01/15/32 | EUR | 3247 | 3143138 |
|  | 4.050%, 03/15/32 |  | 2725 | 2584146 |
| Ameriprise Financial, Inc.  | Ameriprise Financial, Inc.  |  |  |  |
|  | 4.500%, 05/13/32 |  | 700 | 685270 |
| Amgen, Inc.  | Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.125%, 05/01/25 |  | 37 | 37000 |
|  | 3.350%, 02/22/32 |  | 655 | 598272 |
|  | 3.150%, 02/21/40 |  | 2000 | 1513834 |
|  | 4.950%, 10/01/41 |  | 1500 | 1362874 |
| APA Corp.  | APA Corp.  |  |  |  |
| Ω | 6.000%, 01/15/37 |  | 500 | 476224 |
| Apple, Inc.  | Apple, Inc.  | Apple, Inc.  |  |  |
|  | 3.000%, 06/20/27 |  | 64 | 62876 |
|  | 2.375%, 02/08/41 |  | 7000 | 4848339 |
|  | 3.850%, 05/04/43 |  | 8000 | 6632561 |
| ARES Capital Corp.  | ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.200%, 11/15/31 |  | 3700 | 3152716 |
|  | 5.800%, 03/08/32 |  | 1000 | 976928 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Arizona Public Service Co.  | Arizona Public Service Co.  | Arizona Public Service Co.  |  |  |
|  | 2.200%, 12/15/31 |  | 500 | $422971 |
|  | 5.050%, 09/01/41 |  | 700 | 639924 |
| Ashland, Inc.  | Ashland, Inc.  |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 12070 | 10472656 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 4450 | 3744293 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.600%, 12/17/29 | EUR | 1463 | 1634031 |
|  | 3.550%, 12/17/32 | EUR | 1500 | 1710160 |
|  | 2.550%, 12/01/33 |  | 181 | 149367 |
|  | 4.850%, 03/01/39 |  | 1700 | 1578115 |
|  | 3.500%, 06/01/41 |  | 4355 | 3343836 |
|  | 4.300%, 12/15/42 |  | 3500 | 2919385 |
| AutoNation, Inc.  | AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 2.400%, 08/01/31 |  | 7300 | 6130313 |
|  | 3.850%, 03/01/32 |  | 8000 | 7190915 |
| Avnet, Inc.  | Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 4.625%, 04/15/26 |  | 65 | 64873 |
|  | 3.000%, 05/15/31 |  | 555 | 483007 |
| Ball Corp.  | Ball Corp.  |  |  |  |
|  | 2.875%, 08/15/30 |  | 5865 | 5192859 |
| Bank of America Corp.  | Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 2.300%, 07/25/25 | GBP | 200 | 264632 |
|  | 5.875%, 02/07/42 |  | 3200 | 3299209 |
| Bath & Body Works, Inc.  | Bath & Body Works, Inc.  |  |  |  |
|  | 5.250%, 02/01/28 |  | 2000 | 1988283 |
| Baxter International, Inc.  | Baxter International, Inc.  |  |  |  |
|  | 1.300%, 05/15/29 | EUR | 1300 | 1383483 |
| Belo Corp.  | Belo Corp.  |  |  |  |
|  | 7.250%, 09/15/27 |  | 1000 | 1026754 |
| Berkshire Hathaway Finance <br> Corp.  | Berkshire Hathaway Finance <br> Corp.  | Berkshire Hathaway Finance <br> Corp.  |  |  |
|  | 1.450%, 10/15/30 |  | 100 | 87410 |
|  | 2.000%, 03/18/34 | EUR | 6500 | 6633420 |
|  | 2.375%, 06/19/39 | GBP | 15000 | 13734641 |
|  | 4.300%, 05/15/43 |  | 3300 | 2900464 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 0.440%, 09/13/29 | JPY | 2020000 | 13471430 |
|  | 0.437%, 04/15/31 | JPY | 2050000 | 13275374 |
|  | 0.472%, 01/23/32 | JPY | 1100000 | 7076035 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |  |
|  | 4.350%, 05/01/33 |  | 2250 | 2114836 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |
|  | 5.000%, 03/14/34 |  | 972 | 985504 |
|  | 4.900%, 01/08/35 |  | 2900 | 2905469 |
| Blackrock, Inc.  | Blackrock, Inc.  | Blackrock, Inc.  |  |  |
|  | 1.250%, 05/06/25 | EUR | 7800 | 8835881 |
|  | 4.750%, 05/25/33 |  | 5000 | 5000950 |
| Block Financial LLC  | Block Financial LLC  |  |  |  |
|  | 2.500%, 07/15/28 |  | 1500 | 1393637 |
| Block, Inc.  | Block, Inc.  |  |  |  |
|  | 3.500%, 06/01/31 |  | 9932 | 8864941 |

---

------

**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) |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 3200 | $3228587 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 3.600%, 09/01/32 |  | 1700 | 1496729 |
| Boeing Co.  | Boeing Co.  |  |  |  |
|  | 2.950%, 02/01/30 |  | 500 | 458769 |
| Booking Holdings, Inc.  | Booking Holdings, Inc.  |  |  |  |
|  | 4.750%, 11/15/34 | EUR | 5000 | 6119840 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 1600 | 1554826 |
| Boston Properties LP  | Boston Properties LP  | Boston Properties LP  |  |  |
|  | 3.400%, 06/21/29 |  | 200 | 187472 |
|  | 2.450%, 10/01/33 |  | 3000 | 2347737 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 4000 | 4385423 |
| Brighthouse Financial, Inc.  | Brighthouse Financial, Inc.  |  |  |  |
| # | 5.625%, 05/15/30 |  | 749 | 768433 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |  |
|  | 4.125%, 06/15/39 |  | 8200 | 7193795 |
| Brixmor Operating <br> Partnership LP  | Brixmor Operating <br> Partnership LP  |  |  |  |
| # | 2.500%, 08/16/31 |  | 2550 | 2200227 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 4.300%, 11/15/32 |  | 750 | 716811 |
| Ω | 3.419%, 04/15/33 |  | 1000 | 891804 |
| Ω | 3.137%, 11/15/35 |  | 205 | 169854 |
| Ω | 3.500%, 02/15/41 |  | 14600 | 11326015 |
| Broadstone Net Lease LLC  | Broadstone Net Lease LLC  |  |  |  |
|  | 2.600%, 09/15/31 |  | 7685 | 6474076 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |  |
|  | 4.500%, 03/15/29 |  | 800 | 797090 |
| Brunswick Corp.  | Brunswick Corp.  | Brunswick Corp.  |  |  |
|  | 2.400%, 08/18/31 |  | 2700 | 2201373 |
| # | 4.400%, 09/15/32 |  | 10000 | 8974985 |
| Buckeye Partners LP  | Buckeye Partners LP  |  |  |  |
|  | 3.950%, 12/01/26 |  | 87 | 84814 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 8515 | 9057803 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 3.625%, 01/15/37 | EUR | 3000 | 3257444 |
| CBRE Services, Inc.  | CBRE Services, Inc.  |  |  |  |
|  | 5.950%, 08/15/34 |  | 1713 | 1769481 |
| Celanese U.S. Holdings <br> LLC  | Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 2000 | 1965496 |
| CF Industries, Inc.  | CF Industries, Inc.  |  |  |  |
|  | 5.375%, 03/15/44 |  | 2000 | 1795391 |
| Chemours Co.  | Chemours Co.  |  |  |  |
|  | 5.375%, 05/15/27 |  | 1600 | 1558134 |
| Chevron USA, Inc.  | Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |
|  | 6.000%, 03/01/41 |  | 8000 | 8517522 |
|  | 5.250%, 11/15/43 |  | 10300 | 9895948 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 700 | $656347 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 7336 | 6813740 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |  |
|  | 5.900%, 02/15/39 |  | 7000 | 7469113 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 |  | 3400 | 4205592 |
|  | 5.875%, 01/30/42 |  | 4000 | 4053577 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |  |
|  | 5.300%, 09/15/43 |  | 6448 | 6414205 |
| CMS Energy Corp.  | CMS Energy Corp.  | CMS Energy Corp.  |  |  |
|  | 3.600%, 11/15/25 |  | 37 | 36753 |
|  | 3.000%, 05/15/26 |  | 58 | 56996 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |
|  | 5.250%, 05/30/25 |  | 2220 | 2219869 |
|  | 5.250%, 05/30/29 |  | 1600 | 1601198 |
| Comcast Corp.  | Comcast Corp.  | Comcast Corp.  |  |  |
|  | 0.750%, 02/20/32 | EUR | 700 | 673221 |
|  | 4.400%, 08/15/35 |  | 500 | 471072 |
|  | 4.600%, 10/15/38 |  | 4600 | 4213994 |
|  | 3.250%, 11/01/39 |  | 3780 | 2925296 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 8000 | 7573071 |
| Consolidated Edison Co. of <br> New York, Inc.  | Consolidated Edison Co. of <br> New York, Inc.  |  |  |  |
|  | 5.500%, 12/01/39 |  | 1905 | 1901898 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |  |
|  | 6.250%, 10/01/39 |  | 1500 | 1559360 |
| Continental Resources, Inc.  | Continental Resources, Inc.  | Continental Resources, Inc.  |  |  |
| Ω | 5.750%, 01/15/31 |  | 3000 | 2953741 |
| Ω | 2.875%, 04/01/32 |  | 3000 | 2402668 |
| COPT Defense Properties LP  | COPT Defense Properties LP  | COPT Defense Properties LP  |  |  |
|  | 2.750%, 04/15/31 |  | 2000 | 1732767 |
|  | 2.900%, 12/01/33 |  | 2875 | 2310647 |
| Cox Communications, Inc.  | Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |
| Ω | 4.800%, 02/01/35 |  | 8000 | 7478425 |
| Ω | 8.375%, 03/01/39 |  | 2225 | 2685786 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |  |
|  | 2.900%, 04/01/41 |  | 1600 | 1123688 |
| CVS Health Corp.  | CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.250%, 08/15/29 |  | 300 | 282669 |
|  | 6.125%, 09/15/39 |  | 8249 | 8346845 |
|  | 4.125%, 04/01/40 |  | 2425 | 1973190 |
| Dell, Inc.  | Dell, Inc.  |  |  |  |
|  | 6.500%, 04/15/38 |  | 3500 | 3632748 |
| Dentsply Sirona, Inc.  | Dentsply Sirona, Inc.  |  |  |  |
|  | 3.250%, 06/01/30 |  | 5000 | 4461220 |
| Devon Energy Corp.  | Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.600%, 07/15/41 |  | 1197 | 1051777 |
|  | 4.750%, 05/15/42 |  | 1000 | 790438 |

---

------

**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) |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |  |
|  | 3.150%, 01/15/32 |  | 12700 | $11121968 |
| Digital Dutch Finco BV  | Digital Dutch Finco BV  |  |  |  |
|  | 1.250%, 02/01/31 | EUR | 1050 | 1052124 |
| Discovery Communications LLC  | Discovery Communications LLC  | Discovery Communications LLC  |  |  |
|  | 1.900%, 03/19/27 | EUR | 5700 | 6314414 |
|  | 3.625%, 05/15/30 |  | 3000 | 2660481 |
| Dominion Energy, Inc.  | Dominion Energy, Inc.  |  |  |  |
|  | 4.900%, 08/01/41 |  | 1500 | 1318245 |
| Dow Chemical Co.  | Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 1.125%, 03/15/32 | EUR | 1932 | 1858314 |
|  | 4.250%, 10/01/34 |  | 1055 | 942465 |
| DPL, Inc.  | DPL, Inc.  | DPL, Inc.  |  |  |
|  | 4.125%, 07/01/25 |  | 940 | 932241 |
|  | 4.350%, 04/15/29 |  | 5029 | 4795382 |
| Duke Energy Corp.  | Duke Energy Corp.  | Duke Energy Corp.  |  |  |
|  | 3.850%, 06/15/34 | EUR | 5000 | 5602739 |
|  | 3.300%, 06/15/41 |  | 1250 | 909296 |
| Eagle Materials, Inc.  | Eagle Materials, Inc.  |  |  |  |
|  | 2.500%, 07/01/31 |  | 500 | 436406 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 4.625%, 05/15/42 |  | 1000 | 866996 |
|  | 4.650%, 01/15/43 |  | 2000 | 1741281 |
| Emerson Electric Co.  | Emerson Electric Co.  |  |  |  |
|  | 3.150%, 06/01/25 |  | 62 | 61885 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 3.750%, 05/15/30 |  | 1755 | 1658248 |
|  | 5.800%, 06/15/38 |  | 369 | 359227 |
|  | 6.500%, 02/01/42 |  | 8000 | 7927406 |
| EnerSys  | EnerSys  |  |  |  |
| Ω | 4.375%, 12/15/27 |  | 3700 | 3588380 |
| Entergy Corp.  | Entergy Corp.  |  |  |  |
|  | 2.800%, 06/15/30 |  | 1600 | 1456164 |
| EPR Properties  | EPR Properties  | EPR Properties  |  |  |
|  | 4.950%, 04/15/28 |  | 1500 | 1482510 |
|  | 3.750%, 08/15/29 |  | 7600 | 7111775 |
|  | 3.600%, 11/15/31 |  | 6000 | 5304441 |
| EQT Corp.  | EQT Corp.  |  |  |  |
| Ω | 4.750%, 01/15/31 |  | 3500 | 3380142 |
| Equifax, Inc.  | Equifax, Inc.  | Equifax, Inc.  |  |  |
|  | 3.250%, 06/01/26 |  | 900 | 885398 |
|  | 3.100%, 05/15/30 |  | 800 | 738838 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 2.500%, 05/15/31 |  | 545 | 477202 |
| Exelon Corp.  | Exelon Corp.  |  |  |  |
|  | 3.950%, 06/15/25 |  | 27 | 26964 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
|  | 3.250%, 02/15/30 |  | 1000 | 934689 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 0.835%, 06/26/32 | EUR | 6000 | 5774819 |
|  | 1.408%, 06/26/39 | EUR | 8000 | 6551454 |
|  | 2.995%, 08/16/39 |  | 200 | 153154 |
|  | 4.227%, 03/19/40 |  | 6231 | 5513133 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| F&G Annuities & Life, Inc.  | F&G Annuities & Life, Inc.  |  |  |  |
|  | 6.250%, 10/04/34 |  | 4600 | $4435919 |
| FedEx Corp.  | FedEx Corp.  | FedEx Corp.  |  |  |
| Ω | 0.950%, 05/04/33 | EUR | 3900 | 3637577 |
| Ω | 4.900%, 01/15/34 |  | 600 | 578364 |
| Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  |  |  |
|  | 3.400%, 06/15/30 |  | 2907 | 2672440 |
|  | 2.450%, 03/15/31 |  | 2350 | 2007887 |
| Fidelity National Information <br> Services, Inc.  | Fidelity National Information <br> Services, Inc.  | Fidelity National Information <br> Services, Inc.  |  |  |
|  | 2.000%, 05/21/30 | EUR | 3000 | 3187423 |
|  | 2.950%, 05/21/39 | EUR | 1000 | 994620 |
|  | 3.100%, 03/01/41 |  | 39 | 27752 |
| Fiserv, Inc.  | Fiserv, Inc.  | Fiserv, Inc.  |  |  |
|  | 1.625%, 07/01/30 | EUR | 10300 | 10768636 |
|  | 3.000%, 07/01/31 | GBP | 2000 | 2356354 |
| Five Corners Funding Trust <br> II  | Five Corners Funding Trust <br> II  |  |  |  |
| Ω | 2.850%, 05/15/30 |  | 1500 | 1377205 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 |  | 549 | 545089 |
|  | 4.875%, 05/12/30 |  | 10200 | 10041498 |
| Flowserve Corp.  | Flowserve Corp.  | Flowserve Corp.  |  |  |
|  | 3.500%, 10/01/30 |  | 300 | 276584 |
|  | 2.800%, 01/15/32 |  | 13730 | 11703676 |
| FMC Corp.  | FMC Corp.  |  |  |  |
| # | 5.650%, 05/18/33 |  | 1500 | 1445175 |
| Ford Motor Co.  | Ford Motor Co.  | Ford Motor Co.  |  |  |
|  | 3.250%, 02/12/32 |  | 1000 | 817127 |
|  | 4.750%, 01/15/43 |  | 1000 | 747771 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.134%, 08/04/25 |  | 500 | 497740 |
|  | 5.113%, 05/03/29 |  | 301 | 288677 |
|  | 4.000%, 11/13/30 |  | 613 | 545592 |
|  | 3.625%, 06/17/31 |  | 1000 | 854706 |
|  | 6.500%, 02/07/35 |  | 7000 | 6774752 |
| Fortune Brands <br> Innovations, Inc.  | Fortune Brands <br> Innovations, Inc.  |  |  |  |
|  | 4.000%, 03/25/32 |  | 500 | 462259 |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 10014 | 9615555 |
| GATX Corp.  | GATX Corp.  | GATX Corp.  |  |  |
|  | 3.500%, 03/15/28 |  | 500 | 486299 |
|  | 3.500%, 06/01/32 |  | 3065 | 2744022 |
| General Motors Co.  | General Motors Co.  | General Motors Co.  |  |  |
|  | 6.125%, 10/01/25 |  | 1250 | 1254678 |
|  | 5.150%, 04/01/38 |  | 1000 | 899742 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 3.600%, 06/21/30 |  | 1000 | 920033 |
|  | 2.700%, 06/10/31 |  | 2500 | 2139637 |
|  | 3.100%, 01/12/32 |  | 1000 | 856942 |

---

------

**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) |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
|  | 2.600%, 10/01/40 |  | 960 | $678938 |
|  | 5.650%, 12/01/41 |  | 10700 | 10693417 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |  |
|  | 2.900%, 05/15/30 |  | 2900 | 2611781 |
| GLP Capital LP/GLP Financing <br> II, Inc.  | GLP Capital LP/GLP Financing <br> II, Inc.  | GLP Capital LP/GLP Financing <br> II, Inc.  |  |  |
|  | 5.300%, 01/15/29 |  | 500 | 499514 |
|  | 3.250%, 01/15/32 |  | 500 | 430814 |
| Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  |  |  |
|  | 0.750%, 03/23/32 | EUR | 6379 | 6048137 |
|  | 6.125%, 02/15/33 |  | 684 | 736052 |
| Goodyear Tire & Rubber <br> Co.  | Goodyear Tire & Rubber <br> Co.  |  |  |  |
|  | 4.875%, 03/15/27 |  | 2739 | 2698986 |
| Graphic Packaging <br> International LLC  | Graphic Packaging <br> International LLC  | Graphic Packaging <br> International LLC  |  |  |
| Ω | 3.500%, 03/15/28 |  | 879 | 829467 |
| Ω | 3.750%, 02/01/30 |  | 4540 | 4172518 |
| Halliburton Co.  | Halliburton Co.  |  |  |  |
|  | 2.920%, 03/01/30 |  | 300 | 276005 |
| Hasbro, Inc.  | Hasbro, Inc.  |  |  |  |
|  | 6.350%, 03/15/40 |  | 1350 | 1351012 |
| HAT Holdings I LLC/HAT <br> Holdings II LLC  | HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| #Ω | 3.750%, 09/15/30 |  | 9400 | 8259674 |
| HCA, Inc.  | HCA, Inc.  | HCA, Inc.  |  |  |
|  | 3.500%, 09/01/30 |  | 725 | 677469 |
|  | 7.500%, 11/06/33 |  | 273 | 307811 |
| Healthcare Realty <br> Holdings LP  | Healthcare Realty <br> Holdings LP  |  |  |  |
|  | 2.000%, 03/15/31 |  | 1600 | 1348979 |
| Hess Corp.  | Hess Corp.  |  |  |  |
|  | 5.600%, 02/15/41 |  | 5500 | 5422203 |
| Home Depot, Inc.  | Home Depot, Inc.  |  |  |  |
|  | 4.200%, 04/01/43 |  | 600 | 504811 |
| Howmet Aerospace, Inc.  | Howmet Aerospace, Inc.  |  |  |  |
|  | 5.950%, 02/01/37 |  | 500 | 520408 |
| HP, Inc.  | HP, Inc.  | HP, Inc.  |  |  |
|  | 5.500%, 01/15/33 |  | 2000 | 1990582 |
| # | 6.000%, 09/15/41 |  | 10400 | 10173885 |
| Huntsman International LLC  | Huntsman International LLC  | Huntsman International LLC  |  |  |
|  | 4.500%, 05/01/29 |  | 4750 | 4477324 |
|  | 5.700%, 10/15/34 |  | 5000 | 4509871 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 4.375%, 09/15/28 |  | 5300 | 5219140 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 |  | 1200 | 1019337 |
|  | 2.800%, 08/12/41 |  | 1657 | 1072209 |
|  | 5.625%, 02/10/43 |  | 11900 | 10977765 |
| Intercontinental Exchange, <br> Inc.  | Intercontinental Exchange, <br> Inc.  |  |  |  |
|  | 2.650%, 09/15/40 |  | 2611 | 1871199 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| International Business Machines <br> Corp.  | International Business Machines <br> Corp.  | International Business Machines <br> Corp.  |  |  |
|  | 0.650%, 02/11/32 | EUR | 5000 | $4760153 |
|  | 2.850%, 05/15/40 |  | 1500 | 1078520 |
| International Flavors & <br> Fragrances, Inc.  | International Flavors & <br> Fragrances, Inc.  |  |  |  |
| Ω | 3.268%, 11/15/40 |  | 6000 | 4308143 |
| Interstate Power & Light <br> Co.  | Interstate Power & Light <br> Co.  |  |  |  |
|  | 5.700%, 10/15/33 |  | 500 | 514876 |
| Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | 838196 |
|  | 2.700%, 01/15/34 |  | 2100 | 1706853 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |  |
|  | 3.600%, 01/15/30 |  | 1483 | 1399889 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |  |
|  | 3.125%, 11/23/31 |  | 1671 | 1438273 |
| Jacobs Engineering Group, <br> Inc.  | Jacobs Engineering Group, <br> Inc.  |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | 762756 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 4.850%, 01/15/27 |  | 57 | 57302 |
|  | 2.625%, 10/15/31 |  | 1200 | 1011601 |
|  | 2.750%, 10/15/32 |  | 3200 | 2620206 |
| John Deere Capital Corp., <br> SOFR + 0.790%, FRN | John Deere Capital Corp., <br> SOFR + 0.790%, FRN |  |  |  |
| (r) | 5.156%, 06/08/26 |  | 5000 | 5019000 |
| Johnson & Johnson  | Johnson & Johnson  | Johnson & Johnson  |  |  |
|  | 2.450%, 03/01/26 |  | 38 | 37448 |
|  | 2.950%, 03/03/27 |  | 100 | 98547 |
|  | 2.100%, 09/01/40 |  | 8000 | 5467855 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 5.500%, 10/15/40 |  | 2700 | 2720475 |
|  | 5.600%, 07/15/41 |  | 11700 | 11811686 |
|  | 5.400%, 01/06/42 |  | 1800 | 1782649 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |
|  | 3.750%, 08/15/29 |  | 3400 | 3292365 |
|  | 2.000%, 12/10/30 |  | 750 | 644043 |
| KB Home  | KB Home  |  |  |  |
|  | 4.000%, 06/15/31 |  | 2315 | 2086338 |
| Kemper Corp.  | Kemper Corp.  | Kemper Corp.  |  |  |
|  | 2.400%, 09/30/30 |  | 5200 | 4527577 |
|  | 3.800%, 02/23/32 |  | 3500 | 3116139 |
| Kilroy Realty LP  | Kilroy Realty LP  | Kilroy Realty LP  |  |  |
|  | 2.500%, 11/15/32 |  | 10500 | 8125022 |
|  | 2.650%, 11/15/33 |  | 2000 | 1511081 |
| Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  |  |  |
|  | 6.950%, 01/15/38 |  | 4500 | 4863439 |
|  | 5.000%, 08/15/42 |  | 1000 | 865018 |
|  | 5.000%, 03/01/43 |  | 6900 | 5956188 |

---

------

**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) |
| Kroger Co.  | Kroger Co.  |  |  |  |
|  | 6.900%, 04/15/38 |  | 1500 | $1662906 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |  |
|  | 4.100%, 10/15/41 |  | 15500 | 11684349 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |
|  | 3.900%, 08/08/29 |  | 2221 | 2062205 |
|  | 6.200%, 08/15/34 |  | 4500 | 4409470 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |  |
|  | 4.500%, 09/19/28 |  | 1800 | 1779032 |
| Lear Corp.  | Lear Corp.  |  |  |  |
|  | 4.250%, 05/15/29 |  | 500 | 486538 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |
| Ω | 4.569%, 02/01/29 |  | 78 | 77627 |
|  | 4.625%, 12/02/30 | EUR | 2000 | 2415008 |
| Lincoln National Corp.  | Lincoln National Corp.  | Lincoln National Corp.  |  |  |
| # | 3.050%, 01/15/30 |  | 7900 | 7334518 |
|  | 3.400%, 01/15/31 |  | 127 | 116980 |
|  | 6.300%, 10/09/37 |  | 3550 | 3643405 |
|  | 7.000%, 06/15/40 |  | 800 | 884027 |
| Loews Corp.  | Loews Corp.  |  |  |  |
|  | 4.125%, 05/15/43 |  | 3000 | 2515018 |
| LYB International Finance <br> II BV  | LYB International Finance <br> II BV  |  |  |  |
|  | 1.625%, 09/17/31 | EUR | 6500 | 6510022 |
| Markel Group, Inc.  | Markel Group, Inc.  |  |  |  |
|  | 3.350%, 09/17/29 |  | 4300 | 4103662 |
| Marriott International, Inc.  | Marriott International, Inc.  | Marriott International, Inc.  |  |  |
|  | 4.000%, 04/15/28 |  | 5901 | 5832183 |
|  | 2.750%, 10/15/33 |  | 250 | 206661 |
|  | 5.500%, 04/15/37 |  | 2000 | 1948558 |
| Marsh & McLennan Cos., <br> Inc.  | Marsh & McLennan Cos., <br> Inc.  |  |  |  |
|  | 2.375%, 12/15/31 |  | 400 | 345959 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
| # | 4.950%, 05/15/33 |  | 7770 | 7915633 |
|  | 4.750%, 08/15/34 |  | 4259 | 4241835 |
| MetLife, Inc.  | MetLife, Inc.  | MetLife, Inc.  |  |  |
| # | 6.500%, 12/15/32 |  | 281 | 311156 |
|  | 5.375%, 07/15/33 |  | 200 | 206159 |
|  | 5.700%, 06/15/35 |  | 1215 | 1273997 |
| MGM Resorts International  | MGM Resorts International  |  |  |  |
|  | 4.625%, 09/01/26 |  | 2693 | 2670539 |
| Micron Technology, Inc.  | Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 2.703%, 04/15/32 |  | 500 | 423429 |
|  | 3.366%, 11/01/41 |  | 1500 | 1065191 |
| Molina Healthcare, Inc.  | Molina Healthcare, Inc.  | Molina Healthcare, Inc.  |  |  |
| Ω | 3.875%, 11/15/30 |  | 500 | 450730 |
| Ω | 3.875%, 05/15/32 |  | 7850 | 6917552 |
| Molson Coors Beverage <br> Co.  | Molson Coors Beverage <br> Co.  |  |  |  |
|  | 5.000%, 05/01/42 |  | 4600 | 4180655 |
| Morgan Stanley  | Morgan Stanley  | Morgan Stanley  |  |  |
|  | 7.250%, 04/01/32 |  | 300 | 342333 |
|  | 6.375%, 07/24/42 |  | 3527 | 3786910 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 3500 | $3007745 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.900%, 07/30/33 | EUR | 1000 | 921381 |
| National Rural Utilities <br> Cooperative Finance <br> Corp.  | National Rural Utilities <br> Cooperative Finance <br> Corp.  |  |  |  |
|  | 8.000%, 03/01/32 |  | 1232 | 1441013 |
| Nestle Capital Corp.  | Nestle Capital Corp.  |  |  |  |
|  | 4.750%, 03/22/36 | GBP | 5000 | 6411557 |
| Nestle Finance <br> International Ltd.  | Nestle Finance <br> International Ltd.  |  |  |  |
|  | 5.125%, 12/07/38 | GBP | 631 | 823132 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |  |
|  | 2.700%, 03/18/31 |  | 3255 | 2865005 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |  |
|  | 3.250%, 03/27/40 |  | 6277 | 4856886 |
| Nissan Motor Acceptance <br> Co. LLC  | Nissan Motor Acceptance <br> Co. LLC  |  |  |  |
| Ω | 2.450%, 09/15/28 |  | 800 | 706930 |
| Nordstrom, Inc.  | Nordstrom, Inc.  | Nordstrom, Inc.  |  |  |
|  | 4.000%, 03/15/27 |  | 500 | 477529 |
| # | 4.375%, 04/01/30 |  | 2300 | 2037158 |
|  | 4.250%, 08/01/31 |  | 3300 | 2807656 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.600%, 12/01/29 |  | 2000 | 1885762 |
| Novartis Capital Corp.  | Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |
|  | 4.200%, 09/18/34 |  | 3800 | 3631878 |
|  | 3.700%, 09/21/42 |  | 200 | 161522 |
| Nucor Corp.  | Nucor Corp.  |  |  |  |
|  | 3.125%, 04/01/32 |  | 2300 | 2063467 |
| NuStar Logistics LP  | NuStar Logistics LP  |  |  |  |
|  | 5.625%, 04/28/27 |  | 432 | 430573 |
| NVIDIA Corp.  | NVIDIA Corp.  |  |  |  |
|  | 3.500%, 04/01/40 |  | 1000 | 829429 |
| Omnicom Group, Inc.  | Omnicom Group, Inc.  |  |  |  |
|  | 4.200%, 06/01/30 |  | 300 | 293362 |
| OneMain Finance Corp.  | OneMain Finance Corp.  |  |  |  |
|  | 7.125%, 03/15/26 |  | 5000 | 5043725 |
| ONEOK, Inc.  | ONEOK, Inc.  | ONEOK, Inc.  |  |  |
|  | 4.350%, 03/15/29 |  | 1273 | 1252420 |
|  | 6.350%, 01/15/31 |  | 1600 | 1691410 |
| Oracle Corp.  | Oracle Corp.  | Oracle Corp.  |  |  |
|  | 3.800%, 11/15/37 |  | 2000 | 1670026 |
|  | 6.125%, 07/08/39 |  | 1400 | 1443555 |
|  | 3.600%, 04/01/40 |  | 3000 | 2338311 |
|  | 5.375%, 07/15/40 |  | 1100 | 1043622 |
|  | 3.650%, 03/25/41 |  | 9000 | 6878514 |
| Owens Corning  | Owens Corning  |  |  |  |
|  | 3.500%, 02/15/30 |  | 10200 | 9631575 |
| Paramount Global  | Paramount Global  | Paramount Global  |  |  |
|  | 7.875%, 07/30/30 |  | 2013 | 2205856 |
| # | 4.950%, 01/15/31 |  | 500 | 483721 |

---

------

**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) |
|  | 4.200%, 05/19/32 |  | 3000 | $2684183 |
|  | 5.500%, 05/15/33 |  | 400 | 376494 |
|  | 6.875%, 04/30/36 |  | 2000 | 2008171 |
|  | 5.850%, 09/01/43 |  | 3000 | 2543085 |
| Pfizer, Inc.  | Pfizer, Inc.  |  |  |  |
|  | 3.900%, 03/15/39 |  | 400 | 342198 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
|  | 0.800%, 08/01/31 | EUR | 4700 | 4559889 |
| Piedmont Operating <br> Partnership LP  | Piedmont Operating <br> Partnership LP  | Piedmont Operating <br> Partnership LP  |  |  |
|  | 3.150%, 08/15/30 |  | 5300 | 4530101 |
|  | 2.750%, 04/01/32 |  | 4600 | 3584452 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 3.800%, 09/15/30 |  | 4600 | 4335614 |
|  | 6.700%, 05/15/36 |  | 800 | 837906 |
|  | 6.650%, 01/15/37 |  | 1700 | 1787474 |
|  | 4.300%, 01/31/43 |  | 534 | 407886 |
| Primerica, Inc.  | Primerica, Inc.  |  |  |  |
|  | 2.800%, 11/19/31 |  | 4350 | 3787206 |
| Principal Financial Group, Inc.  | Principal Financial Group, Inc.  | Principal Financial Group, Inc.  |  |  |
|  | 6.050%, 10/15/36 |  | 500 | 535004 |
|  | 4.625%, 09/15/42 |  | 1000 | 882157 |
| Procter & Gamble Co.  | Procter & Gamble Co.  |  |  |  |
|  | 4.550%, 01/29/34 |  | 800 | 798172 |
| Progress Energy, Inc.  | Progress Energy, Inc.  | Progress Energy, Inc.  |  |  |
|  | 7.750%, 03/01/31 |  | 730 | 836016 |
|  | 7.000%, 10/30/31 |  | 630 | 696535 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |
|  | 0.625%, 09/10/31 | EUR | 1493 | 1431278 |
|  | 0.500%, 02/16/32 | EUR | 11500 | 10862590 |
| Prudential Financial, Inc.  | Prudential Financial, Inc.  |  |  |  |
|  | 3.000%, 03/10/40 |  | 400 | 299101 |
| Public Service Enterprise <br> Group, Inc.  | Public Service Enterprise <br> Group, Inc.  |  |  |  |
|  | 8.625%, 04/15/31 |  | 575 | 678236 |
| Public Storage Operating <br> Co.  | Public Storage Operating <br> Co.  |  |  |  |
|  | 0.875%, 01/24/32 | EUR | 9400 | 8958150 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |  |
|  | 6.000%, 02/15/35 |  | 800 | 822553 |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 4.625%, 07/10/25 |  | 1400 | 1400590 |
| Rayonier LP  | Rayonier LP  |  |  |  |
|  | 2.750%, 05/17/31 |  | 3185 | 2768329 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |  |
|  | 5.875%, 03/15/35 |  | 156 | 159985 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |  |
| Ω | 5.593%, 11/13/33 |  | 4000 | 4210223 |
| Rockies Express <br> Pipeline LLC  | Rockies Express <br> Pipeline LLC  |  |  |  |
| Ω | 7.500%, 07/15/38 |  | 1000 | 981223 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Royalty Pharma PLC  | Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 2.150%, 09/02/31 |  | 1600 | $1347094 |
|  | 3.300%, 09/02/40 |  | 2900 | 2130041 |
| RTX Corp.  | RTX Corp.  | RTX Corp.  |  |  |
|  | 4.450%, 11/16/38 |  | 1000 | 906914 |
|  | 4.500%, 06/01/42 |  | 3000 | 2605829 |
| Sabra Health Care LP  | Sabra Health Care LP  | Sabra Health Care LP  |  |  |
|  | 3.900%, 10/15/29 |  | 7230 | 6786959 |
|  | 3.200%, 12/01/31 |  | 3658 | 3234363 |
| Santander Holdings USA, <br> Inc.  | Santander Holdings USA, <br> Inc.  |  |  |  |
|  | 4.500%, 07/17/25 |  | 206 | 205670 |
| Seagate HDD Cayman  | Seagate HDD Cayman  | Seagate HDD Cayman  |  |  |
|  | 4.091%, 06/01/29 |  | 900 | 854287 |
|  | 4.125%, 01/15/31 |  | 9500 | 8676317 |
|  | 5.750%, 12/01/34 |  | 2800 | 2701658 |
| Sealed Air Corp.  | Sealed Air Corp.  | Sealed Air Corp.  |  |  |
| Ω | 4.000%, 12/01/27 |  | 1600 | 1543670 |
| Ω | 6.875%, 07/15/33 |  | 8692 | 9023165 |
| Selective Insurance Group, <br> Inc.  | Selective Insurance Group, <br> Inc.  |  |  |  |
|  | 5.900%, 04/15/35 |  | 2500 | 2511227 |
| Sempra  | Sempra  | Sempra  |  |  |
|  | 3.800%, 02/01/38 |  | 1253 | 1012950 |
|  | 6.000%, 10/15/39 |  | 2000 | 1985964 |
| Sensata Technologies, Inc.  | Sensata Technologies, Inc.  |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 5000 | 4610602 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 4.550%, 08/12/43 |  | 1500 | 1299982 |
| Shell International Finance BV  | Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 1.250%, 11/11/32 | EUR | 2000 | 1977753 |
|  | 6.375%, 12/15/38 |  | 400 | 439088 |
|  | 5.500%, 03/25/40 |  | 5800 | 5785686 |
|  | 3.625%, 08/21/42 |  | 12200 | 9369476 |
| Simon Property Group LP  | Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 2.650%, 07/15/30 |  | 7264 | 6632568 |
|  | 2.250%, 01/15/32 |  | 500 | 426684 |
| State Street Bank & Trust <br> Co., SOFR + 0.460%, <br> FRN | State Street Bank & Trust <br> Co., SOFR + 0.460%, <br> FRN |  |  |  |
| (r) | 4.825%, 11/25/26 |  | 4000 | 3995777 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |  |
|  | 3.250%, 01/15/31 |  | 300 | 275660 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 542 | 515008 |
| Stellantis Finance U.S., <br> Inc.  | Stellantis Finance U.S., <br> Inc.  |  |  |  |
| Ω | 2.691%, 09/15/31 |  | 800 | 659700 |
| Store Capital LLC  | Store Capital LLC  |  |  |  |
|  | 4.625%, 03/15/29 |  | 200 | 194936 |
| Sutter Health  | Sutter Health  |  |  |  |
|  | 2.294%, 08/15/30 |  | 1200 | 1060550 |

---

------

**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) |
| Tanger Properties LP  | Tanger Properties LP  |  |  |  |
|  | 2.750%, 09/01/31 |  | 1000 | $860917 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
|  | 3.050%, 03/15/32 |  | 1800 | 1557333 |
| Targa Resources Corp.  | Targa Resources Corp.  |  |  |  |
|  | 4.200%, 02/01/33 |  | 1500 | 1369810 |
| Taylor Morrison Communities, <br> Inc.  | Taylor Morrison Communities, <br> Inc.  | Taylor Morrison Communities, <br> Inc.  |  |  |
| Ω | 5.875%, 06/15/27 |  | 100 | 100488 |
| Ω | 5.750%, 01/15/28 |  | 5000 | 5002258 |
| Ω | 5.125%, 08/01/30 |  | 650 | 629778 |
| TC PipeLines LP  | TC PipeLines LP  |  |  |  |
|  | 3.900%, 05/25/27 |  | 2000 | 1973421 |
| Teledyne FLIR LLC  | Teledyne FLIR LLC  |  |  |  |
|  | 2.500%, 08/01/30 |  | 2000 | 1781882 |
| Textron, Inc.  | Textron, Inc.  |  |  |  |
|  | 2.450%, 03/15/31 |  | 750 | 653864 |
| Timken Co.  | Timken Co.  |  |  |  |
|  | 4.125%, 04/01/32 |  | 600 | 546080 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |  |
|  | 4.375%, 04/15/40 |  | 6700 | 5849963 |
| Toll Brothers Finance Corp.  | Toll Brothers Finance Corp.  |  |  |  |
|  | 3.800%, 11/01/29 |  | 3800 | 3639764 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
|  | 6.250%, 06/15/37 |  | 600 | 656467 |
|  | 5.350%, 11/01/40 |  | 500 | 498657 |
| TWDC Enterprises 18 <br> Corp.  | TWDC Enterprises 18 <br> Corp.  |  |  |  |
|  | 4.125%, 12/01/41 |  | 7011 | 5872799 |
| U.S. Cellular Corp.  | U.S. Cellular Corp.  |  |  |  |
|  | 6.700%, 12/15/33 |  | 800 | 866011 |
| Under Armour, Inc.  | Under Armour, Inc.  |  |  |  |
|  | 3.250%, 06/15/26 |  | 6250 | 6048756 |
| United Parcel Service, Inc.  | United Parcel Service, Inc.  |  |  |  |
|  | 4.875%, 11/15/40 |  | 255 | 238866 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 3.500%, 08/15/39 |  | 5300 | 4247916 |
|  | 2.750%, 05/15/40 |  | 3000 | 2136506 |
| Unum Group  | Unum Group  | Unum Group  |  |  |
|  | 3.875%, 11/05/25 |  | 23 | 22872 |
|  | 4.000%, 06/15/29 |  | 1100 | 1076602 |
|  | 5.750%, 08/15/42 |  | 125 | 119537 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 2.355%, 03/15/32 |  | 53 | 45239 |
|  | 4.750%, 02/17/34 | GBP | 1500 | 1899302 |
|  | 3.400%, 03/22/41 |  | 5000 | 3813826 |
| VF Corp.  | VF Corp.  |  |  |  |
| # | 2.950%, 04/23/30 |  | 2166 | 1782558 |
| Viatris, Inc.  | Viatris, Inc.  |  |  |  |
|  | 3.850%, 06/22/40 |  | 12500 | 8766148 |
| Visa, Inc.  | Visa, Inc.  |  |  |  |
|  | 2.700%, 04/15/40 |  | 3000 | 2261749 |
| Vontier Corp.  | Vontier Corp.  |  |  |  |
|  | 2.950%, 04/01/31 |  | 12875 | 11099602 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Vornado Realty LP  | Vornado Realty LP  |  |  |  |
|  | 3.400%, 06/01/31 |  | 3100 | $2639418 |
| Voya Financial, Inc.  | Voya Financial, Inc.  |  |  |  |
|  | 5.700%, 07/15/43 |  | 500 | 475609 |
| Walgreens Boots Alliance, <br> Inc.  | Walgreens Boots Alliance, <br> Inc.  |  |  |  |
|  | 2.125%, 11/20/26 | EUR | 2700 | 2961730 |
| Walmart, Inc.  | Walmart, Inc.  |  |  |  |
|  | 4.875%, 07/08/40 |  | 7844 | 7693636 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |  |
|  | 6.400%, 12/15/35 |  | 300 | 333313 |
| WEC Energy Group, Inc.  | WEC Energy Group, Inc.  |  |  |  |
|  | 3.550%, 06/15/25 |  | 12 | 11971 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 0.625%, 03/25/30 | EUR | 1016 | 1013204 |
|  | 0.625%, 08/14/30 | EUR | 3461 | 3415499 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |  |
| (r) | 5.439%, 12/11/26 |  | 4000 | 4022800 |
| Western Digital Corp.  | Western Digital Corp.  | Western Digital Corp.  |  |  |
|  | 4.750%, 02/15/26 |  | 212 | 210603 |
|  | 2.850%, 02/01/29 |  | 4800 | 4379935 |
| Western Midstream <br> Operating LP  | Western Midstream <br> Operating LP  |  |  |  |
|  | 5.450%, 04/01/44 |  | 2000 | 1692189 |
| Westlake Corp.  | Westlake Corp.  | Westlake Corp.  |  |  |
|  | 1.625%, 07/17/29 | EUR | 6000 | 6377450 |
|  | 3.375%, 06/15/30 |  | 500 | 467730 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |  |
|  | 7.375%, 03/15/32 |  | 254 | 284983 |
| Whirlpool Corp.  | Whirlpool Corp.  |  |  |  |
|  | 3.700%, 05/01/25 |  | 145 | 145000 |
| Willis North America, Inc.  | Willis North America, Inc.  |  |  |  |
|  | 2.950%, 09/15/29 |  | 400 | 372279 |
| Wisconsin Electric Power <br> Co.  | Wisconsin Electric Power <br> Co.  |  |  |  |
|  | 3.100%, 06/01/25 |  | 37 | 36941 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 2.450%, 02/01/32 |  | 1900 | 1591574 |
| WRKCo, Inc.  | WRKCo, Inc.  |  |  |  |
|  | 4.200%, 06/01/32 |  | 2150 | 2019288 |
| XPLR Infrastructure <br> Operating Partners LP  | XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| Ω | 4.500%, 09/15/27 |  | 4700 | 4443552 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 |  | 3875 | 3760890 |
|  | 3.625%, 03/15/31 |  | 2470 | 2227763 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 1218678361 |
| TOTAL BONDS | TOTAL BONDS |  |  | 2385427495 |

---

------

**DFA Global Core Plus Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) | U.S. TREASURY OBLIGATIONS — (6.9%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 39000 | $39013554 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 56000 | 56065319 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 4.395%, 04/30/26 <br>| 56000 | 56010167 |
| (r) | 3M USTMMR + <br> 0.182%, FRN, <br> 4.427%, 07/31/26 <br>| 31000 | 31023131 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 4.343%, 01/31/27 <br>| 18000 | 17990168 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 200102339 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,925,923,405) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,925,923,405) |  | 2839076949 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 4220471 | $48809742 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $2,974,734,202) | (Cost $2,974,734,202) |  | $2887886691 |

---

As of April 30, 2025, DFA Global Core Plus Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| JPY | 1081827598 | USD | 7478863 | Bank of America Corp. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $87423 |
| CAD | 13365666 | USD | 9496239 | Citibank, N.A. | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 202260 |
| CAD | 6837943 | USD | 4946548 | State Street Bank and Trust | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15253 |
| CAD | 20498740 | USD | 14807217 | Societe Generale | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 70925 |
| GBP | 5962193 | USD | 7617575 | Bank of America Corp. | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 328569 |
| GBP | 1791643 | USD | 2317471 | Citibank, N.A. | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 70351 |
| GBP | 1520695 | USD | 1973753 | Goldman Sachs Capital Markets L.P. | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 52961 |
| GBP | 4070724 | USD | 5148904 | UBS AG | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 276376 |
| JPY | 510057581 | USD | 3422695 | State Street Bank and Trust | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 153071 |
| USD | 96244388 | JPY | 13714250750 | Societe Generale | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 24513 |
| USD | 596646 | GBP | 444698 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3914 |
| USD | 53684606 | JPY | 7609390290 | Bank of America Corp. | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 212803 |
| USD | 4359786 | EUR | 3811408 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30643 |
| NZD | 843793 | USD | 487858 | Citibank, N.A. | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14324 |
| NZD | 520597 | USD | 294469 | Royal Bank of Canada | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15363 |
| AUD | 5661572 | USD | 3618974 | Bank of America Corp. | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10665 |
| USD | 76743227 | EUR | 67152124 | State Street Bank and Trust | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 304593 |
| USD | 9496370 | EUR | 8299254 | State Street Bank and Trust | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 47617 |
| USD | 71648438 | EUR | 62488063 | UBS AG | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 505388 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2427012** |

---

------

**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 | 106055415 | JPY | 15781491257 | Citibank, N.A. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(4320100)<br>|
| JPY | 985412909 | USD | 6914757 | HSBC Bank | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (22793)<br>|
| JPY | 13714250750 | USD | 95944108 | Societe Generale | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (26841)<br>|
| USD | 73455529 | CAD | 104048890 | Societe Generale | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2045238)<br>|
| USD | 66514744 | CAD | 95012966 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2446389)<br>|
| USD | 66583191 | EUR | 64208634 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6195182)<br>|
| USD | 3722311 | CAD | 5318166 | Bank of New York Mellon | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (138228)<br>|
| USD | 2986562 | CAD | 4308233 | Citibank, N.A. | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (140852)<br>|
| USD | 51498244 | CAD | 73315321 | UBS AG | 05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1722485)<br>|
| USD | 42967678 | GBP | 34486959 | State Street Bank and Trust | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2995006)<br>|
| GBP | 4544818 | USD | 6064907 | State Street Bank and Trust | 05/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7776)<br>|
| JPY | 1273167118 | USD | 8957438 | Citibank, N.A. | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (31881)<br>|
| USD | 107912308 | JPY | 16053360787 | Societe Generale | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4630020)<br>|
| USD | 13177414 | GBP | 10295797 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (545705)<br>|
| USD | 34078438 | EUR | 31187902 | Bank of America Corp. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1345970)<br>|
| USD | 15639941 | EUR | 14412336 | Royal Bank of Canada | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (730140)<br>|
| USD | 60416183 | CAD | 83116192 | Bank of America Corp. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (25917)<br>|
| USD | 20549991 | GBP | 15887493 | State Street Bank and Trust | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (627888)<br>|
| EUR | 867331 | USD | 1003202 | Citibank, N.A. | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (17175)<br>|
| USD | 73922975 | EUR | 67926367 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3299178)<br>|
| EUR | 5683904 | USD | 6531073 | HSBC Bank | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (68910)<br>|
| USD | 73129590 | EUR | 67448050 | Royal Bank of Canada | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3553671)<br>|
| USD | 275389 | NZD | 465093 | Australia and New Zealand Bank | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1410)<br>|
| USD | 15184521 | NZD | 26086656 | Bank of America Corp. | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (340894)<br>|
| USD | 68663128 | EUR | 63258295 | Citibank, N.A. | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3261284)<br>|
| USD | 409669 | NZD | 713802 | Citibank, N.A. | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (15149)<br>|
| USD | 46822514 | AUD | 73552419 | Societe Generale | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (332012)<br>|
| USD | 43973928 | AUD | 68920644 | Citibank, N.A. | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (213940)<br>|
| EUR | 2545437 | USD | 2901565 | State Street Bank and Trust | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4118)<br>|
| EUR | 5152677 | USD | 5905517 | State Street Bank and Trust | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; (39162)<br>|
| USD | 43748819 | AUD | 68437591 | Australia and New Zealand Bank | 07/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (133204)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(39278518)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(36851506)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $201,628,751 or 7.7% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $253547115 | &nbsp;&nbsp; — | &nbsp;&nbsp; $253547115 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 2385427495 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2385427495 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 200102339 | &nbsp;&nbsp; — | &nbsp;&nbsp; 200102339 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 48809742 | &nbsp;&nbsp; — | &nbsp;&nbsp; 48809742 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $2887886691 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2887886691 |

---

------

**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** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; $2427012 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2427012 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (39278518) | &nbsp;&nbsp; — | &nbsp;&nbsp; (39278518) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(36851506) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(36851506) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Investment Grade Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (12.9%) | AGENCY OBLIGATIONS — (12.9%) | AGENCY OBLIGATIONS — (12.9%) | AGENCY OBLIGATIONS — (12.9%) | AGENCY OBLIGATIONS — (12.9%) |
| Federal Farm Credit Banks <br> Funding Corp.  | Federal Farm Credit Banks <br> Funding Corp.  |  |  |  |
|  | 2.630%, 08/03/26  |  | 5760 | $5670185 |
| Federal Home Loan Banks  | Federal Home Loan Banks  | Federal Home Loan Banks  |  |  |
|  | 3.125%, 09/12/25  |  | 10000 | 9947487 |
|  | 5.750%, 06/12/26  |  | 6000 | 6118826 |
|  | 2.500%, 12/10/27  |  | 4000 | 3888074 |
|  | 3.000%, 03/10/28  |  | 30815 | 30287389 |
|  | 3.250%, 06/09/28  |  | 109035 | 107807645 |
| # | 3.250%, 11/16/28  |  | 91250 | 90364518 |
|  | 2.125%, 09/14/29  |  | 10000 | 9304682 |
|  | 2.125%, 12/14/29  |  | 23735 | 21997991 |
|  | 5.500%, 07/15/36  |  | 22355 | 24352142 |
| Federal Home Loan Mortgage <br> Corp.  | Federal Home Loan Mortgage <br> Corp.  | Federal Home Loan Mortgage <br> Corp.  |  |  |
| # | 6.750%, 09/15/29  |  | 76476 | 85617233 |
| # | 6.750%, 03/15/31  |  | 100575 | 115343280 |
| # | 6.250%, 07/15/32  |  | 85446 | 97197095 |
| Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  |  |  |
|  | 2.125%, 04/24/26  |  | 86000 | 84508058 |
|  | 1.875%, 09/24/26  |  | 116529 | 113565153 |
| # | 0.750%, 10/08/27  |  | 66250 | 61842319 |
| # | 6.250%, 05/15/29  |  | 102508 | 112261238 |
|  | 7.125%, 01/15/30  |  | 72196 | 82656186 |
| # | 7.250%, 05/15/30  |  | 72729 | 84273443 |
| # | 0.875%, 08/05/30  |  | 209150 | 179219144 |
|  | 6.625%, 11/15/30  |  | 93212 | 105832640 |
| Tennessee Valley Authority  | Tennessee Valley Authority  | Tennessee Valley Authority  |  |  |
|  | 2.875%, 02/01/27  |  | 31804 | 31364569 |
|  | 7.125%, 05/01/30  |  | 70383 | 80887151 |
|  | 4.650%, 06/15/35  |  | 5000 | 5117373 |
|  | 3.500%, 12/15/42  |  | 15000 | 12303881 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 1561727702 |
| BONDS — (51.7%) | BONDS — (51.7%) | BONDS — (51.7%) | BONDS — (51.7%) | BONDS — (51.7%) |
| AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
| #Ω | 5.000%, 03/23/35 |  | 4000 | 3797140 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.863%, <br> 09/11/26<br>| AUD | 10000 | 6425038 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.188%, <br> 01/18/27<br>|  | 9500 | $9535055 |
| (r) | 3M Swap + 0.800%, <br> FRN, 5.021%, <br> 02/05/27<br>| AUD | 12000 | 7708739 |
| (r) | 3M Swap + 0.970%, <br> FRN, 5.174%, <br> 05/12/27<br>| AUD | 7000 | 4509902 |
| (r) | 3M Euribor + 0.400%, <br> FRN, 2.929%, <br> 05/21/27<br>| EUR | 44770 | 50704937 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.813%, <br> 06/18/27<br>| AUD | 15100 | 9680142 |
| (r) | SOFR + 0.680%, <br> FRN, 5.057%, <br> 07/16/27<br>|  | 19481 | 19528368 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.027%, <br> 09/30/27<br>|  | 9000 | 8998047 |
|  | 5.350%, 11/04/27 | AUD | 5090 | 3364146 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.428%, <br> 11/04/27<br>| AUD | 10000 | 6478588 |
| (r) | 3M Swap + 0.670%, <br> FRN, 4.784%, <br> 12/15/27<br>| AUD | 9000 | 5756016 |
| (r) | 3M Swap + 0.680%, <br> FRN, 4.849%, <br> 02/18/28<br>| AUD | 10000 | 6392306 |
|  | 4.950%, 09/11/28 | AUD | 25130 | 16504602 |
|  | 4.950%, 02/05/29 | AUD | 7800 | 5124946 |
| (r) | 3M Swap + 0.960%, <br> FRN, 5.181%, <br> 02/05/29<br>| AUD | 14000 | 9001869 |
| BHP Billiton Finance USA Ltd.  | BHP Billiton Finance USA Ltd.  | BHP Billiton Finance USA Ltd.  |  |  |
|  | 4.125%, 02/24/42 |  | 730 | 608010 |
|  | 5.000%, 09/30/43 |  | 6100 | 5657532 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.777%, <br> 07/07/25<br>|  | 15000 | 15003292 |
|  | 4.200%, 08/18/25 | AUD | 5000 | 3201866 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.924%, <br> 08/17/26<br>| AUD | 10850 | $6969082 |
|  | 4.900%, 08/17/28 | AUD | 41750 | 27384533 |
| CSL Finance PLC  | CSL Finance PLC  |  |  |  |
| Ω | 4.625%, 04/27/42 |  | 1532 | 1342626 |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 2.500%, 09/01/30 |  | 4100 | 3632110 |
| Ω | 2.850%, 04/27/31 |  | 33500 | 29787901 |
| Ω | 2.625%, 09/23/31 |  | 9800 | 8514000 |
| Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN | Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN |  |  |  |
| (r) | 2.918%, 12/18/26 | EUR | 9005 | 10204889 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
|  | 3.900%, 05/30/25 | AUD | 1208 | 773436 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.539%, <br> 08/24/26<br>| AUD | 19900 | 12728210 |
| (r) | 3M Swap + 0.850%, <br> FRN, 5.024%, <br> 11/16/26<br>| AUD | 19000 | 12219743 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.845%, <br> 02/25/27<br>| AUD | 53140 | 34088532 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.903%, <br> 05/10/27<br>| AUD | 5738 | 3676947 |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.989%, <br> 06/11/27<br>|  | 5000 | 5002020 |
|  | 4.950%, 11/25/27 | AUD | 23090 | 15122641 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.325%, <br> 11/25/27<br>| AUD | 47500 | 30775120 |
|  | 4.400%, 05/12/28 | AUD | 5640 | 3642905 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.204%, <br> 05/12/28<br>| AUD | 15500 | 9982241 |
|  | 5.400%, 11/16/28 | AUD | 5000 | 3331501 |
|  | 4.850%, 03/22/29 | AUD | 30000 | 19643688 |
| Rio Tinto Finance USA Ltd.  | Rio Tinto Finance USA Ltd.  |  |  |  |
|  | 5.200%, 11/02/40 |  | 4470 | 4353037 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
|  | 4.600%, 02/16/26 | AUD | 10000 | 6432341 |
| (r) | SOFR + 0.420%, <br> FRN, 4.797%, <br> 04/16/26<br>|  | 4700 | 4698456 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.953%, <br> 08/10/26<br>| AUD | 23500 | 15094324 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.596%, <br> 01/25/27<br>| AUD | 16900 | $10836448 |
| (r) | 3M Swap + 0.980%, <br> FRN, 5.154%, <br> 02/16/28<br>| AUD | 17200 | 11081474 |
|  | 5.000%, 09/19/28 | AUD | 45000 | 29580254 |
|  | 5.000%, 01/15/29 | AUD | 46600 | 30654682 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.015%, <br> 01/15/29<br>| AUD | 8300 | 5343149 |
| (r) | SOFR + 0.810%, <br> FRN, 5.187%, <br> 04/16/29<br>|  | 20986 | 21049225 |
| (r) | 3M Swap + 0.880%, <br> FRN, 5.059%, <br> 05/14/29<br>| AUD | 10000 | 6408000 |
|  | 2.150%, 06/03/31 |  | 56200 | 49472125 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 631806181 |
| BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) |
| Anheuser-Busch InBev <br> Worldwide, Inc.  | Anheuser-Busch InBev <br> Worldwide, Inc.  | Anheuser-Busch InBev <br> Worldwide, Inc.  |  |  |
|  | 5.875%, 06/15/35 |  | 2846 | 3047745 |
|  | 5.450%, 01/23/39 |  | 12886 | 13057455 |
|  | 4.350%, 06/01/40 |  | 400 | 355373 |
|  | 4.950%, 01/15/42 |  | 4500 | 4186487 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 20647060 |
| CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) | CANADA — (2.1%) |
| Alimentation Couche-Tard, <br> Inc.  | Alimentation Couche-Tard, <br> Inc.  |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 15600 | 11461297 |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 2.450%, 02/02/32 |  | 24575 | 21085773 |
| Barrick North America <br> Finance LLC  | Barrick North America <br> Finance LLC  | Barrick North America <br> Finance LLC  |  |  |
|  | 5.700%, 05/30/41 |  | 4500 | 4407404 |
|  | 5.750%, 05/01/43 |  | 3500 | 3430763 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |
|  | 4.350%, 04/15/30 |  | 5000 | 4880822 |
|  | 6.350%, 01/05/34 |  | 530 | 559148 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |
| (r) | SOFR + 0.940%, <br> FRN, 5.318%, <br> 06/28/27<br>|  | 16394 | 16401295 |
|  | 6.092%, 10/03/33 |  | 4800 | 5095654 |
| Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  |  |  |
|  | 2.950%, 07/15/30 |  | 12722 | 11537046 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 5.850%, 02/01/35 |  | 3000 | $2987345 |
|  | 6.250%, 03/15/38 |  | 6400 | 6447184 |
|  | 6.750%, 02/01/39 |  | 5000 | 5267506 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |  |
|  | 4.400%, 01/15/29 | AUD | 15000 | 9783699 |
| Emera U.S. Finance LP  | Emera U.S. Finance LP  |  |  |  |
|  | 2.639%, 06/15/31 |  | 3000 | 2606298 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.712%, 08/01/28 |  | 17980 | 17988181 |
| Fairfax Financial Holdings <br> Ltd.  | Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 3.375%, 03/03/31 |  | 3400 | 3095329 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |  |
|  | 5.500%, 03/21/33 |  | 400 | 402606 |
| Province of Alberta  | Province of Alberta  |  |  |  |
|  | 3.600%, 04/11/28 | AUD | 2900 | 1836735 |
| Rogers Communications, Inc.  | Rogers Communications, Inc.  | Rogers Communications, Inc.  |  |  |
|  | 7.500%, 08/15/38 |  | 2500 | 2860549 |
|  | 4.500%, 03/15/42 |  | 2500 | 2094635 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| #(r) | SOFR + 1.080%, <br> FRN, 5.458%, <br> 07/20/26<br>|  | 6000 | 6041841 |
|  | 5.000%, 01/24/28 | GBP | 6100 | 8205705 |
|  | 5.000%, 02/01/33 |  | 4500 | 4520879 |
| Suncor Energy, Inc.  | Suncor Energy, Inc.  | Suncor Energy, Inc.  |  |  |
|  | 6.800%, 05/15/38 |  | 5985 | 6293763 |
|  | 6.500%, 06/15/38 |  | 4400 | 4639118 |
|  | 6.850%, 06/01/39 |  | 3000 | 3225853 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
|  | 3.200%, 03/10/32 |  | 40300 | 36084663 |
|  | 4.456%, 06/08/32 |  | 19550 | 19006597 |
| TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  | TransCanada PipeLines Ltd.  |  |  |
|  | 4.625%, 03/01/34 |  | 20566 | 19308339 |
|  | 6.200%, 10/15/37 |  | 3400 | 3480463 |
|  | 7.250%, 08/15/38 |  | 7000 | 7759191 |
|  | 6.100%, 06/01/40 |  | 400 | 403179 |
| TOTAL CANADA | TOTAL CANADA |  |  | 253198860 |
| FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) |
| Nokia OYJ  | Nokia OYJ  |  |  |  |
|  | 6.625%, 05/15/39 |  | 5094 | 5116154 |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r)Ω | 5.112%, 03/19/27 |  | 2925 | 2929790 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 8045944 |
| FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) | FRANCE — (0.3%) |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
| Ω | 4.400%, 08/14/28 |  | 2200 | 2179778 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | SOFR + 0.870%, <br> FRN, 5.238%, <br> 03/11/27<br>|  | 2000 | $2001457 |
| Ω | 5.514%, 07/05/33 |  | 4600 | 4730035 |
| Sanofi SA  | Sanofi SA  |  |  |  |
|  | 3.625%, 06/19/28 |  | 10200 | 10095110 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
| #Ω | 3.000%, 01/22/30 |  | 5000 | 4600978 |
| TotalEnergies Capital <br> International SA  | TotalEnergies Capital <br> International SA  |  |  |  |
|  | 2.986%, 06/29/41 |  | 9927 | 7104666 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 30712024 |
| GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |
| Ω | 5.500%, 08/15/25 |  | 1053 | 1053069 |
| Ω | 4.375%, 12/15/28 |  | 10200 | 10005409 |
| Ω | 5.500%, 07/30/35 |  | 1800 | 1731125 |
| Ω | 3.600%, 07/15/42 |  | 595 | 402301 |
| Bayer U.S. Finance LLC  | Bayer U.S. Finance LLC  |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 7300 | 7628754 |
| Daimler Truck Finance <br> North America LLC  | Daimler Truck Finance <br> North America LLC  |  |  |  |
|  | 5.500%, 09/20/33 |  | 5000 | 4968948 |
| E.ON International Finance <br> BV  | E.ON International Finance <br> BV  |  |  |  |
| Ω | 6.650%, 04/30/38 |  | 18500 | 20021620 |
| Kreditanstalt fuer <br> Wiederaufbau  | Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 4.200%, 02/08/29 | AUD | 4000 | 2606066 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
|  | 8.500%, 01/18/31 |  | 10899 | 12881305 |
| Ω | 5.050%, 08/03/33 |  | 400 | 392126 |
| Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  | Siemens <br> Financieringsmaatschappij NV  |  |  |
| (r) | 3M Euribor + 0.230%, <br> FRN, 2.708%, <br> 12/18/25<br>| EUR | 20700 | 23474863 |
| Ω | 2.875%, 03/11/41 |  | 6161 | 4491654 |
| Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  |  |  |
| Ω | 5.900%, 09/12/33 |  | 14800 | 14816538 |
| Ω | 5.800%, 03/27/35 |  | 3500 | 3480965 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 107954743 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.125%, 04/14/30 |  | 700 | 658395 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | 3.625%, 03/24/32 |  | 3800 | $3499820 |
| TOTAL HONG KONG | TOTAL HONG KONG |  |  | 4158215 |
| IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
|  | 3.850%, 10/29/41 |  | 2809 | 2171642 |
| ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) |
| Enel Finance International NV  | Enel Finance International NV  | Enel Finance International NV  |  |  |
| Ω | 5.500%, 06/26/34 |  | 10000 | 10040336 |
| Ω | 6.000%, 10/07/39 |  | 3900 | 3952591 |
| Eni SpA  | Eni SpA  |  |  |  |
| Ω | 5.700%, 10/01/40 |  | 2000 | 1929494 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
| Ω | 4.000%, 09/23/29 |  | 15800 | 15236429 |
| TOTAL ITALY | TOTAL ITALY |  |  | 31158850 |
| JAPAN — (1.9%) | JAPAN — (1.9%) | JAPAN — (1.9%) | JAPAN — (1.9%) | JAPAN — (1.9%) |
| Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  | Japan Government Five Year <br> Bonds  |  |  |
|  | 0.300%, 12/20/28 | JPY | 2000000 | 13748636 |
|  | 0.500%, 06/20/29 | JPY | 2000000 | 13784638 |
| Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.100%, 09/20/28 | JPY | 5100000 | 34897083 |
|  | 0.100%, 12/20/28 | JPY | 1500000 | 10236362 |
|  | 0.100%, 06/20/29 | JPY | 2100000 | 14257176 |
| Japan Government Twenty <br> Year Bonds  | Japan Government Twenty <br> Year Bonds  |  |  |  |
|  | 2.100%, 06/20/29 | JPY | 1000000 | 7355644 |
| Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
|  | 3.741%, 03/07/29 |  | 300 | 293064 |
|  | 3.195%, 07/18/29 |  | 4977 | 4706316 |
|  | 2.048%, 07/17/30 |  | 13330 | 11688007 |
| # | 4.286%, 07/26/38 |  | 400 | 364297 |
|  | 3.751%, 07/18/39 |  | 11991 | 10112710 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 3.103%, 01/16/30 |  | 10062 | 9301391 |
|  | 2.679%, 07/16/30 |  | 3600 | 3216425 |
|  | 2.608%, 07/14/31 |  | 10000 | 8668180 |
| ORIX Corp.  | ORIX Corp.  | ORIX Corp.  |  |  |
|  | 2.250%, 03/09/31 |  | 8700 | 7586224 |
|  | 5.400%, 02/25/35 |  | 2800 | 2804883 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | SOFR + 1.170%, <br> FRN, 5.547%, <br> 07/09/29<br>|  | 21250 | 21388189 |
|  | 3.040%, 07/16/29 |  | 17527 | 16485655 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | 2.130%, 07/08/30 |  | 13450 | $11875922 |
|  | 2.222%, 09/17/31 |  | 9265 | 7956398 |
| # | 5.808%, 09/14/33 |  | 5000 | 5252847 |
|  | 5.632%, 01/15/35 |  | 1200 | 1234173 |
|  | 2.296%, 01/12/41 |  | 7700 | 5128044 |
| Takeda Pharmaceutical Co. <br> Ltd.  | Takeda Pharmaceutical Co. <br> Ltd.  |  |  |  |
|  | 5.650%, 07/05/44 |  | 9500 | 9287521 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 231629785 |
| NETHERLANDS — (1.1%) | NETHERLANDS — (1.1%) | NETHERLANDS — (1.1%) | NETHERLANDS — (1.1%) | NETHERLANDS — (1.1%) |
| ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN | ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN |  |  |  |
| (r) | 2.879%, 01/15/27 | EUR | 20300 | 23101869 |
| BNG Bank NV  | BNG Bank NV  | BNG Bank NV  |  |  |
|  | 3.500%, 07/19/27 | AUD | 5834 | 3722508 |
|  | 3.300%, 07/17/28 | AUD | 10000 | 6320565 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 5.087%, <br> 01/09/26<br>|  | 10500 | 10526141 |
| (r) | 3M Swap + 0.880%, <br> FRN, 5.009%, <br> 05/22/26<br>| AUD | 500 | 321089 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.626%, <br> 01/27/27<br>| AUD | 14350 | 9176177 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.987%, <br> 02/26/27<br>| AUD | 11600 | 7440487 |
| (r) | SOFR + 0.710%, <br> FRN, 5.077%, <br> 03/05/27<br>|  | 5500 | 5508794 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.867%, <br> 05/26/28<br>| AUD | 7000 | 4472462 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.292%, <br> 11/21/28<br>| AUD | 25000 | 16090460 |
|  | 5.051%, 02/26/29 | AUD | 25730 | 16833068 |
| (r) | 3M Swap + 1.030%, <br> FRN, 5.147%, <br> 02/26/29<br>| AUD | 14200 | 9116914 |
|  | 5.250%, 05/24/41 |  | 6500 | 6311188 |
| Heineken NV  | Heineken NV  |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 4400 | 3588083 |
| ING Groep NV  | ING Groep NV  |  |  |  |
|  | 4.050%, 04/09/29 |  | 4000 | 3916563 |
| Nederlandse Waterschapsbank <br> NV  | Nederlandse Waterschapsbank <br> NV  | Nederlandse Waterschapsbank <br> NV  |  |  |
|  | 3.400%, 07/22/25 | AUD | 4100 | 2621980 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | 3.450%, 07/17/28 | AUD | 15100 | $9582838 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 138651186 |
| NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |
| New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  | New Zealand Local Government <br> Funding Agency Bonds  |  |  |
|  | 4.700%, 08/01/28 | AUD | 11138 | 7317161 |
| NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | 186843 |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 1.750%, 01/22/26 |  | 3000 | 2944537 |
| # | 5.100%, 08/17/40 |  | 400 | 385726 |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
|  | 4.250%, 07/16/25 | AUD | 1000 | 640649 |
|  | 3.400%, 07/24/28 | AUD | 1692 | 1072355 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 5230110 |
| SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.887%, 02/26/27 | AUD | 5000 | 3206210 |
| United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.723%, 04/16/27 | AUD | 8200 | 5255505 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 8461715 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| Banco Bilbao Vizcaya <br> Argentaria SA  | Banco Bilbao Vizcaya <br> Argentaria SA  |  |  |  |
|  | 3.375%, 09/20/27 | EUR | 15000 | 17394127 |
| Banco Santander SA  | Banco Santander SA  | Banco Santander SA  |  |  |
|  | 3.800%, 02/23/28 |  | 4800 | 4690492 |
|  | 3.490%, 05/28/30 |  | 4000 | 3763505 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 7.045%, 06/20/36 |  | 12500 | 13845166 |
| Telefonica Europe BV  | Telefonica Europe BV  |  |  |  |
|  | 8.250%, 09/15/30 |  | 16567 | 19046489 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 58739779 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.4%) |
| African Development Bank  | African Development Bank  | African Development Bank  |  |  |
|  | 3.300%, 07/27/27 | AUD | 5000 | 3178954 |
|  | 3.350%, 08/08/28 | AUD | 10400 | 6580515 |
| Asian Development Bank  | Asian Development Bank  |  |  |  |
|  | 3.300%, 08/08/28 | AUD | 5000 | 3167585 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.330%, <br> FRN, 4.693%, <br> 02/20/28<br>|  | 30400 | $30424320 |
| (r) | SOFR + 0.300%, <br> FRN, 4.663%, <br> 02/16/29<br>|  | 3772 | 3767621 |
| European Investment <br> Bank, SONIA + 1.000%, <br> FRN | European Investment <br> Bank, SONIA + 1.000%, <br> FRN |  |  |  |
| (r) | 5.482%, 09/08/25 | GBP | 7200 | 9625287 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 3000 | 3001314 |
| (r) | SOFR + 0.300%, <br> FRN, 4.661%, <br> 02/15/29<br>|  | 34000 | 33934720 |
| (r) | SOFR + 0.370%, <br> FRN, 4.752%, <br> 08/01/29<br>|  | 10000 | 10008330 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.270%, <br> FRN, 4.638%, <br> 06/15/27<br>|  | 45000 | 45014850 |
| (r) | SOFR + 0.430%, <br> FRN, 4.792%, <br> 08/19/27<br>|  | 22500 | 22574025 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 171277521 |
| SWEDEN — (0.2%) | SWEDEN — (0.2%) | SWEDEN — (0.2%) | SWEDEN — (0.2%) | SWEDEN — (0.2%) |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r) | 3M Swap + 0.450%, <br> FRN, 4.566%, <br> 03/04/26<br>| AUD | 5550 | 3550929 |
| (r) | SOFR + 1.250%, <br> FRN, 5.619%, <br> 06/15/26<br>|  | 3450 | 3470993 |
| (r) | 3M Euribor + 0.450%, <br> FRN, 2.961%, <br> 03/08/27<br>| EUR | 10800 | 12258399 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 19280321 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) |
| UBS AG  | UBS AG  | UBS AG  |  |  |
|  | 0.010%, 03/31/26 | EUR | 2000 | 2219771 |
| UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) | UNITED KINGDOM — (0.8%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 4750 | $4037543 |
| Ω | 5.950%, 10/15/33 |  | 6500 | 6575155 |
| AstraZeneca PLC  | AstraZeneca PLC  |  |  |  |
|  | 6.450%, 09/15/37 |  | 3200 | 3569609 |
| BAT Capital Corp.  | BAT Capital Corp.  | BAT Capital Corp.  |  |  |
|  | 4.906%, 04/02/30 |  | 20100 | 20201954 |
|  | 4.390%, 08/15/37 |  | 400 | 350745 |
|  | 7.079%, 08/02/43 |  | 5000 | 5362113 |
| Diageo Capital PLC  | Diageo Capital PLC  | Diageo Capital PLC  |  |  |
|  | 2.125%, 04/29/32 |  | 2555 | 2141927 |
|  | 3.875%, 04/29/43 |  | 400 | 313455 |
| GlaxoSmithKline Capital, <br> Inc.  | GlaxoSmithKline Capital, <br> Inc.  |  |  |  |
| # | 6.375%, 05/15/38 |  | 813 | 894970 |
| HSBC Holdings PLC  | HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |
|  | 4.950%, 03/31/30 |  | 12200 | 12330795 |
| # | 6.100%, 01/14/42 |  | 7000 | 7385110 |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC  |  |  |  |
|  | 3.750%, 01/11/27 |  | 2230 | 2204537 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 35202 | 26539499 |
| Mead Johnson Nutrition <br> Co.  | Mead Johnson Nutrition <br> Co.  |  |  |  |
|  | 4.600%, 06/01/44 |  | 2717 | 2344554 |
| RELX Capital, Inc.  | RELX Capital, Inc.  |  |  |  |
|  | 4.750%, 05/20/32 |  | 3633 | 3609471 |
| Reynolds American, Inc.  | Reynolds American, Inc.  |  |  |  |
|  | 7.250%, 06/15/37 |  | 585 | 641109 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
| # | 7.875%, 02/15/30 |  | 690 | 794223 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 99296769 |
| UNITED STATES — (36.5%) | UNITED STATES — (36.5%) | UNITED STATES — (36.5%) | UNITED STATES — (36.5%) | UNITED STATES — (36.5%) |
| 3M Co.  | 3M Co.  | 3M Co.  |  |  |
|  | 5.700%, 03/15/37 |  | 4907 | 5085677 |
|  | 3.875%, 06/15/44 |  | 400 | 316267 |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |
| Ω | 1.800%, 02/10/31 |  | 11653 | 9690865 |
| Ω | 2.500%, 02/10/41 |  | 35703 | 23187836 |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
|  | 4.750%, 04/15/43 |  | 40000 | 37397610 |
| AbbVie, Inc.  | AbbVie, Inc.  | AbbVie, Inc.  |  |  |
|  | 4.500%, 05/14/35 |  | 1000 | 958142 |
|  | 4.300%, 05/14/36 |  | 4500 | 4187289 |
|  | 4.050%, 11/21/39 |  | 507 | 439215 |
|  | 4.400%, 11/06/42 |  | 12762 | 11109028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Acuity Brands Lighting, Inc.  | Acuity Brands Lighting, Inc.  |  |  |
|  | 2.150%, 12/15/30 | 1642 | $1426787 |
| AEP Texas, Inc.  | AEP Texas, Inc.  |  |  |
|  | 4.700%, 05/15/32 | 20000 | 19409384 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |
|  | 6.750%, 12/15/37 | 19170 | 20462332 |
|  | 4.500%, 05/15/42 | 2800 | 2277505 |
|  | 4.125%, 11/15/42 | 378 | 289211 |
| Affiliated Managers Group, <br> Inc.  | Affiliated Managers Group, <br> Inc.  |  |  |
|  | 3.300%, 06/15/30 | 20900 | 19488561 |
| Air Products & Chemicals, <br> Inc.  | Air Products & Chemicals, <br> Inc.  |  |  |
|  | 2.700%, 05/15/40 | 1031 | 744056 |
| Alabama Power Co.  | Alabama Power Co.  |  |  |
|  | 6.000%, 03/01/39 | 400 | 425532 |
|  | 5.500%, 03/15/41 | 17061 | 16664360 |
| Albemarle Corp.  | Albemarle Corp.  |  |  |
|  | 5.450%, 12/01/44 | 200 | 161858 |
| Allegion PLC  | Allegion PLC  |  |  |
|  | 3.500%, 10/01/29 | 10000 | 9493908 |
| Allstate Corp.  | Allstate Corp.  |  |  |
|  | 5.250%, 03/30/33 | 4400 | 4453120 |
|  | 5.350%, 06/01/33 | 7000 | 7117197 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |
| # | 8.000%, 11/01/31 | 200 | 221480 |
| Alphabet, Inc.  | Alphabet, Inc.  |  |  |
|  | 1.900%, 08/15/40 | 4000 | 2677182 |
| Altria Group, Inc.  | Altria Group, Inc.  |  |  |
|  | 3.400%, 05/06/30 | 10700 | 10062092 |
|  | 2.450%, 02/04/32 | 27231 | 23087769 |
|  | 5.800%, 02/14/39 | 3800 | 3766391 |
|  | 3.400%, 02/04/41 | 19050 | 13708348 |
|  | 4.250%, 08/09/42 | 7900 | 6252944 |
|  | 4.500%, 05/02/43 | 9100 | 7349457 |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |
|  | 2.875%, 05/12/41 | 10000 | 7402062 |
| Amcor Flexibles North <br> America, Inc.  | Amcor Flexibles North <br> America, Inc.  |  |  |
|  | 2.630%, 06/19/30 | 2500 | 2246342 |
| Amdocs Ltd.  | Amdocs Ltd.  |  |  |
|  | 2.538%, 06/15/30 | 2000 | 1777859 |
| American Express Co.  | American Express Co.  |  |  |
|  | 3.300%, 05/03/27 | 4396 | 4321402 |
|  | 4.050%, 12/03/42 | 200 | 166578 |
| American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |
| (r) | 5.087%, 07/09/27 | 8882 | 8857185 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |
| Ω | 6.144%, 06/13/32 | 7500 | 7576139 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| American Tower Corp.  | American Tower Corp.  |  |  |
|  | 2.700%, 04/15/31 | 300 | $266739 |
|  | 2.300%, 09/15/31 | 6375 | 5486221 |
| # | 4.050%, 03/15/32 | 2325 | 2204821 |
| Ameriprise Financial, Inc.  | Ameriprise Financial, Inc.  |  |  |
|  | 4.500%, 05/13/32 | 7700 | 7537966 |
| Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 2.300%, 02/25/31 | 3400 | 2991304 |
|  | 2.000%, 01/15/32 | 9200 | 7717040 |
|  | 3.350%, 02/22/32 | 14200 | 12970161 |
|  | 3.150%, 02/21/40 | 26045 | 19713898 |
|  | 2.800%, 08/15/41 | 25750 | 18184775 |
|  | 5.600%, 03/02/43 | 9500 | 9242805 |
| Analog Devices, Inc.  | Analog Devices, Inc.  |  |  |
|  | 3.450%, 06/15/27 | 3531 | 3495124 |
|  | 2.800%, 10/01/41 | 1700 | 1224945 |
| Aon Corp.  | Aon Corp.  |  |  |
|  | 4.500%, 12/15/28 | 1800 | 1808346 |
| # | 2.800%, 05/15/30 | 12400 | 11381245 |
|  | 6.250%, 09/30/40 | 3400 | 3617110 |
| Appalachian Power Co.  | Appalachian Power Co.  |  |  |
|  | 4.400%, 05/15/44 | 4000 | 3217655 |
| Apple, Inc.  | Apple, Inc.  |  |  |
|  | 2.375%, 02/08/41 | 6800 | 4709815 |
|  | 3.850%, 05/04/43 | 3500 | 2901745 |
| Applied Materials, Inc.  | Applied Materials, Inc.  |  |  |
|  | 5.850%, 06/15/41 | 400 | 418062 |
| Archer-Daniels-Midland Co.  | Archer-Daniels-Midland Co.  |  |  |
|  | 4.535%, 03/26/42 | 200 | 177422 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.200%, 11/15/31 | 8700 | 7413144 |
|  | 5.800%, 03/08/32 | 200 | 195386 |
| Arizona Public Service Co.  | Arizona Public Service Co.  |  |  |
|  | 3.150%, 05/15/25 | 9580 | 9572142 |
|  | 2.600%, 08/15/29 | 4846 | 4477814 |
|  | 2.200%, 12/15/31 | 31150 | 26351064 |
|  | 5.050%, 09/01/41 | 400 | 365671 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |
|  | 3.875%, 01/12/28 | 11938 | 11687356 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |
|  | 2.650%, 01/15/32 | 4000 | 3365657 |
| Assured Guaranty <br> U.S. Holdings, Inc.  | Assured Guaranty <br> U.S. Holdings, Inc.  |  |  |
| # | 3.150%, 06/15/31 | 4600 | 4184044 |
| AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 2.550%, 12/01/33 | 18868 | 15570527 |
|  | 6.250%, 03/29/41 | 1600 | 1631558 |
|  | 3.500%, 06/01/41 | 39700 | 30482267 |
|  | 4.300%, 12/15/42 | 3000 | 2502330 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |
|  | 4.625%, 04/15/26 | 4260 | 4251708 |
|  | 3.000%, 05/15/31 | 17500 | 15229948 |
|  | 5.500%, 06/01/32 | 13180 | 12930993 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| AXIS Specialty Finance <br> PLC  | AXIS Specialty Finance <br> PLC  |  |  |
|  | 4.000%, 12/06/27 | 19920 | $19627031 |
| Baker Hughes <br> Holdings LLC  | Baker Hughes <br> Holdings LLC  |  |  |
|  | 5.125%, 09/15/40 | 5677 | 5384949 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 5.875%, 02/07/42 | 31457 | 32432259 |
| Berkshire Hathaway Energy Co.  | Berkshire Hathaway Energy Co.  |  |  |
|  | 6.125%, 04/01/36 | 800 | 843440 |
|  | 5.950%, 05/15/37 | 800 | 839967 |
|  | 5.150%, 11/15/43 | 2283 | 2127019 |
|  | 4.500%, 02/01/45 | 800 | 677737 |
| Berkshire Hathaway Finance <br> Corp.  | Berkshire Hathaway Finance <br> Corp.  |  |  |
| # | 1.850%, 03/12/30 | 17500 | 15848747 |
| # | 1.450%, 10/15/30 | 73603 | 64336610 |
| # | 2.875%, 03/15/32 | 3000 | 2747458 |
|  | 5.750%, 01/15/40 | 8956 | 9620769 |
|  | 4.300%, 05/15/43 | 1900 | 1669964 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 3.125%, 03/15/26 | 8285 | 8201339 |
| # | 4.500%, 02/11/43 | 3500 | 3230679 |
| Best Buy Co., Inc.  | Best Buy Co., Inc.  |  |  |
|  | 4.450%, 10/01/28 | 17493 | 17468293 |
|  | 1.950%, 10/01/30 | 11700 | 10059616 |
| Biogen, Inc.  | Biogen, Inc.  |  |  |
|  | 2.250%, 05/01/30 | 19087 | 16974513 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |
|  | 2.500%, 06/15/30 | 2250 | 2007335 |
|  | 4.350%, 05/01/33 | 5728 | 5383903 |
| Blackrock, Inc.  | Blackrock, Inc.  |  |  |
|  | 2.400%, 04/30/30 | 31033 | 28400857 |
| # | 1.900%, 01/28/31 | 22957 | 20096768 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |
|  | 6.250%, 04/18/34 | 200 | 201787 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |
|  | 3.600%, 09/01/32 | 9310 | 8196791 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 3.200%, 03/01/29 | 317 | 299227 |
|  | 2.950%, 02/01/30 | 5140 | 4716141 |
|  | 3.600%, 05/01/34 | 1710 | 1475292 |
|  | 3.550%, 03/01/38 | 1239 | 958779 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 2.550%, 04/01/32 | 3000 | 2468481 |
|  | 5.750%, 01/15/35 | 400 | 394488 |
| Boston Scientific Corp.  | Boston Scientific Corp.  |  |  |
|  | 4.550%, 03/01/39 | 1664 | 1550550 |
| BP Capital Markets America, Inc.  | BP Capital Markets America, Inc.  |  |  |
|  | 2.721%, 01/12/32 | 1500 | 1318509 |
|  | 3.060%, 06/17/41 | 52550 | 37845495 |
| Brighthouse Financial, Inc.  | Brighthouse Financial, Inc.  |  |  |
| # | 5.625%, 05/15/30 | 2500 | 2564864 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |
| # | 4.125%, 06/15/39 | 22200 | $19475885 |
|  | 2.350%, 11/13/40 | 1800 | 1216902 |
|  | 3.550%, 03/15/42 | 3550 | 2760692 |
|  | 4.500%, 03/01/44 | 400 | 345662 |
|  | 4.625%, 05/15/44 | 800 | 702738 |
| Brixmor Operating <br> Partnership LP  | Brixmor Operating <br> Partnership LP  |  |  |
| # | 4.050%, 07/01/30 | 5600 | 5376355 |
| Broadcom, Inc.  | Broadcom, Inc.  |  |  |
|  | 4.300%, 11/15/32 | 31000 | 29628193 |
| Ω | 2.600%, 02/15/33 | 200 | 168651 |
| Ω | 3.419%, 04/15/33 | 200 | 178361 |
| Ω | 3.469%, 04/15/34 | 5000 | 4392926 |
| Ω | 3.137%, 11/15/35 | 17502 | 14501399 |
| Ω | 4.926%, 05/15/37 | 1000 | 957746 |
| Ω | 3.500%, 02/15/41 | 7650 | 5934522 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |
|  | 2.375%, 03/15/31 | 3000 | 2589213 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |
|  | 4.400%, 09/15/32 | 200 | 179500 |
| Burlington Northern Santa <br> Fe LLC  | Burlington Northern Santa <br> Fe LLC  |  |  |
|  | 6.150%, 05/01/37 | 800 | 866192 |
|  | 5.750%, 05/01/40 | 1600 | 1654305 |
|  | 5.050%, 03/01/41 | 800 | 753017 |
|  | 5.400%, 06/01/41 | 400 | 391758 |
|  | 4.950%, 09/15/41 | 800 | 746384 |
|  | 4.400%, 03/15/42 | 400 | 347746 |
|  | 4.375%, 09/01/42 | 400 | 344307 |
|  | 4.450%, 03/15/43 | 800 | 696693 |
|  | 5.150%, 09/01/43 | 400 | 380573 |
|  | 4.900%, 04/01/44 | 400 | 366868 |
|  | 4.550%, 09/01/44 | 800 | 701366 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |
|  | 3.800%, 01/31/28 | 3600 | 3531120 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |
| # | 2.700%, 02/15/31 | 1600 | 1438600 |
| Caterpillar, Inc.  | Caterpillar, Inc.  |  |  |
|  | 3.803%, 08/15/42 | 1200 | 980671 |
| Cencora, Inc.  | Cencora, Inc.  |  |  |
| # | 2.800%, 05/15/30 | 29384 | 27079339 |
| CenterPoint Energy Resources <br> Corp.  | CenterPoint Energy Resources <br> Corp.  |  |  |
|  | 4.000%, 04/01/28 | 4478 | 4447446 |
|  | 5.850%, 01/15/41 | 6244 | 6288430 |
| CF Industries, Inc.  | CF Industries, Inc.  |  |  |
|  | 4.950%, 06/01/43 | 400 | 341110 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
|  | 1.950%, 12/01/31 | 700 | 587957 |
|  | 2.900%, 03/03/32 | 14300 | 12602810 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Chevron Corp.  | Chevron Corp.  |  |  |
|  | 1.554%, 05/11/25 | 3254 | $3250789 |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |
|  | 3.700%, 12/01/29 | 970 | 909510 |
| Chubb Corp.  | Chubb Corp.  |  |  |
|  | 6.000%, 05/11/37 | 800 | 856522 |
|  | 6.500%, 05/15/38 | 800 | 886170 |
| Cigna Group  | Cigna Group  |  |  |
|  | 2.400%, 03/15/30 | 493 | 446581 |
|  | 2.375%, 03/15/31 | 18267 | 16041295 |
|  | 4.800%, 08/15/38 | 48770 | 45297999 |
|  | 3.200%, 03/15/40 | 18997 | 14430724 |
|  | 6.125%, 11/15/41 | 9943 | 10248659 |
| Cincinnati Financial Corp.  | Cincinnati Financial Corp.  |  |  |
|  | 6.920%, 05/15/28 | 2800 | 2997129 |
|  | 6.125%, 11/01/34 | 1200 | 1260659 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |
|  | 5.500%, 01/15/40 | 5000 | 5108627 |
| Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 | 15597 | 19292533 |
|  | 5.875%, 01/30/42 | 32650 | 33087324 |
| Clorox Co.  | Clorox Co.  |  |  |
|  | 3.900%, 05/15/28 | 3912 | 3871648 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |
|  | 5.300%, 09/15/43 | 2600 | 2586373 |
| CNA Financial Corp.  | CNA Financial Corp.  |  |  |
| # | 4.500%, 03/01/26 | 13822 | 13809118 |
|  | 3.900%, 05/01/29 | 850 | 828185 |
|  | 5.500%, 06/15/33 | 5000 | 5070389 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |
|  | 5.250%, 05/30/29 | 4800 | 4803595 |
|  | 6.450%, 06/15/34 | 4000 | 4126826 |
| Coca-Cola Co.  | Coca-Cola Co.  |  |  |
|  | 2.500%, 06/01/40 | 1000 | 721688 |
|  | 2.875%, 05/05/41 | 400 | 296521 |
| Comcast Corp.  | Comcast Corp.  |  |  |
|  | 4.250%, 01/15/33 | 15667 | 14989497 |
|  | 7.050%, 03/15/33 | 14000 | 15820183 |
|  | 4.200%, 08/15/34 | 400 | 374780 |
|  | 5.650%, 06/15/35 | 800 | 831091 |
|  | 6.500%, 11/15/35 | 400 | 443069 |
|  | 3.200%, 07/15/36 | 1200 | 993901 |
|  | 6.950%, 08/15/37 | 800 | 906867 |
|  | 3.900%, 03/01/38 | 2490 | 2133243 |
|  | 4.600%, 10/15/38 | 5700 | 5221688 |
|  | 6.550%, 07/01/39 | 400 | 440682 |
|  | 3.250%, 11/01/39 | 7000 | 5417216 |
|  | 3.750%, 04/01/40 | 30900 | 25339764 |
| # | 4.650%, 07/15/42 | 1000 | 874196 |
|  | 4.750%, 03/01/44 | 400 | 350628 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |
|  | 5.300%, 11/01/38 | 39500 | 37392038 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ConocoPhillips  | ConocoPhillips  |  |  |
|  | 5.900%, 05/15/38 | 400 | $414170 |
|  | 6.500%, 02/01/39 | 1600 | 1752485 |
| ConocoPhillips Co.  | ConocoPhillips Co.  |  |  |
|  | 3.758%, 03/15/42 | 1200 | 930342 |
| Consolidated Edison Co. of New <br> York, Inc.  | Consolidated Edison Co. of New <br> York, Inc.  |  |  |
|  | 5.300%, 03/01/35 | 400 | 407134 |
|  | 6.750%, 04/01/38 | 638 | 719431 |
|  | 5.500%, 12/01/39 | 400 | 399349 |
|  | 5.700%, 06/15/40 | 400 | 406515 |
|  | 4.200%, 03/15/42 | 14174 | 11786994 |
|  | 3.950%, 03/01/43 | 7400 | 5888882 |
|  | 4.450%, 03/15/44 | 251 | 213246 |
| Constellation Brands, Inc.  | Constellation Brands, Inc.  |  |  |
|  | 3.150%, 08/01/29 | 5800 | 5460656 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |
|  | 6.250%, 10/01/39 | 1289 | 1340010 |
|  | 5.750%, 10/01/41 | 2300 | 2238883 |
| Continental Resources, <br> Inc.  | Continental Resources, <br> Inc.  |  |  |
|  | 4.900%, 06/01/44 | 3500 | 2703002 |
| Corebridge Financial, Inc.  | Corebridge Financial, Inc.  |  |  |
|  | 4.350%, 04/05/42 | 400 | 326394 |
| Costco Wholesale Corp.  | Costco Wholesale Corp.  |  |  |
|  | 1.600%, 04/20/30 | 8754 | 7759288 |
| Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |
| Ω | 4.800%, 02/01/35 | 10052 | 9396641 |
| Ω | 4.700%, 12/15/42 | 4700 | 3782152 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 2.100%, 04/01/31 | 300 | 254965 |
|  | 2.900%, 04/01/41 | 18705 | 13136617 |
| CSX Corp.  | CSX Corp.  |  |  |
|  | 6.150%, 05/01/37 | 400 | 428995 |
|  | 5.500%, 04/15/41 | 800 | 785581 |
|  | 4.750%, 05/30/42 | 15340 | 13803066 |
|  | 4.100%, 03/15/44 | 200 | 164406 |
| Cummins, Inc.  | Cummins, Inc.  |  |  |
|  | 4.875%, 10/01/43 | 15876 | 14758149 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.250%, 08/15/29 | 3000 | 2826688 |
|  | 4.780%, 03/25/38 | 9500 | 8567803 |
|  | 6.125%, 09/15/39 | 5800 | 5868796 |
|  | 4.125%, 04/01/40 | 9078 | 7386646 |
|  | 5.300%, 12/05/43 | 3000 | 2679958 |
|  | 6.000%, 06/01/44 | 4000 | 3874355 |
| DCP Midstream <br> Operating LP  | DCP Midstream <br> Operating LP  |  |  |
|  | 5.600%, 04/01/44 | 2550 | 2260656 |
| Deere & Co.  | Deere & Co.  |  |  |
|  | 3.900%, 06/09/42 | 400 | 337714 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Dell International LLC/EMC <br> Corp.  | Dell International LLC/EMC <br> Corp.  |  |  |
|  | 3.375%, 12/15/41 | 5009 | $3593328 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |
|  | 5.600%, 07/15/41 | 15858 | 13934073 |
|  | 4.750%, 05/15/42 | 2900 | 2292269 |
| DH Europe Finance II <br> SARL  | DH Europe Finance II <br> SARL  |  |  |
|  | 3.250%, 11/15/39 | 1050 | 830211 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |
| # | 3.150%, 01/15/32 | 9525 | 8341476 |
| Dominion Energy, Inc.  | Dominion Energy, Inc.  |  |  |
|  | 4.900%, 08/01/41 | 5000 | 4394149 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 5.250%, 11/15/41 | 600 | 532906 |
|  | 4.375%, 11/15/42 | 1616 | 1272809 |
|  | 4.625%, 10/01/44 | 200 | 159423 |
| Duke Energy <br> Carolinas LLC  | Duke Energy <br> Carolinas LLC  |  |  |
|  | 6.100%, 06/01/37 | 800 | 844027 |
| Duke Energy Corp.  | Duke Energy Corp.  |  |  |
|  | 3.300%, 06/15/41 | 24750 | 18004066 |
| Duquesne Light Holdings, Inc.  | Duquesne Light Holdings, Inc.  |  |  |
| Ω | 2.532%, 10/01/30 | 1500 | 1319922 |
| Ω | 2.775%, 01/07/32 | 641 | 550076 |
| Eastman Chemical Co.  | Eastman Chemical Co.  |  |  |
|  | 4.800%, 09/01/42 | 20700 | 17628124 |
|  | 4.650%, 10/15/44 | 400 | 328513 |
| Eaton Corp.  | Eaton Corp.  |  |  |
|  | 4.000%, 11/02/32 | 8105 | 7732121 |
|  | 4.150%, 11/02/42 | 3000 | 2540637 |
| Eaton Vance Corp.  | Eaton Vance Corp.  |  |  |
|  | 3.500%, 04/06/27 | 9262 | 9109678 |
| eBay, Inc.  | eBay, Inc.  |  |  |
|  | 4.000%, 07/15/42 | 9500 | 7523503 |
| Ecolab, Inc.  | Ecolab, Inc.  |  |  |
|  | 5.500%, 12/08/41 | 5400 | 5386850 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 5.950%, 12/15/34 | 11300 | 11890420 |
|  | 5.850%, 01/15/36 | 200 | 208838 |
|  | 6.375%, 06/15/37 | 4700 | 5064623 |
|  | 4.625%, 05/15/42 | 25970 | 22515899 |
|  | 4.650%, 01/15/43 | 9366 | 8154419 |
|  | 5.100%, 01/15/44 | 1200 | 1091775 |
|  | 4.650%, 08/15/44 | 1200 | 1035484 |
| Enbridge Energy Partners LP  | Enbridge Energy Partners LP  |  |  |
|  | 7.500%, 04/15/38 | 7825 | 8925090 |
|  | 5.500%, 09/15/40 | 1264 | 1203314 |
| Energy Transfer LP  | Energy Transfer LP  |  |  |
| # | 5.800%, 06/15/38 | 585 | 569506 |
|  | 7.500%, 07/01/38 | 400 | 444637 |
|  | 6.050%, 06/01/41 | 3400 | 3264196 |
|  | 5.950%, 10/01/43 | 4000 | 3712127 |
|  | 5.300%, 04/01/44 | 5950 | 5097685 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Enterprise Products <br> Operating LLC  | Enterprise Products <br> Operating LLC  |  |  |
|  | 6.875%, 03/01/33 | 1400 | $1551023 |
|  | 7.550%, 04/15/38 | 3157 | 3745976 |
|  | 6.125%, 10/15/39 | 5917 | 6234038 |
|  | 6.450%, 09/01/40 | 5135 | 5544015 |
|  | 5.950%, 02/01/41 | 2617 | 2639986 |
|  | 5.700%, 02/15/42 | 3600 | 3542222 |
|  | 4.850%, 08/15/42 | 2400 | 2139611 |
|  | 4.450%, 02/15/43 | 2146 | 1803202 |
|  | 4.850%, 03/15/44 | 8500 | 7514435 |
|  | 5.100%, 02/15/45 | 800 | 726802 |
| Equifax, Inc.  | Equifax, Inc.  |  |  |
|  | 3.100%, 05/15/30 | 200 | 184709 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |
| # | 3.200%, 11/18/29 | 2500 | 2352026 |
|  | 2.500%, 05/15/31 | 5700 | 4990922 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |
| Ω | 5.625%, 03/15/42 | 400 | 395383 |
| ERP Operating LP  | ERP Operating LP  |  |  |
|  | 4.500%, 07/01/44 | 400 | 341251 |
| Eversource Energy  | Eversource Energy  |  |  |
|  | 4.250%, 04/01/29 | 600 | 592759 |
| Exelon Corp.  | Exelon Corp.  |  |  |
|  | 3.400%, 04/15/26 | 2666 | 2636559 |
| Extra Space Storage LP  | Extra Space Storage LP  |  |  |
|  | 2.350%, 03/15/32 | 13100 | 10891359 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 2.995%, 08/16/39 | 5200 | 3981996 |
|  | 4.227%, 03/19/40 | 18200 | 16103198 |
| FedEx Corp.  | FedEx Corp.  |  |  |
| Ω | 4.900%, 01/15/34 | 2075 | 2000177 |
| Ω | 3.900%, 02/01/35 | 2800 | 2457374 |
| Ω | 3.250%, 05/15/41 | 9950 | 6861312 |
| Ω | 4.100%, 04/15/43 | 400 | 304026 |
|  | 5.100%, 01/15/44 | 5000 | 4331121 |
| Fidelity National Financial, Inc.  | Fidelity National Financial, Inc.  |  |  |
|  | 3.400%, 06/15/30 | 19454 | 17884297 |
|  | 2.450%, 03/15/31 | 1800 | 1537956 |
| Fidelity National <br> Information Services, <br> Inc.  | Fidelity National <br> Information Services, <br> Inc.  |  |  |
|  | 3.100%, 03/01/41 | 10400 | 7400605 |
| First American Financial <br> Corp.  | First American Financial <br> Corp.  |  |  |
|  | 2.400%, 08/15/31 | 16044 | 13561576 |
| Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 | 2040 | 2025469 |
|  | 4.875%, 05/12/30 | 4000 | 3937842 |
| Flowserve Corp.  | Flowserve Corp.  |  |  |
|  | 2.800%, 01/15/32 | 29138 | 24837706 |
| FMC Corp.  | FMC Corp.  |  |  |
|  | 5.650%, 05/18/33 | 2300 | 2215935 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| FMR LLC  | FMR LLC  |  |  |
| Ω | 4.950%, 02/01/33 | 2400 | $2390247 |
| Fortune Brands Innovations, Inc.  | Fortune Brands Innovations, Inc.  |  |  |
|  | 3.250%, 09/15/29 | 3900 | 3667441 |
|  | 4.000%, 03/25/32 | 414 | 382750 |
| Fox Corp.  | Fox Corp.  |  |  |
|  | 5.476%, 01/25/39 | 10300 | 9890175 |
| GATX Corp.  | GATX Corp.  |  |  |
|  | 3.500%, 06/01/32 | 6850 | 6132644 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |
|  | 4.250%, 04/01/40 | 5800 | 5141717 |
|  | 2.850%, 06/01/41 | 400 | 287637 |
| General Electric Co.  | General Electric Co.  |  |  |
|  | 4.500%, 03/11/44 | 200 | 174537 |
| General Motors Co.  | General Motors Co.  |  |  |
|  | 6.600%, 04/01/36 | 15000 | 15404604 |
|  | 5.150%, 04/01/38 | 3169 | 2851283 |
|  | 6.250%, 10/02/43 | 6800 | 6413905 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
| # | 5.250%, 03/01/26 | 9736 | 9742405 |
|  | 3.600%, 06/21/30 | 6000 | 5520197 |
|  | 3.100%, 01/12/32 | 8400 | 7198313 |
|  | 6.400%, 01/09/33 | 400 | 413438 |
|  | 5.450%, 09/06/34 | 200 | 191929 |
| # | 5.900%, 01/07/35 | 400 | 396964 |
| Georgia Power Co.  | Georgia Power Co.  |  |  |
|  | 4.750%, 09/01/40 | 400 | 365041 |
|  | 4.300%, 03/15/42 | 20400 | 17280745 |
|  | 4.300%, 03/15/43 | 400 | 336145 |
| Georgia-Pacific LLC  | Georgia-Pacific LLC  |  |  |
|  | 7.750%, 11/15/29 | 800 | 911731 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
|  | 4.600%, 09/01/35 | 800 | 769885 |
|  | 4.000%, 09/01/36 | 4050 | 3658734 |
|  | 2.600%, 10/01/40 | 22300 | 15771174 |
|  | 5.650%, 12/01/41 | 11900 | 11892679 |
|  | 4.800%, 04/01/44 | 7000 | 6269615 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 2.900%, 11/15/31 | 400 | 347108 |
| Globe Life, Inc.  | Globe Life, Inc.  |  |  |
|  | 4.800%, 06/15/32 | 10000 | 9741534 |
| Goldman Sachs Group, Inc.  | Goldman Sachs Group, Inc.  |  |  |
|  | 3.750%, 05/22/25 | 3213 | 3210996 |
| # | 3.750%, 02/25/26 | 5700 | 5676327 |
|  | 2.600%, 02/07/30 | 4100 | 3744718 |
|  | 3.800%, 03/15/30 | 11500 | 11078889 |
|  | 6.125%, 02/15/33 | 1621 | 1744357 |
|  | 6.250%, 02/01/41 | 18121 | 18910474 |
|  | 4.800%, 07/08/44 | 800 | 701977 |
| Halliburton Co.  | Halliburton Co.  |  |  |
|  | 4.850%, 11/15/35 | 1200 | 1129402 |
|  | 6.700%, 09/15/38 | 5660 | 6096222 |
|  | 7.450%, 09/15/39 | 3200 | 3650407 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.500%, 11/15/41 | 13340 | $11009455 |
|  | 4.750%, 08/01/43 | 1700 | 1422272 |
| Harley-Davidson, Inc.  | Harley-Davidson, Inc.  |  |  |
|  | 3.500%, 07/28/25 | 4983 | 4955813 |
| Hasbro, Inc.  | Hasbro, Inc.  |  |  |
|  | 6.050%, 05/14/34 | 2000 | 2030024 |
|  | 6.350%, 03/15/40 | 3700 | 3702774 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co.  |  |  |
| Ω | 2.200%, 06/01/30 | 19500 | 17340634 |
| Healthcare Realty <br> Holdings LP  | Healthcare Realty <br> Holdings LP  |  |  |
|  | 2.000%, 03/15/31 | 2800 | 2360714 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |
|  | 2.900%, 09/29/31 | 400 | 331692 |
| #Ω | 5.500%, 12/01/34 | 150 | 132137 |
| Hess Corp.  | Hess Corp.  |  |  |
|  | 5.600%, 02/15/41 | 15000 | 14787827 |
| Home Depot, Inc.  | Home Depot, Inc.  |  |  |
|  | 5.875%, 12/16/36 | 15388 | 16386772 |
|  | 3.300%, 04/15/40 | 11505 | 9085956 |
|  | 5.400%, 09/15/40 | 22000 | 22048392 |
|  | 5.950%, 04/01/41 | 2380 | 2491006 |
|  | 4.200%, 04/01/43 | 2150 | 1808908 |
|  | 4.875%, 02/15/44 | 400 | 365708 |
|  | 4.400%, 03/15/45 | 400 | 340566 |
| Honeywell International, <br> Inc.  | Honeywell International, <br> Inc.  |  |  |
|  | 5.375%, 03/01/41 | 670 | 667330 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |
|  | 5.700%, 07/01/34 | 9000 | 8856321 |
|  | 5.500%, 04/15/35 | 200 | 193114 |
| HP, Inc.  | HP, Inc.  |  |  |
|  | 2.650%, 06/17/31 | 200 | 173144 |
| # | 6.000%, 09/15/41 | 11400 | 11152144 |
| Humana, Inc.  | Humana, Inc.  |  |  |
|  | 4.950%, 10/01/44 | 3000 | 2553523 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |
|  | 5.375%, 12/15/31 | 5000 | 4969970 |
| IBM International Capital <br> Pte. Ltd.  | IBM International Capital <br> Pte. Ltd.  |  |  |
|  | 5.250%, 02/05/44 | 32262 | 30432195 |
| Illinois Tool Works, Inc.  | Illinois Tool Works, Inc.  |  |  |
|  | 3.900%, 09/01/42 | 200 | 163178 |
| Indiana Michigan Power <br> Co.  | Indiana Michigan Power <br> Co.  |  |  |
|  | 6.050%, 03/15/37 | 1108 | 1168422 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 | 27124 | 23040423 |
|  | 2.800%, 08/12/41 | 23576 | 15255518 |
|  | 4.800%, 10/01/41 | 2470 | 2051230 |
|  | 5.625%, 02/10/43 | 26349 | 24306987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Intercontinental Exchange, Inc.  | Intercontinental Exchange, Inc.  |  |  |
|  | 3.750%, 12/01/25 | 8500 | $8465490 |
|  | 4.600%, 03/15/33 | 14500 | 14294825 |
|  | 2.650%, 09/15/40 | 16100 | 11538226 |
| International Business Machines <br> Corp.  | International Business Machines <br> Corp.  |  |  |
|  | 3.300%, 01/27/27 | 154 | 151093 |
|  | 1.950%, 05/15/30 | 8840 | 7813529 |
|  | 4.150%, 05/15/39 | 15550 | 13490230 |
|  | 5.600%, 11/30/39 | 800 | 810233 |
|  | 2.850%, 05/15/40 | 36982 | 26590562 |
|  | 4.000%, 06/20/42 | 5300 | 4319525 |
| International Flavors & <br> Fragrances, Inc.  | International Flavors & <br> Fragrances, Inc.  |  |  |
| Ω | 3.268%, 11/15/40 | 41700 | 29941595 |
| Interpublic Group of Cos., <br> Inc.  | Interpublic Group of Cos., <br> Inc.  |  |  |
| # | 4.750%, 03/30/30 | 375 | 375644 |
| Interstate Power & Light <br> Co.  | Interstate Power & Light <br> Co.  |  |  |
|  | 2.300%, 06/01/30 | 3978 | 3553074 |
| Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  |  |  |
|  | 2.000%, 08/15/31 | 3000 | 2514588 |
|  | 2.700%, 01/15/34 | 1500 | 1219181 |
| J.M. Smucker Co.  | J.M. Smucker Co.  |  |  |
| # | 4.250%, 03/15/35 | 10700 | 9854864 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 3.600%, 01/15/30 | 23950 | 22607776 |
|  | 3.000%, 01/15/31 | 15033 | 13446257 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |
|  | 3.125%, 11/23/31 | 6177 | 5316702 |
| Jefferies Financial Group, Inc.  | Jefferies Financial Group, Inc.  |  |  |
|  | 2.625%, 10/15/31 | 20514 | 17293315 |
|  | 2.750%, 10/15/32 | 6280 | 5142153 |
| Jersey Central Power & <br> Light Co.  | Jersey Central Power & <br> Light Co.  |  |  |
| Ω | 5.100%, 01/15/35 | 800 | 788463 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |
|  | 1.300%, 09/01/30 | 5000 | 4338557 |
|  | 2.100%, 09/01/40 | 400 | 273393 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 6.400%, 05/15/38 | 20400 | 22390530 |
|  | 5.500%, 10/15/40 | 4800 | 4836401 |
|  | 5.600%, 07/15/41 | 11900 | 12013595 |
|  | 5.400%, 01/06/42 | 9350 | 9259873 |
| JPMorgan Chase Bank NA  | JPMorgan Chase Bank NA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 5.003%, <br> 04/29/26<br>| 900 | 898672 |
| (r) | SOFR + 1.000%, <br> FRN, 5.367%, <br> 12/08/26<br>| 22820 | 22939715 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |
|  | 3.750%, 08/15/29 | 3600 | $3486033 |
|  | 2.000%, 12/10/30 | 5000 | 4293617 |
| Kellanova  | Kellanova  |  |  |
|  | 3.400%, 11/15/27 | 2000 | 1958611 |
|  | 7.450%, 04/01/31 | 5659 | 6430622 |
| Kemper Corp.  | Kemper Corp.  |  |  |
|  | 3.800%, 02/23/32 | 9830 | 8751899 |
| Kimco Realty OP LLC  | Kimco Realty OP LLC  |  |  |
|  | 2.250%, 12/01/31 | 9700 | 8297926 |
| Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  |  |  |
|  | 6.950%, 01/15/38 | 5800 | 6268432 |
|  | 6.500%, 09/01/39 | 1900 | 1965397 |
|  | 6.550%, 09/15/40 | 3000 | 3085809 |
|  | 5.000%, 08/15/42 | 4200 | 3633076 |
|  | 4.700%, 11/01/42 | 400 | 329381 |
|  | 5.000%, 03/01/43 | 15400 | 13293521 |
|  | 5.500%, 03/01/44 | 8520 | 7760117 |
|  | 5.400%, 09/01/44 | 250 | 224279 |
| KKR Group Finance Co. <br> II LLC  | KKR Group Finance Co. <br> II LLC  |  |  |
| #Ω | 5.500%, 02/01/43 | 4500 | 4167317 |
| Kraft Heinz Foods Co.  | Kraft Heinz Foods Co.  |  |  |
|  | 5.000%, 06/04/42 | 3700 | 3349338 |
| Kroger Co.  | Kroger Co.  |  |  |
|  | 7.500%, 04/01/31 | 15677 | 17802841 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |
|  | 4.100%, 10/15/41 | 9797 | 7385262 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |
|  | 4.500%, 09/19/28 | 17626 | 17420672 |
|  | 4.375%, 03/11/29 | 400 | 391937 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |
|  | 4.750%, 03/15/26 | 3745 | 3756674 |
|  | 5.625%, 01/15/44 | 5747 | 5536653 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |
| #Ω | 4.569%, 02/01/29 | 9305 | 9260551 |
| Ω | 6.500%, 03/15/35 | 4250 | 4391395 |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |
| # | 3.050%, 01/15/30 | 300 | 278526 |
|  | 3.400%, 01/15/31 | 8337 | 7679251 |
|  | 3.400%, 03/01/32 | 23378 | 20825475 |
|  | 7.000%, 06/15/40 | 125 | 138129 |
| Lockheed Martin Corp.  | Lockheed Martin Corp.  |  |  |
|  | 3.600%, 03/01/35 | 671 | 599971 |
|  | 4.500%, 05/15/36 | 1000 | 953493 |
|  | 4.850%, 09/15/41 | 1445 | 1314088 |
|  | 4.070%, 12/15/42 | 800 | 662226 |
|  | 3.800%, 03/01/45 | 800 | 627300 |
| Loews Corp.  | Loews Corp.  |  |  |
|  | 6.000%, 02/01/35 | 5000 | 5412352 |
| # | 4.125%, 05/15/43 | 2000 | 1676679 |
| Lowe's Cos., Inc.  | Lowe's Cos., Inc.  |  |  |
|  | 2.800%, 09/15/41 | 25000 | 16950536 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| LPL Holdings, Inc.  | LPL Holdings, Inc.  |  |  |
|  | 5.650%, 03/15/35 | 2000 | $1977677 |
| LYB International Finance BV  | LYB International Finance BV  |  |  |
|  | 5.250%, 07/15/43 | 8300 | 7209659 |
|  | 4.875%, 03/15/44 | 4800 | 3963788 |
| LYB International Finance <br> III LLC  | LYB International Finance <br> III LLC  |  |  |
|  | 3.375%, 10/01/40 | 18400 | 13186907 |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |
|  | 6.500%, 03/01/41 | 14163 | 14220113 |
|  | 4.750%, 09/15/44 | 3000 | 2406971 |
| Marriott International, Inc.  | Marriott International, Inc.  |  |  |
| # | 2.750%, 10/15/33 | 7200 | 5951838 |
|  | 5.500%, 04/15/37 | 1000 | 974279 |
| Mars, Inc.  | Mars, Inc.  |  |  |
| #Ω | 1.625%, 07/16/32 | 6750 | 5510294 |
| Ω | 3.600%, 04/01/34 | 400 | 360409 |
| Ω | 3.875%, 04/01/39 | 1200 | 1034572 |
| Ω | 2.375%, 07/16/40 | 200 | 139000 |
| Marsh & McLennan Cos., Inc.  | Marsh & McLennan Cos., Inc.  |  |  |
|  | 2.375%, 12/15/31 | 2161 | 1869043 |
|  | 4.750%, 03/15/39 | 400 | 376579 |
|  | 5.350%, 11/15/44 | 266 | 256368 |
| Mastercard, Inc.  | Mastercard, Inc.  |  |  |
|  | 4.350%, 01/15/32 | 4000 | 3959082 |
|  | 4.850%, 03/09/33 | 5000 | 5051266 |
| Medtronic, Inc.  | Medtronic, Inc.  |  |  |
|  | 4.375%, 03/15/35 | 2565 | 2460149 |
| Merck & Co., Inc.  | Merck & Co., Inc.  |  |  |
|  | 3.400%, 03/07/29 | 8084 | 7872511 |
|  | 1.450%, 06/24/30 | 40301 | 35022793 |
|  | 3.900%, 03/07/39 | 400 | 347084 |
|  | 2.350%, 06/24/40 | 1200 | 835412 |
|  | 4.900%, 05/17/44 | 400 | 371134 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
|  | 3.850%, 08/15/32 | 3500 | 3339517 |
| MetLife, Inc.  | MetLife, Inc.  |  |  |
|  | 5.375%, 07/15/33 | 4200 | 4329338 |
|  | 6.375%, 06/15/34 | 19000 | 20667955 |
|  | 5.700%, 06/15/35 | 6700 | 7025335 |
|  | 5.875%, 02/06/41 | 7478 | 7643503 |
|  | 4.125%, 08/13/42 | 5800 | 4808228 |
|  | 4.875%, 11/13/43 | 13061 | 11788477 |
|  | 4.050%, 03/01/45 | 171 | 137353 |
| Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 4.663%, 02/15/30 | 330 | 324828 |
|  | 2.703%, 04/15/32 | 2650 | 2244175 |
|  | 3.366%, 11/01/41 | 31140 | 22113369 |
| Mid-America <br> Apartments LP  | Mid-America <br> Apartments LP  |  |  |
|  | 4.950%, 03/01/35 | 800 | 779934 |
| Mississippi Power Co.  | Mississippi Power Co.  |  |  |
|  | 4.250%, 03/15/42 | 400 | 333204 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Mohawk Industries, Inc.  | Mohawk Industries, Inc.  |  |  |  |
|  | 3.625%, 05/15/30 |  | 1471 | $1388031 |
| Molson Coors Beverage <br> Co.  | Molson Coors Beverage <br> Co.  |  |  |  |
| # | 5.000%, 05/01/42 |  | 7000 | 6361866 |
| Morgan Stanley  | Morgan Stanley  | Morgan Stanley  |  |  |
| # | 3.875%, 01/27/26 |  | 13483 | 13426400 |
|  | 7.250%, 04/01/32 |  | 14496 | 16541544 |
|  | 6.375%, 07/24/42 |  | 19888 | 21353578 |
| Mosaic Co.  | Mosaic Co.  |  |  |  |
|  | 5.625%, 11/15/43 |  | 8500 | 8043782 |
| Motorola Solutions, Inc.  | Motorola Solutions, Inc.  | Motorola Solutions, Inc.  |  |  |
|  | 4.600%, 05/23/29 |  | 3500 | 3500836 |
|  | 2.300%, 11/15/30 |  | 25444 | 22416496 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 4.500%, 04/15/38 |  | 8200 | 7046716 |
| Mylan, Inc.  | Mylan, Inc.  |  |  |  |
|  | 5.400%, 11/29/43 |  | 6000 | 4770984 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |  |
|  | 2.950%, 03/01/31 |  | 5000 | 4427478 |
| National Rural Utilities <br> Cooperative Finance <br> Corp.  | National Rural Utilities <br> Cooperative Finance <br> Corp.  |  |  |  |
|  | 8.000%, 03/01/32 |  | 2708 | 3167421 |
| NBCUniversal Media LLC  | NBCUniversal Media LLC  |  |  |  |
|  | 4.450%, 01/15/43 |  | 800 | 679355 |
| Nestle Capital Corp.  | Nestle Capital Corp.  |  |  |  |
|  | 4.600%, 04/04/29 | AUD | 800 | 516832 |
| Nestle Holdings, Inc.  | Nestle Holdings, Inc.  |  |  |  |
| Ω | 3.900%, 09/24/38 |  | 5800 | 5159658 |
| NetApp, Inc.  | NetApp, Inc.  |  |  |  |
| # | 2.700%, 06/22/30 |  | 3900 | 3504522 |
| New York State Electric & <br> Gas Corp.  | New York State Electric & <br> Gas Corp.  |  |  |  |
| Ω | 5.300%, 08/15/34 |  | 800 | 801004 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |  |
|  | 2.700%, 03/18/31 |  | 4000 | 3520743 |
| Newmont Corp.  | Newmont Corp.  | Newmont Corp.  |  |  |
|  | 5.875%, 04/01/35 |  | 400 | 422786 |
|  | 6.250%, 10/01/39 |  | 600 | 643904 |
|  | 4.875%, 03/15/42 |  | 400 | 363186 |
|  | 5.450%, 06/09/44 |  | 600 | 574156 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 5.250%, 03/15/34 |  | 400 | 398673 |
|  | 5.450%, 03/15/35 |  | 937 | 943727 |
| NIKE, Inc.  | NIKE, Inc.  | NIKE, Inc.  |  |  |
| # | 2.850%, 03/27/30 |  | 12987 | 12152162 |
|  | 3.250%, 03/27/40 |  | 5000 | 3868796 |
| Northern Trust Corp.  | Northern Trust Corp.  |  |  |  |
| # | 1.950%, 05/01/30 |  | 19370 | 17209713 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
|  | 3.950%, 12/01/42 |  | 10000 | 7002383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nucor Corp.  | Nucor Corp.  |  |  |
|  | 3.950%, 05/01/28 | 4016 | $3974601 |
|  | 3.125%, 04/01/32 | 6840 | 6136570 |
|  | 5.100%, 06/01/35 | 400 | 392464 |
|  | 6.400%, 12/01/37 | 6585 | 7210895 |
| Oklahoma Gas & Electric <br> Co.  | Oklahoma Gas & Electric <br> Co.  |  |  |
|  | 5.400%, 01/15/33 | 4200 | 4285092 |
| Omnicom Group, Inc.  | Omnicom Group, Inc.  |  |  |
|  | 4.200%, 06/01/30 | 11555 | 11299322 |
| ONE Gas, Inc.  | ONE Gas, Inc.  |  |  |
|  | 4.250%, 09/01/32 | 4300 | 4082402 |
|  | 4.658%, 02/01/44 | 400 | 349943 |
| ONEOK Partners LP  | ONEOK Partners LP  |  |  |
|  | 6.125%, 02/01/41 | 1500 | 1471890 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 4.300%, 07/08/34 | 400 | 371157 |
|  | 3.900%, 05/15/35 | 800 | 709260 |
|  | 3.600%, 04/01/40 | 17100 | 13328370 |
|  | 5.375%, 07/15/40 | 11200 | 10625970 |
|  | 3.650%, 03/25/41 | 21500 | 16432005 |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |
|  | 6.500%, 08/15/34 | 800 | 793892 |
|  | 6.500%, 02/01/38 | 18730 | 17912633 |
| Owens Corning  | Owens Corning  |  |  |
|  | 3.875%, 06/01/30 | 8726 | 8339032 |
| Parker-Hannifin Corp.  | Parker-Hannifin Corp.  |  |  |
|  | 3.250%, 06/14/29 | 4700 | 4502856 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 3.400%, 11/15/26 | 133 | 130574 |
| PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 4.875%, 11/01/40 | 400 | 382634 |
|  | 2.625%, 10/21/41 | 1200 | 843678 |
| Pfizer Investment <br> Enterprises Pte. Ltd.  | Pfizer Investment <br> Enterprises Pte. Ltd.  |  |  |
|  | 5.110%, 05/19/43 | 15800 | 14841913 |
| Pfizer, Inc.  | Pfizer, Inc.  |  |  |
| # | 4.000%, 12/15/36 | 400 | 361848 |
|  | 4.100%, 09/15/38 | 2600 | 2290517 |
|  | 3.900%, 03/15/39 | 7772 | 6648917 |
|  | 7.200%, 03/15/39 | 5570 | 6510280 |
|  | 2.550%, 05/28/40 | 8500 | 5948408 |
|  | 5.600%, 09/15/40 | 400 | 401657 |
|  | 4.300%, 06/15/43 | 107 | 90642 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 3.375%, 08/15/29 | 5200 | 4991370 |
|  | 2.100%, 05/01/30 | 7450 | 6651619 |
|  | 5.375%, 02/15/33 | 1000 | 1024013 |
|  | 5.625%, 09/07/33 | 9500 | 9855412 |
|  | 6.375%, 05/16/38 | 12400 | 13483981 |
|  | 4.375%, 11/15/41 | 8815 | 7544215 |
|  | 4.500%, 03/20/42 | 800 | 691659 |
|  | 3.875%, 08/21/42 | 10475 | 8315270 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.125%, 03/04/43 | 7308 | $5982087 |
|  | 4.875%, 11/15/43 | 400 | 358958 |
|  | 4.250%, 11/10/44 | 1200 | 995210 |
| Phillips 66  | Phillips 66  |  |  |
|  | 2.150%, 12/15/30 | 400 | 349660 |
|  | 4.650%, 11/15/34 | 1600 | 1492282 |
|  | 5.875%, 05/01/42 | 5486 | 5254767 |
|  | 4.875%, 11/15/44 | 2400 | 1995215 |
| Phillips 66 Co.  | Phillips 66 Co.  |  |  |
| # | 4.950%, 03/15/35 | 1600 | 1508123 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 5.150%, 06/01/42 | 13148 | 11286375 |
|  | 4.300%, 01/31/43 | 8941 | 6829421 |
|  | 4.700%, 06/15/44 | 8500 | 6777706 |
| PNC Bank NA  | PNC Bank NA  |  |  |
|  | 3.250%, 06/01/25 | 4680 | 4673792 |
| PPG Industries, Inc.  | PPG Industries, Inc.  |  |  |
|  | 2.550%, 06/15/30 | 9110 | 8297583 |
| Precision Castparts Corp.  | Precision Castparts Corp.  |  |  |
|  | 3.900%, 01/15/43 | 3000 | 2414115 |
| Primerica, Inc.  | Primerica, Inc.  |  |  |
|  | 2.800%, 11/19/31 | 15500 | 13494641 |
| Principal Financial Group, Inc.  | Principal Financial Group, Inc.  |  |  |
|  | 3.400%, 05/15/25 | 2300 | 2298539 |
|  | 6.050%, 10/15/36 | 4400 | 4708038 |
| Progress Energy, Inc.  | Progress Energy, Inc.  |  |  |
|  | 7.750%, 03/01/31 | 2500 | 2863068 |
|  | 6.000%, 12/01/39 | 5600 | 5713169 |
| Progressive Corp.  | Progressive Corp.  |  |  |
|  | 3.000%, 03/15/32 | 15600 | 14025521 |
|  | 3.700%, 01/26/45 | 400 | 311332 |
| Prologis LP  | Prologis LP  |  |  |
|  | 5.125%, 01/15/34 | 5563 | 5564035 |
| Prudential Financial, Inc.  | Prudential Financial, Inc.  |  |  |
|  | 6.625%, 12/01/37 | 2400 | 2651116 |
|  | 3.000%, 03/10/40 | 19750 | 14768094 |
|  | 6.625%, 06/21/40 | 3000 | 3339279 |
| Public Service Enterprise <br> Group, Inc.  | Public Service Enterprise <br> Group, Inc.  |  |  |
|  | 8.625%, 04/15/31 | 1000 | 1179541 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |
|  | 7.875%, 06/15/32 | 3895 | 4417678 |
|  | 6.375%, 05/15/33 | 11000 | 11608665 |
|  | 6.000%, 02/15/35 | 6449 | 6630807 |
| QUALCOMM, Inc.  | QUALCOMM, Inc.  |  |  |
|  | 1.650%, 05/20/32 | 9643 | 7910673 |
| Quanta Services, Inc.  | Quanta Services, Inc.  |  |  |
|  | 2.900%, 10/01/30 | 302 | 273372 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 2.700%, 02/15/32 | 13991 | 12091077 |
|  | 2.850%, 12/15/32 | 8077 | 6962099 |
|  | 1.800%, 03/15/33 | 1800 | 1416200 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.900%, 07/15/33 | 5000 | $4913942 |
| Reinsurance Group of America, <br> Inc.  | Reinsurance Group of America, <br> Inc.  |  |  |
|  | 3.950%, 09/15/26 | 15789 | 15681365 |
|  | 3.900%, 05/15/29 | 4725 | 4610323 |
|  | 3.150%, 06/15/30 | 15455 | 14298364 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |
|  | 3.300%, 09/15/29 | 1300 | 1225323 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |
| Ω | 2.076%, 12/13/31 | 5000 | 4304148 |
| Ω | 5.593%, 11/13/33 | 10000 | 10525557 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |
|  | 2.200%, 09/02/30 | 10000 | 8675902 |
|  | 3.300%, 09/02/40 | 68617 | 50398964 |
| RTX Corp.  | RTX Corp.  |  |  |
|  | 4.450%, 11/16/38 | 1200 | 1088297 |
|  | 4.700%, 12/15/41 | 5600 | 4960087 |
|  | 4.500%, 06/01/42 | 28024 | 24341922 |
| Salesforce, Inc.  | Salesforce, Inc.  |  |  |
|  | 2.700%, 07/15/41 | 1600 | 1127900 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |
|  | 4.550%, 08/12/43 | 5000 | 4333272 |
| Shell International Finance BV  | Shell International Finance BV  |  |  |
|  | 6.375%, 12/15/38 | 20800 | 22832558 |
|  | 5.500%, 03/25/40 | 3000 | 2992596 |
|  | 2.875%, 11/26/41 | 3200 | 2259939 |
| Sherwin-Williams Co.  | Sherwin-Williams Co.  |  |  |
|  | 2.950%, 08/15/29 | 4800 | 4491519 |
| Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 2.650%, 07/15/30 | 19076 | 17417797 |
| # | 2.200%, 02/01/31 | 12648 | 11063975 |
|  | 2.250%, 01/15/32 | 7377 | 6295296 |
|  | 5.500%, 03/08/33 | 5400 | 5541856 |
|  | 4.750%, 09/26/34 | 400 | 382440 |
|  | 6.750%, 02/01/40 | 4515 | 5024386 |
| # | 4.750%, 03/15/42 | 4370 | 3853464 |
| Southern Co. Gas Capital Corp.  | Southern Co. Gas Capital Corp.  |  |  |
|  | 5.875%, 03/15/41 | 5642 | 5638842 |
|  | 4.400%, 06/01/43 | 6897 | 5708058 |
| Southern Power Co.  | Southern Power Co.  |  |  |
| # | 5.150%, 09/15/41 | 2500 | 2312217 |
| Southwest Gas Corp.  | Southwest Gas Corp.  |  |  |
|  | 3.700%, 04/01/28 | 2500 | 2443839 |
|  | 2.200%, 06/15/30 | 13200 | 11620684 |
| Stanley Black & Decker, Inc.  | Stanley Black & Decker, Inc.  |  |  |
|  | 2.300%, 03/15/30 | 2650 | 2307452 |
|  | 3.000%, 05/15/32 | 400 | 340368 |
|  | 5.200%, 09/01/40 | 800 | 730167 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |
| # | 3.250%, 01/15/31 | 19725 | 18124661 |
| Stellantis Finance U.S., <br> Inc.  | Stellantis Finance U.S., <br> Inc.  |  |  |
| #Ω | 2.691%, 09/15/31 | 10430 | 8600841 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Sutter Health  | Sutter Health  |  |  |
|  | 3.161%, 08/15/40 | 2000 | $1550422 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |
|  | 5.500%, 03/11/35 | 9000 | 8765212 |
| Targa Resources Corp.  | Targa Resources Corp.  |  |  |
|  | 4.200%, 02/01/33 | 3000 | 2739621 |
| Target Corp.  | Target Corp.  |  |  |
|  | 4.000%, 07/01/42 | 2100 | 1752977 |
| Texas Instruments, Inc.  | Texas Instruments, Inc.  |  |  |
|  | 4.900%, 03/14/33 | 12500 | 12660165 |
| # | 3.875%, 03/15/39 | 5790 | 5074169 |
| Textron, Inc.  | Textron, Inc.  |  |  |
|  | 2.450%, 03/15/31 | 14820 | 12920359 |
| Thermo Fisher Scientific, Inc.  | Thermo Fisher Scientific, Inc.  |  |  |
|  | 2.800%, 10/15/41 | 2900 | 2042921 |
|  | 5.404%, 08/10/43 | 7500 | 7351348 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 4.375%, 04/15/40 | 7500 | 6548466 |
|  | 3.000%, 02/15/41 | 400 | 286184 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
|  | 6.250%, 06/15/37 | 1335 | 1460638 |
|  | 5.350%, 11/01/40 | 2619 | 2611965 |
| TWDC Enterprises 18 Corp.  | TWDC Enterprises 18 Corp.  |  |  |
|  | 4.375%, 08/16/41 | 9500 | 8246874 |
|  | 3.700%, 12/01/42 | 400 | 314330 |
| Union Pacific Corp.  | Union Pacific Corp.  |  |  |
|  | 2.891%, 04/06/36 | 23350 | 19153820 |
|  | 3.600%, 09/15/37 | 1800 | 1546782 |
|  | 4.375%, 09/10/38 | 1100 | 1002173 |
|  | 3.550%, 08/15/39 | 10600 | 8752546 |
|  | 3.200%, 05/20/41 | 14900 | 11216784 |
|  | 3.375%, 02/14/42 | 4650 | 3549053 |
| United Parcel Service, Inc.  | United Parcel Service, Inc.  |  |  |
|  | 6.200%, 01/15/38 | 800 | 861881 |
|  | 5.200%, 04/01/40 | 800 | 774660 |
|  | 4.875%, 11/15/40 | 8011 | 7504136 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
|  | 4.200%, 05/15/32 | 18300 | 17612984 |
|  | 5.800%, 03/15/36 | 400 | 416867 |
|  | 6.875%, 02/15/38 | 350 | 397546 |
|  | 3.500%, 08/15/39 | 17438 | 13976447 |
|  | 2.750%, 05/15/40 | 14200 | 10112793 |
|  | 5.700%, 10/15/40 | 2400 | 2405914 |
|  | 5.950%, 02/15/41 | 1400 | 1428243 |
|  | 3.050%, 05/15/41 | 28569 | 20724506 |
|  | 4.625%, 11/15/41 | 3400 | 2996584 |
|  | 3.950%, 10/15/42 | 4000 | 3231789 |
|  | 5.500%, 07/15/44 | 19070 | 18499357 |
| Unum Group  | Unum Group  |  |  |
|  | 3.875%, 11/05/25 | 1977 | 1965990 |
|  | 4.000%, 06/15/29 | 10963 | 10729808 |
| Ω | 4.046%, 08/15/41 | 6800 | 5386022 |
|  | 5.750%, 08/15/42 | 3000 | 2868885 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.950%, 06/15/26 |  | 9968 | $9826440 |
| Valero Energy Corp.  | Valero Energy Corp.  | Valero Energy Corp.  |  |  |
|  | 7.500%, 04/15/32 |  | 580 | 649308 |
| # | 6.625%, 06/15/37 |  | 11450 | 11889642 |
| Ventas Realty LP  | Ventas Realty LP  |  |  |  |
| # | 3.000%, 01/15/30 |  | 1100 | 1021040 |
| VeriSign, Inc.  | VeriSign, Inc.  |  |  |  |
|  | 2.700%, 06/15/31 |  | 5106 | 4511231 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 4.016%, 12/03/29 |  | 8753 | 8594519 |
|  | 2.355%, 03/15/32 |  | 2733 | 2332790 |
|  | 5.850%, 09/15/35 |  | 400 | 417835 |
|  | 4.272%, 01/15/36 |  | 1600 | 1467909 |
|  | 4.812%, 03/15/39 |  | 12910 | 12039947 |
|  | 2.650%, 11/20/40 |  | 14850 | 10438957 |
|  | 3.400%, 03/22/41 |  | 43850 | 33447252 |
|  | 2.850%, 09/03/41 |  | 5166 | 3611368 |
|  | 3.850%, 11/01/42 |  | 3190 | 2524737 |
|  | 6.550%, 09/15/43 |  | 800 | 865284 |
| Viatris, Inc.  | Viatris, Inc.  | Viatris, Inc.  |  |  |
|  | 2.700%, 06/22/30 |  | 1000 | 865701 |
|  | 3.850%, 06/22/40 |  | 9246 | 6484145 |
| Virginia Electric & Power Co.  | Virginia Electric & Power Co.  | Virginia Electric & Power Co.  |  |  |
|  | 5.050%, 08/15/34 |  | 400 | 395821 |
|  | 5.150%, 03/15/35 |  | 400 | 395094 |
|  | 6.000%, 01/15/36 |  | 3100 | 3241070 |
|  | 6.000%, 05/15/37 |  | 1000 | 1043004 |
|  | 8.875%, 11/15/38 |  | 7000 | 9154097 |
|  | 4.000%, 01/15/43 |  | 7900 | 6278253 |
|  | 4.650%, 08/15/43 |  | 1200 | 1037356 |
|  | 4.450%, 02/15/44 |  | 400 | 335654 |
| Visa, Inc.  | Visa, Inc.  | Visa, Inc.  |  |  |
| # | 2.050%, 04/15/30 |  | 48659 | 44103345 |
|  | 2.700%, 04/15/40 |  | 3300 | 2487923 |
| Voya Financial, Inc.  | Voya Financial, Inc.  |  |  |  |
|  | 5.700%, 07/15/43 |  | 913 | 868463 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.625%, 04/01/40 |  | 6000 | 6393312 |
|  | 5.000%, 10/25/40 |  | 7200 | 7151409 |
| Walt Disney Co.  | Walt Disney Co.  | Walt Disney Co.  |  |  |
|  | 6.400%, 12/15/35 |  | 2500 | 2777610 |
|  | 6.650%, 11/15/37 |  | 800 | 902442 |
| # | 4.625%, 03/23/40 |  | 6000 | 5637906 |
|  | 3.500%, 05/13/40 |  | 32131 | 26034236 |
|  | 6.150%, 02/15/41 |  | 800 | 843385 |
|  | 5.400%, 10/01/43 |  | 10750 | 10608862 |
|  | 4.750%, 09/15/44 |  | 400 | 357082 |
| Waste Management, Inc.  | Waste Management, Inc.  |  |  |  |
|  | 2.950%, 06/01/41 |  | 400 | 293005 |
| WEC Energy Group, Inc.  | WEC Energy Group, Inc.  |  |  |  |
|  | 3.550%, 06/15/25 |  | 1757 | 1752728 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 2.000%, 07/28/25 | GBP | 887 | 1171911 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.150%, 01/24/29 | 600 | $594056 |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.439%, 12/11/26 | 840 | 844788 |
| Welltower OP LLC  | Welltower OP LLC  |  |  |
|  | 4.125%, 03/15/29 | 1150 | 1136458 |
|  | 2.750%, 01/15/31 | 17096 | 15477274 |
|  | 2.750%, 01/15/32 | 4600 | 4043497 |
|  | 6.500%, 03/15/41 | 1903 | 2034570 |
| Westlake Corp.  | Westlake Corp.  |  |  |
|  | 3.375%, 06/15/30 | 11285 | 10556659 |
| WestRock MWV LLC  | WestRock MWV LLC  |  |  |
|  | 8.200%, 01/15/30 | 19367 | 22102334 |
| Weyerhaeuser Co.  | Weyerhaeuser Co.  |  |  |
|  | 7.375%, 03/15/32 | 813 | 912169 |
| Whirlpool Corp.  | Whirlpool Corp.  |  |  |
|  | 3.700%, 05/01/25 | 14663 | 14663000 |
| # | 4.750%, 02/26/29 | 700 | 663492 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 3.500%, 11/15/30 | 13600 | 12747297 |
|  | 6.300%, 04/15/40 | 21000 | 21840245 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |
|  | 2.400%, 02/01/31 | 2300 | 2004431 |
|  | 2.450%, 02/01/32 | 9800 | 8209170 |
| WRKCo, Inc.  | WRKCo, Inc.  |  |  |
| # | 3.000%, 06/15/33 | 19705 | 16831384 |
| Zoetis, Inc.  | Zoetis, Inc.  |  |  |
|  | 4.700%, 02/01/43 | 1200 | 1080160 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 4406824206 |
| TOTAL BONDS | TOTAL BONDS |  | 6238781843 |
| U.S. TREASURY OBLIGATIONS — (32.8%) | U.S. TREASURY OBLIGATIONS — (32.8%) | U.S. TREASURY OBLIGATIONS — (32.8%) | U.S. TREASURY OBLIGATIONS — (32.8%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.195%, 05/06/25  | 25000 | 24985403 |
| U.S. Treasury Bonds  | U.S. Treasury Bonds  |  |  |
| # | 5.250%, 02/15/29  | 28500 | 30207774 |
|  | 6.125%, 08/15/29  | 25000 | 27435547 |
|  | 6.250%, 05/15/30  | 67000 | 74676211 |
|  | 1.125%, 05/15/40  | 109000 | 68210156 |
|  | 1.125%, 08/15/40  | 165000 | 102196875 |
|  | 1.375%, 11/15/40  | 162000 | 104053360 |
|  | 1.875%, 02/15/41  | 137000 | 94963476 |
|  | 1.750%, 08/15/41  | 160000 | 107087501 |
|  | 2.000%, 11/15/41  | 146000 | 101281797 |
|  | 2.375%, 02/15/42  | 135000 | 98977148 |
|  | 2.750%, 08/15/42  | 123000 | 94974258 |
|  | 2.750%, 11/15/42  | 120000 | 92226563 |
|  | 3.125%, 02/15/43  | 114000 | 92478047 |
|  | 2.875%, 05/15/43  | 130000 | 101044531 |
|  | 3.625%, 08/15/43  | 60000 | 52115625 |
|  | 3.750%, 11/15/43  | 20000 | 17655469 |
|  | 3.625%, 02/15/44  | 110000 | 95137109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 3.375%, 05/15/44  | 126000 | $104698125 |
|  | 3.125%, 08/15/44  | 130000 | 103507422 |
|  | 3.000%, 11/15/44  | 80000 | 62209375 |
|  | 2.500%, 02/15/45  | 33000 | 23459649 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
|  | 4.250%, 05/31/25  | 50000 | 49987793 |
| (r) | 3M USTMMR + <br> 0.125%, FRN, <br> 4.370%, 07/31/25 <br>| 122000 | 122002172 |
|  | 0.250%, 08/31/25  | 50000 | 49330729 |
|  | 3.500%, 09/15/25  | 25000 | 24935547 |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 130000 | 130045180 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 130000 | 130151632 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 4.395%, 04/30/26 <br>| 188000 | 188034133 |
| (r) | 3M USTMMR + <br> 0.182%, FRN, <br> 4.427%, 07/31/26 <br>| 195000 | 195145501 |
| (r) | 3M USTMMR + <br> 0.205%, FRN, <br> 4.450%, 10/31/26 <br>| 170000 | 170152934 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 4.343%, 01/31/27 <br>| 95000 | 94948108 |
|  | 1.250%, 04/30/28  | 18000 | 16808906 |
|  | 2.875%, 08/15/28  | 90000 | 87960937 |
|  | 3.125%, 11/15/28  | 75000 | 73749023 |
|  | 2.625%, 02/15/29  | 25000 | 24098633 |
|  | 2.375%, 03/31/29  | 10000 | 9537109 |
|  | 3.500%, 01/31/30  | 25000 | 24764648 |
|  | 3.500%, 04/30/30  | 25000 | 24731445 |
|  | 3.750%, 05/31/30  | 19000 | 19007422 |
|  | 3.750%, 06/30/30  | 19000 | 19000000 |
|  | 4.000%, 07/31/30  | 25000 | 25286133 |
|  | 4.125%, 08/31/30  | 65000 | 66101953 |
|  | 4.625%, 09/30/30  | 65000 | 67663476 |
|  | 4.875%, 10/31/30  | 25000 | 26331055 |
|  | 4.375%, 11/30/30  | 25000 | 25714844 |
|  | 4.250%, 02/28/31  | 25000 | 25542969 |
|  | 4.625%, 05/31/31  | 10000 | 10411328 |
|  | 1.250%, 08/15/31  | 60000 | 51248437 |
|  | 1.375%, 11/15/31  | 50000 | 42728515 |
|  | 4.375%, 01/31/32  | 30000 | 30799219 |
|  | 1.875%, 02/15/32  | 105000 | 92190820 |
|  | 4.125%, 02/29/32  | 60000 | 60712500 |
|  | 2.875%, 05/15/32  | 95000 | 88769336 |
|  | 2.750%, 08/15/32  | 90000 | 83112890 |
|  | 4.125%, 11/15/32  | 80000 | 80787500 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| 3.500%, 02/15/33  | 55000 | $53137305 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 3958511553 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,340,815,675) |  | 11759021098 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) | SECURITIES LENDING COLLATERAL — (2.6%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 27326717 | $316033485 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $12,656,892,305) | (Cost $12,656,892,305) |  | $12075054583 |

---

As of April 30, 2025, DFA Investment Grade Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| USD | 94440891 | JPY | 13458698591 | Societe Generale | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; $13982 |
| USD | 52462977 | EUR | 45981305 | Royal Bank of Canada | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 225684 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$239666** |
| USD | 90476608 | JPY | 13458698591 | Citibank, N.A. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(3653331)<br>|
| JPY | 13458698591 | USD | 94146400 | Societe Generale | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (16461)<br>|
| USD | 11555790 | EUR | 11139794 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1070800)<br>|
| USD | 18532554 | GBP | 14328118 | State Street Bank and Trust | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (566692)<br>|
| USD | 18488435 | EUR | 16988611 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (825083)<br>|
| USD | 13717707 | EUR | 12652078 | Royal Bank of Canada | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (666736)<br>|
| USD | 40506866 | EUR | 36804576 | State Street Bank and Trust | 07/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1353085)<br>|
| USD | 3010603 | AUD | 4721178 | Citibank, N.A. | 07/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (15882)<br>|
| USD | 87732644 | AUD | 144970773 | Royal Bank of Canada | 07/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5200080)<br>|
| USD | 94631539 | AUD | 152790269 | Royal Bank of Canada | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3316292)<br>|
| USD | 117277042 | AUD | 184304438 | Societe Generale | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (880708)<br>|
| USD | 113373546 | AUD | 177698976 | Citibank, N.A. | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (556597)<br>|
| USD | 93442210 | AUD | 146311988 | Australia and New Zealand Bank | 07/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (372695)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(18494442)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(18254776)**<br>|

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $453,644,986 or 3.8% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $1561727702 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1561727702 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 631806181 | &nbsp;&nbsp; — | &nbsp;&nbsp; 631806181 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 20647060 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20647060 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 253198860 | &nbsp;&nbsp; — | &nbsp;&nbsp; 253198860 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8045944 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8045944 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 30712024 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30712024 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 107954743 | &nbsp;&nbsp; — | &nbsp;&nbsp; 107954743 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 4158215 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4158215 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2171642 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2171642 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 31158850 | &nbsp;&nbsp; — | &nbsp;&nbsp; 31158850 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 231629785 | &nbsp;&nbsp; — | &nbsp;&nbsp; 231629785 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 138651186 | &nbsp;&nbsp; — | &nbsp;&nbsp; 138651186 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 7317161 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7317161 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 5230110 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5230110 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 8461715 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8461715 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 58739779 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58739779 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 171277521 | &nbsp;&nbsp; — | &nbsp;&nbsp; 171277521 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 19280321 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19280321 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2219771 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2219771 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 99296769 | &nbsp;&nbsp; — | &nbsp;&nbsp; 99296769 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 4406824206 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4406824206 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 3958511553 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3958511553 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 316033485 | &nbsp;&nbsp; — | &nbsp;&nbsp; 316033485 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $12075054583 | &nbsp;&nbsp; — | &nbsp;&nbsp; $12075054583 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 239666 | &nbsp;&nbsp; — | &nbsp;&nbsp; 239666 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (18494442) | &nbsp;&nbsp; — | &nbsp;&nbsp; (18494442) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(18254776) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(18254776) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Diversified Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (19.4%) | U.S. TREASURY OBLIGATIONS — (19.4%) | U.S. TREASURY OBLIGATIONS — (19.4%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 3.375%, 04/15/32 | 73576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $81962836 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.125%, 07/15/31 | 53666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49244364 |
| 0.125%, 01/15/32 | 91129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82267017 |
| 1.750%, 01/15/34 | 83139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82328593 |
| 2.125%, 01/15/35 | 32335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32904087 |
| TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328706897 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| AFFILIATED INVESTMENT COMPANIES — (80.4%) | AFFILIATED INVESTMENT COMPANIES — (80.4%) | AFFILIATED INVESTMENT COMPANIES — (80.4%) |
| DFA Intermediate Government Fixed Income Portfolio <br>| 76332363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852632494 |
| DFA Two-Year Global Fixed Income Portfolio <br>| 51378843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506595390 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>Cost ($1448027782) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1359227884 |
| TOTAL INVESTMENT SECURITIES <br>(Cost $1,771,733,792) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1687934781 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.290% | 3281158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3281158 |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term Investment Fund  | 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,775,014,962) | (Cost $1,775,014,962) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1691215951 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $328706897 | &nbsp;&nbsp; — | &nbsp;&nbsp; $328706897 |
| Affiliated Investment Companies | &nbsp;&nbsp; $1359227884 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1359227884 |
| Temporary Cash Investments | &nbsp;&nbsp; 3281158 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3281158 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 12 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12 |
| Total Investments in Securities | &nbsp;&nbsp; $1362509042 | &nbsp;&nbsp; $328706909 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1691215951 |

---

See accompanying Notes to Financial Statements.

------

**DFA LTIP Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (100.0%) | U.S. TREASURY OBLIGATIONS — (100.0%) | U.S. TREASURY OBLIGATIONS — (100.0%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 0.250%, 02/15/50 | 176812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $103243061 |
| 0.125%, 02/15/51 | 188370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103516880 |
| 0.125%, 02/15/52 | 191826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103528431 |
| 1.500%, 02/15/53 | 55249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44154683 |
| TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($507289547) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354443055 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $507,289,547) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $354443055 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $354443055 | &nbsp;&nbsp; — | &nbsp;&nbsp; $354443055 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $354443055 | &nbsp;&nbsp; — | &nbsp;&nbsp; $354443055 |

---

See accompanying Notes to Financial Statements.

------

**DFA Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.5%) | U.S. TREASURY OBLIGATIONS — (99.5%) | U.S. TREASURY OBLIGATIONS — (99.5%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 1.750%, 01/15/28 | 343712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $350732659 |
| 3.625%, 04/15/28 | 442831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475446402 |
| 2.500%, 01/15/29 | 464362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486163874 |
| 3.875%, 04/15/29 | 449743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495093907 |
| 3.375%, 04/15/32 | 250735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279316371 |
| 2.125%, 02/15/40 | 404441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401923611 |
| 2.125%, 02/15/41 | 382879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377127553 |
| 0.750%, 02/15/42 | 176489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137838113 |
| 0.625%, 02/15/43 | 201903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150997626 |
| 1.375%, 02/15/44 | 164952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139445894 |
| 0.750%, 02/15/45 | 46064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33845379 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.500%, 01/15/28 | 93900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92710588 |
| 0.750%, 07/15/28 | 52110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51730193 |
| 0.875%, 01/15/29 | 508555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502524863 |
| 0.250%, 07/15/29 | 150292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144587009 |
| 0.125%, 01/15/30 | 243042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229460267 |
| 0.125%, 07/15/30 | 114478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107493154 |
| 0.125%, 01/15/31 | 189963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175588046 |
| 0.125%, 07/15/31 | 111892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102672069 |
| 0.125%, 01/15/32 | 223277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201563542 |
| 0.625%, 07/15/32 | 19765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18369739 |
| 1.125%, 01/15/33 | 21421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20411331 |
| 1.375%, 07/15/33 | 29413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28500393 |
| 1.750%, 01/15/34 | 47742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47276890 |
| TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($5416252291) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5050819473 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| 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 4.290% | 26443017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26443017 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $5,442,695,308) | (Cost $5,442,695,308) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5077262490 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $5050819473 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5050819473 |
| Temporary Cash Investments | &nbsp;&nbsp; $26443017 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 26443017 |
| Total Investments in Securities | &nbsp;&nbsp; $26443017 | &nbsp;&nbsp; $5050819473 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5077262490 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Duration Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (80.0%) | BONDS — (80.0%) | BONDS — (80.0%) | BONDS — (80.0%) | BONDS — (80.0%) |
| AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) | AUSTRALIA — (6.5%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 600 | $625375 |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.931%, <br> 03/18/26<br>|  | 4401 | 4403727 |
| (r) | 3M Swap + 0.830%, <br> FRN, 4.955%, <br> 03/31/26<br>| AUD | 1900 | 1221232 |
| (r) | 3M Swap + 0.800%, <br> FRN, 5.021%, <br> 02/05/27<br>| AUD | 1800 | 1156311 |
| (r)Ω | SOFR + 0.680%, <br> FRN, 5.057%, <br> 07/16/27<br>|  | 7700 | 7718723 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.027%, <br> 09/30/27<br>|  | 8176 | 8174226 |
| (r)Ω | SOFR + 0.850%, <br> FRN, 5.219%, <br> 12/16/29<br>|  | 500 | 503533 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r) | SOFR + 0.400%, <br> FRN, 4.777%, <br> 07/07/25<br>|  | 2150 | 2150472 |
| #(r)Ω | SOFR + 0.630%, <br> FRN, 4.998%, <br> 09/12/25<br>|  | 3100 | 3103189 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.119%, <br> 03/13/26<br>|  | 1100 | 1102939 |
| (r)Ω | SOFR + 0.520%, <br> FRN, 4.889%, <br> 06/15/26<br>|  | 1050 | 1050534 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.748%, <br> 01/14/27<br>| AUD | 3200 | 2052876 |
| (r) | 3M Swap + 1.020%, <br> FRN, 5.189%, <br> 08/18/27<br>| AUD | 2500 | 1612825 |
| (r) | 3M Swap + 0.950%, <br> FRN, 5.124%, <br> 08/17/28<br>| AUD | 2500 | 1608085 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Glencore Funding LLC  | Glencore Funding LLC  | Glencore Funding LLC  |  |  |
| Ω | 1.625%, 09/01/25 |  | 521 | $515235 |
| Ω | 1.625%, 04/27/26 |  | 1748 | 1695937 |
| Ω | 4.000%, 03/27/27 |  | 2000 | 1977942 |
| (r)Ω | SOFR + 1.060%, <br> FRN, 5.437%, <br> 04/04/27<br>|  | 5000 | 5022468 |
| Ω | 5.371%, 04/04/29 |  | 800 | 815616 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r)Ω | SOFR + 1.200%, <br> FRN, 5.567%, <br> 12/07/26<br>|  | 12620 | 12709601 |
| (r)Ω | SOFR + 0.920%, <br> FRN, 5.298%, <br> 07/02/27<br>|  | 3440 | 3454651 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.760%, <br> FRN, 5.121%, <br> 05/13/25<br>|  | 2670 | 2670446 |
| (r) | SOFR + 0.860%, <br> FRN, 5.227%, <br> 06/09/25<br>|  | 2500 | 2501038 |
| (r)Ω | SOFR + 0.650%, <br> FRN, 5.018%, <br> 12/10/25<br>|  | 2880 | 2884442 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.984%, <br> 05/12/26<br>| AUD | 4151 | 2666714 |
| (r) | 3M Swap + 0.410%, <br> FRN, 4.539%, <br> 08/24/26<br>| AUD | 3400 | 2174669 |
| (r) | 3M Swap + 0.850%, <br> FRN, 5.024%, <br> 11/16/26<br>| AUD | 7900 | 5080841 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.325%, <br> 11/25/27<br>| AUD | 3650 | 2364825 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.204%, <br> 05/12/28<br>| AUD | 1800 | 1159228 |
|  | 4.901%, 01/14/30 |  | 8900 | 9133953 |
| Norfina Ltd., 3M Swap + <br> 0.930%, FRN | Norfina Ltd., 3M Swap + <br> 0.930%, FRN |  |  |  |
| (r) | 5.059%, 08/22/25 | AUD | 1200 | 769805 |
| Origin Energy Finance Ltd.  | Origin Energy Finance Ltd.  |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 1200 | 1232319 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Stockland Trust  | Stockland Trust  |  |  |  |
|  | 1.625%, 04/27/26 | EUR | 750 | $838133 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.953%, <br> 08/10/26<br>| AUD | 6400 | 4110795 |
| (r) | 3M Swap + 0.820%, <br> FRN, 4.934%, <br> 12/15/26<br>| AUD | 6700 | 4306578 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.596%, <br> 01/25/27<br>| AUD | 9600 | 6155615 |
| (r) | 3M Swap + 1.050%, <br> FRN, 5.197%, <br> 05/20/27<br>| AUD | 600 | 387055 |
| (r) | 3M Swap + 1.230%, <br> FRN, 5.424%, <br> 11/11/27<br>| AUD | 2100 | 1360961 |
| (r) | 3M Swap + 0.980%, <br> FRN, 5.154%, <br> 02/16/28<br>| AUD | 14300 | 9213086 |
| (r) | 3M Swap + 0.930%, <br> FRN, 5.045%, <br> 09/19/28<br>| AUD | 4200 | 2700157 |
|  | 1.953%, 11/20/28 |  | 235 | 218107 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 124604264 |
| BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) | BELGIUM — (0.2%) |
| Anheuser-Busch InBev SA  | Anheuser-Busch InBev SA  |  |  |  |
|  | 4.000%, 09/24/25 | GBP | 330 | 438227 |
| Belfius Bank SA  | Belfius Bank SA  |  |  |  |
|  | 3.750%, 01/22/29 | EUR | 1000 | 1160916 |
| Groupe Bruxelles Lambert <br> NV  | Groupe Bruxelles Lambert <br> NV  |  |  |  |
|  | 1.875%, 06/19/25 | EUR | 1500 | 1697243 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 3296386 |
| CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | SOFR + 0.950%, <br> FRN, 5.325%, <br> 09/25/25<br>|  | 1483 | 1485419 |
| (r) | SOFR + 0.620%, <br> FRN, 4.989%, <br> 09/15/26<br>|  | 690 | 689174 |
| (r) | SOFR + 0.760%, <br> FRN, 5.129%, <br> 06/04/27<br>|  | 7000 | 7001801 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |
| (r) | SOFR + 1.090%, <br> FRN, 5.458%, <br> 06/12/25<br>| 11850 | $11860731 |
|  | 5.450%, 08/01/29 | 400 | 414423 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |
|  | 4.850%, 03/29/29 | 100 | 100539 |
| Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.750%, 05/01/25<br> CAD | 9600 | 6964561 |
|  | 2.250%, 06/01/25<br> CAD | 14300 | 10368382 |
|  | 3.500%, 08/01/25<br> CAD | 9000 | 6542333 |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |
| Ω | 0.950%, 06/15/25<br> CAD | 8500 | 6152111 |
| Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN | Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN |  |  |
| (r) | 5.598%, 10/02/26 | 2000 | 2012089 |
| Canadian Natural Resources <br> Ltd.  | Canadian Natural Resources <br> Ltd.  |  |  |
|  | 2.050%, 07/15/25 | 955 | 949324 |
| Ω | 5.000%, 12/15/29 | 7930 | 7904072 |
| CDP Financial, Inc., SOFR <br> + 0.400%, FRN | CDP Financial, Inc., SOFR <br> + 0.400%, FRN |  |  |
| (r)Ω | 4.762%, 05/19/25 | 7300 | 7300693 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.617%, 03/11/26 | 1485 | 1497533 |
| Enbridge, Inc.  | Enbridge, Inc.  |  |  |
|  | 3.125%, 11/15/29 | 630 | 589447 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |
| (r) | 4.712%, 08/01/28 | 5040 | 5042293 |
| Federation des Caisses <br> Desjardins du Quebec  | Federation des Caisses <br> Desjardins du Quebec  |  |  |
| #Ω | 5.250%, 04/26/29 | 1160 | 1188575 |
| Magna International, Inc.  | Magna International, Inc.  |  |  |
|  | 4.150%, 10/01/25 | 1900 | 1894119 |
| National Bank of Canada  | National Bank of Canada  |  |  |
|  | 5.296%, 11/03/25<br> CAD | 13000 | 9540469 |
| Province of Alberta  | Province of Alberta  |  |  |
|  | 2.350%, 06/01/25<br> CAD | 4300 | 3117765 |
| Province of British <br> Columbia  | Province of British <br> Columbia  |  |  |
|  | 2.850%, 06/18/25<br> CAD | 500 | 362752 |
| Province of Manitoba  | Province of Manitoba  |  |  |
|  | 2.450%, 06/02/25<br> CAD | 500 | 362607 |
| Province of Ontario  | Province of Ontario  |  |  |
|  | 2.600%, 06/02/25<br> CAD | 12200 | 8848496 |
| # | 4.200%, 01/18/29 | 5000 | 5056406 |
| Province of Quebec  | Province of Quebec  |  |  |
|  | 2.600%, 07/06/25<br> CAD | 200 | 145073 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 4.500%, 04/03/29 |  | 5000 | $5113134 |
| Rogers Communications, <br> Inc.  | Rogers Communications, <br> Inc.  |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 1300 | 926766 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.952%, <br> 04/27/26<br>|  | 4583 | 4589499 |
| (r) | SOFR + 1.080%, <br> FRN, 5.458%, <br> 07/20/26<br>|  | 2000 | 2013947 |
| (r) | SOFR + 0.710%, <br> FRN, 5.088%, <br> 01/21/27<br>|  | 500 | 500675 |
| Thomson Reuters Corp.  | Thomson Reuters Corp.  |  |  |  |
|  | 2.239%, 05/14/25 | CAD | 1300 | 942797 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | SOFR + 1.080%, <br> FRN, 5.457%, <br> 07/17/26<br>|  | 4963 | 4988850 |
| (r) | SOFR + 0.730%, <br> FRN, 5.107%, <br> 04/05/27<br>|  | 5000 | 4978364 |
|  | 4.994%, 04/05/29 |  | 930 | 948826 |
|  | 4.783%, 12/17/29 |  | 800 | 807536 |
| TOTAL CANADA | TOTAL CANADA |  |  | 133201581 |
| CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) |
| Czech Gas Networks <br> Investments SARL  | Czech Gas Networks <br> Investments SARL  | Czech Gas Networks <br> Investments SARL  |  |  |
|  | 0.450%, 09/08/29 | EUR | 160 | 161332 |
| DENMARK — (0.1%) | DENMARK — (0.1%) | DENMARK — (0.1%) | DENMARK — (0.1%) | DENMARK — (0.1%) |
| Nykredit Realkredit AS  | Nykredit Realkredit AS  | Nykredit Realkredit AS  |  |  |
|  | 3.875%, 07/09/29 | EUR | 680 | 792037 |
|  | 3.375%, 01/10/30 | EUR | 1620 | 1844009 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 2636046 |
| FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |  |
| (r) | 5.112%, 03/19/27 |  | 3900 | 3906387 |
| OP Corporate Bank PLC  | OP Corporate Bank PLC  |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1209 | 1233189 |
| Stora Enso OYJ  | Stora Enso OYJ  |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 220 | 258498 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | 5398074 |
| FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) |
| Alstom SA  | Alstom SA  |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 600 | 607978 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Ayvens SA  | Ayvens SA  |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 3800 | $4436172 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
| (r)Ω | SOFR + 1.400%, <br> FRN, 5.776%, <br> 07/13/26<br>|  | 4670 | 4722582 |
| (r)Ω | SOFR + 1.130%, <br> FRN, 5.510%, <br> 01/23/27<br>|  | 900 | 903024 |
|  | 2.625%, 11/06/29 | EUR | 2600 | 2886503 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 1100 | 1166383 |
|  | 3.625%, 09/01/29 | EUR | 1000 | 1158244 |
| Cie Generale des <br> Etablissements Michelin <br> SCA  | Cie Generale des <br> Etablissements Michelin <br> SCA  |  |  |  |
|  | 0.875%, 09/03/25 | EUR | 400 | 450931 |
| Credit Agricole SA  | Credit Agricole SA  | Credit Agricole SA  |  |  |
| (r)Ω | SOFR + 0.870%, <br> FRN, 5.238%, <br> 03/11/27<br>|  | 6321 | 6325605 |
|  | 5.301%, 07/12/28 |  | 250 | 256130 |
| Engie SA  | Engie SA  |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | 349601 |
| Holding d'Infrastructures de <br> Transport SASU  | Holding d'Infrastructures de <br> Transport SASU  |  |  |  |
|  | 3.375%, 04/21/29 | EUR | 100 | 114915 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 500 | 525184 |
| RCI Banque SA  | RCI Banque SA  |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 300 | 341805 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1000 | 1022097 |
| Tikehau Capital SCA  | Tikehau Capital SCA  |  |  |  |
|  | 6.625%, 03/14/30 | EUR | 900 | 1136462 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 26403616 |
| GERMANY — (3.3%) | GERMANY — (3.3%) | GERMANY — (3.3%) | GERMANY — (3.3%) | GERMANY — (3.3%) |
| Bayer AG  | Bayer AG  |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 330 | 391529 |
| BMW U.S. Capital LLC  | BMW U.S. Capital LLC  | BMW U.S. Capital LLC  |  |  |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.982%, <br> 08/11/25<br>|  | 12500 | 12504156 |
| (r)Ω | SOFR + 0.550%, <br> FRN, 4.928%, <br> 04/02/26<br>|  | 4000 | 3993537 |
| (r)Ω | SOFR + 0.800%, <br> FRN, 5.161%, <br> 08/13/26<br>|  | 1800 | 1802246 |
| Ω | 4.900%, 04/02/29 |  | 400 | 403797 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Continental AG  | Continental AG  |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 527 | $608729 |
| Daimler Truck Finance <br> Canada, Inc.  | Daimler Truck Finance <br> Canada, Inc.  |  |  |  |
|  | 5.180%, 09/19/25 | CAD | 4500 | 3287618 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 5.216%, 01/13/28 |  | 4830 | 4804511 |
| E.ON SE  | E.ON SE  |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 520 | 600128 |
| Fresenius SE & Co. KGaA  | Fresenius SE & Co. KGaA  |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 1300 | 1585913 |
| Hamburg Commercial <br> Bank AG  | Hamburg Commercial <br> Bank AG  |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 1503 | 1707922 |
| Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  | Landeskreditbank <br> Baden-Wuerttemberg <br> Foerderbank  |  |  |  |
|  | 4.250%, 08/07/25 | AUD | 1700 | 1088876 |
| Mercedes-Benz Finance <br> Canada, Inc.  | Mercedes-Benz Finance <br> Canada, Inc.  |  |  |  |
|  | 1.650%, 09/22/25 | CAD | 5000 | 3607936 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
| (r)Ω | SOFR + 0.570%, <br> FRN, 4.952%, <br> 08/01/25<br>|  | 7350 | 7351529 |
| Ω | 5.375%, 08/01/25 |  | 200 | 200207 |
| #Ω | 1.450%, 03/02/26 |  | 480 | 467689 |
| (r)Ω | SOFR + 0.630%, <br> FRN, 5.011%, <br> 07/31/26<br>|  | 3200 | 3191458 |
| Ω | 4.850%, 01/11/29 |  | 400 | 401034 |
| #Ω | 4.300%, 02/22/29 |  | 200 | 197021 |
| Ω | 5.100%, 11/15/29 |  | 400 | 404570 |
| NRW Bank  | NRW Bank  |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 580 | 361874 |
| Sixt SE  | Sixt SE  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 700 | 799195 |
| Vier Gas Transport GmbH  | Vier Gas Transport GmbH  |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 1100 | 1100836 |
| Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  | Volkswagen Group of America <br> Finance LLC  |  |  |
| (r)Ω | SOFR + 0.930%, <br> FRN, 5.298%, <br> 09/12/25<br>|  | 4300 | 4305041 |
| #Ω | 5.250%, 03/22/29 |  | 500 | 501942 |
| #,Ω | 4.950%, 08/15/29 |  | 6900 | 6845049 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 62514343 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |
| AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  | AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust  |  |  |
| # | 1.750%, 01/30/26 |  | 12800 | $12513768 |
|  | 4.450%, 04/03/26 |  | 150 | 149323 |
|  | 4.625%, 09/10/29 |  | 350 | 347367 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | 13010458 |
| ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) |
| Autostrade per l'Italia SpA  | Autostrade per l'Italia SpA  |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 770 | 833725 |
| Banco BPM SpA  | Banco BPM SpA  |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 2160 | 2466949 |
| Eni SpA  | Eni SpA  | Eni SpA  |  |  |
|  | 3.750%, 09/12/25 | EUR | 350 | 398264 |
|  | 0.625%, 01/23/30 | EUR | 700 | 713913 |
| Iccrea Banca SpA  | Iccrea Banca SpA  |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 800 | 908013 |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 4760 | 5919656 |
| TOTAL ITALY | TOTAL ITALY |  |  | 11240520 |
| JAPAN — (1.8%) | JAPAN — (1.8%) | JAPAN — (1.8%) | JAPAN — (1.8%) | JAPAN — (1.8%) |
| Japan Bank for <br> International Cooperation  | Japan Bank for <br> International Cooperation  |  |  |  |
|  | 0.625%, 07/15/25 |  | 1000 | 992088 |
| Japan Government Five <br> Year Bonds  | Japan Government Five <br> Year Bonds  |  |  |  |
|  | 0.005%, 09/20/26 | JPY | 360000 | 2497138 |
| Japan Government Two <br> Year Bonds  | Japan Government Two <br> Year Bonds  |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 360000 | 2512497 |
| Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  | Mitsubishi UFJ Financial Group, <br> Inc.  |  |  |
| # | 3.741%, 03/07/29 |  | 1600 | 1563008 |
|  | 3.195%, 07/18/29 |  | 800 | 756490 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 1.851%, 07/16/25 |  | 6215 | 6178602 |
|  | 1.653%, 07/14/26 |  | 5528 | 5335221 |
|  | 2.329%, 01/22/27 |  | 2000 | 1923717 |
|  | 5.605%, 07/06/29 |  | 400 | 410649 |
|  | 3.103%, 01/16/30 |  | 800 | 739526 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 4.650%, 09/10/29 |  | 800 | 802487 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
|  | 1.902%, 09/17/28 |  | 800 | 737280 |
|  | 5.316%, 07/09/29 |  | 800 | 821509 |
| (r) | SOFR + 1.170%, <br> FRN, 5.547%, <br> 07/09/29<br>|  | 6200 | 6240319 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN | Sumitomo Mitsui Trust <br> Bank Ltd., SOFR + <br> 0.980%, FRN |  |  |  |
| (r)Ω | 5.347%, 09/10/27 |  | 3000 | $3004715 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 34515246 |
| LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) | LUXEMBOURG — (0.2%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 2860 | 3236421 |
| Prologis International <br> Funding II SA  | Prologis International <br> Funding II SA  |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 130 | 150464 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 560 | 579711 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 3966596 |
| NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |
| ABN AMRO Bank NV  | ABN AMRO Bank NV  | ABN AMRO Bank NV  |  |  |
|  | 0.500%, 09/23/29 | EUR | 1000 | 1016568 |
|  | 4.250%, 02/21/30 | EUR | 7600 | 9020569 |
| BNG Bank NV, SOFR + <br> 1.000%, FRN | BNG Bank NV, SOFR + <br> 1.000%, FRN |  |  |  |
| (r) | 5.361%, 08/05/26 |  | 8200 | 8269707 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 5.087%, <br> 01/09/26<br>|  | 10377 | 10402835 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.987%, <br> 02/26/27<br>| AUD | 3300 | 2116690 |
| (r) | SOFR + 0.710%, <br> FRN, 5.077%, <br> 03/05/27<br>|  | 3000 | 3004797 |
| (r) | 3M Swap + 1.180%, <br> FRN, 5.132%, <br> 01/19/28<br>| AUD | 4300 | 2784912 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.292%, <br> 11/21/28<br>| AUD | 3950 | 2542293 |
| Heineken NV  | Heineken NV  |  |  |  |
|  | 2.875%, 08/04/25 | EUR | 1000 | 1133677 |
| ING Groep NV  | ING Groep NV  |  |  |  |
|  | 4.550%, 10/02/28 |  | 800 | 799589 |
| Sandoz Finance BV  | Sandoz Finance BV  | Sandoz Finance BV  |  |  |
|  | 3.250%, 09/12/29 | EUR | 800 | 916057 |
|  | 4.220%, 04/17/30 | EUR | 1000 | 1185043 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 43192737 |
| NORWAY — (1.2%) | NORWAY — (1.2%) | NORWAY — (1.2%) | NORWAY — (1.2%) | NORWAY — (1.2%) |
| Aker BP ASA  | Aker BP ASA  |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2600 | 2456493 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Equinor ASA  | Equinor ASA  | Equinor ASA  |  |  |
|  | 3.625%, 09/10/28 |  | 400 | $395165 |
| Ω | 6.500%, 12/01/28 |  | 3300 | 3544878 |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/17/26<br>|  | 4000 | 4029781 |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.767%, <br> 03/03/28<br>|  | 13200 | 13209325 |
| Var Energi ASA  | Var Energi ASA  |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 210 | 254936 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 23890578 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
| DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  | DBS Group Holdings Ltd.  |  |  |
| (r)Ω | SOFR + 0.600%, FRN, <br> 4.970%, 03/21/28<br>|  | 20000 | 19972666 |
| SPAIN — (0.3%) | SPAIN — (0.3%) | SPAIN — (0.3%) | SPAIN — (0.3%) | SPAIN — (0.3%) |
| Cellnex Telecom SA  | Cellnex Telecom SA  |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 1100 | 1193031 |
| Criteria Caixa SA  | Criteria Caixa SA  |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 1100 | 1255452 |
| Inmobiliaria Colonial <br> Socimi SA  | Inmobiliaria Colonial <br> Socimi SA  |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 200 | 227685 |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 4.103%, 03/08/27 |  | 3339 | 3322276 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 5998444 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.6%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 0.800%, 11/06/25 | AUD | 5650 | 3562578 |
| (r) | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/16/26<br>|  | 269 | 271235 |
| (r) | SOFR + 0.300%, <br> FRN, 4.669%, <br> 06/20/28<br>|  | 20230 | 20206357 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 1.000%, 05/06/26 | AUD | 12500 | 7786608 |
| (r) | SOFR + 0.620%, <br> FRN, 4.981%, <br> 08/16/27<br>|  | 2000 | 2013644 |
| Council of Europe <br> Development Bank  | Council of Europe <br> Development Bank  |  |  |  |
|  | 3.000%, 06/16/25 |  | 400 | 399229 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  | Eurofima Europaeische <br> Gesellschaft fuer die <br> Finanzierung von <br> Eisenbahnmaterial  |  |  |  |
|  | 3.350%, 05/21/29 | AUD | 2500 | $1561918 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.190%, <br> FRN, 4.566%, <br> 04/14/26<br>|  | 378 | 377769 |
| (r) | SOFR + 0.330%, <br> FRN, 4.693%, <br> 02/20/28<br>|  | 10460 | 10468368 |
| (r) | SOFR + 0.300%, <br> FRN, 4.663%, <br> 02/16/29<br>|  | 17200 | 17180031 |
| European Investment <br> Bank, SOFR + 0.320%, <br> FRN | European Investment <br> Bank, SOFR + 0.320%, <br> FRN |  |  |  |
| (r) | 4.682%, 08/14/29 |  | 2600 | 2602021 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.538%, <br> 09/16/26<br>|  | 11600 | 11586080 |
| (r) | SOFR + 0.280%, <br> FRN, 4.657%, <br> 04/12/27<br>|  | 16900 | 16900845 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 4000 | 4001752 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/05/28<br>|  | 3000 | 3001380 |
| (r) | SOFR + 0.300%, <br> FRN, 4.661%, <br> 02/15/29<br>|  | 20000 | 19961600 |
| (r) | SOFR + 0.370%, <br> FRN, 4.752%, <br> 08/01/29<br>|  | 2600 | 2602166 |
| Inter-American Investment <br> Corp.  | Inter-American Investment <br> Corp.  |  |  |  |
|  | 4.250%, 02/14/29 |  | 4100 | 4162712 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.370%, <br> FRN, 4.747%, <br> 01/12/27<br>|  | 1400 | 1402745 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.280%, <br> FRN, 4.793%, <br> 02/23/27<br>|  | 9600 | $9606912 |
| (r) | SOFR + 0.430%, <br> FRN, 4.792%, <br> 08/19/27<br>|  | 19525 | 19589237 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.648%, <br> 03/16/26<br>|  | 23700 | 23712561 |
| #(r) | SOFR + 0.360%, <br> FRN, 4.728%, <br> 08/28/29<br>|  | 2430 | 2428548 |
| Nordic Investment Bank, <br> SOFR + 0.290%, FRN | Nordic Investment Bank, <br> SOFR + 0.290%, FRN |  |  |  |
| (r) | 4.667%, 10/04/27 |  | 300 | 299919 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 185686215 |
| SWEDEN — (1.6%) | SWEDEN — (1.6%) | SWEDEN — (1.6%) | SWEDEN — (1.6%) | SWEDEN — (1.6%) |
| Autoliv, Inc.  | Autoliv, Inc.  |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 530 | 612237 |
| Securitas Treasury Ireland <br> DAC  | Securitas Treasury Ireland <br> DAC  |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1700 | 1994668 |
| Svensk Exportkredit AB  | Svensk Exportkredit AB  | Svensk Exportkredit AB  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.362%, <br> 08/03/26<br>|  | 6000 | 6052728 |
| (r) | SOFR + 1.000%, <br> FRN, 5.361%, <br> 05/05/27<br>|  | 9750 | 9871361 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 0.910%, <br> FRN, 5.277%, <br> 06/10/25<br>|  | 6424 | 6427559 |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.619%, <br> 06/15/26<br>|  | 5585 | 5618984 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 30577537 |
| SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) | SWITZERLAND — (0.6%) |
| UBS AG  | UBS AG  |  |  |  |
|  | 5.800%, 09/11/25 |  | 3709 | 3723233 |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 4.125%, 09/24/25 |  | 3000 | 2991951 |
|  | 4.125%, 04/15/26 |  | 5000 | 4984195 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | 1.250%, 09/01/26 | EUR | 580 | $646000 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 12345379 |
| UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) | UNITED KINGDOM — (1.8%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 4.375%, 01/12/26 |  | 11400 | 11372049 |
| BAT International Finance <br> PLC  | BAT International Finance <br> PLC  |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 1800 | 1958748 |
| Cadent Finance PLC  | Cadent Finance PLC  |  |  |  |
|  | 0.625%, 03/19/30 | EUR | 400 | 402795 |
| CK Hutchison Europe <br> Finance 21 Ltd.  | CK Hutchison Europe <br> Finance 21 Ltd.  |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | 912582 |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 2755 | 2831175 |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC  | Lloyds Banking Group PLC  |  |  |
|  | 4.450%, 05/08/25 |  | 5300 | 5299827 |
|  | 3.750%, 01/11/27 |  | 1070 | 1057782 |
| Motability Operations <br> Group PLC  | Motability Operations <br> Group PLC  |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 1000 | 1179015 |
| National Grid PLC  | National Grid PLC  |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 1100 | 1125451 |
| Nationwide Building Society  | Nationwide Building Society  | Nationwide Building Society  |  |  |
|  | 0.250%, 07/22/25 | EUR | 1500 | 1691395 |
|  | 1.500%, 10/13/26 |  | 1000 | 960678 |
| Ω | 5.127%, 07/29/29 |  | 400 | 407069 |
| NatWest Markets PLC | NatWest Markets PLC | NatWest Markets PLC |  |  |
| (r)Ω | SOFR + 1.140%, <br> FRN, 5.504%, <br> 05/17/29<br>|  | 4000 | 3988280 |
| Sky Ltd.  | Sky Ltd.  |  |  |  |
|  | 2.250%, 11/17/25 | EUR | 600 | 678783 |
| SSE PLC  | SSE PLC  |  |  |  |
|  | 0.875%, 09/06/25 | EUR | 1000 | 1127685 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 34993314 |
| UNITED STATES — (39.6%) | UNITED STATES — (39.6%) | UNITED STATES — (39.6%) | UNITED STATES — (39.6%) | UNITED STATES — (39.6%) |
| 3M Co.  | 3M Co.  |  |  |  |
|  | 2.375%, 08/26/29 |  | 1400 | 1289071 |
| AbbVie, Inc.  | AbbVie, Inc.  |  |  |  |
|  | 3.600%, 05/14/25 |  | 5680 | 5677728 |
| Accenture Capital, Inc.  | Accenture Capital, Inc.  |  |  |  |
|  | 4.050%, 10/04/29 |  | 10525 | 10457554 |
| AES Corp.  | AES Corp.  |  |  |  |
|  | 1.375%, 01/15/26 |  | 3000 | 2925377 |
| Aircastle Ltd.  | Aircastle Ltd.  | Aircastle Ltd.  |  |  |
|  | 4.250%, 06/15/26 |  | 1930 | 1911245 |
| Ω | 5.950%, 02/15/29 |  | 400 | 410396 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.050%, 06/24/29 |  | 600 | $612730 |
| Ally Financial, Inc.  | Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |
|  | 5.800%, 05/01/25 |  | 1935 | 1935000 |
|  | 2.200%, 11/02/28 |  | 640 | 579883 |
| Altria Group, Inc.  | Altria Group, Inc.  |  |  |  |
|  | 2.350%, 05/06/25 |  | 2360 | 2359078 |
| American Electric Power <br> Co., Inc.  | American Electric Power <br> Co., Inc.  |  |  |  |
|  | 2.300%, 03/01/30 |  | 200 | 179087 |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 5.121%, <br> 02/13/26<br>|  | 7682 | 7697748 |
| (r) | SOFR + 0.650%, <br> FRN, 5.012%, <br> 11/04/26<br>|  | 9290 | 9270334 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.600%, <br> FRN, 4.962%, <br> 08/14/25<br>|  | 510 | 510118 |
| (r) | SOFR + 0.790%, <br> FRN, 5.168%, <br> 10/03/25<br>|  | 4000 | 4005810 |
| (r) | SOFR + 0.710%, <br> FRN, 5.087%, <br> 01/09/26<br>|  | 5200 | 5203234 |
| (r) | SOFR + 0.920%, <br> FRN, 5.296%, <br> 01/12/26<br>|  | 5000 | 5014784 |
| (r) | SOFR + 0.770%, <br> FRN, 5.138%, <br> 03/12/27<br>|  | 1000 | 997973 |
| (r) | SOFR + 0.720%, <br> FRN, 5.098%, <br> 10/22/27<br>|  | 2190 | 2176904 |
|  | 4.900%, 03/13/29 |  | 170 | 172498 |
|  | 4.400%, 09/05/29 |  | 400 | 398072 |
| American National Group, <br> Inc.  | American National Group, <br> Inc.  |  |  |  |
|  | 5.750%, 10/01/29 |  | 400 | 406521 |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 4.000%, 06/01/25 |  | 700 | 699275 |
|  | 1.300%, 09/15/25 |  | 580 | 572530 |
|  | 5.200%, 02/15/29 |  | 7000 | 7158876 |
|  | 0.875%, 05/21/29 | EUR | 250 | 260406 |
|  | 3.800%, 08/15/29 |  | 360 | 348016 |
|  | 2.900%, 01/15/30 |  | 400 | 370465 |
| American Water Capital <br> Corp.  | American Water Capital <br> Corp.  |  |  |  |
|  | 3.450%, 06/01/29 |  | 326 | 314312 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.125%, 05/01/25 | 347 | $347000 |
| Appalachian Power Co.  | Appalachian Power Co.  |  |  |
|  | 3.400%, 06/01/25 | 2835 | 2829638 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |
|  | 3.250%, 07/15/25 | 7426 | 7401999 |
|  | 2.875%, 06/15/28 | 210 | 194963 |
|  | 5.875%, 03/01/29 | 2100 | 2114255 |
|  | 5.950%, 07/15/29 | 3400 | 3441768 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |
|  | 5.150%, 08/21/29 | 5400 | 5444188 |
| Autodesk, Inc.  | Autodesk, Inc.  |  |  |
|  | 4.375%, 06/15/25 | 5000 | 4996059 |
|  | 2.850%, 01/15/30 | 400 | 372907 |
| AvalonBay Communities, <br> Inc.  | AvalonBay Communities, <br> Inc.  |  |  |
|  | 3.450%, 06/01/25 | 1532 | 1529382 |
| Aviation Capital Group LLC  | Aviation Capital Group LLC  |  |  |
| Ω | 4.125%, 08/01/25 | 7150 | 7130507 |
| Ω | 5.375%, 07/15/29 | 930 | 938760 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |
|  | 3.875%, 08/01/25 | 140 | 139756 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |
|  | 4.700%, 03/14/29 | 400 | 408742 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |
|  | 5.950%, 06/01/26 | 1033 | 1046378 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 3.200%, 03/01/29 | 400 | 377573 |
|  | 2.950%, 02/01/30 | 200 | 183507 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |
|  | 4.950%, 08/15/29 | 400 | 402027 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 4.500%, 12/01/28 | 400 | 394142 |
|  | 3.400%, 06/21/29 | 10600 | 9936009 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |
| (r) | 4.853%, 02/20/26 | 6500 | 6499473 |
| Brunswick Corp.  | Brunswick Corp.  |  |  |
| # | 5.850%, 03/18/29 | 4600 | 4660230 |
| Bunge Ltd. Finance Corp.  | Bunge Ltd. Finance Corp.  |  |  |
|  | 1.630%, 08/17/25 | 167 | 165443 |
| Camden Property Trust  | Camden Property Trust  |  |  |
|  | 3.150%, 07/01/29 | 800 | 756627 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |
|  | 3.750%, 03/09/27 | 5000 | 4934833 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |
|  | 2.722%, 02/15/30 | 800 | 738640 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.455%, <br> FRN, 4.817%, <br> 08/11/25<br>| 10750 | 10753743 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | SOFR + 0.460%, <br> FRN, 4.824%, <br> 02/27/26<br>| 4700 | $4700378 |
| (r) | SOFR + 0.690%, <br> FRN, 5.067%, <br> 10/16/26<br>| 2000 | 2006888 |
| Charles Schwab Corp.  | Charles Schwab Corp.  |  |  |
| (r) | SOFR + 0.520%, <br> FRN, 4.881%, <br> 05/13/26<br>| 12867 | 12855754 |
| (r) | SOFR + 1.050%, <br> FRN, 5.418%, <br> 03/03/27<br>| 4094 | 4113692 |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |
|  | 3.700%, 12/01/29 | 800 | 750111 |
| Cigna Group  | Cigna Group  |  |  |
|  | 5.000%, 05/15/29 | 6900 | 7037134 |
| Citizens Financial Group, <br> Inc.  | Citizens Financial Group, <br> Inc.  |  |  |
|  | 2.500%, 02/06/30 | 400 | 357525 |
| CNH Industrial Capital LLC  | CNH Industrial Capital LLC  |  |  |
|  | 3.950%, 05/23/25 | 2610 | 2608698 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |
|  | 5.250%, 05/30/25 | 2600 | 2599847 |
|  | 5.250%, 05/30/29 | 3740 | 3742801 |
| Comcast Corp.  | Comcast Corp.  |  |  |
|  | 4.550%, 01/15/29 | 4100 | 4144169 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |
|  | 4.600%, 11/01/25 | 730 | 729379 |
| ConocoPhillips Co.  | ConocoPhillips Co.  |  |  |
|  | 4.700%, 01/15/30 | 600 | 605295 |
| Constellation Energy <br> Generation LLC  | Constellation Energy <br> Generation LLC  |  |  |
|  | 3.250%, 06/01/25 | 11272 | 11249945 |
| COPT Defense <br> Properties LP  | COPT Defense <br> Properties LP  |  |  |
|  | 2.250%, 03/15/26 | 3400 | 3317220 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 2.900%, 03/15/27 | 8000 | 7760496 |
|  | 4.900%, 09/01/29 | 800 | 801935 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 3.875%, 07/20/25 | 6500 | 6482949 |
|  | 5.400%, 06/01/29 | 2800 | 2872369 |
|  | 5.125%, 02/21/30 | 800 | 809817 |
| Darden Restaurants, Inc.  | Darden Restaurants, Inc.  |  |  |
|  | 4.550%, 10/15/29 | 2000 | 1986798 |
| Discover Bank  | Discover Bank  |  |  |
|  | 3.450%, 07/27/26 | 910 | 895815 |
|  | 2.700%, 02/06/30 | 6700 | 6029671 |
| Discover Financial <br> Services  | Discover Financial <br> Services  |  |  |
| # | 4.500%, 01/30/26 | 578 | 576089 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Dollar General Corp.  | Dollar General Corp.  |  |  |  |
|  | 3.500%, 04/03/30 |  | 1300 | $1220524 |
| Dollar Tree, Inc.  | Dollar Tree, Inc.  |  |  |  |
|  | 4.000%, 05/15/25 |  | 6543 | 6539345 |
| DTE Energy Co.  | DTE Energy Co.  |  |  |  |
|  | 1.050%, 06/01/25 |  | 6200 | 6178354 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
| # | 1.800%, 09/15/26 |  | 15069 | 14461472 |
| Ecolab, Inc.  | Ecolab, Inc.  |  |  |  |
|  | 2.625%, 07/08/25 | EUR | 330 | 373809 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |  |
|  | 5.150%, 06/15/29 |  | 400 | 410043 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 2.900%, 05/15/25 |  | 1822 | 1820555 |
|  | 4.150%, 09/15/29 |  | 200 | 194027 |
| Enterprise Products <br> Operating LLC  | Enterprise Products <br> Operating LLC  |  |  |  |
|  | 3.125%, 07/31/29 |  | 800 | 762254 |
| EPR Properties  | EPR Properties  |  |  |  |
|  | 3.750%, 08/15/29 |  | 2400 | 2245824 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 1.250%, 07/15/25 |  | 100 | 99263 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |  |
| Ω | 3.800%, 11/01/25 |  | 3750 | 3732768 |
| ERP Operating LP  | ERP Operating LP  |  |  |  |
|  | 3.375%, 06/01/25 |  | 10000 | 9987202 |
| Estee Lauder Cos., Inc.  | Estee Lauder Cos., Inc.  |  |  |  |
|  | 2.375%, 12/01/29 |  | 3400 | 3100457 |
| Eversource Energy  | Eversource Energy  |  |  |  |
|  | 4.250%, 04/01/29 |  | 400 | 395173 |
| Exelon Corp.  | Exelon Corp.  |  |  |  |
|  | 3.950%, 06/15/25 |  | 350 | 349539 |
| Fiserv, Inc.  | Fiserv, Inc.  |  |  |  |
|  | 3.500%, 07/01/29 |  | 800 | 762466 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 3.750%, 02/01/26 |  | 7612 | 7543675 |
|  | 4.875%, 06/15/29 |  | 375 | 372329 |
| FMC Corp.  | FMC Corp.  |  |  |  |
|  | 3.450%, 10/01/29 |  | 1950 | 1793549 |
| Fortive Corp.  | Fortive Corp.  |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 1100 | 1276018 |
| Fortune Brands <br> Innovations, Inc.  | Fortune Brands <br> Innovations, Inc.  |  |  |  |
|  | 4.000%, 06/15/25 |  | 1000 | 998366 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.850%, 03/30/27 |  | 850 | 838100 |
| General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |  |
| (r) | 4.945%, 05/05/26 |  | 1400 | 1397564 |
| General Mills, Inc.  | General Mills, Inc.  |  |  |  |
|  | 4.875%, 01/30/30 |  | 200 | 202229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| General Motors Co.  | General Motors Co.  |  |  |
|  | 6.125%, 10/01/25 | 1376 | $1381150 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 2.750%, 06/20/25 | 6220 | 6200731 |
| (r) | SOFR + 1.040%, <br> FRN, 5.404%, <br> 02/26/27<br>| 3000 | 2968175 |
| (r) | SOFR + 1.350%, <br> FRN, 5.711%, <br> 05/08/27<br>| 1600 | 1585563 |
|  | 5.800%, 01/07/29 | 320 | 326601 |
|  | 4.300%, 04/06/29 | 310 | 299472 |
|  | 4.900%, 10/06/29 | 310 | 304843 |
|  | 5.350%, 01/07/30 | 310 | 310782 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 2.150%, 01/15/27 | 5000 | 4791528 |
|  | 3.200%, 08/15/29 | 2120 | 1973849 |
|  | 5.300%, 08/15/29 | 200 | 201549 |
| GLP Capital LP/GLP <br> Financing II, Inc.  | GLP Capital LP/GLP <br> Financing II, Inc.  |  |  |
|  | 5.300%, 01/15/29 | 2685 | 2682388 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |
|  | 3.750%, 05/22/25 | 7300 | 7295446 |
| HCA, Inc.  | HCA, Inc.  |  |  |
|  | 5.250%, 03/01/30 | 1400 | 1423731 |
| Healthcare Realty Holdings LP  | Healthcare Realty Holdings LP  |  |  |
|  | 3.875%, 05/01/25 | 400 | 400000 |
|  | 3.100%, 02/15/30 | 200 | 183614 |
|  | 2.400%, 03/15/30 | 1100 | 967754 |
| Helmerich & Payne, Inc.  | Helmerich & Payne, Inc.  |  |  |
| #Ω | 4.850%, 12/01/29 | 130 | 122824 |
| Highwoods Realty LP  | Highwoods Realty LP  |  |  |
|  | 4.200%, 04/15/29 | 5522 | 5265694 |
|  | 3.050%, 02/15/30 | 400 | 356784 |
| Home Depot, Inc., SOFR + <br> 0.330%, FRN | Home Depot, Inc., SOFR + <br> 0.330%, FRN |  |  |
| (r) | 4.702%, 12/24/25 | 4000 | 3997600 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |
|  | 4.000%, 06/15/25 | 5069 | 5061615 |
|  | 3.375%, 12/15/29 | 1000 | 922065 |
| HP, Inc.  | HP, Inc.  |  |  |
|  | 2.200%, 06/17/25 | 7569 | 7541493 |
| HSBC USA, Inc., SOFR + <br> 0.960%, FRN | HSBC USA, Inc., SOFR + <br> 0.960%, FRN |  |  |
| (r) | 5.329%, 03/04/27 | 1844 | 1851938 |
| Huntington Bancshares, Inc.  | Huntington Bancshares, Inc.  |  |  |
|  | 4.000%, 05/15/25 | 110 | 109939 |
| # | 2.550%, 02/04/30 | 200 | 180478 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |
|  | 5.250%, 06/30/29 | 6400 | 6420095 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Illumina, Inc.  | Illumina, Inc.  |  |  |
|  | 5.800%, 12/12/25 | 1100 | $1107422 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 3.700%, 07/29/25 | 228 | 227407 |
|  | 4.000%, 08/05/29 | 730 | 707351 |
| Intercontinental Exchange, <br> Inc.  | Intercontinental Exchange, <br> Inc.  |  |  |
|  | 3.750%, 12/01/25 | 1000 | 995940 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |
|  | 4.000%, 07/27/25 | 2650 | 2645664 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 4.250%, 05/15/27 | 5000 | 4979220 |
|  | 3.600%, 01/15/30 | 200 | 188791 |
| Jefferies Financial Group, <br> Inc.  | Jefferies Financial Group, <br> Inc.  |  |  |
|  | 6.450%, 06/08/27 | 5000 | 5169241 |
| John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.570%, <br> FRN, 4.937%, <br> 03/03/26<br>| 600 | 601044 |
| (r) | SOFR + 0.440%, <br> FRN, 4.808%, <br> 03/06/26<br>| 3700 | 3699710 |
| (r) | SOFR + 0.790%, <br> FRN, 5.156%, <br> 06/08/26<br>| 9784 | 9821179 |
| (r) | SOFR + 0.680%, <br> FRN, 5.057%, <br> 07/15/27<br>| 2075 | 2079358 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.367%, 12/08/26 | 27240 | 27382903 |
| KeyBank NA  | KeyBank NA  |  |  |
|  | 4.150%, 08/08/25 | 500 | 499026 |
| KeyCorp  | KeyCorp  |  |  |
|  | 2.550%, 10/01/29 | 6100 | 5533375 |
| Kimco Realty OP LLC  | Kimco Realty OP LLC  |  |  |
|  | 3.850%, 06/01/25 | 2400 | 2394856 |
| Kinder Morgan, Inc.  | Kinder Morgan, Inc.  |  |  |
|  | 4.300%, 06/01/25 | 1000 | 999282 |
|  | 5.100%, 08/01/29 | 1400 | 1421370 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |
|  | 3.625%, 03/01/27 | 6000 | 5856350 |
| Lear Corp.  | Lear Corp.  |  |  |
|  | 4.250%, 05/15/29 | 400 | 389230 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |
|  | 4.750%, 03/15/26 | 7000 | 7021821 |
| Lennar Corp.  | Lennar Corp.  |  |  |
|  | 4.750%, 05/30/25 | 3900 | 3899423 |
| LPL Holdings, Inc.  | LPL Holdings, Inc.  |  |  |
| # | 6.750%, 11/17/28 | 200 | 212599 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Marathon Petroleum Corp.  | Marathon Petroleum Corp.  | Marathon Petroleum Corp.  |  |  |
|  | 4.700%, 05/01/25 |  | 4170 | $4170000 |
|  | 5.150%, 03/01/30 |  | 2130 | 2143530 |
| Markel Group, Inc.  | Markel Group, Inc.  |  |  |  |
|  | 3.350%, 09/17/29 |  | 1925 | 1837104 |
| Mastercard, Inc.  | Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| (r) | SOFR + 0.440%, <br> FRN, 4.813%, <br> 03/15/28<br>|  | 1550 | 1546436 |
|  | 2.950%, 06/01/29 |  | 5000 | 4784906 |
| McDonald's Corp.  | McDonald's Corp.  | McDonald's Corp.  |  |  |
|  | 3.375%, 05/26/25 |  | 148 | 147847 |
|  | 4.000%, 03/07/30 | EUR | 800 | 947815 |
| Medtronic Global Holdings <br> SCA  | Medtronic Global Holdings <br> SCA  |  |  |  |
| Δ | 0.000%, 10/15/25 | EUR | 2547 | 2853689 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |  |
|  | 4.300%, 08/15/29 |  | 200 | 201841 |
| Micron Technology, Inc.  | Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 5.327%, 02/06/29 |  | 400 | 405397 |
|  | 4.663%, 02/15/30 |  | 3000 | 2952984 |
| Mondelez International, <br> Inc.  | Mondelez International, <br> Inc.  |  |  |  |
|  | 1.500%, 05/04/25 |  | 74 | 73975 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |  |
| (r) | 5.549%, 10/30/26 |  | 300 | 301785 |
| MPLX LP  | MPLX LP  |  |  |  |
|  | 1.750%, 03/01/26 |  | 2558 | 2492188 |
| Nasdaq, Inc.  | Nasdaq, Inc.  |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 900 | 923895 |
| National Grid North <br> America, Inc.  | National Grid North <br> America, Inc.  |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 3400 | 3901263 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.700%, <br> FRN, 5.061%, <br> 05/07/25<br>|  | 14302 | 14302690 |
|  | 3.450%, 06/15/25 |  | 480 | 479153 |
| (r) | SOFR + 0.800%, <br> FRN, 5.160%, <br> 02/05/27<br>|  | 300 | 299953 |
| (r) | SOFR + 0.820%, <br> FRN, 5.189%, <br> 09/16/27<br>|  | 1100 | 1098828 |
|  | 5.150%, 06/15/29 |  | 71 | 72931 |
| Netflix, Inc.  | Netflix, Inc.  | Netflix, Inc.  |  |  |
|  | 3.000%, 06/15/25 | EUR | 650 | 736522 |
| Ω | 3.625%, 06/15/25 |  | 220 | 219554 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
|  | 4.450%, 06/20/25 |  | 120 | $119885 |
| (r) | SOFR + 0.760%, <br> FRN, 5.143%, <br> 01/29/26<br>|  | 2580 | 2581278 |
|  | 4.900%, 03/15/29 |  | 400 | 405160 |
|  | 3.500%, 04/01/29 |  | 800 | 769293 |
|  | 2.750%, 11/01/29 |  | 450 | 416755 |
| NiSource, Inc.  | NiSource, Inc.  |  |  |  |
|  | 0.950%, 08/15/25 |  | 2700 | 2671830 |
| Norfolk Southern Corp.  | Norfolk Southern Corp.  |  |  |  |
|  | 5.590%, 05/17/25 |  | 500 | 500220 |
| NOV, Inc.  | NOV, Inc.  |  |  |  |
| # | 3.600%, 12/01/29 |  | 200 | 188576 |
| Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |  |
|  | 3.800%, 09/18/29 |  | 498 | 492084 |
| Nucor Corp.  | Nucor Corp.  |  |  |  |
|  | 2.000%, 06/01/25 |  | 12839 | 12799669 |
| Oracle Corp.  | Oracle Corp.  |  |  |  |
|  | 2.950%, 05/15/25 |  | 4792 | 4788591 |
| Ovintiv, Inc.  | Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |
|  | 5.650%, 05/15/25 |  | 9550 | 9546431 |
|  | 5.375%, 01/01/26 |  | 3814 | 3813615 |
| PayPal Holdings, Inc.  | PayPal Holdings, Inc.  |  |  |  |
|  | 1.650%, 06/01/25 |  | 1507 | 1502822 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 4.000%, 07/15/25 |  | 341 | 340298 |
| Ω | 1.200%, 11/15/25 |  | 4000 | 3919126 |
| Ω | 4.450%, 01/29/26 |  | 1572 | 1566899 |
| PepsiCo, Inc.  | PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
| (r) | SOFR + 0.400%, <br> FRN, 4.761%, <br> 02/13/26<br>|  | 1506 | 1508277 |
|  | 2.625%, 07/29/29 |  | 910 | 857639 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 1.500%, 05/01/25 |  | 4075 | 4075000 |
|  | 4.875%, 02/13/29 |  | 600 | 609659 |
|  | 4.625%, 11/01/29 |  | 200 | 201726 |
|  | 5.625%, 11/17/29 |  | 1600 | 1676898 |
| Phillips 66 Co.  | Phillips 66 Co.  |  |  |  |
|  | 3.150%, 12/15/29 |  | 800 | 748795 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |  |
| # | 3.550%, 12/15/29 |  | 8400 | 7946835 |
| Principal Financial Group, Inc.  | Principal Financial Group, Inc.  | Principal Financial Group, Inc.  |  |  |
|  | 3.400%, 05/15/25 |  | 6302 | 6297998 |
|  | 3.700%, 05/15/29 |  | 600 | 581208 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 0.250%, 09/10/27 | EUR | 828 | 884308 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Public Service Enterprise <br> Group, Inc.  | Public Service Enterprise <br> Group, Inc.  |  |  |  |
|  | 0.800%, 08/15/25 |  | 100 | $98871 |
| Public Storage Operating Co.  | Public Storage Operating Co.  | Public Storage Operating Co.  |  |  |
| (r) | SOFR + 0.600%, <br> FRN, 4.981%, <br> 07/25/25<br>|  | 800 | 800488 |
| (r) | SOFR + 0.700%, <br> FRN, 5.077%, <br> 04/16/27<br>|  | 10100 | 10042567 |
| PVH Corp.  | PVH Corp.  |  |  |  |
|  | 4.625%, 07/10/25 |  | 7789 | 7792282 |
| Radian Group, Inc.  | Radian Group, Inc.  |  |  |  |
|  | 6.200%, 05/15/29 |  | 1411 | 1456571 |
| Realty Income Corp.  | Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 1.875%, 01/14/27 | GBP | 1700 | 2152072 |
|  | 3.200%, 01/15/27 |  | 10000 | 9781971 |
|  | 4.750%, 02/15/29 |  | 800 | 807892 |
|  | 3.100%, 12/15/29 |  | 3388 | 3173075 |
| Revvity, Inc.  | Revvity, Inc.  |  |  |  |
|  | 3.300%, 09/15/29 |  | 400 | 377022 |
| Roche Holdings, Inc.  | Roche Holdings, Inc.  | Roche Holdings, Inc.  |  |  |
| (r)Ω | SOFR + 0.740%, <br> FRN, 5.101%, <br> 11/13/26<br>|  | 3600 | 3605034 |
| Ω | 5.338%, 11/13/28 |  | 1600 | 1660681 |
|  | 1.930%, 12/13/28 |  | 3000 | 2783512 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 1.200%, 09/02/25 |  | 5551 | 5481157 |
| Ryder System, Inc.  | Ryder System, Inc.  | Ryder System, Inc.  |  |  |
|  | 4.625%, 06/01/25 |  | 1063 | 1061996 |
|  | 4.300%, 06/15/27 |  | 2140 | 2128165 |
| Santander Holdings USA, Inc.  | Santander Holdings USA, Inc.  | Santander Holdings USA, Inc.  |  |  |
|  | 3.450%, 06/02/25 |  | 3500 | 3493759 |
|  | 4.500%, 07/17/25 |  | 1000 | 998398 |
|  | 3.244%, 10/05/26 |  | 6000 | 5871952 |
| Schlumberger Holdings <br> Corp.  | Schlumberger Holdings <br> Corp.  |  |  |  |
| Ω | 4.300%, 05/01/29 |  | 2400 | 2378300 |
| Sempra  | Sempra  |  |  |  |
|  | 3.700%, 04/01/29 |  | 239 | 231146 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 2.375%, 11/07/29 |  | 7400 | 6847990 |
| Shell International Finance <br> BV  | Shell International Finance <br> BV  |  |  |  |
|  | 3.875%, 11/13/28 |  | 6000 | 5965110 |
| Simon Property Group LP  | Simon Property Group LP  | Simon Property Group LP  |  |  |
|  | 3.500%, 09/01/25 |  | 1925 | 1917310 |
|  | 2.450%, 09/13/29 |  | 6200 | 5709750 |
| State Street Corp.  | State Street Corp.  | State Street Corp.  |  |  |
| (r) | SOFR + 0.845%, <br> FRN, 5.207%, <br> 08/03/26<br>|  | 5500 | 5499697 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | SOFR + 0.640%, <br> FRN, 5.020%, <br> 10/22/27<br>| 1810 | $1803303 |
| Steel Dynamics, Inc.  | Steel Dynamics, Inc.  |  |  |
|  | 2.400%, 06/15/25 | 2400 | 2392239 |
| Store Capital LLC  | Store Capital LLC  |  |  |
|  | 4.625%, 03/15/29 | 400 | 389871 |
| Stryker Corp.  | Stryker Corp.  |  |  |
|  | 1.150%, 06/15/25 | 651 | 648074 |
| Synchrony Financial  | Synchrony Financial  |  |  |
|  | 4.875%, 06/13/25 | 225 | 224829 |
|  | 4.500%, 07/23/25 | 4800 | 4792547 |
|  | 5.150%, 03/19/29 | 4000 | 3955148 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |
|  | 5.100%, 03/11/30 | 1000 | 1003934 |
| Texas Instruments, Inc.  | Texas Instruments, Inc.  |  |  |
|  | 4.600%, 02/08/29 | 400 | 406276 |
| Timken Co.  | Timken Co.  |  |  |
|  | 4.500%, 12/15/28 | 400 | 397970 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 2.400%, 03/15/29 | 2700 | 2495233 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
|  | 3.650%, 08/18/25 | 2900 | 2893785 |
| (r) | SOFR + 0.890%, <br> FRN, 5.254%, <br> 05/18/26<br>| 5030 | 5045545 |
| (r) | SOFR + 0.650%, <br> FRN, 5.022%, <br> 03/19/27<br>| 2000 | 2000019 |
|  | 4.950%, 01/09/30 | 400 | 408331 |
| Truist Bank  | Truist Bank  |  |  |
|  | 4.050%, 11/03/25 | 5000 | 4982245 |
| Truist Financial Corp.  | Truist Financial Corp.  |  |  |
|  | 1.200%, 08/05/25 | 160 | 158551 |
| UDR, Inc.  | UDR, Inc.  |  |  |
|  | 3.200%, 01/15/30 | 400 | 375820 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
| (r) | SOFR + 0.500%, <br> FRN, 4.876%, <br> 07/15/26<br>| 4332 | 4327243 |
|  | 2.875%, 08/15/29 | 3300 | 3124232 |
|  | 4.800%, 01/15/30 | 400 | 406744 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |
|  | 3.950%, 06/15/26 | 10789 | 10635781 |
| Valero Energy Corp.  | Valero Energy Corp.  |  |  |
|  | 5.150%, 02/15/30 | 600 | 606352 |
| Ventas Realty LP  | Ventas Realty LP  |  |  |
|  | 4.125%, 01/15/26 | 2000 | 1987897 |
|  | 4.400%, 01/15/29 | 2900 | 2875807 |
|  | 3.000%, 01/15/30 | 400 | 371287 |
| Verizon Communications, Inc.  | Verizon Communications, Inc.  |  |  |
|  | 3.875%, 02/08/29 | 400 | 393479 |
|  | 4.016%, 12/03/29 | 800 | 785515 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Viatris, Inc.  | Viatris, Inc.  |  |  |  |
|  | 1.650%, 06/22/25 |  | 700 | $695686 |
| VMware LLC  | VMware LLC  |  |  |  |
|  | 1.400%, 08/15/26 |  | 1760 | 1689351 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.812%, 04/28/27 |  | 2000 | 2002980 |
| Waste Management, Inc.  | Waste Management, Inc.  |  |  |  |
| Ω | 3.875%, 01/15/29 |  | 445 | 438023 |
| Wells Fargo & Co.  | Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |
|  | 1.625%, 06/02/25 | EUR | 4000 | 4527822 |
|  | 2.000%, 07/28/25 | GBP | 342 | 451853 |
|  | 4.150%, 01/24/29 |  | 171 | 169306 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
|  | 5.550%, 08/01/25 |  | 3128 | 3133105 |
| (r) | SOFR + 1.060%, <br> FRN, 5.421%, <br> 08/07/26<br>|  | 500 | 501740 |
| (r) | SOFR + 1.070%, <br> FRN, 5.439%, <br> 12/11/26<br>|  | 2600 | 2614820 |
| Welltower OP LLC  | Welltower OP LLC  |  |  |  |
|  | 4.000%, 06/01/25 |  | 1000 | 999445 |
| Western Union Co.  | Western Union Co.  |  |  |  |
| # | 1.350%, 03/15/26 |  | 11347 | 10995951 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 487 | 517636 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |  |
|  | 4.000%, 09/15/25 |  | 1500 | 1494945 |
| Wisconsin Power & Light <br> Co.  | Wisconsin Power & Light <br> Co.  |  |  |  |
|  | 3.000%, 07/01/29 |  | 1200 | 1130048 |
| Zimmer Biomet Holdings, <br> Inc.  | Zimmer Biomet Holdings, <br> Inc.  |  |  |  |
|  | 5.050%, 02/19/30 |  | 200 | 203221 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | 763379435 |
| TOTAL BONDS | TOTAL BONDS |  |  | 1540984767 |
| U.S. TREASURY OBLIGATIONS — (4.8%) | U.S. TREASURY OBLIGATIONS — (4.8%) | U.S. TREASURY OBLIGATIONS — (4.8%) | U.S. TREASURY OBLIGATIONS — (4.8%) | U.S. TREASURY OBLIGATIONS — (4.8%) |
| U.S. Treasury <br> Inflation-Indexed Bonds  | U.S. Treasury <br> Inflation-Indexed Bonds  |  |  |  |
|  | 2.000%, 01/15/26  |  | 16074 | 16214204 |
| U.S. Treasury <br> Inflation-Indexed Notes  | U.S. Treasury <br> Inflation-Indexed Notes  |  |  |  |
|  | 0.125%, 04/15/26  |  | 4258 | 4230701 |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.125%, FRN, <br> 4.370%, 07/31/25 <br>|  | 2000 | 2000035 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 21500 | $21507472 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 32000 | 32037325 |
| (r) | 3M USTMMR + <br> 0.160%, FRN, <br> 4.405%, 04/30/27 <br>| 16000 | 16004339 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 91994076 |
| COMMERCIAL PAPER — (11.4%) | COMMERCIAL PAPER — (11.4%) | COMMERCIAL PAPER — (11.4%) | COMMERCIAL PAPER — (11.4%) |
| AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 4.612%, 07/10/25 | 2250 | 2229744 |
| CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) |
| Canadian Natural <br> Resources Ltd. | Canadian Natural <br> Resources Ltd. |  |  |
| Ω | 5.135%, 05/07/25 | 3000 | 2997241 |
| Ω | 5.241%, 05/13/25 | 2000 | 1996580 |
| Magna International, Inc. | Magna International, Inc. |  |  |
| Ω | 4.674%, 07/03/25 | 1000 | 991731 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.410%, 05/05/25 | 2500 | 2498501 |
| Ω | 4.423%, 05/21/25 | 2500 | 2493755 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.060%, 06/09/25 | 250 | 248703 |
| Ω | 5.062%, 06/11/25 | 2500 | 2486379 |
| Ω | 5.064%, 06/18/25 | 1000 | 993647 |
| Ω | 4.861%, 07/07/25 | 7000 | 6938349 |
| Ω | 4.705%, 07/11/25 | 2000 | 1981344 |
| TOTAL CANADA | TOTAL CANADA |  | 23626230 |
| FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) | FRANCE — (1.1%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.459%, 06/12/25 | 8000 | 7958405 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.447%, 05/13/25 | 4000 | 3993756 |
| Ω | 4.453%, 06/16/25 | 3500 | 3480169 |
| Ω | 4.485%, 06/18/25 | 3000 | 2982278 |
| Ω | 4.503%, 07/21/25 | 1500 | 1485172 |
| TOTAL FRANCE | TOTAL FRANCE |  | 19899780 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.438%, 05/22/25 | 4000 | 3989411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.666%, 05/27/25 | 1500 | $1494758 |
| TOTAL GERMANY | TOTAL GERMANY |  | 5484169 |
| ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) |
| Intesa Sanpaolo <br> Funding LLC | Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.869%, 07/14/25 | 6000 | 5940313 |
| JAPAN — (0.5%) | JAPAN — (0.5%) | JAPAN — (0.5%) | JAPAN — (0.5%) |
| MUFG Bank Ltd. | MUFG Bank Ltd. |  |  |
|  | 4.506%, 05/05/25 | 6000 | 5996391 |
|  | 4.511%, 05/06/25 | 2250 | 2248377 |
| TOTAL JAPAN | TOTAL JAPAN |  | 8244768 |
| NORWAY — (0.2%) | NORWAY — (0.2%) | NORWAY — (0.2%) | NORWAY — (0.2%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.481%, 07/18/25 | 4000 | 3961986 |
| SINGAPORE — (0.5%) | SINGAPORE — (0.5%) | SINGAPORE — (0.5%) | SINGAPORE — (0.5%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.449%, 05/15/25 | 10000 | 9981971 |
| UNITED KINGDOM — (0.5%) | UNITED KINGDOM — (0.5%) | UNITED KINGDOM — (0.5%) | UNITED KINGDOM — (0.5%) |
| BAT International Finance <br> PLC | BAT International Finance <br> PLC |  |  |
| Ω | 4.812%, 05/05/25 | 3000 | 2998091 |
| Ω | 4.813%, 05/07/25 | 6500 | 6494199 |
| Ω | 4.752%, 08/25/25 | 500 | 492477 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 9984767 |
| UNITED STATES — (6.7%) | UNITED STATES — (6.7%) | UNITED STATES — (6.7%) | UNITED STATES — (6.7%) |
| American Electric Power <br> Co., Inc. | American Electric Power <br> Co., Inc. |  |  |
| Ω | 4.645%, 05/05/25 | 7000 | 6995546 |
| Ω | 4.703%, 05/06/25 | 1500 | 1498854 |
| Aon Corp. | Aon Corp. |  |  |
| Ω | 4.648%, 05/19/25 | 10000 | 9975871 |
| Ω | 4.653%, 07/09/25 | 7500 | 7432868 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |
| Ω | 4.596%, 06/26/25 | 7000 | 6950602 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |
| Ω | 4.829%, 06/24/25 | 2000 | 1985720 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |
| Ω | 4.988%, 05/09/25 | 8000 | 7990582 |
| Ω | 5.151%, 05/29/25 | 4500 | 4482390 |
| Constellation Brands, Inc. | Constellation Brands, Inc. |  |  |
| Ω | 4.945%, 05/13/25 | 6000 | 5989550 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.852%, 07/24/25 | 250 | 247244 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
| Ω | 4.880%, 05/01/25 | 3000 | $2999598 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 4.675%, 05/07/25 | 3000 | 2997305 |
|  | 4.798%, 06/06/25 | 2000 | 1990339 |
| eBay, Inc. | eBay, Inc. |  |  |
| Ω | 4.699%, 06/23/25 | 1250 | 1241274 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.806%, 05/20/25 | 3000 | 2992275 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.690%, 06/25/25 | 1000 | 992747 |
| Eversource Energy | Eversource Energy |  |  |
| Ω | 4.890%, 05/22/25 | 3000 | 2991488 |
| Ω | 4.911%, 05/29/25 | 3000 | 2988366 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |
| Ω | 4.631%, 05/01/25 | 1000 | 999872 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |
| Ω | 4.607%, 08/19/25 | 2750 | 2713552 |
| Jabil, Inc. | Jabil, Inc. |  |  |
| Ω | 5.021%, 05/02/25 | 5000 | 4998572 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |  |  |
| Ω | 4.802%, 06/03/25 | 6000 | 5973593 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.797%, 05/21/25 | 5250 | 5235488 |
| Mosaic Co. | Mosaic Co. |  |  |
| Ω | 4.834%, 05/15/25 | 4000 | 3992276 |
| Ω | 4.896%, 06/24/25 | 3500 | 3475011 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.741%, 06/10/25 | 7750 | 7708781 |
| Northrop Grumman Corp. | Northrop Grumman Corp. |  |  |
|  | 4.686%, 06/12/25 | 4500 | 4475006 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.595%, 05/07/25 | 3500 | 3496876 |
| Ω | 4.667%, 06/06/25 | 2500 | 2488026 |
| RTX Corp. | RTX Corp. |  |  |
| Ω | 4.834%, 05/21/25 | 3000 | 2991588 |
| Ω | 4.792%, 05/28/25 | 3000 | 2989071 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.911%, 06/24/25 | 2500 | 2482278 |
| Ω | 4.857%, 06/25/25 | 2750 | 2730151 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 129492760 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $218,869,996) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $218,869,996) |  | 218846488 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) | FOREIGN SOVEREIGN OBLIGATIONS — (2.8%) |
| CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |  |
| ∞ | 3.104%, 05/07/25 | CAD | 2500 | $1812491 |
| ∞ | 2.923%, 05/14/25 | CAD | 7000 | 5072385 |
| ∞ | 2.694%, 07/30/25 | CAD | 4000 | 2881996 |
|  | 2.863%, 06/04/25 | CAD | 4845 | 3505298 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 3.650%, 05/02/25 | CAD | 3000 | 2175794 |
| ∞ | 3.013%, 05/09/25 | CAD | 1700 | 1232309 |
|  | 2.826%, 05/16/25 | CAD | 9000 | 6520593 |
| TOTAL CANADA | TOTAL CANADA |  |  | 23200866 |
| SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) | SINGAPORE — (1.6%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 2.139%, 05/08/25 | SGD | 13600 | 10407754 |
| ∞ | 2.314%, 05/16/25 | SGD | 27000 | 20651312 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 31059066 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 54259932 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,900,734,997) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,900,734,997) |  |  | 1906085263 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 1725670 | 19957369 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,920,692,878) | (Cost $1,920,692,878) |  | $1926042632 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

As of April 30, 2025, DFA Short-Duration Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 24989865 | USD | 17945860 | Citibank, N.A. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $188379 |
| CAD | 29001783 | USD | 20434508 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 615207 |
| CAD | 7302885 | USD | 5094344 | Societe Generale | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 206145 |
| CAD | 9033520 | USD | 6275601 | State Street Bank and Trust | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 280996 |
| USD | 32504 | GBP | 24363 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31 |
| CAD | 12999034 | USD | 9336541 | State Street Bank and Trust | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 112957 |
| CAD | 10031382 | USD | 7242658 | Societe Generale | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 50664 |
| USD | 5059881 | JPY | 716948785 | Citibank, N.A. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 19563 |
| EUR | 3518794 | USD | 3813532 | HSBC Bank | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 183248 |
| EUR | 5375915 | USD | 5906545 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 199625 |
| USD | 319103 | EUR | 279489 | Citibank, N.A. | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 |
| USD | 2576931 | EUR | 2261938 | UBS AG | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5445 |
| USD | 10325628 | EUR | 9068213 | State Street Bank and Trust | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15765 |
| AUD | 5392425 | USD | 3439682 | Australia and New Zealand Bank | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17406 |
| USD | 16536434 | EUR | 14423342 | UBS AG | 07/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 115369 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$2012166** |
| USD | 33940417 | CAD | 48306276 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(1113696)<br>|
| USD | 30392623 | SGD | 40323960 | UBS AG | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (487737)<br>|
| USD | 49513260 | CAD | 70554033 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1695394)<br>|
| CAD | 13161392 | USD | 9555498 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2860)<br>|
| USD | 6288267 | CAD | 8875272 | Royal Bank of Canada | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (153473)<br>|
| USD | 2122603 | CAD | 3002878 | State Street Bank and Trust | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (56909)<br>|
| USD | 1318130 | GBP | 1031349 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (56540)<br>|
| USD | 34252982 | CAD | 47313938 | State Street Bank and Trust | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (141339)<br>|
| USD | 32985078 | CAD | 45596352 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (165774)<br>|
| USD | 3564577 | EUR | 3247188 | Australia and New Zealand Bank | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (123703)<br>|
| USD | 6600921 | EUR | 6058777 | Societe Generale | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (280869)<br>|
| USD | 23921376 | EUR | 21903105 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (957007)<br>|
| EUR | 1295858 | USD | 1476633 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4748)<br>|
| USD | 7689427 | EUR | 7088493 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (361954)<br>|
| USD | 1624238 | GBP | 1255716 | Citibank, N.A. | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (49620)<br>|
| USD | 15002926 | EUR | 13798081 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (683435)<br>|
| USD | 1327965 | EUR | 1217604 | HSBC Bank | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (56357)<br>|
| USD | 1063640 | EUR | 979775 | State Street Bank and Trust | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (50289)<br>|
| USD | 13127515 | EUR | 12107752 | UBS AG | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (638070)<br>|
| USD | 40849898 | AUD | 64133905 | Societe Generale | 07/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (266409)<br>|
| USD | 34473865 | AUD | 53945236 | UBS AG | 07/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; (115694)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(7461877)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(5449711)**<br>|

---

As of April 30, 2025, DFA Short-Duration Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.554% | Fixed | CPI | Maturity | USD | 25000000 | 01/08/26 |  |  | $246154 | $246154 |
| Bank of America <br> Corp.<br>| 2.495% | Fixed | CPI | Maturity | USD | 43000000 | 03/16/26 |  |  | 5133165 | 5133165 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.339% | Fixed | CPI | Maturity | USD | 55000000 | 10/25/25 |  |  | $573729 | $573729 |
| Bank of America <br> Corp.<br>| 2.318% | Fixed | CPI | Maturity | USD | 60000000 | 06/28/25 |  |  | 36769 | 36769 |
| Bank of America <br> Corp.<br>| 2.013% | Fixed | CPI | Maturity | USD | 60000000 | 10/01/25 |  |  | 734985 | 734985 |
| Citibank, N.A. | 2.765% | Fixed | CPI | Maturity | USD | 40000000 | 11/26/25 |  |  | 307928 | 307928 |
| Citibank, N.A. | 2.738% | Fixed | CPI | Maturity | USD | 22000000 | 02/07/26 |  |  | 171438 | 171438 |
| Citibank, N.A. | 2.638% | Fixed | CPI | Maturity | USD | 70000000 | 01/24/27 |  |  | 601858 | 601858 |
| Citibank, N.A. | 2.565% | Fixed | CPI | Maturity | USD | 20000000 | 05/08/25 |  |  | 31725 | 31725 |
| Citibank, N.A. | 2.548% | Fixed | CPI | Maturity | USD | 48000000 | 11/13/25 |  |  | 439454 | 439454 |
| Citibank, N.A. | 2.475% | Fixed | CPI | Maturity | USD | 75000000 | 05/21/25 |  |  | 50846 | 50846 |
| Citibank, N.A. | 2.349% | Fixed | CPI | Maturity | USD | 50000000 | 10/21/25 |  |  | 498748 | 498748 |
| Citibank, N.A. | 2.348% | Fixed | CPI | Maturity | USD | 50000000 | 11/05/25 |  |  | 535056 | 535056 |
| Citibank, N.A. | 2.344% | Fixed | CPI | Maturity | USD | 50000000 | 11/06/25 |  |  | 539460 | 539460 |
| Citibank, N.A. | 2.295% | Fixed | CPI | Maturity | USD | 25000000 | 07/11/25 |  |  | 30538 | 30538 |
| Citibank, N.A. | 2.030% | Fixed | CPI | Maturity | USD | 64000000 | 10/02/25 |  |  | 776258 | 776258 |
| Citibank, N.A. | 1.920% | Fixed | CPI | Maturity | USD | 45000000 | 07/24/25 |  |  | 260340 | 260340 |
| Citibank, N.A. | 1.915% | Fixed | CPI | Maturity | USD | 44000000 | 08/28/25 |  |  | 475790 | 475790 |
| Citibank, N.A. | 1.303% | Fixed | CPI | Maturity | USD | 25000000 | 06/22/25 |  |  | 4499251 | 4499251 |
| Deutsche Bank <br> AG<br>| 3.959% | Fixed | CPI | Maturity | USD | 30000000 | 05/04/25 |  |  | 2233 | 2233 |
| Deutsche Bank <br> AG<br>| 3.318% | Fixed | CPI | Maturity | USD | 25000000 | 11/29/25 |  |  | 1244860 | 1244860 |
| Deutsche Bank <br> AG<br>| 3.223% | Fixed | CPI | Maturity | USD | 20000000 | 12/01/25 |  |  | 1080479 | 1080479 |
| Deutsche Bank <br> AG<br>| 2.725% | Fixed | CPI | Maturity | USD | 22000000 | 11/16/25 |  |  | 342073 | 342073 |
| Deutsche Bank <br> AG<br>| 2.695% | Fixed | CPI | Maturity | USD | 32000000 | 09/24/25 |  |  | 2454738 | 2454738 |
| Deutsche Bank <br> AG<br>| 2.423% | Fixed | CPI | Maturity | USD | 45000000 | 03/08/26 |  |  | 5553433 | 5553433 |
| Deutsche Bank <br> AG<br>| 2.325% | Fixed | CPI | Maturity | USD | 42000000 | 03/02/26 |  |  | 5394158 | 5394158 |
| Deutsche Bank <br> AG<br>| 1.540% | Fixed | CPI | Maturity | USD | 20000000 | 07/15/25 |  |  | 3455895 | 3455895 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.755% | Fixed | CPI | Maturity | USD | 56000000 | 11/25/25 |  |  | 433687 | 433687 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.642% | Fixed | CPI | Maturity | USD | 48000000 | 01/16/28 |  |  | 219478 | 219478 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.625% | Fixed | CPI | Maturity | USD | 30000000 | 12/09/25 |  |  | 278480 | 278480 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.624% | Fixed | CPI | Maturity | USD | 50000000 | 02/04/26 |  |  | 443530 | 443530 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.310% | Fixed | CPI | Maturity | USD | 42000000 | 06/26/25 |  |  | 19396 | 19396 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.247% | Fixed | CPI | Maturity | USD | 40000000 | 10/08/25 |  |  | 412226 | 412226 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.240% | Fixed | CPI | Maturity | USD | 35000000 | 06/14/25 |  |  | 53035 | 53035 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.227% | Fixed | CPI | Maturity | USD | 21000000 | 10/10/25 |  |  | 222699 | 222699 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 1.902% | Fixed | CPI | Maturity | USD | 44000000 | 09/05/25 |  |  | 523692 | 523692 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 1.740% | Fixed | CPI | Maturity | USD | 30000000 | 08/07/25 |  |  | $272303 | $272303 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.979% | Fixed | CPI | Maturity | USD | 24000000 | 03/06/26 |  |  | 119070 | 119070 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.970% | Fixed | CPI | Maturity | USD | 32000000 | 10/28/25 |  |  | 223347 | 223347 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.925% | Fixed | CPI | Maturity | USD | 34000000 | 03/04/26 |  |  | 190852 | 190852 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.713% | Fixed | CPI | Maturity | USD | 27000000 | 02/21/28 |  |  | 44905 | 44905 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.602% | Fixed | CPI | Maturity | USD | 27000000 | 01/29/26 |  |  | 247253 | 247253 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.580% | Fixed | CPI | Maturity | USD | 25000000 | 12/19/25 |  |  | 241791 | 241791 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.575% | Fixed | CPI | Maturity | USD | 55000000 | 03/24/28 |  |  | 161213 | 161213 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.564% | Fixed | CPI | Maturity | USD | 39000000 | 03/12/28 |  |  | 179696 | 179696 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.907% | Fixed | CPI | Maturity | USD | 45000000 | 07/31/25 |  |  | 286555 | 286555 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$40044569** | **$40044569** |
| Bank of America <br> Corp.<br>| 2.419% | Fixed | CPI | Maturity | USD | 64000000 | 06/10/25 |  |  | (30260)<br>| (30260)<br>|
| Citibank, N.A. | 2.490% | Fixed | CPI | Maturity | USD | 40000000 | 05/29/25 |  |  | (23049)<br>| (23049)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(53309)**<br>| **$(53309)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$39991260** | **$39991260** |

---

\*

As of April 30, 2025, the counterparties had deposited in segregated accounts securities with a value of $5,378,878 in connection with open inflation swap contracts.

As of April 30, 2025, the value of Rule 144A securities amounted to $409,365,518 or 20.9% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $124604264 | &nbsp;&nbsp; — | &nbsp;&nbsp; $124604264 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 3296386 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3296386 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 133201581 | &nbsp;&nbsp; — | &nbsp;&nbsp; 133201581 |

---

------

**DFA Short-Duration Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Czech Republic | &nbsp;&nbsp; — | &nbsp;&nbsp; $161332 | &nbsp;&nbsp; — | &nbsp;&nbsp; $161332 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 2636046 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2636046 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 5398074 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5398074 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 26403616 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26403616 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 62514343 | &nbsp;&nbsp; — | &nbsp;&nbsp; 62514343 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 13010458 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13010458 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 11240520 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11240520 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 34515246 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34515246 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 3966596 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3966596 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 43192737 | &nbsp;&nbsp; — | &nbsp;&nbsp; 43192737 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 23890578 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23890578 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 19972666 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19972666 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 5998444 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5998444 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 185686215 | &nbsp;&nbsp; — | &nbsp;&nbsp; 185686215 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 30577537 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30577537 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 12345379 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12345379 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 34993314 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34993314 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 763379435 | &nbsp;&nbsp; — | &nbsp;&nbsp; 763379435 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 91994076 | &nbsp;&nbsp; — | &nbsp;&nbsp; 91994076 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 218846488 | &nbsp;&nbsp; — | &nbsp;&nbsp; 218846488 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 54259932 | &nbsp;&nbsp; — | &nbsp;&nbsp; 54259932 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 19957369 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19957369 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $1926042632 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1926042632 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 2012166 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2012166 |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 40044569 | &nbsp;&nbsp; — | &nbsp;&nbsp; 40044569 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (7461877) | &nbsp;&nbsp; — | &nbsp;&nbsp; (7461877) |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (53309) | &nbsp;&nbsp; — | &nbsp;&nbsp; (53309) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $34541549 | &nbsp;&nbsp; — | &nbsp;&nbsp; $34541549 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Global Core Plus Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) | AGENCY OBLIGATIONS — (8.8%) |
| Government National <br> Mortgage Association, <br> TBA  | Government National <br> Mortgage Association, <br> TBA  |  |  |  |
|  | 6.000%, 05/20/54 TBA |  | 3908 | $3952423 |
| Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  | Uniform Mortgage-Backed <br> Security, TBA  |  |  |
|  | 2.500%, 05/01/54 TBA |  | 7637 | 6347651 |
|  | 6.000%, 05/01/54 TBA |  | 4483 | 4547605 |
|  | 6.500%, 05/01/54 TBA |  | 4259 | 4385789 |
|  | 2.000%, 05/01/55 TBA |  | 7989 | 6334951 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 25568419 |
| BONDS — (82.7%) | BONDS — (82.7%) | BONDS — (82.7%) | BONDS — (82.7%) | BONDS — (82.7%) |
| AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) | AUSTRALIA — (7.2%) |
| APA Infrastructure Ltd.  | APA Infrastructure Ltd.  |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 1500 | 1563437 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Euribor + 0.400%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Euribor + 0.400%, FRN |  |  |  |
| (r) | 2.929%, 05/21/27 | EUR | 1100 | 1245821 |
| FMG Resources August 2006 <br> Pty. Ltd.  | FMG Resources August 2006 <br> Pty. Ltd.  | FMG Resources August 2006 <br> Pty. Ltd.  |  |  |
| Ω | 4.500%, 09/15/27 |  | 1150 | 1121795 |
| Ω | 4.375%, 04/01/31 |  | 200 | 181006 |
| Glencore Funding LLC  | Glencore Funding LLC  |  |  |  |
| Ω | 2.850%, 04/27/31 |  | 500 | 444596 |
| National Australia Bank <br> Ltd.  | National Australia Bank <br> Ltd.  |  |  |  |
| #Ω | 4.951%, 01/10/34 |  | 1000 | 1008869 |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |
|  | 1.500%, 02/20/32 | AUD | 5860 | 3129659 |
|  | 4.250%, 02/20/36 | AUD | 1600 | 964259 |
|  | 3.500%, 11/20/37 | AUD | 2000 | 1087962 |
| Queensland Treasury <br> Corp.  | Queensland Treasury <br> Corp.  |  |  |  |
|  | 1.500%, 08/20/32 | AUD | 1700 | 889170 |
| South Australian <br> Government Financing <br> Authority  | South Australian <br> Government Financing <br> Authority  |  |  |  |
|  | 1.750%, 05/24/32 | AUD | 1200 | 645859 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 4.250%, 12/20/32 | AUD | 900 | 565311 |
|  | 2.250%, 09/15/33 | AUD | 2100 | 1115618 |
|  | 2.250%, 11/20/34 | AUD | 1990 | 1015078 |
|  | 2.000%, 09/17/35 | AUD | 2100 | 1015512 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | 4.750%, 09/15/36 | AUD | 2050 | $1269335 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.930%, <br> FRN, 5.045%, <br> 09/19/28<br>| AUD | 900 | 578605 |
| (r) | SOFR + 0.810%, FRN, <br> 5.187%, 04/16/29<br>|  | 3000 | 3009038 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 20850930 |
| CANADA — (9.9%) | CANADA — (9.9%) | CANADA — (9.9%) | CANADA — (9.9%) | CANADA — (9.9%) |
| Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |  |
|  | 2.450%, 02/02/32 |  | 195 | 167313 |
| Brookfield Finance, Inc.  | Brookfield Finance, Inc.  |  |  |  |
|  | 4.850%, 03/29/29 |  | 600 | 603232 |
| Canada Government <br> Bonds  | Canada Government <br> Bonds  |  |  |  |
|  | 3.750%, 05/01/25 | CAD | 1700 | 1233308 |
| Canadian Natural <br> Resources Ltd.  | Canadian Natural <br> Resources Ltd.  |  |  |  |
|  | 2.950%, 07/15/30 |  | 500 | 453429 |
| CI Financial Corp.  | CI Financial Corp.  |  |  |  |
|  | 3.200%, 12/17/30 |  | 1500 | 1308957 |
| City of Montreal  | City of Montreal  | City of Montreal  |  |  |
|  | 4.250%, 12/01/32 | CAD | 200 | 151581 |
|  | 4.250%, 09/01/33 | CAD | 200 | 150747 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 06/02/32 | CAD | 3600 | 2714310 |
|  | 4.750%, 06/02/33 | CAD | 3300 | 2603807 |
| Fairfax Financial Holdings <br> Ltd.  | Fairfax Financial Holdings <br> Ltd.  |  |  |  |
|  | 4.625%, 04/29/30 |  | 500 | 490321 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 3.550%, 06/18/33 | CAD | 1100 | 799666 |
|  | 4.150%, 06/18/34 | CAD | 1400 | 1052986 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.800%, 06/02/33 | CAD | 5200 | 3839083 |
|  | 5.700%, 03/05/37 | CAD | 1000 | 835616 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 3.750%, 06/02/32 | CAD | 1800 | 1340873 |
|  | 3.650%, 06/02/33 | CAD | 1000 | 733295 |
|  | 4.150%, 06/02/34 | CAD | 2000 | 1507109 |
|  | 4.700%, 06/02/37 | CAD | 1400 | 1085858 |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 6.250%, 06/01/32 | CAD | 1400 | 1196621 |
|  | 3.250%, 09/01/32 | CAD | 4100 | 2951578 |
|  | 4.450%, 09/01/34 | CAD | 300 | 230362 |
| PSP Capital, Inc.  | PSP Capital, Inc.  |  |  |  |
|  | 4.150%, 06/01/33 | CAD | 700 | 530240 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Rio Tinto Alcan, Inc.  | Rio Tinto Alcan, Inc.  |  |  |  |
|  | 5.750%, 06/01/35 |  | 1000 | $1063128 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |  |
|  | 3.129%, 08/03/32 | EUR | 500 | 553522 |
| TransCanada PipeLines <br> Ltd.  | TransCanada PipeLines <br> Ltd.  |  |  |  |
|  | 4.625%, 03/01/34 |  | 1200 | 1126617 |
| TOTAL CANADA | TOTAL CANADA |  |  | 28723559 |
| FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) | FINLAND — (0.2%) |
| Nokia OYJ  | Nokia OYJ  | Nokia OYJ  |  |  |
|  | 6.625%, 05/15/39 |  | 682 | 684966 |
| FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) | FRANCE — (6.5%) |
| Agence France Locale  | Agence France Locale  |  |  |  |
|  | 3.125%, 03/20/34 | EUR | 100 | 113186 |
| Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  | Banque Federative du Credit <br> Mutuel SA  |  |  |
|  | 1.250%, 06/03/30 | EUR | 1300 | 1328344 |
|  | 0.625%, 02/21/31 | EUR | 600 | 579105 |
| BNP Paribas SA  | BNP Paribas SA  | BNP Paribas SA  |  |  |
|  | 1.375%, 05/28/29 | EUR | 500 | 530174 |
|  | 1.250%, 07/13/31 | GBP | 400 | 420312 |
| BPCE SA  | BPCE SA  |  |  |  |
| #Ω | 2.700%, 10/01/29 |  | 1500 | 1381655 |
| Bpifrance SACA  | Bpifrance SACA  |  |  |  |
|  | 3.375%, 05/25/34 | EUR | 1200 | 1377732 |
| Electricite de France SA  | Electricite de France SA  |  |  |  |
|  | 6.125%, 06/02/34 | GBP | 300 | 410097 |
| French Republic <br> Government Bonds OAT  | French Republic <br> Government Bonds OAT  |  |  |  |
|  | 1.250%, 05/25/38 | EUR | 5650 | 4941152 |
| Holding d'Infrastructures de <br> Transport SASU  | Holding d'Infrastructures de <br> Transport SASU  |  |  |  |
|  | 1.625%, 09/18/29 | EUR | 1100 | 1171232 |
| JCDecaux SE  | JCDecaux SE  |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1200 | 1260441 |
| La Poste SA  | La Poste SA  |  |  |  |
|  | 1.375%, 04/21/32 | EUR | 1100 | 1109639 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 1.875%, 03/30/34 | EUR | 800 | 807256 |
| Societe Des Grands <br> Projets EPIC  | Societe Des Grands <br> Projets EPIC  |  |  |  |
|  | 1.125%, 05/25/34 | EUR | 1100 | 1045877 |
| Societe Generale SA  | Societe Generale SA  |  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1000 | 1022097 |
| UNEDIC ASSEO  | UNEDIC ASSEO  |  |  |  |
|  | 0.500%, 05/25/36 | EUR | 100 | 84112 |
| WEA Finance LLC  | WEA Finance LLC  |  |  |  |
| Ω | 3.500%, 06/15/29 |  | 1400 | 1328558 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 18910969 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (1.2%) | GERMANY — (1.2%) | GERMANY — (1.2%) | GERMANY — (1.2%) | GERMANY — (1.2%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |  |
| Ω | 5.500%, 07/30/35 |  | 450 | $432781 |
| E.ON International Finance <br> BV  | E.ON International Finance <br> BV  |  |  |  |
|  | 6.375%, 06/07/32 | GBP | 250 | 357064 |
| Fresenius Medical Care <br> U.S. Finance III, Inc.  | Fresenius Medical Care <br> U.S. Finance III, Inc.  |  |  |  |
| Ω | 2.375%, 02/16/31 |  | 750 | 633754 |
| Siemens <br> Financieringsmaatschappij <br> NV  | Siemens <br> Financieringsmaatschappij <br> NV  |  |  |  |
|  | 3.375%, 02/22/37 | EUR | 200 | 222071 |
| Volkswagen Financial <br> Services AG  | Volkswagen Financial <br> Services AG  |  |  |  |
|  | 0.375%, 02/12/30 | EUR | 900 | 883220 |
| Wintershall Dea Finance <br> BV  | Wintershall Dea Finance <br> BV  |  |  |  |
|  | 1.823%, 09/25/31 | EUR | 1000 | 980661 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 3509551 |
| HONG KONG — (0.3%) | HONG KONG — (0.3%) | HONG KONG — (0.3%) | HONG KONG — (0.3%) | HONG KONG — (0.3%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.625%, 03/24/32 |  | 1000 | 921005 |
| ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) |
| Intesa Sanpaolo SpA  | Intesa Sanpaolo SpA  |  |  |  |
|  | 2.500%, 01/15/30 | GBP | 400 | 474850 |
| UniCredit SpA  | UniCredit SpA  |  |  |  |
|  | 1.625%, 01/18/32 | EUR | 1000 | 1010503 |
| TOTAL ITALY | TOTAL ITALY |  |  | 1485353 |
| JAPAN — (9.2%) | JAPAN — (9.2%) | JAPAN — (9.2%) | JAPAN — (9.2%) | JAPAN — (9.2%) |
| Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.200%, 03/20/32 | JPY | 140000 | 928849 |
|  | 0.200%, 09/20/32 | JPY | 420000 | 2765749 |
|  | 0.500%, 12/20/32 | JPY | 330000 | 2215417 |
|  | 0.400%, 06/20/33 | JPY | 90000 | 595531 |
| Japan Government Thirty <br> Year Bonds  | Japan Government Thirty <br> Year Bonds  |  |  |  |
|  | 2.400%, 03/20/34 | JPY | 120000 | 924373 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 261000 | 1873147 |
|  | 1.400%, 09/20/34 | JPY | 350000 | 2478983 |
|  | 1.200%, 09/20/35 | JPY | 394000 | 2707462 |
|  | 0.400%, 03/20/36 | JPY | 370000 | 2316498 |
|  | 0.600%, 09/20/37 | JPY | 20000 | 123971 |
|  | 0.600%, 12/20/37 | JPY | 349000 | 2151337 |
|  | 0.500%, 12/20/41 | JPY | 207600 | 1137778 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Mitsubishi UFJ Financial <br> Group, Inc.  | Mitsubishi UFJ Financial <br> Group, Inc.  |  |  |  |
|  | 3.556%, 06/15/32 | EUR | 1480 | $1703510 |
| Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  | Mizuho Financial Group, Inc.  |  |  |
|  | 0.693%, 10/07/30 | EUR | 600 | 595815 |
|  | 2.096%, 04/08/32 | EUR | 400 | 413828 |
| Nissan Motor Co. Ltd.  | Nissan Motor Co. Ltd.  |  |  |  |
| #Ω | 4.810%, 09/17/30 |  | 1250 | 1155094 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |  |
|  | 2.608%, 07/14/31 |  | 1000 | 866818 |
| ORIX Corp.  | ORIX Corp.  |  |  |  |
|  | 3.447%, 10/22/31 | EUR | 1000 | 1124576 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |  |
|  | 2.222%, 09/17/31 |  | 1000 | 858758 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 26937494 |
| LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) |
| ArcelorMittal SA  | ArcelorMittal SA  |  |  |  |
|  | 3.500%, 12/13/31 | EUR | 200 | 222937 |
| JAB Holdings BV  | JAB Holdings BV  |  |  |  |
|  | 5.000%, 06/12/33 | EUR | 300 | 362254 |
| SELP Finance SARL  | SELP Finance SARL  |  |  |  |
|  | 3.750%, 01/16/32 | EUR | 1000 | 1132169 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 1717360 |
| NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) | NETHERLANDS — (0.4%) |
| TenneT Holding BV  | TenneT Holding BV  | TenneT Holding BV  |  |  |
|  | 2.375%, 05/17/33 | EUR | 1000 | 1100735 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |
|  | 4.250%, 05/15/34 | NZD | 350 | 206316 |
|  | 2.750%, 04/15/37 | NZD | 2750 | 1348568 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 1554884 |
| 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 | 4.000%, 01/15/31 |  | 300 | 279696 |
|  | 4.000%, 05/29/32 | EUR | 900 | 1023876 |
| Equinor ASA  | Equinor ASA  |  |  |  |
|  | 1.625%, 11/09/36 | EUR | 500 | 467441 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 1771013 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| Merlin Properties Socimi <br> SA  | Merlin Properties Socimi <br> SA  |  |  |  |
|  | 2.375%, 09/18/29 | EUR | 900 | 984624 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |  |
|  | 3.724%, 01/23/34 | EUR | 400 | $451721 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | 1436345 |
| 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 | 1186619 |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  | Skandinaviska Enskilda Banken <br> AB  |  |  |
|  | 0.625%, 11/12/29 | EUR | 200 | 203643 |
| SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) | SWITZERLAND — (0.7%) |
| UBS Group AG  | UBS Group AG  | UBS Group AG  |  |  |
|  | 0.875%, 11/03/31 | EUR | 1870 | 1819079 |
|  | 0.625%, 02/24/33 | EUR | 200 | 182714 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | 2001793 |
| UNITED KINGDOM — (3.0%) | UNITED KINGDOM — (3.0%) | UNITED KINGDOM — (3.0%) | UNITED KINGDOM — (3.0%) | UNITED KINGDOM — (3.0%) |
| Ashtead Capital, Inc.  | Ashtead Capital, Inc.  | Ashtead Capital, Inc.  |  |  |
| Ω | 2.450%, 08/12/31 |  | 200 | 170002 |
| Ω | 5.500%, 08/11/32 |  | 1000 | 991599 |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 600 | 675470 |
| BAT International Finance PLC  | BAT International Finance PLC  | BAT International Finance PLC  |  |  |
|  | 2.250%, 01/16/30 | EUR | 500 | 544097 |
|  | 4.125%, 04/12/32 | EUR | 200 | 231284 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 1.231%, 05/08/31 | EUR | 2300 | 2324078 |
| Imperial Brands Finance <br> PLC  | Imperial Brands Finance <br> PLC  |  |  |  |
|  | 3.875%, 02/12/34 | EUR | 1200 | 1327364 |
| LCR Finance PLC  | LCR Finance PLC  |  |  |  |
|  | 4.500%, 12/07/38 | GBP | 65 | 82771 |
| National Gas Transmission <br> PLC  | National Gas Transmission <br> PLC  |  |  |  |
|  | 1.125%, 01/14/33 | GBP | 656 | 639653 |
| National Grid Electricity <br> Distribution West <br> Midlands PLC  | National Grid Electricity <br> Distribution West <br> Midlands PLC  |  |  |  |
|  | 5.750%, 04/16/32 | GBP | 300 | 409113 |
| Southern Gas Networks <br> PLC  | Southern Gas Networks <br> PLC  |  |  |  |
|  | 1.250%, 12/02/31 | GBP | 1250 | 1303215 |
| Vodafone Group PLC  | Vodafone Group PLC  |  |  |  |
|  | 6.150%, 02/27/37 |  | 71 | 75074 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 8773720 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (40.9%) | UNITED STATES — (40.9%) | UNITED STATES — (40.9%) | UNITED STATES — (40.9%) | UNITED STATES — (40.9%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
| Ω | 1.800%, 02/10/31 |  | 300 | $249486 |
| Accenture Capital, Inc.  | Accenture Capital, Inc.  |  |  |  |
|  | 4.500%, 10/04/34 |  | 2300 | 2216813 |
| Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  | Advance Auto Parts, Inc.  |  |  |
|  | 3.900%, 04/15/30 |  | 150 | 134934 |
| # | 3.500%, 03/15/32 |  | 270 | 225641 |
| Allstate Corp.  | Allstate Corp.  |  |  |  |
|  | 5.950%, 04/01/36 |  | 1400 | 1481633 |
| Ally Financial, Inc.  | Ally Financial, Inc.  |  |  |  |
|  | 8.000%, 11/01/31 |  | 300 | 332220 |
| Altria Group, Inc.  | Altria Group, Inc.  |  |  |  |
|  | 3.400%, 05/06/30 |  | 200 | 188076 |
| American Assets Trust LP  | American Assets Trust LP  |  |  |  |
|  | 3.375%, 02/01/31 |  | 1000 | 872752 |
| American Tower Corp.  | American Tower Corp.  |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 500 | 484006 |
| ARES Capital Corp.  | ARES Capital Corp.  |  |  |  |
|  | 3.200%, 11/15/31 |  | 800 | 681668 |
| Ashland, Inc.  | Ashland, Inc.  |  |  |  |
| Ω | 3.375%, 09/01/31 |  | 400 | 347064 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 1000 | 841414 |
| Assured Guaranty <br> U.S. Holdings, Inc.  | Assured Guaranty <br> U.S. Holdings, Inc.  |  |  |  |
|  | 3.150%, 06/15/31 |  | 1000 | 909575 |
| AT&T, Inc.  | AT&T, Inc.  |  |  |  |
|  | 3.500%, 06/01/41 |  | 1400 | 1074941 |
| AutoNation, Inc.  | AutoNation, Inc.  | AutoNation, Inc.  |  |  |
|  | 2.400%, 08/01/31 |  | 1500 | 1259653 |
|  | 3.850%, 03/01/32 |  | 500 | 449432 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 1350 | 1391854 |
| Bath & Body Works, Inc.  | Bath & Body Works, Inc.  |  |  |  |
|  | 5.250%, 02/01/28 |  | 600 | 596485 |
| Berkshire Hathaway <br> Finance Corp.  | Berkshire Hathaway <br> Finance Corp.  |  |  |  |
|  | 2.375%, 06/19/39 | GBP | 600 | 549386 |
| Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  | Berkshire Hathaway, Inc.  |  |  |
|  | 0.437%, 04/15/31 | JPY | 410000 | 2655075 |
|  | 0.472%, 01/23/32 | JPY | 200000 | 1286552 |
|  | 1.585%, 04/16/40 | JPY | 100000 | 614553 |
| Black Hills Corp.  | Black Hills Corp.  |  |  |  |
|  | 2.500%, 06/15/30 |  | 800 | 713719 |
| BlackRock Funding, Inc.  | BlackRock Funding, Inc.  | BlackRock Funding, Inc.  |  |  |
|  | 5.000%, 03/14/34 |  | 972 | 985504 |
|  | 4.900%, 01/08/35 |  | 1600 | 1603017 |
| Block, Inc.  | Block, Inc.  |  |  |  |
|  | 3.500%, 06/01/31 |  | 1500 | 1338845 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 500 | 504467 |
| Boardwalk Pipelines LP  | Boardwalk Pipelines LP  |  |  |  |
|  | 3.600%, 09/01/32 |  | 100 | 88043 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Boeing Co.  | Boeing Co.  |  |  |  |
|  | 3.200%, 03/01/29 |  | 200 | $188787 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 5.750%, 01/15/35 |  | 1000 | 986219 |
| BP Capital Markets PLC  | BP Capital Markets PLC  |  |  |  |
|  | 2.822%, 04/07/32 | EUR | 300 | 328907 |
| Brixmor Operating <br> Partnership LP  | Brixmor Operating <br> Partnership LP  |  |  |  |
| # | 4.050%, 07/01/30 |  | 300 | 288019 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
| Ω | 2.600%, 02/15/33 |  | 1000 | 843255 |
| Ω | 3.187%, 11/15/36 |  | 150 | 122409 |
| Broadstone Net Lease LLC  | Broadstone Net Lease LLC  |  |  |  |
|  | 2.600%, 09/15/31 |  | 1504 | 1267015 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |  |
|  | 2.375%, 03/15/31 |  | 1000 | 863071 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 373 | 396777 |
| Celanese U.S. Holdings <br> LLC  | Celanese U.S. Holdings <br> LLC  |  |  |  |
|  | 0.625%, 09/10/28 | EUR | 1000 | 982748 |
| Chevron USA, Inc.  | Chevron USA, Inc.  |  |  |  |
|  | 5.250%, 11/15/43 |  | 1000 | 960772 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 800 | 743047 |
| Cincinnati Financial Corp.  | Cincinnati Financial Corp.  |  |  |  |
|  | 6.125%, 11/01/34 |  | 721 | 757446 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |  |
|  | 5.900%, 02/15/39 |  | 1000 | 1067016 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 200 | 189327 |
| ConocoPhillips  | ConocoPhillips  |  |  |  |
|  | 6.500%, 02/01/39 |  | 300 | 328591 |
| Consolidated Edison Co. of <br> New York, Inc.  | Consolidated Edison Co. of <br> New York, Inc.  |  |  |  |
|  | 5.700%, 06/15/40 |  | 475 | 482736 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |  |
|  | 4.125%, 04/01/40 |  | 500 | 406843 |
| Dentsply Sirona, Inc.  | Dentsply Sirona, Inc.  |  |  |  |
| # | 3.250%, 06/01/30 |  | 650 | 579959 |
| Devon Energy Corp.  | Devon Energy Corp.  |  |  |  |
|  | 5.600%, 07/15/41 |  | 1000 | 878678 |
| Dick's Sporting Goods, Inc.  | Dick's Sporting Goods, Inc.  |  |  |  |
| # | 3.150%, 01/15/32 |  | 500 | 437873 |
| Digital Dutch Finco BV  | Digital Dutch Finco BV  |  |  |  |
|  | 1.000%, 01/15/32 | EUR | 1000 | 955707 |
| Discover Bank  | Discover Bank  |  |  |  |
|  | 4.650%, 09/13/28 |  | 200 | 199655 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |  |
|  | 1.125%, 03/15/32 | EUR | 267 | 256817 |
| DPL, Inc.  | DPL, Inc.  |  |  |  |
|  | 4.350%, 04/15/29 |  | 1500 | 1430319 |

---

------

**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) |
| Duquesne Light Holdings, <br> Inc.  | Duquesne Light Holdings, <br> Inc.  |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 1000 | $858153 |
| DXC Technology Co.  | DXC Technology Co.  |  |  |  |
|  | 2.375%, 09/15/28 |  | 400 | 366614 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |  |
|  | 4.625%, 05/15/42 |  | 500 | 433498 |
| Energy Transfer LP  | Energy Transfer LP  | Energy Transfer LP  |  |  |
|  | 3.750%, 05/15/30 |  | 350 | 330705 |
|  | 6.500%, 02/01/42 |  | 1000 | 990926 |
| EnerSys  | EnerSys  |  |  |  |
| Ω | 4.375%, 12/15/27 |  | 1000 | 969832 |
| EPR Properties  | EPR Properties  | EPR Properties  |  |  |
|  | 4.950%, 04/15/28 |  | 500 | 494170 |
|  | 3.750%, 08/15/29 |  | 1200 | 1122912 |
| Equinix, Inc.  | Equinix, Inc.  |  |  |  |
|  | 2.150%, 07/15/30 |  | 300 | 265365 |
| Expedia Group, Inc.  | Expedia Group, Inc.  |  |  |  |
|  | 3.250%, 02/15/30 |  | 650 | 607548 |
| Experian Finance PLC  | Experian Finance PLC  |  |  |  |
| Ω | 2.750%, 03/08/30 |  | 602 | 558440 |
| Exxon Mobil Corp.  | Exxon Mobil Corp.  | Exxon Mobil Corp.  |  |  |
|  | 1.408%, 06/26/39 | EUR | 2700 | 2211116 |
|  | 4.227%, 03/19/40 |  | 2900 | 2565894 |
| F&G Annuities & Life, Inc.  | F&G Annuities & Life, Inc.  |  |  |  |
|  | 6.250%, 10/04/34 |  | 900 | 867897 |
| FedEx Corp.  | FedEx Corp.  |  |  |  |
| Ω | 3.250%, 05/15/41 |  | 1200 | 827495 |
| Flowserve Corp.  | Flowserve Corp.  |  |  |  |
|  | 2.800%, 01/15/32 |  | 2000 | 1704833 |
| Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  | Ford Motor Credit Co. LLC  |  |  |
|  | 4.134%, 08/04/25 |  | 350 | 348418 |
|  | 7.122%, 11/07/33 |  | 600 | 604238 |
| Fox Corp.  | Fox Corp.  | Fox Corp.  |  |  |
|  | 4.709%, 01/25/29 |  | 180 | 179780 |
|  | 5.476%, 01/25/39 |  | 500 | 480106 |
| GATX Corp.  | GATX Corp.  |  |  |  |
|  | 3.500%, 06/01/32 |  | 500 | 447638 |
| General Motors Financial <br> Co., Inc.  | General Motors Financial <br> Co., Inc.  |  |  |  |
|  | 5.650%, 01/17/29 |  | 300 | 303886 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |  |
|  | 5.650%, 12/01/41 |  | 1000 | 999385 |
| GLP Capital LP/GLP Financing <br> II, Inc.  | GLP Capital LP/GLP Financing <br> II, Inc.  | GLP Capital LP/GLP Financing <br> II, Inc.  |  |  |
|  | 5.750%, 06/01/28 |  | 200 | 203160 |
|  | 4.000%, 01/15/30 |  | 200 | 188526 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 6.250%, 02/01/41 |  | 200 | 208713 |
| Graphic Packaging <br> International LLC  | Graphic Packaging <br> International LLC  |  |  |  |
| Ω | 4.750%, 07/15/27 |  | 500 | 491724 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| HAT Holdings I LLC/HAT <br> Holdings II LLC  | HAT Holdings I LLC/HAT <br> Holdings II LLC  |  |  |  |
| #Ω | 3.750%, 09/15/30 |  | 600 | $527213 |
| HCA, Inc.  | HCA, Inc.  | HCA, Inc.  |  |  |
|  | 7.500%, 11/06/33 |  | 117 | 131919 |
|  | 4.375%, 03/15/42 |  | 1000 | 814057 |
| Hess Corp.  | Hess Corp.  |  |  |  |
|  | 5.600%, 02/15/41 |  | 500 | 492928 |
| Home Depot, Inc.  | Home Depot, Inc.  |  |  |  |
|  | 5.400%, 09/15/40 |  | 1000 | 1002200 |
| HP, Inc.  | HP, Inc.  |  |  |  |
|  | 2.650%, 06/17/31 |  | 200 | 173144 |
| Humana, Inc.  | Humana, Inc.  |  |  |  |
|  | 3.125%, 08/15/29 |  | 150 | 140122 |
| Huntsman <br> International LLC  | Huntsman <br> International LLC  |  |  |  |
|  | 2.950%, 06/15/31 |  | 1000 | 823937 |
| Hyatt Hotels Corp.  | Hyatt Hotels Corp.  |  |  |  |
|  | 4.375%, 09/15/28 |  | 1000 | 984743 |
| Indiana Michigan Power <br> Co.  | Indiana Michigan Power <br> Co.  |  |  |  |
|  | 6.050%, 03/15/37 |  | 500 | 527266 |
| Intel Corp.  | Intel Corp.  | Intel Corp.  |  |  |
|  | 4.600%, 03/25/40 |  | 800 | 679558 |
|  | 5.625%, 02/10/43 |  | 700 | 645751 |
| International Business <br> Machines Corp.  | International Business <br> Machines Corp.  |  |  |  |
|  | 1.250%, 02/09/34 | EUR | 1000 | 942945 |
| International Flavors & <br> Fragrances, Inc.  | International Flavors & <br> Fragrances, Inc.  |  |  |  |
| Ω | 3.268%, 11/15/40 |  | 1000 | 718024 |
| Interstate Power & Light <br> Co.  | Interstate Power & Light <br> Co.  |  |  |  |
|  | 5.700%, 10/15/33 |  | 1595 | 1642456 |
| Invitation Homes Operating <br> Partnership LP  | Invitation Homes Operating <br> Partnership LP  |  |  |  |
|  | 2.700%, 01/15/34 |  | 900 | 731508 |
| Jackson Financial, Inc.  | Jackson Financial, Inc.  |  |  |  |
|  | 3.125%, 11/23/31 |  | 1000 | 860726 |
| Jacobs Engineering Group, <br> Inc.  | Jacobs Engineering Group, <br> Inc.  |  |  |  |
|  | 5.900%, 03/01/33 |  | 750 | 762756 |
| Jefferies Financial Group, <br> Inc.  | Jefferies Financial Group, <br> Inc.  |  |  |  |
|  | 2.625%, 10/15/31 |  | 300 | 252900 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 6.400%, 05/15/38 |  | 500 | 548787 |
|  | 5.500%, 10/15/40 |  | 500 | 503792 |
| Juniper Networks, Inc.  | Juniper Networks, Inc.  |  |  |  |
|  | 2.000%, 12/10/30 |  | 1200 | 1030468 |
| KB Home  | KB Home  |  |  |  |
| # | 4.000%, 06/15/31 |  | 1500 | 1351839 |

---

------

**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) |
| Kemper Corp.  | Kemper Corp.  |  |  |
|  | 3.800%, 02/23/32 | 1000 | $890325 |
| Kilroy Realty LP  | Kilroy Realty LP  |  |  |
|  | 2.500%, 11/15/32 | 1600 | 1238099 |
| Kinder Morgan Energy <br> Partners LP  | Kinder Morgan Energy <br> Partners LP  |  |  |
|  | 6.950%, 01/15/38 | 100 | 108076 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |
|  | 4.100%, 10/15/41 | 1775 | 1338046 |
| Las Vegas Sands Corp.  | Las Vegas Sands Corp.  |  |  |
|  | 6.200%, 08/15/34 | 500 | 489941 |
| Lennar Corp.  | Lennar Corp.  |  |  |
|  | 4.750%, 05/30/25 | 500 | 499926 |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |
| # | 3.400%, 01/15/31 | 700 | 644773 |
| Loews Corp.  | Loews Corp.  |  |  |
|  | 4.125%, 05/15/43 | 495 | 414978 |
| LYB International Finance <br> III LLC  | LYB International Finance <br> III LLC  |  |  |
|  | 3.375%, 10/01/40 | 500 | 358340 |
| Marriott International, Inc.  | Marriott International, Inc.  |  |  |
|  | 2.750%, 10/15/33 | 100 | 82664 |
| Mastercard, Inc.  | Mastercard, Inc.  |  |  |
| # | 4.550%, 01/15/35 | 800 | 781447 |
| Meta Platforms, Inc.  | Meta Platforms, Inc.  |  |  |
|  | 4.750%, 08/15/34 | 2000 | 1991939 |
| MGM Resorts International  | MGM Resorts International  |  |  |
|  | 4.625%, 09/01/26 | 350 | 347081 |
| Micron Technology, Inc.  | Micron Technology, Inc.  |  |  |
|  | 3.366%, 11/01/41 | 500 | 355064 |
| Molina Healthcare, Inc.  | Molina Healthcare, Inc.  |  |  |
| Ω | 3.875%, 11/15/30 | 1000 | 901460 |
| Ω | 3.875%, 05/15/32 | 250 | 220304 |
| Morgan Stanley  | Morgan Stanley  |  |  |
|  | 6.375%, 07/24/42 | 900 | 966322 |
| Motorola Solutions, Inc.  | Motorola Solutions, Inc.  |  |  |
|  | 2.300%, 11/15/30 | 200 | 176203 |
| National Fuel Gas Co.  | National Fuel Gas Co.  |  |  |
|  | 2.950%, 03/01/31 | 1000 | 885496 |
| NewMarket Corp.  | NewMarket Corp.  |  |  |
|  | 2.700%, 03/18/31 | 1000 | 880186 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |
|  | 3.250%, 03/27/40 | 2000 | 1547518 |
| NOV, Inc.  | NOV, Inc.  |  |  |
| # | 3.600%, 12/01/29 | 400 | 377152 |
| Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |
|  | 4.200%, 09/18/34 | 1400 | 1338060 |
| OneMain Finance Corp.  | OneMain Finance Corp.  |  |  |
|  | 7.125%, 03/15/26 | 450 | 453935 |
| ONEOK, Inc.  | ONEOK, Inc.  |  |  |
|  | 6.350%, 01/15/31 | 300 | 317139 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 6.125%, 07/08/39 | 600 | 618667 |
|  | 3.600%, 04/01/40 | 875 | 682007 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ovintiv, Inc.  | Ovintiv, Inc.  |  |  |  |
|  | 8.125%, 09/15/30 |  | 400 | $444283 |
| Owens Corning  | Owens Corning  |  |  |  |
|  | 3.500%, 02/15/30 |  | 1500 | 1416408 |
| Paramount Global  | Paramount Global  | Paramount Global  |  |  |
|  | 4.950%, 01/15/31 |  | 200 | 193489 |
|  | 6.875%, 04/30/36 |  | 700 | 702860 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 0.800%, 08/01/31 | EUR | 800 | 776151 |
|  | 4.375%, 11/15/41 |  | 100 | 85584 |
| Piedmont Operating <br> Partnership LP  | Piedmont Operating <br> Partnership LP  |  |  |  |
|  | 3.150%, 08/15/30 |  | 1000 | 854736 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  | Plains All American <br> Pipeline LP/PAA Finance <br> Corp.  |  |  |
|  | 3.550%, 12/15/29 |  | 200 | 189210 |
|  | 3.800%, 09/15/30 |  | 50 | 47126 |
|  | 6.700%, 05/15/36 |  | 200 | 209477 |
|  | 6.650%, 01/15/37 |  | 500 | 525728 |
| Primerica, Inc.  | Primerica, Inc.  |  |  |  |
|  | 2.800%, 11/19/31 |  | 1000 | 870622 |
| Principal Financial Group, <br> Inc.  | Principal Financial Group, <br> Inc.  |  |  |  |
|  | 6.050%, 10/15/36 |  | 147 | 157291 |
| Progress Energy, Inc.  | Progress Energy, Inc.  |  |  |  |
|  | 7.000%, 10/30/31 |  | 290 | 320627 |
| Prologis Euro Finance LLC  | Prologis Euro Finance LLC  |  |  |  |
|  | 0.500%, 02/16/32 | EUR | 500 | 472287 |
| Public Storage Operating Co.  | Public Storage Operating Co.  | Public Storage Operating Co.  |  |  |
|  | 0.500%, 09/09/30 | EUR | 1000 | 983239 |
|  | 0.875%, 01/24/32 | EUR | 200 | 190599 |
| Reinsurance Group of <br> America, Inc.  | Reinsurance Group of <br> America, Inc.  |  |  |  |
|  | 3.150%, 06/15/30 |  | 258 | 238692 |
| Ross Stores, Inc.  | Ross Stores, Inc.  |  |  |  |
|  | 1.875%, 04/15/31 |  | 99 | 83973 |
| Royalty Pharma PLC  | Royalty Pharma PLC  |  |  |  |
|  | 2.200%, 09/02/30 |  | 150 | 130139 |
| RTX Corp.  | RTX Corp.  |  |  |  |
|  | 4.500%, 06/01/42 |  | 500 | 434305 |
| Sabra Health Care LP  | Sabra Health Care LP  |  |  |  |
|  | 3.200%, 12/01/31 |  | 900 | 795770 |
| Seagate HDD Cayman  | Seagate HDD Cayman  | Seagate HDD Cayman  |  |  |
|  | 4.091%, 06/01/29 |  | 400 | 379683 |
|  | 4.125%, 01/15/31 |  | 500 | 456648 |
| Sensata Technologies, Inc.  | Sensata Technologies, Inc.  |  |  |  |
| Ω | 4.375%, 02/15/30 |  | 850 | 783802 |
| Shell Finance U.S., Inc.  | Shell Finance U.S., Inc.  |  |  |  |
|  | 4.550%, 08/12/43 |  | 2500 | 2166636 |
| Steelcase, Inc.  | Steelcase, Inc.  |  |  |  |
|  | 5.125%, 01/18/29 |  | 700 | 665140 |

---

------

**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) |
| Store Capital LLC  | Store Capital LLC  |  |  |  |
|  | 4.625%, 03/15/29 |  | 900 | $877210 |
| Tapestry, Inc.  | Tapestry, Inc.  |  |  |  |
| # | 3.050%, 03/15/32 |  | 300 | 259556 |
| Taylor Morrison <br> Communities, Inc.  | Taylor Morrison <br> Communities, Inc.  |  |  |  |
| Ω | 5.750%, 01/15/28 |  | 1000 | 1000452 |
| Thermo Fisher Scientific, <br> Inc.  | Thermo Fisher Scientific, <br> Inc.  |  |  |  |
|  | 5.404%, 08/10/43 |  | 200 | 196036 |
| Toll Brothers Finance Corp.  | Toll Brothers Finance Corp.  |  |  |  |
| @ | 3.800%, 11/01/29 |  | 350 | 335241 |
| U.S. Cellular Corp.  | U.S. Cellular Corp.  |  |  |  |
|  | 6.700%, 12/15/33 |  | 200 | 216503 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |  |
|  | 3.500%, 08/15/39 |  | 600 | 480896 |
| Utah Acquisition Sub, Inc.  | Utah Acquisition Sub, Inc.  |  |  |  |
|  | 3.125%, 11/22/28 | EUR | 550 | 619205 |
| Vontier Corp.  | Vontier Corp.  | Vontier Corp.  |  |  |
|  | 2.400%, 04/01/28 |  | 400 | 372120 |
|  | 2.950%, 04/01/31 |  | 665 | 573300 |
| Walmart, Inc.  | Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.250%, 09/28/35 | GBP | 26 | 35501 |
|  | 4.875%, 07/08/40 |  | 500 | 490415 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |  |
|  | 3.500%, 05/13/40 |  | 500 | 405126 |
| Wells Fargo & Co.  | Wells Fargo & Co.  |  |  |  |
|  | 0.625%, 08/14/30 | EUR | 278 | 274345 |
| Welltower OP LLC  | Welltower OP LLC  |  |  |  |
| # | 2.050%, 01/15/29 |  | 1000 | 917239 |
| Western Digital Corp.  | Western Digital Corp.  |  |  |  |
|  | 2.850%, 02/01/29 |  | 1200 | 1094984 |
| Westlake Corp.  | Westlake Corp.  |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 500 | 531454 |
| WP Carey, Inc.  | WP Carey, Inc.  |  |  |  |
|  | 4.250%, 07/23/32 | EUR | 300 | 349498 |
| XPLR Infrastructure <br> Operating Partners LP  | XPLR Infrastructure <br> Operating Partners LP  |  |  |  |
| Ω | 4.500%, 09/15/27 |  | 300 | 283631 |
| Yum! Brands, Inc.  | Yum! Brands, Inc.  | Yum! Brands, Inc.  |  |  |
| Ω | 4.750%, 01/15/30 |  | 200 | 194110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 3.625%, 03/15/31 | 500 | $450964 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 119376251 |
| TOTAL BONDS | TOTAL BONDS |  | 241146190 |
| U.S. TREASURY OBLIGATIONS — (6.4%) | U.S. TREASURY OBLIGATIONS — (6.4%) | U.S. TREASURY OBLIGATIONS — (6.4%) | U.S. TREASURY OBLIGATIONS — (6.4%) |
| U.S. Treasury Inflation-Indexed <br> Notes  | U.S. Treasury Inflation-Indexed <br> Notes  |  |  |
|  | 0.625%, 01/15/26  | 2014 | 2012091 |
|  | 0.125%, 04/15/27  | 3503 | 3453523 |
|  | 0.500%, 01/15/28  | 1811 | 1787808 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 1000 | 1001166 |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 4.395%, 04/30/26 <br>| 6000 | 6001089 |
| (r) | 3M USTMMR + <br> 0.182%, FRN, <br> 4.427%, 07/31/26 <br>| 3000 | 3002239 |
| (r) | 3M USTMMR + <br> 0.098%, FRN, <br> 4.343%, 01/31/27 <br>| 1300 | 1299290 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 18557206 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $294,059,147) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $294,059,147) |  | 285271815 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) | SECURITIES LENDING COLLATERAL — (2.1%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 540439 | 6250174 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $300,309,362) | (Cost $300,309,362) |  | $291521989 |

---

As of April 30, 2025, DFA Global Core Plus Real Return Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| JPY | 1173828206 | USD | 8206007 | Societe Generale | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $3731 |

---

------

**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>|
| AUD | 1292105 | USD | 813832 | Citibank, N.A. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; $13899 |
| CAD | 5069368 | USD | 3589282 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90103 |
| EUR | 700720 | USD | 758934 | Royal Bank of Canada | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 35309 |
| JPY | 198315065 | USD | 1388672 | Citibank, N.A. | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1619 |
| JPY | 67915348 | USD | 475684 | HSBC Bank | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 438 |
| USD | 189355 | AUD | 294687 | Citibank, N.A. | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 507 |
| USD | 5458800 | JPY | 773298208 | Societe Generale | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 24770 |
| USD | 1441490 | EUR | 1260729 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9505 |
| GBP | 75391 | USD | 96349 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4143 |
| EUR | 139409 | USD | 157942 | Citibank, N.A. | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; 545 |
| NZD | 85617 | USD | 49507 | Citibank, N.A. | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 |
| NZD | 52816 | USD | 29900 | Royal Bank of Canada | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1533 |
| CAD | 2800000 | USD | 2025639 | Citibank, N.A. | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12671 |
| AUD | 1057846 | USD | 675532 | Citibank, N.A. | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2612 |
| AUD | 331441 | USD | 206263 | State Street Bank and Trust | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6211 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$209044** |
| USD | 7885864 | JPY | 1173828206 | Australia and New Zealand Bank | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(323873)<br>|
| USD | 268395 | CAD | 371969 | Citibank, N.A. | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1516)<br>|
| USD | 6313985 | CAD | 8946274 | Societe Generale | 05/08/25 | &nbsp;&nbsp;&nbsp;&nbsp; (177681)<br>|
| USD | 6303280 | AUD | 10030313 | Societe Generale | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (122205)<br>|
| USD | 12581276 | CAD | 17964980 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (457843)<br>|
| CAD | 2318098 | USD | 1683229 | Citibank, N.A. | 05/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (736)<br>|
| USD | 13475686 | EUR | 12990201 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1248279)<br>|
| JPY | 89322130 | USD | 628144 | Citibank, N.A. | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1950)<br>|
| USD | 13111840 | JPY | 1951197384 | Societe Generale | 05/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; (567059)<br>|
| USD | 8231701 | JPY | 1173828206 | Societe Generale | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3936)<br>|
| USD | 2486584 | GBP | 1943950 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (104479)<br>|
| USD | 2060399 | AUD | 3299536 | UBS AG | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (54082)<br>|
| USD | 250355 | EUR | 230850 | Citibank, N.A. | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11853)<br>|
| USD | 3467347 | EUR | 3174174 | State Street Bank and Trust | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (138000)<br>|
| USD | 3431806 | EUR | 3148015 | UBS AG | 06/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; (143829)<br>|
| USD | 2784280 | GBP | 2148511 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (79577)<br>|
| USD | 14474598 | EUR | 13301844 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (647615)<br>|
| EUR | 1156697 | USD | 1320619 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5627)<br>|
| EUR | 1123707 | USD | 1291403 | State Street Bank and Trust | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (13834)<br>|
| USD | 13421153 | EUR | 12383297 | UBS AG | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (657706)<br>|
| USD | 1615657 | NZD | 2775121 | Citibank, N.A. | 07/03/25 | &nbsp;&nbsp;&nbsp;&nbsp; (35951)<br>|
| USD | 10415857 | CAD | 14586226 | Citibank, N.A. | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (202448)<br>|
| USD | 6315479 | AUD | 10197185 | State Street Bank and Trust | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (221536)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(5221615)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(5012571)**<br>|

---

As of April 30, 2025, DFA Global Core Plus Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.657% | Fixed | CPI | Maturity | USD | 11000000 | 01/20/32 |  |  | $434812 | $434812 |
| Bank of America <br> Corp.<br>| 2.546% | Fixed | CPI | Maturity | USD | 40000000 | 04/29/31 |  |  | 3758784 | 3758784 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.533% | Fixed | CPI | Maturity | USD | 3000000 | 05/03/36 |  |  | $239079 | $239079 |
| Bank of America <br> Corp.<br>| 2.445% | Fixed | CPI | Maturity | USD | 6000000 | 02/06/36 |  |  | 11251 | 11251 |
| Bank of America <br> Corp.<br>| 2.388% | Fixed | CPI | Maturity | USD | 8000000 | 01/02/31 |  |  | 72342 | 72342 |
| Citibank, N.A. | 2.455% | Fixed | CPI | Maturity | USD | 12000000 | 07/12/27 |  |  | 110477 | 110477 |
| Deutsche Bank <br> AG<br>| 2.833% | Fixed | CPI | Maturity | USD | 15000000 | 07/12/28 |  |  | 219411 | 219411 |
| Deutsche Bank <br> AG<br>| 2.816% | Fixed | CPI | Maturity | USD | 6000000 | 12/30/28 |  |  | 284377 | 284377 |
| Deutsche Bank <br> AG<br>| 2.596% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/28 |  |  | 396517 | 396517 |
| Deutsche Bank <br> AG<br>| 2.550% | Fixed | CPI | Maturity | USD | 7000000 | 08/23/28 |  |  | 596695 | 596695 |
| Deutsche Bank <br> AG<br>| 2.529% | Fixed | CPI | Maturity | USD | 4000000 | 07/02/29 |  |  | 380326 | 380326 |
| Deutsche Bank <br> AG<br>| 2.515% | Fixed | CPI | Maturity | USD | 4000000 | 06/09/36 |  |  | 309853 | 309853 |
| Deutsche Bank <br> AG<br>| 2.468% | Fixed | CPI | Maturity | USD | 5000000 | 06/21/29 |  |  | 511437 | 511437 |
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.344% | Fixed | CPI | Maturity | USD | 9000000 | 08/27/36 |  |  | 79261 | 79261 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.815% | Fixed | CPI | Maturity | USD | 10000000 | 08/01/29 |  |  | 35417 | 35417 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.504% | Fixed | CPI | Maturity | USD | 7000000 | 07/18/30 |  |  | 47991 | 47991 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.385% | Fixed | CPI | Maturity | USD | 10000000 | 03/21/30 |  |  | 190718 | 190718 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$7678748** | **$7678748** |
| Bank of America <br> Corp.<br>| 3.090% | Fixed | CPI | Maturity | USD | 10000000 | 03/22/32 |  |  | (145983)<br>| (145983)<br>|
| Bank of America <br> Corp.<br>| 2.643% | Fixed | CPI | Maturity | USD | 13000000 | 12/02/32 |  |  | (72330)<br>| (72330)<br>|
| Bank of America <br> Corp.<br>| 2.604% | Fixed | CPI | Maturity | USD | 8000000 | 05/07/34 |  |  | (122953)<br>| (122953)<br>|
| Bank of America <br> Corp.<br>| 2.536% | Fixed | CPI | Maturity | USD | 8000000 | 11/20/33 |  |  | (58639)<br>| (58639)<br>|
| Citibank, N.A. | 2.645% | Fixed | CPI | Maturity | USD | 9000000 | 02/14/35 |  |  | (164059)<br>| (164059)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.588% | Fixed | CPI | Maturity | USD | 5000000 | 04/19/31 |  |  | (29351)<br>| (29351)<br>|
| Deutsche Bank <br> AG, London <br> Branch<br>| 2.551% | Fixed | CPI | Maturity | USD | 4000000 | 07/12/36 |  |  | (55867)<br>| (55867)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.672% | Fixed | CPI | Maturity | USD | 11000000 | 10/26/35 |  |  | (254326)<br>| (254326)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.665% | Fixed | CPI | Maturity | USD | 8000000 | 11/08/35 |  |  | (184250)<br>| (184250)<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.605% | Fixed | CPI | Maturity | USD | 9000000 | 10/17/30 |  |  | (34100)<br>| (34100)<br>|

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.474% | Fixed | CPI | Maturity | USD | 8000000 | 12/18/33 |  |  | $(13081)<br>| $(13081)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(1134939)**<br>| **$(1134939)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$6543809** | **$6543809** |

---

\*

As of April 30, 2025, the counterparties had deposited in segregated accounts securities with a value of $4,501,688 in connection with open inflation swap contracts.

As of April 30, 2025, the value of Rule 144A securities amounted to $19,026,259 or 7.1% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $25568419 | &nbsp;&nbsp; — | &nbsp;&nbsp; $25568419 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 20850930 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20850930 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 28723559 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28723559 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 684966 | &nbsp;&nbsp; — | &nbsp;&nbsp; 684966 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 18910969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18910969 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 3509551 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3509551 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 921005 | &nbsp;&nbsp; — | &nbsp;&nbsp; 921005 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 1485353 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1485353 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 26937494 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26937494 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 1717360 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1717360 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 1100735 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1100735 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1554884 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1554884 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 1771013 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1771013 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 1436345 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1436345 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1186619 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1186619 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 203643 | &nbsp;&nbsp; — | &nbsp;&nbsp; 203643 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 2001793 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2001793 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 8773720 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8773720 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 119376251 | &nbsp;&nbsp; — | &nbsp;&nbsp; 119376251 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 18557206 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18557206 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 6250174 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6250174 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $291521989 | &nbsp;&nbsp; — | &nbsp;&nbsp; $291521989 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 209044 | &nbsp;&nbsp; — | &nbsp;&nbsp; 209044 |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 7678748 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7678748 |

---

------

**DFA Global Core Plus Real Return Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; $(5221615) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(5221615) |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (1134939) | &nbsp;&nbsp; — | &nbsp;&nbsp; (1134939) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $1531238 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1531238 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA One-Year**<br> **Fixed Income**<br> **Portfolio\***<br>| **DFA Two-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio\***<br>| **DFA**<br> **Selectively**<br> **Hedged Global**<br> **Fixed Income**<br> **Portfolio\***<br>| **DFA Five-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $0, $0, $6,575 <br> and $241 of securities on loan, respectively)<br>| $4557167 | $4424580 | $971309 | $9181375 |
| Temporary Cash Investments at Value & Cost | 241225 |  |  |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $0, $3, $6,765 and $252, <br> respectively)<br>|  | 3 | 6765 | 252 |
| Foreign Currencies at Value | 1 | 23134 | 4180 | 581 |
| Cash  |  | 118876 | 6440 | 430004 |
| Receivables: |  |  |  |  |
| Dividends and Interest | 4637 | 12694 | 6728 | 28116 |
| Securities Lending Income |  |  | 1 |  |
| Fund Shares Sold | 3287 | 1328 | 209 | 4491 |
| Unrealized Gain on Forward Currency Contracts |  | 3268 | 1137 | 16565 |
| Unrealized Gain on Foreign Currency Contracts |  | 1 | 1 |  |
| Prepaid Expenses and Other Assets  | 33 | 40 | 22 | 79 |
| Total Assets | 4806350 | 4583924 | 996792 | 9661463 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Due to Custodian  | 47 |  |  |  |
| Upon Return of Securities Loaned |  |  | 6766 | 323 |
| Investment Securities Purchased | 227761 | 82559 | 3919 | 290307 |
| Fund Shares Redeemed | 3725 | 2408 | 539 | 5653 |
| Due to Advisor | 377 | 516 | 113 | 1377 |
| Unrealized Loss on Forward Currency Contracts |  | 26158 | 5584 | 81579 |
| Unrealized Loss on Foreign Currency Contracts |  |  | 5 |  |
| Accrued Expenses and Other Liabilities | 411 | 314 | 38 | 515 |
| Total Liabilities | 232321 | 111955 | 16964 | 379754 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $4574029 | $4471969 | $979828 | $9281709 |
| Institutional Class Shares — based on shares outstanding <br> of 446,599,735, 453,578,209, 104,965,694 and <br> 913,243,801, respectively, $0.01 Par Value (1)<br>| **$10.24** | **$9.86** | **$9.33** | **$10.16** |
| (1) NUMBER OF SHARES AUTHORIZED | 4000000000 | 4000000000 | 1000000000 | 6600000000 |
| Investment Securities at Cost | $4556980 | $4398411 | $969346 | $9138200 |
| Foreign Currencies at Cost | $1 | $23087 | $4172 | $578 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $4651337 | $4575342 | $1098323 | $10279925 |
| Total Distributable Earnings (Loss) | (77308)<br>| (103373)<br>| (118495)<br>| (998216)<br>|
| **NET ASSETS** | $4574029 | $4471969 | $979828 | $9281709 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA World ex**<br> **U.S.**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Government**<br> **Portfolio**<br>| **DFA**<br> **Intermediate**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term Extended**<br> **Quality**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $0, $0, $0 and <br> $48,069 of securities on loan, respectively)<br>| $921239 | $1673091 | $5859725 | $5560581 |
| Temporary Cash Investments at Value & Cost |  | 84956 | 7865 |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $0, $0, $0 and $49,139, <br> respectively)<br>|  |  |  | 49135 |
| Foreign Currencies at Value | 1616 |  |  | 38491 |
| Cash  | 45652 |  |  | 29839 |
| Receivables: |  |  |  |  |
| Dividends, Interest and Tax Reclaims | 9460 | 115 | 67936 | 35894 |
| Securities Lending Income |  |  |  | 12 |
| Fund Shares Sold | 323 | 342 | 3236 | 2087 |
| Unrealized Gain on Forward Currency Contracts | 3669 |  |  | 5000 |
| Unrealized Gain on Foreign Currency Contracts |  |  |  | 20 |
| Prepaid Expenses and Other Assets  | 19 | 24 | 67 | 47 |
| Total Assets | 981978 | 1758528 | 5938829 | 5721106 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned |  |  |  | 49168 |
| Investment Securities Purchased |  | 77780 |  | 34739 |
| Fund Shares Redeemed | 771 | 1673 | 3608 | 5918 |
| Due to Advisor | 124 | 193 | 438 | 693 |
| Unrealized Loss on Forward Currency Contracts | 34625 |  |  | 31567 |
| Unrealized Loss on Foreign Currency Contracts |  |  |  | 48 |
| Accrued Expenses and Other Liabilities | 32 | 117 | 237 | 306 |
| Total Liabilities | 35552 | 79763 | 4283 | 122439 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $946426 | $1678765 | $5934546 | $5598667 |
| Institutional Class Shares — based on shares outstanding <br> of 110,328,471, 168,306,589, 531,184,813 and <br> 535,012,616, respectively, $0.01 Par Value (1)<br>| **$8.58** | **$9.97** | **$11.17** | **$10.46** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1500000000 | 1700000000 | 3000000000 |
| Investment Securities at Cost | $1005245 | $1672795 | $6123657 | $5544695 |
| Foreign Currencies at Cost | $1619 | $— | $— | $38450 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1213357 | $1810332 | $6601667 | $5950567 |
| Total Distributable Earnings (Loss) | (266931)<br>| (131567)<br>| (667121)<br>| (351900)<br>|
| **NET ASSETS** | $946426 | $1678765 | $5934546 | $5598667 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term Extended**<br> **Quality**<br> **Portfolio\***<br>| **DFA Targeted**<br> **Credit**<br> **Portfolio\***<br>| **DFA**<br> **Global Core**<br> **Plus Fixed**<br> **Income Portfolio\***<br>| **DFA**<br> **Investment**<br> **Grade Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $69,850, $9,528, $47,766 and <br> $310,049 of securities on loan, respectively)<br>| $1805691 | $835405 | $2839077 | $11759021 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost <br> of $71,294, $9,766, $48,811 and $316,077, respectively)<br>| 71285 | 9765 | 48810 | 316033 |
| Foreign Currencies at Value | 35 | 681 | 493 | 381 |
| Segregated Cash for Swaps Contracts |  |  | 4533 |  |
| Cash  | 16411 | 26864 | 37515 | 167965 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 612 |  | 21561 | 47423 |
| Dividends and Interest | 21995 | 7463 | 25156 | 118038 |
| Securities Lending Income | 22 | 6 | 10 | 83 |
| Fund Shares Sold | 548 | 478 | 748 | 13723 |
| Unrealized Gain on Forward Currency Contracts | 820 | 1140 | 2427 | 240 |
| Unrealized Gain on Foreign Currency Contracts |  | 1 | 37 | 2 |
| Prepaid Expenses and Other Assets  | 16 | 26 | 34 | 72 |
| Total Assets | 1917435 | 881829 | 2980401 | 12422981 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 71368 | 9774 | 48849 | 316539 |
| Investment Securities Purchased | 8063 | 12076 | 267506 | 176686 |
| Fund Shares Redeemed | 1061 | 959 | 1799 | 11935 |
| Due to Advisor | 241 | 115 | 421 | 1553 |
| Segregated Cash for Swap Contracts |  |  | 908 |  |
| Unrealized Loss on Forward Currency Contracts | 6288 | 10373 | 39279 | 18495 |
| Unrealized Loss on Foreign Currency Contracts | 11 | 68 |  | 1 |
| Accrued Expenses and Other Liabilities | 58 | 55 | 65 | 266 |
| Total Liabilities | 87090 | 33420 | 358827 | 525475 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $1830345 | $848409 | $2621574 | $11897506 |
| Institutional Class Shares — based on shares outstanding of 190,233,464, <br> 88,297,175, 283,882,427 and 1,178,881,004, respectively, $0.01 Par Value <br> (1)<br>| **$9.62** | **$9.61** | **$9.23** | **$10.09** |
| (1) NUMBER OF SHARES AUTHORIZED | 2000000000 | 1000000000 | 2000000000 | 2000000000 |
| Investment Securities at Cost | $1877051 | $823524 | $2925923 | $12340816 |
| Foreign Currencies at Cost | $35 | $682 | $494 | $380 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $2086340 | $891129 | $3056925 | $13243018 |
| Total Distributable Earnings (Loss) | (255995)<br>| (42720)<br>| (435351)<br>| (1345512)<br>|
| **NET ASSETS** | $1830345 | $848409 | $2621574 | $11897506 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Diversified**<br> **Fixed Income**<br> **Portfolio\***<br>| **DFA LTIP**<br> **Portfolio**<br>| **DFA Inflation-**<br> **Protected**<br> **Securities**<br> **Portfolio**<br>| **DFA Short-**<br> **Duration Real**<br> **Return**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investments in Affiliated Investment Companies at Value | $1359228 |  |  |  |
| Investment Securities at Value (including $0, $0, $0 and $19,500 of securities on <br> loan, respectively)<br>| 328707 | $354443 | $5050819 | $1906086 |
| Temporary Cash Investments at Value & Cost | 3281 |  | 26443 |  |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of <br> $0, $0, $0 and $19,958, respectively)<br>|  |  |  | 19957 |
| Foreign Currencies at Value |  |  |  | 9782 |
| Segregated Cash for Swaps Contracts |  |  |  | 13051 |
| Cash  |  | 1678 |  | 53998 |
| Receivables: |  |  |  |  |
| Dividends and Interest | 814 | 362 | 14104 | 14761 |
| Securities Lending Income |  |  |  | 3 |
| Fund Shares Sold | 648 | 51 | 2728 | 1491 |
| Unrealized Gain on Swap Contracts |  |  |  | 40044 |
| Unrealized Gain on Forward Currency Contracts |  |  |  | 2012 |
| Unrealized Gain on Foreign Currency Contracts |  |  |  | 3 |
| Prepaid Expenses and Other Assets  | 20 | 18 | 29 | 31 |
| Total Assets | 1692698 | 356552 | 5094123 | 2061219 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned |  |  |  | 19951 |
| Investment Securities/Affiliated Investment Companies Purchased  |  |  |  | 44635 |
| Fund Shares Redeemed | 1028 | 343 | 7237 | 1871 |
| Due to Advisor | 20 | 29 | 373 | 290 |
| Segregated Cash for Swap Contracts |  |  |  | 24464 |
| Unrealized Loss on Swap Contracts |  |  |  | 53 |
| Unrealized Loss on Forward Currency Contracts |  |  |  | 7461 |
| Unrealized Loss on Foreign Currency Contracts |  |  |  | 15 |
| Accrued Expenses and Other Liabilities | 63 | 12 | 202 | 88 |
| Total Liabilities | 1111 | 384 | 7812 | 98828 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $1691587 | $356168 | $5086311 | $1962391 |
| Institutional Class Shares — based on shares outstanding of 180,671,156, <br> 65,643,591, 453,865,664 and 182,907,335, respectively, $0.01 Par Value (1)<br>| **$9.36** | **$5.43** | **$11.21** | **$10.73** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 1500000000 |
| Investments in Affiliated Investment Companies at Cost | $1448028 | $— | $— | $— |
| Investment Securities at Cost | $323706 | $507290 | $5416252 | $1900735 |
| Foreign Currencies at Cost | $— | $— | $— | $9761 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1869063 | $564540 | $5663040 | $1891809 |
| Total Distributable Earnings (Loss) | (177476)<br>| (208372)<br>| (576729)<br>| 70582 |
| **NET ASSETS** | $1691587 | $356168 | $5086311 | $1962391 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | |
|:---|:---|
|  | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio\***<br>|
| **ASSETS:** |  |
| Investment Securities at Value (including $6,115 of securities on loan, respectively) | $285271 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $6,250) | 6250 |
| Foreign Currencies at Value | 45 |
| Segregated Cash for Swaps Contracts | 3174 |
| Cash  | 3087 |
| Receivables: |  |
| Investment Securities Sold | 6285 |
| Dividends and Interest | 2457 |
| Securities Lending Income | 3 |
| Fund Shares Sold | 60 |
| Unrealized Gain on Swap Contracts | 7680 |
| Unrealized Gain on Forward Currency Contracts | 209 |
| Unrealized Gain on Foreign Currency Contracts | 1 |
| Prepaid Expenses and Other Assets  | 23 |
| Total Assets | 314545 |
| **LIABILITIES:** |  |
| Payables: |  |
| Upon Return of Securities Loaned | 6250 |
| Investment Securities Purchased | 29519 |
| Fund Shares Redeemed | 26 |
| Due to Advisor | 59 |
| Segregated Cash for Swap Contracts | 2660 |
| Unrealized Loss on Swap Contracts | 1135 |
| Unrealized Loss on Forward Currency Contracts | 5223 |
| Unrealized Loss on Foreign Currency Contracts | 14 |
| Accrued Expenses and Other Liabilities | 91 |
| Total Liabilities | 44977 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
| **NET ASSETS** | $269568 |
| Institutional Class Shares — based on shares outstanding of 27,842,845, $0.01 Par Value (1) | **$9.68** |
| (1) NUMBER OF SHARES AUTHORIZED | 500000000 |
| Investment Securities at Cost | $294059 |
| Foreign Currencies at Cost | $44 |
| **NET ASSETS CONSIST OF:** |  |
| Paid-In Capital | $296426 |
| Total Distributable Earnings (Loss) | (26858)<br>|
| **NET ASSETS** | $269568 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA One-Year**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Two-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio**<br>| **DFA**<br> **Selectively**<br> **Hedged Global**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Five-Year**<br> **Global Fixed**<br> **Income**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates | $25 | $256 | $119 | $566 |
| Interest | 102161 | 98851 | 22043 | 205352 |
| Income from Securities Lending, Net | 1 | 11 | 10 | 27 |
| Total Investment Income | 102187 | 99118 | 22172 | 205945 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 2237 | 3134 | 702 | 8351 |
| Accounting & Transfer Agent Fees | 360 | 332 | 67 | 930 |
| Custodian Fees | 22 | 29 | 7 | 71 |
| Filing Fees | 28 | 30 | 18 | 83 |
| Shareholders' Reports | 39 | 33 | 13 | 94 |
| Directors'/Trustees' Fees & Expenses | 15 | 14 | 4 | 29 |
| Professional Fees | 25 | 25 | 6 | 52 |
| Other | 41 | 43 | 10 | 83 |
| Total Expenses | 2767 | 3640 | 827 | 9693 |
| Net Expenses | 2767 | 3640 | 827 | 9693 |
| **Net Investment Income (Loss)** | 99420 | 95478 | 21345 | 196252 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 99 | (29392)<br>| (3711)<br>| (27245)<br>|
| Affiliated Investment Companies Shares Sold |  | 6 | 1 | 12 |
| Foreign Currency Transactions |  | 118 | (99)<br>| (467)<br>|
| Forward Currency Contracts |  | 26555 | 7578 | 96792 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (425)<br>| 43454 | 5726 | 44260 |
| Affiliated Investment Companies Shares |  | (3)<br>| (1)<br>| (5)<br>|
| Translation of Foreign Currency-Denominated Amounts |  | 240 | 69 | 510 |
| Forward Currency Contracts. |  | (37262)<br>| (6851)<br>| (104972)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (326)<br>| 3716 | 2712 | 8885 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $99094 | $99194 | $24057 | $205137 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA World ex**<br> **U.S.**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Government**<br> **Portfolio**<br>| **DFA**<br> **Intermediate**<br> **Government**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA Short-**<br> **Term Extended**<br> **Quality**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates |  |  |  | $779 |
| Interest | $10520 | $37235 | $92555 | 119700 |
| Income from Securities Lending, Net |  |  |  | 50 |
| Total Investment Income | 10520 | 37235 | 92555 | 120529 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 747 | 1168 | 2658 | 4222 |
| Accounting & Transfer Agent Fees | 89 | 149 | 508 | 538 |
| Custodian Fees | 26 | 7 | 27 | 32 |
| Filing Fees | 17 | 20 | 45 | 33 |
| Shareholders' Reports | 26 | 21 | 47 | 71 |
| Directors'/Trustees' Fees & Expenses | 4 | 5 | 17 | 18 |
| Professional Fees | 6 | 9 | 32 | 35 |
| Previously Waived Fees Recovered by Advisor (Note C) | 10 |  |  | 4 |
| Other | 9 | 15 | 49 | 56 |
| Total Expenses | 934 | 1394 | 3383 | 5009 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1 |  |  |  |
| Fees Paid Indirectly (Note C) | 18 |  |  |  |
| Net Expenses | 915 | 1394 | 3383 | 5009 |
| **Net Investment Income (Loss)** | 9605 | 35841 | 89172 | 115520 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (13527)<br>|  | (19226)<br>| (16181)<br>|
| Affiliated Investment Companies Shares Sold |  |  |  | (2)<br>|
| Foreign Currency Transactions | (2)<br>|  |  | (47)<br>|
| Forward Currency Contracts | 24204 |  |  | 45325 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 51829 | 341 | 117385 | 34434 |
| Affiliated Investment Companies Shares |  |  |  | (5)<br>|
| Translation of Foreign Currency-Denominated Amounts | 438 |  |  | 313 |
| Forward Currency Contracts. | (44643)<br>|  |  | (44652)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 18299 | 341 | 98159 | 19185 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $27904 | $36182 | $187331 | $134705 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term Extended**<br> **Quality**<br> **Portfolio**<br>| **DFA Targeted**<br> **Credit**<br> **Portfolio**<br>| **DFA**<br> **Global Core**<br> **Plus Fixed**<br> **Income Portfolio**<br>| **DFA**<br> **Investment**<br> **Grade Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates | $1328 | $305 |  | $7206 |
| Interest | 42380 | 14820 | $50698 | 231291 |
| Income from Securities Lending, Net | 108 | 17 | 57 | 514 |
| Total Investment Income | 43816 | 15142 | 50755 | 239011 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 1476 | 743 | 2618 | 9401 |
| Accounting & Transfer Agent Fees | 207 | 96 | 250 | 1063 |
| Custodian Fees | 9 | 8 | 27 | 51 |
| Filing Fees | 22 | 15 | 34 | 67 |
| Shareholders' Reports | 25 | 19 | 37 | 100 |
| Directors'/Trustees' Fees & Expenses | 5 | 3 | 9 | 34 |
| Professional Fees | 9 | 5 | 16 | 68 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  |  |  |
| Other | 15 | 10 | 35 | 99 |
| Total Expenses | 1768 | 899 | 3026 | 10883 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 73 | 15 |  |
| Net Expenses | 1768 | 826 | 3011 | 10883 |
| **Net Investment Income (Loss)** | 42048 | 14316 | 47744 | 228128 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (6393)<br>| 3009 | (26740)<br>| (38571)<br>|
| Affiliated Investment Companies Shares Sold | (3)<br>| (1)<br>| (3)<br>| 20 |
| Foreign Currency Transactions | (28)<br>| 162 | 167 | (325)<br>|
| Forward Currency Contracts | 11769 | 2112 | 32851 | 37883 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (3137)<br>| 10359 | 60240 | 77058 |
| Affiliated Investment Companies Shares | (10)<br>| (2)<br>| (1)<br>| (46)<br>|
| Translation of Foreign Currency-Denominated Amounts | 119 | 85 | 499 | 243 |
| Forward Currency Contracts. | (9994)<br>| (9961)<br>| (55217)<br>| (35360)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (7677)<br>| 5763 | 11796 | 40902 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $34371 | $20079 | $59540 | $269030 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Diversified**<br> **Fixed Income**<br> **Portfolio**<br>| **DFA LTIP**<br> **Portfolio**<br>| **DFA Inflation-**<br> **Protected**<br> **Securities**<br> **Portfolio**<br>| **DFA Short-**<br> **Duration Real**<br> **Return**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividend Income from Affiliates | $23980 |  |  | $257 |
| Interest | 8555 | $10704 | $84045 | 42614 |
| Income from Securities Lending, Net |  |  |  | 17 |
| Total Investment Income | 32535 | 10704 | 84045 | 42888 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 1006 | 181 | 2245 | 1748 |
| Accounting & Transfer Agent Fees | 169 | 11 | 268 | 204 |
| Custodian Fees | 2 | 1 | 23 | 15 |
| Filing Fees | 26 | 13 | 25 | 23 |
| Shareholders' Reports | 15 | 11 | 56 | 34 |
| Directors'/Trustees' Fees & Expenses | 5 | 2 | 16 | 6 |
| Professional Fees | 4 | 2 | 29 | 12 |
| Other | 6 | 4 | 47 | 34 |
| Total Expenses | 1233 | 225 | 2709 | 2076 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 870 |  |  |  |
| Net Expenses | 363 | 225 | 2709 | 2076 |
| **Net Investment Income (Loss)** | 32172 | 10479 | 81336 | 40812 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 3489 | (26832)<br>| (37268)<br>| (5052)<br>|
| Affiliated Investment Companies Shares Sold | (4944)<br>|  |  | (1)<br>|
| Futures |  |  |  | (28)<br>|
| Swap Contracts |  |  |  | 12326 |
| Foreign Currency Transactions |  |  |  | (197)<br>|
| Forward Currency Contracts |  |  |  | 13942 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 4339 | (4763)<br>| 120629 | 11260 |
| Affiliated Investment Companies Shares | 19032 |  |  | (1)<br>|
| Swap Contracts |  |  |  | 3897 |
| Translation of Foreign Currency-Denominated Amounts |  |  |  | 77 |
| Forward Currency Contracts. |  |  |  | (12194)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 21916 | (31595)<br>| 83361 | 24029 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $54088 | $(21116)<br>| $164697 | $64841 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | |
|:---|:---|
|  | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio**<br>|
| **Investment Income** |  |
| Dividend Income from Affiliates | $116 |
| Interest | 4664 |
| Income from Securities Lending, Net | 14 |
| Total Investment Income | 4794 |
| **Expenses** |  |
| Investment Management Fees | 277 |
| Accounting & Transfer Agent Fees | 40 |
| Filing Fees | 11 |
| Shareholders' Reports | 10 |
| Professional Fees | 2 |
| Previously Waived Fees Recovered by Advisor (Note C) | 36 |
| Other | 8 |
| Total Expenses | 384 |
| Net Expenses | 384 |
| **Net Investment Income (Loss)** | 4410 |
| **Realized and Unrealized Gain (Loss)** |  |
| Net Realized Gain (Loss) on: |  |
| Investment Securities Sold | (2248)<br>|
| Futures | (2)<br>|
| Swap Contracts | 702 |
| Foreign Currency Transactions | 9 |
| Forward Currency Contracts | 4275 |
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Investment Securities and Foreign Currency | 6960 |
| Swap Contracts | (489)<br>|
| Translation of Foreign Currency-Denominated Amounts | 44 |
| Forward Currency Contracts. | (6595)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 2656 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $7066 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA One-Year Fixed**<br> **Income Portfolio** | **DFA One-Year Fixed**<br> **Income Portfolio** | **DFA Two-Year Global**<br> **Fixed Income Portfolio** | **DFA Two-Year Global**<br> **Fixed Income Portfolio** | **DFA Selectively**<br> **Hedged Global Fixed**<br> **Income Portfolio** | **DFA Selectively**<br> **Hedged Global Fixed**<br> **Income Portfolio** | **DFA**<br> **Five-Year Global Fixed**<br> **Income Portfolio** | **DFA**<br> **Five-Year Global Fixed**<br> **Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $99420 | $235603 | $95478 | $212805 | $21345 | $44696 | $196252 | $431746 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | 99 | 744 | (29392)<br>| (43711)<br>| (3711)<br>| (987)<br>| (27245)<br>| 59983 |
| Affiliated Investment Companies Shares <br> Sold<br>|  | (34)<br>| 6 | (3)<br>| 1 |  | 12 | (5)<br>|
| Foreign Currency Transactions |  |  | 118 | 715 | (99)<br>| 13 | (467)<br>| 806 |
| Forward Currency Contracts |  |  | 26555 | (51501)<br>| 7578 | (7091)<br>| 96792 | (107898)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| (425)<br>| 9064 | 43454 | 124315 | 5726 | 24813 | 44260 | 102106 |
| Affiliated Investment Companies Shares |  |  | (3)<br>| 4 | (1)<br>| 1 | (5)<br>| 5 |
| Translation of Foreign <br> Currency-Denominated Amounts<br>|  |  | 240 | 355 | 69 | 54 | 510 | 776 |
| Forward Currency Contracts |  |  | (37262)<br>| 4117 | (6851)<br>| 31 | (104972)<br>| 18870 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 99094 | 245377 | 99194 | 247096 | 24057 | 61530 | 205137 | 506389 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (96067)<br>| (229188)<br>| (102325)<br>| (196491)<br>| (44532)<br>| (38276)<br>| (175811)<br>| (493009)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 872165 | 1569362 | 319920 | 577169 | 64916 | 140565 | 860913 | 1773818 |
| Shares Issued in Lieu of Cash Distributions | 86230 | 205630 | 85281 | 164713 | 44504 | 38265 | 173924 | 486285 |
| Shares Redeemed | (740411)<br>| (1894158)<br>| (472610)<br>| (873477)<br>| (133612)<br>| (182815)<br>| (1136651)<br>| (2542938)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| 217984 | (119166)<br>| (67409)<br>| (131595)<br>| (24192)<br>| (3985)<br>| (101814)<br>| (282835)<br>|
| Total Increase (Decrease) in Net Assets | 221011 | (102977)<br>| (70540)<br>| (80990)<br>| (44667)<br>| 19269 | (72488)<br>| (269455)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 4353018 | 4455995 | 4542509 | 4623499 | 1024495 | 1005226 | 9354197 | 9623652 |
| End of Period | $4574029 | $4353018 | $4471969 | $4542509 | $979828 | $1024495 | $9281709 | $9354197 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 85073 | 153245 | 32684 | 58805 | 6963 | 15138 | 85295 | 175556 |
| Shares Issued in Lieu of Cash Distributions | 8429 | 20105 | 8792 | 16904 | 4853 | 4228 | 17410 | 48530 |
| Shares Redeemed  | (72258)<br>| (184881)<br>| (48244)<br>| (89060)<br>| (14394)<br>| (19752)<br>| (112685)<br>| (251950)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| 21244 | (11531)<br>| (6768)<br>| (13351)<br>| (2578)<br>| (386)<br>| (9980)<br>| (27864)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA World ex U.S.**<br> **Government Fixed**<br> **Income Portfolio** | **DFA World ex U.S.**<br> **Government Fixed**<br> **Income Portfolio** | **DFA Short-Term**<br> **Government Portfolio** | **DFA Short-Term**<br> **Government Portfolio** | **DFA Intermediate**<br> **Government Fixed**<br> **Income Portfolio** | **DFA Intermediate**<br> **Government Fixed**<br> **Income Portfolio** | **DFA**<br> **Short-Term Extended**<br> **Quality Portfolio** | **DFA**<br> **Short-Term Extended**<br> **Quality Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $9605 | $17173 | $35841 | $78516 | $89172 | $159917 | $115520 | $253562 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (13527)<br>| (88413)<br>|  | 1021 | (19226)<br>| (73152)<br>| (16181)<br>| (6138)<br>|
| Affiliated Investment Companies Shares <br> Sold<br>|  |  |  |  |  |  | (2)<br>| (9)<br>|
| Foreign Currency Transactions | (2)<br>| 138 |  |  |  |  | (47)<br>| (251)<br>|
| Forward Currency Contracts | 24204 | (30101)<br>|  |  |  |  | 45325 | (26414)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| 51829 | 185241 | 341 | (700)<br>| 117385 | 352051 | 34434 | 125680 |
| Affiliated Investment Companies Shares |  |  |  |  |  |  | (5)<br>| 2 |
| Translation of Foreign <br> Currency-Denominated Amounts<br>| 438 | 218 |  |  |  |  | 313 | 172 |
| Forward Currency Contracts | (44643)<br>| 9924 |  |  |  |  | (44652)<br>| 5821 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 27904 | 94180 | 36182 | 78837 | 187331 | 438816 | 134705 | 352425 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (17809)<br>| (42826)<br>| (35768)<br>| (74582)<br>| (87119)<br>| (152473)<br>| (98275)<br>| (249366)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 79280 | 224648 | 153377 | 463721 | 486519 | 1384340 | 480187 | 1137400 |
| Shares Issued in Lieu of Cash Distributions | 16828 | 40795 | 32524 | 71873 | 82953 | 148737 | 97282 | 247189 |
| Shares Redeemed | (96501)<br>| (426014)<br>| (181405)<br>| (358478)<br>| (748903)<br>| (1048545)<br>| (710371)<br>| (1705574)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (393)<br>| (160571)<br>| 4496 | 177116 | (179431)<br>| 484532 | (132902)<br>| (320985)<br>|
| Total Increase (Decrease) in Net Assets | 9702 | (109217)<br>| 4910 | 181371 | (79219)<br>| 770875 | (96472)<br>| (217926)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 936724 | 1045941 | 1673855 | 1492484 | 6013765 | 5242890 | 5695139 | 5913065 |
| End of Period | $946426 | $936724 | $1678765 | $1673855 | $5934546 | $6013765 | $5598667 | $5695139 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 9378 | 26571 | 15381 | 46477 | 44438 | 125826 | 46044 | 109670 |
| Shares Issued in Lieu of Cash Distributions | 1978 | 4859 | 3278 | 7251 | 7534 | 13571 | 9346 | 23846 |
| Shares Redeemed  | (11408)<br>| (50450)<br>| (18204)<br>| (35983)<br>| (68304)<br>| (95878)<br>| (68117)<br>| (164460)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (52)<br>| (19020)<br>| 455 | 17745 | (16332)<br>| 43519 | (12727)<br>| (30944)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-**<br> **Term Extended**<br> **Quality Portfolio** | **DFA Intermediate-**<br> **Term Extended**<br> **Quality Portfolio** | **DFA Targeted**<br> **Credit Portfolio** | **DFA Targeted**<br> **Credit Portfolio** | **DFA Global**<br> **Core Plus Fixed**<br> **Income Portfolio** | **DFA Global**<br> **Core Plus Fixed**<br> **Income Portfolio** | **DFA Investment Grade**<br> **Portfolio** | **DFA Investment Grade**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $42048 | $65577 | $14316 | $28361 | $47744 | $95941 | $228128 | $422393 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (6393)<br>| (11708)<br>| 3009 | 2080 | (26740)<br>| (48646)<br>| (38571)<br>| (91426)<br>|
| Affiliated Investment Companies Shares <br> Sold<br>| (3)<br>| (5)<br>| (1)<br>| (2)<br>| (3)<br>| (9)<br>| 20 | (93)<br>|
| Foreign Currency Transactions | (28)<br>| (26)<br>| 162 | 24 | 167 | 148 | (325)<br>| 119 |
| Forward Currency Contracts | 11769 | (6551)<br>| 2112 | (6549)<br>| 32851 | (20063)<br>| 37883 | (36194)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| (3137)<br>| 132061 | 10359 | 37864 | 60240 | 271620 | 77058 | 733635 |
| Affiliated Investment Companies Shares | (10)<br>| 2 | (2)<br>|  | (1)<br>|  | (46)<br>| 5 |
| Translation of Foreign <br> Currency-Denominated Amounts<br>| 119 | 8 | 85 | 67 | 499 | 296 | 243 | 95 |
| Forward Currency Contracts | (9994)<br>| 4086 | (9961)<br>| (853)<br>| (55217)<br>| 14199 | (35360)<br>| 18410 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 34371 | 183444 | 20079 | 60992 | 59540 | 313486 | 269030 | 1046944 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (36395)<br>| (63498)<br>| (13691)<br>| (27100)<br>| (47898)<br>| (135326)<br>| (230273)<br>| (399073)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 160889 | 749809 | 151273 | 163706 | 290889 | 768679 | 1338004 | 3573837 |
| Shares Issued in Lieu of Cash Distributions | 35190 | 60798 | 13573 | 26859 | 47751 | 134976 | 221993 | 386220 |
| Shares Redeemed | (217646)<br>| (355488)<br>| (94307)<br>| (370151)<br>| (367940)<br>| (1035669)<br>| (1583869)<br>| (2891246)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (21567)<br>| 455119 | 70539 | (179586)<br>| (29300)<br>| (132014)<br>| (23872)<br>| 1068811 |
| Total Increase (Decrease) in Net Assets | (23591)<br>| 575065 | 76927 | (145694)<br>| (17658)<br>| 46146 | 14885 | 1716682 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 1853936 | 1278871 | 771482 | 917176 | 2639232 | 2593086 | 11882621 | 10165939 |
| End of Period | $1830345 | $1853936 | $848409 | $771482 | $2621574 | $2639232 | $11897506 | $11882621 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 16780 | 78382 | 15816 | 17284 | 31829 | 84273 | 134057 | 356294 |
| Shares Issued in Lieu of Cash Distributions | 3637 | 6354 | 1421 | 2826 | 5196 | 14918 | 22273 | 38480 |
| Shares Redeemed  | (22687)<br>| (37162)<br>| (9856)<br>| (38937)<br>| (40257)<br>| (114115)<br>| (158655)<br>| (290134)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (2270)<br>| 47574 | 7381 | (18827)<br>| (3232)<br>| (14924)<br>| (2325)<br>| 104640 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Diversified**<br> **Fixed Income**<br> **Portfolio** | **DFA Diversified**<br> **Fixed Income**<br> **Portfolio** | **DFA LTIP**<br> **Portfolio** | **DFA LTIP**<br> **Portfolio** | **DFA Inflation-**<br> **Protected Securities**<br> **Portfolio** | **DFA Inflation-**<br> **Protected Securities**<br> **Portfolio** | **DFA Short-Duration**<br> **Real Return Portfolio** | **DFA Short-Duration**<br> **Real Return Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $32172 | $60849 | $10479 | $17964 | $81336 | $150907 | $40812 | $84967 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | 3489 | (188)<br>| (26832)<br>| (22058)<br>| (37268)<br>| (58611)<br>| (5052)<br>| (3989)<br>|
| Affiliated Investment Companies Shares Sold | (4944)<br>| (9376)<br>|  |  |  |  | (1)<br>| (3)<br>|
| Futures |  |  |  |  |  |  | (28)<br>| (15)<br>|
| Swap Contracts |  |  |  |  |  |  | 12326 | 42698 |
| Foreign Currency Transactions |  |  |  |  |  |  | (197)<br>| (41)<br>|
| Forward Currency Contracts |  |  |  |  |  |  | 13942 | (11034)<br>|
| Change in Unrealized Appreciation (Depreciation) <br> of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 4339 | 4267 | (4763)<br>| 53624 | 120629 | 344297 | 11260 | 43129 |
| Affiliated Investment Companies Shares | 19032 | 62331 |  |  |  |  | (1)<br>|  |
| Swap Contracts |  |  |  |  |  |  | 3897 | (36819)<br>|
| Translation of Foreign Currency-Denominated <br> Amounts<br>|  |  |  |  |  |  | 77 | 58 |
| Forward Currency Contracts |  |  |  |  |  |  | (12194)<br>| 4848 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 54088 | 117883 | (21116)<br>| 49530 | 164697 | 436593 | 64841 | 123799 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (30245)<br>| (60117)<br>| (7283)<br>| (19275)<br>| (46110)<br>| (164208)<br>| (78375)<br>| (70751)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 164476 | 406207 | 52598 | 92417 | 714876 | 976776 | 276286 | 523111 |
| Shares Issued in Lieu of Cash Distributions | 30226 | 60096 | 7283 | 19275 | 45369 | 161586 | 77573 | 69762 |
| Shares Redeemed | (243906)<br>| (487695)<br>| (43523)<br>| (78224)<br>| (849814)<br>| (1451677)<br>| (318520)<br>| (683862)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (49204)<br>| (21392)<br>| 16358 | 33468 | (89569)<br>| (313315)<br>| 35339 | (90989)<br>|
| Total Increase (Decrease) in Net Assets | (25361)<br>| 36374 | (12041)<br>| 63723 | 29018 | (40930)<br>| 21805 | (37941)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 1716948 | 1680574 | 368209 | 304486 | 5057293 | 5098223 | 1940586 | 1978527 |
| End of Period | $1691587 | $1716948 | $356168 | $368209 | $5086311 | $5057293 | $1962391 | $1940586 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 17873 | 44172 | 9496 | 15627 | 65366 | 90091 | 25975 | 49680 |
| Shares Issued in Lieu of Cash Distributions | 3299 | 6532 | 1273 | 3225 | 4115 | 14931 | 7416 | 6819 |
| Shares Redeemed  | (26483)<br>| (53062)<br>| (7850)<br>| (13086)<br>| (77455)<br>| (133857)<br>| (29997)<br>| (65223)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (5311)<br>| (2358)<br>| 2919 | 5766 | (7974)<br>| (28835)<br>| 3394 | (8724)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | |
|:---|:---|:---|
|  | **DFA Global**<br> **Core Plus Real**<br> **Return Portfolio** | **DFA Global**<br> **Core Plus Real**<br> **Return Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |
| Operations: |  |  |
| Net Investment Income (Loss) | $4410 | $8510 |
| Net Realized Gain (Loss) on: |  |  |
| Investment Securities Sold | (2248)<br>| (4767)<br>|
| Futures | (2)<br>| (4)<br>|
| Swap Contracts | 702 | 1617 |
| Foreign Currency Transactions | 9 | (1867)<br>|
| Forward Currency Contracts | 4275 |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Investment Securities and Foreign Currency | 6960 | 26730 |
| Swap Contracts | (489)<br>| (2628)<br>|
| Translation of Foreign Currency-Denominated Amounts | 44 | 23 |
| Forward Currency Contracts | (6595)<br>| 1300 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 7066 | 28914 |
| Distributions: |  |  |
| Institutional Class Shares | (4055)<br>| (12500)<br>|
| Capital Share Transactions (1): |  |  |
| Shares Issued | 26014 | 64532 |
| Shares Issued in Lieu of Cash Distributions | 4048 | 12480 |
| Shares Redeemed | (28743)<br>| (69784)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 1319 | 7228 |
| Total Increase (Decrease) in Net Assets | 4330 | 23642 |
| **Net Assets** |  |  |
| Beginning of Period | 265238 | 241596 |
| End of Period | $269568 | $265238 |
| **(1) Shares Issued and Redeemed:** |  |  |
| Shares Issued | 2720 | 6821 |
| Shares Issued in Lieu of Cash Distributions | 425 | 1324 |
| Shares Redeemed  | (3008)<br>| (7366)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 137 | 779 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** | **DFA One-Year Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.23 | &nbsp;&nbsp;&nbsp; $10.20 | &nbsp;&nbsp; $10.01 | &nbsp;&nbsp; $10.30 | &nbsp;&nbsp; $10.30 | &nbsp;&nbsp; $10.31 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.53 | 0.29 | 0.08 | &nbsp;&nbsp; (—)<br>| 0.10 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.01 | 0.19 | &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.01)<br>|
| Total from Investment Operations  | 0.23 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | 0.48 | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; — | 0.09 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp;&nbsp; (0.51)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; (0.10)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp;&nbsp; (0.51)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.10)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.24 | &nbsp;&nbsp;&nbsp; $10.23 | &nbsp;&nbsp; $10.20 | &nbsp;&nbsp; $10.01 | &nbsp;&nbsp; $10.30 | &nbsp;&nbsp; $10.30 |
| Total Return  | 2.24<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.46<br> %<br>| 4.84<br> %<br>| &nbsp;&nbsp; (2.10<br> %)<br>| 0.02<br> %<br>| 0.84<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $4574029 | &nbsp;&nbsp;&nbsp; $4353018 | &nbsp;&nbsp; $4455995 | &nbsp;&nbsp; $5349458 | &nbsp;&nbsp; $5858298 | &nbsp;&nbsp; $6655886 |
| Ratio of Expenses to Average Net Assets  | 0.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.13<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.17<br> %<br>| 0.17<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Paid Indirectly) <br>| 0.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.13<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.17<br> %<br>| 0.17<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.44<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.15<br> %<br>| 2.89<br> %<br>| 0.79<br> %<br>| &nbsp;&nbsp; — | 0.95<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 25<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 47<br> %<br>| &nbsp;&nbsp; 37<br> %<br>| &nbsp;&nbsp; 67<br> %<br>| &nbsp;&nbsp; 96<br> %<br>| &nbsp;&nbsp; 83<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** | **DFA Two-Year Global Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.87 | &nbsp;&nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $9.56 | &nbsp;&nbsp; $9.91 | &nbsp;&nbsp; $10.00 | &nbsp;&nbsp; $10.03 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.20 | &nbsp;&nbsp;&nbsp;&nbsp;0.46 | 0.24 | 0.08 | 0.01 | 0.08 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | 0.20 | &nbsp;&nbsp; (0.41)<br>| &nbsp;&nbsp; (0.04)<br>| 0.04 |
| Total from Investment Operations  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.53 | 0.44 | &nbsp;&nbsp; (0.33)<br>| &nbsp;&nbsp; (0.03)<br>| 0.12 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp;&nbsp; (0.42)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.15)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp;&nbsp; (0.42)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.15)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.86 | &nbsp;&nbsp;&nbsp; $9.87 | &nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $9.56 | &nbsp;&nbsp; $9.91 | &nbsp;&nbsp; $10.00 |
| Total Return  | 2.20<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.59<br> %<br>| 4.61<br> %<br>| &nbsp;&nbsp; (3.31<br> %)<br>| &nbsp;&nbsp; (0.33<br> %)<br>| 1.23<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $4471969 | &nbsp;&nbsp;&nbsp; $4542509 | &nbsp;&nbsp; $4623499 | &nbsp;&nbsp; $5038948 | &nbsp;&nbsp; $5693916 | &nbsp;&nbsp; $5321434 |
| Ratio of Expenses to Average Net Assets  | 0.16<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.17<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.17<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Paid Indirectly) <br>| 0.16<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.17<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.18<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.27<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.66<br> %<br>| 2.45<br> %<br>| 0.85<br> %<br>| 0.09<br> %<br>| 0.80<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 22<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 52<br> %<br>| &nbsp;&nbsp; 31<br> %<br>| &nbsp;&nbsp; 111<br> %<br>| &nbsp;&nbsp; 93<br> %<br>| &nbsp;&nbsp; 51<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** | **DFA Selectively Hedged Global Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.53 | &nbsp;&nbsp;&nbsp; $9.31 | &nbsp;&nbsp; $8.82 | &nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $9.79 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.19 | &nbsp;&nbsp;&nbsp;&nbsp;0.41 | 0.26 | 0.13 | 0.08 | 0.10 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.02 | &nbsp;&nbsp;&nbsp;&nbsp;0.16 | 0.23 | &nbsp;&nbsp; (0.90)<br>| &nbsp;&nbsp; (0.08)<br>| 0.11 |
| Total from Investment Operations  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.57 | 0.49 | &nbsp;&nbsp; (0.77)<br>| &nbsp;&nbsp; — | 0.21 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.41)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; (0.24)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.41)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.24)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.33 | &nbsp;&nbsp;&nbsp; $9.53 | &nbsp;&nbsp; $9.31 | &nbsp;&nbsp; $8.82 | &nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $9.76 |
| Total Return  | 2.32<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6.38<br> %<br>| 5.60<br> %<br>| &nbsp;&nbsp; (8.03<br> %)<br>| 0.03<br> %<br>| 2.20<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $979828 | &nbsp;&nbsp;&nbsp; $1024495 | &nbsp;&nbsp; $1005226 | &nbsp;&nbsp; $1019142 | &nbsp;&nbsp; $1235970 | &nbsp;&nbsp; $1130900 |
| Ratio of Expenses to Average Net Assets  | 0.16<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.17<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Paid Indirectly) <br>| 0.16<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.17<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.43<br> %<br>| 2.82<br> %<br>| 1.42<br> %<br>| 0.80<br> %<br>| 1.01<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 18<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 53<br> %<br>| &nbsp;&nbsp; 45<br> %<br>| &nbsp;&nbsp; 62<br> %<br>| &nbsp;&nbsp; 94<br> %<br>| &nbsp;&nbsp; 45<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** | **DFA Five-Year Global Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.13 | &nbsp;&nbsp;&nbsp; $10.12 | &nbsp;&nbsp; $9.90 | &nbsp;&nbsp; $10.78 | &nbsp;&nbsp; $10.89 | &nbsp;&nbsp; $10.96 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.47 | 0.29 | 0.12 | 0.04 | 0.04 |
| Net Gains (Losses) on Securities (Realized <br> and Unrealized) <br>| 0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | 0.16 | &nbsp;&nbsp; (0.88)<br>| &nbsp;&nbsp; (0.15)<br>| 0.14 |
| Total from Investment Operations  | 0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | 0.45 | &nbsp;&nbsp; (0.76)<br>| &nbsp;&nbsp; (0.11)<br>| 0.18 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.53)<br>| &nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; (0.25)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.53)<br>| &nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.25)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.16 | &nbsp;&nbsp;&nbsp; $10.13 | &nbsp;&nbsp; $10.12 | &nbsp;&nbsp; $9.90 | &nbsp;&nbsp; $10.78 | &nbsp;&nbsp; $10.89 |
| Total Return  | 2.20<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.52<br> %<br>| 4.58<br> %<br>| &nbsp;&nbsp; (7.15<br> %)<br>| &nbsp;&nbsp; (0.98<br> %)<br>| 1.64<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $9281709 | &nbsp;&nbsp;&nbsp; $9354197 | &nbsp;&nbsp; $9623652 | &nbsp;&nbsp; $10460717 | &nbsp;&nbsp; $13621273 | &nbsp;&nbsp; $13288386 |
| Ratio of Expenses to Average Net Assets  | 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>|
| Ratio of Expenses to Average Net Assets <br> (Excluding Fees Paid Indirectly) <br>| 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.26<br> %<br>| 0.27<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.61<br> %<br>| 2.93<br> %<br>| 1.17<br> %<br>| 0.39<br> %<br>| 0.38<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 20<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 56<br> %<br>| &nbsp;&nbsp; 43<br> %<br>| &nbsp;&nbsp; 111<br> %<br>| &nbsp;&nbsp; 126<br> %<br>| &nbsp;&nbsp; 47<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** | **DFA World Ex U.S. Government Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $8.49 | &nbsp;&nbsp;&nbsp; $8.08 | &nbsp;&nbsp; $8.20 | &nbsp;&nbsp; $10.10 | &nbsp;&nbsp; $10.85 | &nbsp;&nbsp; $10.85 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.08 | &nbsp;&nbsp;&nbsp;&nbsp;0.15 | 0.11 | 0.08 | 0.07 | 0.07 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.62 | &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp; (1.79)<br>| &nbsp;&nbsp; (0.64)<br>| 0.37 |
| Total from Investment Operations  | 0.25 | &nbsp;&nbsp;&nbsp;&nbsp;0.77 | 0.04 | &nbsp;&nbsp; (1.71)<br>| &nbsp;&nbsp; (0.57)<br>| 0.44 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.33)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.11)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp; (0.44)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $8.58 | &nbsp;&nbsp;&nbsp; $8.49 | &nbsp;&nbsp; $8.08 | &nbsp;&nbsp; $8.20 | &nbsp;&nbsp; $10.10 | &nbsp;&nbsp; $10.85 |
| Total Return  | 2.97<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 9.62<br> %<br>| 0.45<br> %<br>| &nbsp;&nbsp; (17.33<br> %)<br>| &nbsp;&nbsp; (5.34<br> %)<br>| 4.28<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $946426 | &nbsp;&nbsp;&nbsp; $936724 | &nbsp;&nbsp; $1045941 | &nbsp;&nbsp; $1118915 | &nbsp;&nbsp; $1723236 | &nbsp;&nbsp; $1702457 |
| Ratio of Expenses to Average Net Assets  | 0.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.19<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor and <br> Fees Paid Indirectly) <br>| 0.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets <br>| 2.06<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.72<br> %<br>| 1.29<br> %<br>| 0.83<br> %<br>| 0.70<br> %<br>| 0.66<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 18<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 44<br> %<br>| &nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 41<br> %<br>| &nbsp;&nbsp; 31<br> %<br>| &nbsp;&nbsp; 41<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** | **DFA Short-Term Government Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.97 | &nbsp;&nbsp;&nbsp; $9.94 | &nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $10.43 | &nbsp;&nbsp; $10.56 | &nbsp;&nbsp; $10.57 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.51 | 0.32 | 0.15 | 0.01 | 0.06 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;0.01 | 0.15 | &nbsp;&nbsp; (0.69)<br>| &nbsp;&nbsp; (0.13)<br>| 0.01 |
| Total from Investment Operations  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.52 | 0.47 | &nbsp;&nbsp; (0.54)<br>| &nbsp;&nbsp; (0.12)<br>| 0.07 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp;&nbsp; (0.49)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp; (0.08)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp;&nbsp; (0.49)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp; (0.08)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.97 | &nbsp;&nbsp;&nbsp; $9.97 | &nbsp;&nbsp; $9.94 | &nbsp;&nbsp; $9.76 | &nbsp;&nbsp; $10.43 | &nbsp;&nbsp; $10.56 |
| Total Return  | 2.15<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.31<br> %<br>| 4.84<br> %<br>| &nbsp;&nbsp; (5.19<br> %)<br>| &nbsp;&nbsp; (1.15<br> %)<br>| 0.63<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1678765 | &nbsp;&nbsp;&nbsp; $1673855 | &nbsp;&nbsp; $1492484 | &nbsp;&nbsp; $1571784 | &nbsp;&nbsp; $1748372 | &nbsp;&nbsp; $2518761 |
| Ratio of Expenses to Average Net Assets  | 0.17<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.17<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.30<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.14<br> %<br>| 3.24<br> %<br>| 1.53<br> %<br>| 0.11<br> %<br>| 0.52<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 20<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 37<br> %<br>| &nbsp;&nbsp; 74<br> %<br>| &nbsp;&nbsp; 226<br> %<br>| &nbsp;&nbsp; 58<br> %<br>| &nbsp;&nbsp; 85<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** | **DFA Intermediate Government Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.98 | &nbsp;&nbsp;&nbsp; $10.40 | &nbsp;&nbsp; $10.68 | &nbsp;&nbsp; $12.79 | &nbsp;&nbsp; $13.72 | &nbsp;&nbsp; $12.99 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | 0.26 | 0.19 | 0.19 | 0.25 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.19 | &nbsp;&nbsp;&nbsp;&nbsp;0.56 | &nbsp;&nbsp; (0.31)<br>| &nbsp;&nbsp; (2.00)<br>| &nbsp;&nbsp; (0.61)<br>| 0.74 |
| Total from Investment Operations  | 0.35 | &nbsp;&nbsp;&nbsp;&nbsp;0.87 | &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; (1.81)<br>| &nbsp;&nbsp; (0.42)<br>| 0.99 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.26)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.51)<br>| &nbsp;&nbsp; (0.26)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $11.17 | &nbsp;&nbsp;&nbsp; $10.98 | &nbsp;&nbsp; $10.40 | &nbsp;&nbsp; $10.68 | &nbsp;&nbsp; $12.79 | &nbsp;&nbsp; $13.72 |
| Total Return  | 3.22<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8.43<br> %<br>| &nbsp;&nbsp; (0.51<br> %)<br>| &nbsp;&nbsp; (14.37<br> %)<br>| &nbsp;&nbsp; (3.20<br> %)<br>| 7.67<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $5934546 | &nbsp;&nbsp;&nbsp; $6013765 | &nbsp;&nbsp; $5242890 | &nbsp;&nbsp; $4787713 | &nbsp;&nbsp; $6200229 | &nbsp;&nbsp; $5838968 |
| Ratio of Expenses to Average Net Assets  | 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.12<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>| 0.12<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.12<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>| 0.12<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 3.02<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.81<br> %<br>| 2.36<br> %<br>| 1.62<br> %<br>| 1.44<br> %<br>| 1.85<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 4<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 12<br> %<br>| &nbsp;&nbsp; 24<br> %<br>| &nbsp;&nbsp; 22<br> %<br>| &nbsp;&nbsp; 25<br> %<br>| &nbsp;&nbsp; 45<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** | **DFA Short-Term Extended Quality Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.40 | &nbsp;&nbsp;&nbsp; $10.22 | &nbsp;&nbsp; $10.06 | &nbsp;&nbsp; $10.93 | &nbsp;&nbsp; $10.97 | &nbsp;&nbsp; $10.95 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.45 | 0.31 | 0.16 | 0.09 | 0.13 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.03 | &nbsp;&nbsp;&nbsp;&nbsp;0.18 | 0.25 | &nbsp;&nbsp; (0.90)<br>| &nbsp;&nbsp; (0.10)<br>| 0.10 |
| Total from Investment Operations  | 0.24 | &nbsp;&nbsp;&nbsp;&nbsp;0.63 | 0.56 | &nbsp;&nbsp; (0.74)<br>| &nbsp;&nbsp; (0.01)<br>| 0.23 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp;&nbsp; (0.45)<br>| &nbsp;&nbsp; (0.40)<br>| &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; (0.21)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp;&nbsp; (0.45)<br>| &nbsp;&nbsp; (0.40)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; (0.21)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.46 | &nbsp;&nbsp;&nbsp; $10.40 | &nbsp;&nbsp; $10.22 | &nbsp;&nbsp; $10.06 | &nbsp;&nbsp; $10.93 | &nbsp;&nbsp; $10.97 |
| Total Return  | 2.33<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6.25<br> %<br>| 5.61<br> %<br>| &nbsp;&nbsp; (6.81<br> %)<br>| &nbsp;&nbsp; (0.05<br> %)<br>| 2.13<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $5598667 | &nbsp;&nbsp;&nbsp; $5695139 | &nbsp;&nbsp; $5913065 | &nbsp;&nbsp; $6497061 | &nbsp;&nbsp; $7281208 | &nbsp;&nbsp; $6246736 |
| Ratio of Expenses to Average Net Assets  | 0.18<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.18<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.10<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.36<br> %<br>| 3.00<br> %<br>| 1.52<br> %<br>| 0.80<br> %<br>| 1.20<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 15<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 49<br> %<br>| &nbsp;&nbsp; 34<br> %<br>| &nbsp;&nbsp; 74<br> %<br>| &nbsp;&nbsp; 80<br> %<br>| &nbsp;&nbsp; 40<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** | **DFA Intermediate-Term Extended Quality Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $9.63 | &nbsp;&nbsp;&nbsp; $8.82 | $8.81 | $11.49 | $11.79 | $11.29 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.41 | 0.35 | 0.29 | 0.28 | 0.32 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.03)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.79 |  | (2.49)<br>| (0.21)<br>| 0.50 |
| Total from Investment Operations  | 0.18 | &nbsp;&nbsp;&nbsp;&nbsp;1.20 | 0.35 | (2.20)<br>| 0.07 | 0.82 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| (0.34)<br>| (0.29)<br>| (0.28)<br>| (0.32)<br>|
| Net Realized Gains  |  | &nbsp;&nbsp;&nbsp; — |  | (0.19)<br>| (0.09)<br>|  |
| Total Distributions  | (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| (0.34)<br>| (0.48)<br>| (0.37)<br>| (0.32)<br>|
| Net Asset Value, End of Period | $9.62 | &nbsp;&nbsp;&nbsp; $9.63 | $8.82 | $8.81 | $11.49 | $11.79 |
| Total Return  | 1.85<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 13.73<br> %<br>| 3.86<br> %<br>| (19.74<br> %)<br>| 0.52<br> %<br>| 7.37<br> %<br>|
| Net Assets, End of Period (thousands)  | $1830345 | &nbsp;&nbsp;&nbsp; $1853936 | $1278871 | $1290771 | $2073764 | $2131021 |
| Ratio of Expenses to Average Net Assets  | 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.21<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses <br> Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.21<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 4.56<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.30<br> %<br>| 3.79<br> %<br>| 2.83<br> %<br>| 2.44<br> %<br>| 2.80<br> %<br>|
| Portfolio Turnover Rate  | 12<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 23<br> %<br>| 53<br> %<br>| 21<br> %<br>| 43<br> %<br>| 42<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** | **DFA Targeted Credit Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.53 | &nbsp;&nbsp;&nbsp; $9.20 | &nbsp;&nbsp; $8.99 | &nbsp;&nbsp; $10.18 | &nbsp;&nbsp; $10.18 | &nbsp;&nbsp; $10.19 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | 0.24 | 0.16 | 0.14 | 0.16 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.08 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.26 | &nbsp;&nbsp; (1.08)<br>| &nbsp;&nbsp; (0.05)<br>| 0.07 |
| Total from Investment Operations  | 0.24 | &nbsp;&nbsp;&nbsp;&nbsp;0.64 | 0.50 | &nbsp;&nbsp; (0.92)<br>| 0.09 | 0.23 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.31)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.24)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (—)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.31)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.24)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.61 | &nbsp;&nbsp;&nbsp; $9.53 | &nbsp;&nbsp; $9.20 | &nbsp;&nbsp; $8.99 | &nbsp;&nbsp; $10.18 | &nbsp;&nbsp; $10.18 |
| Total Return  | 2.51<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7.03<br> %<br>| 5.59<br> %<br>| &nbsp;&nbsp; (9.17<br> %)<br>| 0.85<br> %<br>| 2.32<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $848409 | &nbsp;&nbsp;&nbsp; $771482 | &nbsp;&nbsp; $917176 | &nbsp;&nbsp; $866074 | &nbsp;&nbsp; $936850 | &nbsp;&nbsp; $818911 |
| Ratio of Expenses to Average Net Assets  | 0.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.47<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.23<br> %<br>| 2.63<br> %<br>| 1.63<br> %<br>| 1.41<br> %<br>| 1.61<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 35<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 33<br> %<br>| &nbsp;&nbsp; 39<br> %<br>| &nbsp;&nbsp; 65<br> %<br>| &nbsp;&nbsp; 35<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** | **DFA Global Core Plus Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.19 | &nbsp;&nbsp;&nbsp; $8.59 | &nbsp;&nbsp; $8.54 | &nbsp;&nbsp; $10.67 | &nbsp;&nbsp; $10.91 | &nbsp;&nbsp; $10.50 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.29 | 0.22 | 0.20 | 0.20 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.04 | &nbsp;&nbsp;&nbsp;&nbsp;0.74 | 0.04 | &nbsp;&nbsp; (2.07)<br>| &nbsp;&nbsp; (0.22)<br>| 0.39 |
| Total from Investment Operations  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;1.07 | 0.33 | &nbsp;&nbsp; (1.85)<br>| &nbsp;&nbsp; (0.02)<br>| 0.59 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.47)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.18)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.47)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; (0.18)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.23 | &nbsp;&nbsp;&nbsp; $9.19 | &nbsp;&nbsp; $8.59 | &nbsp;&nbsp; $8.54 | &nbsp;&nbsp; $10.67 | &nbsp;&nbsp; $10.91 |
| Total Return  | 2.25<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12.59<br> %<br>| 3.79<br> %<br>| &nbsp;&nbsp; (17.71<br> %)<br>| &nbsp;&nbsp; (0.22<br> %)<br>| 5.69<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $2621574 | &nbsp;&nbsp;&nbsp; $2639232 | &nbsp;&nbsp; $2593086 | &nbsp;&nbsp; $2400574 | &nbsp;&nbsp; $3119475 | &nbsp;&nbsp; $2368742 |
| Ratio of Expenses to Average Net Assets  | 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.23<br> %<br>| 0.24<br> %<br>| 0.25<br> %<br>| 0.28<br> %<br>| 0.29<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.24<br> %<br>| 0.24<br> %<br>| 0.25<br> %<br>| 0.28<br> %<br>| 0.29<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 3.65<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.65<br> %<br>| 3.28<br> %<br>| 2.28<br> %<br>| 1.87<br> %<br>| 1.90<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 21<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 33<br> %<br>| &nbsp;&nbsp; 33<br> %<br>| &nbsp;&nbsp; 45<br> %<br>| &nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 32<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** | **DFA Investment Grade Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.06 | &nbsp;&nbsp;&nbsp; $9.44 | &nbsp;&nbsp; $9.47 | &nbsp;&nbsp; $11.60 | &nbsp;&nbsp; $11.96 | &nbsp;&nbsp; $11.38 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.19 | &nbsp;&nbsp;&nbsp;&nbsp;0.38 | 0.32 | 0.25 | 0.24 | 0.28 |
| Net Gains (Losses) on Securities (Realized <br> and Unrealized) <br>| 0.03 | &nbsp;&nbsp;&nbsp;&nbsp;0.60 | &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (2.04)<br>| &nbsp;&nbsp; (0.36)<br>| 0.57 |
| Total from Investment Operations  | 0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.98 | 0.24 | &nbsp;&nbsp; (1.79)<br>| &nbsp;&nbsp; (0.12)<br>| 0.85 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.27)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.27)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.09 | &nbsp;&nbsp;&nbsp; $10.06 | &nbsp;&nbsp; $9.44 | &nbsp;&nbsp; $9.47 | &nbsp;&nbsp; $11.60 | &nbsp;&nbsp; $11.96 |
| Total Return  | 2.27<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10.47<br> %<br>| 2.43<br> %<br>| &nbsp;&nbsp; (15.69<br> %)<br>| &nbsp;&nbsp; (1.01<br> %)<br>| 7.54<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $11897506 | &nbsp;&nbsp;&nbsp; $11882621 | &nbsp;&nbsp; $10165939 | &nbsp;&nbsp; $9997470 | &nbsp;&nbsp; $13622911 | &nbsp;&nbsp; $11162601 |
| Ratio of Expenses to Average Net Assets  | 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Expenses to Average Net Assets <br> (Excluding Fees Waived, Expenses <br> Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 3.88<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.81<br> %<br>| 3.23<br> %<br>| 2.38<br> %<br>| 2.02<br> %<br>| 2.38<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 12<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 28<br> %<br>| &nbsp;&nbsp; 24<br> %<br>| &nbsp;&nbsp; 25<br> %<br>| &nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 22<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** | **DFA Diversified Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $9.23 | &nbsp;&nbsp;&nbsp; $8.92 | $8.98 | $10.13 | $10.36 | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.18 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.25 | 0.21 | 0.17 | 0.17 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | (0.07)<br>| (1.07)<br>| (0.22)<br>| 0.35 |
| Total from Investment Operations  | 0.30 | &nbsp;&nbsp;&nbsp;&nbsp;0.63 | 0.18 | (0.86)<br>| (0.05)<br>| 0.52 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.32)<br>| (0.24)<br>| (0.21)<br>| (0.17)<br>| (0.16)<br>|
| Net Realized Gains  |  | &nbsp;&nbsp;&nbsp; — |  | (0.08)<br>| (0.01)<br>|  |
| Total Distributions  | (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.32)<br>| (0.24)<br>| (0.29)<br>| (0.18)<br>| (0.16)<br>|
| Net Asset Value, End of Period | $9.36 | &nbsp;&nbsp;&nbsp; $9.23 | $8.92 | $8.98 | $10.13 | $10.36 |
| Total Return  | 3.25<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7.17<br> %<br>| 1.97<br> %<br>| (8.63<br> %)<br>| (0.54<br> %)<br>| 5.26<br> %<br>|
| Net Assets, End of Period (thousands)  | $1691587 | &nbsp;&nbsp;&nbsp; $1716948 | $1680574 | $1931543 | $2361921 | $1528078 |
| Ratio of Expenses to Average Net Assets \*(D) | 0.15<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.15<br> %<br>| 0.15<br> %<br>| 0.15<br> %<br>| 0.15<br> %<br>| 0.15<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses <br> Reimbursed by Advisor and Fees Paid Indirectly) \*(D)<br>| 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.26<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>| 0.27<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.84<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.55<br> %<br>| 2.77<br> %<br>| 2.17<br> %<br>| 1.63<br> %<br>| 1.61<br> %<br>|
| Portfolio Turnover Rate  | 28<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 19<br> %<br>| 17<br> %<br>| 43<br> %<br>| 2<br> %<br>| 12<br> %<br>|
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and <br> expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in <br> Underlying Funds as follows:<br>| 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.11<br> %<br>| 0.11<br> %<br>| 0.10<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** | **DFA LTIP Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $5.87 | &nbsp;&nbsp;&nbsp; $5.35 | &nbsp;&nbsp; $6.56 | &nbsp;&nbsp; $11.94 | &nbsp;&nbsp; $12.16 | &nbsp;&nbsp; $10.11 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.15 | &nbsp;&nbsp;&nbsp;&nbsp;0.29 | 0.39 | 0.83 | 0.56 | 0.20 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| &nbsp;&nbsp; (0.48)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.55 | &nbsp;&nbsp; (1.29)<br>| &nbsp;&nbsp; (5.17)<br>| 0.39 | 1.99 |
| Total from Investment Operations  | &nbsp;&nbsp; (0.33)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.84 | &nbsp;&nbsp; (0.90)<br>| &nbsp;&nbsp; (4.34)<br>| 0.95 | 2.19 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp;&nbsp; (0.32)<br>| &nbsp;&nbsp; (0.31)<br>| &nbsp;&nbsp; (0.77)<br>| &nbsp;&nbsp; (0.52)<br>| &nbsp;&nbsp; (0.14)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.65)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp;&nbsp; (0.32)<br>| &nbsp;&nbsp; (0.31)<br>| &nbsp;&nbsp; (1.04)<br>| &nbsp;&nbsp; (1.17)<br>| &nbsp;&nbsp; (0.14)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $5.43 | &nbsp;&nbsp;&nbsp; $5.87 | &nbsp;&nbsp; $5.35 | &nbsp;&nbsp; $6.56 | &nbsp;&nbsp; $11.94 | &nbsp;&nbsp; $12.16 |
| Total Return  | &nbsp;&nbsp; (5.67<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 15.68<br> %<br>| &nbsp;&nbsp; (14.47<br> %)<br>| &nbsp;&nbsp; (38.26<br> %)<br>| 8.30<br> %<br>| 21.75<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $356168 | &nbsp;&nbsp;&nbsp; $368209 | &nbsp;&nbsp; $304486 | &nbsp;&nbsp; $296218 | &nbsp;&nbsp; $387222 | &nbsp;&nbsp; $290675 |
| Ratio of Expenses to Average Net Assets  | 0.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.14<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.14<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 5.78<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.94<br> %<br>| 5.92<br> %<br>| 8.72<br> %<br>| 4.86<br> %<br>| 1.71<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 12<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 10<br> %<br>| &nbsp;&nbsp; 27<br> %<br>| &nbsp;&nbsp; 60<br> %<br>| &nbsp;&nbsp; 39<br> %<br>| &nbsp;&nbsp; 65<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** | **DFA Inflation-Protected Securities Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.95 | &nbsp;&nbsp;&nbsp; $10.39 | &nbsp;&nbsp; $10.80 | &nbsp;&nbsp; $13.32 | &nbsp;&nbsp; $13.05 | &nbsp;&nbsp; $12.03 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.32 | 0.43 | 0.94 | 0.61 | 0.19 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.19 | &nbsp;&nbsp;&nbsp;&nbsp;0.59 | &nbsp;&nbsp; (0.48)<br>| &nbsp;&nbsp; (2.50)<br>| 0.27 | 0.97 |
| Total from Investment Operations  | 0.36 | &nbsp;&nbsp;&nbsp;&nbsp;0.91 | &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; (1.56)<br>| 0.88 | 1.16 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.95)<br>| &nbsp;&nbsp; (0.57)<br>| &nbsp;&nbsp; (0.13)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp; (0.04)<br>| &nbsp;&nbsp; (0.01)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.96)<br>| &nbsp;&nbsp; (0.61)<br>| &nbsp;&nbsp; (0.14)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $11.21 | &nbsp;&nbsp;&nbsp; $10.95 | &nbsp;&nbsp; $10.39 | &nbsp;&nbsp; $10.80 | &nbsp;&nbsp; $13.32 | &nbsp;&nbsp; $13.05 |
| Total Return  | 3.32<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8.81<br> %<br>| &nbsp;&nbsp; (0.54<br> %)<br>| &nbsp;&nbsp; (12.04<br> %)<br>| 6.91<br> %<br>| 9.69<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $5086311 | &nbsp;&nbsp;&nbsp; $5057293 | &nbsp;&nbsp; $5098223 | &nbsp;&nbsp; $5892432 | &nbsp;&nbsp; $7223739 | &nbsp;&nbsp; $5622483 |
| Ratio of Expenses to Average Net Assets  | 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 3.26<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.92<br> %<br>| 3.91<br> %<br>| 7.59<br> %<br>| 4.58<br> %<br>| 1.49<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 7<br> %<br>| &nbsp;&nbsp; 9<br> %<br>| &nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 1<br> %<br>| &nbsp;&nbsp; 15<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** | **DFA Short-Duration Real Return Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.81 | &nbsp;&nbsp;&nbsp; $10.51 | &nbsp;&nbsp; $10.14 | &nbsp;&nbsp; $10.58 | &nbsp;&nbsp; $10.05 | &nbsp;&nbsp; $10.06 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.46 | 0.32 | 0.17 | 0.12 | 0.17 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.22 | 0.22 | &nbsp;&nbsp; (0.51)<br>| 0.49 | 0.07 |
| Total from Investment Operations  | 0.35 | &nbsp;&nbsp;&nbsp;&nbsp;0.68 | 0.54 | &nbsp;&nbsp; (0.34)<br>| 0.61 | 0.24 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.43)<br>| &nbsp;&nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (0.25)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.43)<br>| &nbsp;&nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (0.25)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.73 | &nbsp;&nbsp;&nbsp; $10.81 | &nbsp;&nbsp; $10.51 | &nbsp;&nbsp; $10.14 | &nbsp;&nbsp; $10.58 | &nbsp;&nbsp; $10.05 |
| Total Return  | 3.38<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6.63<br> %<br>| 5.38<br> %<br>| &nbsp;&nbsp; (3.21<br> %)<br>| 6.13<br> %<br>| 2.43<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1962391 | &nbsp;&nbsp;&nbsp; $1940586 | &nbsp;&nbsp; $1978527 | &nbsp;&nbsp; $2171424 | &nbsp;&nbsp; $1797965 | &nbsp;&nbsp; $1393554 |
| Ratio of Expenses to Average Net Assets  | 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 4.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.41<br> %<br>| 3.07<br> %<br>| 1.67<br> %<br>| 1.17<br> %<br>| 1.68<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 22<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 43<br> %<br>| &nbsp;&nbsp; 42<br> %<br>| &nbsp;&nbsp; 56<br> %<br>| &nbsp;&nbsp; 72<br> %<br>| &nbsp;&nbsp; 44<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** | **DFA Global**<br> **Core Plus**<br> **Real Return**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Period**<br> **Apr 26,**<br> **2021Ʊ to**<br> **Oct 31,**<br> **2021**<br>|
|  | **(Unaudited)** |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.57 | &nbsp;&nbsp;&nbsp; $8.97 | &nbsp;&nbsp; $8.94 | &nbsp;&nbsp; $10.44 | &nbsp;&nbsp; $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.15 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | 0.27 | 0.19 | 0.08 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.75 | 0.01 | &nbsp;&nbsp; (1.55)<br>| 0.40 |
| Total from Investment Operations  | 0.26 | &nbsp;&nbsp;&nbsp;&nbsp;1.06 | 0.28 | &nbsp;&nbsp; (1.36)<br>| 0.48 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.46)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.04)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.46)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; (0.04)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.68 | &nbsp;&nbsp;&nbsp; $9.57 | &nbsp;&nbsp; $8.97 | &nbsp;&nbsp; $8.94 | &nbsp;&nbsp; $10.44 |
| Total Return  | 2.71<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 11.99<br> %<br>| 3.14<br> %<br>| &nbsp;&nbsp; (13.16<br> %)<br>| 4.78<br> %(B)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $269568 | &nbsp;&nbsp;&nbsp; $265238 | &nbsp;&nbsp; $241596 | &nbsp;&nbsp; $283912 | &nbsp;&nbsp; $282809 |
| Ratio of Expenses to Average Net Assets  | 0.29<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.29<br> %<br>| 0.28<br> %<br>| 0.29<br> %<br>| 0.30<br> %(C)(E)<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.29<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.29<br> %<br>| 0.30<br> %<br>| 0.35<br> %<br>| 0.38<br> %(C)(E)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.35<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.26<br> %<br>| 2.91<br> %<br>| 1.90<br> %<br>| 1.34<br> %(C)(E)<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 27<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 34<br> %<br>| &nbsp;&nbsp; 37<br> %<br>| &nbsp;&nbsp; 80<br> %<br>| &nbsp;&nbsp; 27<br> %(B)<br>|

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See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios as of April 30, 2025, of which seventeen (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The DFA Diversified Fixed Income Portfolio achieves its investment objective by investing directly in securities as listed on its Schedule of Investments and/or in other series of the Fund as indicated below (collectively, the "Underlying Funds"). The Underlying Funds' financial statements are included in this report. As of April 30, 2025, the Portfolio was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

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| | | |
|:---|:---|:---|
| **Fund of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
| DFA Diversified Fixed Income Portfolio | DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 11% |
|  | &nbsp;&nbsp; DFA Intermediate Government Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 14% |

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**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the Portfolios are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. Securities for which quotations are not readily available (including restricted

------

securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

OTC derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy. Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures approved by the Board. These securities are generally categorized as Level 2 in the hierarchy.

Shares held by the Portfolios in other investment companies (such as the Underlying Funds shares held by the DFA Diversified Fixed Income Portfolio) are valued at their respective daily net asset values as reported by their administrator. These valuations are classified as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

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

2. Foreign Currency Translation: Securities and other assets and liabilities of DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA World ex U.S. Government Fixed Income Portfolio, DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Global Core Plus Real Return Portfolio (the "International Fixed Income Portfolios"), DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio and DFA Short-Duration Real Return Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio and DFA Short-Duration Real Return Portfolio may also enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged. The DFA Selectively Hedged Global Fixed Income Portfolio may also enter into foreign currency forward contracts in order to gain exposure to foreign currencies in a more efficient manner. Forward currency contracts are marked-to-market daily based on daily forward exchange rates.

The International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio and DFA Short-Duration Real Return Portfolio isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Fixed Income Portfolios, DFA Investment Grade Portfolio, DFA Diversified Fixed Income Portfolio and DFA Short-Duration Real Return Portfolio and the U.S. dollar equivalent amounts actually received or paid.

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

3. Treasury Inflation-Protected Securities (TIPS): Inflation-protected securities (also known as inflation indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments. Inflation-protected securities include Treasury Inflation-Protected Securities ("TIPS"), which are securities issued by the U.S. Treasury. The principal value of TIPS is adjusted for inflation (payable at maturity) and the semi-annual interest payments by TIPS equal a fixed percentage of the inflation-adjusted principal amount. These inflation adjustments are based upon the Consumer Price Index for Urban Consumers (CPI-U). The original principal value of TIPS is guaranteed, even during period of deflation. At maturity, TIPS are redeemed at the greater of their inflation-adjusted principal or par amount at original issue. Other types of inflation-protected securities may use other methods to adjust for inflation and other measures of inflation. Additionally, inflation-protected securities issued by entities other than the U.S. Treasury may not provide a guarantee of principal value at maturity.

4. To-Be-Announced (TBA) Commitments: TBA commitments are commitments to purchase or sell mortgage-backed securities for a fixed price at a future date, typically not exceeding 90 days. TBA's may be considered securities in themselves and involve a risk of loss if the value of the security to be purchased declines prior to the settlement date. This risk is in addition to the risk of decline in each Portfolio's other assets. Unsettled TBA securities are valued by the Advisor using evaluations from an independent pricing service based on the characteristics of the securities to be delivered or received.

5. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by Dimensional Fund Advisors LP (the "Advisor"): the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

6. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

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The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the six months ended April 30, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| DFA One-Year Fixed Income Portfolio | 0.10<br> %<br>|
| DFA Two-Year Global Fixed Income Portfolio | 0.14<br> %<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | 0.14<br> %<br>|
| DFA Five-Year Global Fixed Income Portfolio | 0.18<br> %<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | 0.16<br> %<br>|
| DFA Short-Term Government Portfolio | 0.14<br> %<br>|
| DFA Intermediate Government Fixed Income Portfolio | 0.09<br> %<br>|
| DFA Short-Term Extended Quality Portfolio | 0.15<br> %<br>|
| DFA Intermediate-Term Extended Quality Portfolio | 0.16<br> %<br>|
| DFA Targeted Credit Portfolio | 0.18<br> %<br>|
| DFA Global Core Plus Fixed Income Portfolio | 0.20<br> %<br>|
| DFA Investment Grade Portfolio | 0.16<br> %<br>|
| DFA Diversified Fixed Income Portfolio | 0.12<br> %<br>|
| DFA LTIP Portfolio | 0.10<br> %<br>|
| DFA Inflation-Protected Securities Portfolio | 0.09<br> %<br>|
| DFA Short-Duration Real Return Portfolio | 0.18<br> %<br>|
| DFA Global Core Plus Real Return Portfolio | 0.21<br> %<br>|

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Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for each of the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board of Directors prior to such applicable date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2025, waived fees/assumed expenses during the six months ended April 30, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With

------

respect to the DFA Short-Duration Real Return Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset the Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

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| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Total**<br> **Management**<br> **Fee Limit**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| DFA Selectively Hedged Global Fixed Income <br> Portfolio (1)<br>| 0.25<br> %<br>|  |  |  |
| DFA World ex U.S. Government Fixed Income <br> Portfolio (1)<br>| 0.20<br> %<br>|  | $10 | $1 |
| DFA Short-Term Government Portfolio (2) | 0.20<br> %<br>|  |  |  |
| DFA Short-Term Extended Quality Portfolio (1) | 0.18<br> %<br>|  | 4 |  |
| DFA Intermediate-Term Extended Quality <br> Portfolio (1)<br>| 0.20<br> %<br>|  |  |  |
| DFA Targeted Credit Portfolio (1) | 0.20<br> %<br>|  |  | 73 |
| DFA Global Core Plus Fixed Income Portfolio (3) | 0.23<br> %<br>|  |  | 15 |
| DFA Investment Grade Portfolio (4) | 0.19<br> %<br>|  |  |  |
| DFA Diversified Fixed Income Portfolio (3) | 0.15<br> %<br>|  |  | 870 |
| DFA LTIP Portfolio (1) | 0.15<br> %<br>|  |  |  |
| DFA Inflation-Protected Securities Portfolio (1) | 0.20<br> %<br>|  |  |  |
| DFA Short-Duration Real Return Portfolio (5) | 0.24<br> %<br>| 0.18<br> %<br>|  |  |
| DFA Global Core Plus Real Return Portfolio (3) | 0.29<br> %<br>|  | 36 |  |

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

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio, on an annualized basis, <br> to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the ordinary <br> operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a class of the <br> Portfolio so that such Portfolio Expenses, on an annualized basis, do not exceed the rate reflected above for a class of the Portfolio (the "Expense <br> Limitation Amount").<br>|
| (3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding <br> money market funds and the Short Term Series, but excluding the expenses that the Portfolio incurs indirectly through its investment in <br> unaffiliated investment companies)("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the <br> rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").<br>|
| (4) The Advisor has agreed to waive all or a portion of its management fee and to assume the expenses of a class of the Portfolio (including <br> the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs <br> indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment in unaffiliated investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit Portfolio Expenses of a class of the Portfolio, on an annualized basis, to the <br> rate listed above as a percentage of the average net assets of a class of the Portfolio (the "Expense Limitation Amount").<br>|
| (5) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.18% to the extent necessary <br> to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, <br> except for the fees paid through its investment of securities lending cash collateral in the Short Term Series (the "Underlying Funds"). In addition, <br> under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the ordinary <br> operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the <br> Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term <br> Series and the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) ("Portfolio Expenses") <br> to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets <br> of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").<br>|

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

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2025** | **10/31/2026** | **10/31/2027** | **4/30/2028** | **Total** |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; $93 | $37 | $2 | $1 | $133 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 77 | 203 | 205 | 73 | 558 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; — |  | 160 | 15 | 175 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1130 | 2108 | 1806 | 870 | 5914 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 31 | 35 | 8 |  | 74 |

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**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the six months ended April 30, 2025, expenses reduced were as follows (amount in thousands):

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| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; $18 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of April 30, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $204 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 153 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 14 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 147 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 3 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 42 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 56 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 37 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 11 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 3 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 7 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 32 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 5 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 1 |

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| | |
|:---|:---|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; $23 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 6 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 1 |

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**E. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $277858 | &nbsp;&nbsp; $401325 | &nbsp;&nbsp; $188533 | &nbsp;&nbsp; $40122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Two-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 39625 | &nbsp;&nbsp; 406553 | &nbsp;&nbsp; 382122 | &nbsp;&nbsp; 175718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Selectively Hedged Global Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 16008 | &nbsp;&nbsp; 117509 | &nbsp;&nbsp; 109935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Five-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 25007 | &nbsp;&nbsp; 532507 | &nbsp;&nbsp; 725209 | &nbsp;&nbsp; 381623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA World ex U.S. Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 6310 | &nbsp;&nbsp; 20931 | &nbsp;&nbsp; 159898 | &nbsp;&nbsp; 168348 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 141217 | &nbsp;&nbsp; 131325 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Intermediate Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 246828 | &nbsp;&nbsp; 399300 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 60637 | &nbsp;&nbsp; 578976 | &nbsp;&nbsp; 927689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Intermediate-Term Extended Quality <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 11354 | &nbsp;&nbsp; 211556 | &nbsp;&nbsp; 199428 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 288999 | &nbsp;&nbsp; 229552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Global Core Plus Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 17998 | &nbsp;&nbsp; 15003 | &nbsp;&nbsp; 526345 | &nbsp;&nbsp; 518766 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 935277 | &nbsp;&nbsp; 855784 | &nbsp;&nbsp; 789638 | &nbsp;&nbsp; 532368 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 409806 | &nbsp;&nbsp; 273017 | &nbsp;&nbsp; 12341 | &nbsp;&nbsp; 25875 |
| DFA LTIP Portfolio | &nbsp;&nbsp; 53958 | &nbsp;&nbsp; 43856 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 277339 | &nbsp;&nbsp; 389141 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 35967 | &nbsp;&nbsp; 71165 | &nbsp;&nbsp; 379564 | &nbsp;&nbsp; 233526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Global Core Plus Real Return <br> Portfolio<br>| &nbsp;&nbsp; 8039 | &nbsp;&nbsp; 8642 | &nbsp;&nbsp; 62380 | &nbsp;&nbsp; 58253 |

---

For the six months ended April 30, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

------

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **DFA One-Year Fixed Income** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>|  | $12157 | $12157 |  |  |  |  | $25 |  |
| **Total** | **—** | **$12157** | **$12157** | **—** | **—** | **—** |  | **$25** | **—** |
| **DFA Two-Year Global Fixed** <br> **Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $41680 | $39163 | $80843 | $6 | $(3)<br>| $3 |  | $256 |  |
| **Total** | **$41680** | **$39163** | **$80843** | **$6** | **$(3)**<br>| **$3** |  | **$256** | **—** |
| **DFA Selectively Hedged Global** <br> **Fixed Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $10455 | $47515 | $51205 | $1 | $(1)<br>| $6765 | 585 | $119 |  |
| **Total** | **$10455** | **$47515** | **$51205** | **$1** | **$(1)**<br>| **$6765** |  | **$119** | **—** |
| **DFA Five-Year Global Fixed** <br> **Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $83348 | $100407 | $183510 | $12 | $(5)<br>| $252 | 22 | $566 |  |
| **Total** | **$83348** | **$100407** | **$183510** | **$12** | **$(5)**<br>| **$252** |  | **$566** | **—** |
| **DFA Short-Term Extended Quality** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $30581 | $227100 | $208539 | $(2)<br>| $(5)<br>| $49135 | 4249 | $779 |  |
| **Total** | **$30581** | **$227100** | **$208539** | **$(2)**<br>| **$(5)**<br>| **$49135** |  | **$779** | **—** |
| **DFA Intermediate-Term Extended** <br> **Quality Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $30062 | $224977 | $183741 | $(3)<br>| $(10)<br>| $71285 | 6164 | $1328 |  |
| **Total** | **$30062** | **$224977** | **$183741** | **$(3)**<br>| **$(10)**<br>| **$71285** |  | **$1328** | **—** |
| **DFA Targeted Credit Portfolio** |  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $6093 | $106479 | $102804 | $(1)<br>| $(2)<br>| $9765 | 844 | $305 |  |
| **Total** | **$6093** | **$106479** | **$102804** | **$(1)**<br>| **$(2)**<br>| **$9765** |  | **$305** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **DFA Global Core Plus Fixed** <br> **Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $49475 | $163973 | $164634 | $(3)<br>| $(1)<br>| $48810 | 4220 |  |  |
| **Total** | **$49475** | **$163973** | **$164634** | **$(3)**<br>| **$(1)**<br>| **$48810** |  | **—** | **—** |
| **DFA Investment Grade Portfolio** |  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $402706 | $525485 | $612132 | $20 | $(46)<br>| $316033 | 27327 | $7206 |  |
| **Total** | **$402706** | **$525485** | **$612132** | **$20** | **$(46)**<br>| **$316033** |  | **$7206** | **—** |
| **DFA Diversified Fixed Income** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| DFA Intermediate Government <br> Fixed Income Portfolio<br>| $851587 | $12342 | $25875 | $(4492)<br>| $19071 | $852633 | 76332 | $12341 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 523277 | 11639 | 27830 | (452)<br>| (39)<br>| 506595 | 51379 | 11639 |  |
| **Total** | **$1374864** | **$23981** | **$53705** | **$(4944)**<br>| **$19032** | **$1359228** |  | **$23980** | **—** |
| **DFA Short-Duration Real Return** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $12168 | $74147 | $66356 | $(1)<br>| $(1)<br>| $19957 | 1726 | $257 |  |
| **Total** | **$12168** | **$74147** | **$66356** | **$(1)**<br>| **$(1)**<br>| **$19957** |  | **$257** | **—** |
| **DFA Global Core Plus Real** <br> **Return Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $5628 | $29886 | $29264 |  |  | $6250 | 540 | $116 |  |
| **Total** | **$5628** | **$29886** | **$29264** | **—** | **—** | **$6250** |  | **$116** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2024, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, net foreign currency gains/losses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, distributions received from real estate investment trusts and distribution redesignations, and bond amortization, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

------

The tax character of dividends and distributions declared and paid during the years ended October 31, 2023, and October 31, 2024, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA One-Year Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $139456 | &nbsp;&nbsp; — | &nbsp;&nbsp; $139456 |
| 2024 | &nbsp;&nbsp; 229188 | &nbsp;&nbsp; — | &nbsp;&nbsp; 229188 |
| DFA Two-Year Global Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 118218 | &nbsp;&nbsp; — | &nbsp;&nbsp; 118218 |
| 2024 | &nbsp;&nbsp; 196491 | &nbsp;&nbsp; — | &nbsp;&nbsp; 196491 |
| DFA Selectively Hedged Global Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 454 | &nbsp;&nbsp; — | &nbsp;&nbsp; 454 |
| 2024 | &nbsp;&nbsp; 38276 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38276 |
| DFA Five-Year Global Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 223411 | &nbsp;&nbsp; — | &nbsp;&nbsp; 223411 |
| 2024 | &nbsp;&nbsp; 493009 | &nbsp;&nbsp; — | &nbsp;&nbsp; 493009 |
| DFA World ex U.S. Government Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 20060 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20060 |
| 2024 | &nbsp;&nbsp; 42826 | &nbsp;&nbsp; — | &nbsp;&nbsp; 42826 |
| DFA Short-Term Government Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 44032 | &nbsp;&nbsp; — | &nbsp;&nbsp; 44032 |
| 2024 | &nbsp;&nbsp; 74582 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74582 |
| DFA Intermediate Government Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 108613 | &nbsp;&nbsp; — | &nbsp;&nbsp; 108613 |
| 2024 | &nbsp;&nbsp; 152473 | &nbsp;&nbsp; — | &nbsp;&nbsp; 152473 |
| DFA Short-Term Extended Quality Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 236492 | &nbsp;&nbsp; — | &nbsp;&nbsp; 236492 |
| 2024 | &nbsp;&nbsp; 249366 | &nbsp;&nbsp; — | &nbsp;&nbsp; 249366 |
| DFA Intermediate-Term Extended Quality Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 46186 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46186 |
| 2024 | &nbsp;&nbsp; 63498 | &nbsp;&nbsp; — | &nbsp;&nbsp; 63498 |
| DFA Targeted Credit Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 29651 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29651 |
| 2024 | &nbsp;&nbsp; 27100 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27100 |
| DFA Global Core Plus Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 78104 | &nbsp;&nbsp; — | &nbsp;&nbsp; 78104 |
| 2024 | &nbsp;&nbsp; 135326 | &nbsp;&nbsp; — | &nbsp;&nbsp; 135326 |
| DFA Investment Grade Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 282362 | &nbsp;&nbsp; — | &nbsp;&nbsp; 282362 |
| 2024 | &nbsp;&nbsp; 399073 | &nbsp;&nbsp; — | &nbsp;&nbsp; 399073 |
| DFA Diversified Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 50318 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50318 |
| 2024 | &nbsp;&nbsp; 60117 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60117 |
| DFA LTIP Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 15322 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15322 |
| 2024 | &nbsp;&nbsp; 19275 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19275 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA Inflation-Protected Securities Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $184142 | &nbsp;&nbsp; — | &nbsp;&nbsp; $184142 |
| 2024 | &nbsp;&nbsp; 164208 | &nbsp;&nbsp; — | &nbsp;&nbsp; 164208 |
| DFA Short-Duration Real Return Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 36318 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36318 |
| 2024 | &nbsp;&nbsp; 70751 | &nbsp;&nbsp; — | &nbsp;&nbsp; 70751 |
| DFA Global Core Plus Real Return Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 6778 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6778 |
| 2024 | &nbsp;&nbsp; 12500 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12500 |

---

As of October 31, 2024, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $(4334)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(4334)<br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; (10071)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (10071)<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; (2517)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2517)<br>|
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; (24039)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (24039)<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; (3226)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (3226)<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; (1732)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (1732)<br>|
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; (3292)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (3292)<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; (10893)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (10893)<br>|
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; (2113)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2113)<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; (3314)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (3314)<br>|
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; (9276)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (9276)<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; (15436)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (15436)<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; (1116)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (1116)<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; (466)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (466)<br>|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; (4699)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (4699)<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; (8305)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (8305)<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; (767)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (767)<br>|

---

As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $2086 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(82828)<br>| &nbsp;&nbsp; $612 | &nbsp;&nbsp; $(80130)<br>|
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 68355 | &nbsp;&nbsp; — | &nbsp;&nbsp; (169324)<br>| &nbsp;&nbsp; 741 | &nbsp;&nbsp; (100228)<br>|

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA Selectively Hedged Global Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; $37027 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(133316)<br>| &nbsp;&nbsp; $(1719)<br>| &nbsp;&nbsp; $(98008)<br>|
| DFA Five-Year Global Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 105407 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1135778)<br>| &nbsp;&nbsp; 2973 | &nbsp;&nbsp; (1027398)<br>|
| DFA World ex U.S. Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 10762 | &nbsp;&nbsp; — | &nbsp;&nbsp; (174036)<br>| &nbsp;&nbsp; (114353)<br>| &nbsp;&nbsp; (277627)<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 8176 | &nbsp;&nbsp; — | &nbsp;&nbsp; (140072)<br>| &nbsp;&nbsp; (45)<br>| &nbsp;&nbsp; (131941)<br>|
| DFA Intermediate Government Fixed <br> Income Portfolio<br>| &nbsp;&nbsp; 18938 | &nbsp;&nbsp; — | &nbsp;&nbsp; (401010)<br>| &nbsp;&nbsp; (385211)<br>| &nbsp;&nbsp; (767283)<br>|
| DFA Short-Term Extended Quality <br> Portfolio<br>| &nbsp;&nbsp; 13464 | &nbsp;&nbsp; — | &nbsp;&nbsp; (385950)<br>| &nbsp;&nbsp; (15813)<br>| &nbsp;&nbsp; (388299)<br>|
| DFA Intermediate-Term Extended <br> Quality Portfolio<br>| &nbsp;&nbsp; 5195 | &nbsp;&nbsp; — | &nbsp;&nbsp; (193051)<br>| &nbsp;&nbsp; (66142)<br>| &nbsp;&nbsp; (253998)<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 2725 | &nbsp;&nbsp; — | &nbsp;&nbsp; (43394)<br>| &nbsp;&nbsp; (8435)<br>| &nbsp;&nbsp; (49104)<br>|
| DFA Global Core Plus Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 31734 | &nbsp;&nbsp; — | &nbsp;&nbsp; (354159)<br>| &nbsp;&nbsp; (124612)<br>| &nbsp;&nbsp; (447037)<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 95745 | &nbsp;&nbsp; — | &nbsp;&nbsp; (815651)<br>| &nbsp;&nbsp; (664387)<br>| &nbsp;&nbsp; (1384293)<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1220 | &nbsp;&nbsp; — | &nbsp;&nbsp; (77905)<br>| &nbsp;&nbsp; (124629)<br>| &nbsp;&nbsp; (201314)<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; 2018 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17867)<br>| &nbsp;&nbsp; (164124)<br>| &nbsp;&nbsp; (179973)<br>|
| DFA Inflation-Protected Securities <br> Portfolio<br>| &nbsp;&nbsp; 7328 | &nbsp;&nbsp; — | &nbsp;&nbsp; (206182)<br>| &nbsp;&nbsp; (496442)<br>| &nbsp;&nbsp; (695296)<br>|
| DFA Short-Duration Real Return <br> Portfolio<br>| &nbsp;&nbsp; 64531 | &nbsp;&nbsp; — | &nbsp;&nbsp; (12055)<br>| &nbsp;&nbsp; 32089 | &nbsp;&nbsp; 84565 |
| DFA Global Core Plus Real Return <br> Portfolio<br>| &nbsp;&nbsp; 2549 | &nbsp;&nbsp; — | &nbsp;&nbsp; (26551)<br>| &nbsp;&nbsp; (5785)<br>| &nbsp;&nbsp; (29787)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $82828 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 169324 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 133316 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 1135778 |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 174036 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 140072 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 401010 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 385950 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 193051 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 43394 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 354159 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 815651 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 77905 |

---

------

---

| | |
|:---|:---|
|  | **Total** |
| DFA LTIP Portfolio | &nbsp;&nbsp; $17867 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 206182 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 12055 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 26551 |

---

During the year ended October 31, 2024, the following Portfolios used capital loss carryforwards to offset realized capital gains for federal income tax purposes.

---

| | |
|:---|:---|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $688 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 687 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 1021 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 38527 |

---

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; $4798209 | &nbsp;&nbsp; $1020 | &nbsp;&nbsp; $(837)<br>| &nbsp;&nbsp; $183 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4394779 | &nbsp;&nbsp; 33250 | &nbsp;&nbsp; (29981)<br>| &nbsp;&nbsp; 3269 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 976533 | &nbsp;&nbsp; 6927 | &nbsp;&nbsp; (9484)<br>| &nbsp;&nbsp; (2557)<br>|
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 9174302 | &nbsp;&nbsp; 78391 | &nbsp;&nbsp; (100236)<br>| &nbsp;&nbsp; (21845)<br>|
| DFA World ex U.S. Government Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 997445 | &nbsp;&nbsp; 19607 | &nbsp;&nbsp; (134576)<br>| &nbsp;&nbsp; (114969)<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 1757752 | &nbsp;&nbsp; 349 | &nbsp;&nbsp; (53)<br>| &nbsp;&nbsp; 296 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 6135417 | &nbsp;&nbsp; 15995 | &nbsp;&nbsp; (279927)<br>| &nbsp;&nbsp; (263932)<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 5609529 | &nbsp;&nbsp; 38376 | &nbsp;&nbsp; (49463)<br>| &nbsp;&nbsp; (11087)<br>|
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 1951050 | &nbsp;&nbsp; 17716 | &nbsp;&nbsp; (94866)<br>| &nbsp;&nbsp; (77150)<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 844230 | &nbsp;&nbsp; 18921 | &nbsp;&nbsp; (16535)<br>| &nbsp;&nbsp; 2386 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 2715753 | &nbsp;&nbsp; 50979 | &nbsp;&nbsp; (173334)<br>| &nbsp;&nbsp; (122355)<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 12680222 | &nbsp;&nbsp; 61415 | &nbsp;&nbsp; (662314)<br>| &nbsp;&nbsp; (600899)<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 1792473 | &nbsp;&nbsp; 5001 | &nbsp;&nbsp; (88800)<br>| &nbsp;&nbsp; (83799)<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; 523329 | &nbsp;&nbsp; — | &nbsp;&nbsp; (152846)<br>| &nbsp;&nbsp; (152846)<br>|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5453075 | &nbsp;&nbsp; 21658 | &nbsp;&nbsp; (387091)<br>| &nbsp;&nbsp; (365433)<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 1926077 | &nbsp;&nbsp; 14646 | &nbsp;&nbsp; (14822)<br>| &nbsp;&nbsp; (176)<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 273286 | &nbsp;&nbsp; 5369 | &nbsp;&nbsp; (19061)<br>| &nbsp;&nbsp; (13692)<br>|

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

------

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

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

2. Inflation Protection Risks: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the DFA Diversified Fixed Income Portfolio, DFA LTIP Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Duration Real Return Portfolio and DFA Global Core Plus Real Return Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at maturity at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not protected against deflation. As a result, in a period of deflation, the inflation-protected securities held by a Portfolio may not pay income and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in a Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to a Portfolio at the time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by Portfolios.

3. Forward Currency Contracts: The Portfolios listed below may enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. The decision to hedge a Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. DFA Selectively Hedged Global Fixed Income Portfolio may hedge the currency exposure of its foreign securities or leave some or all of the currency exposure unhedged. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

4. Swap Agreements: The Portfolios noted below may enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the Portfolios to hedge the inflation risk in nominal bonds (i.e. non-inflation indexed bonds) thereby creating "synthetic" inflation-indexed bonds. Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real

------

interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the Portfolios from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio) and any accrued but unpaid net amounts owed to a swap counterparty will be covered by the segregation of assets determined to be liquid to avoid any potential leveraging of the Portfolio's portfolio. To the extent that a Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

5. Repurchase Agreements: The Portfolios may engage in repurchase agreement transactions with institutions that the Advisor has determined are creditworthy. The Portfolios, through their custodian, receive delivery of underlying securities collateralizing a repurchase agreement. Collateral for certain tri-party repurchase agreements is held at the counterparty's custodian in a segregated account for the benefit of the Portfolios and the counterparty. The counterparty will be required to maintain collateral with a value at least equal, at all times, to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delay or restrictions upon the Portfolios' ability to dispose of the collateral and a possible decline in the value of the collateral during the period while the Portfolios seek to assert its rights.

Repurchase agreements permit the Portfolios, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the repurchase agreements with collateral held and/or posted to the counterparty and create one single net payment due to or from the Portfolios. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the repurchase agreements counterparty's bankruptcy or insolvency. Pursuant to the terms of the repurchase agreements, the Portfolios receive securities as collateral with a market value in excess of the repurchase price to be received by the Portfolios upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the repurchase agreements counterparty, the Portfolios would recognize a liability with respect to such excess collateral to reflect the Portfolios' obligation under bankruptcy law to return the excess to the counterparty.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Swap**<br> **Contracts\*\***<br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $1255261<br>| &nbsp;&nbsp; $—<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 297008<br>| &nbsp;&nbsp; —<br>|
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 3181933<br>| &nbsp;&nbsp; —<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 1176253<br>| &nbsp;&nbsp; —<br>|

---

------

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Swap**<br> **Contracts\*\***<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; $1650292<br>| &nbsp;&nbsp; $—<br>|
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 312757<br>| &nbsp;&nbsp; —<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 310510<br>| &nbsp;&nbsp; —<br>|
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 1617575<br>| &nbsp;&nbsp; —<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 970387<br>| &nbsp;&nbsp; —<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 497898<br>| &nbsp;&nbsp; 1895000<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 160660<br>| &nbsp;&nbsp; 252143<br>|

---

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

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of agreements.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of April 30, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $3268<br>| &nbsp;&nbsp; $3268<br>| &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 1137<br>| &nbsp;&nbsp; 1137<br>| &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 16565<br>| &nbsp;&nbsp; 16565<br>| &nbsp;&nbsp; — |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 3669<br>| &nbsp;&nbsp; 3669<br>| &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 5000<br>| &nbsp;&nbsp; 5000<br>| &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 820<br>| &nbsp;&nbsp; 820<br>| &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 1140<br>| &nbsp;&nbsp; 1140<br>| &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 2427<br>| &nbsp;&nbsp; 2427<br>| &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 240<br>| &nbsp;&nbsp; 240<br>| &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 42056<br>| &nbsp;&nbsp; 2012<br>| &nbsp;&nbsp; $40044 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 7889<br>| &nbsp;&nbsp; 209<br>| &nbsp;&nbsp; 7680 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Swap Contracts.

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $(26158)<br>| &nbsp;&nbsp; $(26158)<br>| &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; (5584)<br>| &nbsp;&nbsp; (5584)<br>| &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; (81579)<br>| &nbsp;&nbsp; (81579)<br>| &nbsp;&nbsp; — |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; (34625)<br>| &nbsp;&nbsp; (34625)<br>| &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; (31567)<br>| &nbsp;&nbsp; (31567)<br>| &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; (6288)<br>| &nbsp;&nbsp; (6288)<br>| &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; (10373)<br>| &nbsp;&nbsp; (10373)<br>| &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; (39279)<br>| &nbsp;&nbsp; (39279)<br>| &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; (18495)<br>| &nbsp;&nbsp; (18495)<br>| &nbsp;&nbsp; — |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup><br>| **Swap**<br> **Contracts** <sup>(2)</sup><br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; $(7514)<br>| &nbsp;&nbsp; $(7461)<br>| &nbsp;&nbsp; $(53)<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; (6358)<br>| &nbsp;&nbsp; (5223)<br>| &nbsp;&nbsp; (1135)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Swap Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure through the six months ended April 30, 2025 (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>| **Swap**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $26555 | &nbsp;&nbsp; $26555 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 7578 | &nbsp;&nbsp; 7578 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 96792 | &nbsp;&nbsp; 96792 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA World ex U.S. Government Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 24204 | &nbsp;&nbsp; 24204 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 45325 | &nbsp;&nbsp; 45325 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 11769 | &nbsp;&nbsp; 11769 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 2112 | &nbsp;&nbsp; 2112 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 32851 | &nbsp;&nbsp; 32851 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 37883 | &nbsp;&nbsp; 37883 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 26240 | &nbsp;&nbsp; 13942 | &nbsp;&nbsp; $(28)<br>| &nbsp;&nbsp; $12326 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 4975 | &nbsp;&nbsp; 4275 | &nbsp;&nbsp; (2)<br>| &nbsp;&nbsp; 702 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(4)</sup> <br>| **Swap**<br> **Contracts** <sup>(5)</sup> <br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; $(37262)<br>| &nbsp;&nbsp; $(37262)<br>| &nbsp;&nbsp; — |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; (6851)<br>| &nbsp;&nbsp; (6851)<br>| &nbsp;&nbsp; — |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; (104972)<br>| &nbsp;&nbsp; (104972)<br>| &nbsp;&nbsp; — |
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; (44643)<br>| &nbsp;&nbsp; (44643)<br>| &nbsp;&nbsp; — |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; (44652)<br>| &nbsp;&nbsp; (44652)<br>| &nbsp;&nbsp; — |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; (9994)<br>| &nbsp;&nbsp; (9994)<br>| &nbsp;&nbsp; — |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; (9961)<br>| &nbsp;&nbsp; (9961)<br>| &nbsp;&nbsp; — |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; (55217)<br>| &nbsp;&nbsp; (55217)<br>| &nbsp;&nbsp; — |
| DFA Investment Grade Portfolio | &nbsp;&nbsp; (35360)<br>| &nbsp;&nbsp; (35360)<br>| &nbsp;&nbsp; — |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; (8297)<br>| &nbsp;&nbsp; (12194)<br>| &nbsp;&nbsp; $3897 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; (7084)<br>| &nbsp;&nbsp; (6595)<br>| &nbsp;&nbsp; (489)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

------

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

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(5) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The Portfolios are subject to master netting agreements ("MNA") with certain counterparties that govern the terms of derivative transactions and reduce the counterparty risk associated with such transactions by specifying offsetting mechanisms and collateral posting arrangements at pre-arranged exposure levels. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different MNA, possibly resulting in the need for multiple agreements with a single counterparty. As the MNA's are specific to unique operations of different asset types, they allow each Portfolio to close out and net its total exposure to a counterparty in the event of a default with respect to all the transactions governed under a single MNA with a counterparty. Certain MNA's contain provisions which allow for the net settlement of receivable and payable positions with the same counterparty if defined conditions are met.

------

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of April 30, 2025 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Two-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. | $766 | $766 | $(766)<br>|  |  |  | $1594 | $1594 | $(766)<br>|  |  | $828 |
| Societe Generale |  |  |  |  |  |  | 2642 | 2642 |  |  |  | 2642 |
| Royal Bank of Canada |  |  |  |  |  |  | 7082 | 7082 |  |  |  | 7082 |
| State Street Bank and <br> Trust<br>| 1985 | 1985 | (1985)<br>|  |  |  | 9642 | 9642 | (1985)<br>|  |  | 7657 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 925 | 925 |  |  |  | 925 |
| Citibank, N.A. | 489 | 489 | (489)<br>|  |  |  | 3922 | 3922 | (489)<br>|  |  | 3433 |
| HSBC Bank |  |  |  |  |  |  | 351 | 351 |  |  |  | 351 |
| Bank of New York <br> Mellon<br>| 28 | 28 |  |  |  | $28 |  |  |  |  |  |  |
| Total | $3268 | $3268 | $(3240)<br>|  |  | $28 | $26158 | $26158 | $(3240)<br>|  |  | $22918 |
| **DFA Selectively Hedged Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $94 | $94 | $(94)<br>|  |  |  | $3266 | $3266 | $(94)<br>|  |  | $3172 |
| UBS AG | 360 | 360 | (360)<br>|  |  |  | 598 | 598 | (360)<br>|  |  | 238 |
| Bank of America Corp. | 403 | 403 | (275)<br>|  |  | $128 | 275 | 275 | (275)<br>|  |  |  |
| Goldman Sachs Capital <br> Markets L.P.<br>| 63 | 63 | (63)<br>|  |  |  | 183 | 183 | (63)<br>|  |  | 120 |
| NatWest Markets PLC | 94 | 94 | (39)<br>|  |  | 55 | 39 | 39 | (39)<br>|  |  |  |
| State Street Bank and <br> Trust<br>| 10 | 10 | (10)<br>|  |  |  | 293 | 293 | (10)<br>|  |  | 283 |
| HSBC Bank | 95 | 95 | (82)<br>|  |  | 13 | 82 | 82 | (82)<br>|  |  |  |
| Royal Bank of Canada |  |  |  |  |  |  | 491 | 491 |  |  |  | 491 |
| Australia and New <br> Zealand Bank<br>| 18 | 18 | (18)<br>|  |  |  | 357 | 357 | (18)<br>|  |  | 339 |
| Total | $1137 | $1137 | $(941)<br>|  |  | $196 | $5584 | $5584 | $(941)<br>|  |  | $4643 |
| **DFA Five-Year Global Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $5266 | $5266 | $(5266)<br>|  |  |  | $15693 | $15693 | $(5266)<br>|  |  | $10427 |
| Bank of America Corp. |  |  |  |  |  |  | 12697 | 12697 |  |  |  | 12697 |
| Royal Bank of Canada | 727 | 727 | (727)<br>|  |  |  | 11200 | 11200 | (727)<br>|  |  | 10473 |
| UBS AG |  |  |  |  |  |  | 3682 | 3682 |  |  |  | 3682 |
| Societe Generale | 4211 | 4211 | (4211)<br>|  |  |  | 10648 | 10648 | (4211)<br>|  |  | 6437 |
| State Street Bank and <br> Trust<br>| 4353 | 4353 | (4353)<br>|  |  |  | 13268 | 13268 | (4353)<br>|  |  | 8915 |
| HSBC Bank | 21 | 21 | (21)<br>|  |  |  | 3721 | 3721 | (21)<br>|  |  | 3700 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 4625 | 4625 |  |  |  | 4625 |
| Bank of New York <br> Mellon<br>| 1987 | 1987 | (1987)<br>|  |  |  | 6045 | 6045 | (1987)<br>|  |  | 4058 |
| Total | $16565 | $16565 | $(16565)<br>|  |  |  | $81579 | $81579 | $(16565)<br>|  |  | $65014 |

---

------

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| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA World ex U.S. Government Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $99 | $99 | $(99)<br>|  |  |  | $9238 | $9238 | $(99)<br>|  |  | $9139 |
| UBS AG | 483 | 483 | (483)<br>|  |  |  | 1599 | 1599 | (483)<br>|  |  | 1116 |
| Societe Generale | 714 | 714 | (714)<br>|  |  |  | 2448 | 2448 | (714)<br>|  |  | 1734 |
| State Street Bank and <br> Trust<br>| 918 | 918 | (918)<br>|  |  |  | 4791 | 4791 | (918)<br>|  |  | 3873 |
| Bank of New York <br> Mellon<br>| 348 | 348 | (348)<br>|  |  |  | 3621 | 3621 | (348)<br>|  |  | 3273 |
| Royal Bank of Canada | 334 | 334 | (334)<br>|  |  |  | 4790 | 4790 | (334)<br>|  |  | 4456 |
| Bank of America Corp. | 629 | 629 | (629)<br>|  |  |  | 2086 | 2086 | (629)<br>|  |  | 1457 |
| Barclays Capital | 144 | 144 | (144)<br>|  |  |  | 3772 | 3772 | (144)<br>|  |  | 3628 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 2280 | 2280 |  |  |  | 2280 |
| Total | $3669 | $3669 | $(3669)<br>|  |  |  | $34625 | $34625 | $(3669)<br>|  |  | $30956 |
| **DFA Short-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| State Street Bank and <br> Trust<br>| $1666 | $1666 | $(1666)<br>|  |  |  | $11516 | $11516 | $(1666)<br>|  |  | $9850 |
| UBS AG | 301 | 301 | (301)<br>|  |  |  | 2100 | 2100 | (301)<br>|  |  | 1799 |
| Citibank, N.A. | 909 | 909 | (909)<br>|  |  |  | 3963 | 3963 | (909)<br>|  |  | 3054 |
| Bank of America Corp. | 1569 | 1569 | (1569)<br>|  |  |  | 5361 | 5361 | (1569)<br>|  |  | 3792 |
| Royal Bank of Canada | 140 | 140 | (140)<br>|  |  |  | 5321 | 5321 | (140)<br>|  |  | 5181 |
| Societe Generale | 193 | 193 | (193)<br>|  |  |  | 1425 | 1425 | (193)<br>|  |  | 1232 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 1881 | 1881 |  |  |  | 1881 |
| HSBC Bank | 222 | 222 |  |  |  | $222 |  |  |  |  |  |  |
| Total | $5000 | $5000 | $(4778)<br>|  |  | $222 | $31567 | $31567 | $(4778)<br>|  |  | $26789 |
| **DFA Intermediate-Term Extended Quality Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| UBS AG | $2 | $2 | $(2)<br>|  |  |  | $2440 | $2440 | $(2)<br>|  |  | $2438 |
| Bank of America Corp. | 147 | 147 | (147)<br>|  |  |  | 576 | 576 | (147)<br>|  |  | 429 |
| Citibank, N.A. | 103 | 103 | (27)<br>|  |  | $76 | 27 | 27 | (27)<br>|  |  |  |
| State Street Bank and <br> Trust<br>| 568 | 568 | (568)<br>|  |  |  | 2204 | 2204 | (568)<br>|  |  | 1636 |
| Royal Bank of Canada |  |  |  |  |  |  | 380 | 380 |  |  |  | 380 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 644 | 644 |  |  |  | 644 |
| HSBC Bank |  |  |  |  |  |  | 17 | 17 |  |  |  | 17 |
| Total | $820 | $820 | $(744)<br>|  |  | $76 | $6288 | $6288 | $(744)<br>|  |  | $5544 |

---

------

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Targeted Credit Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. |  |  |  |  |  |  | $5234 | $5234 |  |  |  | $5234 |
| State Street Bank and <br> Trust<br>| $105 | $105 | $(105)<br>|  |  |  | 4836 | 4836 | $(105)<br>|  |  | 4731 |
| UBS AG | 354 | 354 | (189)<br>|  |  | $165 | 189 | 189 | (189)<br>|  |  |  |
| HSBC Bank | 428 | 428 | (57)<br>|  |  | 371 | 57 | 57 | (57)<br>|  |  |  |
| Citibank, N.A. | 69 | 69 | (55)<br>|  |  | 14 | 55 | 55 | (55)<br>|  |  |  |
| Societe Generale |  |  |  |  |  |  | 2 | 2 |  |  |  | 2 |
| Royal Bank of Canada | 184 | 184 |  |  |  | 184 |  |  |  |  |  |  |
| Total | $1140 | $1140 | $(406)<br>|  |  | $734 | $10373 | $10373 | $(406)<br>|  |  | $9967 |
| **DFA Global Core Plus Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $291 | $291 | $(291)<br>|  |  |  | $16642 | $16642 | $(291)<br>|  |  | $16351 |
| UBS AG | 812 | 812 | (812)<br>|  |  |  | 1722 | 1722 | (812)<br>|  |  | 910 |
| State Street Bank and <br> Trust<br>| 521 | 521 | (521)<br>|  |  |  | 7519 | 7519 | (521)<br>|  |  | 6998 |
| Bank of New York <br> Mellon<br>|  |  |  |  |  |  | 138 | 138 |  |  |  | 138 |
| Bank of America Corp. | 640 | 640 | (640)<br>|  |  |  | 1713 | 1713 | (640)<br>|  |  | 1073 |
| Goldman Sachs Capital <br> Markets L.P.<br>| 53 | 53 |  |  |  | $53 |  |  |  |  |  |  |
| Societe Generale | 95 | 95 | (95)<br>|  |  |  | 7034 | 7034 | (95)<br>|  |  | 6939 |
| Royal Bank of Canada | 15 | 15 | (15)<br>|  |  |  | 4284 | 4284 | (15)<br>|  |  | 4269 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 135 | 135 |  |  |  | 135 |
| HSBC Bank |  |  |  |  |  |  | 92 | 92 |  |  |  | 92 |
| Total | $2427 | $2427 | $(2374)<br>|  |  | $53 | $39279 | $39279 | $(2374)<br>|  |  | $36905 |
| **DFA Investment Grade Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. |  |  |  |  |  |  | $5297 | $5297 |  |  |  | $5297 |
| State Street Bank and <br> Trust<br>|  |  |  |  |  |  | 2745 | 2745 |  |  |  | 2745 |
| Royal Bank of Canada | $226 | $226 | $(226)<br>|  |  |  | 9183 | 9183 | $(226)<br>|  |  | 8957 |
| Societe Generale | 14 | 14 | (14)<br>|  |  |  | 897 | 897 | (14)<br>|  |  | 883 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 373 | 373 |  |  |  | 373 |
| Total | $240 | $240 | $(240)<br>|  |  |  | $18495 | $18495 | $(240)<br>|  |  | $18255 |

---

------

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Short-Duration Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $10162 | $10162 | $(1993)<br>|  | $(4530)<br>| $3639 | $1993 | $1993 | $(1993)<br>|  |  |  |
| Deutsche Bank AG | 22406 | 22406 |  |  | (19670)<br>| 2736 |  |  |  |  |  |  |
| Bank of America Corp. | 6725 | 6725 | (30)<br>| $(5379)<br>|  | 1316 | 30 | 30 | (30)<br>|  |  |  |
| Morgan Stanley and <br> Co. International<br>| 1576 | 1576 |  |  | (264)<br>| 1312 |  |  |  |  |  |  |
| State Street Bank and <br> Trust<br>| 410 | 410 | (410)<br>|  |  |  | 1894 | 1894 | (410)<br>|  |  | $1484 |
| Royal Bank of Canada |  |  |  |  |  |  | 1267 | 1267 |  |  |  | 1267 |
| UBS AG | 320 | 320 | (320)<br>|  |  |  | 1603 | 1603 | (320)<br>|  |  | 1283 |
| Societe Generale | 257 | 257 | (257)<br>|  |  |  | 547 | 547 | (257)<br>|  |  | 290 |
| Australia and New <br> Zealand Bank<br>| 17 | 17 | (17)<br>|  |  |  | 124 | 124 | (17)<br>|  |  | 107 |
| HSBC Bank | 183 | 183 | (56)<br>|  |  | 127 | 56 | 56 | (56)<br>|  |  |  |
| Total | $42056 | $42056 | $(3083)<br>| $(5379)<br>| $(24464)<br>| $9130 | $7514 | $7514 | $(3083)<br>|  |  | $4431 |
| **DFA Global Core Plus Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. | $4516 | $4516 | $(400)<br>| $(4116)<br>|  |  | $400 | $400 | $(400)<br>|  |  |  |
| Deutsche Bank AG | 2778 | 2778 | (85)<br>|  |  | $2693 | 85 | 85 | (85)<br>|  |  |  |
| Morgan Stanley and <br> Co. International<br>| 274 | 274 | (274)<br>|  |  |  | 486 | 486 | (274)<br>|  |  | $212 |
| Citibank, N.A. | 238 | 238 | (238)<br>|  |  |  | 2309 | 2309 | (238)<br>|  |  | 2071 |
| Societe Generale | 29 | 29 | (29)<br>|  |  |  | 871 | 871 | (29)<br>|  |  | 842 |
| Royal Bank of Canada | 37 | 37 |  |  |  | 37 |  |  |  |  |  |  |
| UBS AG |  |  |  |  |  |  | 856 | 856 |  |  |  | 856 |
| State Street Bank and <br> Trust<br>| 16 | 16 | (16)<br>|  |  |  | 1027 | 1027 | (16)<br>|  |  | 1011 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 324 | 324 |  |  |  | 324 |
| HSBC Bank | 1 | 1 |  |  |  | 1 |  |  |  |  |  |  |
| Total | $7889 | $7889 | $(1042)<br>| $(4116)<br>|  | $2731 | $6358 | $6358 | $(1042)<br>|  |  | $5316 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) No
 amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the

------

parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

There were no borrowings by the Portfolios under the lines of credit during the six months ended April 30, 2025.

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor. The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2025.

**I. Securities Lending:** 

Each Portfolio with securities on loan invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Such Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate

------

the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**J. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**K. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i)engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**L. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**M. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 77<br> %<br>|
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 81<br> %<br>|
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 82<br> %<br>|
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 82<br> %<br>|
| DFA World ex U.S. Government Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 89<br> %<br>|

---

------

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| DFA Short-Term Government Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 84<br> %<br>|
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 84<br> %<br>|
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 79<br> %<br>|
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 88<br> %<br>|
| DFA Targeted Credit Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 89<br> %<br>|
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 89<br> %<br>|
| DFA Investment Grade Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 76<br> %<br>|
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 92<br> %<br>|
| DFA LTIP Portfolio | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 91<br> %<br>|
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 48<br> %<br>|
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 82<br> %<br>|
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 95<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**N. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements for each portfolio (collectively, the "Funds") and, if applicable, a Fund's sub-advisory agreements. For certain Funds, Dimensional Fund Advisors Ltd. or DFA Australia Limited serves as a sub-advisor. (The investment management agreements and the sub-advisory agreements are referred to as the "Management Agreements," and the Advisor and sub-advisors are referred to as the "Advisor.")

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's investment global advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

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

------

DFA-043025-002S

------

Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**DFA Municipal Real Return Portfolio**

**DFA California Municipal Real Return Portfolio**

**DFA Municipal Bond Portfolio**

**DFA Short-Term Municipal Bond Portfolio**

**DFA Intermediate-Term Municipal Bond Portfolio**

**DFA Selective State Municipal Bond Portfolio**

**DFA Short-Term Selective State Municipal Bond Portfolio**

**DFA California Short-Term Municipal Bond Portfolio**

**DFA California Intermediate-Term Municipal Bond Portfolio**

**DFA NY Municipal Bond Portfolio**

**DFA MN Municipal Bond Portfolio**

**DFA Oregon Municipal Bond Portfolio**

------

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

------

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_FC-FrontCoverImage-736_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_FC-FrontCoverImage-736_1)**<br> **[Companies](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_FC-FrontCoverImage-736_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_1) |  |
| [DFA Municipal Real Return Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_1) | 2 |
| [DFA California Municipal Real Return Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_21) | 22 |
| [DFA Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_31) | 32 |
| [DFA Short-Term Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_43) | 44 |
| [DFA Intermediate-Term Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_62) | 63 |
| [DFA Selective State Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_83) | 84 |
| [DFA Short-Term Selective State Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_101) | 102 |
| [DFA California Short-Term Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_113) | 114 |
| [DFA California Intermediate-Term Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_122) | 123 |
| [DFA NY Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_133) | 134 |
| [DFA MN Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_137) | 138 |
| [DFA Oregon Municipal Bond Portfolio](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1SOI-G1_TOC-ScheduleofInvestments-736_140) | 141 |
| [Statements of Assets and Liabilities](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1FS-G1_StatementofAssetsandLiabilities_1) | 146 |
| [Statements of Operations](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1FS-G1_StatementofAssetsandLiabilities_4) | 149 |
| [Statements of Changes in Net Assets](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1FS-G1_StatementofAssetsandLiabilities_7) | 152 |
| [Financial Highlights](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1FIHI_L-G1_TOC-FinancialHighlights_L_1) | 155 |
| [Notes to Financial Statements](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_1NTF-G1_NotestoFinancialStatements-736_1) | 167 |
| **[Item 8 –](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_1)**<br>| 181 |
| **[Item 9 –](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_2)** | 182 |
| **[Item 10 –](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_3)**<br>| 183 |
| **[Item 11 –](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_8e9c4d4d-fece-4e6e-8861-377e8b6ffbba_DISCLOSE-ChangesandDisagreements_4)** | 184 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| AGM | Assured Guaranty Municipal Corporation |
| AMBAC | American Municipal Bond Assurance Corporation |
| BAM | Build America Mutual |
| GO | General Obligation |
| PSF-GTD | Public School Fund Guarantee |
| Q-SBLF | School Bond Qualification and Loan Program |
| RB | Revenue Bond |
| RN | Revenue Note |
| SCH BD GTY | School Bond Guaranty |
| SD CRED PROG | School District Credit Program |
| ST AID WITHHLDG | State Aid Withholding |
| ST INTERCEPT | State Intercept |
| USD | United States Dollars |

---

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

---

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

---

**<u>Financial Highlights</u>** 

\* Tax return of capital is calculated based on the average shares method. Amounts are less than $0.01 per share. 

(A) Computed using average shares outstanding.

(B) Non-Annualized

(C) Annualized

(D) Because of commencement of operations and related preliminary transaction costs, these ratios are not necessarily indicative of future ratios. 

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

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| CPI | Consumer Price Index |
| Ʊ | Commencement of Operations |

---

------

**DFA Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (98.8%) | MUNICIPAL BONDS — (98.8%) | MUNICIPAL BONDS — (98.8%) | MUNICIPAL BONDS — (98.8%) |
| ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) | ALABAMA — (0.7%) |
| Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A | Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A |  |  |
| ¤ | 5.000%, 09/01/32 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 1210 | $1239951 |
| ¤ | 5.000%, 09/01/33 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 2590 | 2654111 |
| ¤ | 5.000%, 09/01/34 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 4780 | 4898320 |
| Tuscaloosa City Board of <br> Education (RB)  | Tuscaloosa City Board of <br> Education (RB)  |  |  |
| ¤ | 5.000%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 780 | 798608 |
| ¤ | 5.000%, 08/01/41 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 1035 | 1059692 |
| Tuscaloosa County Board <br> of Education (ST)  | Tuscaloosa County Board <br> of Education (ST)  |  |  |
| ¤ | 5.000%, 02/01/43 <br> (Pre-refunded @ <br> $100, 2/1/27)<br>| 1160 | 1200389 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | 11851071 |
| ARIZONA — (3.0%) | ARIZONA — (3.0%) | ARIZONA — (3.0%) | ARIZONA — (3.0%) |
| Arizona Board of Regents <br> (RB) Series A | Arizona Board of Regents <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/28  | 1840 | 1843261 |
| City of Mesa Utility System <br> Revenue (RB)  | City of Mesa Utility System <br> Revenue (RB)  |  |  |
|  | 4.000%, 07/01/31  | 1610 | 1611376 |
| City of Phoenix (GO)  | City of Phoenix (GO)  |  |  |
|  | 5.000%, 07/01/27  | 1700 | 1772717 |
| City of Tempe (GO)  | City of Tempe (GO)  |  |  |
|  | 5.000%, 07/01/26  | 1750 | 1791984 |
|  | 5.000%, 07/01/27  | 955 | 995850 |
| City of Tucson (GO) <br> Series 2018-B | City of Tucson (GO) <br> Series 2018-B |  |  |
|  | 5.000%, 07/01/25  | 650 | 651505 |
|  | 5.000%, 07/01/26  | 4160 | 4257389 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) <br> Series B |  |  |
| 4.000%, 07/01/27  | 1000 | $1020885 |
| Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) <br> Series C |  |  |
| 5.000%, 07/01/28  | 1250 | 1325680 |
| County of Pima Sewer <br> System Revenue (RB)  |  |  |
| 5.000%, 07/01/25  | 670 | 671801 |
| Maricopa County School <br> District No. 3 Tempe <br> Elementary (GO) <br> Series A |  |  |
| 5.000%, 07/01/25  | 315 | 315746 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 1350 | 1382388 |
| 5.000%, 07/01/27  | 2940 | 3065758 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 660 | 675834 |
| 5.000%, 07/01/27  | 2260 | 2356671 |
| Maricopa County Unified <br> School District No. 80 <br> Chandler (GO) Series C |  |  |
| 5.000%, 07/01/25  | 1205 | 1208035 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 6040 | 6199013 |
| 5.000%, 01/01/34  | 2670 | 2727221 |
| 5.000%, 12/01/34  | 9590 | 9602037 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 01/01/26  | 2825 | 2860520 |
| Town of Gilbert (GO)  |  |  |
| 5.000%, 07/15/27  | 1515 | 1582546 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| University of Arizona (RB) <br> Series A | University of Arizona (RB) <br> Series A |  |  |
|  | 5.000%, 06/01/26  | 1000 | $1001544 |
| TOTAL ARIZONA | TOTAL ARIZONA |  | 48919761 |
| CALIFORNIA — (6.4%) | CALIFORNIA — (6.4%) | CALIFORNIA — (6.4%) | CALIFORNIA — (6.4%) |
| California State Public <br> Works Board (RB) <br> Series B | California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/28  | 1185 | 1252052 |
| California State Public <br> Works Board (RB) <br> Series D | California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 5.000%, 04/01/27  | 940 | 965396 |
|  | 5.000%, 05/01/28  | 2235 | 2361464 |
| California State University <br> (RB) Series A | California State University <br> (RB) Series A |  |  |
|  | 4.000%, 11/01/36  | 7000 | 6940369 |
| County of Los Angeles <br> (RN)  | County of Los Angeles <br> (RN)  |  |  |
|  | 5.000%, 06/30/25  | 17250 | 17285623 |
| County of Riverside (RN)  | County of Riverside (RN)  |  |  |
|  | 5.000%, 06/30/25  | 9570 | 9589763 |
| Los Angeles Unified School <br> District (GO) Series A | Los Angeles Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 07/01/25  | 15 | 15041 |
|  | 5.000%, 07/01/26  | 1065 | 1090797 |
| Los Angeles Unified School <br> District (GO) Series C | Los Angeles Unified School <br> District (GO) Series C |  |  |
|  | 5.000%, 07/01/26  | 1110 | 1136887 |
| Palomar Community <br> College District (GO)  | Palomar Community <br> College District (GO)  |  |  |
| ¤ | 5.000%, 05/01/31 <br> (Pre-refunded @ <br> $100, 5/1/25)<br>| 790 | 790000 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A | San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
|  | 4.000%, 07/01/38  | 2160 | 2116960 |
| San Francisco Unified <br> School District (GO)  | San Francisco Unified <br> School District (GO)  |  |  |
|  | 5.000%, 06/15/28  | 5390 | 5692426 |
| San Mateo County Transit <br> District (RB) Series A | San Mateo County Transit <br> District (RB) Series A |  |  |
|  | 4.000%, 06/01/32  | 1000 | 1000419 |
| Santa Clara County <br> Financing Authority (RB) <br> Series A | Santa Clara County <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 05/01/25  | 540 | 540000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| State of California (GO)  |  |  |
| 5.000%, 10/01/25  | 1570 | $1572139 |
| 5.000%, 08/01/26  | 9015 | 9235415 |
| 5.000%, 12/01/26  | 5535 | 5705481 |
| 5.000%, 04/01/27  | 7000 | 7259328 |
| 5.000%, 03/01/28  | 1000 | 1053641 |
| 5.000%, 08/01/29  | 1000 | 1021025 |
| 5.000%, 10/01/29  | 1020 | 1035776 |
| 5.000%, 08/01/30  | 1570 | 1600299 |
| 5.000%, 09/01/31  | 2900 | 2953149 |
| 5.000%, 03/01/32  | 1000 | 1000514 |
| 4.000%, 09/01/32  | 1000 | 1002960 |
| 5.000%, 08/01/33  | 1420 | 1443563 |
| 4.000%, 08/01/35  | 725 | 718554 |
| 5.000%, 08/01/35  | 8335 | 8359842 |
| 4.000%, 08/01/37  | 3000 | 2958885 |
| State of California (GO) <br> Series B |  |  |
| 5.000%, 09/01/25  | 3195 | 3213294 |
| University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 1895 | 1905432 |
| University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | 2155939 |
| TOTAL CALIFORNIA |  | 104972433 |
| COLORADO — (2.7%) | COLORADO — (2.7%) | COLORADO — (2.7%) |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 660 | 667250 |
| 5.000%, 12/15/26  | 7640 | 7890378 |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/15/30  | 1595 | 1630122 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 3225 | 3260623 |
| Board of Water <br> Commissioners City & <br> County of Denver (RB) <br> Series A |  |  |
| 5.000%, 12/15/26  | 3310 | 3417411 |
| 5.000%, 12/15/27  | 3450 | 3630980 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  | Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/15/25  | 3915 | $3960425 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C | Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C |  |  |
| ¤ | 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 3045 | 3133795 |
| Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  | Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/35  | 1815 | 1816577 |
| City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series A-1 | City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series A-1 |  |  |
|  | 5.000%, 11/15/26  | 3255 | 3355421 |
| Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B | Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 12/01/25  | 3750 | 3790146 |
|  | 5.000%, 12/01/26  | 3175 | 3276158 |
| El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/26  | 460 | 474728 |
| Garfield Pitkin & Eagle <br> Counties School District <br> No. Re-1 Roaring Fork <br> (GO) (ST AID <br> WITHHLDG) Series 1 | Garfield Pitkin & Eagle <br> Counties School District <br> No. Re-1 Roaring Fork <br> (GO) (ST AID <br> WITHHLDG) Series 1 |  |  |
| ¤ | 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/25)<br>| 710 | 718470 |
| Metro Wastewater <br> Reclamation District <br> (RB) Series A | Metro Wastewater <br> Reclamation District <br> (RB) Series A |  |  |
|  | 5.000%, 04/01/27  | 2535 | 2632643 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/01/25  | 475 | $480140 |
| TOTAL COLORADO |  | 44135267 |
| CONNECTICUT — (3.1%) | CONNECTICUT — (3.1%) | CONNECTICUT — (3.1%) |
| City of Danbury (GO)  |  |  |
| 4.000%, 02/23/26  | 15000 | 15098096 |
| Town of Cheshire (GO)  |  |  |
| 4.000%, 04/14/26  | 10000 | 10082022 |
| Town of Greenwich (GO)  |  |  |
| 4.000%, 02/05/26  | 17525 | 17637880 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 7355 | 7366922 |
| TOTAL CONNECTICUT |  | 50184920 |
| DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/34  | 2760 | 2826343 |
| 5.000%, 06/01/36  | 1000 | 1020614 |
| District of Columbia (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 1245 | 1246613 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/35  | 5335 | 5454209 |
| District of Columbia (GO) <br> Series E |  |  |
| 5.000%, 06/01/26  | 2355 | 2407635 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 12955414 |
| FLORIDA — (2.6%) | FLORIDA — (2.6%) | FLORIDA — (2.6%) |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/32  | 1080 | 1086838 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/25  | 280 | 281973 |
| 5.000%, 10/01/26  | 180 | 185027 |
| Collier County <br> Water-Sewer District <br> (RB)  |  |  |
| 5.000%, 07/01/25  | 375 | 375978 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1355 | $1364367 |
| Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1450 | 1457828 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 4770 | 4776145 |
| 5.000%, 06/01/26  | 8175 | 8356929 |
| 5.000%, 07/01/26  | 1135 | 1162539 |
| 5.000%, 07/01/27  | 1165 | 1193371 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 3120 | 3124020 |
| State of Florida (GO) <br> Series C |  |  |
| 4.000%, 06/01/31  | 1265 | 1270374 |
| State of Florida (GO) <br> Series E |  |  |
| 5.000%, 06/01/25  | 3035 | 3038910 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/25  | 947 | 949551 |
| 5.000%, 07/01/26  | 1128 | 1154453 |
| 4.000%, 07/01/35  | 6726 | 6749357 |
| 4.000%, 07/01/36  | 6261 | 6276834 |
| TOTAL FLORIDA |  | 42804494 |
| GEORGIA — (2.8%) | GEORGIA — (2.8%) | GEORGIA — (2.8%) |
| Clarke County School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 09/01/27  | 3400 | 3553426 |
| Gwinnett County School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 25215 | 26370546 |
| Richmond County Board of <br> Education (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 10/01/25  | 1115 | 1122905 |
| State of Georgia (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 1285 | 1316029 |
| 5.000%, 07/01/27  | 8155 | 8512758 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| State of Georgia (GO) <br> Series C | State of Georgia (GO) <br> Series C |  |  |
|  | 4.000%, 07/01/29  | 4000 | $4156490 |
| State of Georgia (GO) <br> Series F | State of Georgia (GO) <br> Series F |  |  |
|  | 5.000%, 01/01/27  | 1315 | 1359959 |
| TOTAL GEORGIA | TOTAL GEORGIA |  | 46392113 |
| HAWAII — (1.0%) | HAWAII — (1.0%) | HAWAII — (1.0%) | HAWAII — (1.0%) |
| City & County of Honolulu <br> (GO) Series A | City & County of Honolulu <br> (GO) Series A |  |  |
|  | 5.000%, 11/01/25  | 3380 | 3408837 |
|  | 5.000%, 07/01/26  | 90 | 92170 |
| City & County of Honolulu <br> (GO) Series B | City & County of Honolulu <br> (GO) Series B |  |  |
|  | 5.000%, 07/01/25  | 115 | 115313 |
|  | 5.000%, 10/01/25  | 500 | 503436 |
|  | 5.000%, 07/01/26  | 110 | 112652 |
|  | 5.000%, 10/01/26  | 700 | 704901 |
| County of Hawaii (GO)  | County of Hawaii (GO)  |  |  |
|  | 5.000%, 09/01/27  | 195 | 203659 |
| County of Kauai (GO)  | County of Kauai (GO)  |  |  |
|  | 5.000%, 08/01/25  | 520 | 522118 |
| State of Hawaii (GO) <br> Series FG | State of Hawaii (GO) <br> Series FG |  |  |
|  | 4.000%, 10/01/32  | 1740 | 1744568 |
| State of Hawaii (GO) <br> Series FH | State of Hawaii (GO) <br> Series FH |  |  |
|  | 5.000%, 10/01/26  | 1990 | 2047843 |
| State of Hawaii (GO) <br> Series FK | State of Hawaii (GO) <br> Series FK |  |  |
|  | 4.000%, 05/01/32  | 7620 | 7675112 |
| TOTAL HAWAII | TOTAL HAWAII |  | 17130609 |
| ILLINOIS — (0.2%) | ILLINOIS — (0.2%) | ILLINOIS — (0.2%) | ILLINOIS — (0.2%) |
| County of Will (GO)  | County of Will (GO)  |  |  |
| ¤ | 5.000%, 11/15/34 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1060 | 1070149 |
| Illinois Finance Authority <br> (RB)  | Illinois Finance Authority <br> (RB)  |  |  |
|  | 2.450%, 08/01/43  | 2120 | 2120000 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | 3190149 |
| IOWA — (0.5%) | IOWA — (0.5%) | IOWA — (0.5%) | IOWA — (0.5%) |
| City of Des Moines (GO) <br> Series A | City of Des Moines (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/25  | 1975 | 1977423 |
| City of Des Moines (GO) <br> Series D | City of Des Moines (GO) <br> Series D |  |  |
|  | 5.000%, 06/01/25  | 1520 | 1521865 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| IOWA — (Continued) | IOWA — (Continued) | IOWA — (Continued) |
| City of Sioux City (GO) <br> Series A |  |  |
| 3.000%, 06/01/27  | 1325 | $1316352 |
| City of Urbandale (GO) <br> Series A |  |  |
| 5.000%, 06/01/27  | 1040 | 1079203 |
| Iowa Valley Community <br> College District (GO)  |  |  |
| 4.000%, 06/01/28  | 2890 | 2970983 |
| TOTAL IOWA |  | 8865826 |
| KANSAS — (0.9%) | KANSAS — (0.9%) | KANSAS — (0.9%) |
| City of Lawrence (GO) <br> Series I |  |  |
| 4.000%, 05/01/26  | 2000 | 2017826 |
| City of Merriam (GO)  |  |  |
| 5.000%, 10/01/25  | 350 | 352436 |
| City of Olathe (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 9290 | 9323576 |
| Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 1525 | 1567351 |
| Kansas Development <br> Finance Authority (RB) <br> Series D |  |  |
| 5.000%, 05/01/28  | 2000 | 2111298 |
| TOTAL KANSAS |  | 15372487 |
| KENTUCKY — (1.3%) | KENTUCKY — (1.3%) | KENTUCKY — (1.3%) |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  |  |  |
| 4.000%, 05/15/31  | 1430 | 1431279 |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB) <br> Series C |  |  |
| 5.000%, 05/15/25  | 1640 | 1641000 |
| Louisville Water Co. (RB)  |  |  |
| 5.000%, 11/15/27  | 4000 | 4201672 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (GO) <br> Series A |  |  |
| 5.000%, 12/01/25 | 6235 | 6304330 |
| 5.000%, 04/01/28  | 7885 | 8310022 |
| TOTAL KENTUCKY |  | 21888303 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| LOUISIANA — (0.6%) | LOUISIANA — (0.6%) | LOUISIANA — (0.6%) |
| St. Tammany Parish Wide <br> School District No. 12 <br> (GO) Series A |  |  |
| 5.000%, 03/01/28  | 1175 | $1234689 |
| State of Louisiana (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 5025 | 5043743 |
| State of Louisiana (GO) <br> Series E |  |  |
| 5.000%, 06/01/25  | 4065 | 4069684 |
| TOTAL LOUISIANA |  | 10348116 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| City of Portland (GO)  |  |  |
| 5.000%, 05/01/27  | 1015 | 1055604 |
| Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 570 | 594246 |
| State of Maine (GO) <br> Series D |  |  |
| 5.000%, 06/01/28  | 820 | 869197 |
| TOTAL MAINE |  | 2519047 |
| MARYLAND — (3.7%) | MARYLAND — (3.7%) | MARYLAND — (3.7%) |
| City of Baltimore (GO) <br> Series A |  |  |
| 5.000%, 10/15/26  | 800 | 823639 |
| County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 04/01/26 | 6685 | 6811307 |
| 5.000%, 10/01/32  | 1925 | 1965790 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 07/01/25  | 885 | 887367 |
| 5.000%, 07/01/26  | 1310 | 1341160 |
| 5.000%, 08/01/26  | 3850 | 3867399 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/25  | 390 | 392878 |
| County of Howard (GO) <br> Series A |  |  |
| 5.000%, 02/15/27  | 2435 | 2523667 |
| County of Montgomery <br> (GO) Series C |  |  |
| 5.000%, 10/01/26  | 5640 | 5803849 |
| 5.000%, 10/01/27  | 6710 | 7039557 |
| County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/25  | 1265 | 1270257 |
| County of Wicomico (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 1000 | 1011242 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| State of Maryland (GO) <br> Series 2ND |  |  |
| 5.000%, 08/01/26  | 1025 | $1051857 |
| State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 2695 | 2706887 |
| 5.000%, 03/15/26  | 1230 | 1252662 |
| 4.000%, 08/01/26  | 5400 | 5401653 |
| 5.000%, 03/15/28  | 8050 | 8514384 |
| State of Maryland (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 535 | 537360 |
| 5.000%, 08/01/26  | 5640 | 5787781 |
| Washington Suburban <br> Sanitary Commission <br> (RB)  |  |  |
| 3.000%, 06/01/26  | 2160 | 2156831 |
| TOTAL MARYLAND |  | 61147527 |
| MASSACHUSETTS — (6.4%) | MASSACHUSETTS — (6.4%) | MASSACHUSETTS — (6.4%) |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/25/25  | 4000 | 4014096 |
| City of Somerville (GO)  |  |  |
| 4.500%, 05/30/25  | 4115 | 4118777 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 6215 | 6356524 |
| 5.000%, 07/01/28  | 1000 | 1061171 |
| 5.000%, 07/01/35  | 14000 | 14033948 |
| 5.000%, 07/01/36  | 2485 | 2491026 |
| Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 07/01/32  | 800 | 814258 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 5.000%, 07/01/26  | 740 | 757955 |
| Commonwealth of <br> Massachusetts (GO) <br> Series E |  |  |
| 5.000%, 11/01/27  | 1030 | 1080948 |
| Commonwealth of <br> Massachusetts (GO) <br> Series I |  |  |
| 5.000%, 12/01/31  | 1510 | 1548591 |
| 5.000%, 12/01/35  | 16550 | 16865024 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series A |  |  |
| 5.000%, 10/15/25  | 2390 | 2409137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
|  | 4.000%, 07/15/36  | 5375 | $5262206 |
| Massachusetts School <br> Building Authority (RB) <br> Series A | Massachusetts School <br> Building Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 3240 | 3272756 |
| Town of Easton (GO)  | Town of Easton (GO)  |  |  |
|  | 4.000%, 03/05/26  | 2019 | 2032995 |
| Town of Hingham (GO)  | Town of Hingham (GO)  |  |  |
|  | 4.000%, 02/13/26  | 8870 | 8924939 |
| Town of Lexington (GO)  | Town of Lexington (GO)  |  |  |
|  | 4.000%, 02/15/27  | 1000 | 1021042 |
| Town of Swampscott (GO)  | Town of Swampscott (GO)  |  |  |
|  | 4.000%, 03/05/26  | 1584 | 1596164 |
| Town of Westborough (GO)  | Town of Westborough (GO)  |  |  |
|  | 4.000%, 03/27/26  | 16500 | 16620691 |
| Town of Winchester (GO) <br> Series B | Town of Winchester (GO) <br> Series B |  |  |
|  | 4.000%, 03/26/26  | 10500 | 10585897 |
| TOTAL <br> MASSACHUSETTS | TOTAL <br> MASSACHUSETTS |  | 104868145 |
| MICHIGAN — (0.4%) | MICHIGAN — (0.4%) | MICHIGAN — (0.4%) | MICHIGAN — (0.4%) |
| L'Anse Creuse Public <br> Schools (GO) (Q-SBLF)  | L'Anse Creuse Public <br> Schools (GO) (Q-SBLF)  |  |  |
| ¤ | 5.000%, 05/01/27 <br> (Pre-refunded @ <br> $100, 5/1/25)<br>| 1025 | 1025000 |
| Michigan Finance Authority <br> (RB)  | Michigan Finance Authority <br> (RB)  |  |  |
| ¤ | 5.000%, 11/15/31 <br> (Pre-refunded @ <br> $100, 5/15/25)<br>| 1200 | 1200676 |
| ¤ | 5.000%, 11/15/45 <br> (Pre-refunded @ <br> $100, 5/15/25)<br>| 1715 | 1715966 |
| Michigan State University <br> (RB) Series A | Michigan State University <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/25  | 1545 | 1552309 |
| State of Michigan (GO) <br> Series A | State of Michigan (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/25  | 1795 | 1795000 |
| TOTAL MICHIGAN | TOTAL MICHIGAN |  | 7288951 |
| MINNESOTA — (3.9%) | MINNESOTA — (3.9%) | MINNESOTA — (3.9%) | MINNESOTA — (3.9%) |
| County of Hennepin (GO) <br> Series A | County of Hennepin (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/31 | 4415 | 4561206 |
|  | 5.000%, 12/01/32  | 1185 | 1216382 |
| County of Hennepin (GO) <br> Series C | County of Hennepin (GO) <br> Series C |  |  |
|  | 5.000%, 12/01/31  | 1035 | 1063055 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Metropolitan Council (GO) <br> Series B | Metropolitan Council (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1925 | $1946069 |
|  | 5.000%, 03/01/27  | 4360 | 4523302 |
| St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A | St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
|  | 5.000%, 02/01/28  | 2610 | 2738267 |
| State of Minnesota (GO) <br> Series A | State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25 | 12195 | 12245712 |
|  | 5.000%, 09/01/25  | 2130 | 2142204 |
|  | 5.000%, 08/01/27  | 14250 | 14897397 |
|  | 5.000%, 08/01/28  | 6075 | 6463112 |
|  | 5.000%, 08/01/33  | 1065 | 1082766 |
| State of Minnesota (GO) <br> Series B | State of Minnesota (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 5000 | 5020792 |
|  | 4.000%, 08/01/32  | 3715 | 3716854 |
| State of Minnesota (GO) <br> Series D | State of Minnesota (GO) <br> Series D |  |  |
|  | 5.000%, 08/01/25  | 1715 | 1722132 |
| University of Minnesota <br> (RB) Series B | University of Minnesota <br> (RB) Series B |  |  |
|  | 5.000%, 10/01/25  | 810 | 815941 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | 64155191 |
| MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) | MISSISSIPPI — (0.6%) |
| State of Mississippi (GO) <br> Series A | State of Mississippi (GO) <br> Series A |  |  |
| ¤ | 4.000%, 10/01/33 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 5355 | 5371503 |
| ¤ | 5.000%, 11/01/33 <br> (Pre-refunded @ <br> $100, 11/1/26)<br>| 4690 | 4827343 |
| TOTAL MISSISSIPPI | TOTAL MISSISSIPPI |  | 10198846 |
| MISSOURI — (0.5%) | MISSOURI — (0.5%) | MISSOURI — (0.5%) | MISSOURI — (0.5%) |
| City of Kansas City (GO) <br> Series A | City of Kansas City (GO) <br> Series A |  |  |
|  | 4.000%, 02/01/27  | 1110 | 1125052 |
| City of Kansas City Water <br> Revenue (RB) Series A | City of Kansas City Water <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 12/01/29  | 1825 | 1874208 |
| Curators of the University <br> of Missouri (RB)  | Curators of the University <br> of Missouri (RB)  |  |  |
|  | 5.000%, 11/01/25  | 3000 | 3026657 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) |
| Metropolitan St. Louis <br> Sewer District (RB) <br> Series B |  |  |
| 5.000%, 05/01/29  | 150 | $161289 |
| North Kansas City School <br> District No. 74 (GO) <br> Series B |  |  |
| 4.000%, 03/01/26  | 2205 | 2221973 |
| TOTAL MISSOURI |  | 8409179 |
| NEBRASKA — (0.6%) | NEBRASKA — (0.6%) | NEBRASKA — (0.6%) |
| County of Sarpy (GO)  |  |  |
| 5.000%, 06/01/26  | 1110 | 1134676 |
| 5.000%, 06/01/27  | 2535 | 2620980 |
| Douglas County School <br> District No. 17 (GO)  |  |  |
| 4.000%, 12/15/26  | 3035 | 3082935 |
| Omaha Public Power <br> District (RB) Series A |  |  |
| 5.000%, 02/01/31  | 1000 | 1012186 |
| Omaha School District <br> (GO)  |  |  |
| 5.000%, 12/15/25  | 1365 | 1379751 |
| TOTAL NEBRASKA |  | 9230528 |
| NEVADA — (1.1%) | NEVADA — (1.1%) | NEVADA — (1.1%) |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/34  | 1800 | 1803056 |
| Las Vegas Valley Water <br> District (GO) Series A |  |  |
| 5.000%, 06/01/27  | 11610 | 12076774 |
| 5.000%, 06/01/33  | 1475 | 1494246 |
| 5.000%, 06/01/37  | 1005 | 1014916 |
| State of Nevada (GO) <br> Series A |  |  |
| 5.000%, 05/01/25  | 1445 | 1445000 |
| TOTAL NEVADA |  | 17833992 |
| NEW JERSEY — (5.9%) | NEW JERSEY — (5.9%) | NEW JERSEY — (5.9%) |
| City of Hoboken (GO)  |  |  |
| 3.000%, 02/01/27  | 1000 | 999571 |
| City of Ventnor City (GO)  |  |  |
| 4.500%, 07/01/25  | 3000 | 3004304 |
| County of Essex (GO)  |  |  |
| 4.250%, 07/10/25  | 8085 | 8094567 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 10000 | 10067820 |
| County of Mercer (GO)  |  |  |
| 4.000%, 02/01/27  | 3430 | 3493001 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
|  | 4.000%, 02/01/28  | 3290 | $3382195 |
| County of Monmouth (GO)  | County of Monmouth (GO)  |  |  |
|  | 5.000%, 06/03/25  | 1115 | 1116352 |
| Monmouth County <br> Improvement Authority <br> (RN)  | Monmouth County <br> Improvement Authority <br> (RN)  |  |  |
|  | 4.000%, 03/13/26  | 13500 | 13589363 |
| New Jersey Economic <br> Development Authority <br> (RB) Series BBB | New Jersey Economic <br> Development Authority <br> (RB) Series BBB |  |  |
| ¤ | 5.500%, 06/15/30 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 6075 | 6314497 |
| New Jersey Economic <br> Development Authority <br> (RB) Series XX | New Jersey Economic <br> Development Authority <br> (RB) Series XX |  |  |
| ¤ | 5.250%, 06/15/27 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1465 | 1468146 |
| Princeton (GO)  | Princeton (GO)  |  |  |
|  | 4.000%, 02/19/26  | 13000 | 13087748 |
| Township of <br> Hamilton/Mercer County <br> (GO) Series A | Township of <br> Hamilton/Mercer County <br> (GO) Series A |  |  |
|  | 5.000%, 05/14/25  | 10040 | 10044349 |
| Township of Livingston <br> (GO)  | Township of Livingston <br> (GO)  |  |  |
|  | 4.000%, 12/05/25  | 4000 | 4015116 |
| Township of <br> Parsippany-Troy Hills <br> (GO)  | Township of <br> Parsippany-Troy Hills <br> (GO)  |  |  |
|  | 4.000%, 10/29/25  | 9000 | 9024209 |
| Township of Toms River <br> (GO)  | Township of Toms River <br> (GO)  |  |  |
|  | 4.000%, 06/01/27  | 865 | 883296 |
|  | 4.000%, 06/01/28  | 1255 | 1292822 |
| Township of Woodbridge <br> (GO)  | Township of Woodbridge <br> (GO)  |  |  |
|  | 4.000%, 03/13/26  | 6640 | 6686807 |
| TOTAL NEW JERSEY | TOTAL NEW JERSEY |  | 96564163 |
| NEW MEXICO — (0.7%) | NEW MEXICO — (0.7%) | NEW MEXICO — (0.7%) | NEW MEXICO — (0.7%) |
| City of Albuquerque (GO) <br> Series A | City of Albuquerque (GO) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 5015 | 5028053 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (Continued) | NEW MEXICO — (Continued) | NEW MEXICO — (Continued) |
| State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series D |  |  |
| 5.000%, 07/01/26  | 5580 | $5712153 |
| TOTAL NEW MEXICO |  | 10740206 |
| NEW YORK — (8.8%) | NEW YORK — (8.8%) | NEW YORK — (8.8%) |
| City of New York (GO) <br> Series A1 |  |  |
| 5.000%, 08/01/38  | 1885 | 1901407 |
| City of New York (GO) <br> Series A-4 |  |  |
| 2.500%, 09/01/49  | 6640 | 6640000 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 10/01/35  | 2600 | 2668076 |
| 5.000%, 12/01/38  | 1610 | 1627376 |
| City of New York (GO) <br> Series B-5 |  |  |
| 2.550%, 10/01/46  | 1025 | 1025000 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 3095 | 3107472 |
| 5.000%, 08/01/26 | 4535 | 4647006 |
| 5.000%, 08/01/27  | 615 | 640770 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 4005 | 4103915 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 06/01/34  | 2450 | 2452984 |
| City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 4920 | 4949769 |
| City of Rochester (GO) <br> Series III |  |  |
| 5.000%, 07/31/25  | 10000 | 10034375 |
| Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/26 <br> (Pre-refunded @ <br> $100, 3/15/26)<br>| 1365 | 1389467 |
| 5.000%, 03/15/26  | 5645 | 5746183 |
| 5.000%, 03/15/32  | 2145 | 2196044 |
| 5.000%, 03/15/38  | 3675 | 3689468 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
| 5.000%, 11/15/25  | 320 | 323294 |
| 5.000%, 11/15/26  | 255 | 262889 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/26  | 1010 | $1028103 |
| 5.000%, 02/15/31  | 865 | 887210 |
| 5.000%, 03/15/32  | 7495 | 7847993 |
| 5.000%, 02/15/33  | 4970 | 5055114 |
| 5.000%, 03/15/35 | 5660 | 5753774 |
| 5.000%, 03/15/36  | 4395 | 4456026 |
| 5.000%, 02/15/37  | 2870 | 2916240 |
| New York State Dormitory <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/32  | 1500 | 1543485 |
| 5.000%, 02/15/37  | 1655 | 1686565 |
| New York State Dormitory <br> Authority (RB) Series C |  |  |
| 5.000%, 03/15/27  | 9000 | 9342991 |
| 5.000%, 03/15/38  | 4000 | 4104729 |
| New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/27  | 7000 | 7266771 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
| 5.000%, 10/15/33  | 1845 | 1856327 |
| 5.000%, 10/15/35  | 5090 | 5120789 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 248 |  |  |
| 5.000%, 01/15/28  | 1000 | 1049660 |
| Town of Amherst (GO)  |  |  |
| 4.000%, 10/30/25  | 6710 | 6729880 |
| Town of East Hampton <br> (GO) Series A |  |  |
| 4.000%, 08/15/25  | 5025 | 5032423 |
| Town of North Hempstead <br> (GO) Series B |  |  |
| 4.000%, 09/19/25  | 13000 | 13032040 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/36  | 1160 | 1175760 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 11/15/25  | 775 | 782098 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series B-1 |  |  |
| 2.600%, 01/01/33  | 400 | 400000 |
| TOTAL NEW YORK |  | 144473473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NORTH CAROLINA — (0.9%) | NORTH CAROLINA — (0.9%) | NORTH CAROLINA — (0.9%) | NORTH CAROLINA — (0.9%) |
| Cape Fear Public Utility <br> Authority (RB)  | Cape Fear Public Utility <br> Authority (RB)  |  |  |
|  | 5.000%, 04/01/27  | 275 | $284946 |
|  | 5.000%, 04/01/28  | 300 | 315977 |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series C | Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series C |  |  |
|  | 2.350%, 01/15/37  | 5100 | 5100000 |
| City of Charlotte (GO)  | City of Charlotte (GO)  |  |  |
|  | 5.000%, 07/01/25  | 1530 | 1534144 |
| City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  | City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
|  | 5.000%, 07/01/25  | 535 | 536449 |
|  | 5.000%, 07/01/27  | 1925 | 2009313 |
| County of Cabarrus (RB) <br> Series B | County of Cabarrus (RB) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 970 | 973786 |
| County of Gaston (GO)  | County of Gaston (GO)  |  |  |
|  | 5.000%, 02/01/26  | 2500 | 2536657 |
| North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B | North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B |  |  |
| ¤ | 5.000%, 10/01/55 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 575 | 579369 |
| TOTAL NORTH <br> CAROLINA | TOTAL NORTH <br> CAROLINA |  | 13870641 |
| OHIO — (2.7%) | OHIO — (2.7%) | OHIO — (2.7%) | OHIO — (2.7%) |
| City of Cincinnati (GO) <br> Series B | City of Cincinnati (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1995 | 2016733 |
| City of Columbus (GO) <br> Series 2017-1 | City of Columbus (GO) <br> Series 2017-1 |  |  |
|  | 4.000%, 04/01/27  | 4325 | 4409320 |
| City of Columbus (GO) <br> Series A | City of Columbus (GO) <br> Series A |  |  |
|  | 4.000%, 08/15/25  | 3775 | 3781053 |
|  | 5.000%, 08/15/25  | 1405 | 1411243 |
|  | 5.000%, 04/01/27  | 2080 | 2159028 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C | County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C |  |  |
|  | 2.550%, 06/01/34  | 2210 | 2210000 |
| Ohio State University (RB) <br> Series A | Ohio State University (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 1120 | 1131609 |
| State of Ohio (GO) <br> Series A | State of Ohio (GO) <br> Series A |  |  |
|  | 5.000%, 09/15/25  | 2570 | 2587176 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
|  | 5.000%, 09/01/28  | 2520 | $2684716 |
|  | 5.000%, 02/01/32  | 1920 | 1941843 |
|  | 5.000%, 02/01/33  | 1840 | 1859977 |
|  | 5.000%, 05/01/35  | 2630 | 2691103 |
|  | 5.000%, 02/01/36  | 2690 | 2715019 |
| State of Ohio (GO) <br> Series B | State of Ohio (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 2105 | 2114019 |
|  | 5.000%, 09/01/27  | 1055 | 1104605 |
|  | 5.000%, 09/15/27  | 3840 | 4023398 |
| State of Ohio (GO) <br> Series C | State of Ohio (GO) <br> Series C |  |  |
| ¤ | 5.000%, 11/01/26 <br> (Pre-refunded @ <br> $100, 5/1/25)<br>| 545 | 545000 |
| State of Ohio (GO) <br> Series V | State of Ohio (GO) <br> Series V |  |  |
|  | 5.000%, 05/01/34  | 2000 | 2078900 |
| State of Ohio (GO) <br> Series X | State of Ohio (GO) <br> Series X |  |  |
|  | 5.000%, 05/01/29  | 665 | 715623 |
| Upper Arlington City <br> School District (GO) <br> Series A | Upper Arlington City <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/26  | 1585 | 1633819 |
| TOTAL OHIO | TOTAL OHIO |  | 43814184 |
| OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) |
| City of Bixby (GO) Series A | City of Bixby (GO) Series A |  |  |
|  | 4.000%, 06/01/26  | 790 | 797683 |
|  | 4.000%, 06/01/28  | 1790 | 1833905 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 2631588 |
| OREGON — (1.4%) | OREGON — (1.4%) | OREGON — (1.4%) | OREGON — (1.4%) |
| City of Portland (GO) <br> Series A | City of Portland (GO) <br> Series A |  |  |
|  | 5.000%, 06/15/25  | 230 | 230452 |
| City of Portland Water <br> System Revenue (RB) <br> Series A | City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 04/01/27  | 780 | 810488 |
| Clackamas & Washington <br> Counties School District <br> No. 3 (GO) (SCH BD <br> GTY)  | Clackamas & Washington <br> Counties School District <br> No. 3 (GO) (SCH BD <br> GTY)  |  |  |
|  | 5.000%, 06/15/28  | 5055 | 5064335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A | Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A |  |  |
| ¤ | 5.000%, 06/15/33 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 2205 | $2254831 |
| ¤ | 5.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 1065 | 1089068 |
| Marion County School <br> District No. 103 <br> Woodburn (GO) (SCH <br> BD GTY)  | Marion County School <br> District No. 103 <br> Woodburn (GO) (SCH <br> BD GTY)  |  |  |
| ¤ | 5.000%, 06/15/30 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1000 | 1001971 |
| Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  | Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/25  | 4970 | 4978407 |
| Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A | Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/30  | 1165 | 1166927 |
| Portland Community <br> College District (GO)  | Portland Community <br> College District (GO)  |  |  |
|  | 5.000%, 06/15/27  | 1375 | 1398389 |
| State of Oregon (GO) <br> Series A | State of Oregon (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/27  | 695 | 721445 |
| State of Oregon (GO) <br> Series F | State of Oregon (GO) <br> Series F |  |  |
|  | 5.000%, 05/01/28  | 820 | 820000 |
|  | 5.000%, 05/01/29  | 1075 | 1093117 |
|  | 5.000%, 05/01/30  | 1000 | 1000000 |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series A | State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/26  | 1930 | 1989352 |
| TOTAL OREGON | TOTAL OREGON |  | 23618782 |
| PENNSYLVANIA — (0.8%) | PENNSYLVANIA — (0.8%) | PENNSYLVANIA — (0.8%) | PENNSYLVANIA — (0.8%) |
| County of Chester (GO) <br> Series A | County of Chester (GO) <br> Series A |  |  |
|  | 4.000%, 07/15/28  | 5320 | 5372810 |
| County of Montgomery <br> (GO)  | County of Montgomery <br> (GO)  |  |  |
|  | 5.000%, 07/01/28  | 5925 | 6279634 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Cumberland Valley School <br> District (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/35  | 1000 | $1001170 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/31  | 685 | 694223 |
| TOTAL PENNSYLVANIA |  | 13347837 |
| RHODE ISLAND — (0.1%) | RHODE ISLAND — (0.1%) | RHODE ISLAND — (0.1%) |
| State of Rhode Island (GO) <br> Series A |  |  |
| 5.000%, 04/01/27  | 1145 | 1187443 |
| SOUTH CAROLINA — (1.0%) | SOUTH CAROLINA — (1.0%) | SOUTH CAROLINA — (1.0%) |
| Aiken County Consolidated <br> School District (GO)  |  |  |
| 5.000%, 04/01/26  | 3520 | 3581375 |
| 5.000%, 04/01/27  | 2800 | 2906385 |
| Beaufort County School <br> District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 4000 | 4067414 |
| Clemson University (RB) <br> Series B |  |  |
| 5.000%, 05/01/25  | 800 | 800000 |
| County of Beaufort (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 03/01/26  | 1475 | 1499379 |
| County of Dorchester (GO)  |  |  |
| 5.000%, 05/01/25  | 4010 | 4010000 |
| TOTAL SOUTH <br> CAROLINA |  | 16864553 |
| TENNESSEE — (2.5%) | TENNESSEE — (2.5%) | TENNESSEE — (2.5%) |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
| 5.000%, 07/01/27  | 885 | 921489 |
| City of Memphis (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 915 | 921559 |
| 5.000%, 04/01/26  | 1310 | 1333783 |
| City of Pigeon Forge (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 1805 | 1878602 |
| City of Sevierville (GO)  |  |  |
| 5.000%, 06/01/29  | 3135 | 3366318 |
| County of Knox (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 125 | 127792 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| County of Rutherford (GO)  | County of Rutherford (GO)  |  |  |
|  | 5.000%, 04/01/26  | 3570 | $3634812 |
| County of Rutherford (GO) <br> Series A | County of Rutherford (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/26  | 2115 | 2153397 |
| County of Washington <br> (GO) Series A | County of Washington <br> (GO) Series A |  |  |
|  | 4.000%, 06/01/26  | 1805 | 1823516 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  | Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
|  | 5.000%, 01/01/26  | 5390 | 5461037 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series A | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series A |  |  |
|  | 4.000%, 01/01/26  | 4000 | 4026540 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
| ¤ | 5.000%, 07/01/32 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 4065 | 4076093 |
| ¤ | 4.500%, 07/01/33 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 2955 | 2960642 |
| State of Tennessee (GO) <br> Series A | State of Tennessee (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 2510 | 2520978 |
|  | 5.000%, 09/01/27  | 1900 | 1989824 |
| State of Tennessee (GO) <br> Series B | State of Tennessee (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/30  | 3440 | 3515795 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 40712177 |
| TEXAS — (16.8%) | TEXAS — (16.8%) | TEXAS — (16.8%) | TEXAS — (16.8%) |
| Alvin Independent School <br> District (GO) (PSF-GTD)  | Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 775 | 803325 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 1000 | 1014902 |
| Austin Independent School <br> District (GO) (PSF-GTD)  | Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/25  | 535 | 537274 |
|  | 5.000%, 08/01/26  | 2390 | 2451628 |
| Birdville Independent <br> School District (GO) <br> (PSF-GTD)  | Birdville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 1395 | 1445243 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A | Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 08/15/25  | 2340 | $2351410 |
|  | 5.000%, 08/15/26  | 9870 | 10131155 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series J | Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
|  | 5.000%, 08/15/25  | 13090 | 13153829 |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series A | Central Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 01/01/32 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1075 | 1077879 |
| City of Anna (GO)  | City of Anna (GO)  |  |  |
|  | 4.000%, 02/15/28  | 1350 | 1373750 |
| City of Arlington (GO)  | City of Arlington (GO)  |  |  |
|  | 5.000%, 08/15/25  | 1175 | 1180828 |
| City of Austin (GO)  | City of Austin (GO)  |  |  |
|  | 5.000%, 09/01/25 | 5845 | 5877443 |
| City of Austin Electric Utility <br> Revenue (RB)  | City of Austin Electric Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/32  | 530 | 538574 |
| City of Austin Electric Utility <br> Revenue (RB) Series A | City of Austin Electric Utility <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 11/15/25  | 1285 | 1297157 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  | City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/27  | 1150 | 1205072 |
|  | 5.000%, 11/15/31  | 940 | 955940 |
| City of Carrollton (GO)  | City of Carrollton (GO)  |  |  |
|  | 5.000%, 08/15/25  | 1390 | 1396328 |
|  | 5.000%, 08/15/26  | 1420 | 1455550 |
| City of Cedar Park (GO)  | City of Cedar Park (GO)  |  |  |
|  | 5.000%, 02/15/26  | 680 | 689920 |
| City of College Station <br> (GO)  | City of College Station <br> (GO)  |  |  |
|  | 5.000%, 02/15/28  | 530 | 556643 |
| City of Corpus Christi (GO) <br> Series A | City of Corpus Christi (GO) <br> Series A |  |  |
|  | 5.000%, 03/01/26  | 1960 | 1992844 |
| City of Dallas (GO) <br> Series A | City of Dallas (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/25  | 3425 | 3440295 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  | City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
|  | 5.000%, 10/01/26  | 1275 | 1310922 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/28  | 1350 | $1357770 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/28  | 2095 | 2199171 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26 | 930 | 944813 |
| 5.000%, 03/01/27 | 630 | 651867 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/27 | 5255 | 5439302 |
| 5.000%, 03/01/28  | 5015 | 5276415 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26  | 1500 | 1523530 |
| City of Georgetown (GO)  |  |  |
| 5.000%, 08/15/25  | 2050 | 2059631 |
| City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 5545 | 5741483 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27 | 5075 | 5307611 |
| City of Leander (GO) <br> Series A |  |  |
| 5.000%, 08/15/25  | 1355 | 1361641 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/27  | 780 | 806160 |
| 5.000%, 02/15/28  | 745 | 779809 |
| City of Lewisville <br> Waterworks & Sewer <br> System Revenue (RB)  |  |  |
| 4.000%, 02/15/27  | 1120 | 1135874 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/25  | 3305 | 3320047 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/26 | 1190 | 1217290 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/27  | 1750 | 1804810 |
| 5.000%, 02/15/28  | 2000 | 2095286 |
| City of San Angelo (GO)  |  |  |
| 3.000%, 02/15/28  | 1165 | 1153727 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26  | 3175 | 3221261 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/26  | 3355 | 3404134 |
| 4.000%, 02/01/27  | 1685 | 1713570 |
| 4.000%, 02/01/28  | 1450 | 1459238 |
| 4.000%, 02/01/36  | 2775 | 2754410 |
| City of Temple (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 185 | 195569 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Temple (GO) <br> Series B | City of Temple (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/27  | 185 | $192656 |
|  | 5.000%, 08/01/28  | 165 | 174426 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  | Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/32  | 1025 | 1038870 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD) Series A | Conroe Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 02/15/26  | 8710 | 8839108 |
|  | 5.000%, 02/15/29  | 895 | 957891 |
| County of Harris (GO)  | County of Harris (GO)  |  |  |
|  | 5.000%, 10/01/25  | 810 | 816139 |
| County of Harris (GO) <br> Series A | County of Harris (GO) <br> Series A |  |  |
|  | 5.000%, 09/15/25  | 485 | 488235 |
|  | 5.000%, 10/01/25  | 1495 | 1506330 |
|  | 5.000%, 10/01/30  | 2330 | 2344667 |
| County of Tarrant (GO)  | County of Tarrant (GO)  |  |  |
|  | 5.000%, 07/15/28  | 610 | 646719 |
|  | 5.000%, 07/15/29  | 365 | 392455 |
| County of Travis (GO) <br> Series A | County of Travis (GO) <br> Series A |  |  |
|  | 5.000%, 03/01/26  | 1485 | 1506687 |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 02/15/27  | 3780 | 3912124 |
|  | 4.000%, 02/15/36  | 2915 | 2905125 |
| Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B | Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| ¤ | 5.000%, 08/01/36 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1040 | 1044170 |
| Dallas Area Rapid Transit <br> (RB) Series A | Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2880 | 2911076 |
| Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 580 | 600273 |
| Eagle Mountain & Saginaw <br> Independent School <br> District (GO) (PSF-GTD)  | Eagle Mountain & Saginaw <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 1135 | 1140398 |
| El Paso Independent <br> School District (GO) <br> (PSF-GTD)  | El Paso Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 1295 | 1300971 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/27 | 1850 | $1929307 |
| 5.000%, 08/15/28  | 1000 | 1059055 |
| Frisco Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 1020 | 1055472 |
| 4.000%, 02/15/28  | 2045 | 2091449 |
| Frisco Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/28  | 1550 | 1631785 |
| Frisco Independent School <br> District (GO) Series A |  |  |
| 5.000%, 02/15/28  | 1075 | 1129629 |
| Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/26  | 375 | 380212 |
| 5.000%, 02/01/27  | 265 | 274022 |
| Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 2010 | 2013053 |
| Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 3015 | 3122520 |
| Goose Creek Consolidated <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 5.000%, 02/15/28  | 2000 | 2030973 |
| Harris County Flood <br> Control District (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 535 | 538521 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1155 | 1171758 |
| 5.000%, 02/15/27  | 1285 | 1326282 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1915 | 1942785 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 02/15/27  | 1665 | 1718490 |
| 5.000%, 02/15/28  | 1000 | 1048116 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 3000 | $3102206 |
| Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/28  | 150 | 159051 |
| Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 375 | 400381 |
| Klein Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/36  | 1925 | 1947669 |
| Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 2255 | 2313474 |
| Lone Star College System <br> (GO) Series A |  |  |
| 5.000%, 02/15/26  | 7515 | 7625882 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 8545 | 8684414 |
| New Caney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 2600 | 2638540 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/31  | 2260 | 2304773 |
| 5.000%, 09/01/35  | 3385 | 3396517 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
| 5.000%, 07/01/26  | 15725 | 16089727 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/25  | 310 | 310829 |
| 5.000%, 07/01/27  | 8025 | 8366588 |
| Pflugerville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1500 | 1523530 |
| Prosper Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 585 | 625458 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Richardson Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/27  | 205 | $212274 |
| 5.000%, 02/15/30  | 2500 | 2535396 |
| 5.000%, 02/15/31  | 2000 | 2028003 |
| Round Rock Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/01/26  | 4125 | 4228804 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| 5.000%, 08/15/28  | 1980 | 2100756 |
| Spring Branch Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/28  | 575 | 605415 |
| Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 900 | 923222 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 1175 | 1183189 |
| 5.000%, 10/01/26 | 4905 | 4948773 |
| 5.000%, 04/01/27  | 1480 | 1505665 |
| State of Texas (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 420 | 438791 |
| Tarrant County College <br> District (GO)  |  |  |
| 5.000%, 08/15/28  | 1065 | 1127858 |
| Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/28  | 510 | 536150 |
| Texas A&M University (RB) <br> Series A |  |  |
| 5.000%, 05/15/25  | 990 | 990568 |
| Texas Department of <br> Transportation State <br> Highway Fund (RB)  |  |  |
| 5.000%, 10/01/25  | 4560 | 4592729 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/27  | 625 | 646860 |
| Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 08/01/27  | 485 | 505299 |
| 5.000%, 08/01/28  | 630 | 666413 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  | Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
|  | 5.000%, 02/01/26  | 230 | $233248 |
|  | 5.000%, 02/01/27  | 700 | 722984 |
| Waco Independent School <br> District (GO) (PSF-GTD)  | Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/27  | 315 | 328753 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 875 | 897129 |
| Ysleta Independent School <br> District (GO) (PSF-GTD)  | Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | 5.000%, 08/15/32 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 2355 | 2366353 |
| ¤ | 5.000%, 08/15/38 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 10000 | 10048206 |
| ¤ | 5.000%, 08/15/40 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 2495 | 2507027 |
| TOTAL TEXAS | TOTAL TEXAS |  | 276712983 |
| UTAH — (1.4%) | UTAH — (1.4%) | UTAH — (1.4%) | UTAH — (1.4%) |
| Alpine School District (GO) <br> (SCH BD GTY)  | Alpine School District (GO) <br> (SCH BD GTY)  |  |  |
|  | 4.000%, 03/15/31  | 1580 | 1595007 |
| City of American Fork (GO)  | City of American Fork (GO)  |  |  |
|  | 5.000%, 05/01/26  | 1165 | 1187452 |
| City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  | City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/29  | 1490 | 1595461 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A | Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/25  | 765 | 770670 |
| Nebo School District (GO) <br> (SCH BD GTY)  | Nebo School District (GO) <br> (SCH BD GTY)  |  |  |
|  | 5.000%, 07/01/25  | 4170 | 4181207 |
| State of Utah (GO)  | State of Utah (GO)  |  |  |
|  | 5.000%, 07/01/25  | 780 | 782285 |
|  | 5.000%, 07/01/26  | 2325 | 2380873 |
| Timpanogos Special <br> Service District (RB)  | Timpanogos Special <br> Service District (RB)  |  |  |
|  | 5.000%, 06/01/25  | 550 | 550674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UTAH — (Continued) | UTAH — (Continued) | UTAH — (Continued) | UTAH — (Continued) |
| Tooele County School <br> District (GO) (SCH BD <br> GTY)  | Tooele County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
|  | 5.000%, 06/01/27  | 1275 | $1327573 |
|  | 5.000%, 06/01/28  | 1890 | 2002309 |
| Utah Transit Authority (RB) <br> Series A | Utah Transit Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 06/15/27 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1260 | 1262249 |
| ¤ | 4.000%, 06/15/34 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 2915 | 2916701 |
| ¤ | 5.000%, 06/15/38 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1730 | 1733087 |
| TOTAL UTAH | TOTAL UTAH |  | 22285548 |
| VERMONT — (0.1%) | VERMONT — (0.1%) | VERMONT — (0.1%) | VERMONT — (0.1%) |
| State of Vermont (GO) <br> Series A | State of Vermont (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/27  | 1270 | 1329181 |
| VIRGINIA — (1.9%) | VIRGINIA — (1.9%) | VIRGINIA — (1.9%) | VIRGINIA — (1.9%) |
| City of Lynchburg (GO)  | City of Lynchburg (GO)  |  |  |
|  | 5.000%, 02/01/26  | 1930 | 1958155 |
| City of Norfolk Water <br> Revenue (RB)  | City of Norfolk Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 7940 | 8010594 |
| City of Roanoke (GO) (ST <br> AID WITHHLDG)  | City of Roanoke (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 5.000%, 04/01/27  | 205 | 212828 |
|  | 5.000%, 04/01/28  | 730 | 771185 |
| County of Arlington (GO)  | County of Arlington (GO)  |  |  |
|  | 5.000%, 08/15/27 | 7885 | 8248668 |
| County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B | County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 01/01/26  | 2335 | 2364706 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A | County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
|  | 4.000%, 10/01/25  | 2295 | 2302622 |
|  | 5.000%, 10/01/25  | 2200 | 2216329 |
|  | 5.000%, 10/01/26  | 5600 | 5754817 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 31839904 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (7.2%) | WASHINGTON — (7.2%) | WASHINGTON — (7.2%) | WASHINGTON — (7.2%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 5035 | $5079821 |
| ¤ | 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 4875 | 4918397 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 4.000%, 12/01/34  | 1165 | 1165025 |
| City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  | City of Seattle Municipal <br> Light & Power Revenue <br> (RB)  |  |  |
|  | 5.000%, 07/01/28  | 6170 | 6535887 |
| City of Spokane (GO)  | City of Spokane (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1240 | 1253203 |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  | Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 1580 | 1629348 |
| County of King (GO)  | County of King (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1625 | 1642774 |
| County of King (GO) <br> Series A | County of King (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25 | 2840 | 2871063 |
|  | 5.000%, 12/01/26  | 5945 | 6136280 |
| County of King (GO) <br> Series B | County of King (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1455 | 1470914 |
| County of King Sewer <br> Revenue (RB) Series A | County of King Sewer <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 01/01/26  | 410 | 415509 |
|  | 4.000%, 07/01/36  | 12275 | 12285545 |
| County of Spokane (GO)  | County of Spokane (GO)  |  |  |
|  | 5.000%, 12/01/26  | 4115 | 4243525 |
| Energy Northwest (RB) <br> Series A | Energy Northwest (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/26  | 1370 | 1402923 |
|  | 5.000%, 07/01/28  | 5870 | 6227219 |
|  | 5.000%, 07/01/33  | 1140 | 1141333 |
| Energy Northwest (RB) <br> Series B | Energy Northwest (RB) <br> Series B |  |  |
|  | 5.000%, 07/01/25  | 880 | 882132 |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  | King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 2180 | 2248430 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 2300 | $2324890 |
| King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
| 5.000%, 12/01/25  | 905 | 914636 |
| Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1215 | 1227373 |
| Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/26  | 340 | 345294 |
| 5.000%, 12/01/29  | 3030 | 3277960 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 2830 | 2861940 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/35  | 1085 | 1095413 |
| State of Washington (GO) <br> Series 2016-B |  |  |
| 5.000%, 08/01/36  | 2000 | 2007566 |
| State of Washington (GO) <br> Series 2017-A |  |  |
| 5.000%, 08/01/26  | 1790 | 1834900 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 3840 | 3936323 |
| State of Washington (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/26  | 1795 | 1801791 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 07/01/29  | 145 | 146699 |
| 5.000%, 08/01/29  | 1115 | 1139200 |
| 5.000%, 07/01/30  | 1100 | 1112231 |
| 5.000%, 07/01/31  | 10035 | 10139941 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 06/01/38  | 2000 | 2021657 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 06/01/25  | 1000 | 1001611 |
| 5.000%, 06/01/26  | 2460 | 2512362 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| State of Washington (GO) <br> Series R-2017A |  |  |
| 5.000%, 08/01/26  | 1050 | $1076338 |
| State of Washington (GO) <br> Series R-2018C |  |  |
| 5.000%, 08/01/27  | 2195 | 2294722 |
| 5.000%, 08/01/31  | 2775 | 2859078 |
| State of Washington (GO) <br> Series R-2022C |  |  |
| 4.000%, 07/01/27  | 2630 | 2690488 |
| State of Washington (GO) <br> Series R-2024C |  |  |
| 5.000%, 08/01/25  | 5605 | 5631984 |
| State of Washington (GO) <br> Series R-2025A |  |  |
| 4.000%, 07/01/26  | 3015 | 3051398 |
| TOTAL WASHINGTON |  | 118855123 |
| WISCONSIN — (2.4%) | WISCONSIN — (2.4%) | WISCONSIN — (2.4%) |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/25  | 3760 | 3787734 |
| County of Dane (GO) <br> Series A |  |  |
| 4.000%, 06/01/25  | 4845 | 4847386 |
| Germantown School <br> District (GO) Series A |  |  |
| 5.000%, 04/01/27  | 2215 | 2302613 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 995 | 1041443 |
| State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/26  | 5040 | 5143313 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/26  | 4355 | $4487640 |
| State of Wisconsin (GO) <br> Series 2024-2 |  |  |
| 5.000%, 05/01/25  | 4535 | 4535000 |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/26  | 4140 | 4224864 |
| Wisconsin Department of <br> Transportation (RB) <br> Series 2 |  |  |
| 5.000%, 07/01/25  | 9470 | 9495026 |
| TOTAL WISCONSIN |  | 39865019 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,630,612,000) |  | 1623375174 |
| COMMERCIAL PAPER — (0.6%) | COMMERCIAL PAPER — (0.6%) | COMMERCIAL PAPER — (0.6%) |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.750%, 05/15/25 | 10000 | 9997039 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.6%) | INVESTMENT COMPANIES — (0.6%) | INVESTMENT COMPANIES — (0.6%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $9,604,614)<br>| 9603654 | 9604614 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,650,216,614) |  | $1642976827 |

---

As of April 30, 2025, DFA Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.272% | Fixed | CPI | Maturity | USD | 15000000 | 11/15/26 |  |  | $692778 | $692778 |
| Bank of America <br> Corp.<br>| 3.232% | Fixed | CPI | Maturity | USD | 17000000 | 12/01/25 |  |  | 911101 | 911101 |
| Bank of America <br> Corp.<br>| 3.150% | Fixed | CPI | Maturity | USD | 20000000 | 11/23/27 |  |  | 849707 | 849707 |
| Bank of America <br> Corp.<br>| 3.063% | Fixed | CPI | Maturity | USD | 9000000 | 11/08/26 |  |  | 519596 | 519596 |
| Bank of America <br> Corp.<br>| 3.050% | Fixed | CPI | Maturity | USD | 16000000 | 02/15/26 |  |  | 713432 | 713432 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.015% | Fixed | CPI | Maturity | USD | 14000000 | 01/11/26 |  |  | $730910 | $730910 |
| Bank of America <br> Corp.<br>| 2.975% | Fixed | CPI | Maturity | USD | 8000000 | 10/25/29 |  |  | 300101 | 300101 |
| Bank of America <br> Corp.<br>| 2.966% | Fixed | CPI | Maturity | USD | 31000000 | 12/13/26 |  |  | 1802305 | 1802305 |
| Bank of America <br> Corp.<br>| 2.956% | Fixed | CPI | Maturity | USD | 17000000 | 01/14/27 |  |  | 854411 | 854411 |
| Bank of America <br> Corp.<br>| 2.955% | Fixed | CPI | Maturity | USD | 8000000 | 11/02/28 |  |  | 379558 | 379558 |
| Bank of America <br> Corp.<br>| 2.929% | Fixed | CPI | Maturity | USD | 23000000 | 02/02/27 |  |  | 1096679 | 1096679 |
| Bank of America <br> Corp.<br>| 2.920% | Fixed | CPI | Maturity | USD | 19000000 | 12/30/26 |  |  | 1053611 | 1053611 |
| Bank of America <br> Corp.<br>| 2.909% | Fixed | CPI | Maturity | USD | 23000000 | 12/03/26 |  |  | 1476686 | 1476686 |
| Bank of America <br> Corp.<br>| 2.874% | Fixed | CPI | Maturity | USD | 18000000 | 10/14/26 |  |  | 1232973 | 1232973 |
| Bank of America <br> Corp.<br>| 2.860% | Fixed | CPI | Maturity | USD | 9000000 | 12/17/26 |  |  | 562913 | 562913 |
| Bank of America <br> Corp.<br>| 2.826% | Fixed | CPI | Maturity | USD | 13000000 | 01/25/27 |  |  | 711958 | 711958 |
| Bank of America <br> Corp.<br>| 2.817% | Fixed | CPI | Maturity | USD | 10000000 | 05/19/26 |  |  | 986638 | 986638 |
| Bank of America <br> Corp.<br>| 2.746% | Fixed | CPI | Maturity | USD | 12000000 | 08/13/26 |  |  | 1022272 | 1022272 |
| Bank of America <br> Corp.<br>| 2.736% | Fixed | CPI | Maturity | USD | 12000000 | 07/29/26 |  |  | 1076445 | 1076445 |
| Bank of America <br> Corp.<br>| 2.719% | Fixed | CPI | Maturity | USD | 66000000 | 01/23/26 |  |  | 533339 | 533339 |
| Bank of America <br> Corp.<br>| 2.717% | Fixed | CPI | Maturity | USD | 8000000 | 05/25/26 |  |  | 827526 | 827526 |
| Bank of America <br> Corp.<br>| 2.679% | Fixed | CPI | Maturity | USD | 13000000 | 07/19/26 |  |  | 1235102 | 1235102 |
| Bank of America <br> Corp.<br>| 2.609% | Fixed | CPI | Maturity | USD | 25000000 | 05/07/25 |  |  | 32155 | 32155 |
| Bank of America <br> Corp.<br>| 2.554% | Fixed | CPI | Maturity | USD | 10000000 | 06/10/29 |  |  | 973743 | 973743 |
| Bank of America <br> Corp.<br>| 2.545% | Fixed | CPI | Maturity | USD | 8000000 | 07/01/28 |  |  | 789683 | 789683 |
| Bank of America <br> Corp.<br>| 2.498% | Fixed | CPI | Maturity | USD | 10000000 | 06/24/29 |  |  | 992947 | 992947 |
| Bank of America <br> Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 9000000 | 06/16/31 |  |  | 840074 | 840074 |
| Bank of America <br> Corp.<br>| 2.490% | Fixed | CPI | Maturity | USD | 17000000 | 06/30/31 |  |  | 1544137 | 1544137 |
| Bank of America <br> Corp.<br>| 2.373% | Fixed | CPI | Maturity | USD | 18000000 | 07/13/26 |  |  | 2054868 | 2054868 |
| Bank of America <br> Corp.<br>| 2.350% | Fixed | CPI | Maturity | USD | 14000000 | 09/20/26 |  |  | 1624154 | 1624154 |
| Bank of America <br> Corp.<br>| 2.349% | Fixed | CPI | Maturity | USD | 14000000 | 08/13/27 |  |  | 1600912 | 1600912 |
| Bank of America <br> Corp.<br>| 2.308% | Fixed | CPI | Maturity | USD | 22000000 | 06/26/25 |  |  | 10597 | 10597 |
| Bank of America <br> Corp.<br>| 2.244% | Fixed | CPI | Maturity | USD | 15000000 | 11/01/27 |  |  | 1897744 | 1897744 |
| Bank of America <br> Corp.<br>| 2.187% | Fixed | CPI | Maturity | USD | 20000000 | 11/20/25 |  |  | 2528716 | 2528716 |
| Bank of America <br> Corp.<br>| 2.177% | Fixed | CPI | Maturity | USD | 11000000 | 09/20/27 |  |  | 1586198 | 1586198 |
| Bank of America <br> Corp.<br>| 2.149% | Fixed | CPI | Maturity | USD | 14000000 | 08/10/27 |  |  | 2040320 | 2040320 |

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 2.070% | Fixed | CPI | Maturity | USD | 37000000 | 09/27/25 |  |  | $431201 | $431201 |
| Bank of America <br> Corp.<br>| 2.045% | Fixed | CPI | Maturity | USD | 25000000 | 07/17/25 |  |  | 102299 | 102299 |
| Bank of America <br> Corp.<br>| 2.029% | Fixed | CPI | Maturity | USD | 15000000 | 05/24/25 |  |  | 2051278 | 2051278 |
| Bank of America <br> Corp.<br>| 2.004% | Fixed | CPI | Maturity | USD | 14000000 | 06/13/25 |  |  | 1948297 | 1948297 |
| Citibank, N.A. | 2.781% | Fixed | CPI | Maturity | USD | 48000000 | 11/22/25 |  |  | 362190 | 362190 |
| Citibank, N.A. | 2.772% | Fixed | CPI | Maturity | USD | 42000000 | 02/25/27 |  |  | 219072 | 219072 |
| Citibank, N.A. | 2.734% | Fixed | CPI | Maturity | USD | 70000000 | 01/15/26 |  |  | 561298 | 561298 |
| Citibank, N.A. | 2.721% | Fixed | CPI | Maturity | USD | 30000000 | 03/07/27 |  |  | 168967 | 168967 |
| Citibank, N.A. | 2.617% | Fixed | CPI | Maturity | USD | 46000000 | 01/10/26 |  |  | 421032 | 421032 |
| Citibank, N.A. | 2.610% | Fixed | CPI | Maturity | USD | 41000000 | 12/20/25 |  |  | 387081 | 387081 |
| Citibank, N.A. | 2.554% | Fixed | CPI | Maturity | USD | 69000000 | 11/14/25 |  |  | 630630 | 630630 |
| Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 34000000 | 12/27/25 |  |  | 343328 | 343328 |
| Citibank, N.A. | 2.368% | Fixed | CPI | Maturity | USD | 10000000 | 05/04/28 |  |  | 1104592 | 1104592 |
| Citibank, N.A. | 2.313% | Fixed | CPI | Maturity | USD | 28000000 | 10/09/25 |  |  | 272019 | 272019 |
| Citibank, N.A. | 2.141% | Fixed | CPI | Maturity | USD | 17000000 | 04/16/28 |  |  | 2393243 | 2393243 |
| Citibank, N.A. | 2.103% | Fixed | CPI | Maturity | USD | 11000000 | 11/21/26 |  |  | 1611778 | 1611778 |
| Citibank, N.A. | 2.103% | Fixed | CPI | Maturity | USD | 52000000 | 10/04/25 |  |  | 607168 | 607168 |
| Citibank, N.A. | 2.100% | Fixed | CPI | Maturity | USD | 18000000 | 12/11/25 |  |  | 2511862 | 2511862 |
| Citibank, N.A. | 2.030% | Fixed | CPI | Maturity | USD | 34000000 | 10/02/25 |  |  | 412425 | 412425 |
| Citibank, N.A. | 2.005% | Fixed | CPI | Maturity | USD | 12000000 | 11/09/25 |  |  | 1837861 | 1837861 |
| Citibank, N.A. | 1.558% | Fixed | CPI | Maturity | USD | 7000000 | 07/17/25 |  |  | 1204693 | 1204693 |
| Morgan Stanley <br> and Co. <br> International<br>| 3.550% | Fixed | CPI | Maturity | USD | 10000000 | 03/04/26 |  |  | 210388 | 210388 |
| Morgan Stanley <br> and Co. <br> International<br>| 3.090% | Fixed | CPI | Maturity | USD | 11000000 | 02/25/27 |  |  | 393517 | 393517 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.865% | Fixed | CPI | Maturity | USD | 27000000 | 02/13/26 |  |  | 176335 | 176335 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.847% | Fixed | CPI | Maturity | USD | 51000000 | 07/18/26 |  |  | 1244027 | 1244027 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.323% | Fixed | CPI | Maturity | USD | 31000000 | 10/17/25 |  |  | 310871 | 310871 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.316% | Fixed | CPI | Maturity | USD | 47000000 | 10/22/25 |  |  | 486380 | 486380 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.927% | Fixed | CPI | Maturity | USD | 30000000 | 07/30/25 |  |  | 183163 | 183163 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.914% | Fixed | CPI | Maturity | USD | 26000000 | 08/14/25 |  |  | 221381 | 221381 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.820% | Fixed | CPI | Maturity | USD | 33000000 | 08/23/25 |  |  | 378009 | 378009 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.780% | Fixed | CPI | Maturity | USD | 37000000 | 09/11/25 |  |  | 497132 | 497132 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$61769806** | **$61769806** |
| Bank of America <br> Corp.<br>| 2.734% | Fixed | CPI | Maturity | USD | 78000000 | 04/07/28 |  |  | (204418)<br>| (204418)<br>|

---

------

**DFA Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Citibank, N.A. | 2.490% | Fixed | CPI | Maturity | USD | 25000000 | 05/29/25 |  |  | $(14406)<br>| $(14406)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(218824)**<br>| **$(218824)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$61550982** | **$61550982** |

---

\*

As of April 30, 2025, the counterparties had deposited in segregated accounts securities with a value of $43,087,673 in connection with open inflation swap contracts.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1623375174 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1623375174 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 9997039 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9997039 |
| Investment Companies | &nbsp;&nbsp; $9604614 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9604614 |
| Total Investments in Securities | &nbsp;&nbsp; $9604614 | &nbsp;&nbsp; $1633372213 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1642976827 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 61769806 | &nbsp;&nbsp; — | &nbsp;&nbsp; 61769806 |
| **Liabilities** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (218824) | &nbsp;&nbsp; — | &nbsp;&nbsp; (218824) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $61550982 | &nbsp;&nbsp; — | &nbsp;&nbsp; $61550982 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA California Municipal Real Return Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (99.1%) | MUNICIPAL BONDS — (99.1%) | MUNICIPAL BONDS — (99.1%) | MUNICIPAL BONDS — (99.1%) |
| CALIFORNIA — (99.1%) | CALIFORNIA — (99.1%) | CALIFORNIA — (99.1%) | CALIFORNIA — (99.1%) |
| Alameda County Joint <br> Powers Authority (RB) <br> Series A | Alameda County Joint <br> Powers Authority (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 2115 | $2138026 |
| Alameda Unified School <br> District-Alameda County <br> (GO) Series B | Alameda Unified School <br> District-Alameda County <br> (GO) Series B |  |  |
|  | 5.000%, 08/01/26  | 250 | 256757 |
| Albany Unified School <br> District (GO)  | Albany Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 255 | 256097 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A | Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/25  | 550 | 554718 |
| Arcadia Unified School <br> District (GO)  | Arcadia Unified School <br> District (GO)  |  |  |
|  | 4.000%, 08/01/40  | 1000 | 954671 |
| Bay Area Toll Authority <br> (RB) Series A | Bay Area Toll Authority <br> (RB) Series A |  |  |
|  | 1.780%, 04/01/55  | 1195 | 1195000 |
| Bay Area Toll Authority <br> (RB) Series B | Bay Area Toll Authority <br> (RB) Series B |  |  |
|  | 1.750%, 04/01/55  | 3065 | 3065000 |
| Buena Park School District <br> (GO)  | Buena Park School District <br> (GO)  |  |  |
|  | 8.000%, 08/01/27  | 1730 | 1925625 |
| California Health Facilities <br> Financing Authority (RB)  | California Health Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 11/15/29  | 1015 | 1022667 |
|  | 5.000%, 02/01/34  | 1000 | 1024931 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/28  | 1500 | 1507083 |
| ¤ | 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1110 | 1121698 |
| California Health Facilities <br> Financing Authority (RB) <br> Series B | California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 4.000%, 08/15/36  | 1975 | 1972468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A | California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A |  |  |
| ¤ | 5.000%, 07/01/36 <br> (Pre-refunded @ <br> $100, 1/1/28)<br>| 190 | $201266 |
| California Municipal <br> Finance Authority (RB) <br> Series A | California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/30  | 200 | 209988 |
| California Public Finance <br> Authority (RB) Series A | California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/25  | 155 | 154987 |
|  | 5.000%, 06/01/26  | 110 | 111985 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 11/01/25  | 2205 | 2222089 |
|  | 4.000%, 11/01/30  | 750 | 755747 |
|  | 4.000%, 11/01/31  | 600 | 603361 |
| California State Public <br> Works Board (RB) <br> Series A | California State Public <br> Works Board (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/28  | 210 | 220956 |
| California State Public <br> Works Board (RB) <br> Series B | California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/26  | 660 | 671820 |
|  | 5.000%, 06/01/27  | 1500 | 1560992 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 08/01/25  | 865 | 867985 |
|  | 5.000%, 09/01/26 | 3750 | 3840241 |
|  | 5.000%, 09/01/28  | 875 | 929394 |
| California State Public <br> Works Board (RB) <br> Series D | California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 5.000%, 11/01/26  | 135 | 138849 |
|  | 5.000%, 04/01/27  | 435 | 446752 |
|  | 5.000%, 05/01/28  | 1040 | 1098847 |
| California State University <br> (RB) Series A | California State University <br> (RB) Series A |  |  |
|  | 5.000%, 11/01/28  | 645 | 649566 |
|  | 3.375%, 11/01/29  | 3500 | 3492299 |
|  | 5.000%, 11/01/31  | 2220 | 2302811 |
|  | 5.000%, 11/01/33  | 1655 | 1677815 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 4.000%, 11/01/34  | 1500 | $1500136 |
|  | 4.000%, 11/01/35  | 1000 | 998262 |
| California Statewide <br> Communities <br> Development Authority <br> (RB) Series A | California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
|  | 4.000%, 06/01/25  | 1230 | 1230481 |
|  | 5.000%, 12/01/25  | 155 | 156670 |
|  | 5.000%, 12/01/26  | 120 | 123845 |
|  | 5.000%, 03/01/27  | 670 | 676798 |
| Campbell Union High <br> School District (GO) <br> Series B | Campbell Union High <br> School District (GO) <br> Series B |  |  |
| ¤ | 4.000%, 08/01/37 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 1290 | 1311125 |
|  | 4.000%, 08/01/37  | 500 | 498380 |
| Carlsbad Unified School <br> District (GO)  | Carlsbad Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 345 | 354841 |
| Carlsbad Unified School <br> District (COP)  | Carlsbad Unified School <br> District (COP)  |  |  |
|  | 4.000%, 10/01/27  | 145 | 149030 |
|  | 4.000%, 10/01/28  | 100 | 103621 |
|  | 4.000%, 10/01/29  | 55 | 57340 |
| Cerritos Community <br> College District (GO) <br> Series A | Cerritos Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 2500 | 2511446 |
| Chabot-Las Positas <br> Community College <br> District (GO)  | Chabot-Las Positas <br> Community College <br> District (GO)  |  |  |
|  | 4.000%, 08/01/34  | 1355 | 1355102 |
| Chabot-Las Positas <br> Community College <br> District (GO) Series C | Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
|  | 5.000%, 08/01/25  | 690 | 692933 |
| Chino Valley Unified <br> School District (GO) <br> Series C | Chino Valley Unified <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 08/01/27  | 350 | 359103 |
| Citrus Community College <br> District (GO) Series B | Citrus Community College <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 1150 | 1155526 |
| City & County of San <br> Francisco (COP) <br> Series B | City & County of San <br> Francisco (COP) <br> Series B |  |  |
|  | 4.000%, 04/01/33  | 1605 | 1605163 |
|  | 4.000%, 04/01/35  | 1000 | 996099 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City & County of San <br> Francisco (COP) <br> Series R1 |  |  |
| 5.000%, 04/01/26  | 485 | $494906 |
| City & County of San <br> Francisco (GO) <br> Series R1 |  |  |
| 5.000%, 06/15/25  | 5055 | 5066881 |
| 5.000%, 06/15/26  | 2000 | 2050897 |
| City of Berkeley (RN)  |  |  |
| 5.000%, 07/29/25  | 4375 | 4393485 |
| City of Grover Beach (GO)  |  |  |
| 5.000%, 09/01/26  | 345 | 354523 |
| City of Long Beach Airport <br> System Revenue (RB) <br> (AGM) Series A |  |  |
| 5.000%, 06/01/29  | 225 | 242158 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/26/25  | 1560 | 1562890 |
| City of Los Angeles <br> Department of Airports <br> (RB) Series I |  |  |
| 5.000%, 05/15/25  | 910 | 910523 |
| City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/35  | 1305 | 1305878 |
| City of Pasadena Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/25  | 485 | 487025 |
| City of Rancho Cordova <br> (ST)  |  |  |
| 5.000%, 09/01/26  | 205 | 209576 |
| City of Riverside Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/26  | 765 | 788383 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB)  |  |  |
| 5.000%, 11/01/27  | 2460 | 2461618 |
| 4.000%, 11/01/33  | 1595 | 1595352 |
| 4.000%, 11/01/34  | 1000 | 1000221 |
| 4.000%, 11/01/35  | 1000 | 1000221 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series D |  |  |
| 5.000%, 11/01/25  | 465 | 469545 |
| 5.000%, 11/01/26  | 305 | 314955 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/29  | 400 | $424236 |
| City of Santa Clara Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/25  | 110 | 110320 |
| Compton Community <br> College District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 1005 | 1009322 |
| 5.000%, 08/01/26  | 325 | 333542 |
| 5.000%, 08/01/27  | 125 | 131097 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/25  | 1285 | 1287654 |
| County of Riverside (RN) <br> Series A |  |  |
| 3.000%, 10/17/25  | 250 | 249381 |
| County of San Diego <br> (COP)  |  |  |
| 5.000%, 10/01/26  | 1860 | 1920002 |
| County of Santa Cruz (RN)  |  |  |
| 5.000%, 07/01/25  | 4020 | 4028723 |
| Davis Joint Unified School <br> District (COP) (AGM)  |  |  |
| 4.000%, 08/01/27  | 1625 | 1628379 |
| Dublin Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 1630 | 1632682 |
| East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 06/01/27  | 125 | 130849 |
| 5.000%, 06/01/28  | 125 | 133451 |
| East Bay Municipal Utility <br> District Water System <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/27  | 400 | 418716 |
| East Side Union High <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/25  | 1175 | 1180202 |
| East Side Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 305 | 319264 |
| 5.000%, 08/01/28  | 315 | 335729 |
| East Side Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 08/01/28  | 1200 | 1271650 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| El Camino Community <br> College District <br> Fountation (GO) <br> Series E | El Camino Community <br> College District <br> Fountation (GO) <br> Series E |  |  |
|  | 5.000%, 08/01/25  | 250 | $251220 |
| Foothill-De Anza <br> Community College <br> District (GO)  | Foothill-De Anza <br> Community College <br> District (GO)  |  |  |
|  | 4.000%, 08/01/37  | 2850 | 2830290 |
| Gavilan Joint Community <br> College District (GO)  | Gavilan Joint Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/32  | 810 | 813432 |
| Golden State Tobacco <br> Securitization Corp. (RB) <br> Series A | Golden State Tobacco <br> Securitization Corp. (RB) <br> Series A |  |  |
| ¤ | 5.000%, 06/01/45 <br> (Pre-refunded @ <br> $100, 6/1/25)<br>| 3290 | 3294772 |
| Grossmont Healthcare <br> District (GO) Series F | Grossmont Healthcare <br> District (GO) Series F |  |  |
|  | 5.000%, 07/15/27  | 485 | 507236 |
| Grossmont Union High <br> School District (GO)  | Grossmont Union High <br> School District (GO)  |  |  |
|  | 4.000%, 08/01/33  | 1500 | 1500356 |
| Indio Finance Authority <br> (RB) (BAM) Series A | Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
|  | 5.000%, 11/01/28  | 290 | 308698 |
| Jefferson Union High <br> School District (GO) <br> Series B | Jefferson Union High <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/26  | 110 | 112809 |
| Kern High School District <br> (GO) Series A | Kern High School District <br> (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 140 | 140623 |
| Livermore-Amador Valley <br> Water Management <br> Agency (RB)  | Livermore-Amador Valley <br> Water Management <br> Agency (RB)  |  |  |
|  | 4.000%, 08/01/25  | 410 | 410765 |
| Lodi Unified School District <br> (GO)  | Lodi Unified School District <br> (GO)  |  |  |
|  | 5.000%, 08/01/28  | 520 | 556558 |
| Los Angeles Community <br> College District (GO) <br> Series C | Los Angeles Community <br> College District (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/25  | 5000 | 5022008 |
| Los Angeles Community <br> College District (GO) <br> Series K | Los Angeles Community <br> College District (GO) <br> Series K |  |  |
|  | 4.000%, 08/01/38  | 735 | 728132 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/25  | 370 | $370444 |
| 4.000%, 07/01/27  | 2740 | 2744060 |
| 5.000%, 07/01/34  | 1000 | 1034260 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series B |  |  |
| 5.000%, 12/01/31  | 1305 | 1307263 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F |  |  |
| 5.000%, 12/01/25  | 270 | 273032 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series B |  |  |
| 5.000%, 07/01/26  | 890 | 903757 |
| 5.000%, 07/01/29  | 380 | 386388 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 07/01/25  | 70 | 70101 |
| 5.000%, 07/01/33  | 1525 | 1531757 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A-2 |  |  |
| 3.650%, 07/01/45  | 410 | 410000 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 07/01/25  | 1195 | 1196719 |
| 5.000%, 07/01/26  | 200 | 202748 |
| 5.000%, 07/01/35  | 4045 | 4058718 |
| Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/25  | 1420 | 1423840 |
| Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/25 | 1285 | 1288475 |
| 5.000%, 07/01/26  | 1250 | 1280278 |
| 5.000%, 07/01/27  | 4000 | 4011144 |
| 4.000%, 07/01/33  | 630 | 630040 |
| 4.000%, 07/01/34  | 3375 | 3374800 |
| Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 510 | 532471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Angeles Unified School <br> District (GO) Series C | Los Angeles Unified School <br> District (GO) Series C |  |  |
|  | 5.000%, 07/01/27  | 390 | $407184 |
| Los Angeles Unified School <br> District (GO) <br> Series QRR | Los Angeles Unified School <br> District (GO) <br> Series QRR |  |  |
|  | 5.000%, 07/01/25  | 375 | 376014 |
| Manhattan Beach Unified <br> School District (GO) <br> Series A | Manhattan Beach Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/27  | 2625 | 2760571 |
| Manteca Unified School <br> District (GO) Series B | Manteca Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 285 | 286398 |
| Marin Community College <br> District (GO)  | Marin Community College <br> District (GO)  |  |  |
| ¤ | 4.000%, 08/01/27 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1355 | 1357748 |
| ¤ | 3.500%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1250 | 1251060 |
| ¤ | 3.500%, 08/01/38 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1750 | 1751483 |
| Millbrae Public Financing <br> Authority (RB)  | Millbrae Public Financing <br> Authority (RB)  |  |  |
|  | 5.000%, 12/01/25  | 390 | 394266 |
|  | 5.000%, 12/01/26  | 265 | 274444 |
|  | 5.000%, 12/01/27  | 385 | 406890 |
| Modesto Irrigation District <br> (RB) Series A | Modesto Irrigation District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 900 | 906086 |
| Montebello Unified School <br> District (GO) (BAM) <br> Series A | Montebello Unified School <br> District (GO) (BAM) <br> Series A |  |  |
|  | 5.000%, 08/01/28  | 680 | 721009 |
| Moreno Valley Public <br> Financing Authority (RB) <br> Series A | Moreno Valley Public <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 135 | 136246 |
| Morongo Unified School <br> District (GO) Series A | Morongo Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 90 | 90369 |
|  | 5.000%, 08/01/26  | 280 | 287116 |
|  | 5.000%, 08/01/27  | 175 | 182912 |
| Mount Diablo Unified <br> School District (GO) <br> Series B | Mount Diablo Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/27  | 250 | 262474 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series A | Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series A |  |  |
|  | 5.000%, 05/01/25  | 335 | $335000 |
| New Haven Unified School <br> District (GO)  | New Haven Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 475 | 488431 |
| North Lake Tahoe Public <br> Financing Authority (RB)  | North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 12/01/27  | 150 | 158413 |
|  | 5.000%, 12/01/28  | 175 | 188255 |
| Northern Humboldt Union <br> High School District <br> (GO)  | Northern Humboldt Union <br> High School District <br> (GO)  |  |  |
|  | 4.000%, 08/01/25  | 120 | 120188 |
| Oakland Unified School <br> District/Alameda County <br> (GO)  | Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
|  | 5.000%, 08/01/28  | 1375 | 1403691 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series A | Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 220 | 220808 |
|  | 5.000%, 08/01/27  | 400 | 401806 |
|  | 5.000%, 08/01/28  | 1020 | 1024225 |
| Orange County Sanitation <br> District (RB) Series A | Orange County Sanitation <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/33  | 890 | 900929 |
|  | 5.000%, 02/01/34  | 2255 | 2280931 |
| Oxnard Union High School <br> District (RN)  | Oxnard Union High School <br> District (RN)  |  |  |
|  | 4.000%, 06/30/25  | 1185 | 1186312 |
| Pacific Grove Unified <br> School District (GO)  | Pacific Grove Unified <br> School District (GO)  |  |  |
|  | 3.000%, 08/01/26  | 210 | 210042 |
| Palm Springs Financing <br> Authority (RB)  | Palm Springs Financing <br> Authority (RB)  |  |  |
|  | 5.000%, 11/01/25  | 275 | 277524 |
| Palomar Community <br> College District (GO)  | Palomar Community <br> College District (GO)  |  |  |
| ¤ | 5.000%, 05/01/31 <br> (Pre-refunded @ <br> $100, 5/1/25)<br>| 595 | 595000 |
| Peralta Community College <br> District (GO) Series A | Peralta Community College <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 700 | 700144 |
|  | 5.000%, 08/01/29  | 1930 | 1930396 |
| ¤ | 5.000%, 08/01/29 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 470 | 472110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Pomona Unified School <br> District (GO)  | Pomona Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/29  | 350 | $380960 |
| Poway Unified School <br> District (GO)  | Poway Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 175 | 175784 |
| Reed Union School District <br> (GO)  | Reed Union School District <br> (GO)  |  |  |
|  | 4.000%, 08/01/26  | 250 | 253678 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K |  |  |
|  | 1.750%, 05/15/47  | 625 | 625000 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
|  | 5.000%, 05/15/33  | 3965 | 4021698 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
|  | 1.730%, 05/15/45  | 1160 | 1160000 |
| Riverside Community <br> College District (GO) <br> Series A | Riverside Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 1000 | 1028401 |
|  | 5.000%, 08/01/27  | 680 | 713472 |
| Riverside County Public <br> Financing Authority (RB)  | Riverside County Public <br> Financing Authority (RB)  |  |  |
| ¤ | 5.000%, 11/01/31 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 2570 | 2595816 |
| ¤ | 5.250%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 330 | 333721 |
| Sacramento City Unified <br> School District (GO) <br> (BAM)  | Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 07/01/28  | 500 | 530393 |
| Sacramento City Unified <br> School District (GO) <br> (BAM) Series B | Sacramento City Unified <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 08/01/28  | 1000 | 1062219 |
| Sacramento City Unified <br> School District (GO) <br> (AGM) Series B | Sacramento City Unified <br> School District (GO) <br> (AGM) Series B |  |  |
|  | 8.000%, 08/01/25  | 700 | 708230 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Bernardino <br> Community College <br> District (GO) Series A | San Bernardino <br> Community College <br> District (GO) Series A |  |  |
|  | 4.000%, 08/01/32  | 2590 | $2620993 |
| San Diego Community <br> College District (GO)  | San Diego Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/26  | 385 | 395790 |
| San Diego County Water <br> Authority (RB) Series A | San Diego County Water <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/26  | 250 | 255315 |
|  | 5.000%, 05/01/27  | 135 | 140849 |
| San Diego Public Facilities <br> Financing Authority (RB)  | San Diego Public Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 10/15/29  | 1000 | 1007451 |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series A | San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 10/15/25  | 160 | 161433 |
|  | 5.000%, 10/15/26  | 125 | 128997 |
|  | 5.000%, 05/15/38  | 3060 | 3107490 |
| San Diego Unified School <br> District (RN) Series A | San Diego Unified School <br> District (RN) Series A |  |  |
|  | 5.000%, 06/30/25  | 1535 | 1538459 |
| San Diego Unified School <br> District (GO) (AGM) <br> Series F-1 | San Diego Unified School <br> District (GO) (AGM) <br> Series F-1 |  |  |
|  | 5.250%, 07/01/27 <br> (Pre-refunded @ <br> $100, 7/1/27)<br>| 125 | 131342 |
|  | 5.250%, 07/01/27  | 365 | 384480 |
| San Diego Unified School <br> District (GO) Series G | San Diego Unified School <br> District (GO) Series G |  |  |
|  | 5.000%, 07/01/25  | 1080 | 1082811 |
| San Diego Unified School <br> District (GO) Series G 2 | San Diego Unified School <br> District (GO) Series G 2 |  |  |
|  | 5.000%, 07/01/27  | 1010 | 1057757 |
| San Diego Unified School <br> District (GO) Series H-2 | San Diego Unified School <br> District (GO) Series H-2 |  |  |
|  | 5.000%, 07/01/25  | 2225 | 2230791 |
| San Diego Unified School <br> District (GO) Series O-2 | San Diego Unified School <br> District (GO) Series O-2 |  |  |
|  | 5.000%, 07/01/25  | 170 | 170442 |
| San Diego Unified School <br> District (GO) Series R-5 | San Diego Unified School <br> District (GO) Series R-5 |  |  |
|  | 5.000%, 07/01/26  | 330 | 337496 |
| San Dieguito Union High <br> School District (GO) <br> Series B-2 | San Dieguito Union High <br> School District (GO) <br> Series B-2 |  |  |
| ¤ | 4.000%, 08/01/33 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1820 | 1823234 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series D |  |  |
| 4.000%, 08/01/35  | 2000 | $1980569 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  |  |  |
| 4.000%, 07/01/35  | 575 | 572666 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/34  | 480 | 481139 |
| 4.000%, 07/01/38  | 385 | 377328 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series A |  |  |
| 4.000%, 05/01/25  | 1000 | 1000000 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/31  | 1050 | 1056779 |
| 5.000%, 10/01/35  | 1000 | 1004095 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 230 | 241785 |
| San Francisco Community <br> College District (GO)  |  |  |
| 5.000%, 06/15/25  | 380 | 380548 |
| 5.000%, 06/15/31  | 2000 | 2003644 |
| San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/26  | 445 | 455330 |
| San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/25  | 875 | 876513 |
| 5.000%, 06/15/28  | 800 | 846301 |
| San Francisco Unified <br> School District (GO) <br> Series B |  |  |
| 4.000%, 06/15/28  | 1535 | 1590154 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Francisco Unified <br> School District (GO) <br> Series C | San Francisco Unified <br> School District (GO) <br> Series C |  |  |
|  | 5.000%, 06/15/28  | 1180 | $1246208 |
| San Francisco Unified <br> School District (GO) <br> Series FC | San Francisco Unified <br> School District (GO) <br> Series FC |  |  |
|  | 5.000%, 06/15/28  | 2570 | 2573475 |
| San Gabriel Unified School <br> District (GO) Series A | San Gabriel Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 275 | 276113 |
| San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  | San Joaquin County <br> Transportation Authority <br> Measure K Sales Tax <br> Revenue (RB)  |  |  |
|  | 5.000%, 03/01/26  | 315 | 320776 |
| San Luis Obispo County <br> Financing Authority (RB) <br> Series A | San Luis Obispo County <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 575 | 580748 |
| San Mateo County <br> Community College <br> District (GO) Series A | San Mateo County <br> Community College <br> District (GO) Series A |  |  |
| ¤ | 5.000%, 09/01/45 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 1645 | 1655036 |
| San Mateo County <br> Community College <br> District (GO) Series B | San Mateo County <br> Community College <br> District (GO) Series B |  |  |
|  | 5.000%, 09/01/28  | 200 | 214513 |
| San Mateo County Transit <br> District (RB) Series A | San Mateo County Transit <br> District (RB) Series A |  |  |
|  | 5.000%, 06/01/29  | 1595 | 1596975 |
|  | 4.000%, 06/01/33  | 2205 | 2205924 |
| San Mateo Union High <br> School District (GO) <br> Series B | San Mateo Union High <br> School District (GO) <br> Series B |  |  |
|  | 4.000%, 09/01/29  | 1195 | 1207248 |
| San Mateo Union High <br> School District (GO) <br> Series C | San Mateo Union High <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 09/01/26  | 355 | 360984 |
| San Rafael City High <br> School District (GO) <br> Series B | San Rafael City High <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/26  | 355 | 364596 |
|  | 5.000%, 08/01/27  | 145 | 152235 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Ramon Valley Unified <br> School District (GO)  | San Ramon Valley Unified <br> School District (GO)  |  |  |
| ¤ | 4.000%, 08/01/33 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 850 | $851831 |
| San Ysidro School District <br> (GO) (AGM) Series B | San Ysidro School District <br> (GO) (AGM) Series B |  |  |
|  | 5.000%, 08/01/25  | 575 | 577328 |
| Santa Clara Unified School <br> District (GO)  | Santa Clara Unified School <br> District (GO)  |  |  |
|  | 4.000%, 07/01/36  | 1000 | 997777 |
| Santa Clara Valley <br> Transportation Authority <br> (RB) Series A | Santa Clara Valley <br> Transportation Authority <br> (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 545 | 558873 |
| Scotts Valley Unified <br> School District (GO) <br> Series B | Scotts Valley Unified <br> School District (GO) <br> Series B |  |  |
|  | 4.000%, 08/01/25  | 365 | 365617 |
|  | 5.000%, 08/01/26  | 250 | 256664 |
| Southern California Water <br> Replenishment District <br> (RB)  | Southern California Water <br> Replenishment District <br> (RB)  |  |  |
|  | 5.000%, 08/01/35  | 1185 | 1188286 |
| Southwestern Community <br> College District (GO) <br> Series B | Southwestern Community <br> College District (GO) <br> Series B |  |  |
|  | 4.000%, 08/01/25  | 260 | 260511 |
| State of California (GO)  | State of California (GO)  |  |  |
|  | 5.000%, 08/01/25  | 1500 | 1506233 |
|  | 4.000%, 09/01/25  | 2000 | 2004892 |
|  | 5.000%, 09/01/25 | 7970 | 8015634 |
|  | 4.000%, 10/01/25  | 2100 | 2106887 |
|  | 5.000%, 10/01/25 | 4670 | 4694538 |
|  | 5.000%, 11/01/25  | 1345 | 1357292 |
|  | 5.000%, 12/01/25  | 1040 | 1051329 |
|  | 5.000%, 03/01/26  | 1250 | 1250643 |
|  | 5.000%, 04/01/26  | 1500 | 1527247 |
|  | 5.000%, 08/01/26 | 9070 | 9291760 |
|  | 4.000%, 09/01/26  | 1340 | 1357524 |
|  | 5.000%, 09/01/26 | 3325 | 3411601 |
|  | 4.000%, 11/01/26  | 3435 | 3485458 |
|  | 5.000%, 04/01/27  | 1000 | 1037047 |
|  | 3.500%, 08/01/27  | 2905 | 2934043 |
|  | 5.000%, 08/01/27  | 1175 | 1179774 |
|  | 5.000%, 09/01/27  | 525 | 548623 |
|  | 5.000%, 11/01/27  | 255 | 267250 |
|  | 5.000%, 12/01/27  | 1315 | 1380098 |
|  | 5.000%, 03/01/28  | 1100 | 1159005 |
|  | 5.000%, 04/01/28  | 1710 | 1804239 |
|  | 5.000%, 08/01/28 | 2865 | 3010209 |
|  | 5.000%, 09/01/28  | 2250 | 2303946 |
|  | 5.000%, 10/01/28  | 5 | 5006 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 10/01/29  | 300 | $304640 |
| 5.000%, 08/01/30  | 1000 | 1003786 |
| 5.250%, 08/01/31  | 1400 | 1405984 |
| 5.000%, 03/01/32  | 1870 | 1870962 |
| 4.000%, 09/01/32 | 450 | 451332 |
| 5.000%, 10/01/32  | 5 | 5006 |
| 5.000%, 08/01/33  | 440 | 447301 |
| 5.000%, 10/01/35  | 2030 | 2052767 |
| 4.000%, 11/01/35  | 1000 | 1000225 |
| 4.000%, 09/01/36  | 1960 | 1937296 |
| 5.000%, 11/01/39  | 1500 | 1561193 |
| State of California (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 1515 | 1556884 |
| State of California (GO) <br> (AMBAC)  |  |  |
| 5.000%, 02/01/27  | 970 | 1002896 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BB |  |  |
| 5.000%, 12/01/25  | 240 | 243061 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BG |  |  |
| 5.000%, 12/01/27  | 2500 | 2642071 |
| Stockton Public Financing <br> Authority (RB) (AGC)  |  |  |
| 5.000%, 09/01/25  | 420 | 422191 |
| Stockton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 755 | 758323 |
| 5.000%, 08/01/26  | 2920 | 2963973 |
| Stockton Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 300 | 308072 |
| Stockton Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 735 | 738235 |
| Sweetwater Union High <br> School District (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 365 | 375184 |
| Sylvan Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 380 | 381634 |
| Tahoe-Truckee Unified <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/26  | 100 | 102753 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/28  | 425 | $435393 |
| University of California <br> (RB) Series BS |  |  |
| 5.000%, 05/15/26  | 2285 | 2334749 |
| University of California <br> (RB) Series AR |  |  |
| 5.000%, 05/15/30  | 545 | 554408 |
| 5.000%, 05/15/32  | 1600 | 1621070 |
| University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 3165 | 3233909 |
| University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/26  | 4000 | 4087088 |
| 5.000%, 05/15/27  | 1615 | 1683525 |
| University of California <br> (RB) Series I |  |  |
| 4.000%, 05/15/33  | 1255 | 1255366 |
| University of California <br> (RB) Series M |  |  |
| 5.000%, 05/15/35  | 1000 | 1025359 |
| Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 5000 | 5002121 |
| Washington Union School <br> District/Monterey County <br> (GO)  |  |  |
| 5.000%, 08/01/27  | 135 | 141675 |
| West Contra Costa Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 500 | 501772 |
| 5.000%, 08/01/26  | 2005 | 2056452 |
| West Valley-Mission <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 08/01/27  | 220 | 231070 |
| 4.000%, 08/01/34  | 1260 | 1259889 |
| Western Placer Unified <br> School District (RN)  |  |  |
| 5.000%, 06/30/25  | 1070 | 1072944 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $333,292,501) |  | 332062205 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COMMERCIAL PAPER — (0.9%) | COMMERCIAL PAPER — (0.9%) | COMMERCIAL PAPER — (0.9%) |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.750%, 05/15/25 | 3000 | $2999112 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $170,664)<br>| 170647 | $170664 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $336,463,165) |  | $335231981 |

---

As of April 30, 2025, DFA California Municipal Real Return Portfolio had entered into the following outstanding Inflation Swaps:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Bank of America <br> Corp.<br>| 3.009% | Fixed | CPI | Maturity | USD | 15000000 | 02/20/26 |  |  | $76999 | $76999 |
| Bank of America <br> Corp.<br>| 2.940% | Fixed | CPI | Maturity | USD | 5000000 | 10/19/26 |  |  | 324288 | 324288 |
| Bank of America <br> Corp.<br>| 2.915% | Fixed | CPI | Maturity | USD | 5000000 | 12/09/27 |  |  | 273099 | 273099 |
| Bank of America <br> Corp.<br>| 2.847% | Fixed | CPI | Maturity | USD | 5000000 | 12/27/27 |  |  | 267216 | 267216 |
| Bank of America <br> Corp.<br>| 2.827% | Fixed | CPI | Maturity | USD | 4000000 | 01/11/28 |  |  | 204149 | 204149 |
| Bank of America <br> Corp.<br>| 2.769% | Fixed | CPI | Maturity | USD | 22000000 | 01/21/26 |  |  | 167653 | 167653 |
| Bank of America <br> Corp.<br>| 2.764% | Fixed | CPI | Maturity | USD | 11000000 | 02/05/26 |  |  | 82593 | 82593 |
| Bank of America <br> Corp.<br>| 2.737% | Fixed | CPI | Maturity | USD | 10000000 | 08/05/26 |  |  | 879082 | 879082 |
| Bank of America <br> Corp.<br>| 2.581% | Fixed | CPI | Maturity | USD | 4000000 | 06/18/28 |  |  | 394548 | 394548 |
| Bank of America <br> Corp.<br>| 2.577% | Fixed | CPI | Maturity | USD | 5000000 | 07/15/29 |  |  | 441671 | 441671 |
| Bank of America <br> Corp.<br>| 2.560% | Fixed | CPI | Maturity | USD | 12000000 | 05/13/25 |  |  | 11336 | 11336 |
| Bank of America <br> Corp.<br>| 2.560% | Fixed | CPI | Maturity | USD | 11000000 | 11/15/25 |  |  | 102885 | 102885 |
| Bank of America <br> Corp.<br>| 2.497% | Fixed | CPI | Maturity | USD | 10000000 | 06/28/29 |  |  | 984778 | 984778 |
| Bank of America <br> Corp.<br>| 2.489% | Fixed | CPI | Maturity | USD | 5000000 | 05/16/25 |  |  | 6183 | 6183 |
| Bank of America <br> Corp.<br>| 2.143% | Fixed | CPI | Maturity | USD | 6000000 | 09/18/26 |  |  | 111050 | 111050 |
| Bank of America <br> Corp.<br>| 2.065% | Fixed | CPI | Maturity | USD | 9000000 | 12/12/26 |  |  | 1278736 | 1278736 |
| Citibank, N.A. | 2.980% | Fixed | CPI | Maturity | USD | 13000000 | 03/17/26 |  |  | 54978 | 54978 |
| Citibank, N.A. | 2.940% | Fixed | CPI | Maturity | USD | 25000000 | 03/03/26 |  |  | 138389 | 138389 |
| Citibank, N.A. | 2.812% | Fixed | CPI | Maturity | USD | 8000000 | 02/12/26 |  |  | 56324 | 56324 |
| Citibank, N.A. | 2.539% | Fixed | CPI | Maturity | USD | 26000000 | 12/27/25 |  |  | 262545 | 262545 |
| Citibank, N.A. | 1.990% | Fixed | CPI | Maturity | USD | 9000000 | 07/22/25 |  |  | 44662 | 44662 |
| Citibank, N.A. | 1.986% | Fixed | CPI | Maturity | USD | 6000000 | 02/20/26 |  |  | 881854 | 881854 |
| Citibank, N.A. | 1.808% | Fixed | CPI | Maturity | USD | 4000000 | 07/01/25 |  |  | 565212 | 565212 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.660% | Fixed | CPI | Maturity | USD | 7000000 | 11/27/25 |  |  | 62175 | 62175 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.649% | Fixed | CPI | Maturity | USD | 12000000 | 01/28/26 |  |  | 104564 | 104564 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.580% | Fixed | CPI | Maturity | USD | 9000000 | 12/19/25 |  |  | 87061 | 87061 |

---

------

**DFA California Municipal Real Return Portfolio**

**CONTINUED**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty\*** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **made**<br> **by Fund** | **Payments**<br> **received**<br> **by Fund**<br>| **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Expiration**<br> **Date**<br>| **Upfront**<br> **Premiums**<br> **Paid**<br>| **Upfront**<br> **Premiums**<br> **Received**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Morgan Stanley <br> and Co. <br> International<br>| 2.463% | Fixed | CPI | Maturity | USD | 9000000 | 04/25/30 |  |  | $805 | $805 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.377% | Fixed | CPI | Maturity | USD | 7000000 | 04/17/30 |  |  | 29754 | 29754 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.316% | Fixed | CPI | Maturity | USD | 13000000 | 10/22/25 |  |  | 134531 | 134531 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.232% | Fixed | CPI | Maturity | USD | 9000000 | 09/04/27 |  |  | 159086 | 159086 |
| Morgan Stanley <br> and Co. <br> International<br>| 2.201% | Fixed | CPI | Maturity | USD | 11000000 | 09/25/26 |  |  | 191169 | 191169 |
| Morgan Stanley <br> and Co. <br> International<br>| 1.927% | Fixed | CPI | Maturity | USD | 12000000 | 07/30/25 |  |  | 73265 | 73265 |
| **Total Appreciation** | **Total Appreciation** |  |  |  |  |  |  |  |  | **$8452640** | **$8452640** |
| Bank of America <br> Corp.<br>| 2.450% | Fixed | CPI | Maturity | USD | 11000000 | 06/05/25 |  |  | (8085)<br>| (8085)<br>|
| Citibank, N.A. | 3.355% | Fixed | CPI | Maturity | USD | 7000000 | 04/09/26 |  |  | (2251)<br>| (2251)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** |  |  |  |  |  |  |  |  | **$(10336)**<br>| **$(10336)**<br>|
| **Total Appreciation** <br> **(Depreciation)** | **Total Appreciation** <br> **(Depreciation)** |  |  |  |  |  |  |  |  | **$8442304** | **$8442304** |

---

\*

As of April 30, 2025, the counterparties had deposited in segregated accounts securities with a value of $5,931,586 in connection with open inflation swap contracts.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $332062205 | &nbsp;&nbsp; — | &nbsp;&nbsp; $332062205 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 2999112 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2999112 |
| Investment Companies | &nbsp;&nbsp; $170664 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 170664 |
| Total Investments in Securities | &nbsp;&nbsp; $170664 | &nbsp;&nbsp; $335061317 | &nbsp;&nbsp; — | &nbsp;&nbsp; $335231981 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 8452640 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8452640 |
| **Liabilities** |  |  |  |  |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (10336) | &nbsp;&nbsp; — | &nbsp;&nbsp; (10336) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $8442304 | &nbsp;&nbsp; — | &nbsp;&nbsp; $8442304 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| ALASKA — (0.1%) | ALASKA — (0.1%) | ALASKA — (0.1%) |
| Municipality of Anchorage <br> (GO) Series A |  |  |
| 5.000%, 09/01/33  | 315 | $326982 |
| ARIZONA — (0.6%) | ARIZONA — (0.6%) | ARIZONA — (0.6%) |
| City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 470 | 470402 |
| Maricopa County High <br> School District No. 214 <br> Tolleson Union High <br> School (GO) Series B |  |  |
| 5.000%, 07/01/38  | 150 | 163099 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/25  | 505 | 506348 |
| Maricopa County Unified <br> School District No. 80 <br> Chandler (GO) Series C |  |  |
| 5.000%, 07/01/38  | 400 | 436400 |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/38  | 350 | 378305 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series B |  |  |
| 5.000%, 01/01/37  | 500 | 563274 |
| TOTAL ARIZONA |  | 2517828 |
| CALIFORNIA — (2.9%) | CALIFORNIA — (2.9%) | CALIFORNIA — (2.9%) |
| State of California (GO)  |  |  |
| 3.500%, 08/01/27  | 5000 | 5049989 |
| 5.000%, 08/01/27  | 270 | 281740 |
| 5.000%, 04/01/29  | 1000 | 1071727 |
| 4.000%, 09/01/32  | 1000 | 1002960 |
| 5.000%, 08/01/35  | 2000 | 2030490 |
| 4.000%, 09/01/35  | 1820 | 1802519 |
| 4.000%, 10/01/36  | 1000 | 987689 |
| University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 575 | 578165 |
| TOTAL CALIFORNIA |  | 12805279 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (1.8%) | COLORADO — (1.8%) | COLORADO — (1.8%) | COLORADO — (1.8%) |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  | Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.250%, 12/15/39  | 800 | $888148 |
| City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B | City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 11/15/37  | 200 | 218943 |
| Colorado Health Facilities <br> Authority (RB) Series A | Colorado Health Facilities <br> Authority (RB) Series A |  |  |
| ¤ | 5.000%, 06/01/45 <br> (Pre-refunded @ <br> $100, 6/1/25)<br>| 1840 | 1842075 |
| El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/26  | 200 | 206404 |
| Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  | Weld County School <br> District No. 6 Greeley <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/25  | 320 | 323463 |
|  | 5.000%, 12/01/36  | 1090 | 1145983 |
| Weld County School <br> District No. RE-4 (GO) <br> (ST AID WITHHLDG)  | Weld County School <br> District No. RE-4 (GO) <br> (ST AID WITHHLDG)  |  |  |
|  | 5.000%, 12/01/29  | 650 | 702038 |
| Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  | Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/38  | 2500 | 2771186 |
| TOTAL COLORADO | TOTAL COLORADO |  | 8098240 |
| CONNECTICUT — (0.5%) | CONNECTICUT — (0.5%) | CONNECTICUT — (0.5%) | CONNECTICUT — (0.5%) |
| City of Danbury (GO)  | City of Danbury (GO)  |  |  |
|  | 4.000%, 02/23/26  | 2000 | 2013079 |
| DISTRICT OF COLUMBIA — (0.4%) | DISTRICT OF COLUMBIA — (0.4%) | DISTRICT OF COLUMBIA — (0.4%) | DISTRICT OF COLUMBIA — (0.4%) |
| District of Columbia (GO) <br> Series B | District of Columbia (GO) <br> Series B |  |  |
|  | 5.000%, 06/01/27  | 525 | 546095 |
| District of Columbia (GO) <br> Series D | District of Columbia (GO) <br> Series D |  |  |
|  | 5.000%, 06/01/25  | 365 | 365473 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| DISTRICT OF COLUMBIA — (Continued) | DISTRICT OF COLUMBIA — (Continued) | DISTRICT OF COLUMBIA — (Continued) |
| Washington Metropolitan <br> Area Transit Authority <br> (RB) Series B |  |  |
| 5.000%, 07/01/25  | 770 | $771554 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 1683122 |
| FLORIDA — (8.7%) | FLORIDA — (8.7%) | FLORIDA — (8.7%) |
| City of Fort Lauderdale <br> (GO) Series A |  |  |
| 5.000%, 07/01/27  | 495 | 516480 |
| 5.000%, 07/01/28  | 435 | 461457 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/01/38  | 100 | 108291 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
| 5.000%, 09/01/38  | 115 | 124535 |
| City of Gainesville Utilities <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/31  | 1095 | 1134901 |
| City of Lakeland <br> Department of Electric <br> Utilities (RB)  |  |  |
| 5.000%, 10/01/25  | 1010 | 1016741 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/38  | 1500 | 1639199 |
| Collier County <br> Water-Sewer District <br> (RB)  |  |  |
| 5.000%, 07/01/25  | 655 | 656708 |
| County of Miami-Dade <br> (GO) Series 2016-A |  |  |
| 5.000%, 07/01/28  | 10385 | 11019856 |
| County of Orange Water <br> Utility System Revenue <br> (RB)  |  |  |
| 5.000%, 10/01/25  | 3315 | 3339467 |
| Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1000 | 1005399 |
| Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/30  | 65 | 68142 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| JEA Water & Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/38  | 125 | $135220 |
| Orlando Utilities <br> Commission (RB) <br> Series A |  |  |
| 4.000%, 10/01/31  | 4290 | 4326040 |
| 5.000%, 10/01/36  | 290 | 320069 |
| 5.000%, 10/01/39  | 200 | 219531 |
| Orlando Utilities <br> Commission (RB) <br> Series B |  |  |
| 5.000%, 10/01/38  | 1000 | 1096116 |
| School District of Broward <br> County (GO)  |  |  |
| 5.000%, 07/01/25  | 3855 | 3864789 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/29  | 1255 | 1299790 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 06/01/29  | 2523 | 2709266 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 2034 | 2041063 |
| 4.000%, 07/01/36  | 1894 | 1898790 |
| TOTAL FLORIDA |  | 39001850 |
| GEORGIA — (1.1%) | GEORGIA — (1.1%) | GEORGIA — (1.1%) |
| Athens-Clarke County <br> Unified Government <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1025 | 1035869 |
| Effingham County School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 09/01/39  | 500 | 548983 |
| Gwinnett County School <br> District (GO)  |  |  |
| 4.000%, 02/01/37  | 2185 | 2183205 |
| Private Colleges & <br> Universities Authority <br> (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1080 | 1083945 |
| TOTAL GEORGIA |  | 4852002 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| HAWAII — (2.1%) | HAWAII — (2.1%) | HAWAII — (2.1%) |
| County of Hawaii (GO) <br> Series D |  |  |
| 4.000%, 09/01/27  | 1100 | $1116366 |
| County of Maui (GO)  |  |  |
| 5.000%, 03/01/26  | 200 | 203169 |
| State of Hawaii (GO) <br> Series EY |  |  |
| 5.000%, 10/01/27  | 3220 | 3240536 |
| State of Hawaii (GO) <br> Series FE |  |  |
| 5.000%, 10/01/25  | 1010 | 1016536 |
| State of Hawaii (GO) <br> Series FH |  |  |
| 4.000%, 10/01/30  | 4000 | 4017949 |
| TOTAL HAWAII |  | 9594556 |
| ILLINOIS — (0.6%) | ILLINOIS — (0.6%) | ILLINOIS — (0.6%) |
| Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 2000 | 2020035 |
| Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B |  |  |
| 4.000%, 12/15/25  | 600 | 603153 |
| TOTAL ILLINOIS |  | 2623188 |
| IOWA — (0.9%) | IOWA — (0.9%) | IOWA — (0.9%) |
| City of Ankeny (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 490 | 490531 |
| City of Des Moines (GO) <br> Series A |  |  |
| 4.000%, 06/01/39  | 2610 | 2594243 |
| City of Sioux City (GO) <br> Series A |  |  |
| 3.000%, 06/01/26  | 155 | 154656 |
| City of Urbandale (GO) <br> Series A |  |  |
| 5.000%, 06/01/26  | 605 | 617473 |
| TOTAL IOWA |  | 3856903 |
| KANSAS — (0.7%) | KANSAS — (0.7%) | KANSAS — (0.7%) |
| City of Leawood (GO) <br> Series A |  |  |
| 4.000%, 09/01/26  | 1135 | 1150273 |
| City of Merriam (GO)  |  |  |
| 5.000%, 10/01/25  | 800 | 805568 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KANSAS — (Continued) | KANSAS — (Continued) | KANSAS — (Continued) |
| Johnson County Unified <br> School District No. 229 <br> Blue Valley (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 225 | $231248 |
| State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 09/01/26  | 1050 | 1078475 |
| TOTAL KANSAS |  | 3265564 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| City of Portland (GO)  |  |  |
| 5.000%, 05/01/25  | 245 | 245000 |
| State of Maine (GO) <br> Series B |  |  |
| 4.000%, 06/01/26  | 515 | 520845 |
| TOTAL MAINE |  | 765845 |
| MARYLAND — (7.2%) | MARYLAND — (7.2%) | MARYLAND — (7.2%) |
| City of Baltimore (GO) <br> Series B |  |  |
| 5.000%, 10/15/27  | 2085 | 2182906 |
| County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/25  | 660 | 665558 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 03/01/28  | 1335 | 1411039 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/38  | 620 | 678047 |
| County of Frederick (GO) <br> Series A |  |  |
| 4.000%, 04/01/39  | 5000 | 4999239 |
| County of Harford (GO)  |  |  |
| 4.000%, 10/01/39  | 1605 | 1596845 |
| County of Harford (GO) <br> Series B |  |  |
| 5.000%, 01/15/29  | 1020 | 1093329 |
| County of Howard (GO) <br> Series A |  |  |
| 5.000%, 08/15/29  | 840 | 908561 |
| 5.000%, 08/15/36  | 1525 | 1690171 |
| County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 07/15/29  | 3660 | 3953789 |
| County of Wicomico (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 905 | 915174 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series A | Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
|  | 2.450%, 06/01/48  | 290 | $290000 |
| Maryland Stadium Authority <br> (RB) (ST INTERCEPT) <br> Series A | Maryland Stadium Authority <br> (RB) (ST INTERCEPT) <br> Series A |  |  |
| ¤ | 5.000%, 05/01/47 <br> (Pre-refunded @ <br> $100, 5/1/28)<br>| 1715 | 1811819 |
| State of Maryland (GO) <br> Series 2ND | State of Maryland (GO) <br> Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 700 | 732131 |
| State of Maryland (GO) <br> Series A | State of Maryland (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/37  | 4490 | 4863446 |
| State of Maryland (GO) <br> Series B | State of Maryland (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/27  | 1205 | 1260311 |
| State of Maryland (GO) <br> Series C | State of Maryland (GO) <br> Series C |  |  |
|  | 4.000%, 03/01/29  | 3045 | 3144223 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | 32196588 |
| MASSACHUSETTS — (2.5%) | MASSACHUSETTS — (2.5%) | MASSACHUSETTS — (2.5%) | MASSACHUSETTS — (2.5%) |
| City of Springfield (GO) <br> (ST AID WITHHLDG)  | City of Springfield (GO) <br> (ST AID WITHHLDG)  |  |  |
|  | 5.000%, 03/01/29  | 1000 | 1074045 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A | Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/38  | 220 | 238602 |
| Commonwealth of <br> Massachusetts (GO) <br> Series B | Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/39  | 500 | 547439 |
| Commonwealth of <br> Massachusetts (GO) <br> Series C | Commonwealth of <br> Massachusetts (GO) <br> Series C |  |  |
|  | 5.000%, 08/01/38  | 2000 | 2202959 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D | Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
|  | 4.000%, 05/01/39  | 935 | 914557 |
| Town of Norwood (GO)  | Town of Norwood (GO)  |  |  |
|  | 5.000%, 03/15/29  | 340 | 365374 |
| Town of Westborough (GO)  | Town of Westborough (GO)  |  |  |
|  | 4.000%, 03/27/26  | 4000 | 4029258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Town of Winchester (GO) <br> Series B | Town of Winchester (GO) <br> Series B |  |  |
|  | 4.000%, 03/26/26  | 2000 | $2016361 |
| TOTAL <br> MASSACHUSETTS | TOTAL <br> MASSACHUSETTS |  | 11388595 |
| MICHIGAN — (0.5%) | MICHIGAN — (0.5%) | MICHIGAN — (0.5%) | MICHIGAN — (0.5%) |
| Michigan State University <br> (RB) Series A | Michigan State University <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/38  | 500 | 545903 |
| Troy School District (GO) <br> (Q-SBLF)  | Troy School District (GO) <br> (Q-SBLF)  |  |  |
|  | 5.000%, 05/01/29  | 1505 | 1615978 |
| TOTAL MICHIGAN | TOTAL MICHIGAN |  | 2161881 |
| MINNESOTA — (1.8%) | MINNESOTA — (1.8%) | MINNESOTA — (1.8%) | MINNESOTA — (1.8%) |
| City of St. Paul (GO) <br> Series A | City of St. Paul (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/29  | 1040 | 1122514 |
| Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A | Eastern Carver County <br> Schools Independent <br> School District No. 112 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
|  | 4.000%, 02/01/38  | 2170 | 2148119 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B | Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B |  |  |
|  | 5.000%, 02/01/39  | 1120 | 1224408 |
| South St. Paul Special <br> School District No. 6 <br> (GO) (SD CRED PROG) <br> Series A | South St. Paul Special <br> School District No. 6 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
|  | 5.000%, 02/01/29  | 1905 | 2039835 |
| State of Minnesota (GO) <br> Series A | State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/29  | 1500 | 1623447 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | 8158323 |
| MISSOURI — (1.5%) | MISSOURI — (1.5%) | MISSOURI — (1.5%) | MISSOURI — (1.5%) |
| Metropolitan St. Louis <br> Sewer District (RB) <br> Series B | Metropolitan St. Louis <br> Sewer District (RB) <br> Series B |  |  |
| ¤ | 5.000%, 05/01/26 <br> (Pre-refunded @ <br> $100, 5/1/25)<br>| 1540 | 1540000 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) |
| St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  | St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  |  |  |
| ¤ | 5.000%, 02/01/26 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 2135 | $2162997 |
|  | 5.000%, 02/01/26  | 2935 | 2976478 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 6679475 |
| NEBRASKA — (2.3%) | NEBRASKA — (2.3%) | NEBRASKA — (2.3%) | NEBRASKA — (2.3%) |
| City of Omaha (GO)  | City of Omaha (GO)  |  |  |
|  | 5.000%, 04/15/28  | 285 | 301114 |
| County of Sarpy (GO)  | County of Sarpy (GO)  |  |  |
|  | 5.000%, 06/01/25  | 1925 | 1927476 |
| Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  | Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  |  |  |
|  | 5.000%, 12/01/28  | 2240 | 2386623 |
| Omaha Public Power <br> District (RB) Series A | Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/33  | 1155 | 1193339 |
| Omaha School District <br> (GO)  | Omaha School District <br> (GO)  |  |  |
|  | 5.000%, 12/15/25  | 2500 | 2527016 |
| Papillion-La Vista School <br> District No. 27 (GO) <br> Series B | Papillion-La Vista School <br> District No. 27 (GO) <br> Series B |  |  |
|  | 4.000%, 12/01/25  | 600 | 602851 |
| Sarpy County School <br> District No. 1 (GO)  | Sarpy County School <br> District No. 1 (GO)  |  |  |
| ¤ | 5.000%, 12/15/33 <br> (Pre-refunded @ <br> $100, 12/15/27)<br>| 1160 | 1217816 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | 10156235 |
| NEVADA — (1.0%) | NEVADA — (1.0%) | NEVADA — (1.0%) | NEVADA — (1.0%) |
| Washoe County School <br> District (GO) Series A | Washoe County School <br> District (GO) Series A |  |  |
|  | 5.000%, 10/01/29  | 1125 | 1214267 |
| Washoe County School <br> District (GO) Series B | Washoe County School <br> District (GO) Series B |  |  |
|  | 5.000%, 04/01/29  | 3010 | 3225657 |
| TOTAL NEVADA | TOTAL NEVADA |  | 4439924 |
| NEW HAMPSHIRE — (0.4%) | NEW HAMPSHIRE — (0.4%) | NEW HAMPSHIRE — (0.4%) | NEW HAMPSHIRE — (0.4%) |
| State of New Hampshire <br> (GO) Series A | State of New Hampshire <br> (GO) Series A |  |  |
|  | 5.000%, 03/01/29  | 1500 | 1605945 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (1.4%) | NEW JERSEY — (1.4%) | NEW JERSEY — (1.4%) |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 4000 | $4027128 |
| Princeton (GO)  |  |  |
| 2.000%, 12/15/25  | 1815 | 1791890 |
| Township of Montville (GO)  |  |  |
| 3.000%, 10/01/25  | 500 | 498453 |
| TOTAL NEW JERSEY |  | 6317471 |
| NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) | NEW MEXICO — (1.0%) |
| Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 5.000%, 08/01/34  | 1950 | 2080424 |
| City of Albuquerque (GO) <br> Series A |  |  |
| 4.000%, 07/01/38  | 1245 | 1248454 |
| City of Albuquerque (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 200 | 204705 |
| State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 1095 | 1140667 |
| TOTAL NEW MEXICO |  | 4674250 |
| NEW YORK — (6.0%) | NEW YORK — (6.0%) | NEW YORK — (6.0%) |
| City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1700 | 1706850 |
| City of New York (GO) <br> Series C |  |  |
| 4.000%, 08/01/39  | 2500 | 2402659 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/39  | 2000 | 2169649 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 08/01/36  | 1185 | 1295190 |
| Empire State Development <br> Corp. (RB) Series E |  |  |
| 4.000%, 03/15/34  | 500 | 501169 |
| Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.000%, 06/01/26  | 1530 | 1518743 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/33  | 2200 | 2324321 |
| 4.000%, 03/15/37  | 1435 | 1416583 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| New York State Dormitory <br> Authority (RB) Series D |  |  |
| 4.000%, 02/15/38  | 1425 | $1394436 |
| 4.000%, 02/15/39  | 4240 | 4085806 |
| New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/29  | 3000 | 3193572 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/37  | 295 | 320267 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 11/15/38  | 4000 | 4392711 |
| TOTAL NEW YORK |  | 26721956 |
| NORTH CAROLINA — (0.9%) | NORTH CAROLINA — (0.9%) | NORTH CAROLINA — (0.9%) |
| City of Raleigh Combined <br> Enterprise System <br> Revenue (RB)  |  |  |
| 5.000%, 09/01/37  | 100 | 110350 |
| County of Durham (GO)  |  |  |
| 5.000%, 06/01/37  | 210 | 231243 |
| State of North Carolina <br> (GO)  |  |  |
| 5.000%, 06/01/25  | 2045 | 2047687 |
| State of North Carolina <br> (GO) Series A |  |  |
| 5.000%, 06/01/25  | 655 | 655860 |
| State of North Carolina <br> (GO) Series B |  |  |
| 5.000%, 06/01/25  | 1000 | 1001314 |
| TOTAL NORTH <br> CAROLINA |  | 4046454 |
| OHIO — (1.5%) | OHIO — (1.5%) | OHIO — (1.5%) |
| City of Columbus (GO) <br> Series A |  |  |
| 5.000%, 04/01/29  | 2030 | 2179325 |
| State of Ohio (GO) <br> Series A |  |  |
| 5.000%, 03/01/28  | 610 | 644385 |
| 5.000%, 06/15/30  | 1460 | 1596781 |
| State of Ohio (GO) <br> Series C |  |  |
| 5.000%, 08/01/28  | 2120 | 2255440 |
| TOTAL OHIO |  | 6675931 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (1.1%) | OKLAHOMA — (1.1%) | OKLAHOMA — (1.1%) | OKLAHOMA — (1.1%) |
| City of Tulsa (GO)  | City of Tulsa (GO)  |  |  |
|  | 5.000%, 03/01/26  | 2750 | $2794972 |
| Oklahoma City Water <br> Utilities Trust (RB)  | Oklahoma City Water <br> Utilities Trust (RB)  |  |  |
| ¤ | 5.000%, 07/01/34 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 1885 | 1925956 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 4720928 |
| OREGON — (2.5%) | OREGON — (2.5%) | OREGON — (2.5%) | OREGON — (2.5%) |
| City of Beaverton Water <br> Revenue (RB)  | City of Beaverton Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 04/01/39  | 250 | 261375 |
| City of Eugene Electric <br> Utility System Revenue <br> (RB)  | City of Eugene Electric <br> Utility System Revenue <br> (RB)  |  |  |
|  | 5.000%, 08/01/38  | 265 | 292110 |
| City of Salem (GO)  | City of Salem (GO)  |  |  |
|  | 5.000%, 06/01/25  | 1280 | 1281547 |
| County of Multnomah (GO) <br> Series A | County of Multnomah (GO) <br> Series A |  |  |
|  | 5.000%, 06/15/29  | 265 | 285582 |
| Lane County School <br> District No. 4J Eugene <br> (GO) (SCH BD GTY)  | Lane County School <br> District No. 4J Eugene <br> (GO) (SCH BD GTY)  |  |  |
|  | 3.000%, 06/15/25  | 940 | 938807 |
| Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  | Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/29  | 4010 | 4302124 |
| Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A | Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/25  | 1000 | 1001903 |
| State of Oregon (GO) <br> Series C | State of Oregon (GO) <br> Series C |  |  |
|  | 5.000%, 05/01/25  | 700 | 700000 |
| Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series B | Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series B |  |  |
| ¤ | 5.000%, 09/01/26 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 150 | 150835 |
| Water Environment <br> Services Sewer <br> Revenue (RB)  | Water Environment <br> Services Sewer <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/29  | 2010 | 2160876 |
| TOTAL OREGON | TOTAL OREGON |  | 11375159 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (0.1%) | PENNSYLVANIA — (0.1%) | PENNSYLVANIA — (0.1%) |
| Township of Lower Merion <br> (GO)  |  |  |
| 5.000%, 05/01/29  | 605 | $651479 |
| RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) | RHODE ISLAND — (0.5%) |
| State of Rhode Island (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 2135 | 2214081 |
| SOUTH CAROLINA — (0.9%) | SOUTH CAROLINA — (0.9%) | SOUTH CAROLINA — (0.9%) |
| Clemson University (RB) <br> Series B |  |  |
| 5.000%, 05/01/25  | 750 | 750000 |
| County of Spartanburg <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 3.000%, 04/01/26  | 1500 | 1494520 |
| Richland County School <br> District No. 2 (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 855 | 886109 |
| 5.000%, 03/01/38  | 1000 | 1076437 |
| TOTAL SOUTH <br> CAROLINA |  | 4207066 |
| TENNESSEE — (4.5%) | TENNESSEE — (4.5%) | TENNESSEE — (4.5%) |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series LL |  |  |
| 5.000%, 07/01/25  | 1775 | 1779744 |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
| 5.000%, 07/01/26  | 865 | 885765 |
| City of Knoxville <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3000 | 3216993 |
| City of Memphis (GO)  |  |  |
| 5.000%, 05/01/26  | 1020 | 1040582 |
| County of Knox (GO)  |  |  |
| 4.000%, 06/01/38  | 1000 | 991514 |
| County of Knox (GO) <br> Series C |  |  |
| 5.000%, 06/01/25  | 1000 | 1001168 |
| County of Shelby (GO) <br> Series B |  |  |
| 4.000%, 04/01/37  | 1400 | 1392949 |
| 4.000%, 04/01/39  | 1025 | 1009457 |
| County of Sumner (GO)  |  |  |
| 5.000%, 06/01/26  | 1500 | 1532700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 04/01/29  | 3620 | $3885993 |
| Johnson City Energy <br> Authority (RB)  | Johnson City Energy <br> Authority (RB)  |  |  |
|  | 5.000%, 05/01/28  | 1000 | 1037211 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  | Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
|  | 4.000%, 07/01/37  | 2000 | 1979545 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A | Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/27  | 340 | 354164 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 20107785 |
| TEXAS — (24.8%) | TEXAS — (24.8%) | TEXAS — (24.8%) | TEXAS — (24.8%) |
| Alvin Independent School <br> District (GO) (PSF-GTD)  | Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/40  | 250 | 269432 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/37  | 215 | 234797 |
| Austin Community College <br> District (GO)  | Austin Community College <br> District (GO)  |  |  |
| ¤ | 5.000%, 08/01/30 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 210 | 210794 |
| Azle Independent School <br> District (GO) (PSF-GTD)  | Azle Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/38  | 500 | 540896 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series J | Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
|  | 5.000%, 08/15/25  | 3055 | 3069897 |
| Cedar Hill Independent <br> School District (GO) <br> (PSF-GTD)  | Cedar Hill Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/38  | 1000 | 1082122 |
|  | 5.000%, 02/15/39  | 1450 | 1561554 |
| City of Amarillo (GO)  | City of Amarillo (GO)  |  |  |
|  | 4.000%, 02/15/26  | 1685 | 1698272 |
| City of Arlington (GO) <br> Series A | City of Arlington (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/37  | 1000 | 1093572 |
| City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  | City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 06/01/26  | 1025 | 1048214 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Austin (GO)  | City of Austin (GO)  |  |  |
| ¤ | 5.000%, 09/01/26 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 10 | $10234 |
|  | 5.000%, 09/01/27  | 2255 | 2354164 |
|  | 5.000%, 09/01/38  | 270 | 292300 |
| City of Austin Electric Utility <br> Revenue (RB)  | City of Austin Electric Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/39  | 500 | 538890 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  | City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/26  | 525 | 541037 |
| City of Bedford (GO)  | City of Bedford (GO)  |  |  |
|  | 5.000%, 02/01/38  | 1180 | 1259005 |
| City of Carrollton (GO)  | City of Carrollton (GO)  |  |  |
|  | 5.000%, 08/15/25  | 1420 | 1426465 |
| City of Cedar Park (GO)  | City of Cedar Park (GO)  |  |  |
|  | 5.000%, 02/15/33  | 1825 | 1890843 |
| City of Celina (GO)  | City of Celina (GO)  |  |  |
|  | 4.125%, 09/01/25  | 1415 | 1418606 |
|  | 4.125%, 09/01/26  | 2520 | 2553988 |
| City of Dallas (GO) <br> Series A | City of Dallas (GO) <br> Series A |  |  |
|  | 4.000%, 02/15/37  | 2115 | 2083158 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C | City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
|  | 4.000%, 10/01/34  | 810 | 819373 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A | City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 10/01/27  | 2660 | 2675971 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C | City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
|  | 5.000%, 10/01/25  | 500 | 503706 |
| City of Denton (GO)  | City of Denton (GO)  |  |  |
|  | 5.000%, 02/15/35  | 1420 | 1556798 |
|  | 5.000%, 02/15/39  | 2000 | 2154939 |
| City of El Paso Water & <br> Sewer Revenue (RB)  | City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 03/01/40  | 1210 | 1280450 |
| City of Fort Worth (GO)  | City of Fort Worth (GO)  |  |  |
|  | 5.000%, 03/01/28  | 2070 | 2099004 |
|  | 5.000%, 03/01/37  | 1000 | 1072350 |
| City of Frisco (GO)  | City of Frisco (GO)  |  |  |
|  | 5.000%, 02/15/28  | 3495 | 3680265 |
| City of Houston (GO) <br> Series A | City of Houston (GO) <br> Series A |  |  |
|  | 5.000%, 03/01/26  | 1035 | 1051314 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/25  | 1820 | $1831868 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/37  | 2415 | 2599835 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/37  | 350 | 376085 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/38  | 1000 | 1087548 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/39  | 750 | 804113 |
| City of San Antonio (GO)  |  |  |
| 4.000%, 08/01/36  | 1985 | 1999881 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series <br> 2020 |  |  |
| 5.000%, 02/01/37  | 1615 | 1697346 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/39  | 500 | 538665 |
| Cleburne Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 1000 | 1015173 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1010 | 1024971 |
| Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 1370 | 1476612 |
| County of Bexar (GO)  |  |  |
| 4.000%, 06/15/26  | 650 | 657965 |
| 5.000%, 06/15/26  | 1625 | 1662721 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/38  | 335 | 363554 |
| County of Harris (GO)  |  |  |
| 5.000%, 10/01/26  | 485 | 499415 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 10/01/30  | 710 | 714469 |
| 5.000%, 09/15/38  | 1400 | 1515848 |
| County of Williamson (GO)  |  |  |
| 4.000%, 02/15/26  | 4010 | 4039710 |
| 5.000%, 02/15/39  | 500 | 538428 |
| Dallas College (GO)  |  |  |
| 5.000%, 02/15/28  | 930 | 976243 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Denton Independent <br> School District (GO) <br> (PSF-GTD)  | Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/37  | 985 | $1072835 |
| Eanes Independent School <br> District (GO) (PSF-GTD) <br> Series A | Eanes Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 1505 | 1510980 |
| Fort Worth Independent <br> School District (GO) <br> (PSF-GTD)  | Fort Worth Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 545 | 553164 |
| Galveston Independent <br> School District (GO) <br> (PSF-GTD)  | Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/01/27  | 175 | 180958 |
| Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A | Garland Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 02/15/26  | 1000 | 1001519 |
| Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A | Grapevine-Colleyville <br> Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
|  | 5.000%, 08/15/28  | 1000 | 1062277 |
| Grapevine-Colleyville <br> Independent School <br> District (GO) Series B | Grapevine-Colleyville <br> Independent School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/15/27  | 2570 | 2681563 |
| Harris County Flood <br> Control District (GO) <br> Series A | Harris County Flood <br> Control District (GO) <br> Series A |  |  |
|  | 5.000%, 10/01/26  | 785 | 805685 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) <br> Series REF-A | Houston Independent <br> School District (GO) <br> (PSF-GTD) <br> Series REF-A |  |  |
|  | 5.000%, 02/15/39  | 525 | 577224 |
| Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  | Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/38  | 750 | 820580 |
| Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD) <br> Series B | Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| ¤ | 5.000%, 08/15/29 <br> (Pre-refunded @ <br> $100, 8/15/27)<br>| 640 | 666642 |
|  | 5.000%, 08/15/29  | 1195 | 1242149 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Lamar Consolidated <br> Independent School <br> District (GO)  |  |  |
| 5.000%, 02/15/29  | 2060 | $2198585 |
| 5.000%, 02/15/30  | 870 | 940087 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/38  | 1000 | 1080391 |
| North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/39  | 1255 | 1347442 |
| Northside Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/01/37  | 400 | 433461 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
| 5.000%, 07/01/26  | 2000 | 2046388 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/38  | 500 | 549824 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 810 | 830486 |
| 5.000%, 08/15/30  | 2850 | 2912278 |
| Spring Independent School <br> District (GO)  |  |  |
| 5.000%, 08/15/29  | 1500 | 1609718 |
| State of Texas (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 2485 | 2502319 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 350 | 351367 |
| State of Texas (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 675 | 677637 |
| 5.000%, 08/01/26  | 1420 | 1456501 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/39  | 780 | 845161 |
| Tarrant Regional Water <br> District (RB) Series A |  |  |
| 4.000%, 09/01/29  | 5760 | 5960839 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Texas Tech University <br> System (RB) Series A | Texas Tech University <br> System (RB) Series A |  |  |
|  | 5.000%, 02/15/40  | 1250 | $1359722 |
| Texas Transportation <br> Commission (GO)  | Texas Transportation <br> Commission (GO)  |  |  |
|  | 5.000%, 04/01/38  | 1010 | 1095815 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  | Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
|  | 5.000%, 02/01/26  | 325 | 329590 |
| Waco Independent School <br> District (GO) (PSF-GTD)  | Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/28  | 375 | 397870 |
| Waxahachie Independent <br> School District (GO) <br> (PSF-GTD)  | Waxahachie Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/39  | 250 | 271749 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/38  | 750 | 812440 |
| Ysleta Independent School <br> District (GO) (PSF-GTD)  | Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | 5.000%, 08/15/41 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 1200 | 1205785 |
| TOTAL TEXAS | TOTAL TEXAS |  | 110883891 |
| UTAH — (3.0%) | UTAH — (3.0%) | UTAH — (3.0%) | UTAH — (3.0%) |
| Canyons School District <br> (GO) (SCH BD GTY) <br> Series A | Canyons School District <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/25  | 1615 | 1618194 |
| Central Valley Water <br> Reclamation Facility <br> (RB)  | Central Valley Water <br> Reclamation Facility <br> (RB)  |  |  |
|  | 5.000%, 03/01/39  | 2000 | 2192576 |
| Central Valley Water <br> Reclamation Facility <br> (RB) Series C | Central Valley Water <br> Reclamation Facility <br> (RB) Series C |  |  |
|  | 4.000%, 03/01/38  | 3280 | 3240419 |
| Granite School District <br> Board of Education (GO) <br> (SCH BD GTY)  | Granite School District <br> Board of Education (GO) <br> (SCH BD GTY)  |  |  |
|  | 5.000%, 06/01/25  | 1000 | 1001302 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A | Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/38  | 125 | 134041 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UTAH — (Continued) | UTAH — (Continued) | UTAH — (Continued) | UTAH — (Continued) |
| Provo School District (GO) <br> (SCH BD GTY)  | Provo School District (GO) <br> (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/25  | 2000 | $2003507 |
| Timpanogos Special <br> Service District (RB)  | Timpanogos Special <br> Service District (RB)  |  |  |
|  | 5.000%, 06/01/39  | 750 | 820685 |
| Tooele County School <br> District (GO) (SCH BD <br> GTY)  | Tooele County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
|  | 5.000%, 06/01/37  | 1645 | 1797140 |
| Utah Transit Authority (RB) <br> Series A | Utah Transit Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 06/15/35 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 815 | 816454 |
| TOTAL UTAH | TOTAL UTAH |  | 13624318 |
| VIRGINIA — (1.6%) | VIRGINIA — (1.6%) | VIRGINIA — (1.6%) | VIRGINIA — (1.6%) |
| City of Lynchburg (GO)  | City of Lynchburg (GO)  |  |  |
|  | 5.000%, 08/01/28  | 1935 | 2057866 |
| City of Richmond (GO) <br> Series A | City of Richmond (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/37  | 1000 | 1096954 |
| County of Arlington (GO)  | County of Arlington (GO)  |  |  |
|  | 5.000%, 06/15/37  | 2500 | 2725751 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A | County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
|  | 4.000%, 10/01/27  | 760 | 778936 |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B | County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 500 | 505505 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 7165012 |
| WASHINGTON — (8.3%) | WASHINGTON — (8.3%) | WASHINGTON — (8.3%) | WASHINGTON — (8.3%) |
| Auburn School District No. <br> 408 of King & Pierce <br> Counties (GO) (SCH BD <br> GTY)  | Auburn School District No. <br> 408 of King & Pierce <br> Counties (GO) (SCH BD <br> GTY)  |  |  |
|  | 5.000%, 12/01/25  | 1090 | 1101606 |
| Chelan County Public <br> Utility District No. 1 (RB) <br> Series A | Chelan County Public <br> Utility District No. 1 (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 175 | 175470 |
| City of Bellevue (GO) <br> Series A | City of Bellevue (GO) <br> Series A |  |  |
|  | 4.000%, 12/01/25  | 285 | 286401 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Clark County School <br> District No. 37 <br> Vancouver (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/26  | 2320 | $2354326 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/35  | 4000 | 4454459 |
| County of King (GO) <br> Series A |  |  |
| 4.000%, 01/01/26  | 725 | 729948 |
| County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/37  | 1045 | 1148476 |
| County of King (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 480 | 485250 |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 4.000%, 07/01/39  | 2485 | 2439875 |
| County of King Sewer <br> Revenue (RB) Series B |  |  |
| 5.000%, 07/01/25  | 1305 | 1308728 |
| 5.000%, 07/01/28  | 1605 | 1633505 |
| County of Spokane (GO)  |  |  |
| 5.000%, 12/01/28  | 1365 | 1456367 |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 3610 | 3956201 |
| 5.000%, 07/01/37  | 165 | 179707 |
| Franklin County School <br> District No. 1 Pasco <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/36  | 555 | 604947 |
| Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
| 5.000%, 01/01/39  | 500 | 543060 |
| King County School District <br> No. 210 Federal Way <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1000 | 1010532 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/37  | 285 | 308402 |
| 5.000%, 12/01/39  | 1000 | 1094150 |
| King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/26  | 995 | 1026545 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| King County School District <br> No. 414 Lake <br> Washington (GO) (SCH <br> BD GTY)  |  |  |
| 4.000%, 12/01/25  | 1425 | $1432007 |
| State of Washington (GO) <br> Series R-2023B |  |  |
| 5.000%, 07/01/35  | 1010 | 1119139 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 1000 | 1079364 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/34  | 2610 | 2636402 |
| 5.000%, 02/01/37  | 2155 | 2328044 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/28  | 1090 | 1122415 |
| 4.000%, 06/01/37  | 1115 | 1109902 |
| TOTAL WASHINGTON |  | 37125228 |
| WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) | WEST VIRGINIA — (0.5%) |
| State of West Virginia (GO) <br> Series A |  |  |
| 5.000%, 12/01/36  | 2055 | 2143519 |
| WISCONSIN — (3.5%) | WISCONSIN — (3.5%) | WISCONSIN — (3.5%) |
| Appleton Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/30  | 2350 | 2527799 |
| City of Waukesha (GO) <br> Series C |  |  |
| 5.000%, 10/01/25  | 200 | 201284 |
| County of Dane (GO) <br> Series B |  |  |
| 5.000%, 06/01/37  | 2000 | 2193622 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/25 | 3255 | 3278874 |
| State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/29  | 1295 | 1390998 |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 05/01/37  | 555 | 610216 |
| State of Wisconsin (GO) <br> Series A |  |  |
| 5.000%, 05/01/25  | 970 | 970000 |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/25  | 2045 | 2045000 |

---

------

**DFA Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| 5.000%, 05/01/37  | 2370 | $2579824 |
| TOTAL WISCONSIN |  | 15797617 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $459,454,228) |  | 446643549 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $231,371)<br>| 231347 | $231370 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $459,685,599) |  | $446874919 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $446643549 | &nbsp;&nbsp; — | &nbsp;&nbsp; $446643549 |
| Investment Companies | &nbsp;&nbsp; $231370 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 231370 |
| Total Investments in Securities | &nbsp;&nbsp; $231370 | &nbsp;&nbsp; $446643549 | &nbsp;&nbsp; — | &nbsp;&nbsp; $446874919 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (98.5%) | MUNICIPAL BONDS — (98.5%) | MUNICIPAL BONDS — (98.5%) | MUNICIPAL BONDS — (98.5%) |
| ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) |
| Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A | Alabama Federal Aid <br> Highway Finance <br> Authority (RB) Series A |  |  |
| ¤ | 5.000%, 09/01/35 <br> (Pre-refunded @ <br> $100, 9/1/26)<br>| 585 | $599480 |
| Tuscaloosa City Board of <br> Education (RB)  | Tuscaloosa City Board of <br> Education (RB)  |  |  |
| ¤ | 5.000%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 720 | 737177 |
| ¤ | 5.000%, 08/01/41 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 975 | 998261 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | 2334918 |
| ALASKA — (0.3%) | ALASKA — (0.3%) | ALASKA — (0.3%) | ALASKA — (0.3%) |
| Borough of <br> Matanuska-Susitna (RB) <br> Series 2025A | Borough of <br> Matanuska-Susitna (RB) <br> Series 2025A |  |  |
|  | 5.000%, 09/01/26  | 3000 | 3074870 |
| State of Alaska (GO) <br> Series A | State of Alaska (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 760 | 762892 |
| State of Alaska <br> International Airports <br> System (RB) Series A | State of Alaska <br> International Airports <br> System (RB) Series A |  |  |
|  | 5.000%, 10/01/26  | 330 | 338748 |
| TOTAL ALASKA | TOTAL ALASKA |  | 4176510 |
| ARIZONA — (1.5%) | ARIZONA — (1.5%) | ARIZONA — (1.5%) | ARIZONA — (1.5%) |
| Arizona Board of Regents <br> (RB) Series A | Arizona Board of Regents <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/28  | 1720 | 1723048 |
| City of Mesa Utility System <br> Revenue (RB)  | City of Mesa Utility System <br> Revenue (RB)  |  |  |
|  | 4.000%, 07/01/31  | 1395 | 1396192 |
| City of Tucson (GO) <br> Series 2018-B | City of Tucson (GO) <br> Series 2018-B |  |  |
|  | 5.000%, 07/01/25  | 600 | 601390 |
|  | 5.000%, 07/01/26  | 3840 | 3929897 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| Coconino County Unified <br> School District No. <br> 1-Flagstaff (GO) <br> Series C |  |  |
| 5.000%, 07/01/25  | 500 | $501361 |
| County of Pima Sewer <br> System Revenue (RB)  |  |  |
| 5.000%, 07/01/25  | 625 | 626680 |
| Maricopa County School <br> District No. 3 Tempe <br> Elementary (GO) <br> Series A |  |  |
| 5.000%, 07/01/25  | 290 | 290686 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 1250 | 1279988 |
| 5.000%, 07/01/27  | 2730 | 2846776 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 615 | 629754 |
| 5.000%, 07/01/27  | 2095 | 2184613 |
| Maricopa County Unified <br> School District No. 80 <br> Chandler (GO) Series C |  |  |
| 5.000%, 07/01/25  | 1195 | 1198010 |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/25  | 1670 | 1675448 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 01/01/34  | 2350 | 2400363 |
| TOTAL ARIZONA |  | 21284206 |
| CALIFORNIA — (6.7%) | CALIFORNIA — (6.7%) | CALIFORNIA — (6.7%) |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 04/01/27  | 835 | 857559 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/26/25  | 8350 | 8365468 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| County of Los Angeles <br> (RN)  |  |  |
| 5.000%, 06/30/25  | 25875 | $25928435 |
| County of Riverside (RN) <br> Series A |  |  |
| 3.000%, 10/17/25  | 1250 | 1246907 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
| 5.000%, 05/15/34  | 7000 | 7093556 |
| San Francisco Community <br> College District (GO)  |  |  |
| 5.000%, 06/15/29  | 4765 | 4773681 |
| 5.000%, 06/15/31  | 1335 | 1337432 |
| San Francisco Unified <br> School District (GO) <br> Series C |  |  |
| 5.000%, 06/15/25  | 565 | 565977 |
| San Mateo County Transit <br> District (RB) Series A |  |  |
| 4.000%, 06/01/32  | 1000 | 1000419 |
| State of California (GO)  |  |  |
| 4.000%, 08/01/25  | 1000 | 1001696 |
| 5.000%, 09/01/25  | 1470 | 1478417 |
| 5.000%, 10/01/25  | 1600 | 1602180 |
| 5.000%, 04/01/27  | 17730 | 18386842 |
| 5.000%, 09/01/28  | 1675 | 1715160 |
| 5.000%, 10/01/28  | 20 | 20023 |
| 5.000%, 08/01/29  | 1155 | 1179284 |
| 5.000%, 10/01/29  | 3305 | 3356117 |
| 5.000%, 03/01/30  | 1850 | 1850951 |
| 5.000%, 08/01/30  | 1405 | 1432115 |
| 5.000%, 09/01/30  | 1345 | 1371764 |
| 5.000%, 09/01/31  | 2600 | 2647651 |
| 5.000%, 03/01/32  | 1000 | 1000514 |
| 5.000%, 08/01/33 | 5705 | 5799667 |
| University of California <br> (RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | 2155939 |
| TOTAL CALIFORNIA |  | 96167754 |
| COLORADO — (2.3%) | COLORADO — (2.3%) | COLORADO — (2.3%) |
| Adams & Weld Counties <br> School District No. 27J <br> Brighton (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/25  | 6000 | 6069110 |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 640 | 647030 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| 5.000%, 12/15/26  | 5790 | $5979750 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 3135 | 3169629 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 2985 | 3019634 |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 910 | 913046 |
| Colorado State Education <br> Loan Program (RN) <br> Series A |  |  |
| 5.000%, 06/30/25  | 8760 | 8778954 |
| Denver City & County <br> School District No. 1 <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 12/01/26  | 1895 | 1955376 |
| Metro Wastewater <br> Reclamation District <br> (RB) Series A |  |  |
| 5.000%, 04/01/26  | 1750 | 1782228 |
| Regional Transportation <br> District (COP)  |  |  |
| 5.000%, 06/01/29  | 360 | 360421 |
| TOTAL COLORADO |  | 32675178 |
| CONNECTICUT — (2.5%) | CONNECTICUT — (2.5%) | CONNECTICUT — (2.5%) |
| City of Bridgeport (GO) <br> Series B |  |  |
| 5.000%, 08/15/26  | 635 | 648972 |
| City of Danbury (GO)  |  |  |
| 4.000%, 02/23/26  | 15000 | 15098096 |
| City of New Haven (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 100 | 102012 |
| State of Connecticut (GO) <br> Series B |  |  |
| 5.000%, 05/15/27  | 2090 | 2128413 |
| State of Connecticut <br> Special Tax Revenue <br> (RB) Series A-1 |  |  |
| 5.000%, 07/01/25  | 1015 | 1017374 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| Town of Greenwich (GO)  |  |  |
| 4.000%, 02/05/26  | 10000 | $10064411 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 6770 | 6780974 |
| TOTAL CONNECTICUT |  | 35840252 |
| DISTRICT OF COLUMBIA — (0.4%) | DISTRICT OF COLUMBIA — (0.4%) | DISTRICT OF COLUMBIA — (0.4%) |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/34  | 2400 | 2457690 |
| District of Columbia (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 1015 | 1016315 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/26  | 1430 | 1461961 |
| District of Columbia <br> Income Tax Revenue <br> (RB) Series C |  |  |
| 5.000%, 10/01/26  | 830 | 854112 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 5790078 |
| FLORIDA — (5.1%) | FLORIDA — (5.1%) | FLORIDA — (5.1%) |
| Bay County School Board <br> (COP) Series A |  |  |
| 5.000%, 07/01/25  | 385 | 385984 |
| Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 4545 | 4724735 |
| 5.000%, 07/01/28  | 3560 | 3754451 |
| City of Cape Coral Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/25  | 755 | 759788 |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/32  | 1025 | 1031490 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/25  | 300 | 302114 |
| 5.000%, 10/01/26  | 205 | 210725 |
| County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1270 | 1278780 |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 4.000%, 10/01/28  | 485 | 486034 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/25  | 1490 | $1502275 |
| Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 5130 | 5157696 |
| Fort Pierce Utilities <br> Authority (RB) (AGM) <br> Series A |  |  |
| 5.000%, 10/01/25  | 55 | 55347 |
| 5.000%, 10/01/26  | 290 | 297205 |
| Manatee County School <br> District (COP) (AGC) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 310 | 317122 |
| 5.000%, 07/01/27  | 265 | 276159 |
| Miami-Dade County <br> Expressway Authority <br> (RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 3925 | 3935903 |
| Miami-Dade County <br> Expressway Authority <br> (RB) Series B |  |  |
| 5.000%, 07/01/27  | 1040 | 1041256 |
| Okaloosa County School <br> Board (COP) Series A |  |  |
| 5.000%, 10/01/25  | 1095 | 1102399 |
| Pinellas County School <br> Board (RN)  |  |  |
| 5.000%, 06/30/25  | 7250 | 7266440 |
| Sarasota County Public <br> Hospital District (RB)  |  |  |
| 5.000%, 07/01/26  | 380 | 386490 |
| School Board of <br> Miami-Dade County <br> (COP) Series A |  |  |
| 5.000%, 05/01/26  | 6035 | 6132937 |
| School District of Broward <br> County (COP) Series B |  |  |
| 5.000%, 07/01/25  | 945 | 947272 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/25 | 14535 | 14553725 |
| 5.000%, 06/01/26  | 2860 | 2923647 |
| 5.000%, 07/01/26  | 1060 | 1085719 |
| 5.000%, 07/01/27  | 2040 | 2128087 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 5430 | 5436996 |
| State of Florida (GO) <br> Series E |  |  |
| 5.000%, 06/01/25  | 2870 | 2873697 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C | State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
|  | 5.000%, 07/01/25  | 2018 | $2023435 |
|  | 5.000%, 07/01/26  | 1052 | 1076671 |
| TOTAL FLORIDA | TOTAL FLORIDA |  | 73454579 |
| GEORGIA — (0.2%) | GEORGIA — (0.2%) | GEORGIA — (0.2%) | GEORGIA — (0.2%) |
| Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A | Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/15/26  | 2500 | 2531992 |
| Private Colleges & <br> Universities Authority <br> (RB)  | Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
|  | 5.000%, 10/01/25  | 285 | 286629 |
| TOTAL GEORGIA | TOTAL GEORGIA |  | 2818621 |
| HAWAII — (1.5%) | HAWAII — (1.5%) | HAWAII — (1.5%) | HAWAII — (1.5%) |
| City & County Honolulu <br> Wastewater System <br> Revenue (RB) Series A | City & County Honolulu <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| ¤ | 5.000%, 07/01/45 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 10330 | 10355922 |
| City & County of Honolulu <br> (GO) Series A | City & County of Honolulu <br> (GO) Series A |  |  |
|  | 5.000%, 07/01/26  | 85 | 87049 |
| City & County of Honolulu <br> (GO) Series B | City & County of Honolulu <br> (GO) Series B |  |  |
|  | 5.000%, 07/01/25  | 105 | 105286 |
|  | 5.000%, 07/01/26  | 100 | 102411 |
| City & County of Honolulu <br> (GO) Series D | City & County of Honolulu <br> (GO) Series D |  |  |
|  | 5.000%, 08/01/25  | 2000 | 2007694 |
| County of Kauai (GO)  | County of Kauai (GO)  |  |  |
|  | 5.000%, 08/01/25  | 480 | 481955 |
| State of Hawaii (GO) <br> Series EY | State of Hawaii (GO) <br> Series EY |  |  |
|  | 5.000%, 10/01/27  | 5050 | 5082208 |
| State of Hawaii (GO) <br> Series FG | State of Hawaii (GO) <br> Series FG |  |  |
|  | 4.000%, 10/01/32  | 1545 | 1549056 |
| State of Hawaii (GO) <br> Series FH | State of Hawaii (GO) <br> Series FH |  |  |
|  | 4.000%, 10/01/30  | 1925 | 1933638 |
| TOTAL HAWAII | TOTAL HAWAII |  | 21705219 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| IDAHO — (0.1%) | IDAHO — (0.1%) | IDAHO — (0.1%) |
| Boise State University (RB) <br> Series A |  |  |
| 5.000%, 04/01/26  | 400 | $407043 |
| 5.000%, 04/01/27  | 410 | 424860 |
| Idaho Health Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 03/01/26  | 490 | 497040 |
| 5.000%, 03/01/27  | 240 | 247945 |
| TOTAL IDAHO |  | 1576888 |
| ILLINOIS — (2.3%) | ILLINOIS — (2.3%) | ILLINOIS — (2.3%) |
| Chicago Park District (GO) <br> Series C |  |  |
| 5.000%, 01/01/26  | 1015 | 1025217 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 445 | 449489 |
| Coles Christian Clark etc. <br> Counties Community <br> College District No. 517 <br> Lake Land (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 4820 | 4865213 |
| Cook & Will Counties <br> Community College <br> District No. 515 (GO) <br> (BAM) Series B |  |  |
| 5.000%, 12/01/26  | 225 | 231082 |
| Cook County School <br> District No. 57 Mount <br> Prospect (GO)  |  |  |
| 5.000%, 12/01/25  | 2125 | 2146271 |
| Cook County Township <br> High School District No. <br> 225 (GO)  |  |  |
| 5.000%, 12/01/25  | 2795 | 2822189 |
| County of Cook (GO) <br> Series A |  |  |
| 5.000%, 11/15/26  | 1980 | 2031792 |
| DuPage County Forest <br> Preserve District (GO)  |  |  |
| 5.000%, 11/01/25  | 2140 | 2156786 |
| 5.000%, 11/01/26  | 280 | 287522 |
| Elmhurst Park District (GO)  |  |  |
| 5.000%, 12/15/25  | 735 | 742716 |
| 5.000%, 12/15/26  | 220 | 226614 |
| 5.000%, 12/15/27  | 220 | 230512 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Grundy Kendall & Will <br> Counties Community <br> High School District No. <br> 111 Minooka (GO)  |  |  |
| 5.000%, 12/01/27  | 350 | $365965 |
| Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/32  | 6000 | 6040379 |
| Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C |  |  |
| 5.000%, 12/01/25  | 2480 | 2506456 |
| State of Illinois (GO) <br> Series A |  |  |
| 5.000%, 11/01/25  | 3935 | 3965454 |
| State of Illinois (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 3000 | 3100463 |
| TOTAL ILLINOIS |  | 33194120 |
| INDIANA — (0.4%) | INDIANA — (0.4%) | INDIANA — (0.4%) |
| Indiana Municipal Power <br> Agency (RB) (AGC) <br> Series A |  |  |
| 5.000%, 01/01/26  | 1475 | 1492308 |
| Indianapolis Local Public <br> Improvement Bond Bank <br> (RB) Series A |  |  |
| 5.000%, 06/01/25  | 3380 | 3383803 |
| Lebanon Middle School <br> Building Corp. (RB) (ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 07/15/25  | 420 | 421077 |
| Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 07/15/25  | 370 | 370834 |
| 5.000%, 01/15/26  | 425 | 429343 |
| TOTAL INDIANA |  | 6097365 |
| IOWA — (0.6%) | IOWA — (0.6%) | IOWA — (0.6%) |
| City of Cedar Rapids (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 3110 | 3113895 |
| City of Des Moines (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 1850 | 1852270 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| IOWA — (Continued) | IOWA — (Continued) | IOWA — (Continued) |
| City of Sioux City (GO) <br> Series A |  |  |
| 3.000%, 06/01/25  | 650 | $649412 |
| College Community School <br> District (GO) Series C |  |  |
| 3.000%, 06/01/25  | 405 | 404659 |
| State of Iowa Board of <br> Regents (RB) <br> Series 2025A |  |  |
| 5.000%, 09/01/27  | 2000 | 2087031 |
| TOTAL IOWA |  | 8107267 |
| KANSAS — (0.9%) | KANSAS — (0.9%) | KANSAS — (0.9%) |
| City of Lawrence (GO) <br> Series I |  |  |
| 4.000%, 05/01/26  | 13000 | 13115873 |
| KENTUCKY — (0.7%) | KENTUCKY — (0.7%) | KENTUCKY — (0.7%) |
| Kentucky Municipal Power <br> Agency (RB) (NPFG) <br> Series A |  |  |
| 5.000%, 09/01/31  | 510 | 517099 |
| Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 05/01/26  | 1025 | 1042658 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 10/01/25  | 2550 | 2565125 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series B |  |  |
| 5.000%, 08/01/25  | 995 | 998260 |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB)  |  |  |
| 4.000%, 05/15/31  | 1400 | 1401252 |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB) <br> Series C |  |  |
| 5.000%, 05/15/25  | 1680 | 1681025 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (GO) <br> Series A |  |  |
| 5.000%, 12/01/25  | 2280 | 2305352 |
| TOTAL KENTUCKY |  | 10510771 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| LOUISIANA — (1.2%) | LOUISIANA — (1.2%) | LOUISIANA — (1.2%) |
| Ascension Parish School <br> Board (GO)  |  |  |
| 5.000%, 03/01/26  | 75 | $76158 |
| State of Louisiana (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 10030 | 10067412 |
| State of Louisiana (GO) <br> Series E |  |  |
| 5.000%, 06/01/25  | 6960 | 6968021 |
| TOTAL LOUISIANA |  | 17111591 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| City of Portland (GO)  |  |  |
| 5.000%, 05/01/25  | 475 | 475000 |
| Maine Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/25  | 435 | 435759 |
| Maine Turnpike Authority <br> (RB)  |  |  |
| 5.000%, 07/01/26  | 910 | 931341 |
| 5.000%, 07/01/27  | 430 | 448291 |
| TOTAL MAINE |  | 2290391 |
| MARYLAND — (1.2%) | MARYLAND — (1.2%) | MARYLAND — (1.2%) |
| County of Anne Arundel <br> (GO)  |  |  |
| 5.000%, 10/01/32  | 1690 | 1725811 |
| County of Baltimore (GO)  |  |  |
| 5.000%, 07/01/25  | 830 | 832220 |
| 5.000%, 07/01/26  | 1235 | 1264376 |
| 5.000%, 08/01/26  | 3790 | 3807128 |
| County of Charles (GO)  |  |  |
| 5.000%, 10/01/25  | 610 | 614502 |
| 5.000%, 10/01/26  | 1095 | 1125426 |
| County of Prince George's <br> (GO) Series A |  |  |
| 5.000%, 08/01/25  | 1185 | 1189925 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 665 | 679116 |
| 5.000%, 07/01/27  | 355 | 368291 |
| State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/25 | 4305 | 4323987 |
| State of Maryland (GO) <br> Series B |  |  |
| 5.000%, 08/01/26  | 1200 | 1231443 |
| TOTAL MARYLAND |  | 17162225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MASSACHUSETTS — (4.5%) | MASSACHUSETTS — (4.5%) | MASSACHUSETTS — (4.5%) | MASSACHUSETTS — (4.5%) |
| City of Fall River (GO)  | City of Fall River (GO)  |  |  |
|  | 4.000%, 01/30/26  | 4455 | $4480719 |
| City of Quincy (GO)  | City of Quincy (GO)  |  |  |
|  | 4.500%, 07/09/25  | 5050 | 5058924 |
|  | 5.000%, 07/25/25 | 10925 | 10937715 |
| City of Somerville (GO)  | City of Somerville (GO)  |  |  |
|  | 4.500%, 05/30/25  | 8155 | 8162485 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A | Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
|  | 5.000%, 07/01/27  | 5000 | 5113857 |
| Commonwealth of <br> Massachusetts (GO) <br> Series I | Commonwealth of <br> Massachusetts (GO) <br> Series I |  |  |
|  | 5.000%, 12/01/31  | 1365 | 1399885 |
| Commonwealth of <br> Massachusetts <br> Transportation Fund <br> Revenue (RB) Series A | Commonwealth of <br> Massachusetts <br> Transportation Fund <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 06/01/25  | 500 | 500640 |
| Massachusetts Bay <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series B | Massachusetts Bay <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series B |  |  |
| ¤ | 5.000%, 07/01/29 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 4050 | 4060505 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N | Massachusetts <br> Development Finance <br> Agency (RB) Series N |  |  |
|  | 5.000%, 07/01/26  | 225 | 229205 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 | Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
|  | 5.000%, 07/01/27  | 320 | 329622 |
| Massachusetts State <br> College Building <br> Authority (RB) Series A | Massachusetts State <br> College Building <br> Authority (RB) Series A |  |  |
| ¤ | 5.000%, 05/01/49 <br> (Pre-refunded @ <br> $100, 5/1/25)<br>| 4750 | 4750000 |
| Town of Easton (GO)  | Town of Easton (GO)  |  |  |
|  | 4.000%, 03/05/26  | 1764 | 1776227 |
| Town of Hingham (GO)  | Town of Hingham (GO)  |  |  |
|  | 4.000%, 02/13/26  | 8205 | 8255820 |
| Town of Swampscott (GO)  | Town of Swampscott (GO)  |  |  |
|  | 4.000%, 03/05/26  | 1416 | 1426874 |
| Town of Watertown (GO)  | Town of Watertown (GO)  |  |  |
|  | 5.000%, 06/15/25  | 500 | 501090 |
| Town of Westborough (GO)  | Town of Westborough (GO)  |  |  |
|  | 4.000%, 03/27/26  | 5500 | 5540230 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Town of Winchester (GO) <br> Series B | Town of Winchester (GO) <br> Series B |  |  |
|  | 4.000%, 03/26/26  | 2500 | $2520452 |
| TOTAL <br> MASSACHUSETTS | TOTAL <br> MASSACHUSETTS |  | 65044250 |
| MICHIGAN — (1.7%) | MICHIGAN — (1.7%) | MICHIGAN — (1.7%) | MICHIGAN — (1.7%) |
| Birmingham City School <br> District (GO)  | Birmingham City School <br> District (GO)  |  |  |
|  | 5.000%, 05/01/26  | 1225 | 1248382 |
|  | 5.000%, 05/01/27  | 2940 | 3052900 |
| Central Michigan University <br> (RB) Series A | Central Michigan University <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/25  | 905 | 911111 |
| Farmington Public School <br> District (GO)  | Farmington Public School <br> District (GO)  |  |  |
|  | 5.000%, 05/01/26  | 735 | 749029 |
|  | 5.000%, 05/01/27  | 1400 | 1451553 |
| Ferris State University (RB) <br> (AGC) Series A | Ferris State University (RB) <br> (AGC) Series A |  |  |
|  | 5.000%, 10/01/27  | 340 | 355718 |
| Grand Rapids Public <br> Schools (GO) (AGM)  | Grand Rapids Public <br> Schools (GO) (AGM)  |  |  |
|  | 5.000%, 05/01/25 | 1960 | 1960000 |
| Grandville Public Schools <br> (GO) (AGC)  | Grandville Public Schools <br> (GO) (AGC)  |  |  |
|  | 5.000%, 05/01/26  | 540 | 550307 |
|  | 5.000%, 05/01/27  | 580 | 601358 |
| Great Lakes Water <br> Authority Water Supply <br> System Revenue (RB) <br> Series A | Great Lakes Water <br> Authority Water Supply <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 150 | 150358 |
| Great Lakes Water <br> Authority Water Supply <br> System Revenue (RB) <br> Series C | Great Lakes Water <br> Authority Water Supply <br> System Revenue (RB) <br> Series C |  |  |
|  | 5.000%, 07/01/25  | 4510 | 4520759 |
| Michigan Finance Authority <br> (RB)  | Michigan Finance Authority <br> (RB)  |  |  |
| ¤ | 5.000%, 11/15/45 <br> (Pre-refunded @ <br> $100, 5/15/25)<br>| 1610 | 1610907 |
| Michigan State University <br> (RB) Series A | Michigan State University <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/25  | 1455 | 1461883 |
| Portage Public Schools <br> (GO) (BAM)  | Portage Public Schools <br> (GO) (BAM)  |  |  |
|  | 6.000%, 11/01/25  | 1115 | 1130005 |
|  | 6.000%, 11/01/26  | 465 | 485645 |
|  | 6.000%, 11/01/27  | 220 | 235593 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| Romeo Community School <br> District (GO) (Q-SBLF)  |  |  |
| 4.000%, 05/01/25  | 535 | $535000 |
| South Lyon Community <br> Schools (GO)  |  |  |
| 5.000%, 05/01/26  | 880 | 897408 |
| Warren Consolidated <br> Schools (GO) (Q-SBLF) <br> Series II |  |  |
| 5.000%, 05/01/26  | 2075 | 2115017 |
| 5.000%, 05/01/27  | 1045 | 1083687 |
| TOTAL MICHIGAN |  | 25106620 |
| MINNESOTA — (4.3%) | MINNESOTA — (4.3%) | MINNESOTA — (4.3%) |
| City of Minneapolis (GO)  |  |  |
| 5.000%, 12/01/25  | 5035 | 5088940 |
| Cloquet Independent <br> School District No. 94 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 2370 | 2403493 |
| County of Hennepin (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 3235 | 3269282 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/31  | 1030 | 1057920 |
| Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 1825 | 1844975 |
| Minnesota Higher <br> Education Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 10/01/25  | 335 | 336914 |
| 5.000%, 10/01/26  | 385 | 394021 |
| Minnesota Municipal Power <br> Agency (RB)  |  |  |
| 5.000%, 10/01/28  | 145 | 145489 |
| Northfield Independent <br> School District No. 659 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 1295 | 1313978 |
| Rosemount-Apple <br> Valley-Eagan <br> Independent School <br> District No. 196 (GO) <br> (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 1750 | 1774992 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| State of Minnesota (GO) <br> Series A | State of Minnesota (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 10000 | $10041584 |
|  | 5.000%, 08/01/27  | 15920 | 16643268 |
|  | 5.000%, 08/01/33  | 985 | 1001431 |
| State of Minnesota (GO) <br> Series B | State of Minnesota (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25 | 12675 | 12727708 |
|  | 4.000%, 08/01/32  | 3420 | 3421707 |
| Western Minnesota <br> Municipal Power Agency <br> (RB) Series A | Western Minnesota <br> Municipal Power Agency <br> (RB) Series A |  |  |
|  | 5.000%, 01/01/26  | 1060 | 1072845 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | 62538547 |
| MISSISSIPPI — (0.1%) | MISSISSIPPI — (0.1%) | MISSISSIPPI — (0.1%) | MISSISSIPPI — (0.1%) |
| State of Mississippi (GO) <br> Series F | State of Mississippi (GO) <br> Series F |  |  |
| ¤ | 4.000%, 11/01/34 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 1285 | 1290115 |
| MISSOURI — (0.8%) | MISSOURI — (0.8%) | MISSOURI — (0.8%) | MISSOURI — (0.8%) |
| Curators of the University <br> of Missouri (RB)  | Curators of the University <br> of Missouri (RB)  |  |  |
|  | 5.000%, 11/01/25  | 8000 | 8071084 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A | Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
|  | 5.000%, 06/01/25  | 1285 | 1286435 |
| St. Charles County School <br> District No. R-IV <br> Wentzville (GO)  | St. Charles County School <br> District No. R-IV <br> Wentzville (GO)  |  |  |
|  | 4.000%, 03/01/29  | 1575 | 1582218 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 10939737 |
| NEBRASKA — (0.2%) | NEBRASKA — (0.2%) | NEBRASKA — (0.2%) | NEBRASKA — (0.2%) |
| County of Sarpy (GO)  | County of Sarpy (GO)  |  |  |
|  | 5.000%, 06/01/26  | 1115 | 1139787 |
| Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AGM) Series B | Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AGM) Series B |  |  |
|  | 5.000%, 07/15/25  | 275 | 275722 |
|  | 5.000%, 07/15/26  | 645 | 657674 |
| Omaha Public Power <br> District (RB) Series A | Omaha Public Power <br> District (RB) Series A |  |  |
|  | 5.000%, 02/01/31  | 1000 | 1012186 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | 3085369 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (1.1%) | NEVADA — (1.1%) | NEVADA — (1.1%) |
| City of North Las Vegas <br> (GO) Series B |  |  |
| 5.000%, 06/01/25  | 320 | $320368 |
| Clark County School <br> District (GO) Series A |  |  |
| 5.000%, 06/15/25  | 4495 | 4502604 |
| 5.000%, 06/15/26  | 1270 | 1295943 |
| Clark County School <br> District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 1780 | 1816361 |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 1990 | 1995215 |
| County of Clark (GO)  |  |  |
| 5.000%, 12/01/25  | 1850 | 1869698 |
| State of Nevada (GO) <br> Series A |  |  |
| 5.000%, 05/01/25  | 1345 | 1345000 |
| State of Nevada Highway <br> Improvement Revenue <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 3140 | 3174591 |
| TOTAL NEVADA |  | 16319780 |
| NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) |
| City of Nashua (GO)  |  |  |
| 5.000%, 10/01/25  | 3005 | 3027179 |
| NEW JERSEY — (9.4%) | NEW JERSEY — (9.4%) | NEW JERSEY — (9.4%) |
| City of Hoboken (GO) <br> Series A |  |  |
| 4.000%, 03/10/26  | 8000 | 8061209 |
| City of Jersey City (GO) <br> Series D |  |  |
| 4.500%, 10/22/25  | 4500 | 4520812 |
| City of Plainfield (GO)  |  |  |
| 4.000%, 08/07/25  | 6000 | 6008474 |
| City of Ventnor City (GO)  |  |  |
| 4.500%, 07/01/25  | 3075 | 3079412 |
| County of Essex (GO)  |  |  |
| 4.250%, 07/10/25  | 7860 | 7869301 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 15010 | 15111798 |
| County of Mercer (GO) <br> Series A |  |  |
| 4.000%, 03/31/26  | 5020 | 5057551 |
| County of Monmouth (GO)  |  |  |
| 5.000%, 06/03/25  | 2915 | 2918534 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| Essex County <br> Improvement Authority <br> (RN)  | Essex County <br> Improvement Authority <br> (RN)  |  |  |
|  | 5.000%, 06/18/25  | 965 | $966713 |
| Hudson County <br> Improvement Authority <br> (RN) Series A | Hudson County <br> Improvement Authority <br> (RN) Series A |  |  |
|  | 4.000%, 03/12/26  | 957 | 962908 |
| Monmouth County <br> Improvement Authority <br> (RN)  | Monmouth County <br> Improvement Authority <br> (RN)  |  |  |
|  | 4.000%, 03/13/26  | 4600 | 4630450 |
| New Jersey Economic <br> Development Authority <br> (RB) Series WW | New Jersey Economic <br> Development Authority <br> (RB) Series WW |  |  |
| ¤ | 5.250%, 06/15/29 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 640 | 641374 |
| New Jersey Economic <br> Development Authority <br> (RB) Series XX | New Jersey Economic <br> Development Authority <br> (RB) Series XX |  |  |
| ¤ | 5.250%, 06/15/27 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1380 | 1382963 |
| New Jersey Educational <br> Facilities Authority (RB) <br> (AGM) Series A | New Jersey Educational <br> Facilities Authority (RB) <br> (AGM) Series A |  |  |
|  | 5.000%, 07/01/25  | 355 | 355859 |
|  | 5.000%, 07/01/26  | 680 | 695142 |
| New Jersey Educational <br> Facilities Authority (RB) <br> Series A | New Jersey Educational <br> Facilities Authority (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 3370 | 3379329 |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series BB1 | New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series BB1 |  |  |
|  | 5.000%, 06/15/32  | 1290 | 1344439 |
| Princeton (GO)  | Princeton (GO)  |  |  |
|  | 4.000%, 02/19/26  | 10020 | 10087633 |
| State of New Jersey (GO) <br> Series A | State of New Jersey (GO) <br> Series A |  |  |
|  | 5.000%, 06/01/25  | 9255 | 9265823 |
| Township of <br> Hamilton/Mercer County <br> (GO) Series A | Township of <br> Hamilton/Mercer County <br> (GO) Series A |  |  |
|  | 5.000%, 05/14/25  | 15095 | 15101539 |
| Township of Lakewood <br> (GO)  | Township of Lakewood <br> (GO)  |  |  |
|  | 4.000%, 12/18/25  | 4430 | 4449037 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| Township of Livingston <br> (GO)  |  |  |
| 4.000%, 12/05/25  | 10500 | $10539679 |
| Township of <br> Parsippany-Troy Hills <br> (GO)  |  |  |
| 4.000%, 10/29/25  | 10000 | 10026899 |
| Township of South <br> Brunswick (GO) Series A |  |  |
| 4.000%, 10/21/25  | 2500 | 2506006 |
| Township of Woodbridge <br> (GO)  |  |  |
| 4.000%, 03/13/26  | 5885 | 5926485 |
| TOTAL NEW JERSEY |  | 134889369 |
| NEW MEXICO — (0.2%) | NEW MEXICO — (0.2%) | NEW MEXICO — (0.2%) |
| Albuquerque Bernalillo <br> County Water Utility <br> Authority (RB)  |  |  |
| 5.000%, 07/01/25  | 1535 | 1538866 |
| City of Albuquerque (GO) <br> Series D |  |  |
| 5.000%, 07/01/25  | 995 | 997590 |
| TOTAL NEW MEXICO |  | 2536456 |
| NEW YORK — (9.3%) | NEW YORK — (9.3%) | NEW YORK — (9.3%) |
| Canton Central School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 4.000%, 06/27/25  | 5000 | 5003407 |
| City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 930 | 933748 |
| City of New York (GO) <br> Series A1 |  |  |
| 4.000%, 08/01/32  | 1690 | 1691515 |
| City of New York (GO) <br> Series B1 |  |  |
| 5.000%, 12/01/31  | 1135 | 1157361 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 5000 | 5020148 |
| 5.000%, 08/01/26  | 1360 | 1393589 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/25  | 3305 | 3318318 |
| 5.000%, 08/01/32  | 785 | 796905 |
| City of Oneida (GO)  |  |  |
| 4.000%, 03/27/26  | 4500 | 4532902 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| City of Rochester (GO) <br> Series I | City of Rochester (GO) <br> Series I |  |  |
|  | 4.000%, 02/26/26  | 3000 | $3018152 |
| City of Rochester (GO) <br> Series III | City of Rochester (GO) <br> Series III |  |  |
|  | 5.000%, 07/31/25  | 15000 | 15051562 |
| East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  | East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 3.500%, 12/11/25  | 2190 | 2192978 |
| Elmira City School District <br> (GO) (ST AID <br> WITHHLDG)  | Elmira City School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.500%, 06/13/25  | 7000 | 7007224 |
| Horseheads Central School <br> District (GO) (ST AID <br> WITHHLDG)  | Horseheads Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.000%, 06/26/25  | 2000 | 2000887 |
| Lancaster Central School <br> District (GO) (ST AID <br> WITHHLDG)  | Lancaster Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.500%, 06/06/25  | 2300 | 2302042 |
| Metropolitan Transportation <br> Authority (RB) Series C1 | Metropolitan Transportation <br> Authority (RB) Series C1 |  |  |
|  | 5.000%, 11/15/28  | 6375 | 6413140 |
|  | 5.000%, 11/15/34  | 770 | 771910 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A | Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
|  | 5.000%, 11/15/25  | 305 | 308140 |
|  | 5.000%, 11/15/26  | 245 | 252580 |
| Monroe County Industrial <br> Development Corp. (RB) <br> Series A | Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/26  | 870 | 889323 |
| New York Convention <br> Center Development <br> Corp. (RB)  | New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
|  | 5.000%, 11/15/25  | 2000 | 2014046 |
| New York State Dormitory <br> Authority (RB) Series A | New York State Dormitory <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/30  | 1310 | 1335750 |
| ¤ | 5.000%, 07/01/31 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1845 | 1850004 |
| New York State Dormitory <br> Authority (RB) Series D | New York State Dormitory <br> Authority (RB) Series D |  |  |
|  | 5.000%, 02/15/35  | 3510 | 3567448 |
| Newburgh Enlarged City <br> School District (GO) (ST <br> AID WITHHLDG)  | Newburgh Enlarged City <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 4.000%, 06/25/25  | 3045 | 3047259 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Niagara Falls City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 07/10/25  | 5705 | $5712581 |
| Oswego City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 07/18/25  | 2350 | 2353820 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
| 5.000%, 10/15/33  | 1635 | 1645038 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 230 |  |  |
| 4.000%, 12/01/25  | 780 | 784291 |
| Poughkeepsie School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/25/25  | 3000 | 3003303 |
| Tonawanda City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/13/25  | 7000 | 7006716 |
| Town of Amherst (GO)  |  |  |
| 4.000%, 10/30/25  | 5590 | 5606561 |
| Town of East Hampton <br> (GO) Series A |  |  |
| 4.000%, 08/15/25  | 5000 | 5007386 |
| Town of Monroe (GO)  |  |  |
| 4.000%, 08/01/25  | 3000 | 3004186 |
| Town of North Hempstead <br> (GO) Series A |  |  |
| 4.000%, 03/20/26  | 5000 | 5037424 |
| Town of North Hempstead <br> (GO) Series B |  |  |
| 4.000%, 09/19/25  | 14300 | 14335244 |
| Town of Webster (GO) <br> Series A |  |  |
| 4.000%, 08/26/25  | 1100 | 1101488 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 11/15/25  | 725 | 731640 |
| 5.000%, 11/15/26  | 805 | 830124 |
| Wayne Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/27/25  | 1150 | 1150976 |
| TOTAL NEW YORK |  | 133181116 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) |
| City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  | City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
|  | 5.000%, 07/01/25  | 520 | $521408 |
| County of Brunswick (GO)  | County of Brunswick (GO)  |  |  |
|  | 5.000%, 08/01/25  | 2000 | 2008311 |
| County of Cabarrus (RB) <br> Series B | County of Cabarrus (RB) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 895 | 898494 |
| County of Gaston (GO)  | County of Gaston (GO)  |  |  |
|  | 4.000%, 05/01/25  | 15565 | 15565000 |
| North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B | North Carolina Capital <br> Facilities Finance <br> Agency (RB) Series B |  |  |
| ¤ | 5.000%, 10/01/55 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 675 | 680129 |
| TOTAL NORTH <br> CAROLINA | TOTAL NORTH <br> CAROLINA |  | 19673342 |
| OHIO — (1.4%) | OHIO — (1.4%) | OHIO — (1.4%) | OHIO — (1.4%) |
| American Municipal Power, <br> Inc. (RB) Series A | American Municipal Power, <br> Inc. (RB) Series A |  |  |
|  | 5.000%, 02/15/26  | 1790 | 1816006 |
| City of Cincinnati (GO) <br> Series A | City of Cincinnati (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 3220 | 3255077 |
| City of Cincinnati (GO) <br> Series B | City of Cincinnati (GO) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1830 | 1849935 |
| City of Cleveland (GO) <br> Series A | City of Cleveland (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 3140 | 3172384 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A | City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 01/01/26  | 1390 | 1405831 |
|  | 5.000%, 01/01/27  | 1220 | 1256837 |
| City of Columbus (GO) <br> Series A | City of Columbus (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/25  | 1850 | 1858221 |
| City of Hamilton (GO)  | City of Hamilton (GO)  |  |  |
|  | 4.000%, 12/17/25  | 535 | 536612 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A | County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/26  | 1315 | 1345838 |
| Ohio State University (RB) <br> Series A | Ohio State University (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 1050 | 1060883 |
|  | 5.000%, 12/01/26  | 465 | 479387 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| University of Cincinnati <br> (RB) Series C | University of Cincinnati <br> (RB) Series C |  |  |
|  | 5.000%, 06/01/25  | 1750 | $1752118 |
| TOTAL OHIO | TOTAL OHIO |  | 19789129 |
| OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) |
| Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  | Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  |  |  |
|  | 4.000%, 03/01/27  | 1900 | 1925246 |
| Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  | Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  |  |  |
|  | 3.000%, 03/01/26  | 1605 | 1601623 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 3526869 |
| OREGON — (1.8%) | OREGON — (1.8%) | OREGON — (1.8%) | OREGON — (1.8%) |
| City of Portland Sewer <br> System Revenue (RB) <br> Series A | City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 06/01/28  | 1490 | 1491802 |
| Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A | Lane & Douglas Counties <br> School District No. 28J <br> Fern Ridge (GO) (SCH <br> BD GTY) Series A |  |  |
| ¤ | 5.000%, 06/15/33 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 955 | 976582 |
| ¤ | 5.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 935 | 956130 |
| Marion County School <br> District No. 103 <br> Woodburn (GO) (SCH <br> BD GTY)  | Marion County School <br> District No. 103 <br> Woodburn (GO) (SCH <br> BD GTY)  |  |  |
| ¤ | 5.000%, 06/15/30 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1000 | 1001971 |
| ¤ | 5.000%, 06/15/34 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1000 | 1001971 |
| Multnomah & Clackamas <br> Counties School District <br> No. 10JT <br> Gresham-Barlow (GO) <br> (SCH BD GTY) Series B | Multnomah & Clackamas <br> Counties School District <br> No. 10JT <br> Gresham-Barlow (GO) <br> (SCH BD GTY) Series B |  |  |
|  | 5.000%, 06/15/25  | 460 | 460835 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  | Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/25 | 6010 | $6020167 |
| Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY) <br> Series B | Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 06/15/29  | 9480 | 9496270 |
| Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A | Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/30  | 1085 | 1086795 |
| Port of Portland Airport <br> Revenue (RB) Series A | Port of Portland Airport <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/26  | 435 | 444435 |
| State of Oregon <br> Department of <br> Transportation (RB)  | State of Oregon <br> Department of <br> Transportation (RB)  |  |  |
|  | 5.000%, 05/15/25  | 1725 | 1725834 |
| Union County School <br> District No. 1 La Grande <br> (GO) (SCH BD GTY)  | Union County School <br> District No. 1 La Grande <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | 5.000%, 06/15/31 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1280 | 1282364 |
| TOTAL OREGON | TOTAL OREGON |  | 25945156 |
| PENNSYLVANIA — (1.9%) | PENNSYLVANIA — (1.9%) | PENNSYLVANIA — (1.9%) | PENNSYLVANIA — (1.9%) |
| Allegheny County Hospital <br> Development Authority <br> (RB) Series A | Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 07/15/26  | 1650 | 1683993 |
| Bristol Township School <br> District (GO) (BAM ST <br> AID WITHHLDG)  | Bristol Township School <br> District (GO) (BAM ST <br> AID WITHHLDG)  |  |  |
|  | 5.000%, 06/01/25  | 350 | 350365 |
| City of Philadelphia (GO) <br> Series A | City of Philadelphia (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/25  | 470 | 470000 |
|  | 5.000%, 08/01/25 | 9800 | 9832332 |
| City of Philadelphia (GO) <br> Series B | City of Philadelphia (GO) <br> Series B |  |  |
|  | 5.000%, 02/01/26  | 890 | 900729 |
| Commonwealth of <br> Pennsylvania (GO) <br> Series 1ST | Commonwealth of <br> Pennsylvania (GO) <br> Series 1ST |  |  |
|  | 5.000%, 02/01/27  | 4625 | 4693483 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Commonwealth of <br> Pennsylvania (GO) <br> (AGM) Series D |  |  |
| 4.000%, 08/15/30  | 5500 | $5504815 |
| East Stroudsburg Area <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series AA |  |  |
| 4.000%, 09/01/27  | 2330 | 2337284 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/31  | 625 | 633415 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series C |  |  |
| 5.000%, 12/01/25  | 1020 | 1030526 |
| Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 205 | 213216 |
| TOTAL PENNSYLVANIA |  | 27650158 |
| RHODE ISLAND — (0.4%) | RHODE ISLAND — (0.4%) | RHODE ISLAND — (0.4%) |
| City of Cranston (GO) <br> Series 1 |  |  |
| 4.500%, 08/20/25  | 6000 | 6016616 |
| SOUTH CAROLINA — (1.5%) | SOUTH CAROLINA — (1.5%) | SOUTH CAROLINA — (1.5%) |
| Anderson County School <br> District No. 4 (GO)  |  |  |
| 5.000%, 08/28/25  | 3000 | 3014808 |
| Beaufort County School <br> District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 10000 | 10168536 |
| County of Dorchester (GO)  |  |  |
| 5.000%, 05/01/25  | 3735 | 3735000 |
| County of Newberry (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 05/01/25  | 1280 | 1280000 |
| Orangeburg County School <br> District (GO)  |  |  |
| 5.000%, 08/13/25  | 2185 | 2193444 |
| Piedmont Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/30  | 1010 | 1010790 |
| TOTAL SOUTH <br> CAROLINA |  | 21402578 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (2.1%) | TENNESSEE — (2.1%) | TENNESSEE — (2.1%) | TENNESSEE — (2.1%) |
| City of Memphis (GO) <br> Series A | City of Memphis (GO) <br> Series A |  |  |
|  | 5.000%, 10/01/25  | 940 | $946738 |
|  | 5.000%, 04/01/26  | 1170 | 1191241 |
|  | 5.000%, 04/01/27  | 1390 | 1442520 |
| County of Hamilton (GO) <br> Series A | County of Hamilton (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 6970 | 6997188 |
| County of Hamilton (GO) <br> Series B | County of Hamilton (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/25  | 4040 | 4040000 |
| County of Rutherford (GO) <br> Series A | County of Rutherford (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/26  | 1960 | 1995583 |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 04/01/26  | 1710 | 1741824 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A | Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
|  | 5.000%, 07/01/30  | 185 | 187371 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
| ¤ | 5.000%, 07/01/32 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 3935 | 3945738 |
| ¤ | 4.500%, 07/01/33 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 8050 | 8065370 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 30553573 |
| TEXAS — (13.6%) | TEXAS — (13.6%) | TEXAS — (13.6%) | TEXAS — (13.6%) |
| Allen Independent School <br> District (GO) (PSF-GTD)  | Allen Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 520 | 527912 |
| Alvin Independent School <br> District (GO) (PSF-GTD)  | Alvin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 1350 | 1371283 |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 995 | 1009827 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A | Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 08/15/25  | 3320 | 3336189 |
|  | 5.000%, 08/15/26  | 7240 | 7431567 |
|  | 5.000%, 08/15/27  | 10710 | 11190014 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Carrizo Springs <br> Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Carrizo Springs <br> Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 1580 | $1587056 |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series A | Central Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 01/01/35 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1045 | 1047799 |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series A | Central Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 01/01/32 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1015 | 1017718 |
| ¤ | 5.000%, 01/01/40 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 4695 | 4707575 |
| ¤ | 5.000%, 01/01/45 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1940 | 1945196 |
| City of Allen (GO)  | City of Allen (GO)  |  |  |
|  | 5.000%, 08/15/25  | 950 | 953967 |
| City of Austin (GO)  | City of Austin (GO)  |  |  |
|  | 5.000%, 09/01/25 | 3370 | 3388706 |
| City of Austin Electric Utility <br> Revenue (RB)  | City of Austin Electric Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/32  | 470 | 477603 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  | City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/31  | 860 | 874583 |
| City of Bryan Electric <br> System Revenue (RB) <br> (AGM)  | City of Bryan Electric <br> System Revenue (RB) <br> (AGM)  |  |  |
|  | 5.000%, 07/01/25  | 270 | 270648 |
|  | 5.000%, 07/01/26  | 860 | 878739 |
| City of Carrollton (GO)  | City of Carrollton (GO)  |  |  |
|  | 5.000%, 08/15/26  | 900 | 922532 |
| City of Conroe (GO) <br> Series C | City of Conroe (GO) <br> Series C |  |  |
|  | 5.000%, 11/15/25  | 1100 | 1109818 |
| City of Dallas (GO)  | City of Dallas (GO)  |  |  |
|  | 5.000%, 02/15/26  | 1270 | 1288327 |
| City of Dallas (GO) <br> Series A | City of Dallas (GO) <br> Series A |  |  |
|  | 5.000%, 08/15/25  | 3155 | 3169089 |
|  | 5.000%, 02/15/26  | 3130 | 3175169 |
|  | 5.000%, 02/15/27  | 3580 | 3701333 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 1190 | $1223527 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/25  | 495 | 497268 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 445 | 452088 |
| 5.000%, 03/01/27  | 265 | 274198 |
| City of Fort Worth Water & <br> Sewer System Revenue <br> (RB) Series A |  |  |
| 5.000%, 02/15/26  | 1140 | 1156898 |
| City of Frisco (GO)  |  |  |
| 5.000%, 02/15/26  | 1420 | 1442275 |
| City of Greenville (GO) <br> (BAM)  |  |  |
| 4.000%, 02/15/27  | 1770 | 1796321 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27  | 2670 | 2792379 |
| City of Lubbock Water & <br> Wastewater System <br> (RB)  |  |  |
| 5.000%, 02/15/27  | 210 | 217862 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/25  | 3120 | 3134205 |
| 5.000%, 08/15/26  | 1225 | 1255668 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/25  | 2160 | 2171845 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26 | 5335 | 5412732 |
| 5.000%, 02/01/27  | 1600 | 1656968 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 4.000%, 02/01/28  | 1255 | 1262996 |
| City of Temple (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 285 | 286082 |
| 5.000%, 08/01/26  | 135 | 138230 |
| City of Temple (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 175 | 175664 |
| 5.000%, 08/01/26  | 210 | 215024 |
| Clear Lake City Water <br> Authority (GO)  |  |  |
| 5.000%, 03/01/26  | 260 | 263733 |
| Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series T |  |  |
| 5.000%, 08/15/25  | 440 | 441901 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Comal Independent School <br> District (GO) (PSF-GTD)  | Comal Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/01/30  | 7510 | $7609442 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  | Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 335 | 339966 |
| County of Ector (GO)  | County of Ector (GO)  |  |  |
|  | 5.000%, 02/15/26  | 885 | 897286 |
| County of Harris (GO)  | County of Harris (GO)  |  |  |
|  | 5.000%, 09/15/26  | 1105 | 1136826 |
| County of Harris (GO) <br> Series A | County of Harris (GO) <br> Series A |  |  |
|  | 5.000%, 09/15/25  | 2250 | 2265008 |
|  | 5.000%, 10/01/25  | 4225 | 4257020 |
|  | 5.000%, 09/15/26  | 750 | 771602 |
|  | 5.000%, 10/01/30  | 2060 | 2072967 |
| County of Midland (GO)  | County of Midland (GO)  |  |  |
|  | 5.000%, 02/15/26  | 2295 | 2327939 |
| County of Montgomery <br> (GO)  | County of Montgomery <br> (GO)  |  |  |
|  | 5.000%, 03/01/31  | 12255 | 12411860 |
| County of Tarrant (GO)  | County of Tarrant (GO)  |  |  |
|  | 5.000%, 07/15/25  | 550 | 551740 |
| Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  | Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 1495 | 1531281 |
| Dallas Area Rapid Transit <br> (RB) Series A | Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | 5.000%, 12/01/28 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 1920 | 1940717 |
| ¤ | 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2660 | 2688702 |
| Dallas County Utility & <br> Reclamation District <br> (GO)  | Dallas County Utility & <br> Reclamation District <br> (GO)  |  |  |
|  | 5.000%, 02/15/26  | 420 | 425568 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series A | Dallas Fort Worth <br> International Airport (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 2100 | 2117513 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series B | Dallas Fort Worth <br> International Airport (RB) <br> Series B |  |  |
|  | 5.000%, 11/01/25  | 1770 | 1784761 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B | Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
|  | 5.000%, 02/15/26  | 400 | $405835 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD)  | Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 8820 | 8852222 |
| Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 495 | 512302 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A | Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
|  | 5.000%, 05/15/27  | 800 | 826303 |
| Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 890 | 921109 |
| Humble Independent <br> School District (GO) <br> (PSF-GTD)  | Humble Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 1500 | 1522823 |
| Humble Independent <br> School District (GO) <br> (PSF-GTD) Series A | Humble Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| ¤ | 4.000%, 02/15/29 <br> (Pre-refunded @ <br> $100, 6/23/25)<br>| 2500 | 2502098 |
| Hutto Independent School <br> District (GO) (PSF-GTD)  | Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/25  | 175 | 175686 |
| Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 335 | 340071 |
| Lancaster Independent <br> School District (GO) <br> (BAM) Series B | Lancaster Independent <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 02/15/26  | 1545 | 1566448 |
|  | 5.000%, 02/15/27  | 425 | 438654 |
| Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  | Lewisville Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 3095 | 3108552 |
| Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  | Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 2025 | 2077509 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/25  | 275 | $275134 |
| 5.000%, 05/15/26 | 2760 | 2810917 |
| Lower Colorado River <br> Authority (RB) (AGM)  |  |  |
| 5.000%, 05/15/27  | 500 | 518428 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1555 | 1580370 |
| Midway Independent <br> School <br> District/McLennan <br> County (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/25  | 2135 | 2143268 |
| New Caney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 400 | 405929 |
| North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/25  | 2055 | 2057414 |
| 5.000%, 06/01/26  | 1085 | 1107587 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/31  | 2075 | 2116108 |
| North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/31  | 2565 | 2585434 |
| 5.000%, 01/01/33  | 6915 | 7059019 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/25  | 300 | 300802 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/25  | 2040 | 2045280 |
| 5.000%, 07/01/29  | 4500 | 4591301 |
| Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 805 | 825771 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/27  | 295 | 309496 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B | Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
|  | 5.000%, 07/01/26  | 435 | $443380 |
| Texas Department of <br> Transportation State <br> Highway Fund (RB) <br> Series A | Texas Department of <br> Transportation State <br> Highway Fund (RB) <br> Series A |  |  |
|  | 5.000%, 10/01/25  | 1195 | 1203577 |
| Texas Tech University <br> System (RB) Series A | Texas Tech University <br> System (RB) Series A |  |  |
|  | 5.000%, 02/15/26  | 2225 | 2259052 |
|  | 5.000%, 02/15/27  | 490 | 507138 |
| Timber Lane Utility District <br> (GO) (AGM) Series A | Timber Lane Utility District <br> (GO) (AGM) Series A |  |  |
|  | 4.000%, 08/01/25  | 555 | 555535 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  | Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
|  | 5.000%, 02/01/26  | 215 | 218036 |
| Waco Independent School <br> District (GO) (PSF-GTD)  | Waco Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 250 | 251153 |
|  | 5.000%, 08/15/26  | 100 | 102529 |
| Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 625 | 634264 |
| West Travis County Public <br> Utility Agency (RB) <br> (AGM)  | West Travis County Public <br> Utility Agency (RB) <br> (AGM)  |  |  |
|  | 6.500%, 08/15/25  | 675 | 680436 |
|  | 6.500%, 08/15/26  | 280 | 291336 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 220 | 221014 |
| Ysleta Independent School <br> District (GO) (PSF-GTD)  | Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | 5.000%, 08/15/38 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 4740 | 4762850 |
| ¤ | 5.000%, 08/15/40 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 2345 | 2356304 |
| TOTAL TEXAS | TOTAL TEXAS |  | 195249186 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UTAH — (0.2%) | UTAH — (0.2%) | UTAH — (0.2%) | UTAH — (0.2%) |
| Utah Transit Authority (RB) <br> Series A | Utah Transit Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 06/15/37 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 955 | $956704 |
| ¤ | 5.000%, 06/15/38 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1700 | 1703034 |
| TOTAL UTAH | TOTAL UTAH |  | 2659738 |
| VIRGINIA — (0.9%) | VIRGINIA — (0.9%) | VIRGINIA — (0.9%) | VIRGINIA — (0.9%) |
| City of Norfolk Water <br> Revenue (RB)  | City of Norfolk Water <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 7495 | 7561638 |
| County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B | County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
|  | 5.000%, 01/01/26  | 2215 | 2243179 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A | County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
|  | 4.000%, 10/01/25  | 2165 | 2172190 |
|  | 5.000%, 10/01/26  | 1020 | 1048199 |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A | County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 525 | 530780 |
| TOTAL VIRGINIA | TOTAL VIRGINIA |  | 13555986 |
| WASHINGTON — (8.4%) | WASHINGTON — (8.4%) | WASHINGTON — (8.4%) | WASHINGTON — (8.4%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 6075 | 6129079 |
| ¤ | 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 12070 | 12118043 |
| ¤ | 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 7390 | 7455785 |
| Chelan County Public <br> Utility District No. 1 (RB) <br> Series A | Chelan County Public <br> Utility District No. 1 (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 2130 | 2135724 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 4.000%, 12/01/32  | 1360 | 1360155 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/26  | 595 | $613584 |
| County of King (GO)  |  |  |
| 5.000%, 12/01/25 | 4145 | 4190337 |
| County of King (GO) <br> Series A |  |  |
| 5.000%, 07/01/25  | 2520 | 2525793 |
| 5.000%, 12/01/25  | 2560 | 2588001 |
| 4.000%, 01/01/26  | 500 | 503412 |
| County of King (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 4995 | 5049634 |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/26  | 310 | 314165 |
| Energy Northwest (RB)  |  |  |
| 5.000%, 07/01/26  | 525 | 526221 |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 7035 | 7179398 |
| Energy Northwest (RB) <br> Series B |  |  |
| 5.000%, 07/01/25  | 1240 | 1243005 |
| Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
| 5.000%, 01/01/26  | 380 | 384601 |
| Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AGC)  |  |  |
| 5.000%, 01/01/26  | 210 | 212404 |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1520 | 1536008 |
| King County Public <br> Hospital District No. 1 <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1110 | 1118352 |
| King County School District <br> No. 409 Tahoma (GO) <br> (SCH BD GTY)  |  |  |
| 3.500%, 12/01/25  | 750 | 750462 |
| 5.000%, 12/01/26  | 1000 | 1011254 |
| 5.000%, 12/01/27  | 1785 | 1875083 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| King County School District <br> No. 414 Lake <br> Washington (GO)  | King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
|  | 5.000%, 12/01/25  | 900 | $909583 |
| Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  | Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | 5.000%, 12/01/35 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 2280 | 2303544 |
| Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B | Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 1010 | 1020286 |
| Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  | Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 220 | 226045 |
|  | 5.000%, 12/01/27  | 265 | 278037 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  | Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/25  | 2615 | 2644513 |
| State of Washington (GO) <br> Series A | State of Washington (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 5570 | 5596816 |
| State of Washington (GO) <br> Series B | State of Washington (GO) <br> Series B |  |  |
|  | 5.000%, 07/01/29  | 725 | 733493 |
|  | 5.000%, 08/01/29  | 1035 | 1057464 |
|  | 5.000%, 07/01/30  | 1060 | 1071786 |
|  | 5.000%, 07/01/31  | 7605 | 7684529 |
| State of Washington (GO) <br> Series R-2017A | State of Washington (GO) <br> Series R-2017A |  |  |
|  | 5.000%, 08/01/26  | 990 | 1014833 |
|  | 5.000%, 08/01/28  | 3175 | 3245088 |
|  | 5.000%, 08/01/29  | 5730 | 5854363 |
|  | 5.000%, 08/01/31  | 1350 | 1376135 |
| State of Washington (GO) <br> Series R-2022C | State of Washington (GO) <br> Series R-2022C |  |  |
|  | 5.000%, 07/01/25  | 4440 | 4454660 |
| State of Washington (GO) <br> Series R-2024C | State of Washington (GO) <br> Series R-2024C |  |  |
|  | 5.000%, 08/01/25  | 5320 | 5345612 |
| State of Washington (GO) <br> Series R-2025A | State of Washington (GO) <br> Series R-2025A |  |  |
|  | 4.000%, 07/01/26  | 5050 | 5110966 |
| State of Washington (COP) <br> Series A | State of Washington (COP) <br> Series A |  |  |
|  | 5.000%, 01/01/26  | 6660 | 6744335 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/26  | 790 | $801676 |
| 5.000%, 03/01/27  | 880 | 909132 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A1 |  |  |
| 5.000%, 08/01/27  | 595 | 615977 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 08/01/26  | 360 | 367816 |
| TOTAL WASHINGTON |  | 120187189 |
| WISCONSIN — (4.6%) | WISCONSIN — (4.6%) | WISCONSIN — (4.6%) |
| City of Kenosha (GO)  |  |  |
| 4.000%, 09/01/25  | 825 | 826658 |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/25  | 3545 | 3571148 |
| 5.000%, 10/01/26  | 6875 | 7074621 |
| City of Milwaukee (GO) <br> Series N4 |  |  |
| 5.000%, 04/01/27  | 1060 | 1092648 |
| City of Milwaukee (GO) <br> (BAM) Series N5 |  |  |
| 5.000%, 12/01/25  | 1985 | 2003160 |
| City of Racine (GO)  |  |  |
| 4.500%, 03/15/27  | 1810 | 1827123 |
| County of Dane (GO) <br> Series A |  |  |
| 4.000%, 06/01/25  | 4540 | 4542236 |
| County of Pierce (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 1060 | 1077247 |
| Green Bay Area Public <br> School District (GO)  |  |  |
| 4.000%, 04/01/26  | 485 | 489015 |
| 5.000%, 04/01/27  | 3500 | 3627603 |
| Oak Creek-Franklin Joint <br> School District (GO) <br> Series A |  |  |
| 4.000%, 10/01/25  | 3905 | 3918921 |
| 4.000%, 04/01/26  | 5725 | 5780161 |
| Onalaska School District <br> (GO)  |  |  |
| 5.000%, 04/01/26  | 4785 | 4867077 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| Portage Community School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 100 | $101486 |
| Public Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 07/01/25  | 1385 | 1386036 |
| 5.000%, 07/01/26  | 1295 | 1320694 |
| Sheboygan Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 595 | 604484 |
| Sparta Area School District <br> (GO) (AGC)  |  |  |
| 5.000%, 03/01/26  | 550 | 558448 |
| State of Wisconsin (GO) <br> Series 2024-2 |  |  |
| 5.000%, 05/01/25  | 2595 | 2595000 |
| State of Wisconsin (GO) <br> Series A |  |  |
| 5.000%, 05/01/30  | 2035 | 2035000 |
| 5.000%, 05/01/32  | 1030 | 1030000 |
| Wisconsin Department of <br> Transportation (RB) <br> Series 2 |  |  |
| 5.000%, 07/01/25  | 16085 | 16127506 |
| TOTAL WISCONSIN |  | 66456272 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,419,083,253) |  | 1416038136 |
| COMMERCIAL PAPER — (1.5%) | COMMERCIAL PAPER — (1.5%) | COMMERCIAL PAPER — (1.5%) |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.730%, 07/08/25 | 2000 | 1998078 |
| 2.750%, 05/15/25 | 15000 | 14995558 |
| County of Maricopa |  |  |
| 2.900%, 05/07/25 | 5000 | 4999366 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $22,000,000) |  | 21993002 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,441,083,253) |  | $1438031138 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1416038136 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1416038136 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 21993002 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21993002 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $1438031138 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1438031138 |

---

See accompanying Notes to Financial Statements.

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| ALABAMA — (0.3%) | ALABAMA — (0.3%) | ALABAMA — (0.3%) |
| Mobile County Board of <br> School Commissioners <br> (ST) (BAM)  |  |  |
| 5.000%, 03/01/29  | 590 | $626203 |
| 5.000%, 03/01/30  | 810 | 869824 |
| 4.000%, 03/01/33  | 1250 | 1251799 |
| Mobile County Board of <br> School Commissioners <br> (ST) (BAM) Series B |  |  |
| 5.000%, 03/01/28  | 660 | 691333 |
| TOTAL ALABAMA |  | 3439159 |
| ALASKA — (0.0%) | ALASKA — (0.0%) | ALASKA — (0.0%) |
| Municipality of Anchorage <br> (GO) Series A |  |  |
| 5.000%, 09/01/33  | 300 | 311412 |
| ARIZONA — (1.3%) | ARIZONA — (1.3%) | ARIZONA — (1.3%) |
| City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 1255 | 1256073 |
| City of Phoenix Civic <br> Improvement Corp. (RB) <br> Series A |  |  |
| 5.000%, 07/01/34  | 1905 | 1981232 |
| Glendale Union High <br> School District No. 205 <br> (GO) (AGM) Series B |  |  |
| 5.000%, 07/01/28  | 250 | 264059 |
| 5.000%, 07/01/29  | 510 | 546480 |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO)  |  |  |
| 5.000%, 07/01/36  | 2450 | 2505762 |
| Maricopa County Union <br> High School District No. <br> 210-Phoenix (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 3040 | 3166783 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 5.000%, 12/01/36  | 7975 | 7985010 |
| TOTAL ARIZONA |  | 17705399 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ARKANSAS — (0.2%) | ARKANSAS — (0.2%) | ARKANSAS — (0.2%) |
| City of Fort Smith Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 10/01/30  | 2145 | $2242728 |
| County of Pulaski (RB)  |  |  |
| 5.000%, 03/01/37  | 520 | 557991 |
| TOTAL ARKANSAS |  | 2800719 |
| CALIFORNIA — (3.5%) | CALIFORNIA — (3.5%) | CALIFORNIA — (3.5%) |
| California State Public <br> Works Board (RB) <br> Series D |  |  |
| 5.000%, 11/01/41  | 4000 | 4288272 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 1200 | 1217326 |
| Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/43  | 900 | 958982 |
| San Francisco Community <br> College District (GO)  |  |  |
| 5.000%, 06/15/31  | 1000 | 1001822 |
| San Joaquin Hills <br> Transportation Corridor <br> Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | 802196 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/25  | 765 | 768179 |
| 5.000%, 08/01/26 | 2250 | 2305012 |
| 3.500%, 08/01/27  | 800 | 807998 |
| 5.000%, 11/01/27  | 5610 | 5879503 |
| 5.000%, 04/01/29  | 2000 | 2143455 |
| 5.000%, 08/01/30  | 2300 | 2344387 |
| 5.000%, 10/01/31  | 1885 | 2087737 |
| 4.000%, 08/01/35  | 625 | 619443 |
| 5.000%, 08/01/35 | 4590 | 4623181 |
| 4.000%, 09/01/35  | 4495 | 4451825 |
| 5.000%, 10/01/35  | 1785 | 1805019 |
| 4.000%, 10/01/36  | 2410 | 2380331 |
| 5.000%, 10/01/41  | 1250 | 1318484 |
| University of California <br> (RB) Series AY |  |  |
| 4.000%, 05/15/35  | 1515 | 1523340 |
| Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 5000 | 5002121 |
| TOTAL CALIFORNIA |  | 46328613 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (1.8%) | COLORADO — (1.8%) | COLORADO — (1.8%) | COLORADO — (1.8%) |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  | Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.250%, 12/15/44  | 970 | $1042681 |
| Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C | Boulder Larimer & Weld <br> Counties St. Vrain Valley <br> School District Re1J <br> (GO) (ST AID <br> WITHHLDG) Series C |  |  |
| ¤ | 5.000%, 12/15/29 <br> (Pre-refunded @ <br> $100, 12/15/26)<br>| 815 | 838766 |
| Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  | Boulder Valley School <br> District No. Re-2 Boulder <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/35  | 4290 | 4293728 |
| City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B | City of Colorado Springs <br> Utilities System Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 11/15/37  | 400 | 437887 |
| Colorado Health Facilities <br> Authority (RB) Series A | Colorado Health Facilities <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/30  | 1000 | 1053583 |
| ¤ | 5.000%, 06/01/45 <br> (Pre-refunded @ <br> $100, 6/1/25)<br>| 12000 | 12013535 |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-2 | Colorado Health Facilities <br> Authority (RB) <br> Series A-2 |  |  |
|  | 5.000%, 08/01/34  | 40 | 41508 |
| Denver Health & Hospital <br> Authority (COP)  | Denver Health & Hospital <br> Authority (COP)  |  |  |
|  | 5.000%, 12/01/29  | 325 | 334864 |
| El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  | El Paso County School <br> District No. 2 Harrison <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/34  | 1215 | 1261321 |
| Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  | Weld County School <br> District No. RE-7 Platte <br> Valley (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 5.000%, 12/01/38  | 1590 | 1762475 |
| TOTAL COLORADO | TOTAL COLORADO |  | 23080348 |
| CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) |
| City of Bristol (GO)  | City of Bristol (GO)  |  |  |
|  | 5.000%, 03/15/29  | 830 | 892258 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| City of Meriden (GO) <br> Series A |  |  |
| 4.000%, 01/15/43  | 560 | $553776 |
| City of New Haven (GO) <br> Series A |  |  |
| 5.000%, 08/01/28  | 1000 | 1049547 |
| 5.000%, 08/01/29  | 1000 | 1062360 |
| City of Waterbury (GO)  |  |  |
| 5.000%, 08/01/29  | 625 | 673207 |
| State of Connecticut (GO) <br> Series A |  |  |
| 4.000%, 01/15/34  | 7015 | 7185546 |
| State of Connecticut (GO) <br> Series E |  |  |
| 5.000%, 10/15/29  | 715 | 731188 |
| University of Connecticut <br> (RB) Series A |  |  |
| 5.000%, 04/15/27  | 945 | 980500 |
| TOTAL CONNECTICUT |  | 13128382 |
| DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) |
| Delaware Municipal <br> Electric Corp. (RB)  |  |  |
| 5.000%, 07/01/25  | 45 | 45111 |
| DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 1500 | 1501944 |
| Washington Metropolitan <br> Area Transit Authority <br> (RB) Series B |  |  |
| 5.000%, 07/01/27  | 8345 | 8675009 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 10176953 |
| FLORIDA — (5.9%) | FLORIDA — (5.9%) | FLORIDA — (5.9%) |
| Alachua County School <br> Board (COP) (AGM)  |  |  |
| 5.000%, 07/01/29  | 5230 | 5593108 |
| Bay County School Board <br> (COP) Series A |  |  |
| 5.000%, 07/01/28  | 565 | 595512 |
| Central Florida Expressway <br> Authority (RB) (AGM)  |  |  |
| 4.000%, 07/01/34  | 2075 | 2114468 |
| 4.000%, 07/01/35  | 1750 | 1778846 |
| Central Florida Expressway <br> Authority (RB) Series B |  |  |
| 4.000%, 07/01/30  | 1500 | 1506807 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| ¤ | 4.000%, 07/01/35 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 1100 | $1112662 |
| Central Florida Expressway <br> Authority (RB) Series D | Central Florida Expressway <br> Authority (RB) Series D |  |  |
|  | 5.000%, 07/01/32  | 825 | 890351 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A | City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series A |  |  |
|  | 5.000%, 09/01/38  | 240 | 259900 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B | City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 09/01/38  | 280 | 303216 |
| City of Tallahassee Utility <br> System Revenue (RB) <br> Series A | City of Tallahassee Utility <br> System Revenue (RB) <br> Series A |  |  |
|  | 5.000%, 10/01/27  | 605 | 633960 |
| County of Broward Tourist <br> Development Tax <br> Revenue (RB)  | County of Broward Tourist <br> Development Tax <br> Revenue (RB)  |  |  |
|  | 4.000%, 09/01/36  | 2225 | 2233621 |
|  | 4.000%, 09/01/38  | 5000 | 4960095 |
| County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  | County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  |  |  |
|  | 5.000%, 05/01/27  | 1010 | 1045623 |
| County of Miami-Dade <br> (GO) Series A | County of Miami-Dade <br> (GO) Series A |  |  |
|  | 5.000%, 07/01/25  | 2295 | 2300983 |
| County of Miami-Dade <br> Aviation Revenue (RB) <br> Series A | County of Miami-Dade <br> Aviation Revenue (RB) <br> Series A |  |  |
|  | 4.000%, 10/01/34  | 2510 | 2526517 |
| County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B | County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B |  |  |
|  | 5.000%, 10/01/27  | 250 | 261140 |
| Duval County Public <br> Schools (COP) (AGM) <br> Series A | Duval County Public <br> Schools (COP) (AGM) <br> Series A |  |  |
|  | 5.000%, 07/01/29  | 1485 | 1583322 |
| Florida Department of <br> Environmental Protection <br> (RB) Series A | Florida Department of <br> Environmental Protection <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/25  | 1000 | 1002592 |
| Florida Development <br> Finance Corp. (RB)  | Florida Development <br> Finance Corp. (RB)  |  |  |
|  | 5.000%, 11/15/28  | 1345 | 1416479 |
|  | 5.000%, 11/15/29  | 1075 | 1144442 |
|  | 5.000%, 11/15/30  | 1220 | 1311247 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/29  | 1810 | $1928388 |
| Miami-Dade County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/26  | 500 | 508822 |
| Okaloosa County School <br> Board (COP) Series A |  |  |
| 5.000%, 10/01/29  | 1090 | 1170844 |
| Orange County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 695 | 743915 |
| Orlando Utilities <br> Commission (RB) <br> Series 2018-A |  |  |
| 5.000%, 10/01/38  | 3000 | 3077306 |
| Orlando Utilities <br> Commission (RB) <br> Series A |  |  |
| 5.000%, 10/01/36  | 440 | 485622 |
| 5.000%, 10/01/43  | 335 | 357689 |
| 5.000%, 10/01/44  | 905 | 960685 |
| Palm Beach County Health <br> Facilities Authority (RB)  |  |  |
| 5.000%, 08/15/26  | 105 | 107029 |
| Pasco County School <br> Board (COP) (AGM) <br> Series A |  |  |
| 5.000%, 08/01/36  | 1985 | 2115241 |
| 5.000%, 08/01/37  | 3000 | 3182794 |
| Peace River Manasota <br> Regional Water Supply <br> Authority (RB)  |  |  |
| 5.000%, 10/01/25  | 2030 | 2042116 |
| School Board of <br> Miami-Dade County <br> (GO) (BAM) Series A |  |  |
| 5.000%, 03/15/39  | 1000 | 1064386 |
| School Board of <br> Miami-Dade County <br> (COP) Series D |  |  |
| 5.000%, 02/01/26  | 165 | 166671 |
| School District of Broward <br> County (COP) Series A |  |  |
| 5.000%, 07/01/27  | 685 | 713405 |
| School District of Broward <br> County (COP) Series B |  |  |
| 5.000%, 07/01/28  | 1020 | 1057290 |
| 5.000%, 07/01/35  | 6010 | 6506311 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 2500 | $2503221 |
| 5.000%, 06/01/27  | 6580 | 6847105 |
| 4.000%, 07/01/37  | 1950 | 1936090 |
| State of Florida (GO) <br> Series C |  |  |
| 5.000%, 06/01/27  | 2075 | 2159231 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 1000 | 1003473 |
| 4.000%, 07/01/36  | 1000 | 1002529 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series D |  |  |
| 4.000%, 07/01/44  | 2283 | 2154947 |
| TOTAL FLORIDA |  | 78370001 |
| GEORGIA — (1.3%) | GEORGIA — (1.3%) | GEORGIA — (1.3%) |
| Athens-Clarke County <br> Unified Government <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 2000 | 2021207 |
| Development Authority for <br> Fulton County (RB) <br> Series A |  |  |
| 5.000%, 07/01/28  | 740 | 750515 |
| Gwinnett County Water & <br> Sewerage Authority (RB)  |  |  |
| 4.000%, 08/01/25  | 2000 | 2003393 |
| Paulding County Hospital <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/29  | 250 | 266484 |
| Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/28  | 130 | 136311 |
| 5.000%, 10/01/29  | 265 | 280952 |
| 5.000%, 10/01/30  | 285 | 304468 |
| State of Georgia (GO) <br> Series A |  |  |
| 5.000%, 07/01/27  | 6090 | 6357167 |
| State of Georgia (GO) <br> Series C |  |  |
| 4.000%, 07/01/29  | 1150 | 1194991 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| State of Georgia (GO) <br> Series C-1 |  |  |
| 5.000%, 07/01/26  | 4210 | $4311660 |
| TOTAL GEORGIA |  | 17627148 |
| HAWAII — (1.2%) | HAWAII — (1.2%) | HAWAII — (1.2%) |
| City & County of Honolulu <br> (GO) Series A |  |  |
| 5.000%, 10/01/37  | 770 | 771569 |
| City & County of Honolulu <br> (GO) Series B |  |  |
| 5.000%, 10/01/25  | 925 | 931356 |
| City & County of Honolulu <br> (GO) Series D |  |  |
| 5.000%, 07/01/25  | 845 | 847057 |
| County of Hawaii (GO)  |  |  |
| 5.000%, 09/01/44  | 190 | 201454 |
| County of Hawaii (GO) <br> Series A |  |  |
| 5.000%, 09/01/37  | 1500 | 1528409 |
| State of Hawaii (GO) <br> Series FH |  |  |
| 5.000%, 10/01/25  | 1640 | 1650613 |
| State of Hawaii (GO) <br> Series FT |  |  |
| 5.000%, 01/01/27  | 10060 | 10385668 |
| TOTAL HAWAII |  | 16316126 |
| IDAHO — (0.0%) | IDAHO — (0.0%) | IDAHO — (0.0%) |
| Idaho Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 03/01/28  | 290 | 303768 |
| ILLINOIS — (3.2%) | ILLINOIS — (3.2%) | ILLINOIS — (3.2%) |
| Chicago O'Hare <br> International Airport (RB) <br> (AGM) Series A |  |  |
| 4.000%, 01/01/39  | 5000 | 4889381 |
| Chicago O'Hare <br> International Airport (RB) <br> Series D |  |  |
| 5.250%, 01/01/36  | 170 | 173669 |
| Chicago Park District (GO) <br> Series A |  |  |
| 5.000%, 01/01/36  | 70 | 74387 |
| Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28 | 3125 | 3245101 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Cook County Community <br> Consolidated School <br> District No. 15 Palatine <br> (GO) Series B |  |  |
| 5.000%, 06/15/36  | 1000 | $1069484 |
| Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
| 5.000%, 12/01/25  | 1180 | 1191820 |
| Cook County School <br> District No. 78 Rosemont <br> (GO) (AGM)  |  |  |
| 5.000%, 12/01/34  | 1000 | 1055750 |
| County of Cook Sales Tax <br> Revenue (RB) Series A |  |  |
| 4.000%, 11/15/39  | 2110 | 2013912 |
| County of Cook Sales Tax <br> Revenue (RB) Series B |  |  |
| 5.000%, 11/15/29  | 300 | 320666 |
| Illinois Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 08/15/29  | 3490 | 3717865 |
| 5.000%, 08/15/34  | 2390 | 2539451 |
| 5.000%, 08/15/35  | 2220 | 2352428 |
| 5.000%, 08/15/40  | 455 | 473024 |
| Illinois Finance Authority <br> (RB) Series C |  |  |
| 5.000%, 02/15/30  | 5260 | 5370408 |
| 4.000%, 02/15/33  | 2910 | 2896743 |
| Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/31  | 1000 | 1007075 |
| 4.000%, 01/01/39  | 930 | 898390 |
| Sangamon County School <br> District No. 186 <br> Springfield (GO) (AGM)  |  |  |
| 4.000%, 02/01/31  | 1310 | 1326823 |
| State of Illinois (GO) <br> Series A |  |  |
| 5.000%, 03/01/33  | 1800 | 1901172 |
| State of Illinois (GO) <br> Series B |  |  |
| 5.000%, 05/01/41  | 1960 | 2011654 |
| 5.250%, 05/01/43  | 1280 | 1315846 |
| University of Illinois (RB) <br> Series A |  |  |
| 5.000%, 04/01/30  | 640 | 691554 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AGM) Series E |  |  |
| 5.000%, 01/01/26  | 425 | $428941 |
| 5.000%, 01/01/27  | 630 | 645820 |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (BAM) Series U-A |  |  |
| 5.000%, 01/01/26  | 550 | 555101 |
| TOTAL ILLINOIS |  | 42166465 |
| INDIANA — (0.7%) | INDIANA — (0.7%) | INDIANA — (0.7%) |
| Franklin Township-Marion <br> County Multiple School <br> Building Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 5.000%, 07/15/35  | 1550 | 1669200 |
| Greater Clark Building <br> Corp. (RB) (ST <br> INTERCEPT)  |  |  |
| 4.000%, 07/15/30  | 385 | 390919 |
| Indiana Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 02/01/34  | 5305 | 5354516 |
| Indiana Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/35  | 1365 | 1376027 |
| Muncie Sanitary District <br> (RB) (AGM) Series A |  |  |
| 5.000%, 07/01/27  | 500 | 515963 |
| TOTAL INDIANA |  | 9306625 |
| IOWA — (0.4%) | IOWA — (0.4%) | IOWA — (0.4%) |
| Cedar Falls Community <br> School District (GO) <br> (AGM)  |  |  |
| 4.000%, 06/01/29  | 1470 | 1508232 |
| 4.000%, 06/01/30  | 1090 | 1120122 |
| City of Ankeny (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 2050 | 2052219 |
| City of Iowa City (GO)  |  |  |
| 5.000%, 06/01/26  | 1045 | 1066769 |
| TOTAL IOWA |  | 5747342 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| KANSAS — (0.7%) | KANSAS — (0.7%) | KANSAS — (0.7%) | KANSAS — (0.7%) |
| City of Topeka (GO) <br> Series A | City of Topeka (GO) <br> Series A |  |  |
|  | 4.000%, 08/15/26  | 1425 | $1442105 |
| City of Wichita (GO) <br> Series 828 | City of Wichita (GO) <br> Series 828 |  |  |
|  | 4.000%, 06/01/25  | 1190 | 1190435 |
| Johnson County Unified <br> School District No. 233 <br> Olathe (GO) Series A | Johnson County Unified <br> School District No. 233 <br> Olathe (GO) Series A |  |  |
| ¤ | 3.000%, 09/01/34 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 2000 | 1998214 |
| Shawnee County Unified <br> School District No. 437 <br> Auburn-Washburn (GO) <br> Series A | Shawnee County Unified <br> School District No. 437 <br> Auburn-Washburn (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/43  | 3000 | 3187530 |
| State of Kansas <br> Department of <br> Transportation (RB) <br> Series A | State of Kansas <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 09/01/27  | 1520 | 1585522 |
| TOTAL KANSAS | TOTAL KANSAS |  | 9403806 |
| KENTUCKY — (1.5%) | KENTUCKY — (1.5%) | KENTUCKY — (1.5%) | KENTUCKY — (1.5%) |
| Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A | Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A |  |  |
|  | 5.000%, 04/01/35  | 350 | 374081 |
|  | 5.000%, 04/01/36  | 1520 | 1616605 |
|  | 5.000%, 04/01/37  | 1600 | 1694651 |
| Glasgow Independent <br> School District Finance <br> Corp. (RB) (ST <br> INTERCEPT)  | Glasgow Independent <br> School District Finance <br> Corp. (RB) (ST <br> INTERCEPT)  |  |  |
|  | 5.000%, 02/01/33  | 1000 | 1063222 |
| Kentucky State Property & <br> Building Commission <br> (RB)  | Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
|  | 5.000%, 04/01/28  | 650 | 671902 |
|  | 5.000%, 08/01/31  | 920 | 923481 |
|  | 5.000%, 04/01/33  | 3500 | 3585910 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A | Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
|  | 5.000%, 05/01/30  | 635 | 686553 |
|  | 5.000%, 06/01/30  | 560 | 606088 |
| Kentucky Turnpike <br> Authority (RB) Series A | Kentucky Turnpike <br> Authority (RB) Series A |  |  |
|  | 5.000%, 07/01/29  | 155 | 155376 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| Louisville & Jefferson <br> County Metropolitan <br> Sewer District (RB) <br> Series C |  |  |
| 5.000%, 05/15/42  | 3610 | $3811306 |
| 5.000%, 05/15/43  | 3935 | 4134827 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 1010 | 1032256 |
| TOTAL KENTUCKY |  | 20356258 |
| LOUISIANA — (0.8%) | LOUISIANA — (0.8%) | LOUISIANA — (0.8%) |
| Ascension Parish School <br> Board (GO)  |  |  |
| 5.500%, 03/01/28  | 250 | 265994 |
| 5.000%, 03/01/29  | 380 | 405010 |
| City of New Orleans (GO)  |  |  |
| 5.000%, 12/01/30  | 1015 | 1040498 |
| City of New Orleans (GO) <br> Series A |  |  |
| 5.000%, 12/01/27  | 2020 | 2111174 |
| 5.000%, 12/01/33  | 1195 | 1275978 |
| 5.000%, 12/01/34  | 2370 | 2518210 |
| City of New Orleans <br> Sewerage Service <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 1040 | 1087107 |
| East Ouachita Parish <br> School District (GO)  |  |  |
| 4.000%, 03/01/29  | 355 | 361275 |
| 4.000%, 03/01/30  | 400 | 409310 |
| Louisiana Stadium & <br> Exposition District (RB) <br> Series A |  |  |
| 5.000%, 07/01/37  | 400 | 428377 |
| TOTAL LOUISIANA |  | 9902933 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| Maine Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/28  | 500 | 521182 |
| 5.000%, 07/01/29  | 480 | 505657 |
| State of Maine (GO) <br> Series B |  |  |
| 5.000%, 06/01/27  | 2000 | 2084482 |
| TOTAL MAINE |  | 3111321 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (6.1%) | MARYLAND — (6.1%) | MARYLAND — (6.1%) | MARYLAND — (6.1%) |
| County of Anne Arundel <br> (GO)  | County of Anne Arundel <br> (GO)  |  |  |
|  | 5.000%, 10/01/29  | 3620 | $3922973 |
|  | 5.000%, 10/01/43  | 2280 | 2413908 |
| County of Baltimore (GO)  | County of Baltimore (GO)  |  |  |
|  | 5.000%, 03/01/27  | 4145 | 4298072 |
|  | 5.000%, 11/01/27  | 2215 | 2327356 |
|  | 5.000%, 03/01/28  | 4000 | 4227833 |
| County of Frederick (GO) <br> Series A | County of Frederick (GO) <br> Series A |  |  |
| ¤ | 5.000%, 08/01/27 <br> (Pre-refunded @ <br> $100, 8/1/27)<br>| 725 | 753882 |
|  | 5.000%, 08/01/27  | 4000 | 4172932 |
| County of Harford (GO)  | County of Harford (GO)  |  |  |
|  | 4.000%, 10/01/42  | 1345 | 1311255 |
| County of Howard (GO) <br> Series A | County of Howard (GO) <br> Series A |  |  |
|  | 5.000%, 02/15/28  | 1325 | 1399361 |
| County of Montgomery <br> (GO) Series A | County of Montgomery <br> (GO) Series A |  |  |
|  | 5.000%, 11/01/27  | 2555 | 2684602 |
| County of Montgomery <br> (GO) Series C | County of Montgomery <br> (GO) Series C |  |  |
|  | 5.000%, 10/01/27  | 6570 | 6892681 |
| County of Montgomery <br> (GO) Series D | County of Montgomery <br> (GO) Series D |  |  |
|  | 4.000%, 11/01/26  | 9500 | 9653534 |
| County of Prince George's <br> (GO) Series A | County of Prince George's <br> (GO) Series A |  |  |
|  | 4.000%, 07/01/26  | 2000 | 2025270 |
|  | 3.000%, 09/15/27  | 10950 | 10929999 |
|  | 5.000%, 08/01/43  | 2965 | 3179759 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B | Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B |  |  |
|  | 2.450%, 06/01/46  | 3070 | 3070000 |
| State of Maryland (GO) <br> Series 2ND | State of Maryland (GO) <br> Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 6135 | 6416604 |
|  | 5.000%, 08/01/28  | 2050 | 2182351 |
| State of Maryland (GO) <br> Series A | State of Maryland (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 5170 | 5407309 |
|  | 5.000%, 06/01/37  | 3010 | 3260350 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | 80530031 |
| MASSACHUSETTS — (4.4%) | MASSACHUSETTS — (4.4%) | MASSACHUSETTS — (4.4%) | MASSACHUSETTS — (4.4%) |
| City of Fall River (GO) (ST <br> AID WITHHLDG)  | City of Fall River (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 3.000%, 12/01/34  | 965 | 882209 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| City of Framingham (GO)  |  |  |
| 5.000%, 06/15/25  | 1565 | $1568508 |
| City of Haverhill (GO)  |  |  |
| 4.000%, 11/15/41  | 1360 | 1317725 |
| 4.000%, 11/15/43  | 1610 | 1516199 |
| City of Newton (GO)  |  |  |
| 4.000%, 02/01/43  | 1255 | 1212266 |
| 4.000%, 02/01/44  | 3760 | 3595739 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 05/01/38  | 280 | 303675 |
| 5.000%, 01/01/43  | 3900 | 3955750 |
| Commonwealth of <br> Massachusetts (GO) <br> Series B |  |  |
| 5.000%, 07/01/28 | 2950 | 3131358 |
| 4.000%, 02/01/39  | 1000 | 987431 |
| Commonwealth of <br> Massachusetts (GO) <br> Series C |  |  |
| 5.000%, 04/01/26  | 2000 | 2037261 |
| 5.000%, 08/01/40  | 12000 | 12894510 |
| 5.000%, 08/01/41  | 5000 | 5336576 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 05/01/39  | 2490 | 2435558 |
| 5.000%, 08/01/44  | 4000 | 4230156 |
| Commonwealth of <br> Massachusetts (GO) <br> Series E |  |  |
| 5.000%, 11/01/27  | 4010 | 4208350 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series K |  |  |
| 5.000%, 07/01/34  | 170 | 176614 |
| 5.000%, 07/01/37  | 2720 | 2783759 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N |  |  |
| 5.000%, 07/01/43  | 1280 | 1299202 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/44  | 1160 | 1170220 |
| Nauset Regional School <br> District (GO)  |  |  |
| 4.000%, 05/15/41  | 2715 | 2638539 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Town of Hingham (GO)  |  |  |
| 4.000%, 02/01/42  | 765 | $748742 |
| TOTAL <br> MASSACHUSETTS |  | 58430347 |
| MICHIGAN — (0.9%) | MICHIGAN — (0.9%) | MICHIGAN — (0.9%) |
| Farmington Public School <br> District (GO) (AGM)  |  |  |
| 5.000%, 05/01/25  | 2140 | 2140000 |
| Michigan Finance Authority <br> (RB)  |  |  |
| 5.000%, 11/15/27  | 2595 | 2656277 |
| Michigan Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 12/01/28  | 1040 | 1098298 |
| Michigan Finance Authority <br> (RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 2030 | 2075260 |
| Oakland University (RB) <br> Series A |  |  |
| 5.000%, 03/01/29  | 695 | 736104 |
| 5.000%, 03/01/30  | 805 | 862608 |
| Romeo Community School <br> District (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/29  | 270 | 286666 |
| 5.000%, 05/01/30  | 225 | 241643 |
| Saginaw City School <br> District (GO) (Q-SBLF)  |  |  |
| 4.000%, 05/01/28  | 1390 | 1416521 |
| TOTAL MICHIGAN |  | 11513377 |
| MINNESOTA — (2.0%) | MINNESOTA — (2.0%) | MINNESOTA — (2.0%) |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/27  | 5800 | 6092706 |
| Metropolitan Council (GO) <br> Series C |  |  |
| 5.000%, 03/01/26  | 700 | 711679 |
| Minnesota Higher <br> Education Facilities <br> Authority (RB) Series B |  |  |
| 5.000%, 10/01/29  | 635 | 678316 |
| St. Louis Park Independent <br> School District No. 283 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/28  | 1090 | 1143567 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| St. Paul Independent <br> School District No. 625 <br> (GO) (SD CRED PROG) <br> Series B |  |  |
| 4.000%, 02/01/40  | 1005 | $986927 |
| 4.000%, 02/01/42  | 1425 | 1345142 |
| 4.000%, 02/01/43  | 1480 | 1402004 |
| State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/27  | 5055 | 5284656 |
| 5.000%, 08/01/28  | 2330 | 2478856 |
| State of Minnesota (GO) <br> Series B |  |  |
| 4.000%, 08/01/32  | 3175 | 3176585 |
| 4.000%, 08/01/41  | 2215 | 2182869 |
| White Bear Lake <br> Independent School <br> District No. 624 (GO) <br> (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/26  | 350 | 352270 |
| TOTAL MINNESOTA |  | 25835577 |
| MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) |
| State of Mississippi (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 9410 | 9856442 |
| MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) |
| City of Belton (GO) <br> Series C |  |  |
| 5.000%, 03/01/27  | 2150 | 2227014 |
| City of Kansas City (GO) <br> Series A |  |  |
| 5.000%, 02/01/37  | 400 | 435559 |
| City of Kansas City (RB) <br> Series C |  |  |
| 5.000%, 09/01/29  | 1015 | 1083951 |
| City of Kansas City Water <br> Revenue (RB) Series A |  |  |
| 5.000%, 12/01/27  | 865 | 908385 |
| City of Wentzville (COP)  |  |  |
| 5.000%, 11/01/32  | 600 | 613612 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
| 5.000%, 06/01/29  | 1470 | 1552998 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) |
| St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  | St. Louis County <br> Reorganized School <br> District No. R-6 (GO)  |  |  |
| ¤ | 5.000%, 02/01/26 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 850 | $861146 |
|  | 5.000%, 02/01/26  | 1150 | 1166252 |
| University City School <br> District (GO)  | University City School <br> District (GO)  |  |  |
|  | 5.250%, 02/15/44  | 340 | 356032 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | 9204949 |
| MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) |
| Montana Facility Finance <br> Authority (RB) Series A | Montana Facility Finance <br> Authority (RB) Series A |  |  |
|  | 4.000%, 06/01/35  | 400 | 397262 |
| NEBRASKA — (1.1%) | NEBRASKA — (1.1%) | NEBRASKA — (1.1%) | NEBRASKA — (1.1%) |
| Douglas County School <br> District No. 17 (GO)  | Douglas County School <br> District No. 17 (GO)  |  |  |
|  | 4.000%, 12/15/26  | 2380 | 2417590 |
| Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  | Metropolitan Utilities <br> District of Omaha Gas <br> System Revenue (RB)  |  |  |
|  | 5.000%, 12/01/41  | 4000 | 4273504 |
|  | 5.000%, 12/01/42  | 3635 | 3863373 |
| Papillion-La Vista School <br> District No. 27 (GO)  | Papillion-La Vista School <br> District No. 27 (GO)  |  |  |
|  | 5.000%, 12/01/44  | 4210 | 4414848 |
| TOTAL NEBRASKA | TOTAL NEBRASKA |  | 14969315 |
| NEVADA — (1.9%) | NEVADA — (1.9%) | NEVADA — (1.9%) | NEVADA — (1.9%) |
| Clark County School <br> District (GO) (AGM) <br> Series A | Clark County School <br> District (GO) (AGM) <br> Series A |  |  |
|  | 5.000%, 06/15/28  | 1000 | 1058555 |
| County of Clark (GO) <br> Series A | County of Clark (GO) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 2700 | 2706572 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series B | County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 07/01/27  | 475 | 494099 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series C | County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series C |  |  |
|  | 5.000%, 07/01/26  | 2060 | 2106348 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E | County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E |  |  |
|  | 5.000%, 07/01/28  | 1900 | 2008547 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series B |  |  |
| 5.000%, 07/01/27  | 745 | $774479 |
| 5.000%, 07/01/28  | 2720 | 2868662 |
| Las Vegas Valley Water <br> District (GO) Series C |  |  |
| 5.000%, 06/01/28  | 1980 | 2094659 |
| State of Nevada (GO) <br> Series A |  |  |
| 5.000%, 05/01/43  | 7000 | 7389890 |
| State of Nevada (GO) <br> Series C |  |  |
| 5.000%, 05/01/43  | 2255 | 2380600 |
| Washoe County School <br> District (GO) Series C |  |  |
| 4.000%, 10/01/32  | 1290 | 1298783 |
| TOTAL NEVADA |  | 25181194 |
| NEW HAMPSHIRE — (0.1%) | NEW HAMPSHIRE — (0.1%) | NEW HAMPSHIRE — (0.1%) |
| State of New Hampshire <br> (GO) Series A |  |  |
| 5.000%, 02/15/37  | 1455 | 1594968 |
| NEW JERSEY — (1.6%) | NEW JERSEY — (1.6%) | NEW JERSEY — (1.6%) |
| City of Hoboken (GO)  |  |  |
| 3.000%, 02/01/26  | 2945 | 2940403 |
| 3.000%, 02/01/27  | 3035 | 3033699 |
| 3.000%, 02/01/28  | 4560 | 4555029 |
| New Jersey Economic <br> Development Authority <br> (RB) Series DDD |  |  |
| 5.000%, 06/15/29  | 1000 | 1029576 |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series AA |  |  |
| 5.000%, 06/15/31  | 735 | 795939 |
| 5.000%, 06/15/35 | 3300 | 3551259 |
| State of New Jersey (GO) <br> Series A |  |  |
| 5.000%, 06/01/28  | 1020 | 1077800 |
| 5.000%, 06/01/29  | 500 | 536119 |
| 4.000%, 06/01/31  | 2455 | 2557219 |
| Township of Montville (GO)  |  |  |
| 3.000%, 10/01/25  | 505 | 503437 |
| TOTAL NEW JERSEY |  | 20580480 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| Albuquerque Municipal <br> School District No. 12 <br> (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 5.000%, 08/01/37  | 500 | $526441 |
| City of Albuquerque (GO) <br> Series B |  |  |
| 5.000%, 07/01/26  | 1000 | 1023527 |
| State of New Mexico <br> Severance Tax <br> Permanent Fund (RB) <br> Series A |  |  |
| 5.000%, 07/01/27  | 2000 | 2083410 |
| TOTAL NEW MEXICO |  | 3633378 |
| NEW YORK — (5.4%) | NEW YORK — (5.4%) | NEW YORK — (5.4%) |
| City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 2015 | 2064767 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.250%, 10/01/43  | 2280 | 2425999 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 03/01/42  | 2445 | 2590513 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 2500 | 2561745 |
| 5.000%, 08/01/44  | 1250 | 1314775 |
| City of New York (GO) <br> Series E1 |  |  |
| 5.250%, 04/01/44  | 1480 | 1574301 |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 06/01/34  | 2130 | 2132594 |
| City of Syracuse (GO) <br> Series B |  |  |
| 4.000%, 06/01/25  | 500 | 500255 |
| Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/32  | 1705 | 1745573 |
| Empire State Development <br> Corp. (RB) Series C |  |  |
| 5.000%, 03/15/35  | 5500 | 5877846 |
| Kingston City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 3.000%, 06/01/26  | 2000 | 1985285 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Metropolitan Transportation <br> Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 11/15/36  | 2595 | $2596524 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (ST) Series A |  |  |
| 5.000%, 11/15/27  | 200 | 209978 |
| New York City Industrial <br> Development Agency <br> (RB) (AGM) Series A |  |  |
| 5.000%, 03/01/28  | 2650 | 2774342 |
| 5.000%, 03/01/30  | 1275 | 1363292 |
| New York State Dormitory <br> Authority (RB) <br> Series 2015B-C |  |  |
| 5.000%, 03/15/41  | 4500 | 4505904 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/28  | 1050 | 1111693 |
| 5.000%, 03/15/36  | 2930 | 2970684 |
| 5.000%, 03/15/38  | 625 | 673602 |
| 5.000%, 03/15/42  | 1300 | 1310868 |
| New York State Dormitory <br> Authority (RB) Series D |  |  |
| 5.000%, 02/15/41  | 9250 | 9596885 |
| New York State Dormitory <br> Authority (RB) Series E |  |  |
| 5.000%, 03/15/26  | 3135 | 3193850 |
| 5.000%, 03/15/29  | 1010 | 1075169 |
| 5.000%, 03/15/35  | 1000 | 1003678 |
| 5.000%, 03/15/36  | 6455 | 6478499 |
| New York State Thruway <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/29  | 3000 | 3220718 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
| 5.000%, 10/15/33  | 1480 | 1489086 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/37  | 540 | 586250 |
| Town of Oyster Bay (GO) <br> (AGM)  |  |  |
| 5.000%, 08/01/29  | 165 | 179236 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/29  | 500 | 542799 |
| 5.000%, 11/15/36  | 925 | 937567 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series C-1 |  |  |
| 4.000%, 11/15/27  | 1355 | $1389392 |
| TOTAL NEW YORK |  | 71983669 |
| NORTH CAROLINA — (2.3%) | NORTH CAROLINA — (2.3%) | NORTH CAROLINA — (2.3%) |
| Cape Fear Public Utility <br> Authority (RB)  |  |  |
| 5.000%, 04/01/43  | 305 | 325725 |
| 5.000%, 04/01/44  | 315 | 334374 |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 01/15/38  | 2720 | 2733490 |
| City of Charlotte Water & <br> Sewer System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/43  | 200 | 214810 |
| City of Fayetteville Public <br> Works Commission <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/39  | 3260 | 3525440 |
| City of Greensboro (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 4430 | 4645111 |
| City of Raleigh Combined <br> Enterprise System <br> Revenue (RB)  |  |  |
| 5.000%, 09/01/37  | 150 | 165526 |
| County of Guilford (GO)  |  |  |
| 4.000%, 03/01/43  | 7000 | 6743991 |
| County of Mecklenburg <br> (GO) Series A |  |  |
| 4.000%, 02/01/42  | 1160 | 1129888 |
| County of Wake (GO) <br> Series A |  |  |
| 5.000%, 03/01/28  | 2020 | 2134305 |
| North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/32  | 1375 | 1468367 |
| North Carolina Turnpike <br> Authority (RB) (AGM)  |  |  |
| 5.000%, 01/01/38  | 1550 | 1602092 |
| State of North Carolina <br> (RB)  |  |  |
| 5.000%, 03/01/33  | 50 | 52874 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| State of North Carolina <br> (GO) Series A |  |  |
| 5.000%, 06/01/28  | 5190 | $5508022 |
| TOTAL NORTH <br> CAROLINA |  | 30584015 |
| OHIO — (3.4%) | OHIO — (3.4%) | OHIO — (3.4%) |
| Akron Bath Copley Joint <br> Township Hospital <br> District (RB) Series A |  |  |
| 5.000%, 11/15/29  | 250 | 267972 |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/28  | 235 | 246435 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/29  | 1250 | 1322471 |
| City of Columbus (GO) <br> Series 1 |  |  |
| 5.000%, 07/01/26  | 4260 | 4361330 |
| City of Columbus (GO) <br> Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 1290 | 1315150 |
| City of Columbus (GO) <br> Series A |  |  |
| 4.000%, 04/01/27  | 8865 | 9037831 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series C |  |  |
| 2.550%, 06/01/34  | 300 | 300000 |
| County of Montgomery <br> (RB)  |  |  |
| 5.000%, 08/01/30  | 1350 | 1444606 |
| 4.000%, 08/01/39  | 1400 | 1363695 |
| State of Ohio (GO) Series <br> A |  |  |
| 5.000%, 06/15/38  | 3000 | 3027299 |
| State of Ohio (GO) <br> Series A |  |  |
| 5.000%, 09/01/25  | 1000 | 1005897 |
| 5.000%, 02/01/36  | 2310 | 2331485 |
| State of Ohio (GO) <br> Series B |  |  |
| 5.000%, 09/01/27  | 780 | 816675 |
| 5.000%, 09/15/27  | 1865 | 1954072 |
| State of Ohio (GO) <br> Series C |  |  |
| 5.000%, 08/01/27  | 7200 | 7527106 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| State of Ohio (GO) <br> Series U |  |  |
| 5.000%, 05/01/28  | 4535 | $4804687 |
| Upper Arlington City <br> School District (GO) <br> Series A |  |  |
| 5.000%, 12/01/27  | 3215 | 3373070 |
| TOTAL OHIO |  | 44499781 |
| OKLAHOMA — (0.9%) | OKLAHOMA — (0.9%) | OKLAHOMA — (0.9%) |
| City of Tulsa (GO)  |  |  |
| 5.000%, 03/01/26  | 4000 | 4065414 |
| Cleveland County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 06/01/32  | 1500 | 1641203 |
| Cushing Educational <br> Facilities Authority (RB)  |  |  |
| 5.000%, 09/01/28  | 3430 | 3584195 |
| Garfield County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 1400 | 1421919 |
| Oklahoma County <br> Independent School <br> District No. 12 Edmond <br> (GO)  |  |  |
| 4.000%, 03/01/27  | 740 | 752344 |
| TOTAL OKLAHOMA |  | 11465075 |
| OREGON — (2.5%) | OREGON — (2.5%) | OREGON — (2.5%) |
| City of Beaverton Water <br> Revenue (RB)  |  |  |
| 5.000%, 04/01/29  | 600 | 644135 |
| City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/15/26  | 1560 | 1596560 |
| City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/29  | 1440 | 1545925 |
| City of Salem (GO)  |  |  |
| 5.000%, 06/01/25  | 530 | 530641 |
| Clackamas & Washington <br> Counties School District <br> No. 3 (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/28  | 4445 | 4453209 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/27  | 4725 | $4923219 |
| Lane County School <br> District No. 4J Eugene <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/29  | 4855 | 5228171 |
| Port of Portland Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/29  | 1080 | 1156334 |
| State of Oregon (GO) <br> Series A |  |  |
| 5.000%, 05/01/38  | 1835 | 1995442 |
| 5.000%, 05/01/40  | 1271 | 1381056 |
| State of Oregon (GO) <br> Series C |  |  |
| 5.250%, 06/01/44  | 440 | 477997 |
| State of Oregon (GO) <br> Series F |  |  |
| 5.000%, 05/01/34  | 1510 | 1530534 |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
| 5.000%, 11/15/41  | 1515 | 1618561 |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series B |  |  |
| 5.000%, 11/15/26  | 3530 | 3638556 |
| Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 2500 | 2603829 |
| TOTAL OREGON |  | 33324169 |
| PENNSYLVANIA — (1.4%) | PENNSYLVANIA — (1.4%) | PENNSYLVANIA — (1.4%) |
| Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 04/01/31  | 1500 | 1548105 |
| 5.000%, 04/01/36  | 1400 | 1423522 |
| Bristol Township School <br> District (GO) (BAM ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 06/01/26  | 570 | 580963 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| Chichester School District <br> (GO) (AGM ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 09/15/28  | 225 | $229693 |
| City of Philadelphia (GO) <br> Series B |  |  |
| 5.000%, 02/01/33  | 1250 | 1321443 |
| County of Lebanon (GO) <br> (AGM)  |  |  |
| 4.000%, 10/15/27  | 150 | 153257 |
| County of Lehigh (RB) <br> Series A |  |  |
| 5.000%, 07/01/29  | 875 | 923542 |
| Monroeville Finance <br> Authority (RB) Series B |  |  |
| 5.000%, 02/15/29  | 665 | 697884 |
| Pennsylvania Economic <br> Development Financing <br> Authority (RB) <br> Series 2025B |  |  |
| 5.000%, 03/15/29  | 400 | 420153 |
| Pennsylvania Economic <br> Development Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 02/15/29  | 395 | 414533 |
| Pennsylvania Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 05/01/34  | 2295 | 2307085 |
| Pennsylvania State <br> University (RB) Series B |  |  |
| 4.000%, 09/01/35  | 1130 | 1130620 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/33  | 3510 | 3551605 |
| Pittsburgh Water & Sewer <br> Authority (RB) (AGM) <br> Series A |  |  |
| 5.000%, 09/01/26  | 3675 | 3765861 |
| Snyder County Higher <br> Education Authority (RB)  |  |  |
| 5.000%, 01/01/27  | 340 | 340844 |
| TOTAL PENNSYLVANIA |  | 18809110 |
| RHODE ISLAND — (0.4%) | RHODE ISLAND — (0.4%) | RHODE ISLAND — (0.4%) |
| Rhode Island Turnpike & <br> Bridge Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/32  | 950 | 962423 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (Continued) | RHODE ISLAND — (Continued) | RHODE ISLAND — (Continued) |
| State of Rhode Island (GO) <br> Series A |  |  |
| 5.000%, 12/01/41  | 240 | $257868 |
| 5.000%, 12/01/42  | 890 | 952622 |
| State of Rhode Island (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 3290 | 3411862 |
| TOTAL RHODE ISLAND |  | 5584775 |
| SOUTH CAROLINA — (2.2%) | SOUTH CAROLINA — (2.2%) | SOUTH CAROLINA — (2.2%) |
| County of Charleston (GO) <br> Series A |  |  |
| 5.000%, 11/01/29  | 8145 | 8836580 |
| County of Charleston (GO) <br> (ST AID WITHHLDG) <br> Series C |  |  |
| 5.000%, 11/01/27  | 2855 | 2998178 |
| Piedmont Municipal Power <br> Agency (RB) Series C |  |  |
| 5.000%, 01/01/27  | 2765 | 2837648 |
| Piedmont Municipal Power <br> Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 1000 | 1001346 |
| Richland County School <br> District No. 2 (GO) <br> Series A |  |  |
| 5.000%, 03/01/27  | 1140 | 1181479 |
| 5.000%, 03/01/38  | 4055 | 4364955 |
| South Carolina Public <br> Service Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/37  | 1170 | 1170011 |
| South Carolina Public <br> Service Authority (RB) <br> Series E |  |  |
| 5.000%, 12/01/30  | 2610 | 2825747 |
| Spartanburg County <br> School District No. 7 <br> (GO) Series D |  |  |
| 5.000%, 03/01/44  | 1565 | 1592585 |
| Spartanburg Sanitary <br> Sewer District (RB)  |  |  |
| 4.000%, 03/01/40  | 2395 | 2343873 |
| TOTAL SOUTH <br> CAROLINA |  | 29152402 |
| TENNESSEE — (4.8%) | TENNESSEE — (4.8%) | TENNESSEE — (4.8%) |
| City of Knoxville <br> Wastewater System <br> Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3260 | 3495799 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| City of Memphis (GO) <br> Series A | City of Memphis (GO) <br> Series A |  |  |
|  | 5.000%, 10/01/43  | 1790 | $1851911 |
| City of Sevierville (GO)  | City of Sevierville (GO)  |  |  |
|  | 5.000%, 06/01/30  | 3285 | 3569465 |
| County of Hamilton (GO) <br> Series A | County of Hamilton (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/26  | 3000 | 3053097 |
| County of Knox (GO)  | County of Knox (GO)  |  |  |
|  | 5.000%, 06/01/29  | 1750 | 1879821 |
| County of Williamson (GO)  | County of Williamson (GO)  |  |  |
|  | 5.000%, 04/01/39  | 2670 | 2905435 |
|  | 4.000%, 04/01/42  | 1225 | 1193012 |
|  | 4.000%, 04/01/43  | 1925 | 1854412 |
|  | 4.000%, 04/01/44  | 2000 | 1907200 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A | Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
|  | 5.000%, 07/01/31  | 5465 | 5851718 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  | Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
|  | 5.000%, 07/01/27  | 3820 | 3983220 |
|  | 4.000%, 07/01/28  | 10160 | 10441774 |
|  | 4.000%, 07/01/37  | 2000 | 1979545 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
|  | 4.000%, 01/01/44  | 6260 | 5872838 |
| Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A | Metropolitan Government <br> of Nashville & Davidson <br> County Water & Sewer <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/27  | 1910 | 1989567 |
| State of Tennessee (GO) <br> Series A | State of Tennessee (GO) <br> Series A |  |  |
|  | 5.000%, 02/01/27  | 7720 | 7996682 |
| State of Tennessee (GO) <br> Series B | State of Tennessee (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 1000 | 1004184 |
| Tennessee State School <br> Bond Authority (RB) (ST <br> INTERCEPT) Series B | Tennessee State School <br> Bond Authority (RB) (ST <br> INTERCEPT) Series B |  |  |
| ¤ | 5.000%, 11/01/35 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 3000 | 3028196 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 63857876 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (15.3%) | TEXAS — (15.3%) | TEXAS — (15.3%) |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/37  | 535 | $584261 |
| Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/25  | 250 | 251063 |
| 5.000%, 08/01/27  | 2300 | 2402389 |
| Austin Independent School <br> District (GO)  |  |  |
| 5.000%, 08/01/43  | 1630 | 1714046 |
| Barbers Hill Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/44  | 645 | 683719 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 08/15/43  | 14355 | 15104040 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series D |  |  |
| 5.000%, 08/15/26  | 2080 | 2135036 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series E |  |  |
| 5.000%, 08/15/26  | 4860 | 4988593 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series J |  |  |
| 5.000%, 08/15/26  | 1540 | 1580748 |
| Brushy Creek Regional <br> Utility Authority, Inc. (RB)  |  |  |
| 4.000%, 08/01/32  | 1000 | 992532 |
| Central Texas Turnpike <br> System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 2315 | 2416423 |
| City of Arlington (GO) <br> Series A |  |  |
| 5.000%, 08/15/37  | 1995 | 2181676 |
| City of Arlington Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/26  | 1180 | 1206724 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/38  | 840 | 909376 |
| 5.000%, 09/01/44  | 1350 | 1417434 |
| City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/42  | 900 | 948804 |
| 5.000%, 11/15/43  | 810 | 853042 |
| 5.000%, 11/15/44  | 540 | 565798 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/29  | 910 | $981833 |
| 5.000%, 11/15/41  | 1715 | 1809229 |
| City of Bryan Electric <br> System Revenue (RB) <br> (AGM)  |  |  |
| 5.000%, 07/01/29  | 590 | 629775 |
| 5.000%, 07/01/30  | 1040 | 1123618 |
| City of Cedar Park (GO)  |  |  |
| 5.000%, 02/15/29  | 590 | 628387 |
| City of Celina (GO)  |  |  |
| 5.000%, 09/01/31  | 405 | 442942 |
| 5.000%, 09/01/32  | 465 | 511669 |
| City of College Station <br> (GO)  |  |  |
| 5.000%, 02/15/29  | 345 | 367193 |
| City of Dallas Hotel <br> Occupancy Tax Revenue <br> (RB)  |  |  |
| 4.000%, 08/15/27  | 620 | 620755 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 4.000%, 10/01/34  | 2060 | 2083838 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/25  | 1000 | 1007412 |
| City of Denton (GO)  |  |  |
| 5.000%, 02/15/29  | 2150 | 2288303 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/29  | 1520 | 1617720 |
| 5.000%, 03/01/45  | 1280 | 1317859 |
| City of Fort Worth (GO)  |  |  |
| 5.000%, 03/01/37  | 1500 | 1608525 |
| City of Houston (GO) <br> Series A |  |  |
| 5.000%, 03/01/44  | 5700 | 5943553 |
| City of Hutto (GO) (BAM)  |  |  |
| 5.000%, 08/01/43  | 445 | 466278 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/28  | 1875 | 1991886 |
| City of Laredo Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 03/01/42  | 300 | 311271 |
| City of Lewisville (GO)  |  |  |
| 5.000%, 02/15/37  | 1250 | 1345670 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Lubbock Electric <br> Light & Power System <br> Revenue (RB)  |  |  |
| 5.000%, 04/15/27  | 545 | $563989 |
| City of McKinney (GO)  |  |  |
| 5.000%, 08/15/27  | 2170 | 2267139 |
| City of New Braunfels (GO)  |  |  |
| 5.000%, 02/01/28  | 1025 | 1075036 |
| City of Pflugerville (GO)  |  |  |
| 5.000%, 08/01/37  | 425 | 456675 |
| 5.000%, 08/01/40  | 755 | 807506 |
| 5.000%, 08/01/41  | 800 | 848743 |
| City of Richardson (GO)  |  |  |
| 5.000%, 02/15/27  | 1715 | 1771004 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/32  | 2260 | 2301499 |
| 4.000%, 02/01/36  | 2435 | 2416933 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series B |  |  |
| 5.000%, 02/01/44  | 300 | 313732 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series C |  |  |
| 5.000%, 02/01/43  | 705 | 739857 |
| City of Waco (GO)  |  |  |
| 5.000%, 02/01/43  | 825 | 868707 |
| 5.000%, 02/01/44  | 635 | 665187 |
| Clear Lake City Water <br> Authority (GO)  |  |  |
| 5.000%, 03/01/29  | 355 | 376506 |
| Clifton Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series T |  |  |
| 5.000%, 08/15/31  | 670 | 729338 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 2260 | 2293500 |
| 5.000%, 02/15/44  | 4000 | 4191685 |
| Corpus Christi Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 2000 | 2155637 |
| County of Bexar (RB)  |  |  |
| 5.000%, 08/15/27  | 680 | 709382 |
| County of Collin (GO)  |  |  |
| 5.000%, 02/15/38  | 415 | 450372 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/27  | 1000 | $1046069 |
| 5.000%, 10/01/29  | 2005 | 2162193 |
| County of San Patricio <br> (GO)  |  |  |
| 5.000%, 04/01/29  | 150 | 159600 |
| County of Travis (GO)  |  |  |
| 4.000%, 03/01/42  | 2260 | 2154857 |
| Cypress-Fairbanks <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/29  | 990 | 1058102 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 11/01/28  | 760 | 807500 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/44  | 770 | 808027 |
| Denton Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/27  | 700 | 730246 |
| East Central Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 4.000%, 08/15/41  | 925 | 903580 |
| El Paso County Hospital <br> District (GO) (AGC)  |  |  |
| 5.000%, 08/15/40  | 1375 | 1448786 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/37  | 250 | 270448 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 4.000%, 08/15/36  | 1425 | 1426061 |
| 5.000%, 08/15/44  | 1200 | 1255777 |
| Galveston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/27  | 450 | 465320 |
| Greater Texoma Utility <br> Authority (RB) (BAM) <br> Series R |  |  |
| 5.000%, 10/01/42  | 2590 | 2697068 |
| Gulf Coast Authority (RB) <br> Series B |  |  |
| 5.000%, 10/01/30  | 1315 | 1425000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 5.000%, 10/01/33  | 895 | $990158 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/26  | 1045 | 1060917 |
| 5.000%, 10/01/31  | 1290 | 1296518 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/28  | 1495 | 1564072 |
| 3.000%, 10/01/40  | 2120 | 1722361 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 4000 | 4058037 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1150 | 1166686 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) <br> Series REF-A |  |  |
| 5.000%, 02/15/42  | 1500 | 1607075 |
| Hurst-Euless-Bedford <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/15/43  | 1500 | 1595654 |
| Hutto Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 08/01/43  | 600 | 633410 |
| Katy Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/37  | 450 | 486739 |
| Katy Independent School <br> District (GO) (PSF-GTD) <br> Series D |  |  |
| 5.000%, 02/15/30  | 500 | 514455 |
| Lamar Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 450 | 473621 |
| Lower Colorado River <br> Authority (RB) (AGM)  |  |  |
| 5.000%, 05/15/26  | 500 | 510512 |
| 5.000%, 05/15/32  | 1475 | 1606509 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/33  | 1140 | 1192390 |
| 5.000%, 05/15/41  | 1600 | 1661807 |
| 5.000%, 05/15/43  | 910 | 946347 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/29  | 510 | $544110 |
| 5.000%, 05/15/30  | 400 | 432081 |
| McKinney Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 380 | 400363 |
| Midlothian Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 450 | 473621 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 09/01/28  | 2100 | 2225525 |
| North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/27  | 1910 | 1973929 |
| Northside Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/25  | 1880 | 1888669 |
| Northwest Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/38  | 1800 | 1936206 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB)  |  |  |
| 5.000%, 07/01/40  | 4790 | 5110777 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/26  | 5500 | 5632670 |
| Richardson Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/44  | 1000 | 1049372 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 4340 | 4449762 |
| 5.000%, 08/15/30  | 1000 | 1090092 |
| 4.000%, 08/15/43  | 875 | 828759 |
| San Antonio Public <br> Facilities Corp. (RB)  |  |  |
| 5.000%, 09/15/31  | 6815 | 7403496 |
| State of Texas (GO) Series <br> A |  |  |
| 5.000%, 10/01/28  | 1180 | 1186889 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 08/01/39  | 1900 | $1902498 |
| 5.000%, 08/01/41  | 1200 | 1201067 |
| Tarrant County College <br> District (GO)  |  |  |
| 5.000%, 08/15/29  | 1120 | 1201923 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/44  | 1000 | 1039925 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
| 5.000%, 07/01/29  | 220 | 233870 |
| 5.000%, 07/01/30  | 465 | 499210 |
| Temple Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/01/29  | 515 | 549734 |
| 5.000%, 02/01/30  | 1000 | 1082378 |
| Texas Department of <br> Transportation State <br> Highway Fund (RB)  |  |  |
| 5.250%, 04/01/26  | 300 | 306125 |
| 5.000%, 10/01/26  | 4385 | 4509375 |
| Texas State Technical <br> College (RB) (AGM) <br> Series A |  |  |
| 5.000%, 08/01/29  | 820 | 878924 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/42  | 1480 | 1577330 |
| Trinity River Authority <br> Central Regional <br> Wastewater System <br> Revenue (RB)  |  |  |
| 5.000%, 08/01/27  | 3315 | 3453744 |
| 5.000%, 08/01/29  | 250 | 268262 |
| Trinity River Authority <br> Denton Creek <br> Wastewater Treatment <br> System Revenue (RB)  |  |  |
| 5.000%, 02/01/28  | 600 | 629307 |
| 5.000%, 02/01/29  | 500 | 531897 |
| Upper Trinity Regional <br> Water District (RB) <br> (BAM)  |  |  |
| 5.000%, 08/01/31  | 195 | 213348 |
| 5.000%, 08/01/32  | 485 | 534080 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/44  | 495 | $518708 |
| West Travis County Public <br> Utility Agency (RB) <br> (AGM)  | West Travis County Public <br> Utility Agency (RB) <br> (AGM)  |  |  |
|  | 6.500%, 08/15/27  | 765 | 819549 |
| Willis Independent School <br> District (GO) (PSF-GTD)  | Willis Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/30  | 540 | 584777 |
|  | 5.000%, 02/15/31  | 875 | 958561 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/27  | 1000 | 1044563 |
| Ysleta Independent School <br> District (GO) (PSF-GTD)  | Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | 5.000%, 08/15/41 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 5865 | 5893273 |
| TOTAL TEXAS | TOTAL TEXAS |  | 203000498 |
| UTAH — (0.9%) | UTAH — (0.9%) | UTAH — (0.9%) | UTAH — (0.9%) |
| Canyons School District <br> (GO) (SCH BD GTY) <br> Series B | Canyons School District <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 06/15/25  | 2750 | 2755438 |
| City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  | City of Salt Lake City <br> Public Utilities Revenue <br> (RB)  |  |  |
|  | 5.000%, 02/01/30  | 2155 | 2341557 |
| Intermountain Power <br> Agency (RB) Series A | Intermountain Power <br> Agency (RB) Series A |  |  |
|  | 5.000%, 07/01/41  | 2000 | 2065796 |
| State of Utah (GO)  | State of Utah (GO)  |  |  |
|  | 5.000%, 07/01/26  | 4450 | 4556940 |
| TOTAL UTAH | TOTAL UTAH |  | 11719731 |
| VIRGINIA — (3.9%) | VIRGINIA — (3.9%) | VIRGINIA — (3.9%) | VIRGINIA — (3.9%) |
| Arlington County Industrial <br> Development Authority <br> (RB)  | Arlington County Industrial <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 07/01/26  | 100 | 101938 |
| City of Alexandria (GO) <br> (ST AID WITHHLDG) <br> Series A | City of Alexandria (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 07/15/27  | 3210 | 3352963 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| City of Harrisonburg (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 07/15/25  | 3000 | $3010005 |
| City of Manassas (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 01/01/42  | 1055 | 1020052 |
| 4.000%, 01/01/44  | 1120 | 1060332 |
| City of Norfolk (GO) (ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 08/01/28  | 2440 | 2594932 |
| City of Norfolk (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 09/01/36  | 275 | 302762 |
| 5.000%, 09/01/37  | 550 | 602058 |
| City of Norfolk Water <br> Revenue (RB)  |  |  |
| 5.000%, 11/01/41  | 1935 | 2084729 |
| 5.000%, 11/01/42  | 2040 | 2189355 |
| City of Richmond (GO) <br> Series B |  |  |
| 5.000%, 07/15/25  | 3000 | 3010067 |
| City of Richmond (GO) (ST <br> AID WITHHLDG) <br> Series D |  |  |
| 5.000%, 03/01/27  | 3275 | 3397133 |
| City of Roanoke (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.000%, 10/01/43  | 1055 | 994140 |
| County of Arlington (GO)  |  |  |
| 5.000%, 06/15/37  | 7025 | 7659360 |
| County of Chesterfield <br> (GO) (ST AID <br> WITHHLDG) Series B |  |  |
| 5.000%, 01/01/28  | 2800 | 2949023 |
| County of Fairfax (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 5.000%, 10/01/27  | 1000 | 1048558 |
| 4.000%, 10/01/42  | 2265 | 2205064 |
| County of Henrico (GO) <br> (ST AID WITHHLDG)  |  |  |
| 5.000%, 08/01/27  | 1680 | 1755495 |
| 5.000%, 08/01/28  | 2945 | 3131057 |
| County of Henrico Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 05/01/25  | 3345 | 3345000 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 12/01/25  | 500 | $505505 |
| Loudoun County Sanitation <br> Authority (RB)  |  |  |
| 5.000%, 01/01/28  | 4480 | 4714901 |
| Lynchburg Economic <br> Development Authority <br> (RB)  |  |  |
| 5.000%, 01/01/28  | 420 | 438664 |
| 5.000%, 01/01/29  | 530 | 557210 |
| TOTAL VIRGINIA |  | 52030303 |
| WASHINGTON — (7.9%) | WASHINGTON — (7.9%) | WASHINGTON — (7.9%) |
| Chelan County Public <br> Utility District No. 1 (RB) <br> Series A |  |  |
| 5.000%, 07/01/25  | 900 | 902419 |
| City of Seattle (GO)  |  |  |
| 4.000%, 12/01/34  | 1020 | 1020022 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/27  | 8420 | 8771155 |
| Clark County Public Utility <br> District No. 1 Electric <br> Revenue (RB)  |  |  |
| 5.000%, 01/01/29  | 410 | 436982 |
| 5.000%, 01/01/30  | 500 | 539268 |
| Clark County Public Utility <br> District No. 1 Generating <br> System Revenue (RB)  |  |  |
| 5.000%, 01/01/29  | 645 | 687447 |
| 5.000%, 01/01/30  | 880 | 949111 |
| County of King (GO) <br> Series A |  |  |
| 5.000%, 06/01/28  | 3590 | 3803327 |
| 5.000%, 06/01/29  | 2050 | 2206328 |
| County of King (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 975 | 985664 |
| County of King Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 01/01/28  | 1625 | 1705180 |
| Energy Northwest (RB) <br> Series A |  |  |
| 5.000%, 07/01/28  | 1165 | 1206483 |
| 5.000%, 07/01/39 | 8830 | 9470350 |
| 5.000%, 07/01/40  | 3760 | 3963634 |
| 5.000%, 07/01/41  | 3370 | 3534039 |
| 4.000%, 07/01/42  | 1400 | 1323028 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| Franklin County School <br> District No. 1 Pasco <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/36  | 1445 | $1575043 |
| King County School District <br> No. 210 Federal Way <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/25  | 1815 | 1834115 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/37  | 320 | 346275 |
| 5.000%, 12/01/41  | 2275 | 2407729 |
| 4.125%, 12/01/43  | 6850 | 6657332 |
| 5.000%, 12/01/44  | 3000 | 3135095 |
| King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/25  | 2425 | 2450821 |
| 5.000%, 12/01/26  | 1555 | 1604300 |
| Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/25  | 4000 | 4041430 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/42  | 1530 | 1586133 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/37  | 1410 | 1421758 |
| State of Washington (GO) <br> Series R-2022C |  |  |
| 4.000%, 07/01/29  | 3205 | 3316260 |
| State of Washington (GO) <br> Series R-2023A |  |  |
| 5.000%, 08/01/38  | 1460 | 1587948 |
| State of Washington (GO) <br> Series R-2023B |  |  |
| 5.000%, 07/01/35  | 6000 | 6648349 |
| State of Washington (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 3000 | 3238092 |
| 5.000%, 08/01/39  | 1000 | 1055258 |
| 5.000%, 08/01/40  | 2325 | 2445202 |
| State of Washington (GO) <br> Series A-2 |  |  |
| 5.000%, 08/01/41  | 1535 | 1630144 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 02/01/38  | 2500 | 2598609 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 06/01/25  | 1500 | $1501945 |
| 5.000%, 02/01/41  | 6000 | 6033667 |
| State of Washington (GO) <br> Series E |  |  |
| 5.000%, 06/01/38  | 2425 | 2536464 |
| State of Washington (GO) <br> Series R-2018D |  |  |
| 5.000%, 08/01/33  | 3925 | 4039634 |
| TOTAL WASHINGTON |  | 105196040 |
| WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) |
| State of West Virginia (GO) <br> Series A |  |  |
| 5.000%, 12/01/41  | 2500 | 2572329 |
| West Virginia Hospital <br> Finance Authority (RB) <br> Series A |  |  |
| 5.000%, 06/01/37  | 395 | 418228 |
| TOTAL WEST VIRGINIA |  | 2990557 |
| WISCONSIN — (3.7%) | WISCONSIN — (3.7%) | WISCONSIN — (3.7%) |
| City of Madison (GO) <br> Series A |  |  |
| 4.000%, 10/01/26  | 5000 | 5076288 |
| 5.000%, 10/01/26  | 920 | 946713 |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 7745 | 8115738 |
| City of Madison (GO) <br> Series C |  |  |
| 5.000%, 10/01/26  | 945 | 972439 |
| City of Milwaukee (GO) <br> Series N4 |  |  |
| 5.000%, 04/01/27  | 4015 | 4138664 |
| 5.000%, 04/01/28  | 5385 | 5612359 |
| City of Milwaukee <br> Sewerage System <br> Revenue (RB) Series S2 |  |  |
| 5.000%, 06/01/34  | 1205 | 1284413 |
| County of Dodge (GO) <br> Series A |  |  |
| 3.000%, 03/01/28  | 1355 | 1331644 |
| Public Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 07/01/37  | 655 | 643988 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| Racine Unified School <br> District (GO) (AGM)  | Racine Unified School <br> District (GO) (AGM)  |  |  |
| ¤ | 5.000%, 04/01/39 <br> (Pre-refunded @ <br> $100, 4/1/31)<br>| 205 | $225158 |
|  | 5.000%, 04/01/39  | 920 | 969304 |
| State of Wisconsin (GO) <br> Series 1 | State of Wisconsin (GO) <br> Series 1 |  |  |
|  | 5.000%, 05/01/29  | 1555 | 1670271 |
| State of Wisconsin (GO) <br> Series 2 | State of Wisconsin (GO) <br> Series 2 |  |  |
|  | 5.000%, 05/01/37  | 1575 | 1731695 |
| State of Wisconsin (GO) <br> Series 2021-2 | State of Wisconsin (GO) <br> Series 2021-2 |  |  |
|  | 5.000%, 05/01/36  | 1210 | 1292632 |
| State of Wisconsin (GO) <br> Series 2024-2 | State of Wisconsin (GO) <br> Series 2024-2 |  |  |
|  | 5.000%, 05/01/28  | 2000 | 2115330 |
| State of Wisconsin (GO) <br> Series A | State of Wisconsin (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/25  | 2885 | 2885000 |
| State of Wisconsin (GO) <br> Series B | State of Wisconsin (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/37  | 3155 | 3434323 |
| University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series B | University of Wisconsin <br> Hospitals & Clinics (RB) <br> Series B |  |  |
|  | 5.000%, 04/01/28  | 1115 | 1173119 |
| Wisconsin Department of <br> Transportation (RB) <br> Series A | Wisconsin Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/43  | 3940 | 4196239 |
| WPPI Energy (RB) Series <br> A | WPPI Energy (RB) Series <br> A |  |  |
|  | 5.000%, 07/01/28  | 1380 | 1408539 |
| TOTAL WISCONSIN | TOTAL WISCONSIN |  | 49223856 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,348,636,584) | TOTAL MUNICIPAL <br> BONDS <br>(Cost $1,348,636,584) |  | 1324777066 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $673,098)<br>| 673031 | 673098 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,349,309,682) |  | $1325450164 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $1324777066 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1324777066 |
| Investment Companies | &nbsp;&nbsp; $673098 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 673098 |
| Total Investments in Securities | &nbsp;&nbsp; $673098 | &nbsp;&nbsp; $1324777066 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1325450164 |

---

See accompanying Notes to Financial Statements.

------

**DFA Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| ALABAMA — (0.5%) | ALABAMA — (0.5%) | ALABAMA — (0.5%) |
| Alabama Community <br> College System (RB) <br> (BAM)  |  |  |
| 5.000%, 10/01/32  | 685 | $698376 |
| Infirmary Health System <br> Special Care Facilities <br> Financing Authority of <br> Mobile (RB) Series A |  |  |
| 3.000%, 02/01/30  | 350 | 331921 |
| 4.000%, 02/01/38  | 750 | 701098 |
| University of South <br> Alabama (RB) (AGM)  |  |  |
| 4.000%, 04/01/38  | 250 | 237614 |
| University of South <br> Alabama (RB) (BAM) <br> Series A |  |  |
| 5.000%, 04/01/44  | 500 | 520271 |
| TOTAL ALABAMA |  | 2489280 |
| ALASKA — (2.0%) | ALASKA — (2.0%) | ALASKA — (2.0%) |
| Alaska Municipal Bond <br> Bank Authority (RB) <br> Series 1 |  |  |
| 5.000%, 05/01/27  | 250 | 259414 |
| Borough of <br> Matanuska-Susitna (GO) <br> Series B |  |  |
| 5.000%, 11/01/28  | 3250 | 3449799 |
| Municipality of Anchorage <br> (GO) Series A |  |  |
| 4.000%, 09/01/34  | 2945 | 2945034 |
| Municipality of Anchorage <br> (GO) Series C |  |  |
| 4.000%, 09/01/34  | 2015 | 2015023 |
| State of Alaska (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 270 | 285360 |
| TOTAL ALASKA |  | 8954630 |
| ARIZONA — (1.6%) | ARIZONA — (1.6%) | ARIZONA — (1.6%) |
| Arizona Industrial <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 02/01/37  | 1160 | 1226284 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| City of Phoenix Civic <br> Improvement Corp. (RB) <br> Series A |  |  |
| 5.000%, 07/01/34  | 1010 | $1050417 |
| Maricopa County Industrial <br> Development Authority <br> (RB) Series A |  |  |
| 3.250%, 01/01/37  | 250 | 223816 |
| 4.000%, 09/01/37  | 390 | 383711 |
| Northern Arizona University <br> (COP) (AGM)  |  |  |
| 5.000%, 09/01/25  | 550 | 553147 |
| Pinal County Electric <br> District No. 3 (RB)  |  |  |
| 5.000%, 07/01/28  | 160 | 168503 |
| Salt River Project <br> Agricultural Improvement <br> & Power District (RB) <br> Series A |  |  |
| 4.000%, 01/01/38  | 4000 | 3956573 |
| TOTAL ARIZONA |  | 7562451 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| Arkansas Development <br> Finance Authority (RB) <br> Series B-1 |  |  |
| 5.000%, 09/01/28  | 40 | 41129 |
| 5.000%, 09/01/30  | 35 | 36400 |
| North Little Rock School <br> District No. 1 (GO) (ST <br> AID WITHHLDG)  |  |  |
| 2.000%, 02/01/30  | 250 | 223352 |
| Pulaski County Special <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 2.000%, 02/01/29  | 250 | 229516 |
| TOTAL ARKANSAS |  | 530397 |
| CALIFORNIA — (1.8%) | CALIFORNIA — (1.8%) | CALIFORNIA — (1.8%) |
| California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/33  | 275 | 294367 |
| California State University <br> (RB) Series A |  |  |
| 4.000%, 11/01/36  | 3000 | 2974444 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City of Sacramento <br> Transient Occupancy <br> Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 260 | $266088 |
| Hesperia Community <br> Redevelopment <br> Successor Agency (TAN) <br> (AGM) Series A |  |  |
| 3.375%, 09/01/37  | 500 | 467248 |
| Imperial Beach <br> Redevelopment <br> Successor Agency (TAN)  |  |  |
| 4.000%, 06/01/38  | 260 | 255999 |
| Lower Tule River Irrigation <br> District (RB) Series A |  |  |
| 5.000%, 08/01/26  | 300 | 306249 |
| Mountain House Public <br> Financing Authority (RB) <br> (BAM) Series A |  |  |
| 4.000%, 12/01/29  | 165 | 169633 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series 2020-B |  |  |
| 4.000%, 05/01/40  | 210 | 205766 |
| State of California (GO)  |  |  |
| 5.000%, 08/01/35  | 2500 | 2538113 |
| Ukiah Public Financing <br> Authority (RB)  |  |  |
| 4.000%, 04/01/28  | 475 | 486616 |
| Victor Valley Transit <br> Authority (COP)  |  |  |
| 3.000%, 07/01/37  | 225 | 191409 |
| Washington Township <br> Health Care District (RB) <br> Series A |  |  |
| 4.000%, 07/01/33  | 100 | 98855 |
| TOTAL CALIFORNIA |  | 8254787 |
| COLORADO — (1.2%) | COLORADO — (1.2%) | COLORADO — (1.2%) |
| Cherokee Metropolitan <br> District (RB) (BAM)  |  |  |
| 4.000%, 08/01/34  | 175 | 177028 |
| Colorado Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/30  | 595 | 626882 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 80 | $80268 |
| 4.000%, 08/01/37  | 350 | 337530 |
| Colorado Health Facilities <br> Authority (RB) <br> Series A-2 |  |  |
| 5.000%, 08/01/35  | 910 | 940099 |
| Denver Health & Hospital <br> Authority (COP)  |  |  |
| 5.000%, 12/01/30  | 325 | 333971 |
| Denver Health & Hospital <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/33  | 1090 | 1129318 |
| E-470 Public Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/34  | 220 | 234458 |
| 5.000%, 09/01/36  | 300 | 315920 |
| Flying Horse Metropolitan <br> District No. 2 (GO) <br> (AGM) Series A |  |  |
| 4.000%, 12/01/40  | 430 | 411708 |
| Fossil Ridge Metropolitan <br> District No. 3 (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/29  | 280 | 297250 |
| South Suburban Park & <br> Recreation District <br> (COP)  |  |  |
| 5.000%, 12/15/31  | 280 | 292266 |
| Upper Eagle Regional <br> Water Authority (RB) <br> (AGM)  |  |  |
| 5.000%, 12/01/29  | 125 | 134404 |
| TOTAL COLORADO |  | 5311102 |
| CONNECTICUT — (1.2%) | CONNECTICUT — (1.2%) | CONNECTICUT — (1.2%) |
| City of Bridgeport (GO) <br> Series A |  |  |
| 5.000%, 06/01/32  | 355 | 378720 |
| City of Bridgeport (GO) <br> Series B |  |  |
| 5.000%, 08/15/26  | 500 | 511002 |
| City of New Haven (GO) <br> Series A |  |  |
| 5.000%, 08/01/29  | 595 | 632104 |
| Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 805 | 842194 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (Continued) | CONNECTICUT — (Continued) | CONNECTICUT — (Continued) |
| State of Connecticut (GO) <br> Series A |  |  |
| 4.000%, 04/15/38  | 500 | $496772 |
| State of Connecticut <br> Special Tax Revenue <br> (RB) Series A |  |  |
| 5.000%, 05/01/35  | 515 | 554616 |
| 4.000%, 09/01/36  | 1525 | 1518445 |
| 5.000%, 05/01/38  | 500 | 524811 |
| TOTAL CONNECTICUT |  | 5458664 |
| DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) |
| Delaware Municipal <br> Electric Corp. (RB)  |  |  |
| 5.000%, 07/01/29  | 150 | 159818 |
| DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) | DISTRICT OF COLUMBIA — (2.3%) |
| District of Columbia (RB)  |  |  |
| 5.000%, 04/01/26  | 185 | 187938 |
| 5.000%, 07/15/33  | 1410 | 1419368 |
| District of Columbia (GO) <br> Series D |  |  |
| 5.000%, 06/01/36  | 1660 | 1682940 |
| District of Columbia (GO) <br> Series A |  |  |
| 5.000%, 06/01/33  | 2800 | 2834419 |
| 4.000%, 10/15/39  | 1610 | 1525780 |
| Metropolitan Washington <br> Airports Authority Dulles <br> Toll Road Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/32  | 710 | 745219 |
| Washington Metropolitan <br> Area Transit Authority <br> (RB)  |  |  |
| 5.000%, 07/01/31  | 610 | 628993 |
| 5.000%, 07/01/38  | 1585 | 1604329 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 10628986 |
| FLORIDA — (13.4%) | FLORIDA — (13.4%) | FLORIDA — (13.4%) |
| Brevard County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/41  | 1500 | 1544659 |
| Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/26  | 4000 | 4086807 |
| Central Florida Expressway <br> Authority (RB) (AGM)  |  |  |
| 4.000%, 07/01/34  | 250 | 254755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Central Florida Expressway <br> Authority (RB) Series A | Central Florida Expressway <br> Authority (RB) Series A |  |  |
|  | 4.000%, 07/01/37  | 545 | $535716 |
| Central Florida Expressway <br> Authority (RB) Series B | Central Florida Expressway <br> Authority (RB) Series B |  |  |
| ¤ | 4.000%, 07/01/35 <br> (Pre-refunded @ <br> $100, 7/1/26)<br>| 2000 | 2023021 |
| Central Florida Expressway <br> Authority (RB) Series D | Central Florida Expressway <br> Authority (RB) Series D |  |  |
|  | 5.000%, 07/01/32  | 280 | 302180 |
| Central Florida Tourism <br> Oversight District Utility <br> Revenue (RB) <br> Series 2018-1 | Central Florida Tourism <br> Oversight District Utility <br> Revenue (RB) <br> Series 2018-1 |  |  |
|  | 5.000%, 10/01/29  | 400 | 423460 |
|  | 5.000%, 10/01/37  | 400 | 416473 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B | City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
|  | 5.000%, 09/01/25  | 675 | 678978 |
| City of Gainesville Utilities <br> System Revenue (RB) <br> Series A | City of Gainesville Utilities <br> System Revenue (RB) <br> Series A |  |  |
| ¤ | 5.000%, 10/01/25 <br> (Pre-refunded @ <br> $100, 10/1/25)<br>| 825 | 830411 |
|  | 5.000%, 10/01/25  | 1570 | 1580478 |
| City of Hollywood Water & <br> Sewer Revenue (RB)  | City of Hollywood Water & <br> Sewer Revenue (RB)  |  |  |
|  | 5.000%, 10/01/28  | 250 | 266282 |
| City of Lakeland <br> Department of Electric <br> Utilities (RB)  | City of Lakeland <br> Department of Electric <br> Utilities (RB)  |  |  |
|  | 5.000%, 10/01/25  | 1440 | 1449611 |
| City of Orlando Tourist <br> Development Tax <br> Revenue (RB) (AGM) <br> Series A | City of Orlando Tourist <br> Development Tax <br> Revenue (RB) (AGM) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 800 | 805329 |
| City of South Miami Health <br> Facilities Authority, Inc. <br> (RB)  | City of South Miami Health <br> Facilities Authority, Inc. <br> (RB)  |  |  |
|  | 5.000%, 08/15/32  | 550 | 564625 |
| City of Tallahassee Energy <br> System Revenue (RB)  | City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
|  | 5.000%, 10/01/31  | 2145 | 2159116 |
|  | 5.000%, 10/01/34  | 1360 | 1367821 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| County of Broward Tourist <br> Development Tax <br> Revenue (RB)  |  |  |
| 4.000%, 09/01/38  | 1035 | $1026740 |
| County of Hillsborough <br> Wastewater Impact Fee <br> (RB)  |  |  |
| 5.000%, 05/01/34  | 750 | 794595 |
| County of Miami-Dade <br> (GO) Series B |  |  |
| 4.000%, 07/01/33  | 1505 | 1502441 |
| County of Miami-Dade <br> Aviation Revenue (RB)  |  |  |
| 5.000%, 10/01/30  | 715 | 724244 |
| County of Miami-Dade <br> Seaport Department <br> (RB) Series B |  |  |
| 5.000%, 10/01/37  | 895 | 940993 |
| County of Miami-Dade <br> Water & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 2655 | 2672734 |
| County of Pasco (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 595 | 598897 |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 5.000%, 10/01/27  | 875 | 880322 |
| 4.000%, 10/01/28  | 2500 | 2505328 |
| Duval County Public <br> Schools (COP) Series B |  |  |
| 5.000%, 07/01/28  | 400 | 401034 |
| Florida Development <br> Finance Corp. (RB)  |  |  |
| 5.000%, 11/15/29  | 160 | 170336 |
| Florida Development <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/01/43  | 570 | 577765 |
| Hillsborough County <br> School Board (COP)  |  |  |
| 5.000%, 07/01/30  | 685 | 718117 |
| Hillsborough County <br> School Board (COP) <br> Series A |  |  |
| 5.000%, 07/01/26  | 670 | 671738 |
| Hillsborough County <br> School Board (COP) <br> Series B |  |  |
| 5.000%, 07/01/28  | 895 | 923044 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Manatee County School <br> District (COP) (AGC) <br> Series 2025A |  |  |
| 5.000%, 07/01/44  | 2895 | $2990917 |
| Marion County School <br> Board (COP) (AGM)  |  |  |
| 5.000%, 06/01/42  | 1000 | 1046484 |
| 5.000%, 06/01/43  | 1000 | 1041441 |
| Miami-Dade County <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 415 | 430812 |
| 5.000%, 04/01/44  | 2250 | 2293267 |
| Miami-Dade County <br> Expressway Authority <br> (RB) Series A |  |  |
| 5.000%, 07/01/33  | 515 | 520800 |
| North Broward Hospital <br> District (RB) Series B |  |  |
| 5.000%, 01/01/35  | 290 | 292982 |
| Orange County Health <br> Facilities Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 10/01/44  | 1415 | 1443116 |
| Orange County Health <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/42  | 500 | 513385 |
| Orlando Utilities <br> Commission (RB) <br> Series A |  |  |
| 4.000%, 10/01/32  | 3220 | 3245670 |
| 5.000%, 10/01/44  | 2810 | 2982900 |
| Polk County School District <br> (COP) Series A |  |  |
| 5.000%, 01/01/28  | 660 | 691683 |
| School Board of <br> Miami-Dade County <br> (GO)  |  |  |
| 5.000%, 03/15/39  | 1345 | 1359996 |
| School Board of <br> Miami-Dade County <br> (COP) Series A |  |  |
| 5.000%, 05/01/31  | 595 | 595000 |
| School District of Broward <br> County (COP) Series A |  |  |
| 5.000%, 07/01/32  | 670 | 680429 |
| South Florida Water <br> Management District <br> (COP)  |  |  |
| 3.000%, 10/01/31  | 450 | 426062 |
| 5.000%, 10/01/36  | 1560 | 1578850 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| State of Florida (GO) <br> Series A |  |  |
| 4.000%, 07/01/38  | 1650 | $1617234 |
| State of Florida <br> Department of <br> Transportation Turnpike <br> System Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/39  | 2500 | 2502720 |
| Volusia County School <br> Board (COP) Series A |  |  |
| 5.000%, 08/01/30  | 500 | 539989 |
| West Palm Beach <br> Community <br> Redevelopment Agency <br> (TAN)  |  |  |
| 5.000%, 03/01/28  | 275 | 276687 |
| TOTAL FLORIDA |  | 61468474 |
| GEORGIA — (0.7%) | GEORGIA — (0.7%) | GEORGIA — (0.7%) |
| Board of Water Light & <br> Sinking Fund <br> Commissioners of The <br> City of Dalton (RB)  |  |  |
| 5.000%, 03/01/26  | 100 | 101182 |
| 5.000%, 03/01/29  | 250 | 256179 |
| Brookhaven Development <br> Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 275 | 289926 |
| City of Atlanta Department <br> of Aviation (RB) Series E |  |  |
| 5.000%, 07/01/34  | 375 | 397023 |
| Cobb County Kennestone <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 04/01/37  | 790 | 801073 |
| Development Authority for <br> Fulton County (RB) <br> Series A |  |  |
| 5.000%, 10/01/30  | 425 | 452676 |
| Municipal Electric Authority <br> of Georgia (RB) Series A |  |  |
| 5.000%, 11/01/27  | 100 | 104308 |
| Paulding County Hospital <br> Authority (RB) Series A |  |  |
| 4.000%, 04/01/41  | 170 | 155444 |
| Private Colleges & <br> Universities Authority <br> (RB)  |  |  |
| 5.000%, 10/01/27  | 250 | 259183 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| 5.000%, 10/01/28  | 170 | $178253 |
| TOTAL GEORGIA |  | 2995247 |
| HAWAII — (0.3%) | HAWAII — (0.3%) | HAWAII — (0.3%) |
| State of Hawaii Airports <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/29  | 315 | 338155 |
| 4.000%, 07/01/39  | 700 | 681193 |
| University of Hawaii (RB) <br> Series B |  |  |
| 3.000%, 10/01/31  | 510 | 488071 |
| TOTAL HAWAII |  | 1507419 |
| IDAHO — (0.4%) | IDAHO — (0.4%) | IDAHO — (0.4%) |
| Idaho Health Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 03/01/44  | 1300 | 1337609 |
| Idaho Health Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 03/01/37  | 440 | 454011 |
| TOTAL IDAHO |  | 1791620 |
| ILLINOIS — (5.8%) | ILLINOIS — (5.8%) | ILLINOIS — (5.8%) |
| Chicago O'Hare <br> International Airport (RB) <br> Series A |  |  |
| 5.000%, 01/01/31  | 260 | 278431 |
| Chicago O'Hare <br> International Airport (RB) <br> Series C |  |  |
| 5.000%, 01/01/38  | 1770 | 1774442 |
| Chicago O'Hare <br> International Airport (RB) <br> Series D |  |  |
| 5.000%, 01/01/41  | 1045 | 1086223 |
| Chicago Park District (GO) <br> Series A |  |  |
| 5.000%, 01/01/43  | 100 | 102667 |
| 5.000%, 01/01/44  | 200 | 204369 |
| Chicago Transit Authority <br> Capital Grant Receipts <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28 | 1825 | 1895140 |
| 5.000%, 06/01/29  | 1265 | 1326652 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/44  | 750 | 773503 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  | Cook County Community <br> Consolidated School <br> District No. 34 Glenview <br> (GO)  |  |  |
|  | 5.000%, 12/01/25  | 1000 | $1010017 |
| Cook County High School <br> District No. 202 <br> Evanston Township (GO)  | Cook County High School <br> District No. 202 <br> Evanston Township (GO)  |  |  |
|  | 5.000%, 12/01/27  | 1000 | 1011029 |
| County of Cook Sales Tax <br> Revenue (RB) Series A | County of Cook Sales Tax <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 11/15/29  | 155 | 165678 |
|  | 4.000%, 11/15/39  | 135 | 128852 |
|  | 5.000%, 11/15/42  | 1255 | 1297250 |
| Elmhurst Park District (GO)  | Elmhurst Park District (GO)  |  |  |
|  | 5.000%, 12/15/42  | 230 | 243007 |
|  | 5.000%, 12/15/44  | 1000 | 1046480 |
| Grundy & Will Counties <br> Community Unit School <br> District No. 1 Coal City <br> (GO)  | Grundy & Will Counties <br> Community Unit School <br> District No. 1 Coal City <br> (GO)  |  |  |
| ¤ | 5.000%, 02/01/27 <br> (Pre-refunded @ <br> $100, 2/1/26)<br>| 160 | 162098 |
|  | 5.000%, 02/01/27  | 415 | 420975 |
| Illinois Finance Authority <br> (RB) Series A | Illinois Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 08/15/26  | 740 | 754082 |
|  | 5.000%, 08/15/35  | 620 | 656984 |
| Illinois Finance Authority <br> (RB) Series C | Illinois Finance Authority <br> (RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 915 | 934206 |
|  | 5.000%, 02/15/31  | 645 | 658106 |
|  | 4.000%, 02/15/33  | 610 | 607221 |
| Illinois State Toll Highway <br> Authority (RB) Series A | Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
|  | 4.000%, 01/01/39  | 250 | 241503 |
|  | 5.000%, 01/01/39  | 1030 | 1053870 |
| Illinois State Toll Highway <br> Authority (RB) Series B | Illinois State Toll Highway <br> Authority (RB) Series B |  |  |
|  | 5.000%, 01/01/36  | 2000 | 2010111 |
| Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO)  | Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO)  |  |  |
|  | 4.000%, 12/15/41  | 1000 | 974442 |
| Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B | Kane Cook & DuPage etc. <br> Counties Community <br> College District No. 509 <br> Elgin (GO) Series B |  |  |
|  | 4.000%, 12/15/26  | 460 | 467192 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Knox & Warren Counties <br> Community Unit School <br> District No. 205 <br> Galesburg (GO) (BAM) <br> Series B | Knox & Warren Counties <br> Community Unit School <br> District No. 205 <br> Galesburg (GO) (BAM) <br> Series B |  |  |
|  | 4.000%, 01/01/27  | 500 | $505256 |
| Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series A | Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series A |  |  |
|  | 5.000%, 12/01/44  | 750 | 789552 |
| Sales Tax Securitization <br> Corp. (RB) Series A | Sales Tax Securitization <br> Corp. (RB) Series A |  |  |
|  | 5.000%, 01/01/44  | 800 | 829797 |
| State of Illinois (GO)  | State of Illinois (GO)  |  |  |
|  | 5.500%, 01/01/30  | 1020 | 1097217 |
|  | 4.000%, 06/01/37  | 100 | 92523 |
| State of Illinois (GO) <br> Series A | State of Illinois (GO) <br> Series A |  |  |
|  | 5.000%, 11/01/25  | 525 | 529063 |
| State of Illinois (GO) <br> Series B | State of Illinois (GO) <br> Series B |  |  |
|  | 5.000%, 05/01/25  | 570 | 570000 |
| Village of Schaumburg <br> (GO) Series A | Village of Schaumburg <br> (GO) Series A |  |  |
|  | 4.000%, 12/01/26  | 510 | 517556 |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AGM)  | Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AGM)  |  |  |
|  | 5.000%, 01/01/27  | 245 | 247496 |
| Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AGM) Series B | Will County Community <br> Unit School District No. <br> 201-U Crete-Monee <br> (GO) (AGM) Series B |  |  |
| ¤ | 5.000%, <br> 01/01/27(Pre-refunded <br> @ $100, 1/1/26)<br>| 300 | 303721 |
| TOTAL ILLINOIS | TOTAL ILLINOIS |  | 26766711 |
| INDIANA — (1.2%) | INDIANA — (1.2%) | INDIANA — (1.2%) | INDIANA — (1.2%) |
| Ball State University (RB) <br> Series R | Ball State University (RB) <br> Series R |  |  |
|  | 5.000%, 07/01/29  | 410 | 424011 |
| City of Hobart (GO) (ST <br> INTERCEPT) Series B | City of Hobart (GO) (ST <br> INTERCEPT) Series B |  |  |
|  | 3.000%, 01/01/26  | 300 | 297182 |
| Indiana Finance Authority <br> (RB) Series A | Indiana Finance Authority <br> (RB) Series A |  |  |
|  | 5.000%, 07/01/29  | 400 | 419976 |
|  | 4.000%, 02/01/34  | 750 | 757000 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| INDIANA — (Continued) | INDIANA — (Continued) | INDIANA — (Continued) |
| 5.000%, 10/01/41  | 510 | $540776 |
| Indiana Municipal Power <br> Agency (RB) Series A |  |  |
| 4.000%, 01/01/39  | 1595 | 1533440 |
| Indiana State University <br> (RB) Series T |  |  |
| 4.000%, 10/01/39  | 110 | 107559 |
| Indiana University (RB) <br> Series A |  |  |
| 4.000%, 06/01/35  | 875 | 869173 |
| Muncie Sanitary District <br> (RB) (AGM) Series A |  |  |
| 5.000%, 07/01/27  | 350 | 361174 |
| TOTAL INDIANA |  | 5310291 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| City of Sioux City (GO) <br> Series C |  |  |
| 5.000%, 06/01/25  | 1375 | 1376500 |
| KANSAS — (0.7%) | KANSAS — (0.7%) | KANSAS — (0.7%) |
| City of Lawrence (GO) <br> Series I |  |  |
| 4.000%, 05/01/26  | 3000 | 3026740 |
| KENTUCKY — (1.1%) | KENTUCKY — (1.1%) | KENTUCKY — (1.1%) |
| Campbell Kenton & Boone <br> Counties Sanitation <br> District No. 1 (RB)  |  |  |
| 2.000%, 08/01/30  | 300 | 267343 |
| City of Hazard (RB)  |  |  |
| 5.000%, 07/01/29  | 1000 | 1044438 |
| Eastern Kentucky <br> University (RB) (BAM ST <br> INTERCEPT) Series A |  |  |
| 5.000%, 04/01/38  | 680 | 715342 |
| Kentucky State Property & <br> Building Commission <br> (RB)  |  |  |
| 5.000%, 05/01/36  | 500 | 514739 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series A |  |  |
| 5.000%, 11/01/29  | 545 | 574315 |
| Louisville/Jefferson County <br> Metropolitan <br> Government (RB) <br> Series A |  |  |
| 5.000%, 10/01/26  | 1165 | 1190672 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| University of Louisville <br> (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 4.000%, 09/01/30  | 400 | $406554 |
| University of Louisville <br> (RB) (ST INTERCEPT) <br> Series C |  |  |
| 4.000%, 09/01/26  | 400 | 402627 |
| TOTAL KENTUCKY |  | 5116030 |
| LOUISIANA — (0.7%) | LOUISIANA — (0.7%) | LOUISIANA — (0.7%) |
| City of New Orleans (GO)  |  |  |
| 5.000%, 12/01/30  | 1000 | 1083706 |
| City of New Orleans <br> Sewerage Service <br> Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 140 | 146341 |
| City of New Orleans Water <br> System Revenue (RB)  |  |  |
| 5.000%, 12/01/28  | 335 | 337800 |
| Lafourche Parish School <br> Board (GO)  |  |  |
| 5.000%, 03/01/28  | 645 | 674730 |
| 5.000%, 03/01/29  | 40 | 42381 |
| Louisiana Public Facilities <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 250 | 263433 |
| Louisiana Stadium & <br> Exposition District (RB) <br> Series A |  |  |
| 5.000%, 07/01/38  | 200 | 212855 |
| Tangipahoa Parish Hospital <br> Service District No. 1 <br> (RB)  |  |  |
| 5.000%, 02/01/29  | 505 | 525259 |
| TOTAL LOUISIANA |  | 3286505 |
| MAINE — (0.1%) | MAINE — (0.1%) | MAINE — (0.1%) |
| City of Portland General <br> Airport Revenue (RB)  |  |  |
| 5.000%, 01/01/27  | 235 | 237223 |
| MARYLAND — (1.0%) | MARYLAND — (1.0%) | MARYLAND — (1.0%) |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 07/01/42  | 365 | 379427 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 2.450%, 06/01/48  | 785 | $785000 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 4.000%, 01/01/35  | 1000 | 965566 |
| Washington Suburban <br> Sanitary Commission <br> (RB)  |  |  |
| 4.000%, 06/01/41  | 1075 | 1057314 |
| Washington Suburban <br> Sanitary Commission <br> (RB) Series 2ND |  |  |
| 4.000%, 06/01/41  | 1300 | 1278613 |
| TOTAL MARYLAND |  | 4465920 |
| MASSACHUSETTS — (3.1%) | MASSACHUSETTS — (3.1%) | MASSACHUSETTS — (3.1%) |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/25/25  | 325 | 324731 |
| Commonwealth of <br> Massachusetts (GO) <br> Series A |  |  |
| 5.000%, 01/01/43  | 3900 | 3955750 |
| Commonwealth of <br> Massachusetts (GO) <br> Series D |  |  |
| 4.000%, 02/01/37  | 1280 | 1272072 |
| 4.000%, 05/01/39  | 815 | 797181 |
| Commonwealth of <br> Massachusetts <br> Transportation Fund <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/41  | 2000 | 2033677 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series A |  |  |
| 4.000%, 07/15/36  | 2000 | 1958030 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series G |  |  |
| 5.000%, 07/01/33  | 325 | 345940 |
| 5.000%, 07/01/38  | 1035 | 1076345 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series I |  |  |
| 5.000%, 07/01/29  | 1060 | 1073807 |
| 5.000%, 10/01/29  | 150 | 159415 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| Massachusetts <br> Development Finance <br> Agency (RB) Series K |  |  |
| 5.000%, 07/01/30  | 775 | $819833 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/44  | 525 | 529625 |
| TOTAL <br> MASSACHUSETTS |  | 14346406 |
| MICHIGAN — (2.9%) | MICHIGAN — (2.9%) | MICHIGAN — (2.9%) |
| Central Michigan University <br> (RB)  |  |  |
| 4.000%, 10/01/35  | 450 | 453934 |
| 4.000%, 10/01/36  | 470 | 470410 |
| City of Dearborn Heights <br> (GO) (BAM)  |  |  |
| 3.000%, 05/01/27  | 855 | 847652 |
| City of Saginaw Water <br> Supply System Revenue <br> (RB) (AGM)  |  |  |
| 4.000%, 07/01/29  | 510 | 519083 |
| Eastern Michigan <br> University (RB) (BAM) <br> Series A |  |  |
| 5.000%, 03/01/31  | 645 | 658160 |
| 4.000%, 03/01/34  | 320 | 318750 |
| Farmington Public School <br> District (GO) (BAM)  |  |  |
| 3.375%, 05/01/34  | 250 | 236885 |
| Ferris State University (RB)  |  |  |
| 5.000%, 10/01/27  | 550 | 563256 |
| Grand Traverse County <br> Hospital Finance <br> Authority (RB)  |  |  |
| 5.000%, 07/01/29  | 230 | 243399 |
| Kalamazoo Public Schools <br> (GO)  |  |  |
| 4.000%, 05/01/25  | 190 | 190000 |
| Karegnondi Water Authority <br> (RB)  |  |  |
| 5.000%, 11/01/29  | 535 | 551730 |
| Michigan Finance Authority <br> (RB)  |  |  |
| 5.000%, 11/15/27  | 1320 | 1351170 |
| 4.000%, 11/15/35  | 295 | 287429 |
| 5.000%, 11/15/37  | 1485 | 1497715 |
| Michigan Finance Authority <br> (RB) Series 2013-2 |  |  |
| 4.000%, 12/01/35  | 1975 | 1933817 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| Michigan Finance Authority <br> (RB) Series 2016MI |  |  |
| 5.000%, 12/01/34  | 1735 | $1744239 |
| Michigan Finance Authority <br> (RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 705 | 720718 |
| Wayne County Airport <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/40  | 500 | 527123 |
| TOTAL MICHIGAN |  | 13115470 |
| MINNESOTA — (0.1%) | MINNESOTA — (0.1%) | MINNESOTA — (0.1%) |
| Plymouth Intermediate <br> District No. 287 (COP) <br> Series A |  |  |
| 5.000%, 02/01/30  | 230 | 237115 |
| Southern Minnesota <br> Municipal Power Agency <br> (RB) Series A |  |  |
| 5.000%, 01/01/35  | 75 | 75810 |
| TOTAL MINNESOTA |  | 312925 |
| MISSISSIPPI — (0.5%) | MISSISSIPPI — (0.5%) | MISSISSIPPI — (0.5%) |
| Mississippi Development <br> Bank (RB) Series A |  |  |
| 5.000%, 04/01/28  | 635 | 641590 |
| State of Mississippi (GO) <br> Series C |  |  |
| 4.000%, 10/01/37  | 1500 | 1475660 |
| TOTAL MISSISSIPPI |  | 2117250 |
| MISSOURI — (1.0%) | MISSOURI — (1.0%) | MISSOURI — (1.0%) |
| City of St. Charles (COP) <br> Series B |  |  |
| 3.000%, 02/01/37  | 440 | 386082 |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
| 5.000%, 11/15/29  | 350 | 368654 |
| 4.000%, 07/01/34  | 510 | 516296 |
| 5.000%, 11/15/38  | 1070 | 1098654 |
| Jefferson County <br> Consolidated School <br> District No. 6 (GO) <br> Series A |  |  |
| 3.000%, 03/01/34  | 140 | 128315 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) |
| Kansas City Industrial <br> Development Authority <br> (RB) Series B |  |  |
| 5.000%, 03/01/30  | 15 | $16122 |
| 5.000%, 03/01/33  | 450 | 480477 |
| Stone County Reorganized <br> School District No. 4 <br> Reeds Spring (GO)  |  |  |
| 4.000%, 03/01/34  | 1195 | 1195380 |
| University City School <br> District (GO)  |  |  |
| 5.000%, 02/15/26  | 175 | 177335 |
| TOTAL MISSOURI |  | 4367315 |
| MONTANA — (0.1%) | MONTANA — (0.1%) | MONTANA — (0.1%) |
| Montana Facility Finance <br> Authority (RB) Series A |  |  |
| 4.000%, 06/01/35  | 500 | 496577 |
| NEBRASKA — (0.5%) | NEBRASKA — (0.5%) | NEBRASKA — (0.5%) |
| Public Power Generation <br> Agency (RB)  |  |  |
| 5.000%, 01/01/37  | 1500 | 1515014 |
| 5.000%, 01/01/41  | 1000 | 1007285 |
| TOTAL NEBRASKA |  | 2522299 |
| NEVADA — (3.4%) | NEVADA — (3.4%) | NEVADA — (3.4%) |
| City of North Las Vegas <br> (GO) (BAM)  |  |  |
| 5.000%, 06/01/28  | 560 | 591583 |
| Clark County School <br> District (GO) Series A |  |  |
| 5.000%, 06/15/28  | 615 | 634200 |
| Clark County School <br> District (GO) Series D |  |  |
| 5.000%, 06/15/28  | 1670 | 1685599 |
| Clark County School <br> District (GO) (AGM) <br> Series A |  |  |
| 4.000%, 06/15/40  | 395 | 376404 |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 3490 | 3499146 |
| County of Clark (GO) <br> Series C |  |  |
| 4.000%, 07/01/32  | 1340 | 1344697 |
| County of Clark <br> Department of Aviation <br> (RB) Series B |  |  |
| 5.000%, 07/01/32  | 445 | 471812 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| 5.000%, 07/01/40  | 500 | $514108 |
| County of Clark Passenger <br> Facility Charge Revenue <br> (RB) Series E |  |  |
| 5.000%, 07/01/32  | 320 | 339280 |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series A |  |  |
| 5.000%, 07/01/40  | 365 | 386821 |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series C |  |  |
| 4.000%, 07/01/35  | 1345 | 1331802 |
| Nevada System of Higher <br> Education (RB)  |  |  |
| 3.000%, 07/01/32  | 275 | 259529 |
| State of Nevada (GO) <br> Series D |  |  |
| 5.000%, 04/01/27  | 2390 | 2390000 |
| Washoe County School <br> District (GO)  |  |  |
| 5.000%, 06/01/25  | 1515 | 1516909 |
| Washoe County School <br> District (GO) (BAM)  |  |  |
| 5.000%, 10/01/25  | 365 | 367630 |
| TOTAL NEVADA |  | 15709520 |
| NEW JERSEY — (0.9%) | NEW JERSEY — (0.9%) | NEW JERSEY — (0.9%) |
| City of Vineland (GO) <br> (AGM)  |  |  |
| 3.000%, 10/01/28  | 515 | 504847 |
| Gloucester County <br> Improvement Authority <br> (RB) (BAM)  |  |  |
| 5.000%, 07/01/32  | 145 | 155166 |
| New Brunswick Parking <br> Authority (RB) (BAM)  |  |  |
| 5.000%, 09/01/27  | 325 | 326938 |
| New Jersey Educational <br> Facilities Authority (RB) <br> (AGM) Series A |  |  |
| 5.000%, 07/01/33  | 300 | 308357 |
| New Jersey Educational <br> Facilities Authority (RB) <br> (AGM) Series C |  |  |
| 5.000%, 07/01/28  | 100 | 104541 |
| New Jersey Health Care <br> Facilities Financing <br> Authority (RB)  |  |  |
| 5.000%, 07/01/28  | 155 | 155949 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| New Jersey Transportation <br> Trust Fund Authority <br> (RB) Series AA |  |  |
| 5.000%, 06/15/31  | 700 | $758038 |
| New Jersey Turnpike <br> Authority (RB) Series G |  |  |
| 3.250%, 01/01/38  | 865 | 760883 |
| Passaic Valley Sewerage <br> Commission (RB) (AGM) <br> Series J |  |  |
| 3.000%, 12/01/32  | 750 | 709332 |
| State of New Jersey (GO) <br> Series A |  |  |
| 4.000%, 06/01/31  | 345 | 359365 |
| TOTAL NEW JERSEY |  | 4143416 |
| NEW MEXICO — (0.4%) | NEW MEXICO — (0.4%) | NEW MEXICO — (0.4%) |
| New Mexico Hospital <br> Equipment Loan Council <br> (RB) Series A |  |  |
| 4.000%, 08/01/36  | 1785 | 1717018 |
| NEW YORK — (4.3%) | NEW YORK — (4.3%) | NEW YORK — (4.3%) |
| City of New York (GO) <br> Series F-6 |  |  |
| 2.500%, 06/01/44  | 1180 | 1180000 |
| Elmira City School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/13/25  | 1500 | 1501548 |
| Horseheads Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/25  | 1500 | 1500665 |
| Lewiston-Porter Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.250%, 06/24/25  | 1535 | 1536254 |
| Metropolitan Transportation <br> Authority (RB) Series C1 |  |  |
| 5.250%, 11/15/29  | 825 | 830556 |
| Metropolitan Transportation <br> Authority (RB) <br> Series C-1 |  |  |
| 5.000%, 11/15/30  | 1015 | 1050412 |
| Monroe County Industrial <br> Development Corp. (RB)  |  |  |
| 5.000%, 07/01/27  | 150 | 154662 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
| 5.000%, 12/01/25  | 715 | $718575 |
| 5.000%, 12/01/28  | 315 | 329345 |
| New York City Industrial <br> Development Agency <br> (RB) (AGM) Series A |  |  |
| 3.000%, 01/01/33  | 500 | 465529 |
| New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
| 5.000%, 11/15/35  | 1020 | 1024988 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 03/15/36  | 2000 | 2027771 |
| Niagara Falls City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 07/10/25  | 2000 | 2002658 |
| Poughkeepsie School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/25/25  | 1500 | 1501652 |
| Salmon River Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/27/25  | 2000 | 2000915 |
| Southwestern Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.250%, 06/26/25  | 1500 | 1501553 |
| Wayne Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/27/25  | 350 | 350297 |
| TOTAL NEW YORK |  | 19677380 |
| NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) | NORTH CAROLINA — (1.4%) |
| Charlotte-Mecklenburg <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 01/15/38  | 1610 | 1617985 |
| City of Charlotte Airport <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/41  | 1460 | 1536002 |
| North Carolina Capital <br> Facilities Finance <br> Agency (RB)  |  |  |
| 4.000%, 05/01/34  | 490 | 481429 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| North Carolina Municipal <br> Power Agency No. 1 <br> (RB) Series A |  |  |
| 5.000%, 01/01/29  | 425 | $451150 |
| North Carolina Turnpike <br> Authority (RB) (AGM)  |  |  |
| 5.000%, 01/01/38  | 1000 | 1033608 |
| 5.000%, 01/01/39  | 1415 | 1433318 |
| TOTAL NORTH <br> CAROLINA |  | 6553492 |
| NORTH DAKOTA — (0.3%) | NORTH DAKOTA — (0.3%) | NORTH DAKOTA — (0.3%) |
| City of Fargo (GO) <br> Series H |  |  |
| 4.000%, 05/01/43  | 1000 | 949568 |
| City of Grand Forks (RB)  |  |  |
| 5.000%, 12/01/29  | 250 | 258888 |
| TOTAL NORTH DAKOTA |  | 1208456 |
| OHIO — (0.7%) | OHIO — (0.7%) | OHIO — (0.7%) |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 225 | 233727 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/28  | 1080 | 1127085 |
| City of Mansfield (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/25  | 190 | 191575 |
| County of Montgomery <br> (RB)  |  |  |
| 5.000%, 08/01/28  | 370 | 387777 |
| 4.000%, 08/01/39  | 600 | 584441 |
| 4.000%, 08/01/40  | 500 | 480094 |
| Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 4.000%, 05/01/40  | 10 | 9240 |
| Ohio Higher Educational <br> Facility Commission <br> (RB) Series B |  |  |
| 5.000%, 12/01/26  | 335 | 345312 |
| TOTAL OHIO |  | 3359251 |
| OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) |
| City of Oklahoma City <br> (GO)  |  |  |
| 2.000%, 03/01/26  | 2000 | 1966446 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) |
| Oklahoma Development <br> Finance Authority (RB) <br> Series B | Oklahoma Development <br> Finance Authority (RB) <br> Series B |  |  |
|  | 4.000%, 06/01/29  | 770 | $772686 |
| University of Oklahoma <br> (RB) Series C | University of Oklahoma <br> (RB) Series C |  |  |
|  | 5.000%, 07/01/27  | 255 | 259826 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 2998958 |
| OREGON — (0.3%) | OREGON — (0.3%) | OREGON — (0.3%) | OREGON — (0.3%) |
| Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A | Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A |  |  |
|  | 5.000%, 01/01/28  | 215 | 220938 |
| Metro (RB)  | Metro (RB)  |  |  |
|  | 5.000%, 06/15/30  | 225 | 231559 |
| Salem Hospital Facility <br> Authority (RB) Series A | Salem Hospital Facility <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/15/31  | 575 | 582727 |
|  | 5.000%, 05/15/37  | 200 | 206910 |
| TOTAL OREGON | TOTAL OREGON |  | 1242134 |
| PENNSYLVANIA — (3.3%) | PENNSYLVANIA — (3.3%) | PENNSYLVANIA — (3.3%) | PENNSYLVANIA — (3.3%) |
| Allegheny County Hospital <br> Development Authority <br> (RB) Series A | Allegheny County Hospital <br> Development Authority <br> (RB) Series A |  |  |
|  | 5.000%, 04/01/31  | 1250 | 1290088 |
|  | 5.000%, 04/01/36  | 430 | 437225 |
|  | 4.000%, 07/15/38  | 1125 | 1074234 |
| Butler Area Sewer <br> Authority (RB) (BAM) <br> Series A | Butler Area Sewer <br> Authority (RB) (BAM) <br> Series A |  |  |
| ¤ | 2.000%, 07/01/29 <br> (Pre-refunded @ <br> $100, 1/1/26)<br>| 300 | 297504 |
| Chester County School <br> Authority (RB)  | Chester County School <br> Authority (RB)  |  |  |
|  | 5.000%, 03/01/28  | 320 | 324704 |
| City of Philadelphia (GO) <br> Series A | City of Philadelphia (GO) <br> Series A |  |  |
|  | 4.000%, 05/01/38  | 810 | 810939 |
| City of Philadelphia (GO) <br> Series B | City of Philadelphia (GO) <br> Series B |  |  |
|  | 5.000%, 02/01/37  | 515 | 535917 |
| City of Philadelphia Airport <br> Revenue (RB) Series A | City of Philadelphia Airport <br> Revenue (RB) Series A |  |  |
|  | 4.000%, 07/01/39  | 1000 | 973133 |
| City of Philadelphia Airport <br> Revenue (RB) Series B | City of Philadelphia Airport <br> Revenue (RB) Series B |  |  |
|  | 4.000%, 07/01/36  | 250 | 250065 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| County of Westmoreland <br> (GO) Series A |  |  |
| 5.000%, 08/15/29  | 530 | $555686 |
| Derry Township Industrial & <br> Commercial <br> Development Authority <br> (RB)  |  |  |
| 4.000%, 11/15/29  | 400 | 406584 |
| DuBois Hospital Authority <br> (RB)  |  |  |
| 5.000%, 07/15/32  | 250 | 245882 |
| Lancaster Higher <br> Education Authority (RB) <br> (BAM)  |  |  |
| 5.000%, 10/01/28  | 500 | 524127 |
| Montgomery County Higher <br> Education & Health <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 955 | 992229 |
| Pennsylvania Economic <br> Development Financing <br> Authority (RB) <br> Series 2025B |  |  |
| 5.000%, 03/15/26  | 200 | 202901 |
| Pennsylvania Higher <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 05/01/29  | 245 | 247295 |
| 5.000%, 05/01/34  | 1270 | 1276687 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series A-1 |  |  |
| 5.000%, 12/01/33  | 1565 | 1583551 |
| Pennsylvania Turnpike <br> Commission (RB) <br> Series B |  |  |
| 5.000%, 12/01/37 | 1250 | 1330315 |
| Philadelphia Gas Works <br> Co. (RB) (AGM) <br> Series A |  |  |
| 5.000%, 08/01/28  | 250 | 264282 |
| Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 475 | 512504 |
| 5.000%, 09/01/31  | 780 | 847969 |
| Pittsburgh Water & Sewer <br> Authority (RB) (AGM) <br> Series B |  |  |
| 5.000%, 09/01/28  | 245 | 260035 |
| TOTAL PENNSYLVANIA |  | 15243856 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (0.0%) | RHODE ISLAND — (0.0%) | RHODE ISLAND — (0.0%) |
| City of Providence (GO) <br> Series A |  |  |
| 5.000%, 01/15/26  | 185 | $186840 |
| SOUTH CAROLINA — (1.0%) | SOUTH CAROLINA — (1.0%) | SOUTH CAROLINA — (1.0%) |
| College of Charleston (RB) <br> Series A |  |  |
| 3.000%, 04/01/32  | 750 | 714202 |
| Piedmont Municipal Power <br> Agency (RB) Series A |  |  |
| 5.000%, 01/01/27  | 460 | 460490 |
| Piedmont Municipal Power <br> Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 500 | 500673 |
| South Carolina <br> Jobs-Economic <br> Development Authority <br> (RB) Series A |  |  |
| 5.250%, 11/01/43  | 1235 | 1299279 |
| South Carolina Public <br> Service Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/37  | 380 | 380003 |
| 4.000%, 12/01/40  | 1095 | 1038667 |
| 5.000%, 12/01/44  | 180 | 182280 |
| TOTAL SOUTH <br> CAROLINA |  | 4575594 |
| SOUTH DAKOTA — (0.2%) | SOUTH DAKOTA — (0.2%) | SOUTH DAKOTA — (0.2%) |
| City of Sioux Falls Sales <br> Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 11/15/26  | 860 | 884715 |
| South Dakota Health & <br> Educational Facilities <br> Authority (RB)  |  |  |
| 3.250%, 09/01/32  | 130 | 124561 |
| TOTAL SOUTH DAKOTA |  | 1009276 |
| TENNESSEE — (2.8%) | TENNESSEE — (2.8%) | TENNESSEE — (2.8%) |
| Chattanooga Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 1050 | 1053514 |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series LL |  |  |
| 5.000%, 07/01/25  | 970 | 972592 |
| County of Williamson (GO)  |  |  |
| 4.000%, 04/01/42  | 1000 | 973887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| Greeneville Health & <br> Educational Facilities <br> Board (RB) Series A | Greeneville Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
|  | 5.000%, 07/01/30  | 665 | $688267 |
| Knox County Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A | Knox County Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A |  |  |
|  | 5.000%, 01/01/33  | 760 | 773007 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A | Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
|  | 5.000%, 07/01/30  | 190 | 192435 |
|  | 5.000%, 07/01/31  | 1240 | 1327746 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  | Metropolitan Government <br> of Nashville & Davidson <br> County (GO)  |  |  |
|  | 5.000%, 01/01/28  | 1085 | 1108025 |
|  | 4.000%, 07/01/37  | 3000 | 2969317 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
|  | 4.000%, 01/01/44  | 3000 | 2814459 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 12873249 |
| TEXAS — (18.1%) | TEXAS — (18.1%) | TEXAS — (18.1%) | TEXAS — (18.1%) |
| Arlington Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series A | Arlington Higher Education <br> Finance Corp. (RB) <br> (PSF-GTD) Series A |  |  |
|  | 5.000%, 08/15/28  | 300 | 318007 |
| Austin Independent School <br> District (GO)  | Austin Independent School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/41  | 1475 | 1563556 |
| Austin Independent School <br> District (GO) (PSF-GTD)  | Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 4.000%, 08/01/44  | 1440 | 1363257 |
| Bexar County Hospital <br> District (GO)  | Bexar County Hospital <br> District (GO)  |  |  |
|  | 5.000%, 02/15/27  | 565 | 583251 |
|  | 5.000%, 02/15/42  | 280 | 290038 |
| Brushy Creek Regional <br> Utility Authority, Inc. (RB)  | Brushy Creek Regional <br> Utility Authority, Inc. (RB)  |  |  |
|  | 4.000%, 08/01/32  | 255 | 253096 |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series A | Central Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 01/01/45 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1430 | 1433830 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series B |  |  |
| 5.000%, 01/01/39  | 500 | $520388 |
| 4.000%, 01/01/40  | 755 | 714647 |
| Central Texas Turnpike <br> System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 1310 | 1367393 |
| City of Austin (GO)  |  |  |
| 5.000%, 09/01/44  | 440 | 461979 |
| City of Austin Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 11/15/32  | 525 | 531476 |
| City of Austin Electric Utility <br> Revenue (RB)  |  |  |
| 5.000%, 11/15/43  | 250 | 263284 |
| 5.000%, 11/15/44  | 165 | 172883 |
| City of Celina (GO)  |  |  |
| 4.125%, 09/01/25  | 1000 | 1002548 |
| City of El Paso (GO) <br> Series A |  |  |
| 5.000%, 08/15/26  | 1075 | 1102325 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/45  | 735 | 756739 |
| City of Fort Worth (GO)  |  |  |
| 4.000%, 03/01/29  | 2335 | 2339787 |
| City of Grand Prairie (GO)  |  |  |
| 5.000%, 02/15/44  | 1200 | 1272120 |
| City of Hutto (GO) (BAM) <br> Series A |  |  |
| 3.000%, 08/01/27  | 515 | 504670 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/26  | 240 | 246618 |
| City of League City (GO)  |  |  |
| 4.000%, 02/15/28  | 160 | 161248 |
| City of Mount Pleasant <br> (GO) (AGM)  |  |  |
| 5.000%, 05/15/29  | 390 | 412431 |
| 5.000%, 05/15/30  | 415 | 443092 |
| City of New Braunfels <br> Utility System Revenue <br> (RB)  |  |  |
| 5.000%, 07/01/25  | 1145 | 1147710 |
| City of Odessa (GO)  |  |  |
| 5.000%, 03/01/29  | 225 | 232502 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/35  | 2045 | 2055572 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 5.000%, 02/01/35  | 1000 | $1026182 |
| 4.000%, 02/01/36  | 1270 | 1260577 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB) Series A |  |  |
| 5.250%, 02/01/44  | 1200 | 1281293 |
| City of Seguin (GO)  |  |  |
| 5.000%, 09/01/43  | 1750 | 1824814 |
| Cleburne Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/28  | 1280 | 1299421 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/32  | 4020 | 4074397 |
| 5.000%, 02/15/43  | 735 | 774012 |
| 5.000%, 02/15/44  | 2000 | 2095842 |
| County of Bexar (GO)  |  |  |
| 4.000%, 06/15/26  | 600 | 607352 |
| County of Fort Bend Toll <br> Road Revenue (RB) <br> (AGM)  |  |  |
| 5.000%, 03/01/26  | 250 | 253858 |
| County of Harris (GO)  |  |  |
| 5.000%, 09/15/42  | 2715 | 2860792 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 805 | 811642 |
| County of Midland (GO)  |  |  |
| 5.000%, 02/15/42  | 1110 | 1162521 |
| County of Montgomery <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 3000 | 3038399 |
| Dallas College (GO)  |  |  |
| 5.000%, 02/15/35  | 1765 | 1767515 |
| Dallas County Utility & <br> Reclamation District <br> (GO)  |  |  |
| 5.000%, 02/15/26  | 810 | 820737 |
| Dallas Fort Worth <br> International Airport (RB)  |  |  |
| 5.000%, 11/01/30  | 35 | 38189 |
| 4.000%, 11/01/39  | 495 | 480898 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
| 5.000%, 02/15/44  | 230 | 241359 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Fort Bend County <br> Municipal Management <br> District No. 1 (GO) <br> (BAM)  |  |  |
| 2.000%, 09/01/30  | 245 | $216280 |
| Fort Bend County <br> Municipal Utility District <br> No. 57 (GO) (AGM)  |  |  |
| 2.000%, 04/01/28  | 350 | 322575 |
| Fort Bend Independent <br> School District (GO) <br> (PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 2950 | 3091674 |
| Greater Greenspoint <br> Redevelopment Authority <br> (TAN) (AGM)  |  |  |
| 4.000%, 09/01/34  | 285 | 285952 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 05/15/28  | 790 | 826500 |
| 5.000%, 07/01/28  | 445 | 468056 |
| 5.000%, 05/15/31  | 530 | 556107 |
| 3.000%, 10/01/40  | 100 | 81243 |
| Harris County Flood <br> Control District (GO) <br> Series A |  |  |
| 5.000%, 10/01/27  | 315 | 329845 |
| Houston Community <br> College System (RB)  |  |  |
| 5.000%, 04/15/26  | 1230 | 1231837 |
| Irving Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 5.000%, 02/15/43  | 2500 | 2606996 |
| Klein Independent School <br> District (GO) (PSF-GTD) <br> Series A |  |  |
| 4.000%, 08/01/33  | 2000 | 1999981 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/39  | 1205 | 1249262 |
| 5.000%, 05/15/41  | 735 | 755484 |
| 5.000%, 05/15/43  | 635 | 660363 |
| 5.000%, 05/15/44  | 310 | 321364 |
| Lower Colorado River <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/38  | 450 | 468045 |
| Permanent University Fund <br> - Texas A&M University <br> System (RB) Series A |  |  |
| 4.000%, 07/01/32  | 920 | 920647 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 4.000%, 07/01/42  | 2480 | $2321205 |
| Point Aquarius Municipal <br> Utility District (GO) <br> (BAM)  |  |  |
| 3.000%, 03/01/26  | 100 | 99317 |
| Port Freeport (RB) <br> Series B |  |  |
| 5.000%, 06/01/29  | 350 | 361029 |
| Roma Independent School <br> District (GO) (PSF-GTD)  |  |  |
| 4.000%, 02/15/26  | 540 | 543622 |
| San Antonio Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 4.000%, 08/15/43  | 500 | 473577 |
| State of Texas (GO) <br> Series A |  |  |
| 4.000%, 10/01/36  | 1750 | 1729867 |
| State of Texas (GO) <br> Series B |  |  |
| 5.000%, 08/01/39  | 1000 | 1001315 |
| 5.000%, 08/01/40  | 1865 | 1867125 |
| Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/29  | 350 | 357914 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
| 5.000%, 12/01/44  | 1455 | 1513090 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
| 4.000%, 02/15/35  | 1750 | 1696703 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
| 5.000%, 07/01/25  | 350 | 350711 |
| Texas Municipal Power <br> Agency (RB) (AGM)  |  |  |
| 3.000%, 09/01/32  | 200 | 188242 |
| Texas Tech University <br> System (RB) Series A |  |  |
| 5.000%, 02/15/42  | 350 | 373017 |
| Texas Transportation <br> Commission (GO)  |  |  |
| 5.000%, 04/01/43  | 1075 | 1126937 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Timber Lane Utility District <br> (GO) (AGM) Series A | Timber Lane Utility District <br> (GO) (AGM) Series A |  |  |
|  | 4.000%, 08/01/26  | 365 | $368619 |
| Town of Prosper (GO)  | Town of Prosper (GO)  |  |  |
|  | 5.000%, 02/15/37  | 1530 | 1651157 |
| University of North Texas <br> System (RB) Series A | University of North Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 04/15/27  | 500 | 516832 |
| Waco Educational Finance <br> Corp. (RB)  | Waco Educational Finance <br> Corp. (RB)  |  |  |
|  | 5.000%, 03/01/36  | 250 | 265570 |
| Waco Educational Finance <br> Corp. (RB) Series A | Waco Educational Finance <br> Corp. (RB) Series A |  |  |
|  | 5.000%, 03/01/35  | 720 | 762195 |
| Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  | Wylie Independent School <br> District/Collin County <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/42  | 1750 | 1852169 |
| TOTAL TEXAS | TOTAL TEXAS |  | 83046671 |
| UTAH — (0.8%) | UTAH — (0.8%) | UTAH — (0.8%) | UTAH — (0.8%) |
| County of Uintah (GO)  | County of Uintah (GO)  |  |  |
| ¤ | 4.000%, 12/15/28 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 750 | 758734 |
| Granite School District <br> Board of Education (GO) <br> (SCH BD GTY)  | Granite School District <br> Board of Education (GO) <br> (SCH BD GTY)  |  |  |
|  | 5.000%, 06/01/25  | 1000 | 1001302 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A | Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/43  | 450 | 470932 |
| Jordan Valley Water <br> Conservancy District <br> (RB) Series A | Jordan Valley Water <br> Conservancy District <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 440 | 468378 |
| Utah Associated Municipal <br> Power Systems (RB) <br> Series B | Utah Associated Municipal <br> Power Systems (RB) <br> Series B |  |  |
|  | 5.000%, 09/01/35  | 995 | 1017130 |
| TOTAL UTAH | TOTAL UTAH |  | 3716476 |
| VIRGINIA — (0.0%) | VIRGINIA — (0.0%) | VIRGINIA — (0.0%) | VIRGINIA — (0.0%) |
| Lynchburg Economic <br> Development Authority <br> (RB)  | Lynchburg Economic <br> Development Authority <br> (RB)  |  |  |
|  | 5.000%, 01/01/29  | 200 | 210268 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (13.0%) | WASHINGTON — (13.0%) | WASHINGTON — (13.0%) | WASHINGTON — (13.0%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 5.000%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 805 | $812166 |
| ¤ | 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 1050 | 1054179 |
| City of Kirkland (GO)  | City of Kirkland (GO)  |  |  |
|  | 5.000%, 12/01/43  | 2725 | 2908622 |
| City of Port Angeles Water <br> & Wastewater Utility <br> Revenue (RB)  | City of Port Angeles Water <br> & Wastewater Utility <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/01/25  | 1255 | 1266330 |
|  | 5.000%, 11/01/26  | 750 | 772581 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 4.000%, 12/01/32  | 375 | 375043 |
| City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  | City of Seattle Drainage & <br> Wastewater Revenue <br> (RB)  |  |  |
|  | 5.000%, 09/01/29  | 480 | 517476 |
|  | 4.000%, 04/01/33  | 770 | 771638 |
| City of Seattle Solid Waste <br> Revenue (RB)  | City of Seattle Solid Waste <br> Revenue (RB)  |  |  |
|  | 4.000%, 06/01/29  | 170 | 170899 |
| City of Tacoma Sewer <br> Revenue (RB)  | City of Tacoma Sewer <br> Revenue (RB)  |  |  |
|  | 4.000%, 12/01/35  | 1475 | 1422915 |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  | Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
|  | 5.000%, 12/01/40  | 2090 | 2252947 |
| County of King Sewer <br> Revenue (RB) Series A | County of King Sewer <br> Revenue (RB) Series A |  |  |
|  | 4.000%, 07/01/36  | 3050 | 3052620 |
|  | 4.000%, 07/01/39  | 2000 | 1963682 |
| Energy Northwest (RB)  | Energy Northwest (RB)  |  |  |
|  | 4.000%, 07/01/27  | 400 | 400354 |
| Energy Northwest (RB) <br> Series A | Energy Northwest (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/35  | 2770 | 2772586 |
| King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  | King & Snohomish <br> Counties School District <br> No. 417 Northshore <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 520 | 536323 |
|  | 5.000%, 12/01/42  | 1195 | 1266967 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| King County School District <br> No. 216 Enumclaw (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/34  | 2610 | $2614392 |
| King County School District <br> No. 401 Highline (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 12/01/26  | 1650 | 1667803 |
| 4.125%, 12/01/43  | 2660 | 2585183 |
| King County School District <br> No. 405 Bellevue (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 12/01/33  | 1105 | 1113965 |
| King County School District <br> No. 411 Issaquah (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 12/01/31  | 4250 | 4260304 |
| Klickitat County Public <br> Utility District No. 1 (RB) <br> (AGM) Series A |  |  |
| 5.000%, 12/01/28  | 275 | 291497 |
| Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 12/01/26  | 635 | 654634 |
| Pierce County School <br> District No. 403 Bethel <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/42  | 3000 | 3192328 |
| Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 12/01/28  | 545 | 582053 |
| Snohomish County School <br> District No. 201 <br> Snohomish (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 12/01/27  | 2380 | 2400597 |
| Spokane County School <br> District No. 81 Spokane <br> (GO) (SCH BD GTY)  |  |  |
| 4.000%, 12/01/44  | 1920 | 1821511 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/41  | 1430 | 1452266 |
| State of Washington (GO) <br> Series 2016-B |  |  |
| 5.000%, 08/01/40  | 1215 | 1219597 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| State of Washington (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/26  | 1300 | $1304918 |
| State of Washington (GO) <br> Series B |  |  |
| 5.000%, 08/01/29  | 995 | 1016595 |
| State of Washington (GO) <br> Series C |  |  |
| 5.000%, 06/01/29  | 1045 | 1064780 |
| 5.000%, 02/01/44  | 1200 | 1242529 |
| State of Washington (GO) <br> Series D |  |  |
| 5.000%, 02/01/41  | 1250 | 1257014 |
| 5.000%, 02/01/42  | 240 | 242241 |
| State of Washington (GO) <br> Series R-2024C |  |  |
| 5.000%, 08/01/40  | 1325 | 1436943 |
| State of Washington (GO) <br> Series R-2025C |  |  |
| 5.000%, 07/01/39  | 2500 | 2735598 |
| State of Washington (COP) <br> Series D |  |  |
| 5.000%, 07/01/40  | 630 | 655450 |
| Washington Health Care <br> Facilities Authority (RB)  |  |  |
| 5.000%, 09/01/40  | 750 | 765801 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 03/01/40  | 395 | 418363 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A-1 |  |  |
| 5.000%, 08/01/25  | 35 | 35117 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series B |  |  |
| 5.000%, 08/15/35  | 1000 | 1009942 |
| TOTAL WASHINGTON |  | 59358749 |
| WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) | WEST VIRGINIA — (0.1%) |
| West Virginia Hospital <br> Finance Authority (RB) <br> Series A |  |  |
| 5.000%, 09/01/32  | 440 | 452822 |
| WISCONSIN — (3.6%) | WISCONSIN — (3.6%) | WISCONSIN — (3.6%) |
| City of Kaukauna Electric <br> System Revenue (RB) <br> (AGM)  |  |  |
| 4.000%, 12/15/30  | 800 | 808184 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| City of Kenosha (GO) <br> Series A |  |  |
| 4.000%, 09/01/25  | 615 | $616236 |
| City of Milwaukee (GO) <br> Series B3 |  |  |
| 3.000%, 03/01/30  | 610 | 575220 |
| City of Milwaukee (GO) <br> Series N4 & B5 |  |  |
| 5.000%, 04/01/26  | 630 | 639262 |
| 4.000%, 04/01/28  | 415 | 417398 |
| City of Milwaukee <br> Sewerage System <br> Revenue (RB) Series S2 |  |  |
| 5.000%, 06/01/27  | 325 | 335068 |
| City of Waukesha (GO) <br> Series C |  |  |
| 5.000%, 10/01/26  | 290 | 297484 |
| Milwaukee Metropolitan <br> Sewerage District (GO) <br> Series A |  |  |
| 5.000%, 10/01/26  | 880 | 905428 |
| Platteville School District <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 565 | 605619 |
| Public Finance Authority <br> (RB) Series A |  |  |
| 4.000%, 07/01/38  | 675 | 657527 |
| 4.000%, 07/01/39  | 675 | 651381 |
| State of Wisconsin (GO) <br> Series 1 |  |  |
| 5.000%, 05/01/38  | 1040 | 1146289 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| State of Wisconsin (GO) <br> Series A |  |  |
| 5.000%, 05/01/41  | 1100 | $1180670 |
| 5.000%, 05/01/43  | 4000 | 4239366 |
| Wisconsin Health & <br> Educational Facilities <br> Authority (RB)  |  |  |
| 5.000%, 04/04/32  | 765 | 796126 |
| 5.000%, 07/01/34  | 750 | 766064 |
| Wisconsin Health & <br> Educational Facilities <br> Authority (RB) Series A |  |  |
| 4.000%, 10/15/33  | 1345 | 1350652 |
| WPPI Energy (RB) <br> Series A |  |  |
| 5.000%, 07/01/36  | 600 | 607928 |
| TOTAL WISCONSIN |  | 16595902 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $472,094,452) |  | 457856365 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $442,162)<br>| 442118 | 442162 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $472,536,614) |  | $458298527 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $457856365 | &nbsp;&nbsp; — | &nbsp;&nbsp; $457856365 |
| Investment Companies | &nbsp;&nbsp; $442162 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 442162 |
| Total Investments in Securities | &nbsp;&nbsp; $442162 | &nbsp;&nbsp; $457856365 | &nbsp;&nbsp; — | &nbsp;&nbsp; $458298527 |

---

See accompanying Notes to Financial Statements.

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| ALABAMA — (0.4%) | ALABAMA — (0.4%) | ALABAMA — (0.4%) |
| UAB Medicine Finance <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 760 | $763460 |
| ALASKA — (2.0%) | ALASKA — (2.0%) | ALASKA — (2.0%) |
| Borough of <br> Matanuska-Susitna (GO) <br> Series B |  |  |
| 5.000%, 11/01/26  | 1600 | 1644609 |
| Borough of North Slope <br> (GO) Series A |  |  |
| 5.000%, 06/30/25  | 290 | 290766 |
| State of Alaska (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1490 | 1495671 |
| State of Alaska <br> International Airports <br> System (RB) Series A |  |  |
| 5.000%, 10/01/26  | 70 | 71856 |
| 5.000%, 10/01/27  | 200 | 208912 |
| TOTAL ALASKA |  | 3711814 |
| ARIZONA — (0.7%) | ARIZONA — (0.7%) | ARIZONA — (0.7%) |
| City of Mesa Utility System <br> Revenue (RB)  |  |  |
| 4.000%, 07/01/31  | 170 | 170145 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO)  |  |  |
| 5.000%, 07/01/26  | 150 | 153599 |
| 5.000%, 07/01/27  | 330 | 344116 |
| Maricopa County Unified <br> School District No. 69 <br> Paradise Valley (GO) <br> Series A |  |  |
| 5.000%, 07/01/26  | 75 | 76799 |
| 5.000%, 07/01/27  | 260 | 271121 |
| Northern Arizona University <br> (COP) (AGM)  |  |  |
| 5.000%, 09/01/25  | 250 | 251431 |
| TOTAL ARIZONA |  | 1267211 |
| CALIFORNIA — (1.0%) | CALIFORNIA — (1.0%) | CALIFORNIA — (1.0%) |
| Peralta Community College <br> District (GO) Series A |  |  |
| 5.000%, 08/01/25  | 780 | 780160 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
| 5.000%, 05/15/34  | 1000 | $1013365 |
| TOTAL CALIFORNIA |  | 1793525 |
| COLORADO — (1.1%) | COLORADO — (1.1%) | COLORADO — (1.1%) |
| Adams 12 Five Star <br> Schools (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 75 | 75824 |
| 5.000%, 12/15/26  | 680 | 702285 |
| Arapahoe County School <br> District No. 5 Cherry <br> Creek (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 335 | 338700 |
| City & County of Denver <br> Airport System Revenue <br> (RB) Series C |  |  |
| 5.000%, 11/15/25  | 520 | 525007 |
| El Paso County School <br> District No. 20 Academy <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 12/15/25  | 350 | 353887 |
| TOTAL COLORADO |  | 1995703 |
| CONNECTICUT — (1.5%) | CONNECTICUT — (1.5%) | CONNECTICUT — (1.5%) |
| Connecticut State Health & <br> Educational Facilities <br> Authority (RB) Series M |  |  |
| 5.000%, 07/01/27  | 600 | 605159 |
| State of Connecticut (GO) <br> Series F |  |  |
| 5.000%, 11/15/26  | 1000 | 1028468 |
| State of Connecticut <br> Special Tax Revenue <br> (RB) Series A-1 |  |  |
| 5.000%, 07/01/25  | 260 | 260608 |
| Town of Madison (GO)  |  |  |
| 3.500%, 12/18/25  | 890 | 891443 |
| TOTAL CONNECTICUT |  | 2785678 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| DISTRICT OF COLUMBIA — (1.2%) | DISTRICT OF COLUMBIA — (1.2%) | DISTRICT OF COLUMBIA — (1.2%) |
| District of Columbia (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 825 | $826069 |
| Washington Convention & <br> Sports Authority (RB) <br> Series A |  |  |
| 5.000%, 10/01/29  | 1410 | 1452013 |
| TOTAL DISTRICT OF <br> COLUMBIA |  | 2278082 |
| FLORIDA — (8.4%) | FLORIDA — (8.4%) | FLORIDA — (8.4%) |
| Brevard County School <br> District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 565 | 587343 |
| 5.000%, 07/01/28  | 440 | 464033 |
| City of Fort Lauderdale <br> Water & Sewer Revenue <br> (RB) Series B |  |  |
| 5.000%, 09/01/25  | 795 | 799685 |
| City of Tallahassee Energy <br> System Revenue (RB)  |  |  |
| 5.000%, 10/01/32  | 160 | 161013 |
| County of Broward Water & <br> Sewer Utility Revenue <br> (RB) Series A |  |  |
| 5.000%, 10/01/30  | 1630 | 1641268 |
| County of Miami-Dade <br> Aviation Revenue (RB) <br> Series B |  |  |
| 5.000%, 10/01/25  | 370 | 372622 |
| County of Seminole Water <br> & Sewer Revenue (RB) <br> Series A |  |  |
| 4.000%, 10/01/28  | 1685 | 1688591 |
| Florida Development <br> Finance Corp. (RB) <br> Series A |  |  |
| 5.000%, 08/01/25  | 200 | 200619 |
| Florida Keys Aqueduct <br> Authority (RB) Series B |  |  |
| 5.000%, 09/01/25  | 1500 | 1508098 |
| Fort Pierce Utilities <br> Authority (RB) (AGM) <br> Series A |  |  |
| 5.000%, 10/01/25  | 105 | 105662 |
| Hillsborough County <br> School Board (COP) <br> Series A |  |  |
| 5.000%, 07/01/26  | 665 | 666726 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| Manatee County School <br> District (COP) (AGC) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 40 | $40919 |
| 5.000%, 07/01/27  | 35 | 36474 |
| Miami-Dade County <br> Expressway Authority <br> (RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 995 | 997764 |
| Pinellas County School <br> Board (RN)  |  |  |
| 5.000%, 06/30/25  | 1500 | 1503402 |
| School Board of <br> Miami-Dade County <br> (COP) Series D |  |  |
| 5.000%, 02/01/29  | 380 | 384038 |
| St. Lucie County School <br> Board (RB) (AGM)  |  |  |
| 5.000%, 10/01/25  | 1360 | 1368399 |
| State of Florida (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 1250 | 1251610 |
| 5.000%, 06/01/26  | 815 | 833137 |
| 5.000%, 07/01/26  | 130 | 133154 |
| 5.000%, 07/01/27  | 250 | 260795 |
| State of Florida (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 895 | 896153 |
| TOTAL FLORIDA |  | 15901505 |
| GEORGIA — (0.3%) | GEORGIA — (0.3%) | GEORGIA — (0.3%) |
| Gainesville & Hall County <br> Hospital Authority (RB) <br> Series A |  |  |
| 5.000%, 02/15/26 | 550 | 557038 |
| HAWAII — (0.2%) | HAWAII — (0.2%) | HAWAII — (0.2%) |
| State of Hawaii (GO) <br> Series FH |  |  |
| 5.000%, 10/01/25  | 390 | 392524 |
| ILLINOIS — (4.6%) | ILLINOIS — (4.6%) | ILLINOIS — (4.6%) |
| Chicago Park District (GO) <br> Series C |  |  |
| 5.000%, 01/01/26  | 210 | 212114 |
| Chicago Transit Authority <br> Sales Tax Receipts Fund <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 55 | 55555 |
| City of Springfield (GO)  |  |  |
| 5.000%, 12/01/25  | 250 | 252258 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Cook County Community <br> Consolidated School <br> District No. 64 Park <br> Ridge-Niles (GO)  |  |  |
| 5.000%, 12/01/25  | 1030 | $1040139 |
| Cook County School <br> District No. 57 Mount <br> Prospect (GO)  |  |  |
| 5.000%, 12/01/25  | 275 | 277753 |
| County of Cook (GO) <br> Series A |  |  |
| 5.000%, 11/15/25  | 610 | 614928 |
| 5.000%, 11/15/26  | 790 | 810664 |
| DuPage County Forest <br> Preserve District (GO)  |  |  |
| 5.000%, 11/01/25  | 260 | 262039 |
| 5.000%, 11/01/26  | 50 | 51343 |
| Elmhurst Park District (GO)  |  |  |
| 5.000%, 12/15/25  | 90 | 90945 |
| 5.000%, 12/15/26  | 30 | 30902 |
| 5.000%, 12/15/27  | 30 | 31434 |
| Grundy Kendall & Will <br> Counties Community <br> High School District No. <br> 111 Minooka (GO)  |  |  |
| 5.000%, 12/01/27  | 170 | 177754 |
| Illinois Finance Authority <br> (RB) Series A |  |  |
| 5.000%, 08/15/26  | 610 | 621608 |
| Illinois State Toll Highway <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/31  | 475 | 478360 |
| 5.000%, 12/01/32  | 890 | 895990 |
| Metropolitan Water <br> Reclamation District of <br> Greater Chicago (GO) <br> Series C |  |  |
| 5.000%, 12/01/25  | 340 | 343627 |
| Morgan County School <br> District No. 117 <br> Jacksonville (GO) (AGC)  |  |  |
| 5.000%, 01/01/26  | 500 | 505099 |
| State of Illinois (GO) <br> Series A |  |  |
| 5.000%, 10/01/25  | 735 | 739711 |
| State of Illinois (GO) <br> Series B |  |  |
| 5.000%, 10/01/27  | 515 | 532246 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Village of Rosemont (GO) <br> (BAM)  |  |  |
| 5.000%, 12/01/25  | 605 | $610710 |
| TOTAL ILLINOIS |  | 8635179 |
| INDIANA — (0.9%) | INDIANA — (0.9%) | INDIANA — (0.9%) |
| Fort Wayne Community <br> School Building Corp. <br> (RB) (ST INTERCEPT)  |  |  |
| 5.000%, 07/15/25  | 200 | 200542 |
| Indiana Municipal Power <br> Agency (RB) (AGC) <br> Series A |  |  |
| 5.000%, 01/01/26  | 275 | 278227 |
| Indianapolis Local Public <br> Improvement Bond Bank <br> (RB) Series A |  |  |
| 5.000%, 06/01/25  | 880 | 880990 |
| Lebanon Middle School <br> Building Corp. (RB) (ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 07/15/25  | 55 | 55141 |
| Westfield-Washington <br> Multi-School Building <br> Corp. (RB) (BAM ST <br> INTERCEPT) Series B |  |  |
| 5.000%, 07/15/25  | 130 | 130293 |
| 5.000%, 01/15/26  | 100 | 101022 |
| TOTAL INDIANA |  | 1646215 |
| IOWA — (1.7%) | IOWA — (1.7%) | IOWA — (1.7%) |
| City of Des Moines (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 260 | 260319 |
| City of Urbandale (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 1115 | 1116292 |
| Des Moines Metropolitan <br> Wastewater Reclamation <br> Authority (RB) Series B |  |  |
| 5.000%, 06/01/25  | 865 | 866105 |
| Waukee Community <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/01/25  | 1025 | 1026293 |
| TOTAL IOWA |  | 3269009 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (1.8%) | KENTUCKY — (1.8%) | KENTUCKY — (1.8%) |
| Kentucky Asset Liability <br> Commission (RB) <br> Series A |  |  |
| 5.000%, 09/01/25  | 850 | $853593 |
| Kentucky State Property & <br> Building Commission <br> (RB) Series B |  |  |
| 5.000%, 08/01/25  | 1370 | 1374489 |
| Kentucky Turnpike <br> Authority (RB) Series B |  |  |
| 5.000%, 07/01/25  | 1165 | 1168039 |
| TOTAL KENTUCKY |  | 3396121 |
| MARYLAND — (1.9%) | MARYLAND — (1.9%) | MARYLAND — (1.9%) |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 07/01/26  | 60 | 61273 |
| 5.000%, 07/01/27  | 45 | 46685 |
| Maryland Health & Higher <br> Educational Facilities <br> Authority (RB) Series B |  |  |
| 2.450%, 06/01/46  | 3050 | 3050000 |
| State of Maryland (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 480 | 492577 |
| TOTAL MARYLAND |  | 3650535 |
| MASSACHUSETTS — (0.8%) | MASSACHUSETTS — (0.8%) | MASSACHUSETTS — (0.8%) |
| City of Fall River (GO)  |  |  |
| 4.000%, 01/30/26  | 545 | 548146 |
| City of Quincy (GO)  |  |  |
| 5.000%, 07/25/25  | 665 | 664450 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N |  |  |
| 5.000%, 07/01/26  | 25 | 25467 |
| Massachusetts <br> Development Finance <br> Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/27  | 70 | 72105 |
| Town of Easton (GO)  |  |  |
| 4.000%, 03/05/26  | 217 | 218504 |
| TOTAL <br> MASSACHUSETTS |  | 1528672 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (1.2%) | MICHIGAN — (1.2%) | MICHIGAN — (1.2%) |
| Birmingham City School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 150 | $152863 |
| 5.000%, 05/01/27  | 360 | 373824 |
| Farmington Public School <br> District (GO)  |  |  |
| 5.000%, 05/01/26  | 65 | 66241 |
| Grandville Public Schools <br> (GO) (AGC)  |  |  |
| 5.000%, 05/01/26  | 65 | 66241 |
| 5.000%, 05/01/27  | 70 | 72578 |
| Northern Michigan <br> University (RB)  |  |  |
| 5.000%, 06/01/26  | 500 | 509503 |
| Portage Public Schools <br> (GO) (BAM)  |  |  |
| 6.000%, 11/01/25  | 135 | 136817 |
| 6.000%, 11/01/26  | 55 | 57442 |
| 6.000%, 11/01/27  | 30 | 32126 |
| South Lyon Community <br> Schools (GO)  |  |  |
| 5.000%, 05/01/26  | 370 | 377319 |
| Utica Community Schools <br> (GO) (Q-SBLF)  |  |  |
| 5.000%, 05/01/25  | 500 | 500000 |
| TOTAL MICHIGAN |  | 2344954 |
| MINNESOTA — (0.6%) | MINNESOTA — (0.6%) | MINNESOTA — (0.6%) |
| Cloquet Independent <br> School District No. 94 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 290 | 294098 |
| Cook County Independent <br> School District No. 166 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 120 | 121588 |
| Elk River Independent <br> School District No. 728 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 200 | 202767 |
| State of Minnesota (GO) <br> Series B |  |  |
| 4.000%, 08/01/32  | 440 | 440220 |
| TOTAL MINNESOTA |  | 1058673 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MISSOURI — (0.8%) | MISSOURI — (0.8%) | MISSOURI — (0.8%) |
| Health & Educational <br> Facilities Authority of the <br> State of Missouri (RB) <br> Series A |  |  |
| 5.000%, 06/01/25  | 835 | $835932 |
| Missouri Joint Municipal <br> Electric Utility <br> Commission (RB) <br> Series A |  |  |
| 5.000%, 06/01/27  | 200 | 200251 |
| Stone County Reorganized <br> School District No. 4 <br> Reeds Spring (GO)  |  |  |
| 4.000%, 03/01/34  | 555 | 555177 |
| TOTAL MISSOURI |  | 1591360 |
| NEBRASKA — (0.3%) | NEBRASKA — (0.3%) | NEBRASKA — (0.3%) |
| City of Gretna (COP)  |  |  |
| 5.000%, 12/15/25  | 380 | 380362 |
| Nebraska State Colleges <br> Facilities Corp. (RB) <br> (AGM) Series B |  |  |
| 5.000%, 07/15/25  | 240 | 240630 |
| TOTAL NEBRASKA |  | 620992 |
| NEVADA — (2.6%) | NEVADA — (2.6%) | NEVADA — (2.6%) |
| City of North Las Vegas <br> (GO) Series B |  |  |
| 5.000%, 06/01/25  | 40 | 40046 |
| Clark County School <br> District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 220 | 224494 |
| Clark County School <br> District (GO) Series C |  |  |
| 5.000%, 06/15/26  | 1150 | 1162752 |
| Clark County Water <br> Reclamation District <br> (GO)  |  |  |
| 4.000%, 07/01/33  | 600 | 601573 |
| 4.000%, 07/01/34  | 200 | 200340 |
| County of Clark (GO)  |  |  |
| 5.000%, 12/01/25  | 320 | 323407 |
| 5.000%, 07/01/27  | 1770 | 1846470 |
| Las Vegas Convention & <br> Visitors Authority (RB) <br> Series B |  |  |
| 5.000%, 07/01/25  | 520 | 521362 |
| TOTAL NEVADA |  | 4920444 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW HAMPSHIRE — (0.6%) | NEW HAMPSHIRE — (0.6%) | NEW HAMPSHIRE — (0.6%) |
| County of Merrimack (GO)  |  |  |
| 4.000%, 12/26/25  | 1200 | $1206159 |
| NEW JERSEY — (7.1%) | NEW JERSEY — (7.1%) | NEW JERSEY — (7.1%) |
| City of Hoboken (GO) <br> Series A |  |  |
| 4.000%, 03/10/26  | 1050 | 1058034 |
| City of Jersey City (GO) <br> Series D |  |  |
| 4.500%, 10/22/25  | 735 | 738399 |
| City of Linden (GO)  |  |  |
| 4.500%, 07/10/25  | 425 | 425607 |
| City of Plainfield (GO)  |  |  |
| 4.000%, 08/07/25  | 1250 | 1251765 |
| County of Hudson (GO)  |  |  |
| 4.000%, 02/26/26  | 1065 | 1072223 |
| Essex County <br> Improvement Authority <br> (RN)  |  |  |
| 5.000%, 06/18/25  | 950 | 951687 |
| Livingston Township <br> School District (GO)  |  |  |
| 4.000%, 07/15/29  | 750 | 750735 |
| New Jersey Educational <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 08/01/25  | 380 | 381052 |
| New Jersey Health Care <br> Facilities Financing <br> Authority (RB)  |  |  |
| 5.000%, 09/15/25  | 500 | 502504 |
| 5.000%, 07/01/28  | 1070 | 1076554 |
| Township of Lakewood <br> (GO)  |  |  |
| 4.000%, 12/18/25  | 570 | 572450 |
| Township of Livingston <br> (GO)  |  |  |
| 4.000%, 12/05/25  | 2000 | 2007558 |
| Township of South <br> Brunswick (GO) Series A |  |  |
| 4.000%, 10/21/25  | 1250 | 1253003 |
| Township of Woolwich <br> (GO)  |  |  |
| 4.500%, 05/21/25  | 1420 | 1420306 |
| TOTAL NEW JERSEY |  | 13461877 |
| NEW YORK — (9.6%) | NEW YORK — (9.6%) | NEW YORK — (9.6%) |
| Canton Central School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 4.000%, 06/27/25  | 1000 | 1000681 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| City of New York (GO) <br> Series A1 |  |  |
| 4.000%, 08/01/32  | 645 | $645578 |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 400 | 416761 |
| City of North Tonawanda <br> (GO)  |  |  |
| 4.750%, 05/16/25  | 1000 | 1000269 |
| City of Schenectady (GO)  |  |  |
| 4.500%, 05/02/25  | 400 | 400008 |
| East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 400 | 400544 |
| Geneva City School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/27/25  | 795 | 795510 |
| Lancaster Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/06/25  | 1500 | 1501332 |
| Metropolitan Transportation <br> Authority (RB) Series C1 |  |  |
| 5.000%, 11/15/28  | 895 | 900355 |
| 5.250%, 11/15/29  | 375 | 377526 |
| New York State Dormitory <br> Authority (RB) Series A |  |  |
| 5.000%, 05/01/26  | 245 | 245000 |
| 5.000%, 07/01/30  | 675 | 675540 |
| Niagara Falls City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 07/10/25  | 1000 | 1001329 |
| Oriskany Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/27/25  | 1000 | 1001191 |
| Oswego City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 07/18/25  | 1000 | 1001626 |
| Poughkeepsie School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/25/25  | 1000 | 1001101 |
| Salmon River Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/27/25  | 1000 | 1000457 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Southampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 06/20/25  | 850 | $851432 |
| Town of Monroe (GO)  |  |  |
| 4.000%, 08/01/25  | 1000 | 1001395 |
| Town of North Hempstead <br> (GO) Series B |  |  |
| 4.000%, 09/19/25  | 200 | 200493 |
| Town of Oyster Bay (GO)  |  |  |
| 4.000%, 08/21/25  | 600 | 600923 |
| Watertown Enlarged City <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.500%, 06/26/25  | 1105 | 1106327 |
| Wayne Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/27/25  | 1000 | 1000848 |
| TOTAL NEW YORK |  | 18126226 |
| OHIO — (1.8%) | OHIO — (1.8%) | OHIO — (1.8%) |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 195 | 197833 |
| American Municipal Power, <br> Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 550 | 555936 |
| City of Cleveland Airport <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 315 | 318588 |
| 5.000%, 01/01/27  | 280 | 288455 |
| City of Hamilton (GO)  |  |  |
| 4.000%, 12/17/25  | 110 | 110331 |
| County of Allen Hospital <br> Facilities Revenue (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 1115 | 1141148 |
| Ohio Higher Educational <br> Facility Commission <br> (RB)  |  |  |
| 5.000%, 05/01/28  | 700 | 729128 |
| TOTAL OHIO |  | 3341419 |
| OKLAHOMA — (1.9%) | OKLAHOMA — (1.9%) | OKLAHOMA — (1.9%) |
| City of Bixby (GO) Series A |  |  |
| 4.000%, 06/01/25  | 1290 | 1290407 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) | OKLAHOMA — (Continued) |
| Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  | Cleveland County <br> Independent School <br> District No. 29 Norman <br> (GO)  |  |  |
|  | 4.000%, 03/01/27  | 1100 | $1114616 |
| Oklahoma County Finance <br> Authority (RB)  | Oklahoma County Finance <br> Authority (RB)  |  |  |
|  | 5.000%, 10/01/25  | 1090 | 1095642 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | 3500665 |
| OREGON — (0.3%) | OREGON — (0.3%) | OREGON — (0.3%) | OREGON — (0.3%) |
| Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  | Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/25  | 555 | 555939 |
| PENNSYLVANIA — (2.5%) | PENNSYLVANIA — (2.5%) | PENNSYLVANIA — (2.5%) | PENNSYLVANIA — (2.5%) |
| Bucks County Water & <br> Sewer Authority (RB) <br> (AGC)  | Bucks County Water & <br> Sewer Authority (RB) <br> (AGC)  |  |  |
|  | 5.000%, 12/01/25  | 210 | 212032 |
| City of Philadelphia (GO) <br> Series A | City of Philadelphia (GO) <br> Series A |  |  |
|  | 5.000%, 05/01/25  | 445 | 445000 |
|  | 5.000%, 08/01/25  | 660 | 662177 |
| Commonwealth of <br> Pennsylvania (GO) <br> Series 1ST | Commonwealth of <br> Pennsylvania (GO) <br> Series 1ST |  |  |
|  | 5.000%, 03/15/29  | 1045 | 1046254 |
| Commonwealth of <br> Pennsylvania (GO) <br> Series 2ND | Commonwealth of <br> Pennsylvania (GO) <br> Series 2ND |  |  |
|  | 4.000%, 09/15/32  | 810 | 812939 |
| Pennsylvania Higher <br> Educational Facilities <br> Authority (RB) <br> Series AW | Pennsylvania Higher <br> Educational Facilities <br> Authority (RB) <br> Series AW |  |  |
| ¤ | 5.000%, 06/15/26 <br> (Pre-refunded @ <br> $100, 6/15/26)<br>| 55 | 55938 |
|  | 5.000%, 06/15/26  | 560 | 572632 |
| Philadelphia Authority for <br> Industrial Development <br> (RB) Series B-2 | Philadelphia Authority for <br> Industrial Development <br> (RB) Series B-2 |  |  |
|  | 2.400%, 07/01/54  | 430 | 430000 |
| Pittsburgh Water & Sewer <br> Authority (RB) Series A | Pittsburgh Water & Sewer <br> Authority (RB) Series A |  |  |
|  | 5.000%, 09/01/25  | 460 | 462250 |
|  | 5.000%, 09/01/27  | 25 | 26002 |
| TOTAL PENNSYLVANIA | TOTAL PENNSYLVANIA |  | 4725224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) |
| City of Cranston (GO) <br> Series 1 | City of Cranston (GO) <br> Series 1 |  |  |
|  | 4.500%, 08/20/25  | 1200 | $1203323 |
| SOUTH CAROLINA — (0.7%) | SOUTH CAROLINA — (0.7%) | SOUTH CAROLINA — (0.7%) | SOUTH CAROLINA — (0.7%) |
| Charleston County School <br> District (GO) Series B | Charleston County School <br> District (GO) Series B |  |  |
|  | 4.750%, 05/08/25  | 1295 | 1295294 |
| TENNESSEE — (2.6%) | TENNESSEE — (2.6%) | TENNESSEE — (2.6%) | TENNESSEE — (2.6%) |
| Chattanooga Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A-1 | Chattanooga Health <br> Educational & Housing <br> Facility Board (RB) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/25  | 460 | 461540 |
| City of Knoxville Electric <br> System Revenue (RB) <br> Series NN | City of Knoxville Electric <br> System Revenue (RB) <br> Series NN |  |  |
|  | 5.000%, 07/01/25  | 845 | 847258 |
| City of Memphis (GO) <br> Series A | City of Memphis (GO) <br> Series A |  |  |
|  | 5.000%, 04/01/26  | 145 | 147632 |
|  | 5.000%, 04/01/27  | 1000 | 1037784 |
| County of Bedford (GO)  | County of Bedford (GO)  |  |  |
|  | 5.000%, 06/01/26  | 500 | 510900 |
| Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A | Metropolitan Government <br> Nashville & Davidson <br> County Health & <br> Educational Facilities <br> Board (RB) Series A |  |  |
|  | 5.000%, 07/01/30  | 315 | 319037 |
| Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C | Metropolitan Government <br> of Nashville & Davidson <br> County (GO) Series C |  |  |
| ¤ | 4.500%, 07/01/33 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 475 | 475907 |
| State of Tennessee (GO) <br> Series B | State of Tennessee (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/30  | 1000 | 1022033 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | 4822091 |
| TEXAS — (19.2%) | TEXAS — (19.2%) | TEXAS — (19.2%) | TEXAS — (19.2%) |
| Aldine Independent School <br> District (GO) (PSF-GTD)  | Aldine Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 590 | 599116 |
| Allen Independent School <br> District (GO) (PSF-GTD)  | Allen Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 150 | 152282 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Arlington Independent <br> School District (GO) <br> (PSF-GTD)  | Arlington Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 125 | $126863 |
| Austin Independent School <br> District (GO) (PSF-GTD)  | Austin Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/01/25  | 515 | 517189 |
| Austin Independent School <br> District (GO)  | Austin Independent School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/27  | 500 | 522246 |
| Bell County Water Control <br> & Improvement District <br> No. 1 (RB) (BAM)  | Bell County Water Control <br> & Improvement District <br> No. 1 (RB) (BAM)  |  |  |
|  | 5.000%, 07/10/25  | 405 | 406132 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series A | Board of Regents of the <br> University of Texas <br> System (RB) Series A |  |  |
|  | 5.000%, 08/15/26  | 915 | 939210 |
|  | 5.000%, 08/15/27  | 1290 | 1347817 |
| Board of Regents of the <br> University of Texas <br> System (RB) Series E | Board of Regents of the <br> University of Texas <br> System (RB) Series E |  |  |
|  | 5.000%, 08/15/25  | 615 | 617999 |
| Carrizo Springs <br> Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Carrizo Springs <br> Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/25  | 500 | 502233 |
| Central Texas Regional <br> Mobility Authority (RB) <br> Series A | Central Texas Regional <br> Mobility Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 01/01/32 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 180 | 180482 |
| ¤ | 5.000%, 01/01/40 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1165 | 1168120 |
| ¤ | 5.000%, 01/01/45 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 465 | 466245 |
| City of Austin (GO)  | City of Austin (GO)  |  |  |
|  | 5.000%, 09/01/25  | 785 | 789357 |
| City of Austin Water & <br> Wastewater System <br> Revenue (RB)  | City of Austin Water & <br> Wastewater System <br> Revenue (RB)  |  |  |
|  | 5.000%, 11/15/31  | 115 | 116950 |
| City of Bryan Electric <br> System Revenue (RB) <br> (AGM)  | City of Bryan Electric <br> System Revenue (RB) <br> (AGM)  |  |  |
|  | 5.000%, 07/01/25  | 210 | 210504 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Dallas (GO)  |  |  |
| 5.000%, 02/15/26  | 200 | $202886 |
| City of Dallas (GO) <br> Series A |  |  |
| 5.000%, 02/15/26  | 385 | 390556 |
| 5.000%, 02/15/27  | 435 | 449743 |
| City of Dallas Waterworks <br> & Sewer System <br> Revenue (RB)  |  |  |
| 5.000%, 10/01/26  | 145 | 149085 |
| City of El Paso (GO)  |  |  |
| 5.000%, 08/15/25  | 115 | 115527 |
| City of El Paso (GO) <br> Series A |  |  |
| 5.000%, 08/15/26  | 575 | 589616 |
| City of El Paso Water & <br> Sewer Revenue (RB)  |  |  |
| 5.000%, 03/01/26  | 55 | 55876 |
| 5.000%, 03/01/27  | 35 | 36215 |
| City of Georgetown Utility <br> System Revenue (RB)  |  |  |
| 5.000%, 08/15/25  | 340 | 341420 |
| City of Irving (GO)  |  |  |
| 5.000%, 09/15/27  | 330 | 345125 |
| City of Plano (GO)  |  |  |
| 5.000%, 09/01/25  | 995 | 1000456 |
| City of San Antonio (GO)  |  |  |
| 5.000%, 02/01/26 | 550 | 558014 |
| 5.000%, 02/01/27  | 215 | 222655 |
| City of San Antonio Electric <br> & Gas Systems <br> Revenue (RB)  |  |  |
| 4.000%, 02/01/28  | 155 | 155987 |
| 5.000%, 02/01/32  | 1130 | 1142533 |
| City of Waxahachie (GO)  |  |  |
| 5.000%, 08/01/25  | 750 | 752753 |
| Conroe Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 40 | 40593 |
| County of Ector (GO)  |  |  |
| 5.000%, 02/15/26  | 115 | 116596 |
| County of Harris (GO) <br> Series A |  |  |
| 5.000%, 09/15/25  | 355 | 357368 |
| 5.000%, 10/01/25  | 520 | 523941 |
| 5.000%, 10/01/30  | 255 | 256605 |
| County of Midland (GO)  |  |  |
| 5.000%, 02/15/26  | 245 | 248516 |
| County of Montgomery <br> (GO)  |  |  |
| 5.000%, 03/01/31  | 1000 | 1012800 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  | Crockett County <br> Consolidated Common <br> School District No. 1 <br> (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 08/15/26  | 185 | $189490 |
| Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B | Crowley Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
| ¤ | 5.000%, 08/01/36 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1185 | 1189752 |
| Dallas Area Rapid Transit <br> (RB) Series A | Dallas Area Rapid Transit <br> (RB) Series A |  |  |
| ¤ | 5.000%, 12/01/46 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 460 | 464963 |
| Dallas Fort Worth <br> International Airport (RB) <br> Series B | Dallas Fort Worth <br> International Airport (RB) <br> Series B |  |  |
|  | 5.000%, 11/01/25  | 260 | 262168 |
| Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B | Dallas Independent School <br> District (GO) (PSF-GTD) <br> Series B |  |  |
|  | 5.000%, 02/15/26  | 400 | 405835 |
| Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  | Dripping Springs <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 70 | 72447 |
| Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A | Harris County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series A |  |  |
|  | 5.000%, 05/15/27  | 515 | 531932 |
|  | 5.000%, 07/01/28  | 365 | 383911 |
| Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  | Hays Consolidated <br> Independent School <br> District (GO) (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/27  | 135 | 139719 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD)  | Houston Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 685 | 694939 |
| Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B | Houston Independent <br> School District (GO) <br> (PSF-GTD) Series B |  |  |
|  | 5.000%, 02/15/26  | 1750 | 1775391 |
|  | 5.000%, 02/15/27  | 335 | 345762 |
| Lancaster Independent <br> School District (GO) <br> (BAM) Series B | Lancaster Independent <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 02/15/26  | 190 | 192638 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 5.000%, 02/15/27  | 300 | $309638 |
| Little Elm Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 08/15/26  | 250 | 256483 |
| Lower Colorado River <br> Authority (RB)  |  |  |
| 5.000%, 05/15/26 | 740 | 753652 |
| Lower Colorado River <br> Authority (RB) (AGM)  |  |  |
| 5.000%, 05/15/27  | 500 | 518428 |
| Midland Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 805 | 818134 |
| North Harris County <br> Regional Water Authority <br> (RB)  |  |  |
| 5.000%, 12/15/33  | 950 | 966191 |
| North Texas Municipal <br> Water District Upper <br> East Fork Wastewater <br> Interceptor System (RB)  |  |  |
| 5.000%, 06/01/25  | 265 | 265311 |
| 5.000%, 06/01/26  | 150 | 153123 |
| North Texas Municipal <br> Water District Water <br> System Revenue (RB)  |  |  |
| 5.000%, 09/01/31  | 320 | 326340 |
| North Texas Tollway <br> Authority (RB) Series A |  |  |
| 5.000%, 01/01/31  | 1710 | 1723623 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series A |  |  |
| 5.000%, 07/01/25  | 160 | 160428 |
| Permanent University Fund <br> - University of Texas <br> System (RB) Series B |  |  |
| 5.000%, 07/01/25  | 270 | 270699 |
| 5.000%, 07/01/29  | 575 | 586666 |
| Rankin Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
| 5.000%, 02/15/26  | 1000 | 1013600 |
| Spring Independent School <br> District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 100 | 102580 |
| Stephen F Austin State <br> University (RB)  |  |  |
| 5.000%, 10/15/26  | 950 | 975045 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  | Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB)  |  |  |
|  | 5.000%, 12/01/27  | 720 | $755380 |
| Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B | Tarrant County Cultural <br> Education Facilities <br> Finance Corp. (RB) <br> Series B |  |  |
|  | 5.000%, 07/01/25  | 150 | 150305 |
| Texas A&M University (RB) <br> Series A | Texas A&M University (RB) <br> Series A |  |  |
|  | 5.000%, 05/15/25  | 580 | 580333 |
| Texas Tech University <br> System (RB) Series A | Texas Tech University <br> System (RB) Series A |  |  |
|  | 5.000%, 02/15/26  | 275 | 279209 |
|  | 5.000%, 02/15/27  | 135 | 139722 |
| Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  | Weatherford Independent <br> School District (GO) <br> (PSF-GTD)  |  |  |
|  | 5.000%, 02/15/26  | 250 | 253706 |
| Ysleta Independent School <br> District (GO) (PSF-GTD)  | Ysleta Independent School <br> District (GO) (PSF-GTD)  |  |  |
| ¤ | 5.000%, 08/15/40 <br> (Pre-refunded @ <br> $100, 8/15/25)<br>| 350 | 351687 |
| TOTAL TEXAS | TOTAL TEXAS |  | 36086841 |
| UTAH — (3.0%) | UTAH — (3.0%) | UTAH — (3.0%) | UTAH — (3.0%) |
| Timpanogos Special <br> Service District (RB)  | Timpanogos Special <br> Service District (RB)  |  |  |
|  | 5.000%, 06/01/25  | 300 | 300368 |
| Utah Transit Authority (RB) <br> Series A | Utah Transit Authority (RB) <br> Series A |  |  |
| ¤ | 5.000%, 06/15/27 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 1015 | 1016811 |
| ¤ | 4.000%, 06/15/34 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 425 | 425248 |
| ¤ | 4.000%, 06/15/36 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 535 | 535312 |
| ¤ | 5.000%, 06/15/37 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 565 | 566008 |
| ¤ | 5.000%, 06/15/38 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 2805 | 2810006 |
| TOTAL UTAH | TOTAL UTAH |  | 5653753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| VIRGINIA — (0.3%) | VIRGINIA — (0.3%) | VIRGINIA — (0.3%) | VIRGINIA — (0.3%) |
| County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A | County of Loudoun (GO) <br> (ST AID WITHHLDG) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 500 | $505505 |
| WASHINGTON — (10.4%) | WASHINGTON — (10.4%) | WASHINGTON — (10.4%) | WASHINGTON — (10.4%) |
| Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 | Central Puget Sound <br> Regional Transit <br> Authority (RB) <br> Series S-1 |  |  |
| ¤ | 4.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 2595 | 2605329 |
| ¤ | 5.000%, 11/01/50 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 710 | 716320 |
| Chelan County Public <br> Utility District No. 1 (RB) <br> Series A | Chelan County Public <br> Utility District No. 1 (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 295 | 295793 |
| City of Seattle (GO)  | City of Seattle (GO)  |  |  |
|  | 4.000%, 12/01/32  | 375 | 375043 |
| City of Seattle (GO) <br> Series A | City of Seattle (GO) <br> Series A |  |  |
|  | 4.000%, 09/01/25  | 825 | 826572 |
| Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  | Clark County School <br> District No. 114 <br> Evergreen (GO) (SCH <br> BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 1020 | 1051858 |
| County of King (GO)  | County of King (GO)  |  |  |
|  | 5.000%, 12/01/25  | 265 | 267899 |
| County of King (GO) <br> Series A | County of King (GO) <br> Series A |  |  |
|  | 5.000%, 07/01/25  | 690 | 691586 |
|  | 5.000%, 12/01/25  | 275 | 278008 |
| Energy Northwest (RB) <br> Series A | Energy Northwest (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/27  | 1160 | 1183810 |
|  | 5.000%, 07/01/33  | 320 | 320374 |
| Energy Northwest (RB) <br> Series B | Energy Northwest (RB) <br> Series B |  |  |
|  | 5.000%, 07/01/25  | 570 | 571381 |
| Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B | Grant County Public Utility <br> District No. 2 Priest <br> Rapids Hydroelectric <br> Project (RB) Series B |  |  |
|  | 5.000%, 01/01/26  | 75 | 75908 |
| Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AGC)  | Grays Harbor County <br> Public Utility District No. <br> 1 (RB) (AGC)  |  |  |
|  | 5.000%, 01/01/26  | 290 | 293320 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| King County School District <br> No. 403 Renton (GO) <br> (SCH BD GTY)  | King County School District <br> No. 403 Renton (GO) <br> (SCH BD GTY)  |  |  |
|  | 4.000%, 12/01/32  | 875 | $875329 |
| King County School District <br> No. 414 Lake <br> Washington (GO)  | King County School District <br> No. 414 Lake <br> Washington (GO)  |  |  |
|  | 5.000%, 12/01/25  | 330 | 333514 |
| Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  | Pierce County School <br> District No. 10 Tacoma <br> (GO) (SCH BD GTY)  |  |  |
| ¤ | 5.000%, 12/01/35 <br> (Pre-refunded @ <br> $100, 12/1/25)<br>| 1000 | 1010326 |
| Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B | Pierce County School <br> District No. 3 Puyallup <br> (GO) (SCH BD GTY) <br> Series B |  |  |
|  | 5.000%, 12/01/25  | 235 | 237393 |
| Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  | Snohomish County School <br> District No. 103 Monroe <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 12/01/26  | 30 | 30824 |
|  | 5.000%, 12/01/27  | 35 | 36722 |
| State of Washington (COP) <br> Series A | State of Washington (COP) <br> Series A |  |  |
|  | 5.000%, 01/01/26  | 1500 | 1518994 |
| State of Washington (GO) <br> Series A-1 | State of Washington (GO) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/26  | 870 | 873291 |
| State of Washington (GO) <br> Series B | State of Washington (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/29  | 145 | 148147 |
|  | 5.000%, 07/01/31  | 1530 | 1546000 |
| State of Washington (GO) <br> Series R-2024C | State of Washington (GO) <br> Series R-2024C |  |  |
|  | 5.000%, 08/01/25  | 715 | 718442 |
| State of Washington (GO) <br> Series R-2025A | State of Washington (GO) <br> Series R-2025A |  |  |
|  | 4.000%, 07/01/26  | 2000 | 2024145 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A | Washington Health Care <br> Facilities Authority (RB) <br> Series A |  |  |
|  | 5.000%, 03/01/26  | 150 | 152217 |
|  | 5.000%, 03/01/27  | 105 | 108476 |
| Washington Health Care <br> Facilities Authority (RB) <br> Series A1 | Washington Health Care <br> Facilities Authority (RB) <br> Series A1 |  |  |
|  | 5.000%, 08/01/27  | 500 | 517628 |
| TOTAL WASHINGTON | TOTAL WASHINGTON |  | 19684649 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (5.4%) | WISCONSIN — (5.4%) | WISCONSIN — (5.4%) |
| City of Kenosha (GO)  |  |  |
| 4.000%, 09/01/25  | 150 | $150301 |
| City of Kenosha (GO) <br> Series A |  |  |
| 4.000%, 09/01/25  | 305 | 305613 |
| City of Madison (GO) <br> Series B |  |  |
| 5.000%, 10/01/25  | 450 | 453319 |
| 5.000%, 10/01/26  | 870 | 895261 |
| City of Milwaukee (GO) <br> (BAM) Series N5 |  |  |
| 5.000%, 12/01/25  | 255 | 257333 |
| City of Racine (GO)  |  |  |
| 6.000%, 06/01/25  | 500 | 500895 |
| 4.500%, 03/15/27  | 485 | 489588 |
| County of Dane (GO) <br> Series A |  |  |
| 4.000%, 06/01/25  | 585 | 585288 |
| 5.000%, 06/01/25  | 500 | 500656 |
| County of Pierce (GO) <br> Series A |  |  |
| 5.000%, 03/01/26  | 250 | 254068 |
| Green Bay Area Public <br> School District (GO)  |  |  |
| 4.000%, 04/01/26  | 65 | 65538 |
| Oak Creek-Franklin Joint <br> School District (GO) <br> Series A |  |  |
| 4.000%, 10/01/25  | 485 | 486729 |
| 4.000%, 04/01/26  | 710 | 716841 |
| Onalaska School District <br> (GO)  |  |  |
| 5.000%, 04/01/26  | 585 | 595035 |
| Portage Community School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 250 | 253716 |
| Racine Unified School <br> District (GO) (AGC)  |  |  |
| 5.000%, 04/01/26  | 125 | 127099 |
| Sheboygan Area School <br> District (GO)  |  |  |
| 5.000%, 03/01/26  | 75 | 76195 |
| State of Wisconsin (GO) <br> Series 2 |  |  |
| 5.000%, 11/01/25  | 1630 | 1644906 |
| 5.000%, 11/01/26  | 430 | 443096 |
| State of Wisconsin (GO) <br> Series 2024-2 |  |  |
| 5.000%, 05/01/25  | 910 | 910000 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| State of Wisconsin (GO) <br> Series B |  |  |
| 5.000%, 05/01/26  | 445 | $454122 |
| TOTAL WISCONSIN |  | 10165599 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $188,730,842) |  | 188443258 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $56,042)<br>| 56036 | $56041 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $188,786,884) |  | $188499299 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $188443258 | &nbsp;&nbsp; — | &nbsp;&nbsp; $188443258 |
| Investment Companies | &nbsp;&nbsp; $56041 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 56041 |
| Total Investments in Securities | &nbsp;&nbsp; $56041 | &nbsp;&nbsp; $188443258 | &nbsp;&nbsp; — | &nbsp;&nbsp; $188499299 |

---

See accompanying Notes to Financial Statements.

------

**DFA California Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (96.8%) | MUNICIPAL BONDS — (96.8%) | MUNICIPAL BONDS — (96.8%) | MUNICIPAL BONDS — (96.8%) |
| CALIFORNIA — (96.8%) | CALIFORNIA — (96.8%) | CALIFORNIA — (96.8%) | CALIFORNIA — (96.8%) |
| Alameda Unified School <br> District-Alameda County <br> (GO) Series B | Alameda Unified School <br> District-Alameda County <br> (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 1000 | $1004276 |
| Amador Water Agency <br> Financing Corp. (COP) <br> Series A | Amador Water Agency <br> Financing Corp. (COP) <br> Series A |  |  |
|  | 5.000%, 06/01/26  | 485 | 492023 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A | Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
|  | 5.000%, 10/01/25  | 1235 | 1245594 |
|  | 5.000%, 10/01/26  | 350 | 361588 |
| Apple Valley Unified <br> School District (GO) <br> (BAM)  | Apple Valley Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 08/01/26  | 780 | 781149 |
| Bay Area Toll Authority <br> (RB) Series A | Bay Area Toll Authority <br> (RB) Series A |  |  |
|  | 1.780%, 04/01/55  | 1530 | 1530000 |
| Buena Park School District <br> (GO)  | Buena Park School District <br> (GO)  |  |  |
|  | 8.000%, 08/01/26  | 1320 | 1403291 |
| California Health Facilities <br> Financing Authority (RB)  | California Health Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 02/01/26  | 1040 | 1054465 |
|  | 5.000%, 11/15/29  | 1070 | 1078083 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 210 | 211640 |
|  | 5.000%, 12/01/25  | 500 | 504285 |
|  | 5.000%, 02/01/26  | 3065 | 3068003 |
|  | 5.000%, 03/01/26  | 2565 | 2566567 |
|  | 5.000%, 11/15/26  | 1075 | 1107203 |
|  | 5.000%, 02/01/27  | 525 | 528293 |
|  | 4.000%, 03/01/28  | 4660 | 4660637 |
|  | 5.000%, 10/01/29  | 2390 | 2396990 |
| ¤ | 5.000%, 11/15/35 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1775 | 1793706 |
| ¤ | 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 2515 | 2541505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California Health Facilities <br> Financing Authority (RB) <br> Series B | California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
| ¤ | 5.000%, 11/15/46 <br> (Pre-refunded @ <br> $100, 11/15/26)<br>| 2720 | $2810773 |
| California Municipal <br> Finance Authority (RB) <br> Series A | California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/26  | 1135 | 1144382 |
|  | 5.000%, 02/01/28  | 750 | 773852 |
| California Public Finance <br> Authority (RB) Series A | California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/25  | 345 | 344970 |
|  | 5.000%, 06/01/26  | 240 | 244330 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 4.000%, 11/01/31  | 5375 | 5405113 |
|  | 5.000%, 11/01/33  | 2155 | 2200003 |
| California State Public <br> Works Board (RB) <br> Series D | California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 4.000%, 04/01/32  | 1225 | 1229375 |
| California State Public <br> Works Board (RB) <br> Series A | California State Public <br> Works Board (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 1075 | 1078709 |
| California State Public <br> Works Board (RB) <br> Series B | California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 05/01/26  | 1460 | 1486147 |
|  | 5.000%, 06/01/27  | 500 | 520331 |
| California State Public <br> Works Board (RB) <br> Series C | California State Public <br> Works Board (RB) <br> Series C |  |  |
|  | 5.000%, 09/01/25  | 3900 | 3918682 |
|  | 5.000%, 09/01/26 | 1485 | 1520736 |
|  | 5.000%, 09/01/28  | 4385 | 4657590 |
| California State Public <br> Works Board (RB) <br> Series D | California State Public <br> Works Board (RB) <br> Series D |  |  |
|  | 5.000%, 11/01/25  | 1470 | 1481393 |
|  | 5.000%, 04/01/27  | 1940 | 1992413 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California State Public <br> Works Board (RB) <br> Series F |  |  |
| 5.000%, 05/01/28  | 1275 | $1276309 |
| California State Public <br> Works Board (RB) <br> Series H |  |  |
| 5.000%, 12/01/25  | 1810 | 1813044 |
| California State University <br> (RB) Series A |  |  |
| 5.000%, 11/01/25  | 980 | 989584 |
| 5.000%, 11/01/28  | 1375 | 1384733 |
| 3.375%, 11/01/29  | 1435 | 1431843 |
| 5.000%, 11/01/30  | 2430 | 2469727 |
| 5.000%, 11/01/32  | 5000 | 5072374 |
| 5.000%, 11/01/33  | 3390 | 3436734 |
| 4.000%, 11/01/34  | 8550 | 8550777 |
| California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
| 5.000%, 12/01/25  | 345 | 348716 |
| 5.000%, 12/01/26  | 930 | 959796 |
| Carlsbad Unified School <br> District (COP)  |  |  |
| 4.000%, 10/01/25  | 150 | 150497 |
| Cerritos Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 7500 | 7534337 |
| Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 695 | 697954 |
| Chino Valley Unified <br> School District (GO) <br> Series C |  |  |
| 4.000%, 08/01/25  | 275 | 275582 |
| Citrus Community College <br> District (GO) Series B |  |  |
| 5.000%, 08/01/25  | 2530 | 2542158 |
| City & County of San <br> Francisco (COP) <br> Series B |  |  |
| 4.000%, 04/01/33  | 3435 | 3435348 |
| City & County of San <br> Francisco (COP) <br> Series R1 |  |  |
| 5.000%, 04/01/26  | 1110 | 1132671 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| City & County of San <br> Francisco (GO) <br> Series R1 |  |  |
| 5.000%, 06/15/25  | 7245 | $7262028 |
| City of Bakersfield <br> Wastewater Revenue <br> (RB) Series A |  |  |
| 5.000%, 09/15/30  | 1175 | 1181293 |
| City of Berkeley (RN)  |  |  |
| 5.000%, 07/29/25  | 9520 | 9560223 |
| City of Long Beach Airport <br> System Revenue (RB) <br> (AGM) Series A |  |  |
| 5.000%, 06/01/25  | 200 | 200271 |
| 5.000%, 06/01/26  | 215 | 219965 |
| City of Los Angeles (RN)  |  |  |
| 5.000%, 06/26/25  | 12970 | 12994027 |
| City of Los Angeles <br> Wastewater System <br> Revenue (RB) Series D |  |  |
| 5.000%, 06/01/31  | 1515 | 1516559 |
| City of Pasadena Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/25  | 1065 | 1069446 |
| City of Rancho Cordova <br> (ST)  |  |  |
| 4.000%, 09/01/25  | 150 | 150201 |
| City of Riverside Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/25  | 1000 | 1007828 |
| City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/31  | 1120 | 1124045 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB)  |  |  |
| 5.000%, 11/01/27  | 5295 | 5298483 |
| 5.000%, 11/01/28  | 1415 | 1415931 |
| 4.000%, 11/01/33  | 3405 | 3405752 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/01/28  | 1340 | 1378843 |
| City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/25  | 280 | 281322 |
| 5.000%, 09/01/26  | 250 | 255848 |
| City of Santa Clara Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/25  | 240 | 240698 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Clovis Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/25  | 3545 | $3561588 |
| Compton Community <br> College District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 615 | 617645 |
| Compton Unified School <br> District (GO) Series A |  |  |
| 5.000%, 06/01/25  | 1540 | 1542123 |
| County of Kern (COP) <br> (AGM) Series A |  |  |
| 5.000%, 11/01/26  | 1000 | 1029364 |
| County of Riverside (RN)  |  |  |
| 5.000%, 06/30/25  | 6610 | 6623650 |
| County of Riverside (RN) <br> Series A |  |  |
| 3.000%, 10/17/25  | 1295 | 1291795 |
| County of Santa Cruz (RN)  |  |  |
| 5.000%, 07/01/25  | 7020 | 7035233 |
| Davis Joint Unified School <br> District (COP) (AGM)  |  |  |
| 5.000%, 08/01/25  | 1300 | 1305132 |
| Delano Union School <br> District (GO) (AGM)  |  |  |
| 4.000%, 02/01/26  | 315 | 317157 |
| East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/25  | 190 | 190294 |
| East Side Union High <br> School District (GO) <br> (AGM) Series A |  |  |
| 5.000%, 08/01/25  | 4720 | 4740895 |
| 5.000%, 08/01/26  | 1700 | 1744893 |
| East Side Union High <br> School District (GO) <br> Series D |  |  |
| 5.000%, 08/01/27  | 1110 | 1156576 |
| El Camino Community <br> College District <br> Fountation (GO) <br> Series E |  |  |
| 5.000%, 08/01/25  | 535 | 537611 |
| El Rancho Unified School <br> District (GO) (BAM) <br> Series C |  |  |
| 5.000%, 08/01/25  | 690 | 692637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Foothill-De Anza <br> Community College <br> District (GO) Series C | Foothill-De Anza <br> Community College <br> District (GO) Series C |  |  |
|  | 5.000%, 08/01/25  | 2090 | $2098725 |
| Gavilan Joint Community <br> College District (GO)  | Gavilan Joint Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/32  | 1710 | 1717245 |
| Glendale Unified School <br> District (GO) Series B | Glendale Unified School <br> District (GO) Series B |  |  |
| ¤ | 4.000%, 09/01/41 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 2085 | 2091017 |
| Golden State Tobacco <br> Securitization Corp. (RB) <br> Series A | Golden State Tobacco <br> Securitization Corp. (RB) <br> Series A |  |  |
| ¤ | 5.000%, 06/01/34 <br> (Pre-refunded @ <br> $100, 6/1/25)<br>| 1040 | 1041509 |
| ¤ | 5.000%, 06/01/45 <br> (Pre-refunded @ <br> $100, 6/1/25)<br>| 18400 | 18426691 |
| Grossmont Healthcare <br> District (GO) Series D | Grossmont Healthcare <br> District (GO) Series D |  |  |
|  | 5.000%, 07/15/26  | 1225 | 1228879 |
| Grossmont Healthcare <br> District (GO) Series F | Grossmont Healthcare <br> District (GO) Series F |  |  |
|  | 5.000%, 07/15/26  | 875 | 897513 |
|  | 5.000%, 07/15/27  | 365 | 381734 |
| Imperial Community <br> College District (GO) <br> (AGM) Series A | Imperial Community <br> College District (GO) <br> (AGM) Series A |  |  |
|  | 5.000%, 08/01/25  | 275 | 276148 |
| Indio Finance Authority <br> (RB) (BAM) Series A | Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
|  | 5.000%, 11/01/25  | 275 | 277360 |
|  | 5.000%, 11/01/26  | 335 | 344787 |
| Irvine Facilities Financing <br> Authority (RB) Series A | Irvine Facilities Financing <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/30  | 1285 | 1299434 |
| Jefferson Union High <br> School District (GO) <br> Series B | Jefferson Union High <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 150 | 150774 |
|  | 5.000%, 08/01/26  | 240 | 246129 |
| Kern High School District <br> (GO) Series A | Kern High School District <br> (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 700 | 703117 |
| Livermore Valley Joint <br> Unified School District <br> (GO)  | Livermore Valley Joint <br> Unified School District <br> (GO)  |  |  |
|  | 5.000%, 08/01/25  | 1180 | 1185224 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 575 | $577473 |
| Long Beach Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/25  | 2175 | 2184629 |
| Los Angeles Community <br> College District (GO) <br> Series D |  |  |
| 5.000%, 08/01/25  | 5115 | 5137515 |
| Los Angeles Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 5000 | 5022008 |
| Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/25  | 780 | 780936 |
| 4.000%, 07/01/27  | 5995 | 6003883 |
| 5.000%, 06/01/29  | 1250 | 1272544 |
| 5.000%, 06/01/31  | 1675 | 1701503 |
| 5.000%, 06/01/33  | 4210 | 4268405 |
| 5.000%, 07/01/34  | 2305 | 2383968 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/25  | 2000 | 2002473 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series F-1 |  |  |
| 3.850%, 07/01/48  | 405 | 405000 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A-2 |  |  |
| 3.650%, 07/01/45  | 1615 | 1615000 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 5.000%, 07/01/25  | 4020 | 4025784 |
| 5.000%, 07/01/26  | 300 | 304122 |
| 5.000%, 07/01/31  | 1415 | 1424849 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series C |  |  |
| 5.000%, 07/01/25  | 535 | 535770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Angeles Unified School <br> District (GO) Series A | Los Angeles Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 07/01/25 | 3025 | $3033181 |
|  | 5.000%, 07/01/26  | 5020 | 5141598 |
|  | 5.000%, 07/01/27  | 9100 | 9125352 |
|  | 4.000%, 07/01/33  | 1350 | 1350086 |
|  | 4.000%, 07/01/34  | 7155 | 7154576 |
| Los Angeles Unified School <br> District (GO) Series B | Los Angeles Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 07/01/28  | 2980 | 3043369 |
| Los Angeles Unified School <br> District (GO) <br> Series QRR | Los Angeles Unified School <br> District (GO) <br> Series QRR |  |  |
|  | 5.000%, 07/01/25  | 200 | 200541 |
| Los Rios Community <br> College District (GO)  | Los Rios Community <br> College District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 530 | 532079 |
| Manhattan Beach Unified <br> School District (GO) <br> Series A | Manhattan Beach Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 09/01/27  | 5510 | 5794570 |
| Manteca Unified School <br> District (GO) Series B | Manteca Unified School <br> District (GO) Series B |  |  |
|  | 5.000%, 08/01/25  | 615 | 618017 |
| Marin Community College <br> District (GO)  | Marin Community College <br> District (GO)  |  |  |
| ¤ | 3.500%, 08/01/34 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1850 | 1851568 |
| ¤ | 3.500%, 08/01/35 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1750 | 1751483 |
| ¤ | 3.500%, 08/01/36 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1975 | 1976674 |
| ¤ | 3.500%, 08/01/37 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 3500 | 3502967 |
| ¤ | 3.500%, 08/01/38 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 2000 | 2001695 |
| Mendocino-Lake <br> Community College <br> District (GO) (BAM)  | Mendocino-Lake <br> Community College <br> District (GO) (BAM)  |  |  |
|  | 5.000%, 08/01/27  | 1200 | 1205570 |
| Metropolitan Water District <br> of Southern California <br> (RB) Series A | Metropolitan Water District <br> of Southern California <br> (RB) Series A |  |  |
| ¤ | 5.000%, 07/01/28 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 3515 | 3525483 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Modesto Irrigation District <br> (RB) Series A |  |  |
| 5.000%, 10/01/28  | 1870 | $1882645 |
| 5.000%, 10/01/31  | 1050 | 1056198 |
| Modesto Irrigation District <br> (RB) Series B |  |  |
| 5.000%, 10/01/25  | 1035 | 1042457 |
| Moreno Valley Public <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/01/25  | 300 | 302768 |
| 5.000%, 11/01/26  | 290 | 298990 |
| Mountain View-Whisman <br> School District (GO) <br> Series C |  |  |
| 5.000%, 09/01/25  | 615 | 618949 |
| 5.000%, 09/01/26  | 400 | 412209 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series A |  |  |
| 5.000%, 05/01/25  | 685 | 685000 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/30  | 1285 | 1314460 |
| 5.000%, 11/01/31  | 1305 | 1334150 |
| Napa Valley Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/31  | 4630 | 4645816 |
| North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/25  | 250 | 252734 |
| Northern California Power <br> Agency (RB) Series A |  |  |
| 5.000%, 07/01/25  | 905 | 907524 |
| Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 1850 | 1856791 |
| 5.000%, 08/01/28  | 3200 | 3266772 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 5.000%, 08/01/27  | 1095 | 1099945 |
| Oakland Unified School <br> District/Alameda County <br> (GO) (AGM) Series A |  |  |
| 5.000%, 08/01/31  | 220 | 227899 |
| Oceanside Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/32  | 1140 | 1143688 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Oceanside Unified School <br> District (GO) Series A | Oceanside Unified School <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 325 | $326513 |
| Oxnard Union High School <br> District (RN)  | Oxnard Union High School <br> District (RN)  |  |  |
|  | 4.000%, 06/30/25  | 5630 | 5636234 |
| Palm Springs Unified <br> School District (GO) <br> Series A | Palm Springs Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/25  | 325 | 326357 |
| Palm Springs Unified <br> School District (GO) <br> Series B | Palm Springs Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 1410 | 1415886 |
| Peralta Community College <br> District (GO) Series A | Peralta Community College <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/25  | 800 | 800164 |
|  | 5.000%, 08/01/29  | 500 | 500102 |
| ¤ | 5.000%, 08/01/29 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1275 | 1280723 |
|  | 4.000%, 08/01/30  | 3500 | 3500240 |
| Placentia-Yorba Linda <br> Unified School District <br> (COP) (AGM)  | Placentia-Yorba Linda <br> Unified School District <br> (COP) (AGM)  |  |  |
|  | 4.000%, 10/01/25  | 1525 | 1531060 |
| Poway Unified School <br> District (GO)  | Poway Unified School <br> District (GO)  |  |  |
|  | 5.000%, 08/01/25  | 465 | 467082 |
|  | 5.000%, 08/01/26  | 980 | 1006733 |
| Redondo Beach Unified <br> School District (GO) <br> Series A | Redondo Beach Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 500 | 512272 |
|  | 5.000%, 08/01/27  | 450 | 469444 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series 0-1 | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series 0-1 |  |  |
|  | 1.750%, 05/15/45  | 600 | 600000 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series L |  |  |
|  | 5.000%, 05/15/33  | 9365 | 9498916 |
|  | 5.000%, 05/15/34  | 6000 | 6080191 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 | Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
|  | 1.730%, 05/15/45  | 1930 | 1930000 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Riverside Community <br> College District (GO) <br> Series A | Riverside Community <br> College District (GO) <br> Series A |  |  |
|  | 5.000%, 08/01/26  | 3000 | $3085202 |
|  | 5.000%, 08/01/27  | 1800 | 1888603 |
| Riverside County Public <br> Financing Authority (RB)  | Riverside County Public <br> Financing Authority (RB)  |  |  |
| ¤ | 5.000%, 11/01/31 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 855 | 863589 |
| ¤ | 5.250%, 11/01/45 <br> (Pre-refunded @ <br> $100, 11/1/25)<br>| 670 | 677556 |
| Sacramento City Unified <br> School District (GO) <br> (BAM)  | Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
|  | 5.000%, 07/01/25  | 830 | 832343 |
| Sacramento City Unified <br> School District (GO) <br> (BAM) Series A | Sacramento City Unified <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 5.000%, 08/01/25  | 540 | 542363 |
| Sacramento City Unified <br> School District (GO) <br> (AGM)  | Sacramento City Unified <br> School District (GO) <br> (AGM)  |  |  |
|  | 4.000%, 07/01/26  | 1025 | 1038985 |
| Sacramento City Unified <br> School District (GO) <br> (AGM) Series B | Sacramento City Unified <br> School District (GO) <br> (AGM) Series B |  |  |
|  | 8.000%, 08/01/25  | 1510 | 1527754 |
| Sacramento Municipal <br> Utility District (RB) <br> Series J | Sacramento Municipal <br> Utility District (RB) <br> Series J |  |  |
|  | 5.000%, 08/15/25  | 845 | 849215 |
| San Diego County Water <br> Authority (RB)  | San Diego County Water <br> Authority (RB)  |  |  |
|  | 5.000%, 05/01/27  | 3210 | 3213500 |
| San Diego County Water <br> Authority (RB) Series A | San Diego County Water <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/25  | 495 | 495000 |
| San Diego Public Facilities <br> Financing Authority (RB)  | San Diego Public Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 10/15/29  | 1000 | 1007451 |
|  | 5.000%, 10/15/30  | 2975 | 2996306 |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series A | San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 10/15/25  | 340 | 343045 |
|  | 5.000%, 10/15/26  | 275 | 283792 |
|  | 5.000%, 10/15/33  | 1635 | 1644559 |
|  | 5.000%, 05/15/34  | 5000 | 5091450 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series B |  |  |
| 5.000%, 10/15/31  | 1040 | $1046926 |
| 5.000%, 10/15/32  | 1000 | 1006291 |
| San Diego Unified School <br> District (GO) Series F |  |  |
| 4.000%, 07/01/32  | 1000 | 1001090 |
| San Diego Unified School <br> District (GO) Series H-2 |  |  |
| 5.000%, 07/01/25  | 4790 | 4802468 |
| San Diego Unified School <br> District (GO) Series O-2 |  |  |
| 5.000%, 07/01/25  | 75 | 75195 |
| San Diego Unified School <br> District (GO) Series R4 |  |  |
| 5.000%, 07/01/27  | 3010 | 3018214 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/34  | 1000 | 1002373 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series A |  |  |
| 4.000%, 05/01/25  | 1650 | 1650000 |
| 5.000%, 05/01/25  | 1270 | 1270000 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 05/01/26  | 2580 | 2631549 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/30  | 2880 | 2900030 |
| 5.000%, 10/01/31  | 1390 | 1398974 |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 475 | 499339 |
| San Francisco Community <br> College District (GO)  |  |  |
| 5.000%, 06/15/25  | 845 | 846220 |
| 5.000%, 06/15/26  | 1000 | 1001822 |
| 5.000%, 06/15/29  | 1590 | 1592897 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 06/15/31  | 1750 | $1753188 |
| San Francisco Community <br> College District (GO) <br> (BAM) Series B | San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 06/15/26  | 1340 | 1371105 |
| San Francisco Unified <br> School District (GO)  | San Francisco Unified <br> School District (GO)  |  |  |
|  | 5.000%, 06/15/25  | 1935 | 1938345 |
| San Francisco Unified <br> School District (GO) <br> Series A | San Francisco Unified <br> School District (GO) <br> Series A |  |  |
|  | 5.000%, 06/15/26  | 4000 | 4085271 |
| San Francisco Unified <br> School District (GO) <br> Series B | San Francisco Unified <br> School District (GO) <br> Series B |  |  |
|  | 4.000%, 06/15/25  | 1545 | 1545816 |
| San Francisco Unified <br> School District (GO) <br> Series C | San Francisco Unified <br> School District (GO) <br> Series C |  |  |
|  | 5.000%, 06/15/25  | 720 | 721245 |
| San Francisco Unified <br> School District (GO) <br> Series F&C | San Francisco Unified <br> School District (GO) <br> Series F&C |  |  |
|  | 4.000%, 06/15/31  | 2000 | 2000563 |
|  | 4.000%, 06/15/33  | 3000 | 3000197 |
| San Francisco Unified <br> School District (GO) <br> Series FC | San Francisco Unified <br> School District (GO) <br> Series FC |  |  |
|  | 5.000%, 06/15/28  | 7100 | 7109599 |
| San Jose Financing <br> Authority (RB) Series B | San Jose Financing <br> Authority (RB) Series B |  |  |
|  | 5.000%, 11/01/25  | 570 | 575741 |
| San Luis Coastal Unified <br> School District (GO) <br> Series C | San Luis Coastal Unified <br> School District (GO) <br> Series C |  |  |
| ¤ | 5.000%, 08/01/39 <br> (Pre-refunded @ <br> $100, 8/1/26)<br>| 750 | 770969 |
| San Mateo County <br> Community College <br> District (GO) Series A | San Mateo County <br> Community College <br> District (GO) Series A |  |  |
| ¤ | 5.000%, 09/01/45 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 3365 | 3385530 |
| San Mateo County Transit <br> District (RB) Series A | San Mateo County Transit <br> District (RB) Series A |  |  |
|  | 5.000%, 06/01/27  | 1170 | 1171449 |
|  | 4.000%, 06/01/32  | 3885 | 3886629 |
|  | 4.000%, 06/01/33  | 4760 | 4761995 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Mateo Foster City <br> Public Financing <br> Authority (RB) Series B | San Mateo Foster City <br> Public Financing <br> Authority (RB) Series B |  |  |
|  | 5.000%, 08/01/25  | 555 | $557561 |
| San Mateo Joint Powers <br> Financing Authority (RB) <br> Series A | San Mateo Joint Powers <br> Financing Authority (RB) <br> Series A |  |  |
| ¤ | 4.000%, 07/15/32 <br> (Pre-refunded @ <br> $100, 7/15/26)<br>| 2500 | 2533575 |
| San Mateo Union High <br> School District (GO) <br> Series C | San Mateo Union High <br> School District (GO) <br> Series C |  |  |
|  | 4.000%, 09/01/33  | 1135 | 1136667 |
| San Pablo Joint Powers <br> Financing Authority (RB) <br> (AGM)  | San Pablo Joint Powers <br> Financing Authority (RB) <br> (AGM)  |  |  |
|  | 4.000%, 11/01/25  | 180 | 180766 |
| San Rafael City High <br> School District (GO) <br> Series B | San Rafael City High <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/25  | 310 | 311451 |
| San Ysidro School District <br> (GO) (AGM) Series B | San Ysidro School District <br> (GO) (AGM) Series B |  |  |
|  | 5.000%, 08/01/25  | 375 | 376518 |
| Santa Clara County <br> Financing Authority (RB) <br> Series A | Santa Clara County <br> Financing Authority (RB) <br> Series A |  |  |
|  | 3.000%, 11/15/25  | 1000 | 996210 |
| Southern California Public <br> Power Authority (RB)  | Southern California Public <br> Power Authority (RB)  |  |  |
|  | 5.000%, 07/01/25  | 2020 | 2022498 |
| Southern California Public <br> Power Authority (RB) <br> Series A | Southern California Public <br> Power Authority (RB) <br> Series A |  |  |
|  | 5.000%, 07/01/31  | 1905 | 1905725 |
| Southern California Water <br> Replenishment District <br> (RB)  | Southern California Water <br> Replenishment District <br> (RB)  |  |  |
|  | 5.000%, 08/01/32  | 2310 | 2317647 |
| State of California (GO)  | State of California (GO)  |  |  |
|  | 5.000%, 08/01/25  | 3075 | 3087778 |
|  | 5.000%, 09/01/25 | 22855 | 22985860 |
|  | 5.000%, 10/01/25 | 4390 | 4422401 |
|  | 5.000%, 12/01/25  | 5030 | 5084795 |
|  | 3.000%, 03/01/26  | 1875 | 1871304 |
|  | 5.000%, 03/01/26  | 4900 | 4902520 |
|  | 5.000%, 04/01/26  | 1510 | 1537429 |
|  | 5.000%, 08/01/26 | 14395 | 14746956 |
|  | 4.000%, 09/01/26  | 2320 | 2350340 |
|  | 5.000%, 09/01/26 | 6760 | 6936067 |
|  | 4.000%, 11/01/26  | 7345 | 7452894 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 03/01/27  | 5750 | $5953997 |
| 5.000%, 04/01/27  | 2775 | 2877805 |
| 5.000%, 10/01/27  | 1180 | 1234889 |
| 5.000%, 08/01/28 | 4235 | 4330323 |
| 5.000%, 09/01/28  | 8940 | 9154345 |
| 5.000%, 10/01/29  | 5000 | 5077332 |
| 5.000%, 08/01/30 | 6750 | 6818215 |
| 4.000%, 08/01/31  | 5490 | 5516462 |
| 5.000%, 08/01/31  | 4540 | 4556616 |
| 5.250%, 08/01/31  | 2955 | 2967630 |
| 5.000%, 09/01/31  | 3500 | 3564145 |
| 5.000%, 10/01/31  | 90 | 90108 |
| 5.000%, 03/01/32  | 3950 | 3952031 |
| 5.250%, 08/01/32  | 2025 | 2033349 |
| 4.000%, 09/01/32 | 1775 | 1780254 |
| 5.000%, 10/01/32  | 15 | 15017 |
| 5.000%, 08/01/33 | 11190 | 11429643 |
| 5.000%, 12/01/34  | 1000 | 1013713 |
| State of California (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 4575 | 4701480 |
| State of California (GO) <br> Series C |  |  |
| 5.000%, 09/01/28  | 1870 | 1879978 |
| 5.000%, 09/01/32  | 1000 | 1004668 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series AW |  |  |
| 5.000%, 12/01/31  | 9940 | 10193708 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BG |  |  |
| 5.000%, 12/01/27  | 5000 | 5284141 |
| Stockton Public Financing <br> Authority (RB) (AGC)  |  |  |
| 5.000%, 09/01/26  | 1785 | 1830255 |
| Stockton Unified School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/25  | 610 | 612931 |
| Stockton Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 1645 | 1652241 |
| Stockton Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/25  | 1425 | 1429046 |
| Stockton Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/25  | 210 | 210924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Stockton Unified School <br> District (GO) Series C | Stockton Unified School <br> District (GO) Series C |  |  |
|  | 5.000%, 08/01/25  | 410 | $411805 |
| Stockton Unified School <br> District (COP)  | Stockton Unified School <br> District (COP)  |  |  |
|  | 5.000%, 02/01/26  | 275 | 278822 |
| Sweetwater Union High <br> School District (GO) <br> Series A-2 | Sweetwater Union High <br> School District (GO) <br> Series A-2 |  |  |
|  | 5.000%, 08/01/26  | 1905 | 1958153 |
| Tahoe-Truckee Unified <br> School District (GO) <br> Series B | Tahoe-Truckee Unified <br> School District (GO) <br> Series B |  |  |
|  | 5.000%, 08/01/34  | 905 | 924574 |
| Tracy Public Financing <br> Authority (RB) Series A | Tracy Public Financing <br> Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/25  | 440 | 444213 |
| Ukiah Public Financing <br> Authority (RB)  | Ukiah Public Financing <br> Authority (RB)  |  |  |
|  | 4.000%, 04/01/26  | 395 | 398301 |
| University of California <br> (RB) Series BS | University of California <br> (RB) Series BS |  |  |
|  | 5.000%, 05/15/25  | 4520 | 4522867 |
| University of California <br> (RB) Series AO | University of California <br> (RB) Series AO |  |  |
|  | 5.000%, 05/15/25  | 1940 | 1941309 |
|  | 5.000%, 05/15/32  | 1000 | 1000675 |
| University of California <br> (RB) Series AR | University of California <br> (RB) Series AR |  |  |
|  | 5.000%, 05/15/30  | 2120 | 2156597 |
|  | 5.000%, 05/15/31  | 1440 | 1464267 |
| University of California <br> (RB) Series BV | University of California <br> (RB) Series BV |  |  |
|  | 5.000%, 05/15/25  | 1665 | 1666056 |
| University of California <br> (RB) Series BX | University of California <br> (RB) Series BX |  |  |
|  | 5.000%, 05/15/26  | 6475 | 6615974 |
| University of California <br> (RB) Series BZ | University of California <br> (RB) Series BZ |  |  |
|  | 5.000%, 05/15/26  | 6685 | 6830546 |
|  | 5.000%, 05/15/27  | 3000 | 3127291 |
| University of California <br> (RB) Series I | University of California <br> (RB) Series I |  |  |
|  | 5.000%, 05/15/27  | 3625 | 3627445 |
|  | 4.000%, 05/15/33  | 3055 | 3055892 |
| Upper Santa Clara Valley <br> Joint Powers Authority <br> (RB) Series A | Upper Santa Clara Valley <br> Joint Powers Authority <br> (RB) Series A |  |  |
| ¤ | 5.000%, 08/01/34 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 1350 | 1355720 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Ventura County Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/32  | 10000 | $10004243 |
| Vista Unified School <br> District (COP) (AGM)  |  |  |
| 5.000%, 10/01/25  | 1295 | 1304330 |
| West Contra Costa Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 1525 | 1530406 |
| 5.000%, 08/01/26  | 4050 | 4153930 |
| West Valley-Mission <br> Community College <br> District (GO) Series B |  |  |
| 4.000%, 08/01/34  | 2740 | 2739758 |
| West Valley-Mission <br> Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/33  | 1375 | 1377026 |
| Western Placer Unified <br> School District (RN)  |  |  |
| 5.000%, 06/30/25  | 2330 | 2336411 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $711,521,319) |  | 709952068 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| COMMERCIAL PAPER — (3.1%) | COMMERCIAL PAPER — (3.1%) | COMMERCIAL PAPER — (3.1%) |
| California Statewide <br> Communities <br> Development Authority |  |  |
| 2.780%, 05/13/25 | 6000 | $5998554 |
| 2.730%, 07/08/25 | 9000 | 8991352 |
| 2.750%, 05/15/25 | 8000 | 7997631 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $23,000,000) |  | 22987537 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $321,679)<br>| 321647 | 321679 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $734,842,998) |  | $733261284 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $709952068 | &nbsp;&nbsp; — | &nbsp;&nbsp; $709952068 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 22987537 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22987537 |
| Investment Companies | &nbsp;&nbsp; $321679 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 321679 |
| Total Investments in Securities | &nbsp;&nbsp; $321679 | &nbsp;&nbsp; $732939605 | &nbsp;&nbsp; — | &nbsp;&nbsp; $733261284 |

---

See accompanying Notes to Financial Statements.

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| CALIFORNIA — (99.9%) | CALIFORNIA — (99.9%) | CALIFORNIA — (99.9%) |
| Alameda County Joint <br> Powers Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/34  | 3750 | $4179152 |
| Alhambra Unified School <br> District (GO) Series B |  |  |
| 5.250%, 08/01/41  | 750 | 834675 |
| Alum Rock Union <br> Elementary School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/42  | 370 | 395305 |
| Anaheim Housing & Public <br> Improvements Authority <br> (RB) Series A |  |  |
| 5.000%, 10/01/28  | 360 | 384426 |
| Arcadia Unified School <br> District (GO)  |  |  |
| 3.000%, 08/01/26  | 1035 | 1033317 |
| Bay Area Toll Authority <br> (RB) Series A |  |  |
| 1.780%, 04/01/55  | 5105 | 5105000 |
| Bay Area Toll Authority <br> (RB) Series B |  |  |
| 1.750%, 04/01/55  | 8545 | 8545000 |
| Berkeley Unified School <br> District (GO) Series D |  |  |
| 4.000%, 08/01/44  | 1445 | 1393946 |
| Berkeley Unified School <br> District (GO) Series E |  |  |
| 5.000%, 08/01/27  | 455 | 475368 |
| Berryessa Union School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 150 | 154335 |
| Beverly Hills Unified <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/30  | 1350 | 1373360 |
| Calexico Unified School <br> District (GO) (BAM)  |  |  |
| 5.000%, 08/01/31  | 385 | 424630 |
| 4.000%, 08/01/34  | 525 | 535776 |
| California Educational <br> Facilities Authority (RB) <br> Series 2025A |  |  |
| 5.000%, 04/01/44  | 700 | 754994 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California Health Facilities <br> Financing Authority (RB)  | California Health Facilities <br> Financing Authority (RB)  |  |  |
|  | 5.000%, 02/01/33  | 1105 | $1134055 |
|  | 5.000%, 02/01/34  | 1250 | 1281164 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/27  | 750 | 790219 |
| California Health Facilities <br> Financing Authority (RB) <br> Series A | California Health Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/25  | 4840 | 4877805 |
|  | 5.000%, 02/01/27  | 1740 | 1750913 |
|  | 5.000%, 12/01/27  | 375 | 393829 |
|  | 5.000%, 12/01/28  | 500 | 523797 |
|  | 5.000%, 11/15/34  | 3145 | 3254261 |
|  | 4.000%, 04/01/38  | 1600 | 1565738 |
|  | 5.000%, 08/15/41  | 2000 | 2108851 |
|  | 5.000%, 12/01/41  | 855 | 899803 |
| California Health Facilities <br> Financing Authority (RB) <br> Series B | California Health Facilities <br> Financing Authority (RB) <br> Series B |  |  |
|  | 5.000%, 08/15/35  | 1600 | 1626355 |
| California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A | California Infrastructure & <br> Economic Development <br> Bank (RB) (AMBAC) <br> Series A |  |  |
| ¤ | 5.000%, 07/01/36 <br> (Pre-refunded @ <br> $100, 1/1/28)<br>| 500 | 529648 |
| California Municipal <br> Finance Authority (RB) <br> Series A | California Municipal <br> Finance Authority (RB) <br> Series A |  |  |
|  | 5.000%, 02/01/27  | 685 | 699395 |
|  | 5.000%, 02/01/29  | 825 | 859268 |
|  | 5.000%, 02/01/30  | 1000 | 1049941 |
| California Public Finance <br> Authority (RB) Series A | California Public Finance <br> Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/28  | 520 | 547603 |
| California State Public <br> Works Board (RB) <br> Series B | California State Public <br> Works Board (RB) <br> Series B |  |  |
|  | 5.000%, 12/01/31  | 1510 | 1674349 |
| California State Public <br> Works Board (RB) <br> Series A | California State Public <br> Works Board (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 4000 | 4174806 |
|  | 5.000%, 02/01/28  | 5030 | 5292433 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| California State Public <br> Works Board (RB) <br> Series C |  |  |
| 5.000%, 11/01/28  | 1805 | $1922268 |
| 5.000%, 08/01/35  | 675 | 733868 |
| California State University <br> (RB) Series A |  |  |
| 5.000%, 11/01/26  | 350 | 361430 |
| 3.250%, 11/01/28  | 4000 | 3981429 |
| 3.375%, 11/01/29  | 5000 | 4988999 |
| 5.000%, 11/01/31  | 1300 | 1320483 |
| 5.000%, 11/01/32  | 1000 | 1014475 |
| 4.000%, 11/01/35  | 2000 | 1996524 |
| 5.000%, 11/01/43  | 1500 | 1620869 |
| California Statewide <br> Communities <br> Development Authority <br> (RB) Series A |  |  |
| 4.000%, 06/01/25  | 1165 | 1165456 |
| 4.000%, 06/01/26  | 1035 | 1046059 |
| 5.000%, 03/01/27  | 1490 | 1505119 |
| 5.000%, 12/01/43  | 2750 | 2861891 |
| Calleguas Municipal Water <br> District (RB) Series A |  |  |
| 5.000%, 07/01/40  | 175 | 196851 |
| Carlsbad Unified School <br> District (COP)  |  |  |
| 4.000%, 10/01/26  | 85 | 86307 |
| 4.000%, 10/01/28  | 160 | 165793 |
| 4.000%, 10/01/29  | 110 | 114680 |
| Carlsbad Unified School <br> District (GO) Series C |  |  |
| 4.000%, 08/01/43  | 1100 | 1082659 |
| Cerritos Community <br> College District (GO)  |  |  |
| 4.000%, 08/01/44  | 750 | 723502 |
| Cerritos Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/29  | 400 | 436557 |
| Chabot-Las Positas <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/34  | 2635 | 2635199 |
| Chabot-Las Positas <br> Community College <br> District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 755 | 816087 |
| 5.000%, 08/01/43  | 435 | 467711 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Chula Vista Elementary <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/39  | 800 | $886399 |
| 4.000%, 08/01/42  | 1070 | 1054810 |
| 4.000%, 08/01/43  | 560 | 544862 |
| Chula Vista Municipal <br> Financing Authority (RB)  |  |  |
| 5.000%, 05/01/25  | 275 | 275000 |
| City & County of San <br> Francisco (GO) <br> Series 2025B-1 |  |  |
| 5.000%, 06/15/43  | 4000 | 4236926 |
| City & County of San <br> Francisco (GO) <br> Series R1 |  |  |
| 5.000%, 06/15/25 | 2300 | 2305405 |
| City & County of San <br> Francisco (COP) <br> Series A |  |  |
| 4.000%, 04/01/41  | 300 | 292335 |
| City of Long Beach Airport <br> System Revenue (RB) <br> (AGM) Series A |  |  |
| 5.000%, 06/01/27  | 220 | 229071 |
| 5.000%, 06/01/28  | 205 | 217182 |
| City of Long Beach Harbor <br> Revenue (RB) Series A |  |  |
| 5.000%, 05/15/28  | 500 | 534236 |
| 5.000%, 05/15/29  | 410 | 446302 |
| City of Pasadena Water <br> Revenue (RB) Series A |  |  |
| 5.000%, 06/01/25  | 360 | 360533 |
| City of Riverside Sewer <br> Revenue (RB) Series A |  |  |
| 5.000%, 08/01/37  | 2335 | 2436971 |
| City of San Francisco <br> Public Utilities <br> Commission Water <br> Revenue (RB)  |  |  |
| 4.000%, 11/01/34  | 1500 | 1500331 |
| 4.000%, 11/01/35  | 1500 | 1500331 |
| City of San Mateo (ST) <br> (BAM)  |  |  |
| 5.000%, 09/01/27  | 250 | 259979 |
| 5.000%, 09/01/28  | 370 | 389264 |
| City of Santa Clara Electric <br> Revenue (RB) Series A |  |  |
| 5.000%, 07/01/44  | 1185 | 1277897 |
| Clovis Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/31  | 425 | 468623 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 08/01/32  | 340 | $373468 |
| Compton Unified School <br> District (GO) (BAM) <br> Series B |  |  |
| 4.000%, 06/01/31  | 750 | 758825 |
| Contra Costa Water District <br> (RB) Series W |  |  |
| 5.000%, 10/01/25  | 400 | 403298 |
| Corona-Norco Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/27  | 185 | 194148 |
| County of Sacramento <br> (COP) (AGM)  |  |  |
| 5.000%, 10/01/28  | 795 | 852095 |
| Culver City School <br> Facilities Financing <br> Authority (RB) (AGM)  |  |  |
| 5.500%, 08/01/26  | 855 | 882789 |
| Culver City Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/44  | 1415 | 1356031 |
| Del Mar Union School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/28  | 255 | 265202 |
| Desert Sands Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/29  | 535 | 582772 |
| 4.000%, 08/01/44  | 1100 | 1061136 |
| East Bay Municipal Utility <br> District Wastewater <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/26  | 170 | 174346 |
| East Bay Regional Park <br> District (RB)  |  |  |
| 4.000%, 05/01/44  | 695 | 677664 |
| East Side Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/25  | 275 | 276370 |
| 5.000%, 08/01/26  | 325 | 333017 |
| El Camino Community <br> College District <br> Fountation (GO) <br> Series E |  |  |
| 4.000%, 08/01/43  | 500 | 487729 |
| El Dorado Irrigation District <br> (COP) Series A |  |  |
| 5.000%, 03/01/44  | 340 | 360638 |
| Elk Grove Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/40  | 2000 | 1979102 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Evergreen School District <br> (GO)  |  |  |
| 3.000%, 08/01/25  | 1400 | $1397892 |
| Folsom Cordova Unified <br> School District School <br> Facilities Improvement <br> District No. 5 (GO) <br> Series B |  |  |
| 5.000%, 10/01/26  | 250 | 257818 |
| Folsom Cordova Unified <br> School District School <br> Facilities Improvement <br> District No. 5 (GO) <br> Series C |  |  |
| 5.000%, 10/01/25  | 100 | 100770 |
| Foothill-De Anza <br> Community College <br> District (GO)  |  |  |
| 4.000%, 08/01/37  | 500 | 496542 |
| Fremont Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 795 | 798840 |
| Fresno Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/27  | 710 | 728466 |
| Garden Grove Public <br> Financing Authority (RB) <br> (BAM) Series A |  |  |
| 5.000%, 04/01/43  | 200 | 215283 |
| Gilroy Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/25  | 100 | 100217 |
| Goleta Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 190 | 208481 |
| 5.000%, 08/01/43  | 480 | 523629 |
| 5.000%, 08/01/44  | 325 | 352765 |
| Grossmont Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/27  | 500 | 524947 |
| 4.000%, 08/01/30  | 1760 | 1771776 |
| Hermosa Beach City <br> School District (GO) <br> Series C |  |  |
| 3.000%, 08/01/28  | 510 | 503615 |
| Indio Finance Authority <br> (RB) (BAM) Series A |  |  |
| 5.000%, 11/01/27  | 395 | 413738 |
| 5.000%, 11/01/29  | 365 | 393916 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Irvine Unified School <br> District (GO) Series D |  |  |
| 5.000%, 09/01/43  | 1325 | $1435294 |
| Jefferson Union High <br> School District (GO)  |  |  |
| 5.000%, 08/01/36  | 285 | 314509 |
| Jefferson Union High <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/36  | 155 | 171049 |
| Jefferson Union High <br> School District (GO) <br> Series C |  |  |
| 5.000%, 08/01/44  | 500 | 533322 |
| Kern Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/25  | 265 | 265528 |
| Kern High School District <br> (GO)  |  |  |
| 5.000%, 08/01/25  | 670 | 672983 |
| Kern High School District <br> (GO) Series A |  |  |
| 3.000%, 08/01/26  | 990 | 990199 |
| Lake County Public <br> Financing Authority (RB)  |  |  |
| 4.000%, 05/01/42  | 750 | 731429 |
| Lancaster Financing <br> Authority (RB) (BAM) <br> Series A |  |  |
| 5.000%, 05/01/43  | 1050 | 1108753 |
| Livermore-Amador Valley <br> Water Management <br> Agency (RB)  |  |  |
| 4.000%, 08/01/25  | 610 | 611138 |
| 4.000%, 08/01/26  | 525 | 532142 |
| Lodi Unified School District <br> (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | 513453 |
| Lodi Unified School District <br> (GO) Series 2020 |  |  |
| 4.000%, 08/01/27  | 335 | 342903 |
| Long Beach Bond Finance <br> Authority (RB)  |  |  |
| 5.000%, 08/01/26  | 680 | 698042 |
| Long Beach Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/28  | 140 | 149843 |
| Long Beach Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/26  | 210 | 215676 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Long Beach Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/33  | 5025 | $5141768 |
| Los Alamitos Unified <br> School District (GO) <br> Series C |  |  |
| 4.000%, 08/01/42  | 605 | 595676 |
| Los Angeles Community <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 1240 | 1245458 |
| Los Angeles County <br> Metropolitan <br> Transportation Authority <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/01/29  | 105 | 113928 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series <br> E-1 |  |  |
| 5.000%, 12/01/40  | 2530 | 2634658 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 12/01/32  | 1025 | 1113923 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series D |  |  |
| 5.000%, 12/01/25  | 190 | 192133 |
| Los Angeles County Public <br> Works Financing <br> Authority (RB) Series F |  |  |
| 5.000%, 12/01/26  | 425 | 439142 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/37  | 1000 | 1010457 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series A |  |  |
| 5.000%, 07/01/30  | 2040 | 2150535 |
| 5.000%, 07/01/31  | 310 | 314615 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series B |  |  |
| 5.000%, 07/01/29  | 705 | 716852 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series C |  |  |
| 5.000%, 07/01/27  | 545 | 561249 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 07/01/41  | 505 | $516400 |
| 5.000%, 07/01/43  | 2200 | 2215549 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series D |  |  |
| 5.000%, 07/01/43 | 1975 | 2006004 |
| Los Angeles Department of <br> Water & Power (RB) <br> Series E |  |  |
| 5.000%, 07/01/29  | 525 | 549153 |
| 5.000%, 07/01/30  | 315 | 332068 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 07/01/25  | 290 | 290417 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series B |  |  |
| 3.000%, 07/01/26  | 3435 | 3389465 |
| 5.000%, 07/01/28  | 855 | 886049 |
| 5.000%, 07/01/44  | 655 | 664063 |
| Los Angeles Department of <br> Water & Power Water <br> System Revenue (RB) <br> Series D |  |  |
| 5.000%, 07/01/43  | 3800 | 3828562 |
| Los Angeles Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/43  | 750 | 799152 |
| Los Angeles Unified School <br> District (GO) Series A |  |  |
| 5.000%, 07/01/25  | 1010 | 1012731 |
| Los Angeles Unified School <br> District (GO) Series A-1 |  |  |
| 5.000%, 07/01/44  | 6250 | 6685184 |
| Los Angeles Unified School <br> District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 610 | 636877 |
| 5.000%, 07/01/34  | 1940 | 2019277 |
| Los Angeles Unified School <br> District (GO) <br> Series QRR |  |  |
| 5.000%, 07/01/43  | 1000 | 1071726 |
| 5.000%, 07/01/44  | 1840 | 1963299 |
| Los Angeles Unified School <br> District (COP) (BAM) <br> Series A |  |  |
| 5.000%, 10/01/27  | 1000 | 1049752 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Los Rios Community <br> College District (GO)  |  |  |
| 5.000%, 08/01/26  | 500 | $513017 |
| 5.000%, 08/01/27  | 415 | 435706 |
| 5.000%, 08/01/28  | 220 | 235467 |
| Manteca Unified School <br> District (GO) Series C |  |  |
| 5.250%, 08/01/44  | 515 | 561333 |
| Metropolitan Water District <br> of Southern California <br> (RB) Series B |  |  |
| 4.000%, 10/01/25  | 1000 | 1003518 |
| 3.000%, 07/01/28  | 3420 | 3413565 |
| Metropolitan Water District <br> of Southern California <br> (RB) Series C |  |  |
| 5.000%, 07/01/25  | 200 | 200534 |
| 5.000%, 07/01/40  | 165 | 175128 |
| Mill Valley School District <br> (GO) Series B |  |  |
| 4.000%, 08/01/43  | 600 | 596218 |
| 4.000%, 08/01/44  | 520 | 513551 |
| Milpitas Unified School <br> District (GO) Series B |  |  |
| 4.000%, 08/01/25  | 400 | 400977 |
| 4.000%, 08/01/26  | 400 | 406874 |
| 4.000%, 08/01/27  | 250 | 257330 |
| 4.000%, 08/01/28  | 510 | 530099 |
| Modesto High School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/44  | 650 | 694433 |
| Modesto Irrigation District <br> (RB) Series A |  |  |
| 5.000%, 10/01/37  | 1120 | 1171949 |
| Morongo Unified School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/25  | 80 | 80328 |
| 5.000%, 08/01/26  | 220 | 225591 |
| 5.000%, 08/01/27  | 120 | 125425 |
| Mount Diablo Unified <br> School District (GO)  |  |  |
| 5.000%, 08/01/30  | 3900 | 4317040 |
| Mount Diablo Unified <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/25  | 925 | 926401 |
| 4.000%, 08/01/26  | 475 | 482693 |
| Mount San Antonio <br> Community College <br> District (GO) Series D |  |  |
| 4.000%, 08/01/44  | 715 | 689738 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Mount San Jacinto <br> Community College <br> District (GO) Series C |  |  |
| 4.000%, 08/01/25  | 400 | $400736 |
| Mountain View-Whisman <br> School District (GO) <br> Series C |  |  |
| 4.000%, 09/01/43  | 1000 | 989243 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series A |  |  |
| 5.000%, 11/01/30  | 3885 | 4256978 |
| Municipal Improvement <br> Corp. of Los Angeles <br> (RB) Series B |  |  |
| 5.000%, 11/01/31  | 3975 | 4063789 |
| 5.000%, 11/01/32  | 2630 | 2684880 |
| 4.000%, 11/01/34  | 1355 | 1346253 |
| Napa Valley Unified School <br> District (GO) Series A |  |  |
| 4.000%, 08/01/34  | 1155 | 1155087 |
| North Lake Tahoe Public <br> Financing Authority (RB)  |  |  |
| 5.000%, 12/01/26  | 200 | 207033 |
| Northern California <br> Sanitation Agencies <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 12/01/26  | 360 | 373114 |
| Northern Humboldt Union <br> High School District <br> (GO)  |  |  |
| 4.000%, 08/01/26  | 240 | 243058 |
| Oakland Unified School <br> District/Alameda County <br> (GO) (AGM)  |  |  |
| 5.000%, 08/01/25  | 1250 | 1255691 |
| Oakland Unified School <br> District/Alameda County <br> (GO)  |  |  |
| 5.000%, 08/01/26  | 575 | 587831 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series A |  |  |
| 5.000%, 08/01/25 | 1290 | 1294735 |
| Oakland Unified School <br> District/Alameda County <br> (GO) Series C |  |  |
| 5.000%, 08/01/26  | 500 | 511157 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Oceanside Public <br> Financing Authority (RB)  |  |  |
| 4.000%, 11/01/34  | 600 | $602363 |
| Oceanside Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/40  | 500 | 545881 |
| 5.000%, 08/01/41  | 500 | 542570 |
| Oceanside Unified School <br> District (GO) Series B |  |  |
| 5.000%, 08/01/42  | 225 | 242766 |
| Orange County Local <br> Transportation Authority <br> Sales Tax Revenue (RB)  |  |  |
| 5.000%, 02/15/41  | 2000 | 2095871 |
| Orange County Sanitation <br> District (RB) Series A |  |  |
| 5.000%, 02/01/34  | 965 | 976097 |
| Palm Springs Unified <br> School District (GO) <br> Series A |  |  |
| 3.000%, 08/01/25  | 5415 | 5404782 |
| 5.000%, 08/01/28  | 345 | 369255 |
| Palos Verdes Peninsula <br> Unified School District <br> (GO)  |  |  |
| 4.000%, 08/01/44  | 500 | 485533 |
| Pittsburg Unified School <br> District (GO)  |  |  |
| 4.000%, 08/01/34  | 500 | 499995 |
| Placentia-Yorba Linda <br> Unified School District <br> (GO)  |  |  |
| 4.000%, 08/01/29  | 1000 | 1038456 |
| Pomona Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 260 | 272973 |
| Redlands Unified School <br> District (GO)  |  |  |
| 5.000%, 07/01/26  | 300 | 308139 |
| 5.000%, 07/01/27  | 535 | 559491 |
| Redondo Beach Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 08/01/44  | 300 | 320303 |
| Redwood City School <br> District (GO)  |  |  |
| 5.000%, 08/01/27  | 50 | 52495 |
| 5.000%, 08/01/28  | 85 | 90976 |
| Redwood City School <br> District (GO) Series A |  |  |
| 5.000%, 08/01/42  | 400 | 436500 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Redwoods Community <br> College District (GO) <br> (BAM)  |  |  |
| 5.000%, 08/01/44  | 800 | $847602 |
| Reed Union School District <br> (GO)  |  |  |
| 4.000%, 08/01/27  | 460 | 473170 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series 0-1 |  |  |
| 1.750%, 05/15/45  | 3060 | 3060000 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series K |  |  |
| 1.750%, 05/15/47  | 750 | 750000 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series O-2 |  |  |
| 1.730%, 05/15/45  | 1125 | 1125000 |
| Regents of the University <br> of California Medical <br> Center Pooled Revenue <br> (RB) Series P |  |  |
| 5.000%, 05/15/41  | 3000 | 3145309 |
| 5.000%, 05/15/42  | 1310 | 1365922 |
| Riverside Community <br> College District (GO) <br> Series A |  |  |
| 4.000%, 08/01/44  | 335 | 323164 |
| Riverside County <br> Infrastructure Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/25  | 1255 | 1267266 |
| Riverside Unified School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/27  | 225 | 236226 |
| 5.000%, 08/01/29  | 225 | 245091 |
| 5.000%, 08/01/30  | 310 | 343149 |
| Rowland Unified School <br> District (GO) Series B |  |  |
| 4.000%, 08/01/44  | 660 | 643454 |
| Sacramento City Unified <br> School District (GO) <br> (BAM)  |  |  |
| 5.000%, 07/01/27  | 750 | 782046 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Sacramento Municipal <br> Utility District (RB) <br> Series I | Sacramento Municipal <br> Utility District (RB) <br> Series I |  |  |
|  | 5.000%, 08/15/25  | 1500 | $1507483 |
| Sacramento Municipal <br> Utility District (RB) <br> Series J | Sacramento Municipal <br> Utility District (RB) <br> Series J |  |  |
|  | 5.000%, 08/15/26  | 900 | 924260 |
| Sacramento Municipal <br> Utility District (RB) <br> Series K | Sacramento Municipal <br> Utility District (RB) <br> Series K |  |  |
|  | 5.000%, 08/15/40  | 400 | 436141 |
| Sacramento Suburban <br> Water District (RB) <br> Series A | Sacramento Suburban <br> Water District (RB) <br> Series A |  |  |
|  | 5.000%, 11/01/27  | 765 | 807194 |
| Salinas City Elementary <br> School District (GO) <br> (BAM) Series A | Salinas City Elementary <br> School District (GO) <br> (BAM) Series A |  |  |
|  | 7.000%, 08/01/38  | 210 | 255547 |
| San Bernardino City <br> Unified School District <br> (GO) (AGM) Series H | San Bernardino City <br> Unified School District <br> (GO) (AGM) Series H |  |  |
|  | 5.000%, 08/01/40  | 2270 | 2459625 |
| San Diego Association of <br> Governments (RB) <br> Series A | San Diego Association of <br> Governments (RB) <br> Series A |  |  |
| ¤ | 5.000%, 11/15/26 <br> (Pre-refunded @ <br> $100, 11/15/25)<br>| 1565 | 1581493 |
| San Diego Community <br> College District (GO) <br> Series A-1 | San Diego Community <br> College District (GO) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/44  | 2770 | 3007784 |
| San Diego County <br> Regional Transportation <br> Commission (RB) <br> Series A | San Diego County <br> Regional Transportation <br> Commission (RB) <br> Series A |  |  |
|  | 5.000%, 04/01/42  | 1770 | 1924234 |
| San Diego County Water <br> Authority (RB) Series A | San Diego County Water <br> Authority (RB) Series A |  |  |
|  | 5.000%, 05/01/26  | 330 | 337016 |
|  | 5.000%, 05/01/27  | 160 | 166932 |
| San Diego Public Facilities <br> Financing Authority (RB) <br> Series A | San Diego Public Facilities <br> Financing Authority (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/43  | 1165 | 1249209 |
|  | 5.000%, 10/15/43  | 500 | 536455 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Diego Regional <br> Building Authority (RB) <br> Series A |  |  |
| 5.000%, 10/15/27  | 1030 | $1038861 |
| San Diego Unified School <br> District (GO) Series B-3 |  |  |
| 5.000%, 07/01/44  | 445 | 473899 |
| San Diego Unified School <br> District (GO) Series G |  |  |
| 5.000%, 07/01/43  | 1500 | 1601030 |
| San Diego Unified School <br> District (GO) Series O-2 |  |  |
| 5.000%, 07/01/43  | 1250 | 1342750 |
| San Diego Unified School <br> District (GO) Series R-5 |  |  |
| 5.000%, 07/01/26  | 320 | 327269 |
| San Diego Unified School <br> District (GO) <br> Series ZR-5A |  |  |
| 5.000%, 07/01/43  | 200 | 214840 |
| San Diego Unified School <br> District (GO) (NPFG) <br> Series D-1 |  |  |
| 5.500%, 07/01/25  | 445 | 446523 |
| San Francisco Bay Area <br> Rapid Transit District <br> (GO) Series B-1 |  |  |
| 4.000%, 08/01/36  | 340 | 344484 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB)  |  |  |
| 4.000%, 07/01/26  | 385 | 390786 |
| San Francisco Bay Area <br> Rapid Transit District <br> Sales Tax Revenue (RB) <br> Series A |  |  |
| 4.000%, 07/01/34  | 95 | 95225 |
| 4.000%, 07/01/36  | 1175 | 1163112 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series 2020-B |  |  |
| 4.000%, 05/01/37  | 510 | 513704 |
| San Francisco City & <br> County Airport <br> Comm-San Francisco <br> International Airport (RB) <br> Series B |  |  |
| 5.000%, 05/01/27  | 2075 | 2157142 |
| 5.000%, 05/01/44  | 1250 | 1317534 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Francisco City & <br> County Public Utilities <br> Commission Wastewater <br> Revenue (RB) Series A |  |  |
| 5.000%, 10/01/35  | 2500 | $2510238 |
| 5.250%, 10/01/40  | 4010 | 4373857 |
| San Francisco Community <br> College District (GO)  |  |  |
| 5.000%, 06/15/25  | 805 | 806162 |
| San Francisco Community <br> College District (GO) <br> (BAM) Series B |  |  |
| 5.000%, 06/15/44  | 630 | 664491 |
| San Francisco Unified <br> School District (GO) <br> Series A |  |  |
| 5.000%, 06/15/44  | 1000 | 1048318 |
| San Francisco Unified <br> School District (GO) <br> Series B |  |  |
| 4.000%, 06/15/31  | 285 | 291960 |
| San Francisco Unified <br> School District (GO) <br> Series F&C |  |  |
| 4.000%, 06/15/31  | 1500 | 1500422 |
| 4.000%, 06/15/33  | 2000 | 2000131 |
| San Joaquin Hills <br> Transportation Corridor <br> Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | 802196 |
| 4.000%, 01/15/34  | 280 | 283320 |
| San Jose Financing <br> Authority (RB) Series B |  |  |
| 5.000%, 11/01/29  | 515 | 563979 |
| 5.000%, 11/01/30  | 400 | 445380 |
| San Jose Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/31  | 1290 | 1295781 |
| San Juan Unified School <br> District (GO)  |  |  |
| 3.000%, 08/01/25  | 1475 | 1474468 |
| 3.000%, 08/01/26  | 3135 | 3147125 |
| San Juan Water District <br> (RB)  |  |  |
| 5.000%, 02/01/26  | 500 | 507509 |
| San Leandro Unified <br> School District (GO) <br> (BAM) Series A |  |  |
| 4.000%, 08/01/25  | 125 | 125324 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| San Luis Obispo County <br> Financing Authority (RB) <br> Series A |  |  |
| 5.000%, 11/15/27  | 150 | $158354 |
| 5.000%, 11/15/29  | 250 | 273511 |
| San Mateo County <br> Community College <br> District (GO) Series B |  |  |
| 5.000%, 09/01/27  | 450 | 473438 |
| 5.000%, 09/01/28  | 420 | 450478 |
| San Pablo Joint Powers <br> Financing Authority (RB) <br> (AGM)  |  |  |
| 4.000%, 11/01/26  | 165 | 167685 |
| 4.000%, 11/01/27  | 140 | 143744 |
| 4.000%, 11/01/28  | 145 | 150215 |
| San Rafael Joint Powers <br> Financing Authority (RB)  |  |  |
| 5.000%, 06/01/27  | 140 | 146409 |
| Santa Ana Unified School <br> District (GO)  |  |  |
| 5.000%, 08/01/25  | 350 | 351523 |
| Santa Barbara Finance <br> Authority (RB)  |  |  |
| 4.000%, 05/15/42  | 960 | 940757 |
| Santa Clara County <br> Financing Authority (RB) <br> Series A |  |  |
| 4.000%, 04/01/37  | 1010 | 1013523 |
| Santa Cruz City High <br> School District (GO) <br> Series A |  |  |
| 4.000%, 08/01/44  | 1000 | 964669 |
| Santa Monica Community <br> College District (GO) <br> Series A |  |  |
| 5.000%, 08/01/26  | 105 | 107890 |
| Santa Monica-Malibu <br> Unified School District <br> (GO) Series C |  |  |
| 5.000%, 08/01/40  | 3000 | 3251838 |
| 5.000%, 08/01/42  | 1700 | 1821695 |
| Sonoma County Junior <br> College District (GO) <br> Series C |  |  |
| 5.000%, 08/01/29  | 1015 | 1105634 |
| 5.000%, 08/01/30  | 815 | 902991 |
| Sonoma Valley Unified <br> School District (GO) <br> Series B |  |  |
| 5.000%, 08/01/25  | 500 | 502340 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| Southern California Public <br> Power Authority (RB)  |  |  |
| 5.000%, 07/01/25  | 1000 | $1001237 |
| Southern California Public <br> Power Authority (RB) <br> Series 1 |  |  |
| 5.000%, 07/01/25  | 965 | 966193 |
| Southern California Public <br> Power Authority (RB) <br> Series A |  |  |
| 5.000%, 07/01/30  | 1115 | 1115739 |
| Southwestern Community <br> College District (GO) <br> Series E-2 |  |  |
| 3.000%, 08/01/25  | 200 | 199851 |
| 4.000%, 08/01/26  | 280 | 284500 |
| State of California (GO)  |  |  |
| 5.000%, 09/01/25  | 840 | 844810 |
| 5.000%, 10/01/25  | 750 | 755536 |
| 3.000%, 03/01/26  | 3055 | 3048977 |
| 5.000%, 08/01/26 | 455 | 466125 |
| 3.000%, 03/01/27  | 2565 | 2560648 |
| 3.500%, 08/01/27  | 2855 | 2883543 |
| 5.000%, 08/01/27 | 9895 | 10285813 |
| 5.000%, 10/01/27  | 2570 | 2689547 |
| 5.000%, 04/01/28 | 1825 | 1925577 |
| 5.000%, 08/01/28 | 3580 | 3770172 |
| 5.000%, 10/01/28  | 6780 | 7210971 |
| 5.000%, 11/01/28  | 1180 | 1232615 |
| 5.000%, 04/01/29 | 7280 | 7802175 |
| 4.000%, 08/01/29  | 2800 | 2817269 |
| 5.000%, 10/01/29  | 1585 | 1609514 |
| 5.000%, 11/01/29  | 1210 | 1307664 |
| 5.000%, 12/01/29  | 3055 | 3305291 |
| 5.000%, 08/01/30  | 1250 | 1274123 |
| 5.000%, 09/01/30  | 1420 | 1448257 |
| 4.000%, 09/01/31  | 2000 | 2010159 |
| 5.000%, 10/01/31  | 2010 | 2226181 |
| 5.000%, 08/01/32  | 1800 | 1830753 |
| 5.000%, 04/01/33  | 1995 | 2118498 |
| 4.000%, 11/01/33  | 1360 | 1363422 |
| 4.000%, 11/01/35  | 1000 | 1000225 |
| 4.000%, 11/01/36  | 500 | 495288 |
| 5.000%, 09/01/37  | 2500 | 2535379 |
| 4.000%, 10/01/39  | 1500 | 1477711 |
| 5.000%, 10/01/39  | 755 | 820311 |
| 5.000%, 09/01/41  | 880 | 931189 |
| 5.000%, 04/01/42 | 2785 | 2874078 |
| 5.000%, 10/01/42  | 3000 | 3102678 |
| 5.000%, 03/01/43  | 1700 | 1829354 |
| 5.000%, 09/01/43  | 1250 | 1336099 |
| 5.000%, 08/01/44  | 1000 | 1067797 |
| 5.250%, 08/01/44  | 875 | 952417 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| State of California (GO) <br> Series C |  |  |
| 5.000%, 11/01/37  | 395 | $430861 |
| State of California <br> Department of Water <br> Resources (RB) <br> Series BF |  |  |
| 5.000%, 12/01/28  | 105 | 112615 |
| Stockton Unified School <br> District (COP)  |  |  |
| 5.000%, 02/01/31  | 335 | 348339 |
| Stockton Unified School <br> District (GO) (AGM) <br> Series A |  |  |
| 5.000%, 07/01/27  | 1585 | 1658922 |
| Stockton Unified School <br> District (GO) (AGM) <br> Series C |  |  |
| 5.000%, 08/01/27  | 1260 | 1320896 |
| Sunnyvale School District <br> (GO)  |  |  |
| 5.000%, 09/01/25  | 640 | 644045 |
| Sylvan Union School <br> District (GO) Series C |  |  |
| 5.000%, 08/01/26  | 405 | 415796 |
| Tracy Public Financing <br> Authority (RB) Series A |  |  |
| 5.000%, 11/01/27  | 490 | 515690 |
| 5.000%, 11/01/28  | 510 | 545371 |
| University of California <br> (RB) Series AO |  |  |
| 5.000%, 05/15/31  | 1635 | 1636103 |
| University of California <br> (RB) Series AV |  |  |
| 5.000%, 05/15/32  | 1905 | 1966239 |
| University of California <br> (RB) Series BE |  |  |
| 5.000%, 05/15/38  | 3000 | 3176476 |
| University of California <br> (RB) Series BH |  |  |
| 5.000%, 05/15/25  | 1115 | 1115707 |
| University of California <br> (RB) Series BN |  |  |
| 5.000%, 05/15/41  | 2510 | 2684295 |
| University of California <br> (RB) Series BV |  |  |
| 5.000%, 05/15/42  | 1380 | 1475653 |
| University of California <br> (RB) Series BZ |  |  |
| 5.000%, 05/15/40  | 5000 | 5465219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| University of California <br> (RB) Series CA | University of California <br> (RB) Series CA |  |  |
|  | 5.000%, 05/15/40  | 1000 | $1093044 |
| Ventura County Community <br> College District (GO)  | Ventura County Community <br> College District (GO)  |  |  |
| ¤ | 5.000%, 08/01/30 <br> (Pre-refunded @ <br> $100, 8/1/25)<br>| 500 | 502118 |
|  | 4.000%, 08/01/32  | 3000 | 3001273 |
| Walnut Creek Elementary <br> School District Contra <br> Costa County (GO)  | Walnut Creek Elementary <br> School District Contra <br> Costa County (GO)  |  |  |
|  | 4.000%, 09/01/25  | 100 | 100237 |
| West Basin Municipal <br> Water District (RB) <br> Series A | West Basin Municipal <br> Water District (RB) <br> Series A |  |  |
|  | 5.000%, 08/01/27  | 770 | 807730 |
|  | 5.000%, 08/01/30  | 2820 | 2858450 |
| West Contra Costa Unified <br> School District (GO) <br> Series A-1 | West Contra Costa Unified <br> School District (GO) <br> Series A-1 |  |  |
|  | 5.000%, 08/01/25  | 520 | 521843 |
|  | 5.000%, 08/01/26  | 545 | 558986 |
|  | 5.000%, 08/01/27  | 575 | 601223 |
| West Contra Costa Unified <br> School District (GO) <br> (BAM) Series B | West Contra Costa Unified <br> School District (GO) <br> (BAM) Series B |  |  |
|  | 5.000%, 08/01/44  | 365 | 388484 |
| West Valley-Mission <br> Community College <br> District (GO) Series A | West Valley-Mission <br> Community College <br> District (GO) Series A |  |  |
|  | 5.000%, 08/01/29  | 135 | 147219 |
| Windsor Unified School <br> District (GO)  | Windsor Unified School <br> District (GO)  |  |  |
|  | 4.000%, 08/01/26  | 105 | 106338 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $445,215,807) | TOTAL MUNICIPAL <br> BONDS <br>(Cost $445,215,807) |  | 437466990 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| BlackRock Liquidity <br> Funds MuniCash <br>(Cost $223,764)<br>| 223741 | 223764 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $445,439,571) |  | $437690754 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $437466990 | &nbsp;&nbsp; — | &nbsp;&nbsp; $437466990 |
| Investment Companies | &nbsp;&nbsp; $223764 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 223764 |
| Total Investments in Securities | &nbsp;&nbsp; $223764 | &nbsp;&nbsp; $437466990 | &nbsp;&nbsp; — | &nbsp;&nbsp; $437690754 |

---

See accompanying Notes to Financial Statements.

------

**DFA NY Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| NEW YORK — (100.0%) | NEW YORK — (100.0%) | NEW YORK — (100.0%) |
| Amherst Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 08/06/25  | 1070 | $1071522 |
| Bethlehem Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 5.000%, 06/15/25  | 1015 | 1017363 |
| Canton Central School <br> District (GO) (ST AID <br> WITHHLDG) Series A |  |  |
| 4.000%, 06/27/25  | 965 | 965658 |
| City of Batavia (GO)  |  |  |
| 4.000%, 04/22/26  | 1000 | 1006504 |
| City of New York (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 1090 | 1094392 |
| 5.000%, 08/01/27  | 2300 | 2310260 |
| City of New York (GO) <br> Series A1 |  |  |
| 4.000%, 08/01/32  | 2145 | 2146923 |
| 4.000%, 08/01/36  | 750 | 731891 |
| 5.000%, 08/01/38  | 500 | 504352 |
| City of New York (GO) <br> Series A-1 |  |  |
| 5.000%, 08/01/27  | 2510 | 2615175 |
| City of New York (GO) <br> Series A5 |  |  |
| 2.500%, 08/01/44  | 290 | 290000 |
| City of New York (GO) <br> Series B1 |  |  |
| 5.000%, 12/01/31  | 2500 | 2549254 |
| City of New York (GO) <br> Series B-1 |  |  |
| 5.000%, 10/01/26  | 1985 | 2039877 |
| City of New York (GO) <br> Series B-5 |  |  |
| 2.550%, 10/01/46  | 570 | 570000 |
| City of New York (GO) <br> Series C |  |  |
| 5.000%, 08/01/25  | 2025 | 2033160 |
| 5.000%, 08/01/27  | 900 | 937712 |
| City of New York (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 1315 | 1347478 |
| 5.000%, 08/01/27  | 1110 | 1131059 |
| 5.000%, 08/01/32  | 1025 | 1040545 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| City of New York (GO) <br> Series F-1 |  |  |
| 5.000%, 08/01/25  | 540 | $542176 |
| 5.000%, 08/01/26  | 1505 | 1542171 |
| 5.000%, 06/01/35  | 750 | 750907 |
| City of North Tonawanda <br> (GO)  |  |  |
| 4.750%, 05/16/25  | 750 | 750202 |
| City of Oneida (GO)  |  |  |
| 4.000%, 03/27/26  | 1000 | 1007312 |
| City of Rochester (GO) <br> Series I |  |  |
| 4.000%, 02/26/26  | 1250 | 1257563 |
| City of Rochester (GO) <br> Series III |  |  |
| 5.000%, 07/31/25  | 2620 | 2629006 |
| City of Schenectady (GO)  |  |  |
| 4.500%, 05/02/25  | 740 | 740015 |
| City of Yonkers (GO) (AGM <br> ST AID WITHHLDG) <br> Series B |  |  |
| 5.000%, 02/15/26  | 280 | 284464 |
| Cold Spring Harbor Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.000%, 06/15/25  | 300 | 299583 |
| County of Chautauqua <br> (GO) (BAM)  |  |  |
| 4.000%, 06/01/25  | 325 | 325141 |
| County of Erie (GO) <br> Series A |  |  |
| 5.000%, 09/15/25  | 205 | 206300 |
| 5.000%, 09/15/26  | 350 | 360522 |
| County of Nassau (GO) <br> Series C |  |  |
| 5.000%, 10/01/32  | 515 | 528959 |
| County of Schenectady <br> (GO)  |  |  |
| 5.000%, 06/15/25  | 140 | 140270 |
| Croton-Harmon Union Free <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.000%, 06/27/25  | 920 | 920332 |
| Dutchess County Local <br> Development Corp. (RB) <br> Series B |  |  |
| 4.000%, 07/01/34  | 20 | 19683 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| East Greenbush Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 3.500%, 12/11/25  | 860 | $861170 |
| East Hampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series B |  |  |
| 4.500%, 06/26/25  | 1000 | 1001563 |
| Elmira City School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/13/25  | 750 | 750774 |
| Empire State Development <br> Corp. (RB) Series A |  |  |
| 5.000%, 03/15/30 | 3125 | 3160773 |
| 5.000%, 03/15/32  | 930 | 942548 |
| 5.000%, 03/15/34  | 1020 | 1033235 |
| 4.000%, 03/15/37  | 3010 | 2910674 |
| 5.000%, 03/15/38  | 1500 | 1505905 |
| Erie County Industrial <br> Development Agency <br> (RB) (ST AID <br> WITHHLDG) Series A |  |  |
| 5.000%, 05/01/25  | 250 | 250000 |
| Geneva City School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/27/25  | 1040 | 1040667 |
| Herricks Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 07/30/25  | 1070 | 1071417 |
| Horseheads Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/25  | 750 | 750333 |
| Lake Placid Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/15/25  | 560 | 560394 |
| Lancaster Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/06/25  | 1175 | 1176043 |
| Lewiston-Porter Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.250%, 06/24/25  | 765 | 765625 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Long Island Power <br> Authority (RB) Series B | Long Island Power <br> Authority (RB) Series B |  |  |
|  | 5.000%, 09/01/32  | 835 | $850279 |
| Madison County Capital <br> Resource Corp. (RB)  | Madison County Capital <br> Resource Corp. (RB)  |  |  |
|  | 5.000%, 07/01/26  | 175 | 179282 |
|  | 5.000%, 07/01/27  | 175 | 182674 |
| Metropolitan Transportation <br> Authority (RB) Series C1 | Metropolitan Transportation <br> Authority (RB) Series C1 |  |  |
|  | 5.000%, 11/15/34  | 985 | 987443 |
| Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (RB) Series B | Metropolitan Transportation <br> Authority Dedicated Tax <br> Fund (RB) Series B |  |  |
|  | 5.000%, 11/15/39  | 2500 | 2520910 |
| Monroe County Industrial <br> Development Corp. (RB) <br> Series A | Monroe County Industrial <br> Development Corp. (RB) <br> Series A |  |  |
|  | 5.000%, 12/01/25  | 300 | 301500 |
|  | 5.000%, 07/01/26  | 1185 | 1187456 |
| Naples Central School <br> District (GO) (ST AID <br> WITHHLDG)  | Naples Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.250%, 06/25/25  | 1000 | 1000600 |
| New York City Industrial <br> Development Agency <br> (RB) (AGM) Series A | New York City Industrial <br> Development Agency <br> (RB) (AGM) Series A |  |  |
|  | 5.000%, 01/01/27  | 1000 | 1027767 |
|  | 5.000%, 03/01/28  | 520 | 544399 |
| New York Convention <br> Center Development <br> Corp. (RB)  | New York Convention <br> Center Development <br> Corp. (RB)  |  |  |
|  | 5.000%, 11/15/25  | 115 | 115808 |
| New York State Dormitory <br> Authority (RB) <br> Series 2015B-C | New York State Dormitory <br> Authority (RB) <br> Series 2015B-C |  |  |
|  | 5.000%, 03/15/41  | 2000 | 2002624 |
| New York State Dormitory <br> Authority (RB) Series A | New York State Dormitory <br> Authority (RB) Series A |  |  |
|  | 5.000%, 03/15/26  | 2660 | 2709933 |
|  | 5.000%, 05/01/27  | 620 | 640029 |
|  | 5.000%, 03/15/30  | 1450 | 1478502 |
|  | 5.000%, 07/01/30  | 2815 | 2871191 |
|  | 5.000%, 02/15/31  | 1250 | 1282095 |
| ¤ | 5.000%, 07/01/31 <br> (Pre-refunded @ <br> $100, 7/1/25)<br>| 1250 | 1253390 |
|  | 5.000%, 07/01/31  | 1105 | 1126420 |
|  | 5.000%, 03/15/32  | 2500 | 2617743 |
|  | 5.000%, 02/15/33  | 750 | 762844 |
|  | 5.000%, 03/15/33  | 875 | 890904 |
|  | 5.000%, 03/15/35  | 1290 | 1312407 |
|  | 5.000%, 07/01/35  | 1450 | 1452823 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
|  | 5.000%, 03/15/36  | 2000 | $2027771 |
|  | 5.000%, 07/01/40  | 575 | 585164 |
| New York State Dormitory <br> Authority (RB) Series B | New York State Dormitory <br> Authority (RB) Series B |  |  |
|  | 5.000%, 02/15/31  | 1000 | 1031210 |
|  | 5.000%, 10/01/31  | 345 | 351021 |
|  | 5.000%, 02/15/32  | 3000 | 3086969 |
| New York State Dormitory <br> Authority (RB) Series C | New York State Dormitory <br> Authority (RB) Series C |  |  |
|  | 5.000%, 03/15/38  | 600 | 615709 |
| New York State Dormitory <br> Authority (RB) Series D | New York State Dormitory <br> Authority (RB) Series D |  |  |
|  | 5.000%, 02/15/26  | 70 | 71108 |
|  | 5.000%, 02/15/30  | 2870 | 2923874 |
| New York State Dormitory <br> Authority (RB) Series E | New York State Dormitory <br> Authority (RB) Series E |  |  |
| ¤ | 4.000%, 03/15/27 <br> (Pre-refunded @ <br> $100, 9/15/25)<br>| 3735 | 3746119 |
|  | 5.000%, 03/15/35  | 2070 | 2077612 |
|  | 5.000%, 03/15/36  | 2500 | 2509101 |
| Niagara Falls City School <br> District (GO) (BAM ST <br> AID WITHHLDG)  | Niagara Falls City School <br> District (GO) (BAM ST <br> AID WITHHLDG)  |  |  |
|  | 5.000%, 06/15/25  | 785 | 786564 |
| Niagara Falls City School <br> District (GO) (ST AID <br> WITHHLDG)  | Niagara Falls City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.500%, 07/10/25  | 500 | 500664 |
| North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG)  | North Syracuse Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
|  | 4.250%, 08/01/25  | 1000 | 1001514 |
| Oriskany Central School <br> District (GO) (ST AID <br> WITHHLDG)  | Oriskany Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.500%, 06/27/25  | 1010 | 1011203 |
| Oswego City School <br> District (GO) (ST AID <br> WITHHLDG)  | Oswego City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
|  | 4.500%, 07/18/25  | 650 | 651057 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 189 | Port Authority of New York <br> & New Jersey (RB) <br> Series 189 |  |  |
|  | 5.000%, 05/01/28  | 1325 | 1326861 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 194 | Port Authority of New York <br> & New Jersey (RB) <br> Series 194 |  |  |
|  | 5.000%, 10/15/35  | 2010 | 2022159 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 212TH |  |  |
| 4.000%, 09/01/39  | 900 | $860150 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 230 |  |  |
| 4.000%, 12/01/25  | 385 | 387118 |
| Port Authority of New York <br> & New Jersey (RB) <br> Series 243 |  |  |
| 5.000%, 12/01/25  | 1540 | 1557303 |
| Poughkeepsie School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/25/25  | 250 | 250275 |
| Roosevelt Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 07/01/26  | 850 | 871008 |
| 5.000%, 07/01/27  | 800 | 834868 |
| Salmon River Central <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 4.000%, 06/27/25  | 900 | 900412 |
| Southampton Union Free <br> School District (GO) (ST <br> AID WITHHLDG)  |  |  |
| 5.000%, 06/20/25  | 750 | 751264 |
| Southwestern Central <br> School District (GO) (ST <br> AID WITHHLDG) <br> Series A |  |  |
| 4.250%, 06/26/25  | 1085 | 1086123 |
| Suffolk County Water <br> Authority (RB)  |  |  |
| 4.000%, 06/01/31  | 2210 | 2211141 |
| Tonawanda City School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.500%, 06/13/25  | 1000 | 1000960 |
| Town of Amherst (GO)  |  |  |
| 4.000%, 10/30/25  | 2500 | 2507407 |
| Town of Babylon (GO)  |  |  |
| 3.000%, 07/01/25  | 375 | 374371 |
| Town of Batavia (GO)  |  |  |
| 4.000%, 03/03/26  | 1000 | 1006467 |
| Town of East Hampton <br> (GO) Series A |  |  |
| 4.000%, 08/15/25  | 885 | 886307 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Town of Harrison/Village of <br> Harrison (GO)  |  |  |
| 5.000%, 07/01/25  | 140 | $140374 |
| Town of Hempstead (GO) <br> (AGM)  |  |  |
| 4.000%, 04/01/28  | 2000 | 2000656 |
| Town of Islip (GO)  |  |  |
| 4.000%, 10/15/29  | 725 | 728173 |
| Town of Monroe (GO)  |  |  |
| 4.000%, 08/01/25  | 1020 | 1021423 |
| Town of North Hempstead <br> (GO) Series A |  |  |
| 4.000%, 03/20/26  | 5630 | 5672139 |
| Town of North Hempstead <br> (GO) Series B |  |  |
| 4.000%, 09/19/25  | 615 | 616516 |
| Town of Oyster Bay (GO)  |  |  |
| 4.000%, 08/21/25  | 1560 | 1562400 |
| Town of Southampton (GO)  |  |  |
| 3.750%, 03/06/26  | 740 | 743565 |
| Town of Webster (GO) <br> Series A |  |  |
| 4.000%, 08/26/25  | 1050 | 1051421 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series <br> C-1 |  |  |
| 5.000%, 11/15/25  | 1445 | 1458234 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series 2008-B-3 |  |  |
| 5.000%, 11/15/37  | 1835 | 1847465 |
| Triborough Bridge & Tunnel <br> Authority (RB) Series A |  |  |
| 5.000%, 11/15/25  | 1425 | 1438051 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Triborough Bridge & Tunnel <br> Authority (RB) Series B |  |  |
| 5.000%, 11/15/29  | 1180 | $1215293 |
| 5.000%, 11/15/38  | 175 | 177877 |
| Triborough Bridge & Tunnel <br> Authority (RB) <br> Series C-2 |  |  |
| 5.000%, 05/15/25  | 1065 | 1065608 |
| Utica School District (GO) <br> (ST AID WITHHLDG)  |  |  |
| 4.500%, 07/25/25  | 1000 | 1002020 |
| Village of Kings Point (GO)  |  |  |
| 4.250%, 07/18/25  | 1000 | 1001308 |
| Village of Pelham (GO)  |  |  |
| 4.000%, 02/13/26  | 2000 | 2008522 |
| Wayne Central School <br> District (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.250%, 06/27/25  | 750 | 750636 |
| Westhampton Beach Union <br> Free School District <br> (GO) (ST AID <br> WITHHLDG)  |  |  |
| 4.000%, 06/26/25  | 895 | 895669 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $153,626,289) |  | 152996079 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $153,626,289) |  | $152996079 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $152996079 | &nbsp;&nbsp; — | &nbsp;&nbsp; $152996079 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $152996079 | &nbsp;&nbsp; — | &nbsp;&nbsp; $152996079 |

---

See accompanying Notes to Financial Statements.

------

**DFA MN Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| MINNESOTA — (100.0%) | MINNESOTA — (100.0%) | MINNESOTA — (100.0%) |
| City of Albert Lea (GO) <br> Series A |  |  |
| 4.000%, 02/01/26  | 270 | &nbsp;&nbsp; $271592 |
| City of Coon Rapids (GO) <br> Series A |  |  |
| 5.000%, 02/01/29  | 105 | &nbsp;&nbsp; 112432 |
| City of Fergus Falls (GO) <br> Series A |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp; 253458 |
| City of Lakeville (GO) <br> Series A |  |  |
| 5.000%, 02/01/28  | 500 | &nbsp;&nbsp; 527140 |
| City of Minneapolis (GO)  |  |  |
| 4.000%, 12/01/25  | 290 | &nbsp;&nbsp; 291445 |
| 5.500%, 12/01/26  | 800 | &nbsp;&nbsp; 831396 |
| 3.000%, 12/01/27  | 1450 | &nbsp;&nbsp; 1427162 |
| City of Minneapolis/St. Paul <br> Housing & Redevelopment <br> Authority (RB)  |  |  |
| 5.000%, 11/15/26  | 230 | &nbsp;&nbsp; 235807 |
| City of Moorhead Public Utility <br> Revenue (RB) Series A |  |  |
| 5.000%, 11/01/25  | 670 | &nbsp;&nbsp; 675787 |
| City of Rogers (GO) Series B |  |  |
| 5.000%, 02/01/26  | 250 | &nbsp;&nbsp; 253458 |
| City of St. Paul (GO) Series A |  |  |
| 5.000%, 09/01/26  | 235 | &nbsp;&nbsp; 241397 |
| City of Waconia (GO) Series A |  |  |
| 3.000%, 02/01/26  | 820 | &nbsp;&nbsp; 817160 |
| Cloquet Independent School <br> District No. 94 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 200 | &nbsp;&nbsp; 210694 |
| Cook County Independent <br> School District No. 166 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp; 202648 |
| County of Anoka (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp; 517727 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/15/25  | 425 | &nbsp;&nbsp; 429987 |
| County of Hennepin (GO) <br> Series A |  |  |
| 5.000%, 12/01/31  | 1000 | &nbsp;&nbsp; 1027106 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| 5.000%, 12/01/32  | 100 | &nbsp;&nbsp; $102648 |
| 5.000%, 12/01/37  | 220 | &nbsp;&nbsp; 224937 |
| County of Hennepin (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 525 | &nbsp;&nbsp; 530563 |
| County of Hennepin (GO) <br> Series C |  |  |
| 5.000%, 12/01/28  | 210 | &nbsp;&nbsp; 216152 |
| County of Ramsey (GO) <br> Series A |  |  |
| 5.000%, 02/01/27  | 160 | &nbsp;&nbsp; 165645 |
| County of Ramsey (GO) <br> Series B |  |  |
| 5.000%, 02/01/28  | 100 | &nbsp;&nbsp; 105347 |
| 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; 516601 |
| Elk River Independent School <br> District No. 728 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 225 | &nbsp;&nbsp; 228113 |
| Housing & Redevelopment <br> Authority of The City of St. <br> Paul Minnesota (RB) <br> Series A |  |  |
| 5.000%, 07/01/32  | 250 | &nbsp;&nbsp; 250118 |
| Lakeville Independent School <br> District No. 194 (GO) (SD <br> CRED PROG) Series B |  |  |
| 4.000%, 02/01/26  | 365 | &nbsp;&nbsp; 367503 |
| Metropolitan Council (GO) <br> Series B |  |  |
| 5.000%, 12/01/25  | 120 | &nbsp;&nbsp; 121313 |
| 5.000%, 03/01/26  | 435 | &nbsp;&nbsp; 442258 |
| Metropolitan Council (GO) <br> Series C |  |  |
| 5.000%, 12/01/26  | 715 | &nbsp;&nbsp; 738244 |
| Metropolitan Council (GO) <br> Series E |  |  |
| 5.000%, 12/01/25  | 180 | &nbsp;&nbsp; 181970 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 275 | &nbsp;&nbsp; 279010 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| 5.000%, 02/01/27  | 275 | &nbsp;&nbsp; $284798 |
| Minneapolis Special School <br> District No. 1 (GO) (SD <br> CRED PROG) Series B |  |  |
| 5.000%, 02/01/33  | 350 | &nbsp;&nbsp; 358346 |
| Minneapolis-St. Paul <br> Metropolitan Airports <br> Commission (RB) Series A |  |  |
| 5.000%, 01/01/29  | 170 | &nbsp;&nbsp; 175126 |
| Minnesota Higher Education <br> Facilities Authority (RB) <br> Series 8-G |  |  |
| 5.000%, 12/01/25  | 200 | &nbsp;&nbsp; 201911 |
| Minnesota Higher Education <br> Facilities Authority (RB) <br> Series B |  |  |
| 5.000%, 10/01/25  | 100 | &nbsp;&nbsp; 100572 |
| Minnesota Municipal Power <br> Agency (RB)  |  |  |
| 5.000%, 10/01/28  | 145 | &nbsp;&nbsp; 145489 |
| Minnesota Public Facilities <br> Authority State Revolving <br> Fund (RB) Series A |  |  |
| 5.000%, 03/01/26  | 215 | &nbsp;&nbsp; 218805 |
| Minnesota Public Facilities <br> Authority State Revolving <br> Fund (RB) Series B |  |  |
| 5.000%, 03/01/26  | 205 | &nbsp;&nbsp; 208628 |
| Moorhead Independent <br> School District No. 152 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 4.000%, 02/01/31  | 200 | &nbsp;&nbsp; 202878 |
| Northfield Independent School <br> District No. 659 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 300 | &nbsp;&nbsp; 310428 |
| Osseo Independent School <br> District No. 279 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/29  | 500 | &nbsp;&nbsp; 534656 |
| 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; 216013 |
| 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; 202558 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Robbinsdale Independent <br> School District No. 281 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 135 | &nbsp;&nbsp; $136767 |
| Roseville Independent School <br> District No. 623 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 150 | &nbsp;&nbsp; 152019 |
| Southern Minnesota Municipal <br> Power Agency (RB) Series <br> A |  |  |
| 5.000%, 01/01/35  | 190 | &nbsp;&nbsp; 192053 |
| Spring Grove Independent <br> School District No. 297 <br> (GO) (SD CRED PROG) <br> Series A |  |  |
| 5.000%, 02/01/26  | 160 | &nbsp;&nbsp; 162273 |
| St. Paul Independent School <br> District No. 625 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/28  | 150 | &nbsp;&nbsp; 158223 |
| St. Paul Independent School <br> District No. 625 (GO) (SD <br> CRED PROG) Series B |  |  |
| 5.000%, 02/01/26  | 280 | &nbsp;&nbsp; 284082 |
| State of Minnesota (GO) <br> Series A |  |  |
| 5.000%, 08/01/25  | 275 | &nbsp;&nbsp; 276144 |
| 5.000%, 10/01/25  | 205 | &nbsp;&nbsp; 206514 |
| 5.000%, 08/01/26 | 1610 | &nbsp;&nbsp; 1635710 |
| 5.000%, 08/01/34  | 500 | &nbsp;&nbsp; 507911 |
| State of Minnesota (GO) <br> Series B |  |  |
| 5.000%, 08/01/25 | 450 | &nbsp;&nbsp; 451872 |
| 5.000%, 10/01/25  | 355 | &nbsp;&nbsp; 357622 |
| 5.000%, 10/01/26  | 105 | &nbsp;&nbsp; 108052 |
| State of Minnesota (GO) <br> Series D |  |  |
| 5.000%, 08/01/25 | 690 | &nbsp;&nbsp; 692870 |
| 5.000%, 08/01/26  | 440 | &nbsp;&nbsp; 451310 |
| 5.000%, 10/01/26  | 150 | &nbsp;&nbsp; 154360 |
| State of Minnesota (GO) <br> Series E |  |  |
| 5.000%, 08/01/26  | 140 | &nbsp;&nbsp; 143599 |
| Stillwater Independent School <br> District No. 834 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 760 | &nbsp;&nbsp; 770740 |
| University of Minnesota (RB) <br> Series B |  |  |
| 5.000%, 10/01/25  | 800 | &nbsp;&nbsp; 805868 |

---

------

**DFA MN Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| Virginia Independent School <br> District No. 706 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/27  | 125 | &nbsp;&nbsp; $129237 |
| Western Minnesota Municipal <br> Power Agency (RB) <br> Series A |  |  |
| 5.000%, 01/01/26  | 495 | &nbsp;&nbsp; 500998 |
| 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; 216395 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| 5.000%, 02/01/28  | 250 | &nbsp;&nbsp; $263367 |
| Willmar Independent School <br> District No. 347 (GO) (SD <br> CRED PROG) Series A |  |  |
| 5.000%, 02/01/26  | 300 | &nbsp;&nbsp; 304284 |
| TOTAL MUNICIPAL BONDS <br>(Cost $25,127,473) |  | &nbsp;&nbsp; 25019296 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $25,127,473) |  | &nbsp;&nbsp; $25019296 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $25019296 | &nbsp;&nbsp; — | &nbsp;&nbsp; $25019296 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $25019296 | &nbsp;&nbsp; — | &nbsp;&nbsp; $25019296 |

---

See accompanying Notes to Financial Statements.

------

**DFA Oregon Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| OREGON — (100.0%) | OREGON — (100.0%) | OREGON — (100.0%) |
| Astoria Hospital Facilities <br> Authority (RB)  |  |  |
| 5.250%, 08/01/43  | 350 | $363882 |
| Benton & Linn Counties <br> Consolidated School <br> District No. 509J & 509A <br> Corvallis (GO) (SCH BD <br> GTY) Series J |  |  |
| 5.000%, 06/15/29  | 610 | 655661 |
| Central Oregon Community <br> College (GO) (SCH BD <br> GTY)  |  |  |
| 4.000%, 06/15/28  | 270 | 277418 |
| City of Beaverton Water <br> Revenue (RB)  |  |  |
| 5.000%, 04/01/29  | 130 | 139563 |
| 5.000%, 04/01/34  | 455 | 484666 |
| 5.000%, 04/01/39  | 750 | 784125 |
| 5.000%, 04/01/41  | 370 | 398031 |
| City of Bend (GO)  |  |  |
| 5.000%, 06/01/41  | 1015 | 1085937 |
| 5.000%, 06/01/44  | 385 | 409523 |
| City of Bend Water <br> Revenue (RB)  |  |  |
| 5.000%, 12/01/26  | 200 | 204368 |
| 5.000%, 12/01/30  | 350 | 355163 |
| City of Cottage Grove (GO)  |  |  |
| 5.000%, 09/01/26  | 515 | 528125 |
| 4.000%, 06/01/29  | 100 | 102643 |
| City of Eugene (GO) <br> Series A |  |  |
| 5.000%, 06/01/36  | 250 | 273342 |
| City of Eugene Electric <br> Utility System Revenue <br> (RB)  |  |  |
| 5.000%, 08/01/43  | 215 | 228849 |
| City of Hillsboro Water <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/28  | 250 | 264704 |
| City of Lake Oswego (GO)  |  |  |
| 5.000%, 12/01/26  | 250 | 257926 |
| 4.000%, 06/01/41  | 500 | 490729 |
| 5.000%, 06/01/43  | 725 | 772721 |
| City of Medford (GO)  |  |  |
| 4.000%, 06/01/40  | 375 | 371250 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| City of Medford Sewer <br> Revenue (RB) (BAM)  |  |  |
| 4.000%, 06/01/44  | 500 | $460455 |
| City of Newberg (GO)  |  |  |
| 4.000%, 12/01/25  | 120 | 120479 |
| City of Portland (GO) <br> Series A |  |  |
| 5.000%, 06/15/25  | 270 | 270531 |
| 5.000%, 03/01/26  | 115 | 116721 |
| 5.000%, 06/01/26  | 700 | 715853 |
| 5.000%, 04/01/27  | 935 | 971547 |
| 5.000%, 06/01/27  | 540 | 562823 |
| 3.000%, 06/15/28  | 150 | 147712 |
| 4.000%, 04/01/32  | 225 | 226874 |
| City of Portland (GO) <br> Series B |  |  |
| 5.000%, 06/01/25  | 620 | 620818 |
| 5.000%, 06/15/26  | 485 | 496366 |
| 5.000%, 06/15/30  | 405 | 423460 |
| City of Portland (GO) <br> Series C |  |  |
| 5.000%, 06/15/25  | 160 | 160314 |
| City of Portland (GO) <br> Series D |  |  |
| 5.000%, 04/01/28  | 250 | 264336 |
| 5.000%, 04/01/42  | 210 | 222081 |
| City of Portland Sewer <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 06/15/27  | 700 | 711907 |
| City of Portland Water <br> System Revenue (RB) <br> Series A |  |  |
| 5.000%, 04/01/27  | 365 | 379267 |
| City of Redmond (GO) <br> Series B-1 |  |  |
| 5.000%, 06/01/30  | 80 | 83756 |
| City of Salem (GO)  |  |  |
| 5.000%, 06/01/25  | 445 | 445538 |
| 5.000%, 06/01/26  | 235 | 239993 |
| City of Springfield Sewer <br> System Revenue (RB)  |  |  |
| 4.000%, 04/01/26  | 280 | 282593 |
| 4.000%, 04/01/27  | 290 | 294773 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Clackamas & Washington <br> Counties School District <br> No. 3 (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/27  | 150 | $150277 |
| Clackamas & Washington <br> Counties School District <br> No. 3 (GO) (SCH BD <br> GTY) Series B |  |  |
| 5.000%, 06/15/26  | 250 | 255274 |
| Clackamas Community <br> College District (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/43  | 410 | 435988 |
| Clackamas Community <br> College District (GO) <br> Series B |  |  |
| 4.000%, 06/15/25  | 135 | 135086 |
| Clackamas County School <br> District No. 12 North <br> Clackamas (GO) (SCH <br> BD GTY)  |  |  |
| 5.000%, 06/15/32  | 415 | 432707 |
| 5.000%, 06/15/36  | 280 | 289350 |
| 5.000%, 06/15/41  | 470 | 479505 |
| Clackamas County School <br> District No. 12 North <br> Clackamas (GO) (SCH <br> BD GTY) Series B |  |  |
| 5.000%, 06/15/25  | 550 | 551012 |
| 5.000%, 06/15/33  | 345 | 353565 |
| Clackamas County School <br> District No. 7J Lake <br> Oswego (GO) (AGM)  |  |  |
| 5.250%, 06/01/25  | 340 | 340498 |
| Clackamas County Service <br> District No. 1 (RB)  |  |  |
| 5.000%, 12/01/26  | 270 | 278687 |
| Clatsop County School <br> District No. 30 <br> Warrenton-Hammond <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 06/15/27  | 285 | 296657 |
| 5.000%, 06/15/29  | 510 | 547153 |
| Columbia Gorge <br> Community College <br> District (GO)  |  |  |
| 4.000%, 04/01/26  | 75 | 75623 |
| County of Multnomah (GO)  |  |  |
| 5.000%, 06/01/29  | 290 | 299092 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| 4.000%, 06/01/37  | 385 | $383667 |
| County of Multnomah (GO) <br> Series A |  |  |
| 5.000%, 06/15/28  | 580 | 615385 |
| 5.000%, 06/15/29  | 1235 | 1330920 |
| County of Washington <br> (GO)  |  |  |
| 4.000%, 03/01/30  | 1020 | 1025865 |
| Deschutes County <br> Administrative School <br> District No. 1 Bend-La <br> Pine (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/26  | 1130 | 1155600 |
| Deschutes County Hospital <br> Facilities Authority (RB) <br> Series A |  |  |
| 5.000%, 01/01/28  | 250 | 256904 |
| 5.000%, 01/01/32  | 340 | 356262 |
| Hillsboro School District <br> No. 1J (GO) (SCH BD <br> GTY)  |  |  |
| 5.000%, 06/15/28  | 1360 | 1402459 |
| 4.000%, 06/15/34  | 250 | 252511 |
| 4.000%, 06/15/40  | 400 | 394952 |
| Hood River County School <br> District (GO) (SCH BD <br> GTY)  |  |  |
| 4.000%, 06/15/32  | 640 | 643155 |
| Jackson County School <br> District No. 5 Ashland <br> (GO) (SCH BD GTY)  |  |  |
| 5.000%, 06/15/43  | 500 | 510313 |
| Jefferson County School <br> District No. 509J (GO) <br> (SCH BD GTY)  |  |  |
| 4.000%, 06/15/27  | 60 | 61168 |
| Lane Community College <br> (GO) (SCH BD GTY) <br> Series A |  |  |
| 4.000%, 06/15/39  | 1000 | 979078 |
| Linn & Benton Counties <br> School District No. 8J <br> Greater Albany (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/26  | 595 | 608148 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Marion County School <br> District No. 103 <br> Woodburn (GO) (SCH <br> BD GTY)  | Marion County School <br> District No. 103 <br> Woodburn (GO) (SCH <br> BD GTY)  |  |  |
| ¤ | 5.000%, 06/15/34 <br> (Pre-refunded @ <br> $100, 6/15/25)<br>| 630 | $631242 |
| Medford Hospital Facilities <br> Authority (RB) Series A | Medford Hospital Facilities <br> Authority (RB) Series A |  |  |
|  | 5.000%, 08/15/33  | 625 | 660157 |
| Metro (GO)  | Metro (GO)  |  |  |
|  | 5.000%, 06/01/28  | 215 | 227581 |
|  | 4.000%, 06/01/40  | 500 | 503288 |
| Metro (GO) Series A | Metro (GO) Series A |  |  |
|  | 4.000%, 06/01/33  | 1100 | 1127127 |
| Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  | Multnomah County School <br> District No. 1 Portland <br> (GO) (SCH BD GTY)  |  |  |
|  | 5.000%, 06/15/26  | 445 | 454883 |
|  | 5.000%, 06/15/27  | 295 | 307128 |
|  | 5.000%, 06/15/29  | 865 | 928014 |
| Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A | Multnomah County School <br> District No. 7 Reynolds <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/25  | 630 | 631199 |
|  | 5.000%, 06/15/27  | 1000 | 1001816 |
| Oregon City School District <br> No. 62 (GO) (SCH BD <br> GTY) Series B | Oregon City School District <br> No. 62 (GO) (SCH BD <br> GTY) Series B |  |  |
|  | 5.000%, 06/15/44  | 350 | 370195 |
| Oregon Health & Science <br> University (RB) Series A | Oregon Health & Science <br> University (RB) Series A |  |  |
|  | 5.000%, 07/01/37 | 435 | 456961 |
| Oregon State Lottery (RB) <br> Series A | Oregon State Lottery (RB) <br> Series A |  |  |
|  | 5.000%, 04/01/42  | 1000 | 1063135 |
|  | 5.000%, 04/01/43  | 1685 | 1771795 |
| Port of Portland Airport <br> Revenue (RB) Series 23 | Port of Portland Airport <br> Revenue (RB) Series 23 |  |  |
|  | 5.000%, 07/01/35  | 435 | 435248 |
| Port of Portland Airport <br> Revenue (RB) Series A | Port of Portland Airport <br> Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/28  | 150 | 158569 |
| Portland Community <br> College District (GO)  | Portland Community <br> College District (GO)  |  |  |
|  | 5.000%, 06/15/26 | 950 | 972052 |
|  | 5.000%, 06/15/31  | 475 | 482083 |
|  | 5.000%, 06/15/33  | 1165 | 1180703 |
|  | 5.000%, 06/15/38  | 250 | 272541 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Rockwood Water People's <br> Utility District (RB)  |  |  |
| 5.000%, 06/15/42  | 330 | $346712 |
| 5.000%, 06/15/44  | 275 | 287173 |
| Salem Hospital Facility <br> Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 350 | 354704 |
| Salem-Keizer School <br> District No. 24J (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/33  | 600 | 621731 |
| Salem-Keizer School <br> District No. 24J (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/27  | 1345 | 1401424 |
| State of Oregon (GO) <br> Series A |  |  |
| 5.000%, 05/01/27  | 75 | 77854 |
| 5.000%, 05/01/29  | 565 | 607568 |
| 5.000%, 05/01/36  | 210 | 231841 |
| 4.000%, 05/01/37  | 200 | 200753 |
| 4.000%, 05/01/38  | 250 | 249848 |
| 5.000%, 05/01/38  | 799 | 868860 |
| 5.000%, 05/01/40  | 274 | 297726 |
| 5.000%, 05/01/41  | 355 | 379048 |
| 5.000%, 05/01/42  | 270 | 285237 |
| 5.000%, 05/01/43  | 270 | 284857 |
| 5.250%, 05/01/43  | 450 | 487798 |
| 5.250%, 05/01/44  | 75 | 80906 |
| State of Oregon (GO) <br> Series B |  |  |
| 5.000%, 08/01/33  | 950 | 952776 |
| State of Oregon (GO) <br> Series C |  |  |
| 5.000%, 06/01/26  | 420 | 428850 |
| 5.000%, 06/01/31  | 870 | 899032 |
| 5.000%, 06/01/35  | 1400 | 1436767 |
| 5.250%, 06/01/44  | 60 | 65181 |
| State of Oregon (GO) <br> Series D |  |  |
| 5.000%, 06/01/28  | 305 | 323586 |
| 5.000%, 05/01/29  | 535 | 544016 |
| 5.000%, 06/01/39  | 200 | 217054 |
| State of Oregon (GO) <br> Series F |  |  |
| 5.000%, 05/01/25  | 335 | 335000 |
| 5.000%, 08/01/25  | 240 | 240968 |
| 5.000%, 05/01/31  | 550 | 558509 |
| 5.000%, 05/01/32  | 1185 | 1202631 |
| 5.000%, 05/01/34  | 500 | 506799 |
| State of Oregon (GO) <br> Series G |  |  |
| 5.000%, 12/01/33  | 1015 | 1036550 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
|  | 5.000%, 08/01/41  | 350 | $374737 |
| State of Oregon (GO) <br> Series H | State of Oregon (GO) <br> Series H |  |  |
|  | 5.000%, 06/01/25  | 265 | 265332 |
|  | 5.000%, 06/01/27  | 380 | 387026 |
|  | 5.000%, 06/01/29  | 365 | 371632 |
| State of Oregon <br> Department of <br> Transportation (RB) <br> Series A | State of Oregon <br> Department of <br> Transportation (RB) <br> Series A |  |  |
|  | 5.000%, 11/15/26  | 460 | 474146 |
|  | 5.000%, 11/15/27  | 600 | 621811 |
| Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series A | Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series A |  |  |
|  | 5.000%, 09/01/25  | 235 | 236281 |
|  | 5.000%, 09/01/34  | 425 | 451433 |
|  | 3.250%, 10/01/34  | 420 | 393418 |
|  | 5.000%, 09/01/38  | 1230 | 1287647 |
| Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series B | Tri-County Metropolitan <br> Transportation District of <br> Oregon (RB) Series B |  |  |
| ¤ | 5.000%, 09/01/26 <br> (Pre-refunded @ <br> $100, 9/1/25)<br>| 435 | 437421 |
| Tualatin Hills Park & <br> Recreation District (GO)  | Tualatin Hills Park & <br> Recreation District (GO)  |  |  |
|  | 4.000%, 06/01/26  | 110 | 111256 |
| Tualatin Valley Water <br> District (RB)  | Tualatin Valley Water <br> District (RB)  |  |  |
|  | 5.000%, 06/01/43  | 400 | 419212 |
| Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series A | Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series A |  |  |
|  | 5.000%, 06/15/36  | 285 | 298895 |
|  | 5.000%, 06/15/40  | 190 | 196567 |
| Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series J | Washington & Clackamas <br> Counties School District <br> No. 23J Tigard-Tualatin <br> (GO) (SCH BD GTY) <br> Series J |  |  |
|  | 5.000%, 06/15/28  | 275 | 283585 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series B |  |  |
| 5.000%, 06/15/26  | 390 | $399053 |
| 5.000%, 06/15/30  | 360 | 391410 |
| Washington & Multnomah <br> Counties School District <br> No. 48J Beaverton (GO) <br> (SCH BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 615 | 640542 |
| Washington Clackamas & <br> Yamhill Counties School <br> District No. 88J (GO) <br> (SCH BD GTY)  |  |  |
| 5.000%, 06/15/25  | 660 | 661198 |
| Washington County Clean <br> Water Services (RB)  |  |  |
| 5.000%, 10/01/25  | 480 | 483558 |
| 5.000%, 10/01/27  | 555 | 581449 |
| 5.000%, 10/01/28  | 330 | 351505 |
| Washington County School <br> District No. 13 Banks <br> (GO) (SCH BD GTY) <br> Series B |  |  |
| 5.000%, 06/15/38  | 500 | 547683 |
| Water Environment <br> Services Sewer <br> Revenue (RB)  |  |  |
| 5.000%, 06/01/29  | 400 | 430025 |
| TOTAL MUNICIPAL <br> BONDS <br>(Cost $73,744,754) |  | 72107982 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $73,744,754) |  | $72107982 |

---

------

**DFA Oregon Municipal Bond Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; $72107982 | &nbsp;&nbsp; — | &nbsp;&nbsp; $72107982 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $72107982 | &nbsp;&nbsp; — | &nbsp;&nbsp; $72107982 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA**<br> **California**<br> **Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA Municipal**<br> **Bond Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value | $1642977 | $335232 | $446875 | $1438031 |
| Segregated Cash for Swaps Contracts | 19440 | 2790 |  |  |
| Cash  |  |  |  | 1281 |
| Receivables: |  |  |  |  |
| Investment Securities Sold |  | 15 |  |  |
| Dividends and Interest | 22574 | 4849 | 5267 | 23948 |
| Fund Shares Sold | 1984 | 502 | 210 | 319 |
| Unrealized Gain on Swap Contracts | 61769 | 8452 |  |  |
| Prepaid Expenses and Other Assets  | 22 | 12 | 20 | 23 |
| Total Assets | 1748766 | 351852 | 452372 | 1463602 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Due to Custodian  | 19440 | 2790 |  |  |
| Investment Securities Purchased | 11280 | 1269 |  | 71 |
| Fund Shares Redeemed | 1799 | 252 | 349 | 634 |
| Due to Advisor | 281 | 57 | 60 | 182 |
| Unrealized Loss on Swap Contracts | 218 | 10 |  |  |
| Accrued Expenses and Other Liabilities | 77 | 13 | 21 | 95 |
| Total Liabilities | 33095 | 4391 | 430 | 982 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE** <br> **C)**<br>|  |  |  |  |
| **NET ASSETS** | $1715671 | $347461 | $451942 | $1462620 |
| Institutional Class Shares — based on shares outstanding <br> of 158,783,892, 32,435,438, 45,446,876 and <br> 144,118,988, respectively, $0.01 Par Value (1)<br>| **$10.81** | **$10.71** | **$9.94** | **$10.15** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 500000000 | 1000000000 | 1500000000 |
| Investment Securities at Cost | $1650217 | $336463 | $459686 | $1441083 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1649874 | $336836 | $477089 | $1470583 |
| Total Distributable Earnings (Loss) | 65797 | 10625 | (25147)<br>| (7963)<br>|
| **NET ASSETS** | $1715671 | $347461 | $451942 | $1462620 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio**<br>| **DFA California**<br> **Short-Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value | $1325450 | $458299 | $188499 | $733261 |
| Cash  | 1008 |  |  |  |
| Receivables: |  |  |  |  |
| Investment Securities Sold |  |  |  | 15 |
| Dividends and Interest | 17220 | 5898 | 3015 | 11066 |
| Fund Shares Sold | 3249 | 889 | 88 | 602 |
| Prepaid Expenses and Other Assets  | 24 | 15 | 19 | 17 |
| Total Assets | 1346951 | 465101 | 191621 | 744961 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Investment Securities Purchased | 5732 | 1290 | 3751 | 1154 |
| Fund Shares Redeemed | 1531 | 385 | 690 | 185 |
| Due to Advisor | 170 | 70 | 27 | 95 |
| Accrued Expenses and Other Liabilities | 52 | 20 | 17 | 33 |
| Total Liabilities | 7485 | 1765 | 4485 | 1467 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $1339466 | $463336 | $187136 | $743494 |
| Institutional Class Shares — based on shares <br> outstanding of 134,693,863, 49,567,131, 18,800,242 <br> and 72,987,633, respectively, $0.01 Par Value (1)<br>| **$9.94** | **$9.35** | **$9.95** | **$10.19** |
| (1) NUMBER OF SHARES AUTHORIZED | 1500000000 | 500000000 | 500000000 | 1000000000 |
| Investment Securities at Cost | $1349310 | $472537 | $188787 | $734843 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1382745 | $483941 | $187911 | $750479 |
| Total Distributable Earnings (Loss) | (43279)<br>| (20605)<br>| (775)<br>| (6985)<br>|
| **NET ASSETS** | $1339466 | $463336 | $187136 | $743494 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA California**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA NY**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA MN**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value | $437691 | $152996 | $25019 | $72108 |
| Cash  |  | 2636 | 172 | 379 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 15 |  |  |  |
| Dividends and Interest | 5337 | 2378 | 336 | 1159 |
| Fund Shares Sold | 385 | 105 |  |  |
| Prepaid Expenses and Other Assets  | 17 | 29 | 7 | 8 |
| Total Assets | 443445 | 158144 | 25534 | 73654 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Investment Securities Purchased | 9201 | 15 |  |  |
| Fund Shares Redeemed | 777 | 2 |  | 85 |
| Due to Advisor | 55 | 24 | 2 | 12 |
| Accrued Expenses and Other Liabilities | 29 | 11 | 1 | 4 |
| Total Liabilities | 10062 | 52 | 3 | 101 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE** <br> **C)**<br>|  |  |  |  |
| **NET ASSETS** | $433383 | $158092 | $25531 | $73553 |
| Institutional Class Shares — based on shares outstanding of <br> 42,512,543, 15,647,809, 2,600,680 and 7,577,611, <br> respectively, $0.01 Par Value (1)<br>| **$10.19** | **$10.10** | **$9.82** | **$9.71** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 500000000 | 500000000 |
| Investment Securities at Cost | $445440 | $153626 | $25127 | $73745 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $454307 | $159067 | $25909 | $76251 |
| Total Distributable Earnings (Loss) | (20924)<br>| (975)<br>| (378)<br>| (2698)<br>|
| **NET ASSETS** | $433383 | $158092 | $25531 | $73553 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA**<br> **California**<br> **Municipal**<br> **Real Return**<br> **Portfolio**<br>| **DFA Municipal**<br> **Bond Portfolio**<br>| **DFA Short-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Interest | $22100 | $4931 | $5014 | $21987 |
| Total Investment Income | 22100 | 4931 | 5014 | 21987 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 1645 | 338 | 406 | 1114 |
| Accounting & Transfer Agent Fees | 194 | 47 | 67 | 177 |
| Custodian Fees | 9 | 3 | 3 | 9 |
| Filing Fees | 21 | 10 | 14 | 19 |
| Shareholders' Reports | 16 | 9 | 12 | 15 |
| Directors'/Trustees' Fees & Expenses | 5 | 1 | 1 | 5 |
| Professional Fees | 11 | 2 | 4 | 10 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 11 |  |
| Other | 265 | 44 | 9 | 17 |
| Total Expenses | 2166 | 454 | 527 | 1366 |
| Fees Paid Indirectly (Note C) | 3 | 29 | 5 | 60 |
| Net Expenses | 2163 | 425 | 522 | 1306 |
| **Net Investment Income (Loss)** | 19937 | 4506 | 4492 | 20681 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (93)<br>| (1)<br>| (2628)<br>| 32 |
| Swap Contracts | 10449 | 3035 |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (2546)<br>| (915)<br>| 303 | (1517)<br>|
| Swap Contracts | 6886 | 177 |  |  |
| **Net Realized and Unrealized Gain (Loss)** | 14696 | 2296 | (2325)<br>| (1485)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $34633 | $6802 | $2167 | $19196 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio**<br>| **DFA California**<br> **Short-Term**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Interest | $18228 | $6061 | $2880 | $10642 |
| Total Investment Income | 18228 | 6061 | 2880 | 10642 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 1082 | 435 | 167 | 563 |
| Accounting & Transfer Agent Fees | 159 | 59 | 32 | 87 |
| Custodian Fees | 7 | 3 | 3 | 4 |
| Filing Fees | 18 | 18 | 15 | 12 |
| Shareholders' Reports | 16 | 10 | 10 | 10 |
| Directors'/Trustees' Fees & Expenses | 5 | 1 |  | 2 |
| Professional Fees | 9 | 2 | 2 | 4 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 1 |  |
| Other | 15 | 6 | 3 | 9 |
| Total Expenses | 1311 | 534 | 233 | 691 |
| Fees Waived, Expenses Reimbursed by Advisor <br> (Note C)<br>| 27 | 34 | 1 | 23 |
| Fees Paid Indirectly (Note C) | 12 | 2 | 1 | 31 |
| Net Expenses | 1272 | 498 | 231 | 637 |
| **Net Investment Income (Loss)** | 16956 | 5563 | 2649 | 10005 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (415)<br>| (3)<br>| (1)<br>| (6)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (12553)<br>| (4787)<br>| (268)<br>| (1234)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (12968)<br>| (4790)<br>| (269)<br>| (1240)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $3988 | $773 | $2380 | $8765 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA California**<br> **Intermediate-**<br> **Term**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA NY**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA MN**<br> **Municipal**<br> **Bond Portfolio**<br>| **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Interest | $5211 | $2320 | $343 | $855 |
| Total Investment Income | 5211 | 2320 | 343 | 855 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 330 | 150 | 33 | 91 |
| Accounting & Transfer Agent Fees | 60 | 22 | 7 | 14 |
| Custodian Fees | 3 | 1 |  | 1 |
| Filing Fees | 12 | 9 | 9 | 9 |
| Shareholders' Reports | 10 | 9 | 9 | 9 |
| Directors'/Trustees' Fees & Expenses | 1 |  |  |  |
| Professional Fees | 3 | 1 |  |  |
| Other | 6 | 3 | 3 | 4 |
| Total Expenses | 425 | 195 | 61 | 128 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 8 | 21 | 18 |
| Fees Paid Indirectly (Note C) | 1 | 8 | 11 | 12 |
| Net Expenses | 424 | 179 | 29 | 98 |
| **Net Investment Income (Loss)** | 4787 | 2141 | 314 | 757 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (168)<br>|  | (26)<br>| (140)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (4975)<br>| (444)<br>|  | (419)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (5143)<br>| (444)<br>| (26)<br>| (559)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $(356)<br>| $1697 | $288 | $198 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Municipal Real**<br> **Return Portfolio** | **DFA Municipal Real**<br> **Return Portfolio** | **DFA California**<br> **Municipal Real**<br> **Return Portfolio** | **DFA California**<br> **Municipal Real**<br> **Return Portfolio** | **DFA Municipal**<br> **Bond Portfolio** | **DFA Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Municipal Bond**<br> **Portfolio** | **DFA Short-Term**<br> **Municipal Bond**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $19937 | $38013 | $4506 | $7667 | $4492 | $7960 | $20681 | $42742 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (93)<br>| (664)<br>| (1)<br>| (167)<br>| (2628)<br>| (3180)<br>| 32 | (132)<br>|
| Swap Contracts | 10449 | 23215 | 3035 | 4617 |  |  |  |  |
| Change in Unrealized Appreciation (Depreciation) <br> of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (2546)<br>| 26564 | (915)<br>| 3722 | 303 | 24449 | (1517)<br>| 12117 |
| Swap Contracts | 6886 | (17345)<br>| 177 | (3518)<br>|  |  |  |  |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 34633 | 69783 | 6802 | 12321 | 2167 | 29229 | 19196 | 54727 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (38755)<br>| (37840)<br>| (8215)<br>| (7617)<br>| (4372)<br>| (7827)<br>| (20867)<br>| (42125)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 262523 | 340224 | 51605 | 101305 | 46988 | 122453 | 124488 | 223432 |
| Shares Issued in Lieu of Cash Distributions | 38480 | 37575 | 8192 | 7594 | 4359 | 7788 | 20352 | 40858 |
| Shares Redeemed | (193449)<br>| (413183)<br>| (33477)<br>| (72488)<br>| (151491)<br>| (184343)<br>| (180599)<br>| (426596)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 107554 | (35384)<br>| 26320 | 36411 | (100144)<br>| (54102)<br>| (35759)<br>| (162306)<br>|
| Total Increase (Decrease) in Net Assets | 103432 | (3441)<br>| 24907 | 41115 | (102349)<br>| (32700)<br>| (37430)<br>| (149704)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 1612239 | 1615680 | 322554 | 281439 | 554291 | 586991 | 1500050 | 1649754 |
| End of Period | $1715671 | $1612239 | $347461 | $322554 | $451942 | $554291 | $1462620 | $1500050 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 24331 | 31551 | 4812 | 9451 | 4700 | 12271 | 12240 | 22008 |
| Shares Issued in Lieu of Cash Distributions | 3576 | 3484 | 766 | 708 | 435 | 782 | 2002 | 4027 |
| Shares Redeemed  | (17945)<br>| (38311)<br>| (3125)<br>| (6761)<br>| (15158)<br>| (18516)<br>| (17756)<br>| (42017)<br>|
| Net Increase (Decrease) from Shares Issued <br> and Redeemed<br>| 9962 | (3276)<br>| 2453 | 3398 | (10023)<br>| (5463)<br>| (3514)<br>| (15982)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-**<br> **Term Municipal Bond**<br> **Portfolio** | **DFA Intermediate-**<br> **Term Municipal Bond**<br> **Portfolio** | **DFA Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA California Short-Term**<br> **Municipal Bond Portfolio** | **DFA California Short-Term**<br> **Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $16956 | $30381 | $5563 | $9396 | $2649 | $5226 | $10005 | $17355 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (415)<br>| (3087)<br>| (3)<br>| (572)<br>| (1)<br>| (43)<br>| (6)<br>| (142)<br>|
| Change in Unrealized Appreciation (Depreciation) <br> of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (12553)<br>| 62066 | (4787)<br>| 15258 | (268)<br>| 1416 | (1234)<br>| 7493 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 3988 | 89360 | 773 | 24082 | 2380 | 6599 | 8765 | 24706 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (16730)<br>| (30188)<br>| (5441)<br>| (9256)<br>| (2706)<br>| (5096)<br>| (9917)<br>| (17296)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 147639 | 239755 | 91954 | 119799 | 22635 | 54951 | 127914 | 152505 |
| Shares Issued in Lieu of Cash Distributions | 15505 | 27951 | 5073 | 8560 | 2706 | 5096 | 9841 | 17181 |
| Shares Redeemed | (190265)<br>| (356581)<br>| (57648)<br>| (82357)<br>| (29182)<br>| (39493)<br>| (73772)<br>| (215279)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| (27121)<br>| (88875)<br>| 39379 | 46002 | (3841)<br>| 20554 | 63983 | (45593)<br>|
| Total Increase (Decrease) in Net Assets | (39863)<br>| (29703)<br>| 34711 | 60828 | (4167)<br>| 22057 | 62831 | (38183)<br>|
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 1379329 | 1409032 | 428625 | 367797 | 191303 | 169246 | 680663 | 718846 |
| End of Period | $1339466 | $1379329 | $463336 | $428625 | $187136 | $191303 | $743494 | $680663 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 14760 | 23911 | 9781 | 12721 | 2270 | 5520 | 12530 | 14975 |
| Shares Issued in Lieu of Cash Distributions | 1544 | 2787 | 537 | 908 | 271 | 512 | 965 | 1688 |
| Shares Redeemed  | (18979)<br>| (35613)<br>| (6131)<br>| (8763)<br>| (2928)<br>| (3967)<br>| (7228)<br>| (21142)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (2675)<br>| (8915)<br>| 4187 | 4866 | (387)<br>| 2065 | 6267 | (4479)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA California**<br> **Intermediate-Term**<br> **Municipal Bond Portfolio** | **DFA California**<br> **Intermediate-Term**<br> **Municipal Bond Portfolio** | **DFA NY Municipal**<br> **Bond Portfolio** | **DFA NY Municipal**<br> **Bond Portfolio** | **DFA MN Municipal**<br> **Bond Portfolio** | **DFA MN Municipal**<br> **Bond Portfolio** | **DFA Oregon Municipal**<br> **Bond Portfolio** | **DFA Oregon Municipal**<br> **Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $4787 | $8496 | $2141 | $3712 | $314 | $567 | $757 | $1198 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (168)<br>| (560)<br>|  | (70)<br>| (26)<br>| (20)<br>| (140)<br>| (141)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (4975)<br>| 17970 | (444)<br>| 1472 |  | 500 | (419)<br>| 2420 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| (356)<br>| 25906 | 1697 | 5114 | 288 | 1047 | 198 | 3477 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (4691)<br>| (8473)<br>| (2127)<br>| (3685)<br>| (312)<br>| (561)<br>| (754)<br>| (1184)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 76921 | 74734 | 24753 | 52402 | 2778 | 6047 | 7245 | 12787 |
| Shares Issued in Lieu of Cash Distributions | 4685 | 8458 | 2070 | 3618 | 312 | 561 | 752 | 1175 |
| Shares Redeemed | (57512)<br>| (105806)<br>| (10052)<br>| (52904)<br>| (4480)<br>| (7369)<br>| (5418)<br>| (9996)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 24094 | (22614)<br>| 16771 | 3116 | (1390)<br>| (761)<br>| 2579 | 3966 |
| Total Increase (Decrease) in Net Assets | 19047 | (5181)<br>| 16341 | 4545 | (1414)<br>| (275)<br>| 2023 | 6259 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 414336 | 419517 | 141751 | 137206 | 26945 | 27220 | 71530 | 65271 |
| End of Period | $433383 | $414336 | $158092 | $141751 | $25531 | $26945 | $73553 | $71530 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 7520 | 7254 | 2440 | 5180 | 282 | 618 | 742 | 1310 |
| Shares Issued in Lieu of Cash Distributions | 454 | 821 | 204 | 358 | 32 | 57 | 77 | 121 |
| Shares Redeemed  | (5590)<br>| (10263)<br>| (992)<br>| (5227)<br>| (456)<br>| (751)<br>| (557)<br>| (1031)<br>|
| Net Increase (Decrease) from Shares Issued <br> and Redeemed<br>| 2384 | (2188)<br>| 1652 | 311 | (142)<br>| (76)<br>| 262 | 400 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** | **DFA Municipal Real Return Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.83 | &nbsp;&nbsp;&nbsp; $10.62 | &nbsp;&nbsp; $10.56 | &nbsp;&nbsp; $10.91 | &nbsp;&nbsp; $10.21 | &nbsp;&nbsp; $9.99 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | 0.19 | 0.12 | 0.11 | 0.15 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.21 | 0.06 | &nbsp;&nbsp; (0.36)<br>| 0.70 | 0.22 |
| Total from Investment Operations  | 0.24 | &nbsp;&nbsp;&nbsp;&nbsp;0.46 | 0.25 | &nbsp;&nbsp; (0.24)<br>| 0.81 | 0.37 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.15)<br>|
| Net Realized Gains  | &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.15)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.81 | &nbsp;&nbsp;&nbsp; $10.83 | &nbsp;&nbsp; $10.62 | &nbsp;&nbsp; $10.56 | &nbsp;&nbsp; $10.91 | &nbsp;&nbsp; $10.21 |
| Total Return  | 2.19<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.38<br> %<br>| 2.39<br> %<br>| &nbsp;&nbsp; (2.22<br> %)<br>| 8.00<br> %<br>| 3.77<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1715671 | &nbsp;&nbsp;&nbsp; $1612239 | &nbsp;&nbsp; $1615680 | &nbsp;&nbsp; $1787200 | &nbsp;&nbsp; $1153419 | &nbsp;&nbsp; $856386 |
| Ratio of Expenses to Average Net Assets  | 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.24<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor and <br> Fees Paid Indirectly) <br>| 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.24<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets <br>| 2.42<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.33<br> %<br>| 1.79<br> %<br>| 1.07<br> %<br>| 1.08<br> %<br>| 1.51<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 67<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 104<br> %<br>| &nbsp;&nbsp; 62<br> %<br>| &nbsp;&nbsp; 26<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 34<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** | **DFA California Municipal Real Return Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $10.76 | &nbsp;&nbsp;&nbsp; $10.59 | $10.47 | $10.76 | $10.10 | $10.02 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.27 | 0.17 | 0.09 | 0.09 | 0.12 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.08 | &nbsp;&nbsp;&nbsp;&nbsp;0.17 | 0.12 | (0.29)<br>| 0.66 | 0.08 |
| Total from Investment Operations  | 0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.44 | 0.29 | (0.20)<br>| 0.75 | 0.20 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.27)<br>| (0.17)<br>| (0.09)<br>| (0.09)<br>| (0.12)<br>|
| Net Realized Gains  | (0.13)<br>| &nbsp;&nbsp;&nbsp; — |  |  |  |  |
| Return of Capital  |  | &nbsp;&nbsp;&nbsp; — |  |  |  | (0.00)\*<br>|
| Total Distributions  | (0.27)<br>| &nbsp;&nbsp;&nbsp; (0.27)<br>| (0.17)<br>| (0.09)<br>| (0.09)<br>| (0.12)<br>|
| Net Asset Value, End of Period | $10.71 | &nbsp;&nbsp;&nbsp; $10.76 | $10.59 | $10.47 | $10.76 | $10.10 |
| Total Return  | 1.98<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.16<br> %<br>| 2.74<br> %<br>| (1.91<br> %)<br>| 7.41<br> %<br>| 2.04<br> %<br>|
| Net Assets, End of Period (thousands)  | $347461 | &nbsp;&nbsp;&nbsp; $322554 | $281439 | $289238 | $214216 | $156192 |
| Ratio of Expenses to Average Net Assets  | 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.25<br> %<br>| 0.23<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>| 0.27<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by <br> Advisor and Fees Paid Indirectly) <br>| 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.26<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>| 0.28<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.67<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.50<br> %<br>| 1.59<br> %<br>| 0.84<br> %<br>| 0.86<br> %<br>| 1.19<br> %<br>|
| Portfolio Turnover Rate  | 49<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 87<br> %<br>| 61<br> %<br>| 27<br> %<br>| 24<br> %<br>| 21<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** | **DFA Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $9.99 | &nbsp;&nbsp;&nbsp; $9.63 | $9.59 | $10.37 | $10.50 | $10.33 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.09 | &nbsp;&nbsp;&nbsp;&nbsp;0.14 | 0.11 | 0.09 | 0.11 | 0.15 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.05)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.36 | 0.04 | (0.78)<br>| (0.13)<br>| 0.17 |
| Total from Investment Operations  | 0.04 | &nbsp;&nbsp;&nbsp;&nbsp;0.50 | 0.15 | (0.69)<br>| (0.02)<br>| 0.32 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.09)<br>| &nbsp;&nbsp;&nbsp; (0.14)<br>| (0.11)<br>| (0.09)<br>| (0.11)<br>| (0.15)<br>|
| Total Distributions  | (0.09)<br>| &nbsp;&nbsp;&nbsp; (0.14)<br>| (0.11)<br>| (0.09)<br>| (0.11)<br>| (0.15)<br>|
| Net Asset Value, End of Period | $9.94 | &nbsp;&nbsp;&nbsp; $9.99 | $9.63 | $9.59 | $10.37 | $10.50 |
| Total Return  | 0.36<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.17<br> %<br>| 1.53<br> %<br>| (6.71<br> %)<br>| (0.23<br> %)<br>| 3.11<br> %<br>|
| Net Assets, End of Period (thousands)  | $451942 | &nbsp;&nbsp;&nbsp; $554291 | $586991 | $569594 | $648588 | $527633 |
| Ratio of Expenses to Average Net Assets  | 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>| 0.23<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by <br> Advisor and Fees Paid Indirectly) <br>| 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.77<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.39<br> %<br>| 1.11<br> %<br>| 0.85<br> %<br>| 1.02<br> %<br>| 1.43<br> %<br>|
| Portfolio Turnover Rate  | 33<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 39<br> %<br>| 26<br> %<br>| 34<br> %<br>| 15<br> %<br>| 33<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** | **DFA Short-Term Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.16 | &nbsp;&nbsp;&nbsp; $10.08 | &nbsp;&nbsp; $9.98 | &nbsp;&nbsp; $10.16 | &nbsp;&nbsp; $10.19 | &nbsp;&nbsp; $10.18 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.28 | 0.17 | 0.04 | 0.03 | 0.09 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.07 | 0.10 | &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp; (0.03)<br>| 0.01 |
| Total from Investment Operations  | 0.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | 0.27 | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; — | 0.10 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.04)<br>| &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; (0.09)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.04)<br>| &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; (0.09)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.15 | &nbsp;&nbsp;&nbsp; $10.16 | &nbsp;&nbsp; $10.08 | &nbsp;&nbsp; $9.98 | &nbsp;&nbsp; $10.16 | &nbsp;&nbsp; $10.19 |
| Total Return  | 1.31<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.55<br> %<br>| 2.75<br> %<br>| &nbsp;&nbsp; (1.36<br> %)<br>| &nbsp;&nbsp; (0.03<br> %)<br>| 1.02<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1462620 | &nbsp;&nbsp;&nbsp; $1500050 | &nbsp;&nbsp; $1649754 | &nbsp;&nbsp; $2154913 | &nbsp;&nbsp; $2436433 | &nbsp;&nbsp; $2633204 |
| Ratio of Expenses to Average Net Assets  | 0.18<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.19<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.19<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 2.78<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.72<br> %<br>| 1.68<br> %<br>| 0.43<br> %<br>| 0.29<br> %<br>| 0.88<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 93<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 186<br> %<br>| &nbsp;&nbsp; 103<br> %<br>| &nbsp;&nbsp; 75<br> %<br>| &nbsp;&nbsp; 67<br> %<br>| &nbsp;&nbsp; 140<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** | **DFA Intermediate-Term Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.04 | &nbsp;&nbsp;&nbsp; $9.63 | &nbsp;&nbsp; $9.63 | &nbsp;&nbsp; $10.43 | &nbsp;&nbsp; $10.58 | &nbsp;&nbsp; $10.38 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.22 | 0.17 | 0.14 | 0.14 | 0.16 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.40 | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.80)<br>| &nbsp;&nbsp; (0.15)<br>| 0.20 |
| Total from Investment Operations  | 0.02 | &nbsp;&nbsp;&nbsp;&nbsp;0.62 | 0.17 | &nbsp;&nbsp; (0.66)<br>| &nbsp;&nbsp; (0.01)<br>| 0.36 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; (0.16)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; (0.16)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.94 | &nbsp;&nbsp;&nbsp; $10.04 | &nbsp;&nbsp; $9.63 | &nbsp;&nbsp; $9.63 | &nbsp;&nbsp; $10.43 | &nbsp;&nbsp; $10.58 |
| Total Return  | 0.23<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6.51<br> %<br>| 1.69<br> %<br>| &nbsp;&nbsp; (6.36<br> %)<br>| &nbsp;&nbsp; (0.11<br> %)<br>| 3.47<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1339466 | &nbsp;&nbsp;&nbsp; $1379329 | &nbsp;&nbsp; $1409032 | &nbsp;&nbsp; $1660585 | &nbsp;&nbsp; $2133305 | &nbsp;&nbsp; $2044065 |
| Ratio of Expenses to Average Net Assets  | 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 2.51<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.14<br> %<br>| 1.67<br> %<br>| 1.38<br> %<br>| 1.35<br> %<br>| 1.50<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 28<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 41<br> %<br>| &nbsp;&nbsp; 40<br> %<br>| &nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 9<br> %<br>| &nbsp;&nbsp; 31<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** | **DFA Selective State**<br> **Municipal**<br> **Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Period**<br> **Sep 30,**<br> **2020Ʊ to**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.45 | &nbsp;&nbsp;&nbsp; $9.08 | &nbsp;&nbsp; $8.95 | &nbsp;&nbsp; $10.00 | &nbsp;&nbsp; $9.99 | &nbsp;&nbsp; $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.22 | 0.16 | 0.09 | 0.06 | &nbsp;&nbsp; — |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.37 | 0.12 | &nbsp;&nbsp; (1.05)<br>| 0.01 | &nbsp;&nbsp; (0.01)<br>|
| Total from Investment Operations  | 0.02 | &nbsp;&nbsp;&nbsp;&nbsp;0.59 | 0.28 | &nbsp;&nbsp; (0.96)<br>| 0.07 | &nbsp;&nbsp; (0.01)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (—)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; — |
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.35 | &nbsp;&nbsp;&nbsp; $9.45 | &nbsp;&nbsp; $9.08 | &nbsp;&nbsp; $8.95 | &nbsp;&nbsp; $10.00 | &nbsp;&nbsp; $9.99 |
| Total Return  | 0.18<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6.48<br> %<br>| 3.12<br> %<br>| &nbsp;&nbsp; (9.67<br> %)<br>| 0.66<br> %<br>| &nbsp;&nbsp; (0.10<br> %)(B)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $463336 | &nbsp;&nbsp;&nbsp; $428625 | &nbsp;&nbsp; $367797 | &nbsp;&nbsp; $264365 | &nbsp;&nbsp; $267126 | &nbsp;&nbsp; $85450 |
| Ratio of Expenses to Average Net Assets  | 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.23<br> %<br>| 0.23<br> %<br>| 0.23<br> %<br>| 0.23<br> %<br>| 0.23<br> %(C)(D)<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor and <br> Fees Paid Indirectly) <br>| 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.26<br> %<br>| 0.25<br> %<br>| 0.27<br> %<br>| 0.34<br> %<br>| 0.34<br> %(C)(D)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.56<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.33<br> %<br>| 1.67<br> %<br>| 0.93<br> %<br>| 0.64<br> %<br>| 0.11<br> %(C)(D)<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 58<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 77<br> %<br>| &nbsp;&nbsp; 77<br> %<br>| &nbsp;&nbsp; 36<br> %<br>| &nbsp;&nbsp; 3<br> %<br>| &nbsp;&nbsp; —(B)<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** | **DFA Short-Term**<br> **Selective**<br> **State Municipal**<br> **Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Period**<br> **Apr 12,**<br> **2022Ʊ to**<br> **Oct 31,**<br> **2022**<br>|
|  | **(Unaudited)** |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.97 | &nbsp;&nbsp;&nbsp; $9.89 | &nbsp;&nbsp; $9.84 | &nbsp;&nbsp; $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.29 | 0.23 | 0.10 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.07 | 0.06 | &nbsp;&nbsp; (0.17)<br>|
| Total from Investment Operations  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | 0.29 | &nbsp;&nbsp; (0.07)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.09)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.09)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.95 | &nbsp;&nbsp;&nbsp; $9.97 | &nbsp;&nbsp; $9.89 | &nbsp;&nbsp; $9.84 |
| Total Return  | 1.24<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.67<br> %<br>| 2.94<br> %<br>| &nbsp;&nbsp; (0.75<br> %)(B)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $187136 | &nbsp;&nbsp;&nbsp; $191303 | &nbsp;&nbsp; $169246 | &nbsp;&nbsp; $200033 |
| Ratio of Expenses to Average Net Assets  | 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.25<br> %<br>| 0.24<br> %<br>| 0.25<br> %(C)(D)<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses <br> Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.25<br> %<br>| 0.32<br> %<br>| 0.30<br> %(C)(D)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.85<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.88<br> %<br>| 2.36<br> %<br>| 1.75<br> %(C)(D)<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 110<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 182<br> %<br>| &nbsp;&nbsp; 90<br> %<br>| &nbsp;&nbsp; 17<br> %(B)<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** | **DFA California Short-Term Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.20 | &nbsp;&nbsp;&nbsp; $10.10 | &nbsp;&nbsp; $10.01 | &nbsp;&nbsp; $10.25 | &nbsp;&nbsp; $10.29 | &nbsp;&nbsp; $10.30 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | 0.17 | 0.06 | 0.06 | 0.09 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.10 | 0.09 | &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; (0.01)<br>|
| Total from Investment Operations  | 0.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | 0.26 | &nbsp;&nbsp; (0.18)<br>| 0.01 | 0.08 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; (0.09)<br>|
| Return of Capital  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.00)\*<br>|
| Total Distributions  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; (0.09)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.19 | &nbsp;&nbsp;&nbsp; $10.20 | &nbsp;&nbsp; $10.10 | &nbsp;&nbsp; $10.01 | &nbsp;&nbsp; $10.25 | &nbsp;&nbsp; $10.29 |
| Total Return  | 1.31<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.55<br> %<br>| 2.56<br> %<br>| &nbsp;&nbsp; (1.80<br> %)<br>| 0.05<br> %<br>| 0.82<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $743494 | &nbsp;&nbsp;&nbsp; $680663 | &nbsp;&nbsp; $718846 | &nbsp;&nbsp; $838704 | &nbsp;&nbsp; $872821 | &nbsp;&nbsp; $1036970 |
| Ratio of Expenses to Average Net Assets  | 0.18<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.19<br> %<br>| 0.19<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.20<br> %<br>| 0.19<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.84<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.50<br> %<br>| 1.64<br> %<br>| 0.57<br> %<br>| 0.58<br> %<br>| 0.87<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 67<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 171<br> %<br>| &nbsp;&nbsp; 115<br> %<br>| &nbsp;&nbsp; 65<br> %<br>| &nbsp;&nbsp; 55<br> %<br>| &nbsp;&nbsp; 83<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** | **DFA California Intermediate-Term Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.33 | &nbsp;&nbsp;&nbsp; $9.91 | &nbsp;&nbsp; $9.94 | &nbsp;&nbsp; $10.73 | &nbsp;&nbsp; $10.85 | &nbsp;&nbsp; $10.72 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.21 | 0.16 | 0.11 | 0.12 | 0.15 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.42 | &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; (0.79)<br>| &nbsp;&nbsp; (0.13)<br>| 0.13 |
| Total from Investment Operations  | &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.63 | 0.13 | &nbsp;&nbsp; (0.68)<br>| &nbsp;&nbsp; (0.01)<br>| 0.28 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.15)<br>|
| Return of Capital  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.00)\*<br>|
| Total Distributions  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.15)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.19 | &nbsp;&nbsp;&nbsp; $10.33 | &nbsp;&nbsp; $9.91 | &nbsp;&nbsp; $9.94 | &nbsp;&nbsp; $10.73 | &nbsp;&nbsp; $10.85 |
| Total Return  | &nbsp;&nbsp; (0.24<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6.34<br> %<br>| 1.28<br> %<br>| &nbsp;&nbsp; (6.36<br> %)<br>| &nbsp;&nbsp; (0.07<br> %)<br>| 2.66<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $433383 | &nbsp;&nbsp;&nbsp; $414336 | &nbsp;&nbsp; $419517 | &nbsp;&nbsp; $492000 | &nbsp;&nbsp; $650729 | &nbsp;&nbsp; $568867 |
| Ratio of Expenses to Average Net Assets  | 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.23<br> %<br>| 0.23<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.23<br> %<br>| 0.23<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.32<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.99<br> %<br>| 1.56<br> %<br>| 1.05<br> %<br>| 1.07<br> %<br>| 1.38<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 29<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 46<br> %<br>| &nbsp;&nbsp; 77<br> %<br>| &nbsp;&nbsp; 32<br> %<br>| &nbsp;&nbsp; 10<br> %<br>| &nbsp;&nbsp; 33<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** | **DFA NY Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.13 | &nbsp;&nbsp;&nbsp; $10.03 | &nbsp;&nbsp; $9.95 | &nbsp;&nbsp; $10.23 | &nbsp;&nbsp; $10.29 | &nbsp;&nbsp; $10.26 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.27 | 0.17 | 0.06 | 0.08 | 0.11 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.10 | 0.08 | &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.07)<br>| 0.03 |
| Total from Investment Operations  | 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | 0.25 | &nbsp;&nbsp; (0.22)<br>| 0.01 | 0.14 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp; (0.11)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp; (0.11)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.10 | &nbsp;&nbsp;&nbsp; $10.13 | &nbsp;&nbsp; $10.03 | &nbsp;&nbsp; $9.95 | &nbsp;&nbsp; $10.23 | &nbsp;&nbsp; $10.29 |
| Total Return  | 1.11<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.68<br> %<br>| 2.50<br> %<br>| &nbsp;&nbsp; (2.17<br> %)<br>| 0.10<br> %<br>| 1.39<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $158092 | &nbsp;&nbsp;&nbsp; $141751 | &nbsp;&nbsp; $137206 | &nbsp;&nbsp; $153148 | &nbsp;&nbsp; $122934 | &nbsp;&nbsp; $110128 |
| Ratio of Expenses to Average Net Assets  | 0.24<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.23<br> %<br>| 0.24<br> %<br>| 0.25<br> %<br>| 0.25<br> %<br>| 0.24<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.26<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.27<br> %<br>| 0.26<br> %<br>| 0.25<br> %<br>| 0.28<br> %<br>| 0.28<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.86<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.63<br> %<br>| 1.67<br> %<br>| 0.62<br> %<br>| 0.79<br> %<br>| 1.07<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 79<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 182<br> %<br>| &nbsp;&nbsp; 133<br> %<br>| &nbsp;&nbsp; 36<br> %<br>| &nbsp;&nbsp; 54<br> %<br>| &nbsp;&nbsp; 91<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** | **DFA MN Municipal Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.83 | &nbsp;&nbsp;&nbsp; $9.66 | &nbsp;&nbsp; $9.58 | &nbsp;&nbsp; $10.00 | &nbsp;&nbsp; $10.15 | &nbsp;&nbsp; $10.05 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.20 | 0.13 | 0.08 | 0.08 | 0.11 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.17 | 0.08 | &nbsp;&nbsp; (0.42)<br>| &nbsp;&nbsp; (0.10)<br>| 0.10 |
| Total from Investment Operations  | 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.37 | 0.21 | &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.02)<br>| 0.21 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (0.11)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.11)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.82 | &nbsp;&nbsp;&nbsp; $9.83 | &nbsp;&nbsp; $9.66 | &nbsp;&nbsp; $9.58 | &nbsp;&nbsp; $10.00 | &nbsp;&nbsp; $10.15 |
| Total Return  | 1.07<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.82<br> %<br>| 2.18<br> %<br>| &nbsp;&nbsp; (3.40<br> %)<br>| &nbsp;&nbsp; (0.18<br> %)<br>| 2.13<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $25531 | &nbsp;&nbsp;&nbsp; $26945 | &nbsp;&nbsp; $27220 | &nbsp;&nbsp; $33707 | &nbsp;&nbsp; $40844 | &nbsp;&nbsp; $38103 |
| Ratio of Expenses to Average Net Assets  | 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.26<br> %<br>| 0.28<br> %<br>| 0.32<br> %<br>| 0.32<br> %<br>| 0.30<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.46<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.47<br> %<br>| 0.43<br> %<br>| 0.38<br> %<br>| 0.41<br> %<br>| 0.37<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.39<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.02<br> %<br>| 1.33<br> %<br>| 0.82<br> %<br>| 0.83<br> %<br>| 1.05<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 32<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 45<br> %<br>| &nbsp;&nbsp; 27<br> %<br>| &nbsp;&nbsp; 44<br> %<br>| &nbsp;&nbsp; 20<br> %<br>| &nbsp;&nbsp; 27<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** | **DFA Oregon**<br> **Municipal**<br> **Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.78 | &nbsp;&nbsp;&nbsp; $9.44 | &nbsp;&nbsp; $9.42 | &nbsp;&nbsp; $10.14 | &nbsp;&nbsp; $10.21 | &nbsp;&nbsp; $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.10 | &nbsp;&nbsp;&nbsp;&nbsp;0.17 | 0.13 | 0.06 | 0.05 | 0.09 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp;&nbsp;&nbsp;0.34 | 0.02 | &nbsp;&nbsp; (0.72)<br>| &nbsp;&nbsp; (0.08)<br>| 0.21 |
| Total from Investment Operations  | 0.03 | &nbsp;&nbsp;&nbsp;&nbsp;0.51 | 0.15 | &nbsp;&nbsp; (0.66)<br>| &nbsp;&nbsp; (0.03)<br>| 0.30 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.04)<br>| &nbsp;&nbsp; (0.09)<br>|
| Return of Capital  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.00)\*<br>|
| Total Distributions  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.04)<br>| &nbsp;&nbsp; (0.09)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.71 | &nbsp;&nbsp;&nbsp; $9.78 | &nbsp;&nbsp; $9.44 | &nbsp;&nbsp; $9.42 | &nbsp;&nbsp; $10.14 | &nbsp;&nbsp; $10.21 |
| Total Return  | 0.31<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.41<br> %<br>| 1.54<br> %<br>| &nbsp;&nbsp; (6.51<br> %)<br>| &nbsp;&nbsp; (0.25<br> %)<br>| 3.03<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $73553 | &nbsp;&nbsp;&nbsp; $71530 | &nbsp;&nbsp; $65271 | &nbsp;&nbsp; $60705 | &nbsp;&nbsp; $54243 | &nbsp;&nbsp; $39413 |
| Ratio of Expenses to Average Net Assets  | 0.27<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.27<br> %<br>| 0.30<br> %<br>| 0.32<br> %<br>| 0.32<br> %<br>| 0.29<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.35<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.36<br> %<br>| 0.34<br> %<br>| 0.34<br> %<br>| 0.37<br> %<br>| 0.87<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.09<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.75<br> %<br>| 1.33<br> %<br>| 0.66<br> %<br>| 0.45<br> %<br>| 0.87<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 12<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 19<br> %<br>| &nbsp;&nbsp; 30<br> %<br>| &nbsp;&nbsp; 8<br> %<br>| &nbsp;&nbsp; 11<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios as of April 30, 2025, of which twelve (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the Portfolios are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. Securities for which quotations are not readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

OTC derivative contracts do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy. Shares held by the Portfolios in other investment companies are valued at their respective daily net asset values as reported by their administrator. These valuations are classified as Level 1 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures approved by the Board. These securities are generally categorized as Level 2 in the hierarchy.

------

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

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by Dimensional Fund Advisors LP (the "Advisor"): the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the six months ended April 30, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
| DFA Municipal Real Return Portfolio | 0.20<br> %<br>|
| DFA California Municipal Real Return Portfolio | 0.20<br> %<br>|
| DFA Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA Short-Term Municipal Bond Portfolio | 0.15<br> %<br>|
| DFA Intermediate-Term Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA Selective State Municipal Bond Portfolio | 0.20<br> %<br>|
| DFA Short-Term Selective State Municipal Bond Portfolio | 0.18<br> %<br>|

---

------

---

| | |
|:---|:---|
| DFA California Short-Term Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA California Intermediate-Term Municipal Bond Portfolio | 0.16<br> %<br>|
| DFA NY Municipal Bond Portfolio | 0.20<br> %<br>|
| DFA MN Municipal Bond Portfolio | 0.25<br> %<br>|
| DFA Oregon Municipal Bond Portfolio | 0.25<br> %<br>|

---

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for each of the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board of Directors prior to such applicable date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2025, waived fees/assumed expenses during the six months ended April 30, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| DFA Municipal Real Return Portfolio (1) | 0.27<br> %<br>|  |  |
| DFA California Municipal Real Return Portfolio (2) | 0.30<br> %<br>|  |  |
| DFA Municipal Bond Portfolio (1) | 0.21<br> %<br>| $11 |  |
| DFA Short-Term Municipal Bond Portfolio (3) | 0.30<br> %<br>|  |  |
| DFA Intermediate-Term Municipal Bond Portfolio (1) | 0.19<br> %<br>|  | $27 |
| DFA Selective State Municipal Bond Portfolio (1) | 0.23<br> %<br>|  | 34 |
| DFA Short-Term Selective State Municipal Bond Portfolio (1) | 0.25<br> %<br>| 1 | 1 |
| DFA California Short-Term Municipal Bond Portfolio (1) | 0.19<br> %<br>|  | 23 |
| DFA California Intermediate-Term Municipal Bond Portfolio (1) | 0.23<br> %<br>|  |  |
| DFA NY Municipal Bond Portfolio (1) | 0.25<br> %<br>|  | 8 |
| DFA MN Municipal Bond Portfolio (1) | 0.30<br> %<br>|  | 21 |
| DFA Oregon Municipal Bond Portfolio (1) | 0.30<br> %<br>|  | 18 |

---

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

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio, on an annualized basis, <br> to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding <br> money market funds and the Short Term Series, but excluding the expenses that the Portfolio incurs indirectly through its investment in <br> unaffiliated investment companies)("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the <br> rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").<br>|
| (3) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the ordinary <br> operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a class of the <br> Portfolio so that such Portfolio Expenses, on an annualized basis, do not exceed the rate reflected above for a class of the Portfolio (the "Expense <br> Limitation Amount").<br>|

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2025** | **10/31/2026** | **10/31/2027** | **4/30/2028** | **Total** |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; $— | $— | $1 | $— | $1 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; — |  | 52 | 27 | 79 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 35 | 62 | 106 | 34 | 237 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 5 | 124 | 9 | 1 | 139 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; — |  | 44 | 23 | 67 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 3 | 11 | 32 | 8 | 54 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 9 | 31 | 48 | 21 | 109 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 2 | 10 | 44 | 18 | 74 |

---

**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the six months ended April 30, 2025, expenses reduced were as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $3 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 29 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 5 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 60 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 12 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 2 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 31 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 8 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 11 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 12 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

------

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

**D. Deferred Compensation:** 

As of April 30, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $5 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 1 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 2 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 40 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 5 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 11 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; — |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; — |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; — |

---

**E. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1162519 | &nbsp;&nbsp; $958358 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 172630 | &nbsp;&nbsp; 147901 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 166626 | &nbsp;&nbsp; 262579 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1181363 | &nbsp;&nbsp; 1081756 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 384432 | &nbsp;&nbsp; 391586 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 299745 | &nbsp;&nbsp; 247938 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 175289 | &nbsp;&nbsp; 160399 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 482588 | &nbsp;&nbsp; 412677 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 157187 | &nbsp;&nbsp; 121552 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 120103 | &nbsp;&nbsp; 104831 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 8689 | &nbsp;&nbsp; 7706 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 12347 | &nbsp;&nbsp; 8784 |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise.

------

Accordingly, the permanent differences as of October 31, 2024, can occur as a result of non-deductible expenses, bond amortization, and other book to tax differences, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2023, and October 31, 2024, were as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Tax Exempt**<br> **Income**<br>| **Total** |
| DFA Municipal Real Return Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $30121 | &nbsp;&nbsp; $30121 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 37840 | &nbsp;&nbsp; 37840 |
| DFA California Municipal Real Return Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4536 | &nbsp;&nbsp; 4536 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7617 | &nbsp;&nbsp; 7617 |
| DFA Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6717 | &nbsp;&nbsp; 6717 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7827 | &nbsp;&nbsp; 7827 |
| DFA Short-Term Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 30453 | &nbsp;&nbsp; 30453 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 42125 | &nbsp;&nbsp; 42125 |
| DFA Intermediate-Term Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 26160 | &nbsp;&nbsp; 26160 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 30188 | &nbsp;&nbsp; 30188 |
| DFA Selective State Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5810 | &nbsp;&nbsp; 5810 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9256 | &nbsp;&nbsp; 9256 |
| DFA Short-Term Selective State Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3957 | &nbsp;&nbsp; 3957 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5096 | &nbsp;&nbsp; 5096 |
| DFA California Short-Term Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 13988 | &nbsp;&nbsp; 13988 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17296 | &nbsp;&nbsp; 17296 |
| DFA California Intermediate-Term Municipal Bond <br> Portfolio<br>|  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7560 | &nbsp;&nbsp; 7560 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8473 | &nbsp;&nbsp; 8473 |
| DFA NY Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2479 | &nbsp;&nbsp; 2479 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3685 | &nbsp;&nbsp; 3685 |
| DFA MN Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 383 | &nbsp;&nbsp; 383 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 561 | &nbsp;&nbsp; 561 |
| DFA Oregon Municipal Bond Portfolio |  |  |  |  |
| 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 889 | &nbsp;&nbsp; 889 |
| 2024 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1184 | &nbsp;&nbsp; 1184 |

---

------

As of October 31, 2024, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; $(2766)<br>| &nbsp;&nbsp; $(2766)<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; (512)<br>| &nbsp;&nbsp; (512)<br>|

---

As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Tax-Exempt**<br> **Net Investment**<br> **Income** <br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1000 | &nbsp;&nbsp; $18994 | &nbsp;&nbsp; — | &nbsp;&nbsp; $49929 | &nbsp;&nbsp; $69923 |
| DFA California Municipal Real Return <br> Portfolio<br>| &nbsp;&nbsp; 223 | &nbsp;&nbsp; 3885 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7928 | &nbsp;&nbsp; 12036 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 221 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(10151)<br>| &nbsp;&nbsp; (13011)<br>| &nbsp;&nbsp; (22941)<br>|
| DFA Short-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 1324 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6028)<br>| &nbsp;&nbsp; (1549)<br>| &nbsp;&nbsp; (6253)<br>|
| DFA Intermediate-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 951 | &nbsp;&nbsp; — | &nbsp;&nbsp; (20412)<br>| &nbsp;&nbsp; (11076)<br>| &nbsp;&nbsp; (30537)<br>|
| DFA Selective State Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 269 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6817)<br>| &nbsp;&nbsp; (9391)<br>| &nbsp;&nbsp; (15939)<br>|
| DFA Short-Term Selective State <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; 202 | &nbsp;&nbsp; — | &nbsp;&nbsp; (630)<br>| &nbsp;&nbsp; (20)<br>| &nbsp;&nbsp; (448)<br>|
| DFA California Short-Term Municipal <br> Bond Portfolio<br>| &nbsp;&nbsp; 494 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5968)<br>| &nbsp;&nbsp; (348)<br>| &nbsp;&nbsp; (5822)<br>|
| DFA California Intermediate-Term <br> Municipal Bond Portfolio<br>| &nbsp;&nbsp; 221 | &nbsp;&nbsp; — | &nbsp;&nbsp; (13375)<br>| &nbsp;&nbsp; (2725)<br>| &nbsp;&nbsp; (15879)<br>|
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 112 | &nbsp;&nbsp; — | &nbsp;&nbsp; (469)<br>| &nbsp;&nbsp; (187)<br>| &nbsp;&nbsp; (544)<br>|
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 18 | &nbsp;&nbsp; — | &nbsp;&nbsp; (263)<br>| &nbsp;&nbsp; (107)<br>| &nbsp;&nbsp; (352)<br>|
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 43 | &nbsp;&nbsp; — | &nbsp;&nbsp; (968)<br>| &nbsp;&nbsp; (1217)<br>| &nbsp;&nbsp; (2142)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; $10151 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 6028 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 20412 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 6817 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 630 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 5968 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 13375 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 469 |

---

------

---

| | |
|:---|:---|
|  | **Total** |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; $263 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 968 |

---

During the year ended October 31, 2024, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $791 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 54 |

---

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1650250 | &nbsp;&nbsp; $279 | &nbsp;&nbsp; $(7512)<br>| &nbsp;&nbsp; $(7233)<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 336478 | &nbsp;&nbsp; 71 | &nbsp;&nbsp; (1302)<br>| &nbsp;&nbsp; (1231)<br>|
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 459493 | &nbsp;&nbsp; 99 | &nbsp;&nbsp; (12820)<br>| &nbsp;&nbsp; (12721)<br>|
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1441097 | &nbsp;&nbsp; 89 | &nbsp;&nbsp; (3140)<br>| &nbsp;&nbsp; (3051)<br>|
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 1348861 | &nbsp;&nbsp; 3178 | &nbsp;&nbsp; (26820)<br>| &nbsp;&nbsp; (23642)<br>|
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 472419 | &nbsp;&nbsp; 191 | &nbsp;&nbsp; (14372)<br>| &nbsp;&nbsp; (14181)<br>|
| DFA Short-Term Selective State Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 188787 | &nbsp;&nbsp; 31 | &nbsp;&nbsp; (319)<br>| &nbsp;&nbsp; (288)<br>|
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 734841 | &nbsp;&nbsp; 131 | &nbsp;&nbsp; (1712)<br>| &nbsp;&nbsp; (1581)<br>|
| DFA California Intermediate-Term Municipal Bond <br> Portfolio<br>| &nbsp;&nbsp; 445342 | &nbsp;&nbsp; 787 | &nbsp;&nbsp; (8489)<br>| &nbsp;&nbsp; (7702)<br>|
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 153627 | &nbsp;&nbsp; 26 | &nbsp;&nbsp; (656)<br>| &nbsp;&nbsp; (630)<br>|
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 25127 | &nbsp;&nbsp; 5 | &nbsp;&nbsp; (113)<br>| &nbsp;&nbsp; (108)<br>|
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 73743 | &nbsp;&nbsp; 15 | &nbsp;&nbsp; (1651)<br>| &nbsp;&nbsp; (1636)<br>|

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

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

1. Inflation Protection Risks: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the DFA Municipal Real Return Portfolio and DFA California Municipal Real Return Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at maturity at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not protected against deflation. As a result, in a period of deflation, the inflation-protected securities held by a Portfolio may not pay income and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in a Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to a Portfolio at the time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

2. Swap Agreements: The Portfolios noted below may enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the Portfolios to hedge the inflation risk in nominal bonds (i.e. non-inflation indexed bonds) thereby creating "synthetic" inflation-indexed bonds. Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the Portfolios from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio) and any accrued but unpaid net amounts owed to a swap counterparty will be covered by the segregation of assets determined to be liquid to avoid any potential leveraging of the Portfolio's portfolio. To the extent that a Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

3. Repurchase Agreements: The Portfolios may engage in repurchase agreement transactions with institutions that the Advisor has determined are creditworthy. The Portfolios, through their custodian, receive delivery of underlying securities collateralizing a repurchase agreement. Collateral for certain tri-party repurchase agreements is held at the counterparty's custodian in a segregated account for the benefit of the Portfolios and the counterparty. The counterparty will be required to maintain collateral with a value at least equal, at all times, to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of

------

default or insolvency of the counterparty. These risks include possible delay or restrictions upon the Portfolios' ability to dispose of the collateral and a possible decline in the value of the collateral during the period while the Portfolios seek to assert its rights.

Repurchase agreements permit the Portfolios, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the repurchase agreements with collateral held and/or posted to the counterparty and create one single net payment due to or from the Portfolios. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against such a right of offset in the event of the repurchase agreements counterparty's bankruptcy or insolvency. Pursuant to the terms of the repurchase agreements, the Portfolios receive securities as collateral with a market value in excess of the repurchase price to be received by the Portfolios upon the maturity of the repurchase transaction. Upon a bankruptcy or insolvency of the repurchase agreements counterparty, the Portfolios would recognize a liability with respect to such excess collateral to reflect the Portfolios' obligation under bankruptcy law to return the excess to the counterparty.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2025 was as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Swap**<br> **Contracts\***<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $1598143<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 330429<br>|

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

\* Average Notional Value of agreements.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of April 30, 2025 (amounts in thousands):

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| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Swap**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $61769<br>| &nbsp;&nbsp; $61769 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 8452<br>| &nbsp;&nbsp; 8452 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $(218)<br>| &nbsp;&nbsp; $(218)<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; (10)<br>| &nbsp;&nbsp; (10)<br>|

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Swap Contracts.

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The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Swap**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $10449 | &nbsp;&nbsp; $10449 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 3035 | &nbsp;&nbsp; 3035 |

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

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; $6886 | &nbsp;&nbsp; $6886 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 177 | &nbsp;&nbsp; 177 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The Portfolios are subject to master netting agreements ("MNA") with certain counterparties that govern the terms of derivative transactions and reduce the counterparty risk associated with such transactions by specifying offsetting mechanisms and collateral posting arrangements at pre-arranged exposure levels. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different MNA, possibly resulting in the need for multiple agreements with a single counterparty. As the MNA's are specific to unique operations of different asset types, they allow each Portfolio to close out and net its total exposure to a counterparty in the event of a default with respect to all the transactions governed under a single MNA with a counterparty. Certain MNA's contain provisions which allow for the net settlement of receivable and payable positions with the same counterparty if defined conditions are met.

------

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of April 30, 2025 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Municipal Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $15049 | $15049 | $(14)<br>|  | $(15035)<br>|  | $14 | $14 | $(14)<br>|  |  |  |
| Bank of America Corp. | 42619 | 42619 | (204)<br>| $(42415)<br>|  |  | 204 | 204 | (204)<br>|  |  |  |
| Morgan Stanley and <br> Co. International<br>| 4101 | 4101 |  |  | (4101)<br>|  |  |  |  |  |  |  |
| Total | $61769 | $61769 | $(218)<br>| $(42415)<br>| $(19136)<br>|  | $218 | $218 | $(218)<br>|  |  |  |
| **DFA California Municipal Real Return Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. | $5606 | $5606 | $(8)<br>| $(5598)<br>|  |  | $8 | $8 | $(8)<br>|  |  |  |
| Citibank, N.A. | 2004 | 2004 | (2)<br>|  | $(1970)<br>| $32 | 2 | 2 | (2)<br>|  |  |  |
| Morgan Stanley and <br> Co. International<br>| 842 | 842 |  |  | (820)<br>| 22 |  |  |  |  |  |  |
| Total | $8452 | $8452 | $(10)<br>| $(5598)<br>| $(2790)<br>| $54 | $10 | $10 | $(10)<br>|  |  |  |

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) No
 amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

------

There were no borrowings by the Portfolios under the lines of credit during the six months ended April 30, 2025.

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor. The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2025.

**I. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**J. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i)engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**K. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**L. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

------

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 89<br> %<br>|
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 94<br> %<br>|
| DFA Municipal Bond Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 96<br> %<br>|
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 83<br> %<br>|
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 77<br> %<br>|
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 91<br> %<br>|
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 98<br> %<br>|
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 93<br> %<br>|
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 96<br> %<br>|
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 93<br> %<br>|
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 87<br> %<br>|
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 99<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**M. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements (the "Management Agreements") for each portfolio (collectively, the "Funds").

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's investment global advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

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

------

DFA-043025-002SM

------

Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

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

**International Social Core Equity Portfolio**

**Emerging Markets Social Core Equity Portfolio**

**Global Social Core Equity Portfolio**

**DFA Social Fixed Income Portfolio**

------

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

------

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_FC-FrontCoverImage-769_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_FC-FrontCoverImage-769_1)**<br> **[Companies](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_FC-FrontCoverImage-769_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_AF-TOC-AbbreviationsandFootnotes-769_1)** | 1 |
| [Schedules of Investments](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOI-TOC-ScheduleofInvestments-769_1) |  |
| [U.S. Social Core Equity 2 Portfolio](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOI-TOC-ScheduleofInvestments-769_1) | 3 |
| [International Social Core Equity Portfolio](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOI-TOC-ScheduleofInvestments-769_33) | 35 |
| [Emerging Markets Social Core Equity Portfolio](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOI-TOC-ScheduleofInvestments-769_92) | 94 |
| [Global Social Core Equity Portfolio](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOI-TOC-ScheduleofInvestments-769_213) | 215 |
| [DFA Social Fixed Income Portfolio](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOI-TOC-ScheduleofInvestments-769_214) | 216 |
| [Statements of Assets and Liabilities](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_FS-StatementofAssetsandLiabilities_1) | 225 |
| [Statements of Operations](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOP-StatementofOperations_1) | 226 |
| [Statements of Changes in Net Assets](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_SOC-StatementofChanges_1) | 227 |
| [Financial Highlights](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_FIHI_L-TOC-FinancialHighlights_L-769_1) | 229 |
| [Notes to Financial Statements](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_NTF-NotestoFinancialStatements-769_1) | 234 |
| **[Item 8 –](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_1)**<br>| 251 |
| **[Item 9 –](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_2)** | 252 |
| **[Item 10 –](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_3)**<br>| 253 |
| **[Item 11 –](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_11bf2540-3aa7-40ef-86cc-8aeaea2a6646_DISCLOSE-ChangesandDisagreements_4)** | 254 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| EURIBOR | Euro Interbank Offered Rate |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| GO | General Obligation |
| SOFR | Secured Overnight Financing Rate  |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of April 30, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of April 30, 2025. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(E) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

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

------

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| Ʊ | Commencement of Operations |

---

------

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

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(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 — (9.1%) | COMMUNICATION SERVICES — (9.1%) | COMMUNICATION SERVICES — (9.1%) | COMMUNICATION SERVICES — (9.1%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 130622 | $21015774 |
|  | Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 157473 | 25006712 |
| \* | Altice USA, Inc., <br> Class A<br>| 16327 | 40491 |
| \* | AMC Networks, Inc., <br> Class A<br>| 3200 | 20480 |
| \* | Anterix, Inc. | 2629 | 78476 |
|  | AT&T, Inc. | 295770 | 8192829 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 363 | 15772 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 5636 | 224651 |
|  | ATN International, <br> Inc.<br>| 2936 | 51938 |
| \* | Bandwidth, Inc., <br> Class A<br>| 3555 | 44153 |
| \* | Boston Omaha Corp., <br> Class A<br>| 1467 | 22782 |
|  | Cable One, Inc. | 630 | 168380 |
| \* | Cargurus, Inc. | 12627 | 353051 |
| \* | Cars.com, Inc. | 7031 | 81841 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 10401 | 4075736 |
| # | Cinemark Holdings, <br> Inc.<br>| 19740 | 590423 |
| \* | Cineverse Corp. | 3068 | 9081 |
|  | Comcast Corp., <br> Class A<br>| 152864 | 5227949 |
| \* | EchoStar Corp., <br> Class A<br>| 3184 | 71576 |
|  | Electronic Arts, Inc. | 10581 | 1535197 |
| \* | Eventbrite, Inc., <br> Class A<br>| 6468 | 13712 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 22365 | 1034158 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 21922 | 1091496 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 30219 | 1095439 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Gaia, Inc. | 4112 | $21547 |
| \* | Gannett Co., Inc. | 7700 | 24640 |
| #\* | Gogo, Inc. | 19177 | 145170 |
|  | Gray Media, Inc. | 16887 | 56571 |
| \* | Harte Hanks, Inc. | 1613 | 8065 |
|  | IDT Corp., Class B | 3200 | 160800 |
| \* | IMAX Corp. | 5208 | 126711 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 17442 | 123315 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 44421 | 1115855 |
|  | Iridium <br> Communications, <br> Inc.<br>| 11303 | 272741 |
| \* | IZEA Worldwide, Inc. | 5497 | 11379 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 4487 | 195813 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 1324 | 117902 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 7495 | 677473 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 22170 | 242761 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 20277 | 229941 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 12090 | 65528 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 11097 | 61033 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 2380 | 191709 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 16793 | 1489035 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 1829 | $127993 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 4562 | 326229 |
| #\* | Lions Gate <br> Entertainment Corp. <br> (LGF/A US), <br> Class A<br>| 18509 | 164360 |
| \* | Lions Gate <br> Entertainment Corp. <br> (LGF/B US), <br> Class B<br>| 5344 | 42645 |
| \* | Live Nation <br> Entertainment, Inc.<br>| 9557 | 1265825 |
| \* | Lumen Technologies, <br> Inc.<br>| 113707 | 402523 |
| \* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 4462 | 144747 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 2119 | 408056 |
| \* | Magnite, Inc. | 27185 | 323230 |
|  | Marcus Corp. | 4915 | 80164 |
|  | Match Group, Inc. | 7424 | 220196 |
|  | Meta Platforms, Inc., <br> Class A<br>| 90365 | 49610385 |
| \* | Netflix, Inc. | 6393 | 7235086 |
|  | New York Times Co., <br> Class A<br>| 15361 | 799694 |
|  | News Corp. (NWS <br> US), Class B<br>| 15297 | 480632 |
|  | News Corp. (NWSA <br> US), Class A<br>| 34396 | 932820 |
|  | Nexstar Media Group, <br> Inc.<br>| 4719 | 706246 |
|  | Omnicom Group, Inc. | 20901 | 1591820 |
| # | Paramount Global <br> (PARA US), <br> Class B<br>| 6813 | 79985 |
|  | Paramount Global <br> (PARAA US), <br> Class A<br>| 1096 | 24835 |
| \* | Pinterest, Inc., <br> Class A<br>| 35044 | 887314 |
| \* | PubMatic, Inc., <br> Class A<br>| 5258 | 51371 |
| \* | QuinStreet, Inc. | 8852 | 155087 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Reservoir Media, Inc. | 3267 | $24502 |
| \* | ROBLOX Corp., <br> Class A<br>| 3481 | 233401 |
| \* | Roku, Inc. | 7422 | 506032 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 728 | 8263 |
|  | Scholastic Corp. | 3111 | 56091 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 7254 | 80810 |
|  | Shutterstock, Inc. | 2636 | 42071 |
|  | Sinclair, Inc. | 5284 | 76090 |
| # | Sirius XM Holdings, <br> Inc.<br>| 15314 | 328026 |
| \* | Snap, Inc., Class A | 73921 | 588411 |
| \* | SPAR Group, Inc. | 2229 | 2385 |
| \* | Sphere Entertainment <br> Co.<br>| 4238 | 115485 |
|  | Spok Holdings, Inc. | 2587 | 37098 |
| \* | Spotify Technology <br> SA<br>| 327 | 200771 |
| \* | Stagwell, Inc. | 23413 | 130645 |
| \* | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 6923 | 373288 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 6852 | 1598709 |
| \* | TechTarget, Inc. | 3475 | 27696 |
|  | TEGNA, Inc. | 34128 | 553897 |
|  | Telephone & Data <br> Systems, Inc.<br>| 15952 | 598040 |
|  | TKO Group Holdings, <br> Inc.<br>| 3042 | 495572 |
|  | T-Mobile U.S., Inc. | 21381 | 5280038 |
| \* | Trade Desk, Inc., <br> Class A<br>| 4976 | 266863 |
| \* | Travelzoo | 2000 | 27740 |
| \* | TripAdvisor, Inc. | 16213 | 201852 |
| \* | U.S. Cellular Corp. | 7373 | 506230 |
|  | Verizon <br> Communications, <br> Inc.<br>| 130932 | 5768864 |
| \* | Vimeo, Inc. | 25441 | 128223 |
|  | Walt Disney Co. | 32186 | 2927317 |
| #\* | Warner Bros <br> Discovery, Inc.<br>| 107341 | 930646 |
|  | Warner Music Group <br> Corp., Class A<br>| 5874 | 178863 |
| \* | WideOpenWest, Inc. | 11172 | 48933 |
| \* | Yelp, Inc. | 6348 | 222688 |
| \* | Zedge, Inc., Class B | 300 | 726 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Ziff Davis, Inc. | 4622 | $136488 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 164164083 |
| CONSUMER DISCRETIONARY — (11.2%) | CONSUMER DISCRETIONARY — (11.2%) | CONSUMER DISCRETIONARY — (11.2%) | CONSUMER DISCRETIONARY — (11.2%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 5186 | 28679 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 10546 | 732103 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 7922 | 298501 |
| # | Acushnet Holdings <br> Corp.<br>| 10245 | 678424 |
| \* | Adient PLC | 10325 | 130611 |
|  | ADT, Inc. | 68936 | 552867 |
| \* | Adtalem Global <br> Education, Inc.<br>| 8366 | 888469 |
|  | Advance Auto Parts, <br> Inc.<br>| 2745 | 89816 |
| \* | Airbnb, Inc., Class A | 4773 | 581924 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 3926 | 95637 |
| \* | Amazon.com, Inc. | 212268 | 39146465 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 11539 | 44079 |
|  | American Eagle <br> Outfitters, Inc.<br>| 17550 | 184802 |
| \* | American Public <br> Education, Inc.<br>| 1609 | 37812 |
| \* | America's Car-Mart, <br> Inc.<br>| 1100 | 52162 |
| \* | Aptiv PLC | 14911 | 850822 |
|  | Aramark | 25829 | 863463 |
| \* | Arhaus, Inc. | 6381 | 50155 |
|  | Arko Corp. | 3374 | 13580 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 2713 | 591814 |
|  | Autoliv, Inc. | 12799 | 1193251 |
| \* | AutoNation, Inc. | 7876 | 1371605 |
| \* | AutoZone, Inc. | 197 | 741232 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 1200 | 21180 |
|  | Bath & Body Works, <br> Inc.<br>| 13702 | 418048 |
| \* | Beazer Homes USA, <br> Inc.<br>| 4424 | 86533 |
|  | Best Buy Co., Inc. | 22006 | 1467580 |
| \* | Beyond, Inc. | 6900 | 28083 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 39 | 9083 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 42 | 48174 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Birkenstock Holding <br> PLC<br>| 5438 | $279676 |
|  | Booking Holdings, <br> Inc.<br>| 574 | 2926987 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 3520 | 367277 |
|  | BorgWarner, Inc. | 23087 | 655209 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 7018 | 880198 |
|  | Brunswick Corp. | 8557 | 394050 |
|  | Buckle, Inc. | 7748 | 269320 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 1856 | 65480 |
| #\* | Burlington Stores, <br> Inc.<br>| 6894 | 1551426 |
|  | Caleres, Inc. | 4646 | 70805 |
| # | Camping World <br> Holdings, Inc., <br> Class A<br>| 4963 | 59854 |
| \* | Capri Holdings Ltd. | 7065 | 106258 |
| \* | CarMax, Inc. | 11274 | 729090 |
| \* | Carnival Corp. | 42176 | 773508 |
|  | Carriage Services, <br> Inc.<br>| 2352 | 93986 |
|  | Carter's, Inc. | 3820 | 126251 |
| \* | Carvana Co. | 4734 | 1156753 |
| \* | Cava Group, Inc. | 589 | 54441 |
| \* | Cavco Industries, Inc. | 964 | 476071 |
|  | Century Communities, <br> Inc.<br>| 4649 | 253556 |
| \* | Champion Homes, <br> Inc.<br>| 7662 | 662763 |
| \* | Chewy, Inc., Class A | 4025 | 150938 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 45650 | 2306238 |
| # | Choice Hotels <br> International, Inc.<br>| 4021 | 507088 |
| \* | Citi Trends, Inc. | 1812 | 40462 |
|  | Columbia Sportswear <br> Co.<br>| 5631 | 350079 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 2917 | 42792 |
| \* | Coupang, Inc. | 45250 | 1057492 |
|  | Cracker Barrel Old <br> Country Store, Inc.<br>| 1300 | 55510 |
| \* | Crocs, Inc. | 5681 | 547762 |
| \* | Culp, Inc. | 8100 | 30780 |
|  | Dana, Inc. | 14826 | 203709 |
| \* | Deckers Outdoor <br> Corp.<br>| 18314 | 2029741 |
|  | Designer Brands, Inc., <br> Class A<br>| 1992 | 5558 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 8177 | 1535150 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Dillard's, Inc., Class A | 1315 | $455858 |
|  | Domino's Pizza, Inc. | 1342 | 658077 |
| \* | DoorDash, Inc., <br> Class A<br>| 7303 | 1408676 |
| \* | Dorman Products, <br> Inc.<br>| 3867 | 438131 |
|  | DR Horton, Inc. | 16225 | 2049866 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 1142 | 25878 |
| \* | Duolingo, Inc. | 217 | 84517 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 1871 | 111774 |
|  | eBay, Inc. | 30399 | 2071996 |
| #\* | El Pollo Loco <br> Holdings, Inc.<br>| 3355 | 31369 |
| \* | Envela Corp. | 5655 | 36022 |
|  | Escalade, Inc. | 1450 | 22011 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 4083 | 116080 |
| \* | Etsy, Inc. | 7486 | 325491 |
|  | Expedia Group, Inc. | 8606 | 1350540 |
| \* | Figs, Inc., Class A | 16422 | 66181 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 5169 | 91285 |
| \* | Five Below, Inc. | 3980 | 302042 |
|  | Flexsteel Industries, <br> Inc.<br>| 1153 | 38499 |
| \* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 7481 | 534443 |
| \* | Foot Locker, Inc. | 7900 | 96933 |
|  | Ford Motor Co. | 238405 | 2386434 |
| \* | Fox Factory Holding <br> Corp.<br>| 3696 | 75066 |
| \* | Frontdoor, Inc. | 8758 | 360041 |
| \* | Funko, Inc., Class A | 4017 | 16108 |
| \* | GameStop Corp., <br> Class A<br>| 34372 | 957604 |
|  | Gap, Inc. | 46468 | 1017649 |
|  | Garmin Ltd. | 8856 | 1654921 |
|  | Garrett Motion, Inc. | 11534 | 106343 |
|  | General Motors Co. | 90575 | 4097613 |
| \* | Genesco, Inc. | 800 | 15520 |
|  | Gentex Corp. | 32760 | 713513 |
| \* | Gentherm, Inc. | 4760 | 123808 |
|  | Genuine Parts Co. | 12472 | 1466084 |
| \* | G-III Apparel Group <br> Ltd.<br>| 9986 | 251847 |
| \* | Global Business <br> Travel Group I<br>| 3800 | 25498 |
| \* | Good Times <br> Restaurants, Inc.<br>| 4704 | 9173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 35081 | $381681 |
|  | Graham Holdings Co., <br> Class B<br>| 645 | 593432 |
| \* | Grand Canyon <br> Education, Inc.<br>| 3966 | 707415 |
| \* | Green Brick Partners, <br> Inc.<br>| 5861 | 345740 |
|  | Group 1 Automotive, <br> Inc.<br>| 1839 | 742276 |
|  | Guess?, Inc. | 5802 | 65273 |
|  | H&R Block, Inc. | 12911 | 779437 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 1000 | 19800 |
| \* | Hanesbrands, Inc. | 25434 | 116742 |
|  | Harley-Davidson, Inc. | 13670 | 306481 |
|  | Hasbro, Inc. | 13016 | 805690 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 3679 | 66811 |
| \* | Helen of Troy Ltd. | 2950 | 82187 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 9683 | 325639 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 6100 | 1375428 |
|  | Home Depot, Inc. | 34233 | 12340654 |
|  | Hooker Furnishings <br> Corp.<br>| 1478 | 14189 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 369 | 35719 |
|  | Hyatt Hotels Corp., <br> Class A<br>| 3805 | 428747 |
|  | Installed Building <br> Products, Inc.<br>| 3833 | 635626 |
| \* | iRobot Corp. | 1136 | 2783 |
|  | J Jill, Inc. | 763 | 11613 |
|  | Jack in the Box, Inc. | 1103 | 28722 |
|  | JAKKS Pacific, Inc. | 706 | 13619 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 681 | 2016 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 1404 | 32053 |
|  | KB Home | 9866 | 533060 |
| # | Kohl's Corp. | 13574 | 90946 |
|  | Kontoor Brands, Inc. | 7419 | 446253 |
|  | Krispy Kreme, Inc. | 13223 | 54214 |
|  | Lakeland Industries, <br> Inc.<br>| 1000 | 16330 |
| \* | Lands' End, Inc. | 2914 | 25876 |
| \* | Landsea Homes <br> Corp.<br>| 3823 | 23320 |
| \* | Latham Group, Inc. | 14706 | 80368 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Laureate Education, <br> Inc.<br>| 25916 | $520134 |
|  | La-Z-Boy, Inc. | 8766 | 346257 |
|  | LCI Industries | 2916 | 224765 |
|  | Lear Corp. | 5558 | 476599 |
| \* | Legacy Housing <br> Corp.<br>| 3926 | 95500 |
|  | Leggett & Platt, Inc. | 7426 | 71438 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 11154 | 1211436 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 699 | 72256 |
|  | Levi Strauss & Co., <br> Class A<br>| 9340 | 149533 |
| \* | LGI Homes, Inc. | 2381 | 130026 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 19907 | 610349 |
|  | Lifetime Brands, Inc. | 1970 | 7171 |
| \* | Lincoln Educational <br> Services Corp.<br>| 3900 | 65910 |
| \* | Lindblad Expeditions <br> Holdings, Inc.<br>| 4594 | 40611 |
|  | Lithia Motors, Inc. | 2660 | 778742 |
|  | LKQ Corp. | 19740 | 754265 |
| \* | Lovesac Co. | 1399 | 27211 |
|  | Lowe's Cos., Inc. | 6441 | 1439950 |
| #\* | Lucid Group, Inc. | 68308 | 171453 |
| \* | Lululemon Athletica, <br> Inc.<br>| 10058 | 2723405 |
|  | Macy's, Inc. | 28918 | 330244 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 3621 | 103416 |
|  | Marine Products <br> Corp.<br>| 839 | 7048 |
| \* | MarineMax, Inc. | 1960 | 42062 |
|  | Marriott International, <br> Inc., Class A<br>| 1749 | 417276 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 4085 | 223899 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 1200 | 19728 |
| \* | Mattel, Inc. | 33042 | 525037 |
|  | McDonald's Corp. | 9488 | 3032839 |
|  | Meritage Homes <br> Corp.<br>| 6570 | 447680 |
| \* | Mister Car Wash, Inc. | 13333 | 91464 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 6631 | 96680 |
| \* | Modine Manufacturing <br> Co.<br>| 7286 | 594829 |
| \* | Mohawk Industries, <br> Inc.<br>| 6585 | 700315 |
|  | Monro, Inc. | 4116 | 57377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Motorcar Parts of <br> America, Inc.<br>| 2184 | $19459 |
|  | Movado Group, Inc. | 2400 | 33336 |
|  | Murphy USA, Inc. | 2038 | 1016086 |
|  | Nathan's Famous, <br> Inc.<br>| 600 | 58650 |
|  | NIKE, Inc., Class B | 48672 | 2745101 |
| \* | Norwegian Cruise <br> Line Holdings Ltd.<br>| 46686 | 748377 |
| \* | NVR, Inc. | 275 | 1959581 |
| \* | ODP Corp. | 2878 | 39371 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 7308 | 775452 |
|  | OneSpaWorld <br> Holdings Ltd.<br>| 15856 | 264795 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 1156 | 17352 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 670 | 948184 |
|  | Oxford Industries, Inc. | 1896 | 92146 |
|  | Papa John's <br> International, Inc.<br>| 2371 | 81871 |
|  | Patrick Industries, <br> Inc.<br>| 4646 | 357649 |
|  | Penske Automotive <br> Group, Inc.<br>| 6155 | 958149 |
|  | Perdoceo Education <br> Corp.<br>| 10364 | 260344 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 16353 | 48241 |
|  | Phinia, Inc. | 5614 | 225402 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 7032 | 665157 |
| \* | Playa Hotels & <br> Resorts NV<br>| 572 | 7676 |
|  | Polaris, Inc. | 5424 | 184199 |
| # | Pool Corp. | 2924 | 857141 |
| \* | Portillo's, Inc., <br> Class A<br>| 3567 | 36883 |
| \* | Potbelly Corp. | 4618 | 37406 |
|  | PulteGroup, Inc. | 24354 | 2498233 |
|  | PVH Corp. | 5451 | 376010 |
| #\* | QuantumScape Corp. | 45792 | 179047 |
|  | Ralph Lauren Corp. | 5141 | 1156468 |
| \* | Revolve Group, Inc. | 5809 | 115483 |
| \* | RH | 1471 | 270708 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 78852 | 1077118 |
|  | Rocky Brands, Inc. | 402 | 8599 |
|  | Ross Stores, Inc. | 26336 | 3660704 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 23406 | 5030183 |
| \* | Sabre Corp. | 1687 | 3998 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 14484 | $117900 |
|  | Service Corp. <br> International<br>| 17753 | 1418465 |
| \* | Shake Shack, Inc., <br> Class A<br>| 3578 | 313934 |
| \* | SharkNinja, Inc. | 12669 | 1019854 |
|  | Shoe Carnival, Inc. | 5946 | 103341 |
| # | Signet Jewelers Ltd. | 8025 | 475883 |
| \* | Skechers USA, Inc., <br> Class A<br>| 13168 | 632327 |
| \* | Sleep Number Corp. | 6099 | 47511 |
| \* | Soho House & Co., <br> Inc.<br>| 300 | 1803 |
| # | Somnigroup <br> International, Inc.<br>| 18249 | 1114284 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 4084 | 247980 |
| \* | Sonos, Inc. | 12142 | 111828 |
|  | Standard Motor <br> Products, Inc.<br>| 2454 | 66503 |
|  | Starbucks Corp. | 13206 | 1057140 |
|  | Steven Madden Ltd. | 9277 | 194817 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 19988 | 65361 |
| \* | Stoneridge, Inc. | 5645 | 21790 |
|  | Strategic Education, <br> Inc.<br>| 5466 | 445916 |
| \* | Strattec Security <br> Corp.<br>| 437 | 14561 |
| #\* | Stride, Inc. | 7870 | 1119507 |
|  | Superior Group of <br> Cos., Inc.<br>| 1686 | 17501 |
| #\* | Sweetgreen, Inc., <br> Class A<br>| 13058 | 254370 |
|  | Tandy Leather <br> Factory, Inc.<br>| 2345 | 6519 |
|  | Tapestry, Inc. | 37120 | 2622528 |
| \* | Taylor Morrison Home <br> Corp.<br>| 18726 | 1073936 |
| \* | Tesla, Inc. | 23117 | 6522693 |
| # | Thor Industries, Inc. | 5523 | 399976 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 8472 | 48036 |
|  | TJX Cos., Inc. | 44208 | 5688685 |
|  | Toll Brothers, Inc. | 12854 | 1296583 |
| \* | TopBuild Corp. | 3342 | 988430 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 15000 | 99150 |
|  | Tractor Supply Co. | 29175 | 1476838 |
|  | Travel & Leisure Co. | 5679 | 249478 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 18514 | 569305 |
| \* | Ulta Beauty, Inc. | 4070 | 1610255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Under Armour, Inc. <br> (UA US), Class C<br>| 34811 | $189372 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 7257 | 41510 |
| \* | Unifi, Inc. | 2302 | 11717 |
| \* | United Parks & <br> Resorts, Inc.<br>| 6487 | 283158 |
| \* | Universal Electronics, <br> Inc.<br>| 1080 | 5238 |
| \* | Universal Technical <br> Institute, Inc.<br>| 6933 | 194540 |
|  | Upbound Group, Inc. | 8566 | 170463 |
| \* | Urban Outfitters, Inc. | 15120 | 798034 |
|  | Vail Resorts, Inc. | 2773 | 386002 |
| \* | Valvoline, Inc. | 15837 | 542576 |
| \* | Vera Bradley, Inc. | 3191 | 6222 |
|  | VF Corp. | 34113 | 405262 |
| \* | Victoria's Secret & <br> Co.<br>| 11805 | 221934 |
| \* | Visteon Corp. | 3195 | 253012 |
| \* | Warby Parker, Inc., <br> Class A<br>| 8945 | 147682 |
| # | Wendy's Co. | 24810 | 310125 |
|  | Weyco Group, Inc. | 1047 | 31305 |
| # | Whirlpool Corp. | 5978 | 456002 |
|  | Williams-Sonoma, <br> Inc.<br>| 6233 | 962812 |
|  | Wingstop, Inc. | 2296 | 605891 |
|  | Winmark Corp. | 350 | 126004 |
|  | Winnebago Industries, <br> Inc.<br>| 3180 | 101188 |
|  | Wolverine World <br> Wide, Inc.<br>| 7020 | 91611 |
|  | Wyndham Hotels & <br> Resorts, Inc.<br>| 9110 | 777083 |
| \* | YETI Holdings, Inc. | 9084 | 259348 |
|  | Yum! Brands, Inc. | 9314 | 1401198 |
| \* | Zumiez, Inc. | 1507 | 17632 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 200969616 |
| CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) | CONSUMER STAPLES — (6.1%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 58312 | 1281698 |
|  | Alico, Inc. | 1900 | 54226 |
|  | Andersons, Inc. | 5770 | 217587 |
|  | Archer-Daniels-Midland <br> Co.<br>| 23060 | 1101115 |
|  | B&G Foods, Inc. | 7703 | 53074 |
| \* | BellRing Brands, Inc. | 13094 | 1010071 |
| #\* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 18829 | 2213537 |
|  | Bunge Global SA | 12980 | 1021786 |
|  | Calavo Growers, Inc. | 2336 | 64520 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Cal-Maine Foods, Inc. | 6197 | $578614 |
|  | Campbell's Co. | 21551 | 785749 |
|  | Casey's General <br> Stores, Inc.<br>| 3887 | 1798087 |
| \* | Celsius Holdings, Inc. | 11371 | 397530 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 1889 | 63395 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 10697 | 316310 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 5711 | 325356 |
|  | Clorox Co. | 6969 | 991689 |
|  | Coca-Cola Co. | 145178 | 10532664 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 951 | 1289375 |
|  | Colgate-Palmolive <br> Co.<br>| 26251 | 2420080 |
|  | Conagra Brands, Inc. | 23267 | 574928 |
|  | Costco Wholesale <br> Corp.<br>| 15277 | 15192976 |
| \* | Coty, Inc., Class A | 78311 | 395471 |
| \* | Darling Ingredients, <br> Inc.<br>| 15023 | 483590 |
|  | Dole PLC | 11998 | 182250 |
| # | Dollar General Corp. | 17888 | 1675927 |
| \* | Dollar Tree, Inc. | 18233 | 1490912 |
|  | Edgewell Personal <br> Care Co.<br>| 5967 | 182292 |
| #\* | elf Beauty, Inc. | 1825 | 112913 |
|  | Energizer Holdings, <br> Inc.<br>| 6887 | 186224 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 20768 | 1245249 |
|  | Flowers Foods, Inc. | 20618 | 362671 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 6820 | 231948 |
| \*» | Fresh Market, Inc. | 3200 | 0 |
| \* | Freshpet, Inc. | 4228 | 310927 |
|  | General Mills, Inc. | 25771 | 1462247 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 9446 | 158598 |
| \* | Hain Celestial Group, <br> Inc.<br>| 6001 | 18243 |
| \* | Herbalife Ltd. | 2000 | 14400 |
| \* | Honest Co., Inc. | 12352 | 59166 |
|  | Hormel Foods Corp. | 38417 | 1148668 |
|  | Ingles Markets, Inc., <br> Class A<br>| 2804 | 172979 |
|  | Ingredion, Inc. | 8097 | 1075444 |
| # | Interparfums, Inc. | 3864 | 421949 |
|  | J&J Snack Foods <br> Corp.<br>| 1979 | 256459 |
|  | J.M. Smucker Co. | 9257 | 1076311 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 1372 | $90922 |
|  | Kenvue, Inc. | 95362 | 2250543 |
|  | Keurig Dr. Pepper, <br> Inc.<br>| 59795 | 2068309 |
|  | Kimberly-Clark Corp. | 15718 | 2071318 |
|  | Kraft Heinz Co. | 43997 | 1280313 |
|  | Kroger Co. | 79338 | 5728997 |
| \* | Laird Superfood, Inc. | 1600 | 9360 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 8426 | 444977 |
|  | Lancaster Colony <br> Corp.<br>| 3245 | 528221 |
| # | Lifevantage Corp. | 2233 | 27622 |
| \* | Lifeway Foods, Inc. | 2012 | 47644 |
|  | Limoneira Co. | 1403 | 21087 |
| \* | Mama's Creations, <br> Inc.<br>| 3339 | 22037 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 11409 | 874614 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 180 | 13804 |
| \* | Medifast, Inc. | 1536 | 20183 |
| \* | Mission Produce, Inc. | 9248 | 96873 |
| \* | Monster Beverage <br> Corp.<br>| 32245 | 1938569 |
|  | National Beverage <br> Corp.<br>| 7302 | 324209 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 2911 | 146016 |
|  | Natural Health Trends <br> Corp.<br>| 2028 | 10059 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 1300 | 16016 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 949 | 6007 |
|  | Oil-Dri Corp. of <br> America<br>| 1754 | 73826 |
|  | PepsiCo, Inc. | 51823 | 7026162 |
|  | Pilgrim's Pride Corp. | 13041 | 711778 |
| \* | Post Holdings, Inc. | 7992 | 904455 |
|  | PriceSmart, Inc. | 4335 | 439959 |
|  | Primo Brands Corp. | 19479 | 636379 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 15013 | 345299 |
|  | Seaboard Corp. | 96 | 248254 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 1000 | 89690 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 302 | 27130 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| #\* | Simply Good Foods <br> Co.<br>| 12954 | $467769 |
|  | SpartanNash Co. | 4706 | 93367 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 5196 | 327868 |
| #\* | Sprouts Farmers <br> Market, Inc.<br>| 16988 | 2904948 |
|  | Sysco Corp. | 30963 | 2210758 |
|  | Target Corp. | 22217 | 2148384 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 5242 | 167744 |
| \* | TreeHouse Foods, <br> Inc.<br>| 5903 | 137481 |
|  | Tyson Foods, Inc., <br> Class A<br>| 16052 | 983024 |
| \* | U.S. Foods Holding <br> Corp.<br>| 31803 | 2088185 |
| \* | United Natural Foods, <br> Inc.<br>| 9622 | 257004 |
|  | United-Guardian, Inc. | 2622 | 20740 |
| \* | USANA Health <br> Sciences, Inc.<br>| 2400 | 67416 |
|  | Utz Brands, Inc. | 5589 | 74278 |
|  | Village Super Market, <br> Inc., Class A<br>| 770 | 28375 |
| \* | Vita Coco Co., Inc. | 7460 | 246553 |
| \* | Vital Farms, Inc. | 4758 | 162914 |
|  | Walgreens Boots <br> Alliance, Inc.<br>| 22750 | 249567 |
|  | Walmart, Inc. | 125282 | 12183674 |
|  | WD-40 Co. | 1559 | 356013 |
|  | Weis Markets, Inc. | 4404 | 378700 |
| # | WK Kellogg Co. | 7986 | 143189 |
| \* | Zevia PBC, Class A | 6596 | 14907 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 109262695 |
| ENERGY — (1.9%) | ENERGY — (1.9%) | ENERGY — (1.9%) | ENERGY — (1.9%) |
|  | Archrock, Inc. | 27974 | 658228 |
|  | Aris Water Solutions, <br> Inc., Class A<br>| 5310 | 132538 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 13825 | 187052 |
|  | Baker Hughes Co. | 71609 | 2534959 |
| \* | Bristow Group, Inc. | 3445 | 100043 |
|  | Cactus, Inc., Class A | 5931 | 225022 |
| \* | Centrus Energy Corp., <br> Class A<br>| 3218 | 222975 |
|  | Cheniere Energy, Inc. | 16062 | 3712089 |
| # | Core Laboratories, <br> Inc.<br>| 6595 | 74985 |
|  | CVR Energy, Inc. | 10474 | 197540 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 7720 | 100514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | DMC Global, Inc. | 2624 | $17030 |
|  | Energy Services of <br> America Corp.<br>| 1620 | 13851 |
|  | Epsilon Energy Ltd. | 14303 | 100550 |
|  | Evolution Petroleum <br> Corp.<br>| 4751 | 19907 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 2693 | 68887 |
| \* | Expro Group Holdings <br> NV<br>| 11434 | 94559 |
|  | FutureFuel Corp. | 3578 | 14706 |
| \* | Green Plains, Inc. | 4083 | 14617 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 11379 | 81360 |
|  | Halliburton Co. | 50992 | 1010661 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 21313 | 129796 |
|  | Helmerich & Payne, <br> Inc.<br>| 11350 | 214402 |
|  | HF Sinclair Corp. | 20211 | 607745 |
| \* | Innovex International, <br> Inc.<br>| 2594 | 39169 |
|  | Kinetik Holdings, Inc. | 2731 | 112900 |
|  | Kodiak Gas Services, <br> Inc.<br>| 7584 | 257932 |
|  | Liberty Energy, Inc. | 23741 | 273021 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 3046 | 7706 |
|  | Marathon Petroleum <br> Corp.<br>| 14554 | 1999865 |
| \* | MIND Technology, <br> Inc.<br>| 2772 | 18600 |
| \* | Nabors Industries Ltd. | 580 | 15567 |
| \* | Natural Gas Services <br> Group, Inc.<br>| 1338 | 24044 |
| # | New Fortress Energy, <br> Inc.<br>| 24882 | 135109 |
|  | Noble Corp. PLC | 13259 | 288251 |
|  | NOV, Inc. | 40744 | 473038 |
| \* | NPK International, <br> Inc.<br>| 14184 | 81984 |
| \* | Oceaneering <br> International, Inc.<br>| 22527 | 399854 |
| \* | Oil States <br> International, Inc.<br>| 8483 | 29775 |
|  | ONEOK, Inc. | 34473 | 2832302 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 7346 | 105195 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 6487 | 36587 |
|  | PBF Energy, Inc., <br> Class A<br>| 12005 | 206246 |
|  | Phillips 66 | 20283 | 2110649 |
|  | PHX Minerals, Inc. | 8160 | 31253 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | ProFrac Holding <br> Corp., Class A<br>| 2646 | $10981 |
| \* | ProPetro Holding <br> Corp.<br>| 14964 | 74521 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 700 | 7763 |
| \* | REX American <br> Resources Corp.<br>| 2810 | 111613 |
|  | RPC, Inc. | 26585 | 125747 |
|  | Schlumberger NV | 113688 | 3780126 |
| \* | Seadrill Ltd. | 6995 | 143677 |
|  | Select Water <br> Solutions, Inc.<br>| 18142 | 154570 |
|  | Sitio Royalties Corp., <br> Class A<br>| 8001 | 135697 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 4135 | 87414 |
| \* | Stabilis Solutions, Inc. | 600 | 3492 |
| \*†† | Strongbridge <br> Biopharma<br>| 6381 | 0 |
|  | Targa Resources <br> Corp.<br>| 16402 | 2803102 |
|  | TechnipFMC PLC | 63942 | 1801246 |
|  | Teekay Corp. Ltd. | 14083 | 101538 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 1224 | 52106 |
| \* | TETRA Technologies, <br> Inc.<br>| 20544 | 58550 |
|  | Texas Pacific Land <br> Corp.<br>| 1493 | 1924283 |
| #\* | Transocean Ltd. | 88233 | 187936 |
| \* | Uranium Energy <br> Corp.<br>| 41992 | 220458 |
| \* | Valaris Ltd. | 6921 | 223618 |
|  | Valero Energy Corp. | 17983 | 2087646 |
|  | Weatherford <br> International PLC<br>| 7101 | 293981 |
|  | World Kinect Corp. | 7079 | 177612 |
| TOTAL ENERGY | TOTAL ENERGY |  | 34580740 |
| FINANCIALS — (19.4%) | FINANCIALS — (19.4%) | FINANCIALS — (19.4%) | FINANCIALS — (19.4%) |
|  | 1st Source Corp. | 4346 | 260543 |
| \* | Acacia Research <br> Corp.<br>| 3887 | 12011 |
|  | Acadian Asset <br> Management, Inc.<br>| 5920 | 159485 |
|  | ACNB Corp. | 719 | 30133 |
|  | Affiliated Managers <br> Group, Inc.<br>| 5675 | 939950 |
|  | Affinity Bancshares, <br> Inc.<br>| 836 | 15349 |
| \* | Affirm Holdings, Inc. | 12631 | 628519 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Aflac, Inc. | 23560 | $2560501 |
|  | Alerus Financial <br> Corp.<br>| 296 | 5884 |
|  | Allstate Corp. | 12199 | 2420160 |
|  | Ally Financial, Inc. | 35484 | 1158907 |
|  | Amalgamated <br> Financial Corp.<br>| 6957 | 195909 |
| \* | Ambac Financial <br> Group, Inc.<br>| 6317 | 50410 |
|  | Amerant Bancorp, <br> Inc.<br>| 4494 | 75679 |
|  | American Coastal <br> Insurance Corp.<br>| 2127 | 24312 |
|  | American Express <br> Co.<br>| 24847 | 6619489 |
|  | American Financial <br> Group, Inc.<br>| 9291 | 1176798 |
|  | American International <br> Group, Inc.<br>| 31687 | 2583124 |
|  | Ameriprise Financial, <br> Inc.<br>| 8383 | 3948561 |
|  | Ameris Bancorp | 9907 | 580550 |
|  | AMERISAFE, Inc. | 2501 | 116272 |
|  | AmeriServ Financial, <br> Inc.<br>| 300 | 723 |
|  | Ames National Corp. | 629 | 10919 |
|  | Aon PLC, Class A | 5340 | 1894579 |
|  | Apollo Global <br> Management, Inc.<br>| 8763 | 1195974 |
|  | Arch Capital Group <br> Ltd.<br>| 21896 | 1985529 |
|  | ARES Management <br> Corp., Class A<br>| 3884 | 592427 |
|  | Arrow Financial Corp. | 2582 | 63336 |
|  | Arthur J Gallagher & <br> Co.<br>| 4120 | 1321243 |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 9113 | 336999 |
|  | Associated <br> Banc-Corp.<br>| 17195 | 379322 |
|  | Assurant, Inc. | 5558 | 1071249 |
|  | Assured Guaranty <br> Ltd.<br>| 7136 | 626041 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 23470 | 650119 |
| \* | Atlanticus Holdings <br> Corp.<br>| 1700 | 93194 |
|  | Auburn National <br> BanCorp, Inc.<br>| 506 | 9958 |
| \* | AvidXchange <br> Holdings, Inc.<br>| 19523 | 158722 |
|  | Axis Capital Holdings <br> Ltd.<br>| 14024 | 1350792 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Axos Financial, Inc. | 8231 | $522504 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 6123 | 254839 |
|  | Banc of California, <br> Inc.<br>| 20030 | 270004 |
|  | BancFirst Corp. | 5329 | 627863 |
| \* | Bancorp, Inc. | 11054 | 534019 |
|  | Bank First Corp. | 239 | 26094 |
|  | Bank of America <br> Corp.<br>| 191203 | 7625176 |
|  | Bank of Hawaii Corp. | 5737 | 379273 |
|  | Bank of Marin <br> Bancorp<br>| 927 | 19022 |
|  | Bank of New York <br> Mellon Corp.<br>| 37803 | 3039739 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 4506 | 181051 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 1236 | 16711 |
|  | Bank OZK | 18352 | 781795 |
|  | Bank7 Corp. | 1736 | 63190 |
|  | BankFinancial Corp. | 2924 | 35936 |
|  | BankUnited, Inc. | 8806 | 288044 |
|  | Bankwell Financial <br> Group, Inc.<br>| 700 | 23737 |
|  | Banner Corp. | 5895 | 360420 |
|  | Bar Harbor <br> Bankshares<br>| 1390 | 41200 |
|  | BayCom Corp. | 742 | 19299 |
|  | BCB Bancorp, Inc. | 1023 | 8409 |
|  | Berkshire Hills <br> Bancorp, Inc.<br>| 6234 | 154790 |
|  | BGC Group, Inc., <br> Class A<br>| 49135 | 445163 |
|  | Blackrock, Inc. | 3651 | 3337963 |
|  | Blackstone, Inc. | 11010 | 1450127 |
| \* | Block, Inc. | 20624 | 1205885 |
| \* | Blue Foundry <br> Bancorp<br>| 2607 | 24349 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 549 | 1883 |
|  | BOK Financial Corp. | 9387 | 874587 |
|  | Bread Financial <br> Holdings, Inc.<br>| 7310 | 346860 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 3552 | 54665 |
| \* | Brighthouse Financial, <br> Inc.<br>| 9622 | 560193 |
|  | Brookline Bancorp, <br> Inc.<br>| 9931 | 103680 |
|  | Brown & Brown, Inc. | 13262 | 1466777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 812 | $45399 |
|  | Business First <br> Bancshares, Inc.<br>| 3511 | 80929 |
| \* | BV Financial, Inc. | 732 | 11236 |
|  | Byline Bancorp, Inc. | 5176 | 132195 |
|  | C&F Financial Corp. | 500 | 32385 |
|  | Cadence Bank | 25145 | 735743 |
| \* | California BanCorp | 1165 | 16275 |
|  | Camden National <br> Corp.<br>| 3149 | 121300 |
| \* | Cantaloupe, Inc. | 8673 | 69384 |
|  | Capital Bancorp, Inc. | 758 | 23945 |
|  | Capital City Bank <br> Group, Inc.<br>| 2300 | 84042 |
|  | Capital One Financial <br> Corp.<br>| 14160 | 2552482 |
|  | Capitol Federal <br> Financial, Inc.<br>| 17901 | 101499 |
|  | Carlyle Group, Inc. | 20661 | 798341 |
| \* | Carter Bankshares, <br> Inc.<br>| 2267 | 34708 |
|  | Cass Information <br> Systems, Inc.<br>| 1795 | 73128 |
|  | Cathay General <br> Bancorp<br>| 11277 | 470138 |
|  | CB Financial Services, <br> Inc.<br>| 824 | 23632 |
|  | Cboe Global Markets, <br> Inc.<br>| 4819 | 1068854 |
|  | Central Pacific <br> Financial Corp.<br>| 5527 | 141989 |
|  | CF Bankshares, Inc. | 840 | 19303 |
|  | Charles Schwab <br> Corp.<br>| 46611 | 3794135 |
|  | Chemung Financial <br> Corp.<br>| 400 | 17736 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 447 | 12708 |
|  | Chubb Ltd. | 11212 | 3207529 |
|  | Cincinnati Financial <br> Corp.<br>| 8325 | 1158923 |
|  | Citigroup, Inc. | 51458 | 3518698 |
|  | Citizens & Northern <br> Corp.<br>| 1891 | 36402 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 816 | 12093 |
|  | Citizens Financial <br> Group, Inc.<br>| 30251 | 1115959 |
|  | City Holding Co. | 2529 | 293035 |
|  | Civista Bancshares, <br> Inc.<br>| 1100 | 24761 |
|  | CME Group, Inc. | 6383 | 1768602 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | CNB Financial Corp. | 2238 | $49124 |
|  | CNO Financial Group, <br> Inc.<br>| 8350 | 316799 |
| \* | Coastal Financial <br> Corp.<br>| 1994 | 163807 |
|  | Cohen & Steers, Inc. | 7636 | 582780 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 12989 | 2635338 |
|  | Colony Bankcorp, Inc. | 790 | 12261 |
|  | Columbia Banking <br> System, Inc.<br>| 4004 | 89770 |
| \* | Columbia Financial, <br> Inc.<br>| 12517 | 168604 |
|  | Comerica, Inc. | 9560 | 513850 |
|  | Commerce <br> Bancshares, Inc.<br>| 15543 | 944082 |
|  | Community Financial <br> System, Inc.<br>| 5705 | 311436 |
|  | Community Trust <br> Bancorp, Inc.<br>| 3416 | 167247 |
|  | Community West <br> Bancshares<br>| 1784 | 31220 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 4235 | 95415 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 4008 | 36994 |
|  | Corebridge Financial, <br> Inc.<br>| 53762 | 1592968 |
| \* | Corpay, Inc. | 6456 | 2100589 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 2549 | 28345 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 3450 | 36846 |
| \* | Credit Acceptance <br> Corp.<br>| 1774 | 864683 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 6459 | 752280 |
| \* | Customers Bancorp, <br> Inc.<br>| 5789 | 289450 |
|  | CVB Financial Corp. | 14932 | 276839 |
| \* | Dave, Inc. | 1716 | 162711 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 340 | 42833 |
|  | DigitalBridge Group, <br> Inc.<br>| 15432 | 129629 |
|  | Dime Community <br> Bancshares, Inc.<br>| 5618 | 144326 |
|  | Discover Financial <br> Services<br>| 18555 | 3389442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 5426 | $104993 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 5910 | 284862 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 700 | 12180 |
|  | Eagle Bancorp, Inc. | 4278 | 76790 |
|  | East West Bancorp, <br> Inc.<br>| 16498 | 1411404 |
|  | Eastern Bankshares, <br> Inc.<br>| 7722 | 115212 |
| \* | eHealth, Inc. | 1615 | 8979 |
|  | Employers Holdings, <br> Inc.<br>| 4714 | 229053 |
|  | Enact Holdings, Inc. | 7302 | 261339 |
| \* | Encore Capital Group, <br> Inc.<br>| 3038 | 104507 |
| \* | Enova International, <br> Inc.<br>| 5833 | 535411 |
|  | Enterprise Bancorp, <br> Inc.<br>| 536 | 19939 |
|  | Enterprise Financial <br> Services Corp.<br>| 6138 | 319299 |
|  | Equitable Holdings, <br> Inc.<br>| 46606 | 2304667 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 2425 | 93338 |
| # | Erie Indemnity Co., <br> Class A<br>| 1518 | 544385 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 1120 | 92870 |
|  | ESSA Bancorp, Inc. | 1600 | 29600 |
|  | Essent Group Ltd. | 16067 | 914694 |
| \* | Euronet Worldwide, <br> Inc.<br>| 5225 | 517798 |
|  | Evans Bancorp, Inc. | 100 | 3845 |
|  | Evercore, Inc., <br> Class A<br>| 3691 | 757725 |
|  | Everest Group Ltd. | 3312 | 1188445 |
|  | EVERTEC, Inc. | 11376 | 386101 |
| #\* | EZCORP, Inc., <br> Class A<br>| 8301 | 135887 |
|  | F&G Annuities & Life, <br> Inc.<br>| 3005 | 104604 |
|  | FactSet Research <br> Systems, Inc.<br>| 3331 | 1439725 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 978 | 25594 |
|  | Farmers National <br> Banc Corp.<br>| 4026 | 52499 |
|  | FB Financial Corp. | 8032 | 341842 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 1502 | $263346 |
|  | Federated Hermes, <br> Inc.<br>| 15549 | 631445 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 8647 | 141378 |
|  | Fidelity D&D Bancorp, <br> Inc.<br>| 535 | 21657 |
|  | Fidelity National <br> Financial, Inc.<br>| 22945 | 1469627 |
|  | Fidelity National <br> Information <br> Services, Inc.<br>| 33627 | 2652498 |
|  | Fifth Third Bancorp | 41462 | 1490144 |
|  | Financial Institutions, <br> Inc.<br>| 2921 | 74164 |
|  | Finward Bancorp | 365 | 11191 |
| \* | Finwise Bancorp | 1129 | 17071 |
|  | First American <br> Financial Corp.<br>| 12730 | 774111 |
|  | First BanCorp | 36242 | 711793 |
|  | First Bancorp, Inc. | 1481 | 36181 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 7528 | 304583 |
|  | First Bank | 916 | 13172 |
|  | First Busey Corp. | 12743 | 264927 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 989 | 47610 |
|  | First Capital, Inc. | 510 | 23006 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 836 | 1487361 |
|  | First Commonwealth <br> Financial Corp.<br>| 19240 | 294757 |
|  | First Community <br> Bankshares, Inc.<br>| 3590 | 135271 |
|  | First Community <br> Corp.<br>| 2429 | 57082 |
|  | First Financial <br> Bancorp<br>| 24442 | 565832 |
|  | First Financial <br> Bankshares, Inc.<br>| 15209 | 509654 |
|  | First Financial Corp. | 2421 | 119597 |
| \*» | First Financial <br> Northwest, Inc.<br>| 720 | 864 |
|  | First Hawaiian, Inc. | 9192 | 210129 |
|  | First Horizon Corp. | 71727 | 1296824 |
|  | First Internet Bancorp | 637 | 13543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 6609 | $173123 |
|  | First Merchants Corp. | 8183 | 291642 |
|  | First Mid Bancshares, <br> Inc.<br>| 2802 | 93671 |
|  | First National Corp. | 673 | 13124 |
|  | First of Long Island <br> Corp.<br>| 2484 | 28616 |
|  | First Savings Financial <br> Group, Inc.<br>| 516 | 13746 |
|  | First U.S. Bancshares, <br> Inc.<br>| 1038 | 12975 |
|  | First United Corp. | 1505 | 44804 |
| \* | First Western <br> Financial, Inc.<br>| 1204 | 25392 |
|  | FirstCash Holdings, <br> Inc.<br>| 6303 | 844350 |
| \* | Firstsun Capital <br> Bancorp<br>| 599 | 20959 |
| \* | Fiserv, Inc. | 16167 | 2983943 |
| # | Five Star Bancorp | 1778 | 49215 |
|  | Flagstar Financial, <br> Inc.<br>| 26093 | 305549 |
|  | Flushing Financial <br> Corp.<br>| 5263 | 62998 |
|  | FNB Corp. | 64949 | 850182 |
|  | Franklin Financial <br> Services Corp.<br>| 385 | 14861 |
| # | Franklin Resources, <br> Inc.<br>| 28998 | 544003 |
|  | FS Bancorp, Inc. | 850 | 33235 |
|  | Fulton Financial Corp. | 21837 | 364241 |
| \* | FVCBankcorp, Inc. | 1089 | 12436 |
|  | GCM Grosvenor, Inc., <br> Class A<br>| 2754 | 34535 |
| \* | Genworth Financial, <br> Inc.<br>| 46605 | 319710 |
|  | German American <br> Bancorp, Inc.<br>| 5088 | 192886 |
|  | Glacier Bancorp, Inc. | 13400 | 546184 |
|  | Glen Burnie Bancorp | 1200 | 6300 |
|  | Global Payments, Inc. | 8933 | 681677 |
|  | Globe Life, Inc. | 10231 | 1261892 |
|  | Goldman Sachs <br> Group, Inc.<br>| 10045 | 5500140 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 1923 | 186935 |
|  | Great Southern <br> Bancorp, Inc.<br>| 2505 | 137775 |
| \* | Green Dot Corp., <br> Class A<br>| 5362 | 44880 |
|  | Greene County <br> Bancorp, Inc.<br>| 1200 | 26700 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 3313 | $43450 |
|  | Guaranty Bancshares, <br> Inc.<br>| 1320 | 52087 |
| # | Hamilton Lane, Inc., <br> Class A<br>| 4429 | 684236 |
|  | Hancock Whitney <br> Corp.<br>| 12778 | 665606 |
|  | Hanmi Financial <br> Corp.<br>| 6753 | 154441 |
|  | Hanover Bancorp, <br> Inc.<br>| 118 | 2736 |
|  | Hanover Insurance <br> Group, Inc.<br>| 5119 | 850266 |
|  | HarborOne Bancorp, <br> Inc.<br>| 7463 | 84481 |
|  | Hartford Insurance <br> Group, Inc.<br>| 30878 | 3787804 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 933 | 27542 |
|  | HBT Financial, Inc. | 2197 | 50916 |
|  | HCI Group, Inc. | 1487 | 217548 |
|  | Heritage Commerce <br> Corp.<br>| 6696 | 60532 |
|  | Heritage Financial <br> Corp.<br>| 3262 | 74439 |
| \* | Heritage Global, Inc. | 650 | 1313 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 1200 | 22680 |
|  | Hilltop Holdings, Inc. | 12037 | 355453 |
| # | Hingham Institution <br> For Savings<br>| 290 | 72372 |
| \* | Hippo Holdings, Inc. | 2763 | 63881 |
|  | Home Bancorp, Inc. | 1154 | 58092 |
|  | Home BancShares, <br> Inc.<br>| 30476 | 845709 |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 208 | 2681 |
| \* | HomeStreet, Inc. | 439 | 4987 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 3038 | 103717 |
|  | Hope Bancorp, Inc. | 16744 | 166938 |
|  | Horace Mann <br> Educators Corp.<br>| 6034 | 250652 |
|  | Horizon Bancorp, Inc. | 6336 | 93013 |
|  | Houlihan Lokey, Inc. | 6126 | 992902 |
|  | Huntington <br> Bancshares, Inc.<br>| 98130 | 1425829 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 4359 | 132775 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 4394 | 259641 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Interactive Brokers <br> Group, Inc., <br> Class A<br>| 990 | $170132 |
|  | Intercontinental <br> Exchange, Inc.<br>| 11802 | 1982382 |
|  | International <br> Bancshares Corp.<br>| 10585 | 646108 |
| \* | International Money <br> Express, Inc.<br>| 2646 | 32863 |
|  | Invesco Ltd. | 39558 | 551043 |
|  | Investar Holding <br> Corp.<br>| 909 | 17389 |
|  | Investors Title Co. | 166 | 38378 |
|  | Jack Henry & <br> Associates, Inc.<br>| 9054 | 1570235 |
|  | Jackson Financial, <br> Inc., Class A<br>| 9942 | 774581 |
|  | Janus Henderson <br> Group PLC<br>| 26159 | 868740 |
|  | Jefferies Financial <br> Group, Inc.<br>| 24349 | 1137829 |
|  | JPMorgan Chase & <br> Co.<br>| 96524 | 23611701 |
|  | Kearny Financial <br> Corp.<br>| 8353 | 52290 |
|  | Kemper Corp. | 7256 | 428975 |
| \* | Kentucky First Federal <br> Bancorp<br>| 682 | 1671 |
|  | KeyCorp | 73384 | 1089019 |
| \* | Kingstone Cos., Inc. | 3700 | 62900 |
|  | Kinsale Capital Group, <br> Inc.<br>| 2027 | 882272 |
|  | KKR & Co., Inc. | 15755 | 1800324 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 170 | 2506 |
|  | Lakeland Financial <br> Corp.<br>| 4557 | 253688 |
|  | Landmark Bancorp, <br> Inc.<br>| 728 | 20537 |
|  | Lazard, Inc. | 12247 | 476408 |
|  | LCNB Corp. | 700 | 10514 |
| \* | LendingClub Corp. | 13416 | 131074 |
| \* | LendingTree, Inc. | 2700 | 139293 |
|  | Lincoln National <br> Corp.<br>| 21545 | 686639 |
|  | Live Oak Bancshares, <br> Inc.<br>| 4756 | 124322 |
|  | Loews Corp. | 16173 | 1404302 |
|  | LPL Financial <br> Holdings, Inc.<br>| 6551 | 2094944 |
|  | M&T Bank Corp. | 9279 | 1575203 |
|  | Magyar Bancorp, Inc. | 1027 | 14152 |
|  | MainStreet <br> Bancshares, Inc.<br>| 550 | 10516 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Markel Group, Inc. | 744 | $1353038 |
|  | MarketAxess <br> Holdings, Inc.<br>| 1931 | 427890 |
| \* | Marqeta, Inc., <br> Class A<br>| 45305 | 189375 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 14875 | 3353866 |
|  | Mastercard, Inc., <br> Class A<br>| 28039 | 15367054 |
|  | Mercantile Bank <br> Corp.<br>| 2926 | 123799 |
|  | Merchants Bancorp | 5547 | 166854 |
|  | Mercury General <br> Corp.<br>| 7544 | 418089 |
|  | Meridian Corp. | 2200 | 29700 |
|  | MetLife, Inc. | 42429 | 3197874 |
|  | Metrocity Bankshares, <br> Inc.<br>| 2733 | 75349 |
| \* | Metropolitan Bank <br> Holding Corp.<br>| 1696 | 105033 |
|  | MGIC Investment <br> Corp.<br>| 42161 | 1050231 |
| # | Mid Penn Bancorp, <br> Inc.<br>| 1037 | 30125 |
|  | Middlefield Banc <br> Corp.<br>| 507 | 13147 |
|  | Midland States <br> Bancorp, Inc.<br>| 3115 | 50712 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 2900 | 80446 |
|  | Moelis & Co., Class A | 6667 | 357218 |
|  | Moody's Corp. | 4237 | 1919869 |
|  | Morgan Stanley | 41746 | 4818323 |
|  | Morningstar, Inc. | 3451 | 982569 |
| \* | Mr. Cooper Group, <br> Inc.<br>| 14074 | 1674947 |
|  | MSCI, Inc. | 1940 | 1057513 |
|  | MVB Financial Corp. | 1500 | 25590 |
|  | Nasdaq, Inc. | 26124 | 1990910 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 7228 | 261365 |
|  | National Bankshares, <br> Inc.<br>| 518 | 13349 |
|  | Navient Corp. | 23939 | 296365 |
|  | NBT Bancorp, Inc. | 8266 | 349982 |
| \* | NCR Atleos Corp. | 12026 | 335766 |
|  | Nelnet, Inc., Class A | 3729 | 395610 |
| \* | NerdWallet, Inc., <br> Class A<br>| 5234 | 46897 |
| \* | NI Holdings, Inc. | 1752 | 21900 |
|  | Nicolet Bankshares, <br> Inc.<br>| 2562 | 299267 |
| \* | NMI Holdings, Inc. | 11846 | 428470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Northeast Bank | 772 | $63937 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 1235 | 28109 |
|  | Northern Trust Corp. | 15041 | 1413553 |
|  | Northfield Bancorp, <br> Inc.<br>| 4776 | 50387 |
|  | Northrim BanCorp, <br> Inc.<br>| 900 | 72261 |
|  | Northwest <br> Bancshares, Inc.<br>| 16622 | 205282 |
|  | Oak Valley Bancorp | 1680 | 44016 |
|  | OceanFirst Financial <br> Corp.<br>| 13247 | 219370 |
|  | OFG Bancorp | 9654 | 379885 |
| \* | Old Market Capital <br> Corp.<br>| 801 | 4574 |
|  | Old National Bancorp | 43118 | 887800 |
|  | Old Point Financial <br> Corp.<br>| 421 | 16352 |
|  | Old Republic <br> International Corp.<br>| 33486 | 1259074 |
|  | Old Second Bancorp, <br> Inc.<br>| 5387 | 85061 |
|  | OneMain Holdings, <br> Inc.<br>| 17435 | 820665 |
| \* | Onity Group, Inc. | 1900 | 71269 |
|  | OP Bancorp | 1874 | 24062 |
| \* | Open Lending Corp. | 11552 | 14324 |
| \* | Oportun Financial <br> Corp.<br>| 5989 | 30664 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 2271 | 134012 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 2800 | 12124 |
|  | Orange County <br> Bancorp, Inc.<br>| 434 | 10299 |
|  | Origin Bancorp, Inc. | 3487 | 111724 |
|  | Orrstown Financial <br> Services, Inc.<br>| 1462 | 43816 |
| \* | Oscar Health, Inc., <br> Class A<br>| 20828 | 270972 |
| \* | Oxbridge Re Holdings <br> Ltd.<br>| 1220 | 1659 |
|  | Pacific Premier <br> Bancorp, Inc.<br>| 9877 | 200898 |
| \* | Palomar Holdings, <br> Inc.<br>| 3351 | 485962 |
|  | Park National Corp. | 2477 | 371798 |
|  | Parke Bancorp, Inc. | 944 | 17794 |
|  | Pathward Financial, <br> Inc.<br>| 5524 | 438440 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 4088 | 132697 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Payoneer Global, Inc. | 30740 | $216102 |
| \* | PayPal Holdings, Inc. | 35710 | 2351146 |
|  | PCB Bancorp | 783 | 15355 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 2762 | 76452 |
|  | Penns Woods <br> Bancorp, Inc.<br>| 454 | 13270 |
|  | PennyMac Financial <br> Services, Inc.<br>| 7216 | 703127 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 800 | 22096 |
|  | Peoples Bancorp, Inc. | 6903 | 200256 |
|  | Peoples Financial <br> Services Corp.<br>| 400 | 17288 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 9208 | 923010 |
| \* | Pioneer Bancorp, Inc. | 1077 | 12084 |
|  | Piper Sandler Cos. | 2600 | 626912 |
|  | PJT Partners, Inc., <br> Class A<br>| 1669 | 236514 |
|  | Plumas Bancorp | 618 | 27248 |
|  | PNC Financial <br> Services Group, <br> Inc.<br>| 10831 | 1740433 |
| \* | Ponce Financial <br> Group, Inc.<br>| 1534 | 19743 |
|  | Popular, Inc. | 9157 | 873761 |
| \* | PRA Group, Inc. | 4169 | 76293 |
|  | Preferred Bank | 2056 | 164192 |
|  | Primerica, Inc. | 4637 | 1215219 |
|  | Primis Financial Corp. | 1500 | 12360 |
|  | Princeton Bancorp, <br> Inc.<br>| 613 | 18684 |
|  | Principal Financial <br> Group, Inc.<br>| 21023 | 1558855 |
| \* | ProAssurance Corp. | 8341 | 193595 |
|  | PROG Holdings, Inc. | 7851 | 206952 |
|  | Progressive Corp. | 14752 | 4156229 |
|  | Prosperity <br> Bancshares, Inc.<br>| 9903 | 672414 |
| \* | Provident Bancorp, <br> Inc.<br>| 1022 | 11344 |
|  | Provident Financial <br> Holdings, Inc.<br>| 1300 | 19513 |
|  | Provident Financial <br> Services, Inc.<br>| 10286 | 168382 |
|  | Prudential Financial, <br> Inc.<br>| 17208 | 1767434 |
|  | QCR Holdings, Inc. | 2992 | 194330 |
|  | Radian Group, Inc. | 20031 | 639790 |
|  | Raymond James <br> Financial, Inc.<br>| 13610 | 1865114 |
|  | RBB Bancorp | 2116 | 32967 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Red River <br> Bancshares, Inc.<br>| 800 | $42160 |
|  | Regional Management <br> Corp.<br>| 1515 | 49889 |
|  | Regions Financial <br> Corp.<br>| 63594 | 1297954 |
|  | Reinsurance Group of <br> America, Inc.<br>| 6078 | 1138470 |
| \* | Remitly Global, Inc. | 10911 | 220620 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 6064 | 1467064 |
|  | Renasant Corp. | 11604 | 372140 |
| \* | Repay Holdings Corp. | 7678 | 30712 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 3438 | 233268 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 1100 | 11990 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 807 | 11322 |
|  | Riverview Bancorp, <br> Inc.<br>| 100 | 632 |
|  | RLI Corp. | 12572 | 930454 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 45283 | 2223848 |
| # | Rocket Cos., Inc., <br> Class A<br>| 3417 | 44113 |
| \* | Root, Inc., Class A | 555 | 77517 |
|  | S&P Global, Inc. | 5091 | 2545755 |
|  | S&T Bancorp, Inc. | 7189 | 261967 |
|  | Safety Insurance <br> Group, Inc.<br>| 2330 | 178245 |
|  | SB Financial Group, <br> Inc.<br>| 1000 | 19440 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 10594 | 251184 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 3608 | 36946 |
|  | SEI Investments Co. | 15022 | 1176072 |
|  | Selective Insurance <br> Group, Inc.<br>| 8732 | 761692 |
| \* | Selectquote, Inc. | 23909 | 75792 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 7036 | 501104 |
| #\* | Shift4 Payments, Inc., <br> Class A<br>| 7419 | 606874 |
|  | Shore Bancshares, <br> Inc.<br>| 2792 | 38613 |
|  | Sierra Bancorp | 1944 | 51438 |
|  | Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 800 | 12240 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Simmons First <br> National Corp., <br> Class A<br>| 20047 | $374077 |
| \* | SiriusPoint Ltd. | 5989 | 100615 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 3270 | 173604 |
|  | SLM Corp. | 41993 | 1214018 |
|  | SmartFinancial, Inc. | 1389 | 42253 |
| #\* | SoFi Technologies, <br> Inc.<br>| 65071 | 814038 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 600 | 30462 |
|  | South Plains <br> Financial, Inc.<br>| 1322 | 44565 |
| \* | Southern First <br> Bancshares, Inc.<br>| 700 | 24857 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 1213 | 63864 |
|  | Southern States <br> Bancshares, Inc.<br>| 448 | 14968 |
|  | Southside <br> Bancshares, Inc.<br>| 3772 | 106333 |
|  | SouthState Corp. | 12388 | 1075031 |
|  | SR Bancorp, Inc. | 874 | 11467 |
|  | State Street Corp. | 17636 | 1553732 |
|  | Stellar Bancorp, Inc. | 4848 | 121006 |
|  | StepStone Group, <br> Inc., Class A<br>| 2774 | 138728 |
|  | Stewart Information <br> Services Corp.<br>| 4362 | 285624 |
|  | Stifel Financial Corp. | 11171 | 957243 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 3713 | 270269 |
| \* | StoneX Group, Inc. | 7800 | 690807 |
|  | SWK Holdings Corp. | 730 | 10286 |
|  | Synchrony Financial | 34918 | 1813990 |
|  | Synovus Financial <br> Corp.<br>| 21201 | 918427 |
|  | T. Rowe Price Group, <br> Inc.<br>| 11159 | 988129 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 6742 | 459467 |
|  | TFS Financial Corp. | 13213 | 171241 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 582 | 17344 |
|  | Timberland Bancorp, <br> Inc.<br>| 500 | 15370 |
|  | Tiptree, Inc. | 5339 | 119113 |
| \* | Toast, Inc., Class A | 8037 | 285956 |
|  | Tompkins Financial <br> Corp.<br>| 2047 | 122001 |
|  | Towne Bank | 9679 | 318923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 4604 | $636733 |
|  | Travelers Cos., Inc. | 21083 | 5568653 |
|  | TriCo Bancshares | 5850 | 225693 |
| \* | Triumph Financial, <br> Inc.<br>| 3989 | 213092 |
|  | Truist Financial Corp. | 48126 | 1845151 |
| \* | Trupanion, Inc. | 4699 | 171983 |
|  | TrustCo Bank Corp. | 2732 | 83189 |
|  | Trustmark Corp. | 12421 | 416725 |
|  | U.S. Bancorp | 43377 | 1749828 |
|  | UMB Financial Corp. | 10605 | 1002915 |
|  | United Bancorp, Inc. | 685 | 8528 |
|  | United Bancshares, <br> Inc.<br>| 436 | 11759 |
|  | United Bankshares, <br> Inc.<br>| 34957 | 1198676 |
|  | United Community <br> Banks, Inc.<br>| 13167 | 363541 |
|  | United Fire Group, <br> Inc.<br>| 4360 | 120641 |
|  | United Security <br> Bancshares<br>| 402 | 3578 |
|  | Unity Bancorp, Inc. | 471 | 19499 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 4600 | 111504 |
|  | Univest Financial <br> Corp.<br>| 7001 | 206810 |
|  | Unum Group | 27292 | 2119497 |
|  | USCB Financial <br> Holdings, Inc.<br>| 1231 | 20878 |
|  | Valley National <br> Bancorp<br>| 61320 | 527352 |
|  | Value Line, Inc. | 213 | 8712 |
| \* | Velocity Financial, <br> Inc.<br>| 3071 | 54879 |
|  | Veritex Holdings, Inc. | 6725 | 156558 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 6090 | 348896 |
|  | Virtu Financial, Inc., <br> Class A<br>| 12280 | 480762 |
|  | Virtus Investment <br> Partners, Inc.<br>| 822 | 126251 |
|  | Visa, Inc., Class A | 59315 | 20493333 |
|  | Voya Financial, Inc. | 12824 | 759181 |
|  | W.R. Berkley Corp. | 17455 | 1251349 |
|  | WaFd, Inc. | 13049 | 372288 |
|  | Walker & Dunlop, Inc. | 5376 | 411479 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 3552 | 98035 |
|  | Waterstone Financial, <br> Inc.<br>| 4026 | 48715 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Webster Financial <br> Corp.<br>| 18016 | $852157 |
|  | Wells Fargo & Co. | 99238 | 7046890 |
|  | WesBanco, Inc. | 15058 | 448427 |
|  | West BanCorp, Inc. | 1799 | 34910 |
|  | Westamerica <br> BanCorp<br>| 3601 | 174396 |
|  | Western Alliance <br> Bancorp<br>| 9644 | 672283 |
|  | Western New England <br> Bancorp, Inc.<br>| 3241 | 29914 |
|  | Western Union Co. | 32251 | 319607 |
| \* | WEX, Inc. | 4244 | 553290 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 520 | 919074 |
|  | William Penn <br> Bancorp<br>| 965 | 11889 |
|  | Willis Towers Watson <br> PLC<br>| 6939 | 2135824 |
|  | Wintrust Financial <br> Corp.<br>| 9293 | 1033103 |
|  | WisdomTree, Inc. | 27166 | 236344 |
| \* | World Acceptance <br> Corp.<br>| 1196 | 154428 |
|  | WSFS Financial <br> Corp.<br>| 9479 | 488642 |
|  | Zions Bancorp NA | 17665 | 794395 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 349466163 |
| HEALTH CARE — (4.7%) | HEALTH CARE — (4.7%) | HEALTH CARE — (4.7%) | HEALTH CARE — (4.7%) |
| †† | Abiomed, Inc. | 1121 | 17499 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 9094 | 212800 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 18802 | 274509 |
| \* | AdaptHealth Corp. | 20092 | 170983 |
| \* | Addus HomeCare <br> Corp.<br>| 2688 | 281030 |
| \* | ADMA Biologics, Inc. | 29639 | 705408 |
| †† | Albireo Pharma, Inc. | 2691 | 15635 |
| \* | Align Technology, Inc. | 1873 | 324591 |
| \* | Alkermes PLC | 15985 | 459888 |
| \* | Amedisys, Inc. | 700 | 66430 |
| \* | American Shared <br> Hospital Services<br>| 2300 | 6210 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 4567 | 93304 |
| \* | AngioDynamics, Inc. | 4532 | 42102 |
| \* | Anika Therapeutics, <br> Inc.<br>| 2097 | 30469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 4003 | $51278 |
| \* | Arcus Biosciences, <br> Inc.<br>| 8959 | 78391 |
| \* | Artivion, Inc. | 5963 | 141263 |
| \* | Arvinas, Inc. | 8559 | 82338 |
| \* | Astrana Health, Inc. | 4906 | 152920 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 5020 | 14809 |
| \* | AtriCure, Inc. | 5492 | 164266 |
| \* | aTyr Pharma, Inc. | 7570 | 26268 |
| \* | Aura Biosciences, <br> Inc.<br>| 2600 | 15158 |
| \* | Avanos Medical, Inc. | 5968 | 74898 |
| \* | Avantor, Inc. | 46017 | 597761 |
| \* | Axogen, Inc. | 3119 | 50746 |
| \* | Azenta, Inc. | 5399 | 142210 |
|  | Baxter International, <br> Inc.<br>| 36019 | 1122712 |
| \* | Beam Therapeutics, <br> Inc.<br>| 5981 | 119201 |
| \* | BioLife Solutions, Inc. | 6025 | 145263 |
| \* | Biote Corp., Class A | 2427 | 8082 |
| \* | Bioventus, Inc., <br> Class A<br>| 11160 | 81580 |
| \* | Boston Scientific <br> Corp.<br>| 34401 | 3538831 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 32479 | 213062 |
|  | Bruker Corp. | 14778 | 592007 |
|  | Cardinal Health, Inc. | 11318 | 1599120 |
| \* | CareDx, Inc. | 6401 | 108049 |
| \* | Castle Biosciences, <br> Inc.<br>| 4119 | 82586 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 13481 | 327453 |
|  | Cencora, Inc. | 9994 | 2924944 |
| \* | Centene Corp. | 23646 | 1415213 |
| \* | Certara, Inc. | 20394 | 282661 |
|  | Chemed Corp. | 1762 | 1024621 |
| †† | Chinook Therapeutics, <br> Inc.<br>| 7288 | 14576 |
| \* | Codexis, Inc. | 4453 | 10242 |
| \* | Collegium <br> Pharmaceutical, <br> Inc.<br>| 6381 | 172255 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 16920 | 368010 |
|  | CONMED Corp. | 3021 | 148361 |
| \* | CorVel Corp. | 6074 | 660608 |
| #\* | CRISPR Therapeutics <br> AG<br>| 9846 | 380745 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Cross Country <br> Healthcare, Inc.<br>| 7273 | $98549 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 6890 | 57049 |
|  | CVS Health Corp. | 30517 | 2035789 |
| \* | Cytek Biosciences, <br> Inc.<br>| 11152 | 41374 |
| \* | DaVita, Inc. | 13037 | 1845387 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 10188 | 79263 |
| \* | Denali Therapeutics, <br> Inc.<br>| 16014 | 266633 |
|  | Dentsply Sirona, Inc. | 1000 | 13900 |
| \* | Dexcom, Inc. | 2618 | 186873 |
| \* | Disc Medicine, Inc. | 1425 | 70424 |
| \* | DocGo, Inc. | 8168 | 18215 |
| \* | Doximity, Inc., <br> Class A<br>| 8334 | 474038 |
| \* | Dynavax Technologies <br> Corp.<br>| 12642 | 148544 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 8157 | 133775 |
| \* | Edwards Lifesciences <br> Corp.<br>| 17877 | 1349535 |
| \* | Elanco Animal Health, <br> Inc.<br>| 30725 | 291273 |
| \* | ElectroCore, Inc. | 1190 | 8752 |
| \* | Electromed, Inc. | 2532 | 58312 |
| \* | Eledon <br> Pharmaceuticals, <br> Inc.<br>| 3760 | 11882 |
|  | Elevance Health, Inc. | 7087 | 2980650 |
|  | Embecta Corp. | 1374 | 16749 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 4000 | 21360 |
|  | Encompass Health <br> Corp.<br>| 13306 | 1556669 |
| \* | Enhabit, Inc. | 10645 | 85054 |
| \* | Enovis Corp. | 6649 | 229989 |
|  | Ensign Group, Inc. | 8218 | 1060040 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 343 | 3132 |
| \* | Envista Holdings <br> Corp.<br>| 18875 | 303510 |
| \* | Evolent Health, Inc., <br> Class A<br>| 14475 | 142724 |
| \* | Exact Sciences Corp. | 5003 | 228337 |
| \* | Exelixis, Inc. | 29289 | 1146664 |
| \* | FONAR Corp. | 1392 | 17470 |
| \* | Fortrea Holdings, Inc. | 6933 | 43193 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 8094 | 31162 |
| \* | Fulgent Genetics, Inc. | 1712 | 29703 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Glaukos Corp. | 2758 | $259941 |
| \* | Globus Medical, Inc., <br> Class A<br>| 6671 | 478778 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 9207 | 42628 |
| \* | Haemonetics Corp. | 4379 | 275965 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 13388 | 822291 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 5209 | 153509 |
| \* | HealthEquity, Inc. | 7876 | 675131 |
|  | HealthStream, Inc. | 4104 | 138018 |
| \* | Henry Schein, Inc. | 8667 | 563095 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 13953 | 461844 |
| \* | Hologic, Inc. | 16247 | 945575 |
|  | Humana, Inc. | 4200 | 1101408 |
| \* | ICON PLC | 3748 | 567597 |
| \* | ICU Medical, Inc. | 2861 | 390784 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 3053 | 1320880 |
| \* | ImmuCell Corp. | 2105 | 11409 |
| \* | Immunovant, Inc. | 477 | 7704 |
| \* | Incyte Corp. | 11384 | 713321 |
| \* | Innoviva, Inc. | 12963 | 242278 |
| \* | Insmed, Inc. | 1929 | 138888 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 1150 | 182137 |
| \* | Instil Bio, Inc. | 806 | 10357 |
| \* | Insulet Corp. | 1839 | 463961 |
| \* | Integer Holdings <br> Corp.<br>| 5238 | 661612 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 5295 | 86785 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 4713 | 41804 |
| \* | Intuitive Surgical, Inc. | 2090 | 1078022 |
| #\* | Iovance <br> Biotherapeutics, <br> Inc.<br>| 26559 | 95347 |
| \* | IQVIA Holdings, Inc. | 8072 | 1251725 |
|  | iRadimed Corp. | 1040 | 54506 |
| \* | iTeos Therapeutics, <br> Inc.<br>| 3190 | 23128 |
| \* | Jasper Therapeutics, <br> Inc.<br>| 820 | 4502 |
| \* | KalVista <br> Pharmaceuticals, <br> Inc.<br>| 5292 | 72871 |
| \* | Kewaunee Scientific <br> Corp.<br>| 263 | 8329 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 5011 | 135147 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Kodiak Sciences, Inc. | 5861 | $25554 |
| \* | Krystal Biotech, Inc. | 3235 | 549562 |
| \* | Kura Oncology, Inc. | 2487 | 16315 |
|  | Labcorp Holdings, <br> Inc.<br>| 5102 | 1229633 |
| \* | Lantheus Holdings, <br> Inc.<br>| 10050 | 1048617 |
|  | LeMaitre Vascular, <br> Inc.<br>| 2400 | 217776 |
| \* | LENSAR, Inc. | 1586 | 22283 |
| \* | LifeStance Health <br> Group, Inc.<br>| 39928 | 262327 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 2957 | 324856 |
| \* | Lipocine, Inc. | 2730 | 9036 |
| \* | Lisata Therapeutics, <br> Inc.<br>| 2185 | 5178 |
| \* | LivaNova PLC | 5530 | 204610 |
| \* | MannKind Corp. | 12424 | 62617 |
| \* | Masimo Corp. | 2830 | 455517 |
| \* | Medpace Holdings, <br> Inc.<br>| 2855 | 880453 |
|  | Medtronic PLC | 25470 | 2158837 |
| \* | MEI Pharma, Inc. | 559 | 1140 |
| \* | Merit Medical <br> Systems, Inc.<br>| 6770 | 639426 |
|  | Mesa Laboratories, <br> Inc.<br>| 700 | 80675 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 695 | 744046 |
| \* | Molina Healthcare, <br> Inc.<br>| 5060 | 1654671 |
| \* | Myriad Genetics, Inc. | 9336 | 69180 |
| \* | Natera, Inc. | 2672 | 403285 |
|  | National HealthCare <br> Corp.<br>| 2964 | 280068 |
|  | National Research <br> Corp.<br>| 2585 | 29366 |
| \* | Neogen Corp. | 16877 | 85229 |
| \* | NeoGenomics, Inc. | 11504 | 73568 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 6759 | 727877 |
| \* | Nuvation Bio, Inc. | 4506 | 10139 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 4274 | 22054 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 977 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 977 | 0 |
| \* | Omnicell, Inc. | 5151 | 161020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 1079 | $0 |
| \* | OptimizeRx Corp. | 1931 | 17611 |
| \* | Option Care Health, <br> Inc.<br>| 20690 | 668494 |
| \* | OraSure <br> Technologies, Inc.<br>| 11009 | 32917 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 22325 | 109616 |
| \* | ORIC <br> Pharmaceuticals, <br> Inc.<br>| 8829 | 50414 |
| \* | Orthofix Medical, Inc. | 2849 | 39630 |
| \* | OrthoPediatrics Corp. | 4749 | 98874 |
| \* | Owens & Minor, Inc. | 11029 | 77865 |
| \* | Pacira BioSciences, <br> Inc.<br>| 5458 | 146820 |
| #\*†† | PDL BioPharma, Inc. | 20904 | 10870 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 12124 | 156157 |
| \* | Pennant Group, Inc. | 4180 | 107092 |
| \* | Penumbra, Inc. | 1582 | 463273 |
| \* | Performant <br> Healthcare, Inc.<br>| 10905 | 25736 |
| \* | Personalis, Inc. | 7748 | 29287 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 3877 | 72151 |
| \* | Phreesia, Inc. | 4390 | 109574 |
| \* | Precipio, Inc. | 410 | 2358 |
| # | Premier, Inc., Class A | 10276 | 209117 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 8493 | 689886 |
| \* | Privia Health Group, <br> Inc.<br>| 11681 | 274270 |
| \* | Progyny, Inc. | 8383 | 191468 |
| \* | Prothena Corp. PLC | 5964 | 54869 |
| \* | Pulmonx Corp. | 3378 | 16316 |
| \* | Quanterix Corp. | 1794 | 10333 |
|  | Quest Diagnostics, <br> Inc.<br>| 11211 | 1998024 |
| \* | QuidelOrtho Corp. | 7427 | 206396 |
| \* | RadNet, Inc. | 7849 | 411131 |
| \* | Repligen Corp. | 4562 | 629510 |
| \* | Replimune Group, <br> Inc.<br>| 9525 | 93155 |
|  | ResMed, Inc. | 7241 | 1713148 |
| \* | Rigel <br> Pharmaceuticals, <br> Inc.<br>| 1707 | 33389 |
| \* | Roivant Sciences Ltd. | 35232 | 409396 |
|  | Royalty Pharma PLC, <br> Class A<br>| 27375 | 898447 |
| \* | RxSight, Inc. | 1049 | 15441 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Select Medical <br> Holdings Corp.<br>| 20968 | $382456 |
| \* | Semler Scientific, Inc. | 675 | 21823 |
| \* | Sensus Healthcare, <br> Inc.<br>| 2152 | 9254 |
|  | SIGA Technologies, <br> Inc.<br>| 3400 | 18768 |
|  | Simulations Plus, Inc. | 1640 | 56334 |
| \* | Solid Biosciences, <br> Inc.<br>| 520 | 1721 |
| \* | Sotera Health Co. | 24137 | 277575 |
| \* | SpringWorks <br> Therapeutics, Inc.<br>| 1722 | 79729 |
| \* | STAAR Surgical Co. | 4512 | 82389 |
|  | STERIS PLC | 4582 | 1029759 |
| \* | Stoke Therapeutics, <br> Inc.<br>| 6137 | 59897 |
|  | Stryker Corp. | 5139 | 1921575 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 8163 | 265134 |
| \* | Surmodics, Inc. | 2518 | 70529 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 1970 | 27816 |
| \* | Talkspace, Inc. | 18113 | 55607 |
| \* | Tarsus <br> Pharmaceuticals, <br> Inc.<br>| 730 | 37894 |
|  | Teleflex, Inc. | 4026 | 551763 |
| \* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 8504 | 28063 |
| \* | Theravance <br> Biopharma, Inc.<br>| 1483 | 14489 |
| \* | Third Harmonic Bio, <br> Inc.<br>| 2266 | 11715 |
| \* | TransMedics Group, <br> Inc.<br>| 593 | 54562 |
| \* | TruBridge, Inc. | 1404 | 36546 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 1478 | 105101 |
| \* | UFP Technologies, <br> Inc.<br>| 884 | 184349 |
| \* | United Therapeutics <br> Corp.<br>| 4769 | 1445436 |
|  | Utah Medical <br> Products, Inc.<br>| 296 | 15318 |
| \* | Varex Imaging Corp. | 2678 | 22281 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 4620 | 1079648 |
| \* | Vericel Corp. | 3106 | 118090 |
| \* | Verve Therapeutics, <br> Inc.<br>| 6317 | 35817 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 1493 | $12332 |
| \* | Vir Biotechnology, <br> Inc.<br>| 13414 | 82094 |
| \* | Waters Corp. | 3528 | 1226791 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 3432 | 725147 |
| \* | Xencor, Inc. | 6336 | 69823 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 8143 | 839136 |
| \* | Zimvie, Inc. | 3415 | 30940 |
|  | Zoetis, Inc. | 15369 | 2403712 |
| \* | Zymeworks, Inc. | 12558 | 163380 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 84383339 |
| INDUSTRIALS — (13.6%) | INDUSTRIALS — (13.6%) | INDUSTRIALS — (13.6%) | INDUSTRIALS — (13.6%) |
|  | A.O. Smith Corp. | 14567 | 988517 |
|  | AAON, Inc. | 9852 | 899192 |
|  | ABM Industries, Inc. | 11937 | 581809 |
|  | ACCO Brands Corp. | 10854 | 41896 |
|  | Acme United Corp. | 700 | 26964 |
|  | Acuity, Inc. | 3101 | 755435 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 9511 | 139717 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 8712 | 988725 |
|  | AECOM | 11491 | 1133587 |
| \* | AerSale Corp. | 8958 | 62437 |
|  | AGCO Corp. | 9879 | 838036 |
| \* | Air Industries Group | 1705 | 6036 |
|  | Air Lease Corp. | 25058 | 1171712 |
|  | Alamo Group, Inc. | 1643 | 274348 |
| \* | Alaska Air Group, Inc. | 19118 | 846354 |
|  | Albany International <br> Corp., Class A<br>| 4589 | 301773 |
|  | Alight, Inc., Class A | 51818 | 264790 |
|  | Allegiant Travel Co. | 1956 | 91795 |
|  | Allegion PLC | 9338 | 1299850 |
|  | Allient, Inc. | 2437 | 52030 |
| \* | Alpha Pro Tech Ltd. | 2405 | 10534 |
|  | Alta Equipment <br> Group, Inc.<br>| 2593 | 11020 |
| \* | Ameresco, Inc., <br> Class A<br>| 2313 | 24587 |
| \* | American Airlines <br> Group, Inc.<br>| 7497 | 74595 |
| \* | American Woodmark <br> Corp.<br>| 1754 | 103486 |
|  | AMETEK, Inc. | 10621 | 1801109 |
| \* | API Group Corp. | 22249 | 841680 |
|  | Apogee Enterprises, <br> Inc.<br>| 3280 | 130118 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 3687 | 896973 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ArcBest Corp. | 4841 | $283295 |
|  | Arcosa, Inc. | 6735 | 539271 |
|  | Argan, Inc. | 2682 | 410695 |
|  | Armstrong World <br> Industries, Inc.<br>| 6729 | 975840 |
|  | Astec Industries, Inc. | 2962 | 107313 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 5860 | 132963 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 835 | 18996 |
| \* | Asure Software, Inc. | 4001 | 40650 |
|  | Atkore, Inc. | 5251 | 335381 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 6807 | 235999 |
|  | Automatic Data <br> Processing, Inc.<br>| 15139 | 4550783 |
| \* | Avis Budget Group, <br> Inc.<br>| 2229 | 206472 |
| \* | AZEK Co., Inc. | 13560 | 672034 |
|  | AZZ, Inc. | 3732 | 323788 |
|  | Barrett Business <br> Services, Inc.<br>| 4980 | 201989 |
| \* | BlackSky Technology, <br> Inc.<br>| 5023 | 41992 |
| \* | Blue Bird Corp. | 3575 | 124660 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 1267 | 82532 |
|  | Boise Cascade Co. | 6896 | 643259 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 11644 | 1397513 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 675 | 14931 |
|  | Brady Corp., Class A | 6607 | 464406 |
| \* | BrightView Holdings, <br> Inc.<br>| 10622 | 145734 |
|  | Brink's Co. | 6787 | 605672 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 5925 | 1436220 |
| \* | Builders FirstSource, <br> Inc.<br>| 12850 | 1537246 |
| \* | CACI International, <br> Inc., Class A<br>| 2544 | 1164821 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 3216 | 67118 |
|  | Cadre Holdings, Inc. | 3427 | 99897 |
|  | Carlisle Cos., Inc. | 4505 | 1709557 |
|  | Carrier Global Corp. | 27107 | 1695272 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 5164 | 606512 |
|  | Caterpillar, Inc. | 22053 | 6820331 |
| \* | CBIZ, Inc. | 6236 | 424672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | CECO Environmental <br> Corp.<br>| 4856 | $115524 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 13385 | 1194210 |
| \* | Chart Industries, Inc. | 4297 | 580009 |
| \* | Cimpress PLC | 1976 | 83032 |
|  | Cintas Corp. | 9992 | 2115107 |
|  | Civeo Corp. | 743 | 14110 |
| \* | Clarivate PLC | 57878 | 249454 |
| \* | Clean Harbors, Inc. | 7483 | 1600913 |
|  | CNH Industrial NV | 157094 | 1817578 |
|  | Columbus McKinnon <br> Corp.<br>| 4597 | 68265 |
|  | Comfort Systems <br> USA, Inc.<br>| 3984 | 1583839 |
|  | CompX International, <br> Inc.<br>| 811 | 22059 |
|  | Concentrix Corp. | 947 | 48354 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 2727 | 16362 |
| \* | Conduent, Inc. | 20948 | 44200 |
| \* | Construction Partners, <br> Inc., Class A<br>| 5360 | 440270 |
|  | Copa Holdings SA, <br> Class A<br>| 3829 | 351349 |
| \* | Copart, Inc. | 21190 | 1293226 |
| \* | Core & Main, Inc., <br> Class A<br>| 17195 | 905833 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 99 | 15 |
|  | Covenant Logistics <br> Group, Inc.<br>| 4800 | 95520 |
|  | CRA International, <br> Inc.<br>| 1047 | 169823 |
|  | Crane Co. | 6315 | 1016589 |
|  | CSG Systems <br> International, Inc.<br>| 5476 | 329272 |
|  | CSW Industrials, Inc. | 1931 | 603399 |
|  | CSX Corp. | 153514 | 4309138 |
|  | Cummins, Inc. | 8566 | 2517033 |
|  | Curtiss-Wright Corp. | 1489 | 513541 |
| \* | Custom Truck One <br> Source, Inc.<br>| 17163 | 69167 |
| \* | Dayforce, Inc. | 8498 | 491779 |
|  | Deere & Co. | 13509 | 6262232 |
|  | Delta Air Lines, Inc. | 63805 | 2656202 |
|  | Deluxe Corp. | 4918 | 71803 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 2652 | 69058 |
| \* | DLH Holdings Corp. | 1100 | 4334 |
| \* | DNOW, Inc. | 18221 | 289167 |
|  | Donaldson Co., Inc. | 17549 | 1153496 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Douglas Dynamics, <br> Inc.<br>| 3080 | $73858 |
|  | Dover Corp. | 8318 | 1419467 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 7795 | 128773 |
|  | Dun & Bradstreet <br> Holdings, Inc.<br>| 36782 | 329935 |
| \* | DXP Enterprises, Inc. | 2319 | 205139 |
| \* | Dycom Industries, <br> Inc.<br>| 4002 | 670535 |
|  | Eastern Co. | 312 | 6549 |
|  | Eaton Corp. PLC | 9499 | 2796221 |
|  | EMCOR Group, Inc. | 4418 | 1770293 |
|  | Emerson Electric Co. | 11404 | 1198674 |
| \* | Energy Recovery, Inc. | 4025 | 62186 |
|  | Enerpac Tool Group <br> Corp.<br>| 8520 | 343952 |
|  | EnerSys | 6282 | 544021 |
|  | Ennis, Inc. | 3943 | 70777 |
|  | Enpro, Inc. | 3788 | 565927 |
| \* | Enviri Corp. | 7026 | 48269 |
|  | Equifax, Inc. | 5520 | 1435918 |
| # | Esab Corp. | 5184 | 622702 |
|  | ESCO Technologies, <br> Inc.<br>| 4269 | 667885 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 419 | 12888 |
| \* | Everus Construction <br> Group, Inc.<br>| 4290 | 172630 |
| \* | ExlService Holdings, <br> Inc.<br>| 10699 | 518688 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 14698 | 1615457 |
| # | Exponent, Inc. | 3661 | 288047 |
|  | Fastenal Co. | 31010 | 2510880 |
|  | Federal Signal Corp. | 7242 | 589716 |
|  | FedEx Corp. | 11459 | 2410171 |
|  | Ferguson Enterprises, <br> Inc.<br>| 15823 | 2684530 |
| \* | First Advantage Corp. | 5586 | 78763 |
|  | Flowserve Corp. | 12579 | 568948 |
| #\* | Fluence Energy, Inc. | 6095 | 24929 |
| \* | Fluor Corp. | 17180 | 599410 |
|  | Fortive Corp. | 16773 | 1168910 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 11787 | 634376 |
| \* | Franklin Covey Co. | 2340 | 47525 |
|  | Franklin Electric Co., <br> Inc.<br>| 6549 | 556403 |
| \* | FreightCar America, <br> Inc.<br>| 3484 | 20138 |
| \* | Frontier Group <br> Holdings, Inc.<br>| 16801 | 50067 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | FTAI Aviation Ltd. | 4646 | $497633 |
|  | FTAI Infrastructure, <br> Inc.<br>| 8675 | 37476 |
| \* | FTI Consulting, Inc. | 4598 | 764555 |
| \* | Gates Industrial Corp. <br> PLC<br>| 34057 | 644358 |
|  | GATX Corp. | 5801 | 846714 |
|  | GE Vernova, Inc. | 1662 | 616303 |
| \* | Gencor Industries, <br> Inc.<br>| 1048 | 13299 |
| \* | Generac Holdings, <br> Inc.<br>| 5104 | 583796 |
|  | Genpact Ltd. | 21889 | 1100141 |
| \* | Gibraltar Industries, <br> Inc.<br>| 5712 | 302450 |
|  | Global Industrial Co. | 5216 | 133947 |
| \* | GMS, Inc. | 6537 | 478901 |
|  | Gorman-Rupp Co. | 3516 | 126084 |
|  | Graco, Inc. | 12465 | 1017269 |
| \* | Graham Corp. | 467 | 14234 |
|  | Granite Construction, <br> Inc.<br>| 9618 | 781847 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 8897 | 80874 |
|  | Greenbrier Cos., Inc. | 4718 | 200138 |
|  | Griffon Corp. | 5469 | 372494 |
| \* | GXO Logistics, Inc. | 12803 | 463981 |
|  | H&E Equipment <br> Services, Inc.<br>| 5803 | 521167 |
| \* | Hayward Holdings, <br> Inc.<br>| 23079 | 307643 |
| \* | Healthcare Services <br> Group, Inc.<br>| 5072 | 72073 |
|  | Heartland Express, <br> Inc.<br>| 10100 | 76760 |
|  | HEICO Corp. (HEI <br> US)<br>| 2376 | 595806 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 2714 | 545324 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 3052 | 119089 |
|  | Helios Technologies, <br> Inc.<br>| 3588 | 97809 |
|  | Herc Holdings, Inc. | 4794 | 524655 |
|  | Hexcel Corp. | 8621 | 417860 |
|  | Hillenbrand, Inc. | 7088 | 143390 |
| \* | Hillman Solutions <br> Corp.<br>| 19912 | 139185 |
|  | HireQuest, Inc. | 1219 | 12531 |
|  | HNI Corp. | 6420 | 271566 |
|  | Honeywell <br> International, Inc.<br>| 14619 | 3077300 |
|  | Howmet Aerospace, <br> Inc.<br>| 22815 | 3161703 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Hub Group, Inc., <br> Class A<br>| 10478 | $331000 |
|  | Hubbell, Inc. | 4852 | 1762149 |
| \* | Hudson Technologies, <br> Inc.<br>| 6390 | 42749 |
|  | Hurco Cos., Inc. | 876 | 14612 |
| \* | Huron Consulting <br> Group, Inc.<br>| 3291 | 443594 |
|  | Hyster-Yale, Inc. | 1643 | 63140 |
| \* | IBEX Holdings Ltd. | 2196 | 54988 |
|  | ICF International, Inc. | 2697 | 229137 |
|  | IDEX Corp. | 5022 | 873677 |
| \* | IES Holdings, Inc. | 2879 | 566242 |
|  | Illinois Tool Works, <br> Inc.<br>| 11263 | 2702106 |
|  | Ingersoll Rand, Inc. | 18887 | 1424646 |
| \* | Innodata, Inc. | 4000 | 151280 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 400 | 2696 |
|  | Insperity, Inc. | 3427 | 222789 |
|  | Insteel Industries, Inc. | 2607 | 88403 |
|  | Interface, Inc. | 9368 | 176118 |
|  | ITT, Inc. | 7681 | 1052451 |
|  | Jacobs Solutions, Inc. | 7932 | 981982 |
| \* | Janus International <br> Group, Inc.<br>| 14818 | 101948 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 9422 | 1230325 |
|  | JBT Marel Corp. | 267 | 28104 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 12376 | 68316 |
| \* | JetBlue Airways Corp. | 45258 | 197325 |
|  | Johnson Controls <br> International PLC<br>| 45220 | 3793958 |
| # | Kadant, Inc. | 1424 | 420080 |
|  | Karat Packaging, Inc. | 1611 | 42498 |
|  | KBR, Inc. | 12874 | 679876 |
|  | Kelly Services, Inc., <br> Class A<br>| 5090 | 58790 |
|  | Kennametal, Inc. | 10544 | 205397 |
|  | Kforce, Inc. | 3986 | 152265 |
| \* | Kirby Corp. | 9704 | 935174 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 19235 | 753435 |
|  | Korn Ferry | 8932 | 551104 |
| \* | L.B. Foster Co., <br> Class A<br>| 876 | 17494 |
|  | Landstar System, Inc. | 4726 | 633993 |
|  | Lennox International, <br> Inc.<br>| 1989 | 1087486 |
| \* | Limbach Holdings, <br> Inc.<br>| 1470 | 140738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 6532 | $1150938 |
|  | Lindsay Corp. | 1070 | 138094 |
| \* | Liquidity Services, <br> Inc.<br>| 3459 | 109927 |
|  | LSI Industries, Inc. | 3205 | 48363 |
|  | Luxfer Holdings PLC | 1401 | 15075 |
| \* | Lyft, Inc., Class A | 16411 | 203496 |
| \* | Manitowoc Co., Inc. | 5633 | 44388 |
|  | ManpowerGroup, Inc. | 5103 | 219786 |
|  | Marten Transport Ltd. | 9721 | 124818 |
|  | Masco Corp. | 9187 | 556824 |
| \* | MasTec, Inc. | 7482 | 952608 |
| \* | Mastech Digital, Inc. | 1950 | 14352 |
| \* | Masterbrand, Inc. | 24063 | 292365 |
| \* | Matrix Service Co. | 5354 | 62106 |
|  | Matson, Inc. | 7363 | 803230 |
|  | Matthews International <br> Corp., Class A<br>| 3692 | 75501 |
|  | Maximus, Inc. | 7837 | 524766 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 932 | 11911 |
|  | McGrath RentCorp | 842 | 89816 |
| \* | Middleby Corp. | 5430 | 724091 |
|  | Miller Industries, Inc. | 1864 | 76070 |
|  | MillerKnoll, Inc. | 7969 | 130692 |
| \* | Mistras Group, Inc. | 2600 | 23712 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 3965 | 58008 |
| \* | MRC Global, Inc. | 11394 | 132740 |
|  | MSA Safety, Inc. | 4056 | 638496 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 4919 | 376205 |
|  | Mueller Industries, <br> Inc.<br>| 13224 | 972757 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 18020 | 472845 |
| \* | MYR Group, Inc. | 2344 | 286718 |
| \* | NEXTracker, Inc., <br> Class A<br>| 9716 | 394567 |
|  | NL Industries, Inc. | 7700 | 66066 |
|  | Nordson Corp. | 3283 | 622358 |
| \* | Northwest Pipe Co. | 1465 | 62057 |
| \* | NV5 Global, Inc. | 6371 | 118182 |
|  | nVent Electric PLC | 17239 | 946593 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 9929 | 1521917 |
|  | Omega Flex, Inc. | 981 | 29391 |
| \* | OPENLANE, Inc. | 17417 | 322389 |
| \* | Orion Group Holdings, <br> Inc.<br>| 4820 | 30800 |
|  | Otis Worldwide Corp. | 14948 | 1439044 |
|  | Owens Corning | 13917 | 2023671 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | PACCAR, Inc. | 26651 | $2404187 |
| \* | PAMT Corp. | 3004 | 41966 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 3295 | 13279 |
|  | Park Aerospace Corp. | 1437 | 18782 |
|  | Parker-Hannifin Corp. | 3739 | 2262319 |
|  | Park-Ohio Holdings <br> Corp.<br>| 1783 | 35500 |
| \* | Parsons Corp. | 12580 | 841099 |
|  | Paychex, Inc. | 19384 | 2851774 |
|  | Paycom Software, <br> Inc.<br>| 5430 | 1229298 |
| \* | Paylocity Holding <br> Corp.<br>| 2880 | 553248 |
|  | Pentair PLC | 13278 | 1204713 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 4539 | 12119 |
|  | Pitney Bowes, Inc. | 6691 | 58078 |
| \* | Planet Labs PBC | 30582 | 100615 |
| # | Powell Industries, Inc. | 1301 | 238226 |
|  | Preformed Line <br> Products Co.<br>| 889 | 122122 |
|  | Primoris Services <br> Corp.<br>| 8827 | 529355 |
| \* | Proto Labs, Inc. | 4392 | 154423 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 2797 | 81924 |
|  | Quanex Building <br> Products Corp.<br>| 3315 | 54499 |
|  | Quanta Services, Inc. | 6862 | 2008439 |
| \* | Radiant Logistics, Inc. | 4889 | 28601 |
| \* | RBC Bearings, Inc. | 1865 | 612783 |
| \* | RCM Technologies, <br> Inc.<br>| 1905 | 33223 |
|  | Regal Rexnord Corp. | 8462 | 895618 |
|  | Republic Services, <br> Inc.<br>| 9323 | 2337742 |
| \* | Resideo Technologies, <br> Inc.<br>| 11980 | 201024 |
|  | Resources <br> Connection, Inc.<br>| 5098 | 29237 |
|  | REV Group, Inc. | 9603 | 314018 |
| # | Robert Half, Inc. | 8841 | 391656 |
| #\* | Rocket Lab USA, Inc. | 32290 | 703599 |
|  | Rockwell Automation, <br> Inc.<br>| 5616 | 1390971 |
|  | Rollins, Inc. | 17303 | 988520 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 10360 | 528256 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 2925 | 169182 |
| \* | RXO, Inc. | 12241 | 172476 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Ryder System, Inc. | 8414 | $1158355 |
| \* | Saia, Inc. | 1931 | 471164 |
|  | Schneider National, <br> Inc., Class B<br>| 10878 | 233768 |
|  | Sensata Technologies <br> Holding PLC<br>| 11043 | 236320 |
|  | Shyft Group, Inc. | 4649 | 39331 |
| \* | SIFCO Industries, <br> Inc.<br>| 1584 | 4198 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 5786 | 889250 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 4790 | 549940 |
|  | Snap-on, Inc. | 4102 | 1287249 |
|  | Southwest Airlines <br> Co.<br>| 35987 | 1006197 |
| \* | SPX Technologies, <br> Inc.<br>| 5451 | 731252 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 12250 | 926100 |
|  | Standex International <br> Corp.<br>| 1553 | 219625 |
|  | Stanley Black & <br> Decker, Inc.<br>| 4412 | 264808 |
|  | Steelcase, Inc., <br> Class A<br>| 10807 | 107205 |
| \* | Sterling Infrastructure, <br> Inc.<br>| 4133 | 617594 |
| \* | Stratasys Ltd. | 9996 | 94362 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 9275 | 90895 |
| \* | Sunrun, Inc. | 14549 | 100243 |
| #\* | Symbotic, Inc. | 777 | 16768 |
| \* | TaskUS, Inc., Class A | 1750 | 24430 |
| \* | Taylor Devices, Inc. | 619 | 19746 |
| \* | TechPrecision Corp. | 1825 | 4453 |
|  | Tecnoglass, Inc. | 6489 | 462471 |
|  | Tennant Co. | 3041 | 219439 |
|  | Terex Corp. | 9959 | 350557 |
|  | Tetra Tech, Inc. | 21515 | 671053 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 5028 | 131884 |
|  | Timken Co. | 9488 | 609604 |
| \* | Titan International, <br> Inc.<br>| 9194 | 67576 |
| \* | Titan Machinery, Inc. | 4124 | 68417 |
|  | Toro Co. | 10362 | 707517 |
|  | Trane Technologies <br> PLC<br>| 5705 | 2186784 |
| \* | Transcat, Inc. | 665 | 52754 |
|  | TransDigm Group, <br> Inc.<br>| 645 | 911430 |
|  | TransUnion | 8471 | 702754 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Trex Co., Inc. | 12672 | $732695 |
|  | TriNet Group, Inc. | 4840 | 379117 |
|  | Trinity Industries, Inc. | 16456 | 413046 |
| \* | Triumph Group, Inc. | 454 | 11532 |
| \* | TrueBlue, Inc. | 2700 | 11718 |
|  | TTEC Holdings, Inc. | 5275 | 21100 |
| \* | Tutor Perini Corp. | 11511 | 247026 |
|  | Twin Disc, Inc. | 300 | 2202 |
| \* | Uber Technologies, <br> Inc.<br>| 21477 | 1739852 |
|  | UFP Industries, Inc. | 8608 | 850901 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 1803 | 110686 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 16546 | 906721 |
| \* | Ultralife Corp. | 900 | 4032 |
|  | UniFirst Corp. | 1651 | 294654 |
|  | Union Pacific Corp. | 24638 | 5313431 |
| \* | United Airlines <br> Holdings, Inc.<br>| 29860 | 2054965 |
|  | United Parcel Service, <br> Inc., Class B<br>| 35260 | 3360278 |
|  | United Rentals, Inc. | 4431 | 2797955 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 3779 | 82155 |
| \* | Upwork, Inc. | 19919 | 261935 |
| \* | V2X, Inc. | 3679 | 183067 |
|  | Valmont Industries, <br> Inc.<br>| 2887 | 846526 |
|  | Veralto Corp. | 12799 | 1227424 |
|  | Verisk Analytics, Inc. | 8825 | 2615995 |
| \* | Verra Mobility Corp. | 19952 | 434954 |
|  | Vertiv Holdings Co., <br> Class A<br>| 14652 | 1250988 |
| \* | Vicor Corp. | 3727 | 148726 |
|  | Virco Mfg. Corp. | 4104 | 37716 |
|  | Wabash National <br> Corp.<br>| 6958 | 48080 |
|  | Waste Management, <br> Inc.<br>| 18296 | 4269555 |
|  | Watsco, Inc. (WSO <br> US)<br>| 2924 | 1344572 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 3258 | 676850 |
|  | Werner Enterprises, <br> Inc.<br>| 9653 | 238043 |
|  | WESCO International, <br> Inc.<br>| 5500 | 896280 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 9503 | 1755584 |
| \* | Wilhelmina <br> International, Inc.<br>| 2699 | 9312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Willdan Group, Inc. | 2029 | $79537 |
|  | Willis Lease Finance <br> Corp.<br>| 856 | 132440 |
|  | WillScot Holdings <br> Corp.<br>| 22925 | 575876 |
|  | Worthington <br> Enterprises, Inc.<br>| 6215 | 314665 |
|  | WW Grainger, Inc. | 3272 | 3351542 |
| \* | Xometry, Inc., <br> Class A<br>| 3803 | 97509 |
| \* | XPO, Inc. | 14411 | 1529295 |
|  | Xylem, Inc. | 12883 | 1553303 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 14653 | 497616 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 245365711 |
| INFORMATION TECHNOLOGY — (27.5%) | INFORMATION TECHNOLOGY — (27.5%) | INFORMATION TECHNOLOGY — (27.5%) | INFORMATION TECHNOLOGY — (27.5%) |
| \* | 908 Devices, Inc. | 2993 | 16252 |
|  | A10 Networks, Inc. | 8666 | 142816 |
|  | Accenture PLC, <br> Class A<br>| 20217 | 6047916 |
| \* | ACI Worldwide, Inc. | 12506 | 667320 |
|  | Adeia, Inc. | 15083 | 185672 |
| \* | Adobe, Inc. | 10840 | 4064783 |
|  | Advanced Energy <br> Industries, Inc.<br>| 4534 | 441657 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 26105 | 2541322 |
| \* | Agilysys, Inc. | 1456 | 108254 |
| \* | Akamai Technologies, <br> Inc.<br>| 11037 | 889361 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 4998 | 267893 |
| \* | Alkami Technology, <br> Inc.<br>| 4775 | 127445 |
| \* | Allegro MicroSystems, <br> Inc.<br>| 17058 | 325296 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 4851 | 91344 |
| \* | Ambarella, Inc. | 3098 | 148673 |
|  | Amdocs Ltd. | 9624 | 852494 |
|  | Amkor Technology, <br> Inc.<br>| 39490 | 689100 |
|  | Amphenol Corp., <br> Class A<br>| 28051 | 2158524 |
| \* | Amtech Systems, Inc. | 531 | 1832 |
|  | Analog Devices, Inc. | 12059 | 2350540 |
| \* | Appfolio, Inc., Class A | 865 | 178640 |
|  | Apple, Inc. | 503339 | 106959537 |
|  | Applied Materials, <br> Inc.<br>| 19380 | 2920760 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Applied <br> Optoelectronics, <br> Inc.<br>| 9009 | $115225 |
| \* | AppLovin Corp., <br> Class A<br>| 11893 | 3202904 |
| \* | Arista Networks, Inc. | 8634 | 710319 |
| \* | Arrow Electronics, <br> Inc.<br>| 7162 | 797560 |
| \* | ASGN, Inc. | 5295 | 266762 |
| \* | AstroNova, Inc. | 760 | 6316 |
| \* | Astrotech Corp. | 1677 | 9794 |
| \* | Atlassian Corp., <br> Class A<br>| 622 | 142009 |
| \* | Aurora Innovation, <br> Inc.<br>| 89937 | 651144 |
| \* | Autodesk, Inc. | 3302 | 905573 |
| \* | AvePoint, Inc. | 11542 | 188712 |
| \* | Aviat Networks, Inc. | 1998 | 35085 |
|  | Avnet, Inc. | 15306 | 719229 |
| \* | Axcelis Technologies, <br> Inc.<br>| 5425 | 265716 |
|  | Badger Meter, Inc. | 2127 | 469684 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 1646 | 108257 |
|  | Belden, Inc. | 7461 | 769304 |
|  | Benchmark <br> Electronics, Inc.<br>| 5652 | 183860 |
|  | Bentley Systems, Inc., <br> Class B<br>| 10991 | 472503 |
| \* | Bill Holdings, Inc. | 1555 | 70861 |
| \* | BK Technologies <br> Corp.<br>| 438 | 19544 |
| \* | Blackbaud, Inc. | 4814 | 291440 |
| \* | BlackLine, Inc. | 3104 | 146602 |
| \* | Box, Inc., Class A | 14613 | 456218 |
|  | Broadcom, Inc. | 65131 | 12535764 |
| \* | Cadence Design <br> Systems, Inc.<br>| 2210 | 658005 |
| \* | Calix, Inc. | 5648 | 231060 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 39051 | 361612 |
|  | CDW Corp. | 8337 | 1338589 |
| \* | Cerence, Inc. | 4314 | 39085 |
| \* | CEVA, Inc. | 4355 | 114145 |
| \* | Ciena Corp. | 15108 | 1014653 |
| \* | Cirrus Logic, Inc. | 6880 | 660755 |
|  | Cisco Systems, Inc. | 177380 | 10240147 |
|  | Clear Secure, Inc., <br> Class A<br>| 7482 | 184656 |
| \* | Clearfield, Inc. | 2482 | 71159 |
| \* | Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 1015 | 23085 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Climb Global <br> Solutions, Inc.<br>| 650 | $68510 |
| \* | Cloudflare, Inc., <br> Class A<br>| 1700 | 205326 |
|  | Cognex Corp. | 11163 | 304750 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 20951 | 1541365 |
| \* | Coherent Corp. | 12213 | 785540 |
| \* | Cohu, Inc. | 6730 | 107680 |
| \* | Commvault Systems, <br> Inc.<br>| 1024 | 171141 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 2448 | 48617 |
| \* | CoreCard Corp. | 622 | 12079 |
| \* | Corsair Gaming, Inc. | 11100 | 78588 |
| \* | CPI Card Group, Inc. | 578 | 15109 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 16721 | 719839 |
| \* | Crexendo, Inc. | 1953 | 9628 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 593 | 254320 |
| \* | CS Disco, Inc. | 9206 | 34338 |
|  | CSP, Inc. | 2700 | 44928 |
|  | CTS Corp. | 5074 | 193218 |
| \* | Daily Journal Corp. | 277 | 104977 |
| \* | Daktronics, Inc. | 7928 | 100606 |
| \* | Data I/O Corp. | 1818 | 4145 |
| \* | Datadog, Inc., <br> Class A<br>| 2827 | 288806 |
|  | Dell Technologies, <br> Inc., Class C<br>| 4859 | 445862 |
| \* | Diebold Nixdorf, Inc. | 3521 | 156086 |
| #\* | Digi International, Inc. | 4771 | 129771 |
| \* | Digital Turbine, Inc. | 24004 | 72012 |
| \* | DigitalOcean <br> Holdings, Inc.<br>| 6994 | 216115 |
| \* | Diodes, Inc. | 6214 | 238618 |
| \* | Docusign, Inc. | 8602 | 703213 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 5761 | 442387 |
| \* | Dropbox, Inc., <br> Class A<br>| 10573 | 301859 |
| \* | DXC Technology Co. | 23377 | 362811 |
| \* | Dynatrace, Inc. | 14801 | 695203 |
| \* | E2open Parent <br> Holdings, Inc.<br>| 26114 | 51445 |
| \* | Eastman Kodak Co. | 10610 | 66737 |
| \* | eGain Corp. | 6656 | 34212 |
| \* | Elastic NV | 1332 | 114818 |
| \* | Electro-Sensors, Inc. | 1706 | 7216 |
| \* | Enphase Energy, Inc. | 4282 | 190934 |
|  | Entegris, Inc. | 9093 | 719438 |
| \* | EPAM Systems, Inc. | 2284 | 358382 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | ePlus, Inc. | 3675 | $229173 |
| \* | Expensify, Inc., <br> Class A<br>| 4897 | 14495 |
| \* | F5, Inc. | 5895 | 1560642 |
| \* | Fabrinet | 3733 | 765489 |
| \* | Fair Isaac Corp. | 821 | 1633527 |
| \* | FARO Technologies, <br> Inc.<br>| 2355 | 69261 |
| \* | First Solar, Inc. | 6484 | 815817 |
| \* | Flex Ltd. | 36408 | 1250251 |
| \* | FormFactor, Inc. | 10578 | 297665 |
| \* | Fortinet, Inc. | 17098 | 1774088 |
| \* | Franklin Wireless <br> Corp.<br>| 2368 | 11651 |
|  | Frequency <br> Electronics, Inc.<br>| 400 | 7440 |
| \* | Freshworks, Inc., <br> Class A<br>| 15433 | 227945 |
| \* | Gartner, Inc. | 3429 | 1443883 |
|  | Gen Digital, Inc. | 68131 | 1762549 |
| #\* | GLOBALFOUNDRIES, <br> Inc.<br>| 6194 | 217224 |
| \* | Globant SA | 3619 | 425486 |
| \* | GoDaddy, Inc., <br> Class A<br>| 7440 | 1401175 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 10112 | 143186 |
| \* | Guidewire Software, <br> Inc.<br>| 4215 | 863106 |
|  | Hackett Group, Inc. | 4484 | 114521 |
| \* | Harmonic, Inc. | 15531 | 139468 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 72888 | 1182243 |
|  | HP, Inc. | 31351 | 801645 |
| \* | HubSpot, Inc. | 457 | 279455 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 2726 | 68477 |
| \* | Ichor Holdings Ltd. | 3973 | 78586 |
| \* | Informatica, Inc., <br> Class A<br>| 10105 | 190277 |
| \* | Inseego Corp. | 1459 | 11876 |
| \* | Insight Enterprises, <br> Inc.<br>| 3541 | 489649 |
| \* | Intapp, Inc. | 3264 | 177105 |
|  | Intel Corp. | 79440 | 1596744 |
| \* | Intellinetics, Inc. | 872 | 12723 |
|  | InterDigital, Inc. | 6851 | 1377051 |
|  | International Business <br> Machines Corp.<br>| 43593 | 10541659 |
| \* | inTEST Corp. | 5028 | 31174 |
|  | Intuit, Inc. | 2294 | 1439416 |
| \* | IPG Photonics Corp. | 3608 | 216083 |
| \* | Itron, Inc. | 7757 | 863277 |
|  | Jabil, Inc. | 11056 | 1620367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Jamf Holding Corp. | 9944 | $115052 |
| \* | JFrog Ltd. | 10374 | 350330 |
| \* | Keysight <br> Technologies, Inc.<br>| 11593 | 1685622 |
| \* | Kimball Electronics, <br> Inc.<br>| 4412 | 63268 |
|  | KLA Corp. | 4595 | 3228861 |
| \* | Klaviyo, Inc., Class A | 4143 | 126113 |
| \* | Knowles Corp. | 20867 | 328447 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 7371 | 237567 |
| \* | KVH Industries, Inc. | 6300 | 32193 |
| \* | Kyndryl Holdings, Inc. | 29915 | 969844 |
|  | Lam Research Corp. | 44379 | 3180643 |
| \* | Lantronix, Inc. | 3593 | 7653 |
| \* | Lattice Semiconductor <br> Corp.<br>| 5181 | 253506 |
| \* | LGL Group, Inc. | 276 | 1891 |
| \* | Life360, Inc. | 4004 | 171772 |
|  | Littelfuse, Inc. | 2515 | 458510 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 7883 | 206219 |
| \* | Lumentum Holdings, <br> Inc.<br>| 6589 | 389015 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 5322 | 552157 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 3475 | 10912 |
| \* | Manhattan Associates, <br> Inc.<br>| 3939 | 698739 |
|  | Marvell Technology, <br> Inc.<br>| 35647 | 2080715 |
| \* | MaxLinear, Inc. | 8581 | 85724 |
| \* | Meridianlink, Inc. | 8344 | 141097 |
|  | Methode Electronics, <br> Inc.<br>| 3301 | 20697 |
|  | Microchip Technology, <br> Inc.<br>| 19191 | 884321 |
|  | Micron Technology, <br> Inc.<br>| 32846 | 2527500 |
|  | Microsoft Corp. | 237094 | 93713774 |
| \* | Mirion Technologies, <br> Inc.<br>| 29221 | 461107 |
| \* | Mitek Systems, Inc. | 6206 | 51386 |
|  | MKS Instruments, <br> Inc.<br>| 6806 | 477373 |
| \* | MongoDB, Inc. | 607 | 104507 |
|  | Monolithic Power <br> Systems, Inc.<br>| 1170 | 693927 |
|  | Motorola Solutions, <br> Inc.<br>| 4397 | 1936395 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | M-Tron Industries, <br> Inc.<br>| 138 | $7655 |
| \* | N-able, Inc. | 14654 | 103457 |
|  | Napco Security <br> Technologies, Inc.<br>| 1980 | 45243 |
| #\* | nCino, Inc. | 10837 | 251418 |
| \* | NCR Voyix Corp. | 17156 | 147027 |
|  | NetApp, Inc. | 17550 | 1575112 |
| \* | NETGEAR, Inc. | 3401 | 82032 |
| \* | NetScout Systems, <br> Inc.<br>| 9731 | 204546 |
| \* | NetSol Technologies, <br> Inc.<br>| 1773 | 4397 |
| \* | nLight, Inc. | 6933 | 53453 |
| \* | Nortech Systems, Inc. | 3549 | 31338 |
| \* | Novanta, Inc. | 2582 | 306897 |
| \* | Nutanix, Inc., Class A | 11704 | 804065 |
|  | NVE Corp. | 473 | 27486 |
|  | NVIDIA Corp. | 850073 | 92589856 |
|  | NXP Semiconductors <br> NV<br>| 11611 | 2140023 |
| \* | Okta, Inc. | 14404 | 1615553 |
| \* | Olo, Inc., Class A | 13458 | 83440 |
| \* | ON Semiconductor <br> Corp.<br>| 30525 | 1211842 |
| \* | ON24, Inc. | 5345 | 25015 |
|  | OneSpan, Inc. | 5413 | 80491 |
| \* | Onto Innovation, Inc. | 3664 | 446898 |
| \* | Ooma, Inc. | 1000 | 12230 |
| \* | Optical Cable Corp. | 2889 | 8638 |
|  | Oracle Corp. | 58083 | 8173440 |
| \* | OSI Systems, Inc. | 2331 | 477249 |
| \* | Ouster, Inc. | 9950 | 73929 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 17833 | 2112141 |
| \* | Palo Alto Networks, <br> Inc.<br>| 3924 | 733513 |
| \* | PAR Technology <br> Corp.<br>| 3271 | 191026 |
|  | PC Connection, Inc. | 3863 | 239661 |
| \* | PDF Solutions, Inc. | 5280 | 96888 |
|  | Pegasystems, Inc. | 7921 | 729366 |
| \* | Penguin Solutions, <br> Inc.<br>| 6946 | 118568 |
| \* | Photronics, Inc. | 9051 | 165362 |
| \* | Plexus Corp. | 4564 | 558771 |
|  | Power Integrations, <br> Inc.<br>| 5310 | 260827 |
| \* | Powerfleet, Inc. NJ | 21213 | 106914 |
| \* | Procore Technologies, <br> Inc.<br>| 6631 | 424981 |
|  | Progress Software <br> Corp.<br>| 6898 | 413604 |
| \* | PTC, Inc. | 5222 | 809253 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Pure Storage, Inc., <br> Class A<br>| 8392 | $380661 |
| \* | Q2 Holdings, Inc. | 5306 | 420500 |
| \* | Qorvo, Inc. | 8781 | 629334 |
|  | QUALCOMM, Inc. | 46083 | 6841482 |
| \* | Qualys, Inc. | 3722 | 467893 |
| \* | Rambus, Inc. | 12364 | 603240 |
|  | Red Violet, Inc. | 1843 | 71988 |
| \* | Research Solutions, <br> Inc.<br>| 2175 | 5960 |
| \* | RF Industries Ltd. | 4019 | 15393 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 18693 | 60005 |
|  | Richardson <br> Electronics Ltd.<br>| 900 | 7794 |
| \* | RingCentral, Inc., <br> Class A<br>| 4170 | 106335 |
| \* | Rogers Corp. | 2176 | 134499 |
|  | Roper Technologies, <br> Inc.<br>| 1730 | 968938 |
|  | Salesforce, Inc. | 26959 | 7244153 |
| \* | Samsara, Inc., <br> Class A<br>| 1489 | 59054 |
| \* | Sandisk Corp. | 6057 | 194490 |
| \* | Sanmina Corp. | 7773 | 596889 |
|  | Sapiens International <br> Corp. NV<br>| 6295 | 172420 |
| \* | ScanSource, Inc. | 6325 | 208662 |
| # | Seagate Technology <br> Holdings PLC<br>| 11231 | 1022358 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 10695 | 109945 |
| \* | SentinelOne, Inc., <br> Class A<br>| 17412 | 322122 |
| \* | ServiceNow, Inc. | 1272 | 1214773 |
| \* | Silicon Laboratories, <br> Inc.<br>| 2753 | 280145 |
| \* | SiTime Corp. | 1572 | 230864 |
| \* | SkyWater Technology, <br> Inc.<br>| 5481 | 38860 |
|  | Skyworks Solutions, <br> Inc.<br>| 11053 | 710487 |
| \* | Snowflake, Inc., <br> Class A<br>| 3909 | 623446 |
| #\* | SolarEdge <br> Technologies, Inc.<br>| 1447 | 17704 |
| #\* | Sono-Tek Corp. | 1854 | 7546 |
| \* | Sprinklr, Inc., Class A | 12858 | 98878 |
| \* | SPS Commerce, Inc. | 844 | 121122 |
| \* | Synaptics, Inc. | 4261 | 237167 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 1264 | 13272 |
| \* | Synopsys, Inc. | 1417 | 650417 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Taitron Components, <br> Inc., Class A<br>| 908 | $1961 |
|  | TD SYNNEX Corp. | 7767 | 860584 |
|  | TE Connectivity PLC | 14289 | 2091624 |
| \* | Telos Corp. | 5291 | 14444 |
| \* | Tenable Holdings, <br> Inc.<br>| 630 | 19259 |
| \* | Teradata Corp. | 7808 | 167872 |
|  | Teradyne, Inc. | 11627 | 862840 |
| #\* | Terawulf, Inc. | 11410 | 31720 |
|  | Texas Instruments, <br> Inc.<br>| 19970 | 3196198 |
| \* | TransAct <br> Technologies, Inc.<br>| 3396 | 11818 |
| \* | Trimble, Inc. | 11569 | 718898 |
| \* | Trio-Tech <br> International<br>| 100 | 516 |
| \* | TTM Technologies, <br> Inc.<br>| 21137 | 423163 |
| \* | Twilio, Inc., Class A | 15846 | 1532467 |
| \* | Tyler Technologies, <br> Inc.<br>| 1249 | 678582 |
| \* | UiPath, Inc., Class A | 36052 | 430461 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 4592 | 85893 |
| \* | Unisys Corp. | 4980 | 19771 |
| \* | Unity Software, Inc. | 7445 | 156866 |
|  | Universal Display <br> Corp.<br>| 3827 | 480786 |
| \* | Veeco Instruments, <br> Inc.<br>| 6990 | 130713 |
| \* | Verint Systems, Inc. | 6720 | 118541 |
| \* | VeriSign, Inc. | 3157 | 890653 |
| \* | Vertex, Inc., Class A | 6581 | 263437 |
| \* | Viant Technology, Inc., <br> Class A<br>| 2000 | 28620 |
| \* | Viavi Solutions, Inc. | 18540 | 196153 |
| \* | VirnetX Holding Corp. | 704 | 5843 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 12559 | 163141 |
| \* | Vishay Precision <br> Group, Inc.<br>| 1676 | 41799 |
|  | Vontier Corp. | 21776 | 692695 |
| \* | Western Digital Corp. | 18173 | 797068 |
| \* | WidePoint Corp. | 1192 | 5090 |
| #\* | Wolfspeed, Inc. | 11099 | 39401 |
| \* | Workday, Inc., <br> Class A<br>| 1429 | 350105 |
|  | Xerox Holdings Corp. | 21900 | 96579 |
| \* | Xperi, Inc. | 5663 | 41850 |
| \* | Yext, Inc. | 14477 | 98444 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 3681 | 921428 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Zeta Global Holdings <br> Corp., Class A<br>| 11203 | $146311 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 8024 | 622181 |
| \* | Zscaler, Inc. | 1433 | 324102 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 493640360 |
| MATERIALS — (3.4%) | MATERIALS — (3.4%) | MATERIALS — (3.4%) | MATERIALS — (3.4%) |
|  | Albemarle Corp. | 6034 | 353291 |
| # | Amcor PLC | 295105 | 2714966 |
|  | American Vanguard <br> Corp.<br>| 4707 | 19864 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 5501 | 11387 |
|  | AptarGroup, Inc. | 7061 | 1058797 |
|  | Ardagh Metal <br> Packaging SA<br>| 15588 | 57831 |
|  | Ashland, Inc. | 5448 | 296317 |
| \* | Aspen Aerogels, Inc. | 6775 | 36585 |
| \* | ATI, Inc. | 16576 | 901403 |
|  | Avery Dennison Corp. | 8103 | 1386504 |
|  | Avient Corp. | 9312 | 310183 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 32383 | 1052447 |
|  | Balchem Corp. | 3669 | 574382 |
|  | Ball Corp. | 18207 | 945672 |
| \* | Bioceres Crop <br> Solutions Corp.<br>| 1800 | 7650 |
|  | Caledonia Mining <br> Corp. PLC<br>| 858 | 11300 |
|  | Carpenter Technology <br> Corp.<br>| 6731 | 1316651 |
|  | Celanese Corp. | 7945 | 353632 |
|  | Chemours Co. | 6237 | 77214 |
| \* | Clearwater Paper <br> Corp.<br>| 2420 | 65001 |
| \* | Coeur Mining, Inc. | 55648 | 308846 |
|  | Commercial Metals <br> Co.<br>| 17936 | 798869 |
|  | Compass Minerals <br> International, Inc.<br>| 2432 | 32686 |
| \* | Core Molding <br> Technologies, Inc.<br>| 1483 | 22809 |
|  | Corteva, Inc. | 32710 | 2027693 |
|  | CRH PLC (CRHCF <br> US)<br>| 14846 | 1416605 |
|  | Crown Holdings, Inc. | 15246 | 1468647 |
|  | Dow, Inc. | 35233 | 1077777 |
|  | DuPont de Nemours, <br> Inc.<br>| 14902 | 983383 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Eastman Chemical <br> Co.<br>| 10449 | $804573 |
|  | Ecolab, Inc. | 5929 | 1490728 |
| \* | Ecovyst, Inc. | 15043 | 89957 |
|  | Element Solutions, <br> Inc.<br>| 39809 | 812502 |
| \* | Flexible Solutions <br> International, Inc.<br>| 3352 | 12637 |
|  | FMC Corp. | 7230 | 303082 |
|  | Fortitude Gold Corp. | 2144 | 7440 |
|  | Graphic Packaging <br> Holding Co.<br>| 42583 | 1077776 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 3210 | 168461 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 1032 | 57348 |
|  | Hawkins, Inc. | 3498 | 425986 |
|  | HB Fuller Co. | 8435 | 455827 |
|  | Hecla Mining Co. | 77726 | 444593 |
|  | Huntsman Corp. | 17191 | 228812 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 1730 | 27663 |
| \* | Ingevity Corp. | 4774 | 157446 |
|  | Innospec, Inc. | 3617 | 323649 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 9107 | 714535 |
|  | International Paper <br> Co.<br>| 34842 | 1591583 |
| \* | Intrepid Potash, Inc. | 2450 | 80948 |
|  | Kaiser Aluminum <br> Corp.<br>| 1846 | 118993 |
| \* | Knife River Corp. | 5852 | 546460 |
|  | Koppers Holdings, <br> Inc.<br>| 2707 | 67837 |
|  | Kronos Worldwide, <br> Inc.<br>| 6757 | 52096 |
|  | Linde PLC | 473 | 214378 |
|  | Louisiana-Pacific <br> Corp.<br>| 9623 | 830561 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 19965 | 1162163 |
| \* | Magnera Corp. | 1539 | 22577 |
|  | Martin Marietta <br> Materials, Inc.<br>| 2807 | 1470812 |
|  | Materion Corp. | 3754 | 311620 |
| \* | Metallus, Inc. | 5715 | 72295 |
|  | Minerals <br> Technologies, Inc.<br>| 4401 | 227048 |
|  | Mosaic Co. | 28502 | 866461 |
| \* | MP Materials Corp. | 3174 | 77636 |
|  | Myers Industries, Inc. | 5581 | 58600 |
|  | NewMarket Corp. | 1553 | 955561 |
|  | Newmont Corp. | 48361 | 2547657 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Nexa Resources SA | 11001 | $64246 |
|  | Northern Technologies <br> International Corp.<br>| 1079 | 8039 |
|  | Nucor Corp. | 21412 | 2555950 |
| \* | O-I Glass, Inc. | 11203 | 141830 |
|  | Packaging Corp. of <br> America<br>| 9159 | 1700002 |
| \* | Perimeter Solutions, <br> Inc.<br>| 7733 | 78335 |
|  | PPG Industries, Inc. | 10759 | 1171225 |
|  | Quaker Chemical <br> Corp.<br>| 1172 | 124162 |
|  | Radius Recycling, <br> Inc.<br>| 5467 | 160347 |
| \* | Ranpak Holdings <br> Corp.<br>| 9250 | 38017 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 15838 | 67470 |
|  | Reliance, Inc. | 5364 | 1546066 |
| †† | Resolute Forest <br> Products, Inc.<br>| 12553 | 3343 |
|  | Royal Gold, Inc. | 5346 | 976768 |
|  | RPM International, <br> Inc.<br>| 13525 | 1443794 |
|  | Ryerson Holding <br> Corp.<br>| 3589 | 83911 |
|  | Scotts Miracle-Gro <br> Co.<br>| 4302 | 216735 |
|  | Sealed Air Corp. | 16514 | 455126 |
|  | Sensient Technologies <br> Corp.<br>| 6028 | 566331 |
|  | Sherwin-Williams Co. | 8420 | 2971586 |
|  | Silgan Holdings, Inc. | 18127 | 936260 |
|  | Smurfit WestRock <br> PLC<br>| 18965 | 796909 |
|  | Sonoco Products Co. | 11660 | 478060 |
| # | Southern Copper <br> Corp.<br>| 5675 | 508026 |
|  | Steel Dynamics, Inc. | 18048 | 2341006 |
|  | Stepan Co. | 2698 | 136411 |
|  | Sylvamo Corp. | 5906 | 352116 |
| \* | Tredegar Corp. | 2020 | 15695 |
|  | TriMas Corp. | 6422 | 154449 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 3000 | 280530 |
|  | Vulcan Materials Co. | 6953 | 1823980 |
|  | Westlake Corp. | 3759 | 347444 |
|  | Worthington Steel, <br> Inc.<br>| 9015 | 231325 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 61342187 |
| REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) |
| \* | AMREP Corp. | 1504 | 33915 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Anywhere Real <br> Estate, Inc.<br>| 7200 | $24912 |
| \* | CBRE Group, Inc., <br> Class A<br>| 14192 | 1733979 |
| \* | Compass, Inc., <br> Class A<br>| 10266 | 79253 |
| \* | CoStar Group, Inc. | 16053 | 1190651 |
| \* | Cushman & Wakefield <br> PLC<br>| 34988 | 327838 |
|  | eXp World Holdings, <br> Inc.<br>| 5362 | 49116 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 105 | 552 |
| \* | Forestar Group, Inc. | 6215 | 119701 |
| \* | FRP Holdings, Inc. | 2900 | 77096 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 6943 | 461918 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 5248 | 1193448 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 17255 | 110432 |
|  | Marcus & Millichap, <br> Inc.<br>| 8399 | 255330 |
| \* | Maui Land & <br> Pineapple Co., Inc.<br>| 848 | 13169 |
| \* | Millrose Properties, <br> Inc.<br>| 8728 | 218549 |
|  | Newmark Group, Inc., <br> Class A<br>| 29807 | 327579 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 1879 | 2969 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 1315 | 10060 |
|  | RMR Group, Inc., <br> Class A<br>| 1332 | 19554 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 1748 | 33474 |
|  | St. Joe Co. | 7661 | 324213 |
| \* | Stratus Properties, <br> Inc.<br>| 889 | 14108 |
| \* | Tejon Ranch Co. | 3436 | 58171 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 17587 | 1184133 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 5612 | 370280 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 8234400 |
| UTILITIES — (1.1%) | UTILITIES — (1.1%) | UTILITIES — (1.1%) | UTILITIES — (1.1%) |
|  | American States <br> Water Co.<br>| 4161 | 337499 |
|  | American Water <br> Works Co., Inc.<br>| 6505 | 956300 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Artesian Resources <br> Corp., Class A<br>| 900 | $31968 |
|  | Atmos Energy Corp. | 6376 | 1024177 |
|  | Brookfield Renewable <br> Corp.<br>| 10889 | 309901 |
|  | California Water <br> Service Group<br>| 4692 | 237650 |
|  | CenterPoint Energy, <br> Inc.<br>| 26711 | 1035853 |
|  | Chesapeake Utilities <br> Corp.<br>| 1966 | 258863 |
|  | Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 7141 | 209517 |
|  | Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 4357 | 119164 |
|  | Consolidated Edison, <br> Inc.<br>| 11925 | 1344544 |
|  | Consolidated Water <br> Co. Ltd.<br>| 959 | 22287 |
|  | Constellation Energy <br> Corp.<br>| 5311 | 1186690 |
|  | Edison International | 9231 | 493951 |
|  | Essential Utilities, Inc. | 11738 | 482784 |
|  | Eversource Energy | 8654 | 514740 |
|  | Exelon Corp. | 30258 | 1419100 |
|  | Genie Energy Ltd., <br> Class B<br>| 2801 | 41371 |
|  | Global Water <br> Resources, Inc.<br>| 1359 | 14174 |
|  | MDU Resources <br> Group, Inc.<br>| 13927 | 238709 |
|  | Middlesex Water Co. | 1498 | 94554 |
|  | New Jersey <br> Resources Corp.<br>| 14903 | 729353 |
|  | NiSource, Inc. | 18700 | 731357 |
|  | Northwest Natural <br> Holding Co.<br>| 3500 | 150850 |
|  | NRG Energy, Inc. | 24899 | 2728432 |
|  | ONE Gas, Inc. | 3622 | 284363 |
|  | Ormat Technologies, <br> Inc.<br>| 6506 | 472336 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 15919 | 1272406 |
| \* | Pure Cycle Corp. | 2551 | 25255 |
|  | RGC Resources, Inc. | 150 | 3145 |
|  | Sempra | 19399 | 1440764 |
|  | SJW Group | 2694 | 152857 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 5374 | 388056 |
|  | Spire, Inc. | 4326 | 331112 |
|  | UGI Corp. | 6815 | 223464 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Unitil Corp. | 1532 | $89867 |
|  | York Water Co. | 1162 | 40902 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 19438315 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1770847609 |
| 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%) |
| \*» | M-Tron Industries, Inc. <br> Warrants <br> 02/28/2028<br>| 138 | 241 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 241 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $893,196,733) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $893,196,733) |  | 1770847850 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 3994267 | $3994267 |
| SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) | SECURITIES LENDING COLLATERAL — (1.3%) |
| @»§ | The DFA Short Term <br> Investment Fund <br>| 1946406 | 22510191 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $919,701,902) | (Cost $919,701,902) |  | $1797352308 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $164164083 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $164164083 |
| Consumer Discretionary | &nbsp;&nbsp; 200969616 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 200969616 |
| Consumer Staples | &nbsp;&nbsp; 109235565 | &nbsp;&nbsp; $27130 | &nbsp;&nbsp; — | &nbsp;&nbsp; 109262695 |
| Energy | &nbsp;&nbsp; 34580740 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 34580740 |
| Financials | &nbsp;&nbsp; 349465299 | &nbsp;&nbsp; 864 | &nbsp;&nbsp; — | &nbsp;&nbsp; 349466163 |
| Health Care | &nbsp;&nbsp; 84324759 | &nbsp;&nbsp; — | &nbsp;&nbsp; $58580 | &nbsp;&nbsp; 84383339 |
| Industrials | &nbsp;&nbsp; 245365696 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 245365711 |
| Information Technology | &nbsp;&nbsp; 493640360 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 493640360 |
| Materials | &nbsp;&nbsp; 61338844 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3343 | &nbsp;&nbsp; 61342187 |
| Real Estate | &nbsp;&nbsp; 8234400 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8234400 |
| Utilities | &nbsp;&nbsp; 19438315 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19438315 |
| Rights/Warrants |  |  |  |  |
| Information Technology | &nbsp;&nbsp; — | &nbsp;&nbsp; 241 | &nbsp;&nbsp; — | &nbsp;&nbsp; 241 |
| Temporary Cash Investments | &nbsp;&nbsp; 3994267 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3994267 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 22510191 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22510191 |
| Total Investments in Securities | &nbsp;&nbsp; $1774751944 | &nbsp;&nbsp; $22538426 | &nbsp;&nbsp; $61,938˂˃ | &nbsp;&nbsp; $1797352308 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

**International Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (93.5%) | COMMON STOCKS — (93.5%) | COMMON STOCKS — (93.5%) | COMMON STOCKS — (93.5%) |
| AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) | AUSTRALIA — (5.3%) |
|  | Accent Group Ltd. | 106242 | $126090 |
|  | Acrow Ltd. | 66204 | 44079 |
|  | Adairs Ltd. | 56850 | 85975 |
| \* | Alkane Resources <br> Ltd.<br>| 83562 | 42998 |
| #\* | Alliance Aviation <br> Services Ltd.<br>| 9879 | 17350 |
|  | ALS Ltd. | 85554 | 938738 |
|  | Amotiv Ltd. | 34915 | 173131 |
|  | AMP Ltd. | 618422 | 510789 |
| \* | Amplitude Energy <br> Ltd.<br>| 283427 | 33532 |
|  | Ampol Ltd. | 47671 | 723847 |
|  | Ansell Ltd. | 39399 | 764323 |
|  | ANZ Group Holdings <br> Ltd.<br>| 123939 | 2369993 |
|  | APA Group | 116953 | 615404 |
| #\* | Appen Ltd. | 20538 | 10541 |
| #\* | Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 334462 | 43780 |
| # | ARB Corp. Ltd. | 17802 | 358746 |
| # | ARN Media Ltd. | 64154 | 22982 |
|  | ASX Ltd. | 4683 | 212055 |
|  | Atlas Arteria Ltd. | 114430 | 379033 |
|  | AUB Group Ltd. | 16277 | 332367 |
| #\* | Audinate Group Ltd. | 2000 | 7851 |
| \* | Aurelia Metals Ltd. | 350163 | 65913 |
|  | Aurizon Holdings Ltd. | 472171 | 924376 |
|  | Aussie Broadband <br> Ltd.<br>| 40253 | 105750 |
| # | Austin Engineering <br> Ltd.<br>| 63383 | 17700 |
|  | Australian Clinical <br> Labs Ltd.<br>| 54027 | 107867 |
|  | Australian Ethical <br> Investment Ltd.<br>| 22186 | 73613 |
| # | Australian Finance <br> Group Ltd.<br>| 46965 | 54734 |
|  | Baby Bunting Group <br> Ltd.<br>| 28930 | 29002 |
|  | Bank of Queensland <br> Ltd.<br>| 172638 | 824668 |
|  | Bapcor Ltd. | 78851 | 256197 |
|  | Beach Energy Ltd. | 300380 | 226105 |
| # | Beacon Lighting <br> Group Ltd.<br>| 6927 | 14668 |
|  | Bega Cheese Ltd. | 75045 | 271466 |
|  | Bell Financial Group <br> Ltd.<br>| 31306 | 25675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Bellevue Gold Ltd. | 243459 | $141734 |
|  | Bendigo & Adelaide <br> Bank Ltd.<br>| 100006 | 715426 |
| \* | Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 23354 | 14779 |
|  | BlueScope Steel Ltd. | 84768 | 1298346 |
|  | Brambles Ltd. | 132503 | 1741309 |
|  | Bravura Solutions <br> Ltd.<br>| 64933 | 91293 |
| # | Breville Group Ltd. | 19638 | 360069 |
| \* | Capricorn Metals Ltd. | 101609 | 601166 |
|  | CAR Group Ltd. | 9900 | 211309 |
| #\* | Carnarvon Energy <br> Ltd.<br>| 459128 | 32384 |
| #\* | Catapult Group <br> International Ltd.<br>| 10074 | 26382 |
|  | Cedar Woods <br> Properties Ltd.<br>| 21211 | 76060 |
| #\* | Cettire Ltd. | 67541 | 19420 |
|  | Challenger Ltd. | 135337 | 613234 |
|  | Champion Iron Ltd. | 97976 | 286410 |
| #\* | Chrysos Corp. Ltd. | 6108 | 15036 |
|  | Civmec Australia Ltd. | 38500 | 21683 |
|  | Cleanaway Waste <br> Management Ltd.<br>| 422022 | 702332 |
| # | Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 5875 | 42791 |
| \* | Coast Entertainment <br> Holdings Ltd.<br>| 99253 | 25733 |
|  | Cochlear Ltd. | 4511 | 790014 |
|  | Codan Ltd. | 29559 | 297728 |
| # | COG Financial <br> Services Ltd.<br>| 13514 | 12328 |
| #\* | Cogstate Ltd. | 10170 | 8682 |
|  | Coles Group Ltd. | 108303 | 1470734 |
|  | Collins Foods Ltd. | 32032 | 168635 |
|  | Commonwealth Bank <br> of Australia<br>| 41177 | 4389019 |
|  | Computershare Ltd. | 40286 | 1052730 |
|  | Credit Corp. Group <br> Ltd.<br>| 17766 | 153729 |
|  | Data#3 Ltd. | 35101 | 163469 |
| #\* | Deep Yellow Ltd. | 142770 | 103839 |
|  | Deterra Royalties Ltd. | 54769 | 127696 |
|  | Dicker Data Ltd. | 17623 | 95219 |
|  | Domain Holdings <br> Australia Ltd.<br>| 49617 | 136425 |
| # | Domino's Pizza <br> Enterprises Ltd.<br>| 11223 | 181378 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Downer EDI Ltd. | 198482 | $724791 |
| # | Duratec Ltd. | 16418 | 18014 |
| # | Eagers Automotive <br> Ltd.<br>| 33994 | 401194 |
| \*†† | Elanor Investor Group | 20923 | 8309 |
|  | Elders Ltd. | 45849 | 185714 |
| \* | Emeco Holdings Ltd. | 92682 | 45206 |
| \* | Emerald Resources <br> NL<br>| 116059 | 298010 |
| #\* | EML Payments Ltd. | 83082 | 51999 |
|  | Enero Group Ltd. | 29929 | 13798 |
| # | EQT Holdings Ltd. | 3886 | 80758 |
| # | Euroz Hartleys Group <br> Ltd.<br>| 26027 | 14233 |
|  | Evolution Mining Ltd. | 412185 | 2067116 |
|  | EVT Ltd. | 26613 | 239579 |
| #\* | Fenix Resources Ltd. | 123836 | 22526 |
|  | Finbar Group Ltd. | 8281 | 4066 |
| #†† | Firefinch Ltd. | 64123 | 1540 |
| \* | FleetPartners Group <br> Ltd.<br>| 80526 | 143687 |
|  | Fleetwood Ltd. | 27378 | 50972 |
| # | Flight Centre Travel <br> Group Ltd.<br>| 38503 | 315925 |
|  | Fortescue Ltd. | 172609 | 1782652 |
|  | G8 Education Ltd. | 293389 | 235892 |
| # | Generation <br> Development Group <br> Ltd.<br>| 8786 | 23237 |
|  | Gold Road Resources <br> Ltd.<br>| 313293 | 607832 |
|  | GR Engineering <br> Services Ltd.<br>| 13879 | 24979 |
|  | GrainCorp Ltd., <br> Class A<br>| 60232 | 256440 |
|  | Grange Resources <br> Ltd.<br>| 182933 | 23446 |
|  | GWA Group Ltd. | 67052 | 101925 |
|  | Hafnia Ltd. | 21612 | 99623 |
|  | Hansen Technologies <br> Ltd.<br>| 40406 | 140211 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 187170 | 625775 |
|  | Helia Group Ltd. | 115071 | 356650 |
| # | Helloworld Travel Ltd. | 7605 | 6931 |
|  | Horizon Oil Ltd. | 274967 | 32567 |
|  | HUB24 Ltd. | 5445 | 251552 |
| # | Humm Group Ltd. | 123700 | 40442 |
| # | IDP Education Ltd. | 33142 | 187960 |
| # | IGO Ltd. | 66005 | 165382 |
|  | Iluka Resources Ltd. | 103564 | 274382 |
| # | Imdex Ltd. | 127237 | 240706 |
| #\* | Immutep Ltd. (IMM <br> AU)<br>| 157524 | 27184 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Infomedia Ltd. | 73305 | $58182 |
|  | Inghams Group Ltd. | 102783 | 225646 |
| \* | Insignia Financial Ltd. | 146460 | 352917 |
|  | Insurance Australia <br> Group Ltd.<br>| 369883 | 1942801 |
| # | Integral Diagnostics <br> Ltd.<br>| 63359 | 97982 |
| #\* | ioneer Ltd. | 78000 | 7225 |
| # | IPD Group Ltd. | 5381 | 13785 |
|  | IPH Ltd. | 47396 | 138437 |
|  | IRESS Ltd. | 37693 | 191947 |
|  | IVE Group Ltd. | 30663 | 51721 |
|  | JB Hi-Fi Ltd. | 16235 | 1075857 |
| # | Johns Lyng Group <br> Ltd.<br>| 41722 | 59336 |
| \* | Judo Capital Holdings <br> Ltd.<br>| 86443 | 98555 |
| # | Jupiter Mines Ltd. | 167530 | 16062 |
| # | Karoon Energy Ltd. | 226663 | 208654 |
| \* | Kelly Partners Group <br> Holdings Ltd.<br>| 2398 | 17958 |
| # | Kelsian Group Ltd. | 35150 | 61067 |
| # | Kogan.com Ltd. | 12896 | 37157 |
|  | Korvest Ltd. | 1524 | 9438 |
|  | Lendlease Corp. Ltd. | 157821 | 531780 |
| #†† | Leo Lithium Ltd. | 45802 | 0 |
| # | Lifestyle Communities <br> Ltd.<br>| 23922 | 109272 |
| # | Lindsay Australia Ltd. | 42529 | 19351 |
|  | Lovisa Holdings Ltd. | 18314 | 292374 |
|  | Lycopodium Ltd. | 5847 | 40575 |
| \* | Lynas Rare Earths <br> Ltd.<br>| 72225 | 394836 |
|  | MA Financial Group <br> Ltd.<br>| 23258 | 98760 |
| # | Maas Group Holdings <br> Ltd.<br>| 13779 | 34892 |
|  | Macmahon Holdings <br> Ltd.<br>| 251756 | 43642 |
|  | Macquarie Group Ltd. | 9436 | 1166089 |
| #\* | Macquarie Technology <br> Group Ltd.<br>| 2375 | 90370 |
| # | Mader Group Ltd. | 1542 | 6292 |
|  | Magellan Financial <br> Group Ltd.<br>| 48582 | 238176 |
|  | McMillan Shakespeare <br> Ltd.<br>| 17072 | 167263 |
|  | Medibank Pvt Ltd. | 245365 | 729893 |
| \* | Megaport Ltd. | 15801 | 116241 |
| #\* | Mesoblast Ltd. (MSB <br> AU)<br>| 118754 | 136710 |
| \* | Metals X Ltd. | 186167 | 67315 |
| #\* | Mineral Resources <br> Ltd.<br>| 24675 | 324501 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Monadelphous Group <br> Ltd.<br>| 22768 | $235438 |
|  | Monash IVF Group <br> Ltd.<br>| 93983 | 50600 |
| #\* | Mount Gibson Iron <br> Ltd.<br>| 173579 | 34490 |
|  | Myer Holdings Ltd. | 345926 | 159586 |
| # | MyState Ltd. | 43370 | 108333 |
| \* | Nanosonics Ltd. | 4998 | 15347 |
|  | National Australia <br> Bank Ltd.<br>| 172459 | 3982200 |
|  | Navigator Global <br> Investments Ltd.<br>| 89839 | 100700 |
|  | Netwealth Group Ltd. | 36369 | 653443 |
|  | nib holdings Ltd. | 114540 | 499697 |
| # | Nick Scali Ltd. | 20475 | 233165 |
|  | Nine Entertainment <br> Co. Holdings Ltd.<br>| 283777 | 260070 |
|  | Northern Star <br> Resources Ltd.<br>| 168074 | 2064566 |
| #\* | Novonix Ltd. | 31323 | 8547 |
|  | Nufarm Ltd. | 92167 | 227548 |
| \* | Nuix Ltd. | 34737 | 54175 |
|  | Objective Corp. Ltd. | 4722 | 47334 |
| \* | OFX Group Ltd. | 53605 | 38865 |
| \* | Omni Bridgeway Ltd. | 45736 | 42764 |
|  | oOh!media Ltd. | 126515 | 123950 |
|  | Orica Ltd. | 118489 | 1229898 |
|  | Orora Ltd. | 269220 | 311924 |
|  | Pacific Current Group <br> Ltd.<br>| 12386 | 88034 |
| \* | Pantoro Gold Ltd. | 19208 | 35804 |
|  | Peet Ltd. | 95638 | 87078 |
|  | Perenti Ltd. | 251150 | 219647 |
| # | Perpetual Ltd. | 20604 | 218886 |
| \* | PEXA Group Ltd. | 32471 | 250189 |
| #\* | Pilbara Minerals Ltd. | 227679 | 219354 |
|  | Pinnacle Investment <br> Management Group <br> Ltd.<br>| 6913 | 79725 |
| # | Platinum Asset <br> Management Ltd.<br>| 107679 | 39216 |
|  | Praemium Ltd. | 43406 | 20654 |
|  | Premier Investments <br> Ltd.<br>| 25068 | 333912 |
|  | Pro Medicus Ltd. | 7858 | 1152221 |
| # | Propel Funeral <br> Partners Ltd.<br>| 13803 | 45682 |
|  | PWR Holdings Ltd. | 15753 | 69052 |
|  | Qantas Airways Ltd. | 59151 | 334435 |
|  | QBE Insurance Group <br> Ltd.<br>| 244228 | 3375212 |
| \* | Qoria Ltd. | 46755 | 11786 |
|  | Qube Holdings Ltd. | 274185 | 694156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Ramelius Resources <br> Ltd.<br>| 336143 | $565663 |
|  | REA Group Ltd. | 3826 | 607874 |
| #\* | ReadyTech Holdings <br> Ltd.<br>| 5650 | 7618 |
| # | Reece Ltd. | 19071 | 192317 |
|  | Regis Healthcare Ltd. | 36443 | 159400 |
| \* | Regis Resources Ltd. | 256312 | 741021 |
|  | Reject Shop Ltd. | 5557 | 23197 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 153854 | 413602 |
|  | Resimac Group Ltd. | 15412 | 8402 |
| \* | Resolute Mining Ltd. | 684974 | 223601 |
| #\* | Retail Food Group <br> Ltd.<br>| 6209 | 6958 |
|  | Ridley Corp. Ltd. | 79105 | 119577 |
|  | Rio Tinto Ltd. | 38117 | 2851808 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 30765 | 54274 |
| \* | Sandfire Resources <br> Ltd.<br>| 157817 | 1005119 |
|  | Santos Ltd. | 16219 | 62352 |
|  | SEEK Ltd. | 27453 | 373745 |
| \* | Select Harvests Ltd. | 39512 | 129525 |
|  | Servcorp Ltd. | 19474 | 62959 |
|  | Service Stream Ltd. | 178284 | 213527 |
| #\* | Seven West Media <br> Ltd.<br>| 229807 | 20567 |
|  | SGH Ltd. | 29156 | 953535 |
|  | Shaver Shop Group <br> Ltd.<br>| 27345 | 22287 |
| # | Sigma Healthcare <br> Ltd.<br>| 449343 | 867084 |
| \* | Silver Mines Ltd. | 112342 | 7928 |
|  | Sims Ltd. (SGM AU) | 45692 | 426489 |
|  | SmartGroup Corp. <br> Ltd.<br>| 30574 | 153323 |
|  | Solvar Ltd. | 51879 | 53823 |
|  | Sonic Healthcare Ltd. | 46266 | 772502 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 71652 | 85931 |
| #\* | Southern Cross Media <br> Group Ltd.<br>| 72250 | 30855 |
| \*†† | SpeedCast <br> International Ltd.<br>| 76667 | 0 |
|  | SRG Global Ltd. | 246151 | 203733 |
| #\* | St Barbara Ltd. | 289296 | 53689 |
|  | Steadfast Group Ltd. | 159232 | 598372 |
| # | Step One Clothing <br> Ltd.<br>| 11932 | 7241 |
|  | Suncorp Group Ltd. | 85860 | 1116531 |
|  | Super Retail Group <br> Ltd.<br>| 45712 | 392041 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Superloop Ltd. | 116123 | $185711 |
| #\* | Syrah Resources Ltd. | 136351 | 21819 |
|  | Technology One Ltd. | 52874 | 1020583 |
|  | Telstra Group Ltd. <br> (TLS AU)<br>| 346858 | 1001066 |
| \* | Temple & Webster <br> Group Ltd.<br>| 2199 | 25094 |
|  | TPG Telecom Ltd. | 74851 | 242372 |
|  | Transurban Group | 126143 | 1136722 |
| #\* | Tyro Payments Ltd. | 56063 | 29015 |
| \* | Vault Minerals Ltd. | 1659148 | 456547 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 231378 | 626453 |
| Ω | Viva Energy Group <br> Ltd.<br>| 275547 | 302971 |
| \* | WEB Travel Group <br> Ltd.<br>| 41618 | 114443 |
| \* | Webjet Group Ltd. | 41618 | 17048 |
|  | Wesfarmers Ltd. | 52128 | 2611417 |
| \* | West African <br> Resources Ltd.<br>| 465998 | 713168 |
|  | Westgold Resources <br> Ltd.<br>| 154708 | 293903 |
|  | Westpac Banking <br> Corp.<br>| 124431 | 2611205 |
|  | WiseTech Global Ltd. | 9022 | 513017 |
|  | Woolworths Group <br> Ltd.<br>| 57381 | 1158100 |
|  | Worley Ltd. | 64017 | 510029 |
|  | XRF Scientific Ltd. | 14736 | 14447 |
| #\* | Zip Co. Ltd. | 76741 | 85970 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 91503376 |
| AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |
|  | Agrana Beteiligungs <br> AG<br>| 3424 | 46127 |
| \* | ams-OSRAM AG | 22532 | 200026 |
|  | ANDRITZ AG | 16089 | 1156151 |
| #\* | AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 7195 | 116514 |
| Ω | BAWAG Group AG | 16534 | 1812259 |
|  | CA Immobilien <br> Anlagen AG<br>| 6148 | 166444 |
| \* | CPI Europe AG | 4484 | 88705 |
|  | Erste Group Bank AG | 27138 | 1837829 |
| \* | Eurotelesites AG | 12379 | 70290 |
|  | EVN AG | 10282 | 269072 |
|  | Fabasoft AG | 1317 | 25684 |
| \* | FACC AG | 1800 | 14302 |
| \* | Immofinanz AG (IIA <br> AV)<br>| 11635 | 0 |
|  | Kontron AG | 9345 | 227084 |
| \* | Lenzing AG | 2438 | 76674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | Oesterreichische Post <br> AG<br>| 6530 | $220157 |
|  | OMV AG | 37618 | 1944986 |
|  | Palfinger AG | 3228 | 105212 |
|  | Porr AG | 4391 | 153754 |
|  | Raiffeisen Bank <br> International AG<br>| 13015 | 347647 |
|  | Schoeller-Bleckmann <br> Oilfield Equipment <br> AG<br>| 2204 | 78312 |
|  | Semperit AG Holding | 1531 | 22673 |
|  | Strabag SE (STR AV) | 2875 | 252231 |
|  | Telekom Austria AG | 37674 | 397982 |
| \* | UBM Development <br> AG<br>| 1080 | 23652 |
|  | UNIQA Insurance <br> Group AG<br>| 12216 | 141555 |
|  | Verbund AG | 5027 | 386330 |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 9607 | 456932 |
|  | voestalpine AG | 29477 | 776779 |
|  | Wienerberger AG | 22532 | 791141 |
|  | Zumtobel Group AG | 7953 | 41709 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 12248213 |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |
|  | Ackermans & van <br> Haaren NV<br>| 7101 | 1736815 |
|  | Ageas SA | 40170 | 2519311 |
| \* | AGFA-Gevaert NV | 41313 | 42910 |
|  | Azelis Group NV | 18902 | 292887 |
|  | Barco NV | 6310 | 86339 |
|  | Bekaert SA | 9714 | 374829 |
| # | bpost SA | 3170 | 5084 |
|  | Cie <br> d'Entreprises CFE<br>| 2314 | 20181 |
|  | Colruyt Group NV | 11311 | 543920 |
|  | Deceuninck NV | 31883 | 77385 |
|  | Deme Group NV | 2106 | 315682 |
|  | D'ieteren Group | 1872 | 373840 |
|  | Econocom Group SA <br> NV<br>| 24500 | 50808 |
| # | Elia Group SA | 5215 | 565408 |
|  | EVS Broadcast <br> Equipment SA<br>| 2765 | 115664 |
|  | Fagron | 15426 | 359596 |
|  | Gimv NV | 7375 | 332094 |
|  | Greenyard NV | 3776 | 30533 |
| #\* | Immobel SA | 938 | 19249 |
|  | Ion Beam <br> Applications<br>| 2271 | 27054 |
|  | Jensen-Group NV | 968 | 47111 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  | KBC Group NV | 39376 | $3630812 |
| # | Kinepolis Group NV | 3384 | 116645 |
|  | Lotus Bakeries NV | 106 | 1019198 |
|  | Melexis NV | 4507 | 270458 |
| \* | Ontex Group NV | 16508 | 135518 |
|  | Proximus SADP | 30876 | 237147 |
|  | Recticel SA | 8658 | 104841 |
|  | Sipef NV | 865 | 62901 |
|  | Syensqo SA | 19322 | 1382156 |
|  | Tessenderlo Group <br> SA<br>| 5993 | 177375 |
|  | UCB SA | 7933 | 1454429 |
|  | Umicore SA | 36007 | 327305 |
| # | Van de Velde NV | 1542 | 57692 |
|  | VGP NV | 3266 | 302191 |
| #\*Ω | X-Fab Silicon <br> Foundries SE<br>| 13964 | 77862 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 17293230 |
| CANADA — (10.6%) | CANADA — (10.6%) | CANADA — (10.6%) | CANADA — (10.6%) |
| #\* | 5N Plus, Inc. | 25189 | 121322 |
|  | Acadian Timber Corp. | 3200 | 40087 |
| \* | ACT Energy <br> Technologies Ltd.<br>| 3429 | 12062 |
|  | ADENTRA, Inc. | 5075 | 99431 |
|  | Aecon Group, Inc. | 15990 | 187203 |
|  | Ag Growth <br> International, Inc.<br>| 5000 | 120485 |
|  | AGF Management <br> Ltd., Class B<br>| 15987 | 118981 |
|  | Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 29061 | 3415606 |
|  | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 18919 | 2224496 |
| #\* | Aimia, Inc. | 17250 | 32533 |
| #\* | Air Canada | 47621 | 482566 |
|  | Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 34583 | 988620 |
|  | Alamos Gold, Inc. <br> (AGI US), Class A<br>| 45229 | 1289918 |
|  | Alimentation <br> Couche-Tard, Inc.<br>| 40418 | 2109734 |
|  | AltaGas Ltd. | 55064 | 1629632 |
|  | Altus Group Ltd. | 4016 | 149559 |
|  | Amerigo Resources <br> Ltd.<br>| 45106 | 56603 |
|  | Andlauer Healthcare <br> Group, Inc.<br>| 4998 | 193960 |
| \* | Aritzia, Inc. | 24926 | 876731 |
| \* | Ascot Resources Ltd. | 34500 | 3128 |
|  | Atco Ltd., Class I | 11767 | 442393 |
|  | AtkinsRealis Group, <br> Inc.<br>| 22030 | 1090953 |
| #\* | ATS Corp. (ATS CN) | 8165 | 205754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | ATS Corp. (ATS US) | 3800 | $95608 |
|  | Aura Minerals, Inc. | 900 | 18606 |
| #\* | AutoCanada, Inc. | 4621 | 52257 |
|  | B2Gold Corp. (BTG <br> US)<br>| 114500 | 356095 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 214589 | 670881 |
|  | Badger Infrastructure <br> Solution<br>| 9086 | 258884 |
| #\* | Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 36179 | 44138 |
|  | Bank of Montreal <br> (BMO CN)<br>| 3856 | 369461 |
|  | Bank of Montreal <br> (BMO US)<br>| 34435 | 3287854 |
|  | Bank of Nova Scotia <br> (BNS CN)<br>| 17678 | 884541 |
|  | Bank of Nova Scotia <br> (BNS US)<br>| 33442 | 1671431 |
| # | BCE, Inc. (BCE CN) | 548 | 12180 |
|  | BCE, Inc. (BCE US) | 4334 | 96432 |
|  | Bird Construction, <br> Inc.<br>| 19030 | 291399 |
|  | Black Diamond Group <br> Ltd.<br>| 15142 | 89407 |
|  | BMTC Group, Inc. | 3210 | 27359 |
| \* | Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 256 | 17019 |
| \* | Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 18714 | 1236911 |
| \* | Bonterra Energy <br> Corp.<br>| 6000 | 13797 |
|  | Boralex, Inc., Class A | 21134 | 469406 |
|  | Boyd Group Services, <br> Inc.<br>| 5394 | 774708 |
|  | Brookfield Corp. (BN <br> US)<br>| 22366 | 1200383 |
| # | Brookfield <br> Infrastructure Corp., <br> Class A<br>| 16515 | 618587 |
| # | BRP, Inc. (DOO CN) | 5068 | 171678 |
|  | BRP, Inc. (DOOO <br> US)<br>| 1277 | 43278 |
| \* | Calfrac Well Services <br> Ltd.<br>| 12400 | 29772 |
|  | Calian Group Ltd. | 1700 | 58673 |
| # | Cameco Corp. (CCJ <br> US)<br>| 9683 | 437187 |
|  | Cameco Corp. (CCO <br> CN)<br>| 58 | 2618 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Canaccord Genuity <br> Group, Inc.<br>| 29719 | $182160 |
| #\* | Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 4613 | 38615 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 27286 | 1720962 |
| # | Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 34328 | 2160948 |
|  | Canadian National <br> Railway Co. (CNI <br> US)<br>| 21783 | 2109030 |
|  | Canadian National <br> Railway Co. (CNR <br> CN)<br>| 99 | 9588 |
|  | Canadian Pacific <br> Kansas City Ltd. <br> (CP CN)<br>| 534 | 38785 |
|  | Canadian Pacific <br> Kansas City Ltd. <br> (CP US)<br>| 16270 | 1179087 |
| # | Canadian Tire Corp. <br> Ltd., Class A<br>| 14115 | 1544807 |
|  | Canadian Utilities Ltd., <br> Class A<br>| 13615 | 381113 |
| \* | Canfor Corp. | 18632 | 177995 |
| #\* | Capstone Copper <br> Corp.<br>| 101775 | 490197 |
|  | Cascades, Inc. | 28823 | 184613 |
|  | CCL Industries, Inc., <br> Class B<br>| 27956 | 1460866 |
| #\* | Celestica, Inc. (CLS <br> US)<br>| 35134 | 2998687 |
|  | Centerra Gold, Inc. | 69003 | 461989 |
|  | CES Energy Solutions <br> Corp.<br>| 73300 | 323273 |
|  | CGI, Inc. (GIB US) | 12994 | 1378144 |
|  | CGI, Inc. (GIBA CN) | 6491 | 688274 |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 56934 | 355579 |
|  | CI Financial Corp. | 33144 | 751306 |
| \* | Cineplex, Inc. | 6196 | 44360 |
| \* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 3000 | 29421 |
| # | Cogeco <br> Communications, <br> Inc.<br>| 3747 | 184279 |
|  | Cogeco, Inc. | 1876 | 87255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Colabor Group, Inc. | 14700 | $10556 |
|  | Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 820 | 98030 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 4736 | 565336 |
|  | Computer Modelling <br> Group Ltd.<br>| 23159 | 133551 |
|  | Constellation <br> Software, Inc.<br>| 1052 | 3791313 |
| \* | Culico Metals, Inc. | 6502 | 590 |
|  | Definity Financial <br> Corp.<br>| 21289 | 1062597 |
| # | dentalcorp Holdings <br> Ltd.<br>| 14105 | 86046 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 4255 | 448434 |
|  | Dexterra Group, Inc. | 13572 | 84468 |
| \* | Docebo, Inc. | 2716 | 85070 |
|  | Dollarama, Inc. | 24451 | 3016912 |
| # | Doman Building <br> Materials Group <br> Ltd.<br>| 28370 | 141582 |
|  | Dominion Lending <br> Centres, Inc.<br>| 2100 | 12110 |
| \* | Dorel Industries, Inc., <br> Class B<br>| 8016 | 9652 |
|  | DREAM Unlimited <br> Corp., Class A<br>| 9274 | 127876 |
|  | Dundee Precious <br> Metals, Inc.<br>| 83885 | 1099523 |
|  | Dye & Durham Ltd. | 4990 | 32359 |
|  | Dynacor Group, Inc. | 9100 | 31354 |
|  | ECN Capital Corp. | 7800 | 15786 |
|  | E-L Financial Corp. <br> Ltd.<br>| 300 | 294255 |
| \* | Eldorado Gold Corp. <br> (EGO US)<br>| 28305 | 533259 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 36906 | 694434 |
|  | Element Fleet <br> Management Corp.<br>| 103182 | 2259586 |
|  | Empire Co. Ltd., <br> Class A<br>| 32164 | 1194543 |
|  | Enbridge, Inc. (ENB <br> CN)<br>| 23766 | 1111425 |
|  | Enbridge, Inc. (ENB <br> US)<br>| 33548 | 1566356 |
| \* | Endeavour Silver <br> Corp. (EXK US)<br>| 34697 | 126297 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Enerflex Ltd. (EFX <br> CN)<br>| 8801 | $57584 |
|  | Enerflex Ltd. (EFXT <br> US)<br>| 6515 | 42673 |
|  | Enghouse Systems <br> Ltd.<br>| 10352 | 188102 |
| \* | Ensign Energy <br> Services, Inc.<br>| 45817 | 59822 |
| # | EQB, Inc. | 9000 | 622218 |
| \* | Equinox Gold Corp. <br> (EQX CN)<br>| 11142 | 74921 |
| \* | Equinox Gold Corp. <br> (EQX US)<br>| 66442 | 445161 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 11587 | 144732 |
| \* | ERO Copper Corp. <br> (ERO US)<br>| 16885 | 210556 |
|  | Evertz Technologies <br> Ltd.<br>| 7706 | 61319 |
| # | Exchange Income <br> Corp.<br>| 6358 | 233640 |
|  | Exco Technologies <br> Ltd.<br>| 6801 | 28120 |
|  | Extendicare, Inc. | 21418 | 214398 |
|  | Fairfax Financial <br> Holdings Ltd.<br>| 1436 | 2241914 |
|  | Fiera Capital Corp. | 22653 | 104014 |
|  | Finning International, <br> Inc.<br>| 38030 | 1073370 |
| \* | Firan Technology <br> Group Corp.<br>| 3300 | 21544 |
|  | Firm Capital Mortgage <br> Investment Corp.<br>| 9400 | 80731 |
|  | First Majestic Silver <br> Corp. (AG US)<br>| 55707 | 348726 |
| #\* | First Mining Gold <br> Corp.<br>| 44500 | 5326 |
| # | First National <br> Financial Corp.<br>| 4925 | 133753 |
| \* | First Quantum <br> Minerals Ltd.<br>| 73823 | 991197 |
|  | FirstService Corp. <br> (FSV CN)<br>| 1700 | 298369 |
|  | FirstService Corp. <br> (FSV US)<br>| 3742 | 656833 |
| # | Fortis, Inc. (FTS CN) | 22800 | 1129085 |
| \* | Fortuna Mining Corp. <br> (FSM US)<br>| 37710 | 235688 |
| \* | Fortuna Mining Corp. <br> (FVI CN)<br>| 36107 | 225244 |
|  | Freehold Royalties <br> Ltd.<br>| 28342 | 234573 |
| \* | Galiano Gold, Inc. | 24802 | 33643 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 3200 | $72909 |
|  | George Weston Ltd. | 7389 | 1439638 |
|  | GFL Environmental, <br> Inc.<br>| 16227 | 809727 |
|  | Gibson Energy, Inc. | 42524 | 669045 |
|  | Gildan Activewear, <br> Inc. (GIL CN)<br>| 2100 | 96774 |
|  | Gildan Activewear, <br> Inc. (GIL US)<br>| 29311 | 1351823 |
|  | goeasy Ltd. | 3750 | 423391 |
| \* | GoGold Resources, <br> Inc.<br>| 39468 | 50673 |
|  | Great-West Lifeco, <br> Inc.<br>| 10725 | 417066 |
| \* | Greenfire Resources <br> Ltd.<br>| 1600 | 7456 |
|  | Guardian Capital <br> Group Ltd., Class A<br>| 5228 | 152638 |
| \* | Haivision Systems, <br> Inc.<br>| 5100 | 15020 |
|  | Hammond Power <br> Solutions, Inc.<br>| 2300 | 153155 |
|  | High Liner Foods, <br> Inc.<br>| 5650 | 69426 |
| \* | HLS Therapeutics, <br> Inc.<br>| 700 | 2153 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 57861 | 420965 |
|  | Hudbay Minerals, Inc. <br> (HBM US)<br>| 58799 | 427469 |
| Ω | Hydro One Ltd. | 18600 | 715613 |
|  | iA Financial Corp., <br> Inc.<br>| 24300 | 2360551 |
| \* | IAMGOLD Corp. (IAG <br> US)<br>| 47139 | 333744 |
| \* | IAMGOLD Corp. (IMG <br> CN)<br>| 123812 | 877443 |
|  | IGM Financial, Inc. | 17564 | 558160 |
|  | Information Services <br> Corp.<br>| 3800 | 73541 |
|  | Innergex Renewable <br> Energy, Inc.<br>| 28389 | 279652 |
|  | Intact Financial Corp. | 10632 | 2361236 |
| \* | Interfor Corp. | 14669 | 141306 |
| #\* | Ivanhoe Mines Ltd., <br> Class A<br>| 13175 | 116975 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 5532 | 128208 |
| \* | Journey Energy, Inc. | 5500 | 5306 |
| \* | K92 Mining, Inc. | 60653 | 557870 |
|  | K-Bro Linen, Inc. | 2121 | 53863 |
|  | Keyera Corp. | 44869 | 1392677 |
| \* | Kinaxis, Inc. | 1366 | 184449 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Kinross Gold Corp. (K <br> CN)<br>| 380521 | $5617004 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 9617 | 141947 |
| \* | Kiwetinohk Energy <br> Corp.<br>| 1200 | 12630 |
| \* | Knight Therapeutics, <br> Inc.<br>| 21422 | 94477 |
|  | KP Tissue, Inc. | 3500 | 20285 |
|  | Labrador Iron Ore <br> Royalty Corp.<br>| 16209 | 351081 |
| #\* | Largo, Inc. (LGO CN) | 4043 | 6218 |
|  | Laurentian Bank of <br> Canada<br>| 11551 | 229244 |
|  | Leon's Furniture Ltd. | 8006 | 133569 |
| #\* | Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 36486 | 357563 |
|  | Linamar Corp. | 12454 | 457020 |
|  | Loblaw Cos. Ltd. | 10211 | 1657706 |
| \* | Lucara Diamond <br> Corp.<br>| 114752 | 29133 |
|  | Lundin Gold, Inc. | 31311 | 1277105 |
| # | Lundin Mining Corp. | 189206 | 1548124 |
|  | Magellan Aerospace <br> Corp.<br>| 4737 | 46731 |
| # | Magna International, <br> Inc. (MG CN)<br>| 12585 | 437271 |
| # | Magna International, <br> Inc. (MGA US)<br>| 37033 | 1287267 |
|  | Mainstreet Equity <br> Corp.<br>| 900 | 121552 |
| \* | Major Drilling Group <br> International, Inc.<br>| 19412 | 122786 |
| \* | Mandalay Resources <br> Corp.<br>| 5100 | 19903 |
|  | Manulife Financial <br> Corp. (MFC US)<br>| 81663 | 2500521 |
|  | Maple Leaf Foods, <br> Inc.<br>| 17585 | 321826 |
|  | Martinrea <br> International, Inc.<br>| 20136 | 107209 |
| #\* | Mattr Corp. | 16371 | 113051 |
| \* | MDA Space Ltd. | 10609 | 207086 |
|  | Medical Facilities <br> Corp.<br>| 6857 | 72370 |
|  | Melcor Developments <br> Ltd.<br>| 3200 | 28063 |
|  | Metro, Inc. | 19368 | 1492599 |
|  | Morguard Corp. | 700 | 58895 |
|  | MTY Food Group, <br> Inc.<br>| 5624 | 176928 |
| # | Mullen Group Ltd. | 21578 | 205199 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | National Bank of <br> Canada<br>| 63554 | $5581875 |
|  | Neo Performance <br> Materials, Inc.<br>| 3400 | 27647 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 152827 | 608603 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 93356 | 371557 |
| \* | NFI Group, Inc. | 17971 | 151214 |
|  | North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 7400 | 112723 |
|  | North West Co., Inc. | 13509 | 541889 |
|  | Northland Power, Inc. | 66686 | 906012 |
|  | Nutrien Ltd. (NTR <br> CN)<br>| 1300 | 74213 |
|  | Nutrien Ltd. (NTR <br> US)<br>| 54316 | 3098737 |
|  | OceanaGold Corp. | 203665 | 720938 |
|  | Onex Corp. | 17120 | 1212160 |
|  | Open Text Corp. <br> (OTEX CN)<br>| 1630 | 44126 |
| # | Open Text Corp. <br> (OTEX US)<br>| 27503 | 745331 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 14309 | 157399 |
|  | Osisko Gold Royalties <br> Ltd. (OR CN)<br>| 5289 | 126768 |
|  | Osisko Gold Royalties <br> Ltd. (OR US)<br>| 25608 | 615360 |
|  | Pan American Silver <br> Corp. (PAAS CN)<br>| 17203 | 433132 |
|  | Pan American Silver <br> Corp. (PAAS US)<br>| 69527 | 1750686 |
|  | Parkland Corp. | 35725 | 899992 |
|  | Pason Systems, Inc. | 19604 | 156138 |
|  | Pembina Pipeline <br> Corp. (PBA US)<br>| 48004 | 1833753 |
|  | PHX Energy Services <br> Corp.<br>| 13038 | 71593 |
|  | Pizza Pizza Royalty <br> Corp.<br>| 7900 | 81945 |
|  | Polaris Renewable <br> Energy, Inc.<br>| 6500 | 56438 |
|  | PrairieSky Royalty <br> Ltd.<br>| 38224 | 643536 |
| \* | Precision Drilling <br> Corp. (PD CN)<br>| 998 | 41764 |
| \* | Precision Drilling <br> Corp. (PDS US)<br>| 3634 | 151625 |
|  | Premium Brands <br> Holdings Corp.<br>| 11555 | 657041 |
| # | Propel Holdings, Inc. | 5900 | 115638 |
| \* | Quarterhill, Inc. | 31600 | 32320 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Quebecor, Inc., <br> Class B<br>| 41685 | $1143571 |
|  | RB Global, Inc. (RBA <br> US)<br>| 11873 | 1195611 |
| # | Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 22306 | 1436506 |
|  | Richelieu Hardware <br> Ltd.<br>| 10888 | 257549 |
|  | Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 17335 | 452270 |
| # | Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 17829 | 464801 |
|  | Rogers Sugar, Inc. | 29000 | 118852 |
|  | Royal Bank of Canada <br> (RY CN)<br>| 25032 | 3004530 |
|  | Royal Bank of Canada <br> (RY US)<br>| 93869 | 11253016 |
|  | Russel Metals, Inc. | 18045 | 523575 |
|  | Sandstorm Gold Ltd. <br> (SAND US)<br>| 52570 | 457359 |
| \* | Sangoma <br> Technologies Corp.<br>| 1600 | 8983 |
|  | Saputo, Inc. | 39692 | 774492 |
|  | Savaria Corp. | 10074 | 126857 |
| #\* | Seabridge Gold, Inc. <br> (SA US)<br>| 8910 | 110751 |
| # | Secure Waste <br> Infrastructure Corp.<br>| 69338 | 660387 |
| \* | Shopify, Inc. (SHOP <br> US), Class A<br>| 6770 | 643150 |
|  | Sienna Senior Living, <br> Inc.<br>| 15782 | 193812 |
| \* | Source Energy <br> Services Ltd.<br>| 3700 | 24370 |
| Ω | Spin Master Corp. | 6831 | 120804 |
|  | Sprott, Inc. (SII US) | 3051 | 160208 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 27376 | 291514 |
| \* | SSR Mining, Inc. <br> (SSRM US)<br>| 22172 | 235910 |
|  | Stantec, Inc. (STN <br> CN)<br>| 6501 | 570594 |
|  | Stantec, Inc. (STN <br> US)<br>| 11124 | 976687 |
|  | Stella-Jones, Inc. | 15995 | 784319 |
| \*Ω | STEP Energy <br> Services Ltd.<br>| 6300 | 17822 |
| \* | Steppe Gold Ltd. | 22000 | 13405 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | StorageVault Canada, <br> Inc.<br>| 38826 | $106176 |
|  | Sun Life Financial, <br> Inc. (SLF CN)<br>| 32230 | 1920568 |
|  | Sun Life Financial, <br> Inc. (SLF US)<br>| 37024 | 2204779 |
| #\* | SunOpta, Inc. (STKL <br> US)<br>| 700 | 3024 |
|  | Superior Plus Corp. | 55940 | 280796 |
|  | Supremex, Inc. | 2200 | 6144 |
|  | Sylogist Ltd. | 3900 | 24074 |
| #\* | Taseko Mines Ltd. <br> (TGB US)<br>| 30417 | 69351 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 48479 | 110068 |
|  | TELUS Corp. | 9014 | 138747 |
| \* | Tenaz Energy Corp. | 3700 | 42164 |
|  | TerraVest Industries, <br> Inc.<br>| 2849 | 296948 |
|  | TFI International, Inc. <br> (TFII CN)<br>| 8716 | 708546 |
|  | TFI International, Inc. <br> (TFII US)<br>| 3204 | 260581 |
|  | Thomson Reuters <br> Corp. (TRI US)<br>| 4286 | 797110 |
|  | Timbercreek Financial <br> Corp.<br>| 21635 | 108599 |
|  | TMX Group Ltd. | 21591 | 875010 |
| \* | Torex Gold <br> Resources, Inc.<br>| 36899 | 1195082 |
|  | Toromont Industries <br> Ltd.<br>| 13530 | 1144740 |
| # | Toronto-Dominion <br> Bank (TD CN)<br>| 7237 | 462431 |
|  | Toronto-Dominion <br> Bank (TD US)<br>| 70974 | 4526722 |
|  | Total Energy Services, <br> Inc.<br>| 11308 | 72674 |
|  | Transcontinental, Inc., <br> Class A<br>| 22610 | 308333 |
| # | Trican Well Service <br> Ltd.<br>| 58515 | 171904 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 1800 | 37355 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 7056 | 146692 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 7457 | 204735 |
| \* | Valeura Energy, Inc. | 13661 | 74518 |
|  | Vecima Networks, <br> Inc.<br>| 1615 | 11715 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | VersaBank (VBNK <br> CN)<br>| 2400 | $26618 |
|  | VersaBank (VBNK <br> US)<br>| 1100 | 12188 |
| \* | VerticalScope <br> Holdings, Inc.<br>| 3400 | 11591 |
| \*†† | Victoria Gold <br> Corp./Vancouver<br>| 11300 | 1475 |
| \* | Vitalhub Corp. | 6200 | 50595 |
|  | Wajax Corp. | 7419 | 94877 |
| \* | Wall Financial Corp. | 700 | 6357 |
|  | Waste Connections, <br> Inc. (WCN US)<br>| 6901 | 1363844 |
| \* | Well Health <br> Technologies Corp.<br>| 26440 | 75948 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 46700 | 574519 |
|  | West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 16188 | 1198541 |
| \* | Western Forest <br> Products, Inc.<br>| 95411 | 26645 |
| \* | Westgold Resources <br> Ltd.<br>| 54708 | 104368 |
|  | Westshore Terminals <br> Investment Corp.<br>| 8046 | 148652 |
| # | Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 5027 | 419855 |
|  | Winpak Ltd. | 8205 | 254197 |
|  | WSP Global, Inc. | 9281 | 1645078 |
| \* | Yangarra Resources <br> Ltd.<br>| 16900 | 10420 |
|  | Yellow Pages Ltd. | 2901 | 21296 |
| TOTAL CANADA | TOTAL CANADA |  | 183376989 |
| DENMARK — (1.6%) | DENMARK — (1.6%) | DENMARK — (1.6%) | DENMARK — (1.6%) |
| \* | ALK-Abello AS | 32472 | 756938 |
|  | Alm Brand AS | 198447 | 470218 |
|  | Ambu AS, Class B | 49287 | 889655 |
|  | AP Moller - Maersk <br> AS (MAERSKA <br> DC), Class A<br>| 178 | 304213 |
| # | AP Moller - Maersk <br> AS (MAERSKB <br> DC), Class B<br>| 281 | 483849 |
| \* | Bang & Olufsen AS | 27144 | 53577 |
| \* | Cadeler AS (CADLR <br> NO)<br>| 11820 | 61807 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 519 | 10832 |
| # | cBrain AS | 2298 | 59652 |
| # | Coloplast AS, Class B | 14222 | 1609405 |
|  | Columbus AS | 25009 | 44742 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Danske Bank AS | 61163 | $2146060 |
| \* | Demant AS | 19244 | 700806 |
| \* | Dfds AS | 8841 | 122955 |
|  | DSV AS | 14567 | 3087617 |
|  | FLSmidth & Co. AS | 14063 | 665774 |
| # | Foroya Banki P | 1197 | 31913 |
| #\* | GN Store Nord AS | 31954 | 482450 |
| \* | H&H International AS, <br> Class B<br>| 3579 | 65843 |
| \* | Huscompagniet AS | 250 | 1938 |
| # | ISS AS | 38606 | 968680 |
| # | Jeudan AS | 1620 | 48508 |
|  | Jyske Bank AS | 15613 | 1280553 |
|  | Matas AS | 10756 | 221996 |
|  | MT Hoejgaard Holding <br> AS<br>| 342 | 13341 |
| \*Ω | Netcompany Group <br> AS<br>| 10576 | 477441 |
| #\* | Nilfisk Holding AS | 3833 | 50786 |
| \* | NKT AS | 14984 | 1220026 |
| #\*Ω | NNIT AS | 3366 | 37031 |
| \* | NTG Nordic Transport <br> Group AS<br>| 1316 | 50022 |
| #\*Ω | Orsted AS | 8754 | 348348 |
|  | Pandora AS | 18493 | 2752921 |
|  | Parken Sport & <br> Entertainment AS<br>| 1139 | 23230 |
|  | Per Aarsleff Holding <br> AS<br>| 4795 | 386339 |
|  | Ringkjoebing <br> Landbobank AS<br>| 7641 | 1460929 |
|  | Rockwool AS, <br> Class A<br>| 10550 | 481055 |
|  | Rockwool AS, <br> Class B<br>| 29990 | 1369048 |
| \* | RTX AS | 1768 | 16766 |
|  | Schouw & Co. AS | 3662 | 333790 |
|  | Solar AS, Class B | 1575 | 60639 |
|  | SP Group AS | 2223 | 91094 |
| \* | Spar Nord Bank AS | 24008 | 770430 |
|  | Sparekassen <br> Sjaelland-Fyn AS<br>| 1955 | 84491 |
|  | Sydbank AS | 16028 | 1026439 |
|  | TCM Group AS | 1798 | 21294 |
|  | Tivoli AS | 661 | 61958 |
|  | Tryg AS | 56691 | 1352099 |
|  | UIE PLC | 3870 | 184987 |
|  | Vestas Wind Systems <br> AS<br>| 60651 | 808611 |
| TOTAL DENMARK | TOTAL DENMARK |  | 28053096 |
| FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) | FINLAND — (1.8%) |
|  | Aktia Bank OYJ | 13319 | 150995 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| # | Alandsbanken Abp, <br> Class B<br>| 1334 | $55500 |
|  | Alma Media OYJ | 6819 | 89309 |
|  | Aspo OYJ | 9512 | 56100 |
|  | Atria OYJ | 4031 | 59191 |
| # | Citycon OYJ | 11056 | 44395 |
|  | Digia OYJ | 3511 | 26538 |
|  | Elisa OYJ | 33228 | 1772648 |
| #Ω | Enento Group OYJ | 2714 | 52407 |
|  | eQ OYJ | 1501 | 17342 |
|  | Fiskars OYJ Abp | 6389 | 106160 |
|  | Fortum OYJ | 83422 | 1398699 |
|  | F-Secure OYJ | 21549 | 47414 |
|  | Gofore OYJ | 928 | 16602 |
|  | Harvia OYJ | 2878 | 133166 |
|  | Hiab OYJ | 11710 | 557194 |
|  | Huhtamaki OYJ | 22410 | 825085 |
| \* | Incap OYJ | 2299 | 25178 |
|  | Kalmar OYJ, Class B | 11710 | 370984 |
| # | Kamux Corp. | 5559 | 14684 |
|  | Kemira OYJ | 29190 | 602308 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 19306 | 431723 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 71306 | 1637102 |
| \* | Kojamo OYJ | 19039 | 221613 |
|  | Kone OYJ, Class B | 27101 | 1678414 |
|  | Konecranes OYJ | 19503 | 1306662 |
|  | Lassila & Tikanoja <br> OYJ<br>| 7680 | 82369 |
| \* | Lindex Group OYJ | 19336 | 58035 |
| # | Mandatum OYJ | 58084 | 410510 |
|  | Marimekko OYJ | 8031 | 111062 |
|  | Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 34526 | 126053 |
| # | Metso OYJ | 123378 | 1340589 |
|  | Neste OYJ | 30584 | 317258 |
| # | Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 99322 | 495617 |
|  | Nokia OYJ (NOKIA <br> FH)<br>| 319181 | 1595641 |
| # | Nokian Renkaat OYJ | 29429 | 234102 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 296727 | 4109357 |
|  | Nordea Bank Abp <br> (NDA SS)<br>| 83521 | 1146138 |
| # | Oma Saastopankki <br> OYJ<br>| 2640 | 27270 |
|  | Oriola OYJ (OKDBV <br> FH), Class B<br>| 40889 | 50654 |
| # | Outokumpu OYJ | 96285 | 370614 |
|  | Ponsse OYJ | 2132 | 65491 |
|  | Puuilo OYJ | 12804 | 182335 |
| \* | QT Group OYJ | 4536 | 295983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Raisio OYJ, Class V | 26117 | $72795 |
| \* | Remedy <br> Entertainment OYJ<br>| 696 | 12964 |
|  | Revenio Group OYJ | 4522 | 141437 |
|  | Sampo OYJ, Class A | 255340 | 2555835 |
|  | Sanoma OYJ | 22570 | 248635 |
|  | Scanfil OYJ | 3322 | 32774 |
|  | Stora Enso OYJ, <br> Class R<br>| 138842 | 1289618 |
| # | Taaleri PLC | 6319 | 51293 |
| # | Talenom OYJ | 3569 | 14427 |
|  | TietoEVRY OYJ | 20784 | 372346 |
| # | Tokmanni Group <br> Corp.<br>| 12950 | 204323 |
|  | UPM-Kymmene OYJ | 56077 | 1485261 |
|  | Vaisala OYJ, Class A | 4717 | 251151 |
| # | Valmet OYJ | 36322 | 1109059 |
|  | Wartsila OYJ Abp | 50970 | 941746 |
| #\* | WithSecure OYJ | 20438 | 21795 |
| #\* | YIT OYJ | 30708 | 89623 |
| TOTAL FINLAND | TOTAL FINLAND |  | 31611573 |
| FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) | FRANCE — (6.6%) |
| \* | 74Software SA | 3271 | 126204 |
|  | Accor SA | 31299 | 1542176 |
|  | Aeroports de Paris <br> SA<br>| 6644 | 830811 |
|  | AKWEL SADIR | 2771 | 23192 |
| \* | Alstom SA | 67037 | 1618887 |
|  | Altamir | 3848 | 100792 |
|  | Alten SA | 6048 | 512649 |
| Ω | Amundi SA | 9891 | 781302 |
|  | Arkema SA | 14679 | 1115978 |
| # | Assystem SA | 1573 | 68354 |
|  | Aubay | 1418 | 73973 |
|  | AXA SA | 62944 | 2976993 |
| Ω | Ayvens SA | 11383 | 115386 |
| \* | Bastide le Confort <br> Medical<br>| 789 | 24396 |
|  | Beneteau SACA | 9994 | 91434 |
|  | BioMerieux | 3901 | 526558 |
|  | BNP Paribas SA | 44394 | 3761480 |
|  | Boiron SA | 1017 | 27995 |
|  | Bollore SE | 83620 | 517225 |
| # | Bonduelle SCA | 3955 | 36991 |
| \*†† | Bourbon Corp. SA | 3477 | 0 |
|  | Bouygues SA | 51776 | 2275830 |
|  | Bureau Veritas SA | 55955 | 1776183 |
| \* | Canal & SA | 116631 | 265015 |
|  | Capgemini SE | 11765 | 1878310 |
| # | Carrefour SA | 143062 | 2206547 |
|  | Catana Group | 5629 | 21710 |
|  | CBo Territoria | 5862 | 24692 |
| \* | Cegedim SA | 1934 | 26228 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Cie de Saint-Gobain <br> SA<br>| 46846 | $5093003 |
|  | Cie des Alpes | 5170 | 101734 |
|  | Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 136014 | 4973453 |
| #\* | Clariane SE | 44480 | 189000 |
|  | Coface SA | 32253 | 661082 |
|  | Credit Agricole SA | 77117 | 1446452 |
|  | Danone SA | 26838 | 2309314 |
|  | Dassault Systemes <br> SE<br>| 6403 | 239960 |
|  | Derichebourg SA | 26657 | 183367 |
|  | Edenred SE | 18447 | 575306 |
|  | Eiffage SA | 19347 | 2632599 |
| \* | Ekinops SAS | 1391 | 5194 |
| \*Ω | Elior Group SA | 33133 | 100371 |
|  | Elis SA | 59003 | 1514552 |
|  | Engie SA | 241427 | 4989894 |
|  | EssilorLuxottica SA | 6155 | 1773582 |
|  | Esso SA Francaise | 745 | 119754 |
|  | Eurazeo SE | 12682 | 927302 |
| #\* | Eutelsat <br> Communications <br> SACA<br>| 30479 | 124473 |
|  | Fnac Darty SA (0QSH <br> LI)<br>| 903 | 31076 |
|  | Fnac Darty SA (FNAC <br> FP)<br>| 2301 | 80117 |
| #\* | Foraco International <br> SA<br>| 13200 | 17043 |
|  | Forvia SE (1EO IM) | 1747 | 13525 |
|  | Forvia SE (FRVIA <br> FP)<br>| 37781 | 291847 |
|  | Gaztransport Et <br> Technigaz SA<br>| 8586 | 1399542 |
|  | Getlink SE | 65079 | 1235734 |
|  | GL Events SACA | 3535 | 88150 |
|  | Groupe Crit SA | 826 | 63731 |
|  | Guerbet | 1880 | 42772 |
|  | Hermes International <br> SCA<br>| 1349 | 3709993 |
| \* | ID Logistics Group <br> SACA<br>| 820 | 369342 |
|  | Imerys SA | 8616 | 287811 |
| # | Infotel SA | 935 | 46436 |
| # | Interparfums SA | 676 | 26794 |
|  | Ipsen SA | 8567 | 996368 |
|  | IPSOS SA | 11077 | 524437 |
| # | Jacquet Metals SACA | 3858 | 90748 |
| \* | JCDecaux SE | 18320 | 318846 |
|  | Kaufman & Broad SA | 3216 | 126272 |
| # | Kering SA | 3867 | 786751 |
|  | Lectra | 1492 | 38746 |
|  | Legrand SA | 14262 | 1567391 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Linedata Services | 158 | $13195 |
|  | LISI SA | 2450 | 76719 |
|  | LNA Sante SA | 1295 | 33712 |
|  | L'Oreal SA | 8848 | 3909627 |
| \* | Louis Hachette Group | 25978 | 40959 |
| #\* | Lumibird | 1386 | 17841 |
|  | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 14892 | 8249115 |
| #Ω | Maisons du Monde <br> SA<br>| 7630 | 23791 |
|  | Manitou BF SA | 2842 | 65537 |
|  | Mersen SA | 6067 | 130031 |
| # | Metropole Television <br> SA<br>| 6241 | 98064 |
|  | Nexans SA | 9075 | 996965 |
| \* | Nexity SA | 11535 | 120950 |
|  | NRJ Group | 4221 | 31802 |
|  | Oeneo SA | 3475 | 35881 |
|  | Opmobility | 15935 | 178587 |
|  | Orange SA (ORA FP) | 408891 | 5932208 |
| \* | Pierre Et Vacances <br> SA<br>| 14537 | 22798 |
|  | Publicis Groupe SA <br> (PUB FP)<br>| 21127 | 2149609 |
|  | Quadient SA | 7809 | 147816 |
|  | Renault SA | 36263 | 1925971 |
|  | Rexel SA | 70679 | 1963719 |
|  | Robertet SA | 58 | 53795 |
|  | Rubis SCA | 11176 | 363787 |
|  | SA d'Explosifs et de <br> Produits Chimiques<br>| 94 | 21801 |
|  | Samse SACA | 114 | 18215 |
|  | Savencia SA | 1171 | 88682 |
|  | Schneider Electric SE <br> (SU FP)<br>| 9469 | 2212392 |
|  | SCOR SE | 38988 | 1228480 |
|  | SEB SA | 6729 | 634740 |
|  | Seche Environnement <br> SACA<br>| 643 | 66333 |
| \*Ω | SMCP SA | 10385 | 37438 |
|  | Societe BIC SA | 5800 | 375269 |
|  | Societe Generale SA | 68159 | 3553740 |
|  | Societe LDC SADIR | 1552 | 134723 |
| \* | SOITEC | 1419 | 80516 |
|  | Sopra Steria Group | 4059 | 832355 |
|  | SPIE SA | 40521 | 1986037 |
|  | Stef SA | 1222 | 176198 |
| \* | Synergie SE | 2137 | 73881 |
|  | Teleperformance SE | 13476 | 1477711 |
| # | Television Francaise 1 <br> SA<br>| 11484 | 109735 |
|  | TFF Group | 392 | 9292 |
| # | Thermador Groupe | 1621 | 121360 |
| # | Tikehau Capital SCA | 6624 | 143060 |
| # | Trigano SA | 2300 | 273231 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| \* | Ubisoft Entertainment <br> SA<br>| 24291 | $286204 |
|  | Valeo SE | 57959 | 575600 |
| #\* | Vallourec SACA | 55614 | 1027892 |
| # | Veolia Environnement <br> SA (VIE FP)<br>| 36542 | 1334662 |
| Ω | Verallia SA | 17514 | 585642 |
|  | Vetoquinol SA | 403 | 34051 |
|  | VIEL & Cie SA | 1966 | 30127 |
|  | Vinci SA | 40527 | 5692719 |
|  | Virbac SACA | 756 | 266541 |
| #\* | Viridien | 1930 | 114502 |
|  | Vivendi SE | 116631 | 363709 |
| #\* | Voltalia SA | 5971 | 49483 |
| # | Wavestone | 1568 | 83693 |
| \*Ω | Worldline SA | 34258 | 189807 |
| TOTAL FRANCE | TOTAL FRANCE |  | 114333455 |
| GERMANY — (8.2%) | GERMANY — (8.2%) | GERMANY — (8.2%) | GERMANY — (8.2%) |
|  | 1&1 AG | 9160 | 162767 |
|  | 7C Solarparken AG | 14165 | 32330 |
|  | Adesso SE | 821 | 91188 |
|  | adidas AG | 12915 | 2971632 |
|  | Adtran Networks SE | 552 | 12693 |
|  | All for One Group SE | 614 | 39458 |
|  | Allgeier SE | 1476 | 33983 |
|  | Allianz SE (ALV GR) | 14378 | 5946406 |
|  | AlzChem Group AG | 1390 | 179379 |
|  | Amadeus Fire AG | 1214 | 103202 |
|  | Atoss Software SE | 2472 | 371606 |
|  | Aumann AG | 2303 | 37178 |
|  | Aurubis AG | 8547 | 746226 |
| \*Ω | Auto1 Group SE | 1745 | 41928 |
|  | BASF SE | 185841 | 9490800 |
|  | Bayerische Motoren <br> Werke AG<br>| 33201 | 2816025 |
| #\* | BayWa AG (BYW6 <br> GR)<br>| 4041 | 37078 |
|  | Bechtle AG | 20293 | 865753 |
|  | Bertrandt AG | 1410 | 30437 |
|  | Bijou Brigitte AG | 1184 | 56925 |
|  | Bilfinger SE | 7107 | 604450 |
| # | Borussia Dortmund <br> GmbH & Co. KGaA<br>| 22581 | 83880 |
| #\* | BRANICKS Group <br> AG<br>| 8141 | 17648 |
|  | Brenntag SE | 31971 | 2135146 |
| Ω | Brockhaus <br> Technologies AG<br>| 981 | 15949 |
|  | CANCOM SE (COK <br> GR)<br>| 5654 | 173602 |
|  | Carl Zeiss Meditec <br> AG<br>| 260 | 17869 |
| \* | Ceconomy AG | 44374 | 157700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | CENIT AG | 1138 | $10674 |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 1993 | 230477 |
|  | Commerzbank AG | 128806 | 3409178 |
| \* | CompuGroup Medical <br> SE & Co. KGaA<br>| 7138 | 177898 |
|  | Continental AG | 28456 | 2224538 |
| \* | Covestro AG | 33379 | 2246719 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 14075 | 1667704 |
|  | Daimler Truck Holding <br> AG<br>| 101301 | 4069917 |
|  | Deutsche Bank AG <br> (DB US)<br>| 183602 | 4812208 |
| \* | Deutsche Beteiligungs <br> AG<br>| 3604 | 103014 |
|  | Deutsche Boerse AG | 16699 | 5378645 |
|  | Deutsche EuroShop <br> AG<br>| 2146 | 47084 |
| \*Ω | Deutsche <br> Pfandbriefbank AG<br>| 37082 | 227438 |
|  | Deutsche Post AG | 187390 | 8006799 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 387487 | 13917578 |
|  | Deutsche Wohnen <br> SE<br>| 5597 | 142236 |
|  | Deutz AG | 16578 | 128719 |
|  | Draegerwerk AG & <br> Co. KGaA<br>| 760 | 42827 |
|  | Duerr AG | 14158 | 335174 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 9715 | 511431 |
|  | E.ON SE | 257425 | 4502258 |
|  | Eckert & Ziegler SE | 3188 | 217924 |
|  | Elmos Semiconductor <br> SE<br>| 2333 | 158934 |
|  | ElringKlinger AG | 10300 | 57498 |
|  | Energiekontor AG | 2205 | 106219 |
|  | Fielmann Group AG | 5636 | 320265 |
|  | flatexDEGIRO AG | 24129 | 634999 |
| #\* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 10259 | 679880 |
|  | Freenet AG | 35489 | 1475743 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 38276 | 1947313 |
|  | Friedrich Vorwerk <br> Group SE<br>| 2185 | 149195 |
|  | FUCHS SE | 7453 | 286515 |
|  | GEA Group AG | 41003 | 2675023 |
|  | Gerresheimer AG | 10478 | 710908 |
|  | Gesco SE | 2374 | 43375 |
|  | GFT Technologies SE | 5152 | 145509 |
|  | Grenke AG | 5586 | 85626 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | H&R GmbH & Co. <br> KGaA<br>| 3109 | $14359 |
|  | Hannover Rueck SE | 8420 | 2702817 |
| #Ω | Hapag-Lloyd AG | 3154 | 496599 |
| \* | Heidelberger <br> Druckmaschinen <br> AG<br>| 64962 | 89425 |
|  | Hella GmbH & Co. <br> KGaA<br>| 909 | 91367 |
| \* | HelloFresh SE | 43550 | 453478 |
|  | Henkel AG & Co. <br> KGaA<br>| 10019 | 707142 |
|  | Hensoldt AG | 13747 | 1064963 |
|  | HOCHTIEF AG | 4774 | 903218 |
|  | Hornbach Holding AG <br> & Co. KGaA<br>| 3106 | 349696 |
|  | HUGO BOSS AG | 13678 | 570500 |
|  | Indus Holding AG | 5178 | 145870 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 160243 | 5307736 |
|  | Init Innovation in <br> Traffic Systems SE<br>| 1284 | 57167 |
| Ω | Instone Real Estate <br> Group SE<br>| 9205 | 85144 |
|  | IVU Traffic <br> Technologies AG<br>| 2195 | 46696 |
|  | Jenoptik AG | 14386 | 287214 |
| Ω | JOST Werke SE | 3281 | 184641 |
|  | K&S AG | 29480 | 514187 |
|  | KION Group AG | 22179 | 943848 |
|  | Kloeckner & Co. SE | 2749 | 22127 |
| # | Knaus Tabbert AG | 887 | 13280 |
|  | Knorr-Bremse AG | 13971 | 1385598 |
| \* | Koenig & Bauer AG | 4031 | 74590 |
|  | Krones AG | 3801 | 555585 |
|  | KWS Saat SE & Co. <br> KGaA<br>| 2638 | 166453 |
|  | Lanxess AG | 22201 | 666563 |
|  | LEG Immobilien SE | 10858 | 920424 |
|  | Leifheit AG | 1652 | 40705 |
| \* | LPKF Laser & <br> Electronics SE<br>| 2771 | 25792 |
| \* | MAX Automation SE | 1137 | 6962 |
| \* | Medios AG | 4457 | 59189 |
|  | Mercedes-Benz Group <br> AG<br>| 81698 | 4884626 |
| \* | Mister Spex SE | 1314 | 2216 |
|  | MLP SE | 19862 | 180091 |
|  | MTU Aero Engines <br> AG<br>| 2031 | 702940 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 8766 | 6001287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| # | Mutares SE & Co. <br> KGaA<br>| 4183 | $152944 |
| #\* | Nagarro SE | 2229 | 158908 |
|  | Nemetschek SE | 11388 | 1513292 |
| \* | Nordex SE | 23227 | 434887 |
|  | Norma Group SE | 7911 | 99426 |
|  | Patrizia SE | 11415 | 95735 |
| \* | Pentixapharm Holding <br> AG<br>| 3188 | 10473 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 716 | 126145 |
| # | PNE AG | 1245 | 21774 |
|  | ProCredit Holding AG | 6561 | 75396 |
|  | ProSiebenSat.1 Media <br> SE<br>| 36207 | 252678 |
|  | Puma SE (PUM GR) | 29247 | 755183 |
| #\* | PVA TePla AG | 5818 | 108164 |
|  | PWO AG | 549 | 17953 |
| \* | q.beyond AG | 24716 | 22451 |
|  | Rational AG | 1032 | 885491 |
|  | SAF-Holland SE | 6237 | 113165 |
|  | Salzgitter AG | 6774 | 167402 |
|  | SAP SE (SAP GR) | 13216 | 3866852 |
|  | Secunet Security <br> Networks AG<br>| 415 | 96771 |
| #\* | SFC Energy AG | 761 | 19741 |
| \* | SGL Carbon SE | 12199 | 48796 |
|  | Siltronic AG | 4751 | 193179 |
|  | Sixt SE | 3879 | 368789 |
|  | SMA Solar Technology <br> AG<br>| 3324 | 57649 |
|  | Stabilus SE | 7010 | 194445 |
|  | STRATEC SE | 599 | 16298 |
|  | Stroeer SE & Co. <br> KGaA<br>| 8457 | 504979 |
|  | Suedzucker AG | 17307 | 233020 |
|  | SUSS MicroTec SE | 4473 | 172238 |
|  | Symrise AG | 24159 | 2786292 |
| \* | TAG Immobilien AG | 28595 | 465553 |
|  | Takkt AG | 7339 | 63390 |
| \* | Talanx AG | 11947 | 1371135 |
| \*Ω | TeamViewer SE | 31802 | 488565 |
|  | Technotrans SE | 1771 | 36170 |
|  | thyssenkrupp AG | 120946 | 1387040 |
| \* | TUI AG | 121469 | 934642 |
|  | United Internet AG | 23320 | 528823 |
| # | Verbio SE | 6536 | 77141 |
|  | Volkswagen AG | 3175 | 354442 |
|  | Vonovia SE | 40490 | 1343057 |
|  | Vossloh AG | 2532 | 200039 |
|  | Wacker Chemie AG | 4227 | 319543 |
|  | Wacker Neuson SE | 8807 | 236827 |
|  | Washtec AG | 2863 | 137957 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Wuestenrot & <br> Wuerttembergische <br> AG<br>| 6832 | $110040 |
| \*Ω | Zalando SE | 34874 | 1273469 |
| TOTAL GERMANY | TOTAL GERMANY |  | 142783524 |
| GREENLAND — (0.0%) | GREENLAND — (0.0%) | GREENLAND — (0.0%) | GREENLAND — (0.0%) |
| # | GronlandsBANKEN <br> AS<br>| 259 | 30132 |
| HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) |
|  | Aeon Credit Service <br> Asia Co. Ltd.<br>| 38000 | 30420 |
|  | AIA Group Ltd. | 574800 | 4306926 |
| \* | Allied Group Ltd. | 50000 | 9740 |
|  | APAC Resources Ltd. | 26588 | 3786 |
|  | Asia Financial <br> Holdings Ltd.<br>| 40000 | 20581 |
|  | ASMPT Ltd. | 57100 | 384139 |
|  | Bank of East Asia <br> Ltd.<br>| 240532 | 330717 |
|  | Best Mart 360 <br> Holdings Ltd.<br>| 40000 | 8858 |
|  | BOC Hong Kong <br> Holdings Ltd.<br>| 177000 | 734263 |
|  | Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 208000 | 183877 |
|  | Cafe de Coral <br> Holdings Ltd.<br>| 78000 | 71682 |
|  | Cathay Pacific <br> Airways Ltd.<br>| 298000 | 342422 |
|  | Chevalier International <br> Holdings Ltd.<br>| 12000 | 6067 |
| \* | China Energy <br> Development <br> Holdings Ltd.<br>| 1680000 | 9323 |
|  | China Motor Bus Co. <br> Ltd.<br>| 1400 | 10193 |
| \* | China Star <br> Entertainment Ltd.<br>| 180000 | 36494 |
| \* | Chinese Estates <br> Holdings Ltd.<br>| 121000 | 20078 |
|  | Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 97000 | 95062 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 495000 | 150583 |
|  | CK Asset Holdings <br> Ltd.<br>| 145069 | 592659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | CK Hutchison <br> Holdings Ltd.<br>| 148000 | $834583 |
| \* | CK Life Sciences <br> International <br> Holdings, Inc.<br>| 264000 | 30697 |
| #\* | C-Mer Medical <br> Holdings Ltd.<br>| 108000 | 23510 |
| #†† | Convoy, Inc. | 576000 | 2325 |
| \* | Cowell e Holdings, <br> Inc.<br>| 74000 | 212661 |
| Ω | Crystal International <br> Group Ltd.<br>| 111500 | 65005 |
| \* | CSC Holdings Ltd. | 2830000 | 6921 |
|  | Dah Sing Banking <br> Group Ltd.<br>| 113728 | 122551 |
|  | Dah Sing Financial <br> Holdings Ltd.<br>| 44920 | 164012 |
|  | Dickson Concepts <br> International Ltd.<br>| 43500 | 38465 |
|  | Dream International <br> Ltd.<br>| 18000 | 13501 |
|  | Eagle Nice <br> International <br> Holdings Ltd.<br>| 74000 | 33104 |
|  | Emperor Watch & <br> Jewellery Ltd.<br>| 810000 | 22606 |
| \* | ENM Holdings Ltd. | 376000 | 12094 |
|  | Far East Consortium <br> International Ltd.<br>| 300377 | 34460 |
| #\*Ω | FIT Hon Teng Ltd. | 322000 | 80838 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 29000 | 20646 |
|  | Get Nice Holdings <br> Ltd.<br>| 406000 | 7041 |
|  | Giordano International <br> Ltd.<br>| 260000 | 50056 |
|  | Glorious Sun <br> Enterprises Ltd.<br>| 80000 | 13196 |
| #\*†† | Gold Financial <br> Holdings Ltd.<br>| 38000 | 0 |
|  | Great Eagle Holdings <br> Ltd.<br>| 52520 | 87796 |
|  | G-Resources Group <br> Ltd.<br>| 113760 | 92759 |
| # | Guotai Junan <br> International <br> Holdings Ltd.<br>| 719000 | 92595 |
|  | Hang Lung Group <br> Ltd.<br>| 179000 | 256950 |
|  | Hang Lung Properties <br> Ltd.<br>| 399047 | 327275 |
|  | Hang Seng Bank Ltd. | 24000 | 335011 |
|  | HKT Trust & HKT Ltd. | 549000 | 781216 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Hong Kong <br> Exchanges & <br> Clearing Ltd.<br>| 45540 | $1989628 |
|  | Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 28000 | 15123 |
| \* | Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 58288 | 15593 |
|  | Hongkong & Shanghai <br> Hotels Ltd.<br>| 106511 | 74139 |
| Ω | Honma Golf Ltd. | 25000 | 11138 |
|  | Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 340000 | 44309 |
|  | Hysan Development <br> Co. Ltd.<br>| 82000 | 133668 |
|  | IGG, Inc. | 173000 | 83346 |
| Ω | Impro Precision <br> Industries Ltd.<br>| 48000 | 14227 |
|  | Johnson Electric <br> Holdings Ltd.<br>| 91569 | 166820 |
|  | K Wah International <br> Holdings Ltd.<br>| 256000 | 57357 |
|  | Kerry Properties Ltd. | 130500 | 306470 |
|  | KLN Logistics Group <br> Ltd.<br>| 87500 | 70576 |
|  | Kowloon Development <br> Co. Ltd.<br>| 112122 | 43439 |
|  | Liu Chong Hing <br> Investment Ltd.<br>| 46000 | 23892 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 70000 | 152748 |
|  | Man Wah Holdings <br> Ltd.<br>| 408400 | 217040 |
|  | Miramar Hotel & <br> Investment<br>| 56000 | 65518 |
|  | Modern Dental Group <br> Ltd.<br>| 72000 | 38669 |
|  | MTR Corp. Ltd. | 36420 | 125734 |
|  | Nameson Holdings <br> Ltd.<br>| 98000 | 9588 |
| #\* | New World <br> Development Co. <br> Ltd.<br>| 298270 | 182655 |
| \*†† | NewOcean Energy <br> Holdings Ltd.<br>| 238000 | 0 |
| # | Nissin Foods Co. Ltd. | 61000 | 52480 |
|  | Orbusneich Medical <br> Group Holdings <br> Ltd.<br>| 16500 | 8199 |
|  | Oriental Watch <br> Holdings<br>| 113457 | 51255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Oshidori International <br> Holdings Ltd.<br>| 1002000 | $60872 |
| # | Pacific Textiles <br> Holdings Ltd.<br>| 267000 | 42380 |
|  | PAX Global <br> Technology Ltd.<br>| 72000 | 43358 |
|  | PC Partner Group <br> Ltd.<br>| 60000 | 56415 |
|  | PCCW Ltd. | 810797 | 540521 |
|  | Perfect Medical Health <br> Management Ltd.<br>| 88000 | 24531 |
|  | Pico Far East <br> Holdings Ltd.<br>| 162000 | 39907 |
|  | Plover Bay <br> Technologies Ltd.<br>| 56000 | 38312 |
|  | Power Assets <br> Holdings Ltd.<br>| 24500 | 162023 |
| \* | Regal Hotels <br> International <br> Holdings Ltd.<br>| 76000 | 6230 |
| Ω | Regina Miracle <br> International <br> Holdings Ltd.<br>| 87000 | 19101 |
| # | Sa Sa International <br> Holdings Ltd.<br>| 174000 | 13157 |
|  | SAS Dragon Holdings <br> Ltd.<br>| 64000 | 33433 |
|  | SEA Holdings Ltd. | 37706 | 6674 |
| #\* | Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 78000 | 63789 |
|  | Shangri-La Asia Ltd. | 314000 | 175886 |
| \* | Shun Tak Holdings <br> Ltd.<br>| 394000 | 28415 |
|  | Singamas Container <br> Holdings Ltd.<br>| 386000 | 30257 |
|  | Sino Land Co. Ltd. | 455155 | 467763 |
|  | SITC International <br> Holdings Co. Ltd.<br>| 296000 | 819613 |
|  | SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 114500 | 62706 |
| \* | Solomon Systech <br> International Ltd.<br>| 272000 | 13634 |
|  | Soundwill Holdings <br> Ltd.<br>| 25500 | 26811 |
|  | Stella International <br> Holdings Ltd.<br>| 125500 | 224679 |
|  | Sun Hung Kai & Co. <br> Ltd.<br>| 139000 | 53799 |
|  | Sun Hung Kai <br> Properties Ltd.<br>| 48696 | 461950 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | SUNeVision Holdings <br> Ltd.<br>| 170000 | $142139 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 59000 | 510212 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 92500 | 127314 |
|  | Swire Properties Ltd. | 53800 | 118896 |
|  | TAI Cheung Holdings <br> Ltd.<br>| 82000 | 31213 |
|  | Techtronic Industries <br> Co. Ltd.<br>| 88500 | 890662 |
| #\* | Television Broadcasts <br> Ltd.<br>| 75400 | 30055 |
|  | Texhong International <br> Group Ltd.<br>| 87000 | 37881 |
| # | Theme International <br> Holdings Ltd.<br>| 1010000 | 50772 |
| #\* | Tongda Group <br> Holdings Ltd.<br>| 1450000 | 14022 |
|  | Town Health <br> International <br> Medical Group Ltd.<br>| 538998 | 17274 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 164000 | 20115 |
|  | Transport International <br> Holdings Ltd.<br>| 59364 | 68954 |
|  | Tycoon Group <br> Holdings Ltd.<br>| 44000 | 2837 |
|  | United Laboratories <br> International <br> Holdings Ltd.<br>| 256000 | 458769 |
| \* | Value Partners Group <br> Ltd.<br>| 243000 | 42556 |
|  | Vesync Co. Ltd. | 17000 | 12209 |
|  | Vitasoy International <br> Holdings Ltd.<br>| 150000 | 193262 |
|  | Viva Goods Co. Ltd. | 144000 | 6669 |
| \* | Vobile Group Ltd. | 133000 | 55869 |
|  | VSTECS Holdings <br> Ltd.<br>| 196000 | 150910 |
|  | VTech Holdings Ltd. | 37100 | 249244 |
| Ω | WH Group Ltd. | 1176925 | 1052415 |
|  | Wharf Real Estate <br> Investment Co. Ltd.<br>| 138000 | 330034 |
|  | Wing On Co. <br> International Ltd.<br>| 9000 | 13297 |
|  | Wing Tai Properties <br> Ltd.<br>| 62000 | 11629 |
| \* | Xingye Alloy Materials <br> Group Ltd.<br>| 95000 | 12113 |
|  | Yue Yuen Industrial <br> Holdings Ltd.<br>| 204500 | 293600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Zhaobangji Lifestyle <br> Holdings Ltd.<br>| 328000 | $5844 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 23530337 |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |
|  | AIB Group PLC | 533854 | 3588065 |
|  | Bank of Ireland Group <br> PLC<br>| 235335 | 2763173 |
|  | Cairn Homes PLC | 206386 | 454674 |
|  | Dalata Hotel Group <br> PLC<br>| 53488 | 306563 |
|  | FBD Holdings PLC <br> (FBD ID)<br>| 6986 | 101839 |
|  | Glanbia PLC (GLB <br> ID)<br>| 51531 | 667079 |
| \*Ω | Glenveagh Properties <br> PLC<br>| 147143 | 275783 |
|  | Grafton Group PLC, <br> CDI<br>| 46628 | 564435 |
|  | Greencore Group <br> PLC<br>| 106578 | 262811 |
|  | Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 52931 | 308350 |
| \* | James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 33780 | 792891 |
|  | Kingspan Group PLC <br> (KSP ID)<br>| 21831 | 1842196 |
| \* | Permanent TSB <br> Group Holdings <br> PLC<br>| 22577 | 39522 |
|  | Smurfit WestRock <br> PLC<br>| 7329 | 307964 |
| TOTAL IRELAND | TOTAL IRELAND |  | 12275345 |
| ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) | ISRAEL — (1.1%) |
| \* | Adgar Investment & <br> Development Ltd.<br>| 12287 | 14401 |
| \* | AFI Properties Ltd. | 1879 | 95042 |
|  | Africa Israel <br> Residences Ltd.<br>| 894 | 59147 |
| \* | Airport City Ltd. | 8088 | 120221 |
|  | Alony Hetz Properties <br> & Investments Ltd.<br>| 17186 | 143546 |
| \* | Alrov Properties & <br> Lodgings Ltd.<br>| 1669 | 89260 |
|  | Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 15411 | 11698 |
|  | Amot Investments <br> Ltd.<br>| 12245 | 64795 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Arad Ltd. | 2441 | $34586 |
| \* | Ashdod Refinery Ltd. | 1492 | 24509 |
|  | Ashtrom Group Ltd. | 6808 | 107062 |
|  | AudioCodes Ltd. <br> (AUDC US)<br>| 5671 | 53194 |
|  | Aura Investments Ltd. | 10607 | 55619 |
|  | Automatic Bank <br> Services Ltd.<br>| 5314 | 32855 |
|  | Ayalon Holdings Ltd. | 934 | 12785 |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 7190 | 33130 |
|  | Azrieli Group Ltd. | 1219 | 88749 |
|  | Bank Hapoalim BM | 102490 | 1503384 |
|  | Bank Leumi Le-Israel <br> BM<br>| 141799 | 2013692 |
|  | Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 173276 | 263490 |
| \* | Big Shopping Centers <br> Ltd.<br>| 1012 | 147764 |
|  | Blue Square Real <br> Estate Ltd.<br>| 677 | 57654 |
|  | Camtek Ltd. | 1089 | 72315 |
|  | Carasso Motors Ltd. | 7213 | 55551 |
|  | Castro Model Ltd. | 415 | 18155 |
| \* | Cellcom Israel Ltd. <br> (CEL IT)<br>| 21259 | 134621 |
| \* | Cellcom Israel Ltd. <br> (CELJF US)<br>| 6437 | 42227 |
|  | Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 14933 | 409734 |
| \* | Compugen Ltd. | 8054 | 11605 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 1201 | 129798 |
|  | Danya Cebus Ltd. | 1180 | 34045 |
| \* | Delek Automotive <br> Systems Ltd.<br>| 5959 | 42946 |
|  | Delta Galil Ltd. | 3106 | 146458 |
|  | Delta Israel Brands <br> Ltd.<br>| 688 | 15512 |
|  | Diplomat Holdings <br> Ltd.<br>| 1213 | 13962 |
| # | Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 295 | 43909 |
| \* | Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 859 | 27807 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 19705 | 65589 |
|  | Duniec Brothers Ltd. | 393 | 23703 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | El Al Israel Airlines | 57581 | $175997 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 3023 | 83255 |
|  | Electra Ltd. | 372 | 196784 |
|  | Electra Real Estate <br> Ltd.<br>| 4087 | 50718 |
| \* | Ellomay Capital Ltd. | 460 | 6699 |
|  | Energix-Renewable <br> Energies Ltd.<br>| 15642 | 46326 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 5996 | 97116 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 2462 | 40155 |
| \* | Fattal Holdings 1998 <br> Ltd.<br>| 1482 | 193543 |
|  | First International <br> Bank of Israel Ltd.<br>| 10254 | 563194 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 2553 | 225407 |
|  | Fox Wizel Ltd. | 2332 | 196139 |
|  | Gav-Yam Lands Corp. <br> Ltd.<br>| 5971 | 53090 |
| \* | Gilat Satellite <br> Networks Ltd.<br>| 5876 | 37273 |
| \* | Hagag Group Real <br> Estate <br> Development<br>| 10027 | 46102 |
| \* | Hamat Group Ltd. | 2290 | 8418 |
|  | Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 29089 | 483516 |
|  | Hilan Ltd. | 3637 | 232206 |
|  | Hiper Global Ltd. | 1400 | 6060 |
|  | ICL Group Ltd. | 35210 | 235042 |
|  | IDI Insurance Co. Ltd. | 2482 | 116236 |
| \* | IES Holdings Ltd. | 780 | 46474 |
|  | Ilex Medical Ltd. | 1313 | 21755 |
|  | Inrom Construction <br> Industries Ltd.<br>| 27460 | 115091 |
|  | Isracard Ltd. | 48798 | 229801 |
|  | Israel Canada TR <br> Ltd.<br>| 12284 | 39984 |
|  | Israel Discount Bank <br> Ltd., Class A<br>| 179862 | 1343476 |
|  | Isras Investment Co. <br> Ltd.<br>| 461 | 99421 |
|  | Issta Ltd. | 2216 | 50753 |
| \* | Kamada Ltd. (KMDA <br> US)<br>| 4706 | 30448 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 14025 | $20549 |
|  | Kerur Holdings Ltd. | 1414 | 30353 |
|  | Kvutzat Acro Ltd. | 4440 | 60019 |
|  | Lahav L.R. Real <br> Estate Ltd.<br>| 8287 | 10787 |
|  | Land Development <br> Nimrodi Group Ltd.<br>| 4449 | 34959 |
|  | Lapidoth Capital Ltd. | 1546 | 26652 |
|  | M Yochananof & Sons <br> Ltd.<br>| 1345 | 90964 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 1344 | 18587 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 8879 | 122885 |
| \* | Malam - Team Ltd. | 1640 | 33503 |
|  | Matrix IT Ltd. | 7710 | 188718 |
|  | Max Stock Ltd. | 21164 | 80866 |
|  | Maytronics Ltd. | 11731 | 13264 |
|  | Mediterranean Towers <br> Ltd.<br>| 22942 | 69462 |
|  | Mega Or Holdings <br> Ltd.<br>| 3782 | 128596 |
|  | Meitav Investment <br> House Ltd.<br>| 11785 | 151829 |
|  | Melisron Ltd. | 1210 | 102944 |
|  | MENIF - Financial <br> Services Ltd.<br>| 6316 | 32218 |
|  | Menora Mivtachim <br> Holdings Ltd.<br>| 7969 | 422094 |
| # | Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 499 | 52928 |
|  | Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 83723 | 161016 |
|  | Mivne Real Estate KD <br> Ltd.<br>| 47260 | 137894 |
|  | Mivtach Shamir <br> Holdings Ltd.<br>| 1957 | 135471 |
|  | Mizrahi Tefahot Bank <br> Ltd.<br>| 14841 | 751511 |
|  | Nawi Group Ltd. | 4936 | 67353 |
| \* | Nayax Ltd. | 635 | 26660 |
|  | Neto Malinda Trading <br> Ltd.<br>| 1892 | 57229 |
|  | Next Vision Stabilized <br> Systems Ltd.<br>| 11263 | 296689 |
| #\* | Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 704 | 109722 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Novolog Ltd. | 79428 | $33092 |
|  | Oil Refineries Ltd. | 645525 | 162075 |
|  | One Software <br> Technologies Ltd.<br>| 9525 | 179948 |
| \* | OY Nofar Energy Ltd. | 1061 | 24833 |
|  | Palram Industries <br> 1990 Ltd.<br>| 3125 | 66493 |
|  | Partner <br> Communications <br> Co. Ltd.<br>| 34935 | 232098 |
|  | Paz Retail & Energy <br> Ltd.<br>| 2321 | 327684 |
| \* | Perion Network Ltd. | 4225 | 39877 |
|  | Phoenix Financial <br> Ltd.<br>| 37410 | 736717 |
|  | Plasson Industries <br> Ltd.<br>| 828 | 45435 |
|  | Plus500 Ltd. | 23923 | 980659 |
|  | Polyram Plastic <br> Industries Ltd.<br>| 4428 | 12009 |
|  | Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 1402 | 36128 |
| \* | Priortech Ltd. | 1092 | 44363 |
|  | Qualitau Ltd. | 1064 | 59761 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 2025 | 154934 |
|  | Retailors Ltd. | 4002 | 82602 |
|  | Sano-Brunos <br> Enterprises Ltd.<br>| 96 | 8497 |
| \* | Scope Metals Group <br> Ltd.<br>| 1610 | 55648 |
|  | Shapir Engineering & <br> Industry Ltd.<br>| 7544 | 52624 |
| \* | Shikun & Binui Ltd. | 51954 | 170200 |
|  | Shufersal Ltd. | 23398 | 219072 |
|  | Strauss Group Ltd. | 2166 | 49022 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 9319 | 137464 |
|  | Tadiran Group Ltd. | 810 | 44969 |
| Ω | Tamar Petroleum Ltd. | 19353 | 182864 |
|  | Tel Aviv Stock <br> Exchange Ltd.<br>| 18409 | 226344 |
|  | Telsys Ltd. | 691 | 32558 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 11482 | 24132 |
| #\* | Tower Semiconductor <br> Ltd. (TSEM US)<br>| 3594 | 128593 |
| \* | Veridis Environment <br> Ltd.<br>| 1798 | 11599 |
|  | Victory Supermarket <br> Chain Ltd.<br>| 1493 | 17861 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | YD More Investments <br> Ltd.<br>| 4998 | $22232 |
|  | YH Dimri Construction <br> & Development <br> Ltd.<br>| 776 | 65479 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 19488587 |
| ITALY — (3.0%) | ITALY — (3.0%) | ITALY — (3.0%) | ITALY — (3.0%) |
|  | A2A SpA | 409121 | 1040505 |
|  | ACEA SpA | 11720 | 275334 |
|  | Amplifon SpA | 28244 | 540560 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 37922 | 92299 |
|  | Ascopiave SpA | 14613 | 54687 |
|  | Avio SpA | 3017 | 65568 |
|  | Azimut Holding SpA | 29900 | 830895 |
|  | B&C Speakers SpA | 589 | 10184 |
|  | Banca Generali SpA | 15290 | 907121 |
|  | Banca IFIS SpA | 6866 | 172036 |
|  | Banca Mediolanum <br> SpA<br>| 47792 | 714484 |
|  | Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 256850 | 2172123 |
|  | Banca Popolare di <br> Sondrio SpA<br>| 128084 | 1605005 |
| # | Banca Profilo SpA | 37962 | 7825 |
| Ω | Banca Sistema SpA | 9819 | 18396 |
|  | Banco BPM SpA | 377363 | 4212321 |
|  | Banco di Desio e della <br> Brianza SpA<br>| 11470 | 98408 |
|  | BasicNet SpA | 6151 | 51665 |
| Ω | BFF Bank SpA | 41868 | 396649 |
| # | Biesse SpA | 2266 | 18140 |
| # | BPER Banca SpA | 269943 | 2192500 |
| # | Brunello Cucinelli <br> SpA<br>| 8745 | 987308 |
|  | Cairo Communication <br> SpA<br>| 20643 | 67435 |
| Ω | Carel Industries SpA | 4190 | 83978 |
|  | Cembre SpA | 582 | 32186 |
| \* | CIR SpA-Compagnie <br> Industriali<br>| 209979 | 139312 |
|  | Credito Emiliano SpA | 27465 | 377583 |
| # | Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 3400 | 117098 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 11141 | 301533 |
|  | Datalogic SpA | 3606 | 17446 |
| \*Ω | doValue SpA | 26796 | 55247 |
| Ω | Enav SpA | 21073 | 93315 |
|  | Enel SpA | 505273 | 4380198 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | ERG SpA | 9914 | $202818 |
| \* | Esprinet SpA | 8722 | 52087 |
|  | Fiera Milano SpA | 3280 | 19073 |
|  | Fila SpA | 9103 | 118596 |
|  | FinecoBank Banca <br> Fineco SpA<br>| 114763 | 2296514 |
|  | FNM SpA | 35502 | 16092 |
|  | Gefran SpA | 1074 | 11114 |
| # | Generali | 18393 | 672222 |
|  | GPI SpA | 1707 | 17827 |
|  | Hera SpA | 216836 | 1026551 |
| # | IMMSI SpA | 64785 | 36662 |
| Ω | Infrastrutture Wireless <br> Italiane SpA<br>| 16398 | 195827 |
|  | Intercos SpA | 5718 | 86068 |
|  | Intesa Sanpaolo SpA | 538604 | 2875223 |
|  | Iren SpA | 97016 | 276974 |
|  | Italgas SpA | 74604 | 612948 |
|  | Italmobiliare SpA | 3275 | 91181 |
|  | LU-VE SpA | 828 | 26786 |
|  | Maire SpA | 33875 | 365869 |
| # | MARR SpA | 2701 | 29879 |
|  | Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 93031 | 1902858 |
|  | Moltiply Group SpA | 3541 | 175462 |
|  | Moncler SpA | 25487 | 1573080 |
| #\*Ω | Nexi SpA | 105470 | 616056 |
|  | Orsero SpA | 1785 | 26530 |
| Ω | OVS SpA | 81946 | 295765 |
|  | Pharmanutra SpA | 1008 | 61737 |
| # | Piaggio & C SpA | 53220 | 104474 |
| Ω | Pirelli & C SpA | 88579 | 547640 |
| Ω | Poste Italiane SpA | 26999 | 548004 |
|  | PRADA SpA | 48700 | 304076 |
|  | Prysmian SpA | 28961 | 1590892 |
| Ω | RAI Way SpA | 27860 | 190825 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 14559 | 859102 |
|  | Reply SpA | 4000 | 714118 |
|  | Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 41995 | 46755 |
|  | Sabaf SpA | 2130 | 36170 |
| #\* | Safilo Group SpA | 36873 | 30150 |
| #\* | Saipem SpA | 450815 | 1041369 |
| # | Salvatore Ferragamo <br> SpA<br>| 6190 | 38783 |
| # | Sanlorenzo SpA | 2888 | 92715 |
|  | Sesa SpA | 1573 | 132949 |
|  | Snam SpA | 163809 | 940178 |
| # | Sogefi SpA | 18975 | 44626 |
|  | SOL SpA | 6774 | 309278 |
|  | Spaxs SpA | 14028 | 55412 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Tamburi Investment <br> Partners SpA<br>| 17532 | $150084 |
| Ω | Technogym SpA | 24854 | 335848 |
| \* | Telecom Italia SpA <br> (TIT IM)<br>| 2651006 | 1049889 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 322808 | 143575 |
|  | Terna - Rete Elettrica <br> Nazionale<br>| 96238 | 956972 |
|  | Tinexta SpA | 1733 | 18481 |
|  | TXT e-solutions SpA | 1568 | 56054 |
|  | UniCredit SpA | 101131 | 5883900 |
| # | Webuild SpA | 86704 | 314568 |
| # | Wiit SpA | 2849 | 49896 |
| # | Zignago Vetro SpA | 1055 | 10613 |
| TOTAL ITALY | TOTAL ITALY |  | 52408539 |
| JAPAN — (21.9%) | JAPAN — (21.9%) | JAPAN — (21.9%) | JAPAN — (21.9%) |
|  | &Do Holdings Co. <br> Ltd.<br>| 1200 | 11481 |
|  | 77 Bank Ltd. | 15000 | 470112 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 7100 | 88861 |
|  | AB & Company Co. <br> Ltd.<br>| 4100 | 26013 |
|  | ABC-Mart, Inc. | 15700 | 291988 |
| # | Achilles Corp. | 3200 | 30188 |
|  | Acom Co. Ltd. | 73300 | 205394 |
| # | AD Works Group Co. <br> Ltd.<br>| 15000 | 27758 |
|  | Adastria Co. Ltd. | 6980 | 142615 |
|  | ADEKA Corp. | 19700 | 355130 |
| # | Ad-sol Nissin Corp. | 4800 | 33943 |
|  | Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 900 | 7338 |
|  | Advan Group Co. Ltd. | 4200 | 23910 |
|  | Advanced Media, Inc. | 2400 | 14845 |
|  | Advantest Corp. | 42000 | 1757109 |
|  | Aeon Co. Ltd. | 41365 | 1223226 |
|  | Aeon Fantasy Co. <br> Ltd.<br>| 2300 | 37903 |
|  | AEON Financial <br> Service Co. Ltd.<br>| 28100 | 232526 |
|  | Aeon Hokkaido Corp. | 10400 | 63675 |
| # | Aeon Kyushu Co. Ltd. | 700 | 12435 |
|  | Aeon Mall Co. Ltd. | 9500 | 182282 |
|  | AFC-HD AMS Life <br> Science Co. Ltd.<br>| 2200 | 13143 |
|  | AGC, Inc. | 20900 | 652538 |
| # | Ahresty Corp. | 8100 | 37135 |
|  | Ai Holdings Corp. | 1800 | 26637 |
|  | Aica Kogyo Co. Ltd. | 13900 | 322262 |
|  | Aichi Corp. | 7300 | 65697 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Aichi Financial Group, <br> Inc.<br>| 4226 | $80971 |
| # | Aichi Steel Corp. | 2900 | 170928 |
|  | Aichi Tokei Denki Co. <br> Ltd.<br>| 2400 | 33039 |
|  | Aida Engineering Ltd. | 11581 | 71867 |
|  | Aiful Corp. | 74100 | 185125 |
| # | Ain Holdings, Inc. | 7688 | 296329 |
|  | Aiphone Co. Ltd. | 3100 | 54568 |
|  | Air Water, Inc. | 47114 | 642465 |
| # | Airman Corp. | 6000 | 77971 |
| # | Airport Facilities Co. <br> Ltd.<br>| 6100 | 28533 |
|  | Airtech Japan Ltd. | 2100 | 15498 |
|  | Airtrip Corp. | 3100 | 20483 |
|  | Aisan Industry Co. <br> Ltd.<br>| 14900 | 201375 |
|  | Aisin Corp. | 51054 | 648453 |
| # | AIT Corp. | 2000 | 24576 |
|  | Ajis Co. Ltd. | 1100 | 19836 |
|  | Akatsuki Corp. | 11800 | 40246 |
|  | Akatsuki, Inc. | 2300 | 56080 |
| #\* | Akebono Brake <br> Industry Co. Ltd.<br>| 46500 | 33552 |
|  | Akita Bank Ltd. | 4100 | 70182 |
|  | Albis Co. Ltd. | 1568 | 32659 |
|  | Alconix Corp. | 8300 | 89642 |
|  | Alfresa Holdings <br> Corp.<br>| 28100 | 424201 |
|  | Alinco, Inc. | 3800 | 26797 |
| # | Alleanza Holdings Co. <br> Ltd.<br>| 4300 | 31245 |
|  | Alpen Co. Ltd. | 4700 | 78328 |
| # | Alpha Systems, Inc. | 1300 | 29743 |
|  | Alps Alpine Co. Ltd. | 44730 | 454378 |
|  | Altech Corp. | 4530 | 85090 |
|  | Amada Co. Ltd. | 64800 | 648844 |
|  | Amano Corp. | 13900 | 404714 |
| # | Amuse, Inc. | 3100 | 35192 |
| # | Amvis Holdings, Inc. | 9400 | 30268 |
|  | ANA Holdings, Inc. | 9100 | 174806 |
|  | Anabuki Kosan, Inc. | 1000 | 15400 |
|  | Anest Iwata Corp. | 6600 | 51585 |
|  | Anicom Holdings, Inc. | 21900 | 91418 |
|  | Anycolor, Inc. | 4100 | 105713 |
|  | AOKI Holdings, Inc. | 9700 | 86433 |
|  | Aoyama Trading Co. <br> Ltd.<br>| 11300 | 162271 |
| # | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 3600 | 48697 |
| # | Aozora Bank Ltd. | 17500 | 241623 |
|  | Arakawa Chemical <br> Industries Ltd.<br>| 4300 | 31974 |
|  | Arata Corp. | 7800 | 173813 |
|  | ARCLANDS Corp. | 6609 | 80340 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Arcs Co. Ltd. | 10100 | $203199 |
|  | ARE Holdings, Inc. | 21200 | 263391 |
|  | Arealink Co. Ltd. | 5200 | 79996 |
|  | Argo Graphics, Inc. | 3000 | 106065 |
|  | Artience Co. Ltd. | 9100 | 187794 |
|  | Artnature, Inc. | 5000 | 27999 |
| # | Artner Co. Ltd. | 1800 | 23715 |
|  | As One Corp. | 10500 | 166411 |
|  | Asahi Co. Ltd. | 4900 | 47415 |
|  | Asahi Diamond <br> Industrial Co. Ltd.<br>| 14894 | 76994 |
|  | Asahi Intecc Co. Ltd. | 22400 | 344395 |
|  | Asahi Kasei Corp. | 222683 | 1551820 |
| # | Asahi Kogyosha Co. <br> Ltd.<br>| 4304 | 64273 |
|  | Asahi Net, Inc. | 6100 | 29565 |
|  | Asahi Printing Co. <br> Ltd.<br>| 3300 | 20077 |
| # | Asahi Yukizai Corp. | 3400 | 89116 |
|  | Asanuma Corp. | 13000 | 68409 |
|  | Ashimori Industry Co. <br> Ltd.<br>| 1600 | 30096 |
|  | Asia Pile Holdings <br> Corp.<br>| 8400 | 52993 |
|  | Asics Corp. | 50000 | 1074702 |
| # | ASKUL Corp. | 10300 | 109628 |
|  | Astena Holdings Co. <br> Ltd.<br>| 9400 | 31821 |
|  | Atrae, Inc. | 4000 | 19684 |
| # | Aucnet, Inc. | 5000 | 43514 |
|  | Autobacs Seven Co. <br> Ltd.<br>| 17900 | 185757 |
|  | Avant Group Corp. | 4800 | 59848 |
|  | Avex, Inc. | 7900 | 72893 |
|  | Awa Bank Ltd. | 8500 | 163418 |
|  | Axell Corp. | 2200 | 16217 |
|  | Axial Retailing, Inc. | 19896 | 151350 |
|  | Azbil Corp. | 55600 | 478788 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 14800 | 136910 |
|  | AZOOM Co. Ltd. | 600 | 32822 |
|  | Bandai Namco <br> Holdings, Inc.<br>| 38700 | 1344922 |
|  | Bando Chemical <br> Industries Ltd.<br>| 9300 | 97209 |
|  | Bank of Iwate Ltd. | 4200 | 85806 |
|  | Bank of Nagoya Ltd. | 2999 | 157899 |
|  | Bank of Saga Ltd. | 3800 | 58109 |
|  | Bank of the Ryukyus <br> Ltd.<br>| 11900 | 90320 |
|  | Base Co. Ltd. | 2200 | 47830 |
| \* | baudroie, Inc. | 900 | 35729 |
|  | BayCurrent, Inc. | 17600 | 948351 |
| # | Beauty Garage, Inc. | 1600 | 16738 |
| # | Beenos, Inc. | 2000 | 55947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Belc Co. Ltd. | 2900 | $143411 |
|  | Bell System24 <br> Holdings, Inc.<br>| 8100 | 67033 |
|  | Belluna Co. Ltd. | 13600 | 93213 |
| # | Bewith, Inc. | 1100 | 12948 |
|  | Bic Camera, Inc. | 19600 | 210182 |
|  | BIPROGY, Inc. | 16300 | 532328 |
|  | B-Lot Co. Ltd. | 1500 | 13860 |
|  | BML, Inc. | 5904 | 123147 |
| # | Bookoff Group <br> Holdings Ltd.<br>| 3100 | 32638 |
|  | Bourbon Corp. | 2500 | 46883 |
| # | Br Holdings Corp. | 4200 | 9896 |
|  | B-R31 Ice Cream Co. <br> Ltd.<br>| 400 | 11415 |
| # | BrainPad, Inc. | 3500 | 25987 |
|  | Bridgestone Corp. | 52600 | 2199477 |
|  | Brother Industries <br> Ltd.<br>| 41000 | 720516 |
|  | Buffalo, Inc. | 1500 | 21709 |
| # | Bull-Dog Sauce Co. <br> Ltd.<br>| 2700 | 32938 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 12000 | 171795 |
| # | Business Brain <br> Showa-Ota, Inc.<br>| 3800 | 71866 |
|  | Business Engineering <br> Corp.<br>| 1400 | 37310 |
|  | C Uyemura & Co. <br> Ltd.<br>| 2600 | 168261 |
|  | CAC Holdings Corp. | 3200 | 46380 |
|  | Calbee, Inc. | 14200 | 285630 |
|  | Canon Electronics, <br> Inc.<br>| 3800 | 61930 |
|  | Canon Marketing <br> Japan, Inc.<br>| 9600 | 339839 |
| # | Canon, Inc. (7751 JP) | 24400 | 752977 |
|  | Capcom Co. Ltd. | 33200 | 961157 |
|  | Career Design Center <br> Co. Ltd.<br>| 1000 | 12542 |
| # | Careerlink Co. Ltd. | 1300 | 19514 |
| # | Carenet, Inc. | 8500 | 43795 |
|  | Carlit Co. Ltd. | 6900 | 51822 |
|  | Casio Computer Co. <br> Ltd.<br>| 5600 | 43795 |
|  | Cawachi Ltd. | 3900 | 76389 |
| # | CDS Co. Ltd. | 1000 | 12861 |
| # | Celsys, Inc. | 6800 | 61805 |
|  | Central Automotive <br> Products Ltd.<br>| 11400 | 135050 |
|  | Central Glass Co. <br> Ltd.<br>| 9100 | 190391 |
|  | Central Japan Railway <br> Co.<br>| 20160 | 424244 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Central Security <br> Patrols Co. Ltd.<br>| 2200 | $41524 |
| # | Central Sports Co. <br> Ltd.<br>| 1200 | 20168 |
| # | Change Holdings, <br> Inc.<br>| 10100 | 95897 |
|  | Charm Care Corp. <br> KK<br>| 4200 | 37080 |
|  | Chiba Bank Ltd.  | 52300 | 465024 |
| # | Chiba Kogyo Bank <br> Ltd.<br>| 14600 | 126861 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 1900 | 17111 |
| # | Chino Corp. | 2100 | 28212 |
|  | Chiyoda Co. Ltd. | 6500 | 55635 |
|  | Chiyoda Integre Co. <br> Ltd.<br>| 2800 | 53135 |
|  | Chofu Seisakusho Co. <br> Ltd.<br>| 5739 | 72389 |
|  | Chori Co. Ltd. | 3300 | 83714 |
|  | Chubu Shiryo Co. <br> Ltd.<br>| 6500 | 65071 |
|  | Chudenko Corp. | 7100 | 174589 |
|  | Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 2300 | 24482 |
|  | Chugai Ro Co. Ltd. | 1400 | 37190 |
|  | Chugin Financial <br> Group, Inc.<br>| 36800 | 413415 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 8500 | 123460 |
| # | Chuo Spring Co. Ltd. | 5000 | 51463 |
| # | Chuo Warehouse Co. <br> Ltd.<br>| 3700 | 37485 |
|  | Citizen Watch Co. <br> Ltd.<br>| 71300 | 412438 |
|  | CKD Corp. | 10000 | 145762 |
|  | CK-San-Etsu Co. Ltd. | 2100 | 54300 |
|  | Cleanup Corp. | 9300 | 42058 |
|  | CMK Corp. | 12600 | 34860 |
|  | Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 21442 | 402836 |
|  | COLOPL, Inc. | 15400 | 51090 |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 3300 | 49156 |
|  | Computer Institute of <br> Japan Ltd.<br>| 10800 | 35251 |
|  | COMSYS Holdings <br> Corp.<br>| 21064 | 466864 |
|  | Comture Corp. | 5100 | 59592 |
|  | Concordia Financial <br> Group Ltd.<br>| 135732 | 877908 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 1900 | 22260 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | Core Concept <br> Technologies, Inc.<br>| 1100 | $8001 |
| # | Core Corp. | 1800 | 22278 |
|  | Corona Corp. | 3800 | 24469 |
| # | Cosel Co. Ltd. | 7400 | 55757 |
|  | Cosmo Energy <br> Holdings Co. Ltd.<br>| 17100 | 701819 |
|  | Cosmos Initia Co. <br> Ltd.<br>| 2100 | 17955 |
|  | Cosmos <br> Pharmaceutical <br> Corp.<br>| 7100 | 456811 |
| # | Cota Co. Ltd. | 4697 | 46977 |
| \* | Cover Corp. | 5900 | 90459 |
|  | CREAL, Inc. | 500 | 18167 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 5800 | 56542 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 6300 | 134231 |
|  | Credit Saison Co. <br> Ltd.<br>| 35671 | 833022 |
|  | Creek & River Co. <br> Ltd.<br>| 2900 | 31427 |
|  | Cresco Ltd. | 8400 | 70592 |
|  | Cross Cat Co. Ltd. | 1600 | 11745 |
|  | CrowdWorks, Inc. | 1200 | 9491 |
|  | CTI Engineering Co. <br> Ltd.<br>| 6600 | 110115 |
|  | CTS Co. Ltd. | 8400 | 47117 |
|  | Curves Holdings Co. <br> Ltd.<br>| 11900 | 57649 |
| #\* | Cyber Security Cloud, <br> Inc.<br>| 1900 | 22776 |
|  | CyberAgent, Inc. | 26600 | 227697 |
|  | Cybozu, Inc. | 5500 | 114077 |
|  | Dai Nippon Printing <br> Co. Ltd.<br>| 35600 | 496219 |
|  | Dai Nippon Toryo Co. <br> Ltd.<br>| 5000 | 44469 |
|  | Dai-Dan Co. Ltd. | 6200 | 180224 |
|  | Daido Metal Co. Ltd. | 11700 | 40583 |
|  | Daido Steel Co. Ltd. | 36300 | 273518 |
| # | Daiei Kankyo Co. Ltd. | 4700 | 96289 |
|  | Daifuku Co. Ltd. | 22800 | 603162 |
| # | Daihatsu Diesel <br> Manufacturing Co. <br> Ltd.<br>| 4800 | 60567 |
|  | Daiho Corp. | 10500 | 58898 |
|  | Dai-Ichi Cutter Kogyo <br> KK<br>| 2000 | 19422 |
|  | Daiichi Jitsugyo Co. <br> Ltd.<br>| 4800 | 76815 |
|  | Daiichi Kensetsu <br> Corp.<br>| 3200 | 58181 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 5600 | $26329 |
|  | Dai-ichi Life Holdings, <br> Inc.<br>| 200500 | 1447700 |
|  | Daiichikosho Co. Ltd. | 18300 | 214017 |
|  | Daiken Medical Co. <br> Ltd.<br>| 2900 | 9674 |
|  | Daiki Aluminium <br> Industry Co. Ltd.<br>| 9000 | 59096 |
|  | Daikin Industries Ltd. | 13600 | 1549356 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 1700 | 90234 |
|  | Daikyonishikawa <br> Corp.<br>| 10584 | 42239 |
|  | Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 3800 | 80502 |
|  | Daio Paper Corp. | 24800 | 158224 |
|  | Daiseki Co. Ltd. | 10180 | 259445 |
|  | Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 23400 | 512319 |
|  | Daishinku Corp. | 7600 | 27759 |
|  | Daisue Construction <br> Co. Ltd.<br>| 2500 | 35865 |
|  | Daito Pharmaceutical <br> Co. Ltd.<br>| 3740 | 54519 |
|  | Daito Trust <br> Construction Co. <br> Ltd.<br>| 5800 | 645755 |
|  | Daitron Co. Ltd. | 2500 | 55932 |
|  | Daiwa House Industry <br> Co. Ltd.<br>| 101700 | 3679803 |
|  | Daiwa Industries Ltd. | 7900 | 90492 |
|  | Daiwa Securities <br> Group, Inc.<br>| 125604 | 825962 |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 24600 | 416552 |
|  | DCM Holdings Co. <br> Ltd.<br>| 31600 | 300471 |
| #\* | DD GROUP Co. Ltd. | 1800 | 15561 |
|  | Dear Life Co. Ltd. | 7200 | 56211 |
| \* | Demae-Can Co. Ltd. | 5300 | 8867 |
| # | Denka Co. Ltd. | 21100 | 287950 |
| # | Densan System <br> Holdings Co. Ltd.<br>| 1800 | 31477 |
|  | Denso Corp. | 48200 | 622355 |
|  | Dentsu Group, Inc. | 13074 | 274111 |
|  | Dentsu Soken, Inc. | 5300 | 232098 |
| # | Denyo Co. Ltd. | 5000 | 82366 |
|  | Dexerials Corp. | 43200 | 507559 |
|  | DIC Corp. | 19265 | 375954 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Digital Arts, Inc. | 2400 | $118784 |
| # | Digital Hearts <br> Holdings Co. Ltd.<br>| 3400 | 23599 |
|  | Digital Holdings, Inc. | 4300 | 41636 |
|  | Digital Information <br> Technologies Corp.<br>| 2300 | 39333 |
|  | Dip Corp. | 8100 | 117697 |
|  | Disco Corp. | 5100 | 986745 |
|  | DKK Co. Ltd. | 2700 | 35752 |
| # | DKS Co. Ltd. | 1400 | 25815 |
|  | DMG Mori Co. Ltd. | 31900 | 554477 |
|  | DMS, Inc. | 1100 | 22302 |
|  | Doshisha Co. Ltd. | 6800 | 106573 |
|  | Double Standard, Inc. | 1600 | 16666 |
|  | Doutor Nichires <br> Holdings Co. Ltd.<br>| 8000 | 149844 |
|  | Dowa Holdings Co. <br> Ltd.<br>| 12800 | 410683 |
|  | DTS Corp. | 7500 | 213314 |
|  | Duskin Co. Ltd. | 7800 | 205029 |
| # | DyDo Group Holdings, <br> Inc.<br>| 4000 | 81740 |
|  | Eagle Industry Co. <br> Ltd.<br>| 5900 | 76030 |
|  | Earth Corp. | 500 | 18005 |
|  | EAT&HOLDINGS Co. <br> Ltd.<br>| 1800 | 26131 |
|  | Ebara Corp. | 74900 | 1125131 |
|  | Ebara Foods Industry, <br> Inc.<br>| 1600 | 29873 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 1900 | 47615 |
|  | Ebase Co. Ltd. | 3000 | 11214 |
| # | Eco's Co. Ltd. | 2800 | 47902 |
|  | EDION Corp. | 19900 | 265564 |
|  | eGuarantee, Inc. | 6800 | 84349 |
|  | Ehime Bank Ltd. | 9500 | 69319 |
|  | Eizo Corp. | 8400 | 120185 |
| # | EJ Holdings, Inc. | 3000 | 33863 |
|  | Elan Corp. | 1701 | 8578 |
|  | Elecom Co. Ltd. | 10700 | 125547 |
| # | EM Systems Co. Ltd. | 5900 | 31110 |
|  | en Japan, Inc. | 7900 | 90711 |
|  | Endo Lighting Corp. | 3700 | 40308 |
|  | ENEOS Holdings, <br> Inc.<br>| 436400 | 2100929 |
| # | Enplas Corp. | 1500 | 42486 |
| # | eRex Co. Ltd. | 5300 | 31128 |
|  | ERI Holdings Co. Ltd. | 900 | 13649 |
|  | ES-Con Japan Ltd. | 8500 | 63286 |
| # | Eslead Corp. | 2600 | 77399 |
|  | ESPEC Corp. | 4900 | 78238 |
|  | Exedy Corp. | 8300 | 249240 |
|  | EXEO Group, Inc. | 39338 | 459355 |
|  | Ezaki Glico Co. Ltd. | 9900 | 326624 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FALCO HOLDINGS <br> Co. Ltd.<br>| 2800 | $45422 |
|  | FANUC Corp. | 7634 | 193748 |
|  | Fast Fitness Japan, <br> Inc.<br>| 1300 | 13553 |
|  | Fast Retailing Co. <br> Ltd.<br>| 7500 | 2467086 |
|  | FCC Co. Ltd. | 9400 | 192872 |
| \* | FDK Corp. | 600 | 1599 |
|  | Feed One Co. Ltd. | 9400 | 59688 |
|  | Ferrotec Holdings <br> Corp.<br>| 12900 | 222711 |
|  | Fibergate, Inc. | 1300 | 9009 |
|  | FIDEA Holdings Co. <br> Ltd.<br>| 4770 | 50079 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 15800 | 249342 |
|  | FINDEX, Inc. | 2900 | 14269 |
| # | Fintech Global, Inc. | 54700 | 42569 |
| # | First Bank of Toyama <br> Ltd.<br>| 13200 | 101727 |
| # | Fixstars Corp. | 7900 | 97054 |
|  | FJ Next Holdings Co. <br> Ltd.<br>| 6900 | 58495 |
| # | Focus Systems Corp. | 1800 | 14003 |
|  | Food & Life Cos. Ltd. | 25700 | 951034 |
|  | Forum Engineering, <br> Inc.<br>| 5400 | 39545 |
| # | Forval Corp. | 500 | 5116 |
|  | Foster Electric Co. <br> Ltd.<br>| 4700 | 40013 |
|  | FP Corp. | 12400 | 267396 |
| # | FP Partner, Inc. | 1800 | 30871 |
|  | France Bed Holdings <br> Co. Ltd.<br>| 6600 | 58936 |
| # | Freebit Co. Ltd. | 2300 | 24487 |
|  | FTGroup Co. Ltd. | 1500 | 11483 |
|  | Fudo Tetra Corp. | 3690 | 60311 |
|  | Fuji Co. Ltd. | 10100 | 147557 |
|  | Fuji Corp. (6134 JP) | 16600 | 246859 |
|  | Fuji Corp. (7605 JP) | 3600 | 48631 |
|  | Fuji Corp. Ltd. | 7000 | 34505 |
|  | Fuji Electric Co. Ltd. | 17723 | 788084 |
|  | Fuji Kosan Co. Ltd. | 1400 | 13097 |
|  | Fuji Kyuko Co. Ltd. | 5699 | 83162 |
|  | Fuji Media Holdings, <br> Inc.<br>| 8800 | 182225 |
|  | Fuji Oil Co. Ltd. | 13000 | 25221 |
|  | Fuji Seal International, <br> Inc.<br>| 9637 | 172069 |
|  | Fuji Soft, Inc. | 5100 | 350234 |
|  | Fujibo Holdings, Inc. | 2157 | 75174 |
|  | Fujicco Co. Ltd. | 4500 | 51115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FUJIFILM Holdings <br> Corp.<br>| 34200 | $700497 |
|  | Fujikura Composites, <br> Inc.<br>| 4800 | 44620 |
| # | Fujikura Kasei Co. <br> Ltd.<br>| 8100 | 27022 |
|  | Fujikura Ltd. | 34400 | 1279916 |
|  | Fujimi, Inc. | 6100 | 79845 |
| # | Fujio Food Group, <br> Inc.<br>| 2600 | 21866 |
|  | Fujita Kanko, Inc. | 1600 | 101063 |
|  | Fujitsu Ltd. | 109000 | 2421484 |
| # | Fujiya Co. Ltd. | 801 | 13219 |
| # | FuKoKu Co. Ltd. | 2600 | 29275 |
|  | Fukuda Corp. | 2000 | 74494 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 4400 | 186735 |
|  | Fukui Bank Ltd. | 5600 | 68784 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 3300 | 81561 |
|  | Fukuoka Financial <br> Group, Inc.<br>| 24328 | 642752 |
|  | Fukuyama <br> Transporting Co. <br> Ltd.<br>| 4800 | 119093 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 5800 | 64928 |
|  | Fumakilla Ltd. | 1300 | 10080 |
|  | Funai Soken Holdings, <br> Inc.<br>| 8480 | 135568 |
|  | Furukawa Co. Ltd. | 7400 | 109445 |
|  | Furuno Electric Co. <br> Ltd.<br>| 7300 | 130080 |
|  | Furuya Metal Co. Ltd. | 1000 | 18010 |
|  | Furyu Corp. | 5800 | 37899 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 4900 | 118900 |
| # | Fuso Pharmaceutical <br> Industries Ltd.<br>| 1700 | 28597 |
| # | Futaba Corp. | 12100 | 43065 |
|  | Futaba Industrial Co. <br> Ltd.<br>| 17500 | 96845 |
|  | Future Corp. | 10800 | 136179 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 15600 | 435310 |
|  | G-7 Holdings, Inc. | 7500 | 74901 |
| \* | GA Technologies Co. <br> Ltd.<br>| 3900 | 39172 |
|  | Gakken Holdings Co. <br> Ltd.<br>| 11700 | 82509 |
|  | Gakkyusha Co. Ltd. | 1500 | 22987 |
| # | Gakujo Co. Ltd. | 1000 | 11663 |
|  | Galilei Co. Ltd. | 5200 | 104349 |
|  | Gecoss Corp. | 3900 | 31857 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Genki Global Dining <br> Concepts Corp.<br>| 2400 | $55375 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 4800 | 123086 |
|  | Geo Holdings Corp. | 8000 | 108794 |
| # | Gift Holdings, Inc. | 2200 | 55804 |
|  | giftee, Inc. | 4200 | 45640 |
| # | GLOBERIDE, Inc. | 5900 | 77367 |
|  | Glory Ltd. | 10900 | 191924 |
|  | GLtechno Holdings, <br> Inc.<br>| 3780 | 74068 |
|  | GMO Financial Gate, <br> Inc.<br>| 1200 | 44974 |
|  | GMO Financial <br> Holdings, Inc.<br>| 10400 | 55986 |
|  | GMO GlobalSign <br> Holdings KK<br>| 1600 | 24846 |
|  | GMO internet group, <br> Inc.<br>| 15200 | 357432 |
|  | GMO Payment <br> Gateway, Inc.<br>| 6200 | 388326 |
| #\* | GNI Group Ltd. | 10900 | 180451 |
|  | Godo Steel Ltd. | 3200 | 83430 |
| \* | Gokurakuyu Holdings <br> Co. Ltd.<br>| 3900 | 13485 |
| # | Goldcrest Co. Ltd. | 4600 | 105600 |
|  | Goldwin, Inc. | 3300 | 189197 |
| # | Gourmet Kineya Co. <br> Ltd.<br>| 1900 | 13324 |
|  | Grandy House Corp. | 3100 | 11962 |
|  | GREE Holdings, Inc. | 17700 | 66462 |
| # | Greens Co. Ltd. | 1600 | 25853 |
|  | gremz, Inc. | 2000 | 33103 |
|  | GS Yuasa Corp. | 17499 | 307368 |
|  | GSI Creos Corp. | 3000 | 40435 |
|  | G-Tekt Corp. | 6700 | 76915 |
| # | Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 1500 | 32891 |
|  | GungHo Online <br> Entertainment, Inc.<br>| 7770 | 164418 |
|  | Gunma Bank Ltd. | 91800 | 765590 |
|  | Gunze Ltd. | 8000 | 143843 |
|  | H.U. Group Holdings, <br> Inc.<br>| 11400 | 223685 |
|  | H2O Retailing Corp. | 27260 | 372854 |
|  | Hachijuni Bank Ltd. | 88700 | 669507 |
| # | Hagihara Industries, <br> Inc.<br>| 3400 | 34424 |
|  | Hagiwara Electric <br> Holdings Co. Ltd.<br>| 2500 | 54169 |
| # | Hakudo Co. Ltd. | 1900 | 28580 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 42925 | 322728 |
|  | Halows Co. Ltd. | 2800 | 85231 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hamakyorex Co. Ltd. | 28400 | $265209 |
|  | Hamamatsu Photonics <br> KK<br>| 37000 | 342143 |
|  | Hankyu Hanshin <br> Holdings, Inc.<br>| 18600 | 530513 |
|  | Hanwa Co. Ltd. | 10600 | 351442 |
|  | Happinet Corp. | 4100 | 153872 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 2800 | 36790 |
|  | Harima Chemicals <br> Group, Inc.<br>| 3800 | 21300 |
|  | Haseko Corp. | 60900 | 869811 |
| # | Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 2300 | 19999 |
|  | Hazama Ando Corp. | 34200 | 340618 |
|  | Heiwa Real Estate <br> Co. Ltd.<br>| 5400 | 177951 |
|  | Heiwado Co. Ltd. | 8202 | 152706 |
|  | Helios Techno Holding <br> Co. Ltd.<br>| 3500 | 22098 |
| # | Hennge KK | 5100 | 61273 |
| # | Hibiya Engineering <br> Ltd.<br>| 4400 | 107586 |
|  | Hikari Tsushin, Inc. | 1100 | 305115 |
|  | HI-LEX Corp. | 5900 | 59927 |
|  | Hioki EE Corp. | 2500 | 99682 |
|  | Hirakawa Hewtech <br> Corp.<br>| 2730 | 22899 |
| # | Hirano Tecseed Co. <br> Ltd.<br>| 1800 | 20016 |
|  | Hirata Corp. | 5658 | 58378 |
|  | Hirogin Holdings, Inc. | 65800 | 546927 |
|  | Hirose Electric Co. <br> Ltd.<br>| 4000 | 452454 |
| \* | Hirose Tusyo, Inc. | 900 | 26210 |
|  | Hiroshima Electric <br> Railway Co. Ltd.<br>| 2500 | 10675 |
| # | Hiroshima Gas Co. <br> Ltd.<br>| 7500 | 18603 |
| # | HIS Co. Ltd. | 10200 | 121563 |
|  | Hisaka Works Ltd. | 5000 | 35710 |
|  | Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 4400 | 133509 |
| # | Hitachi Construction <br> Machinery Co. Ltd.<br>| 23400 | 699306 |
|  | Hochiki Corp. | 3900 | 66748 |
|  | Hodogaya Chemical <br> Co. Ltd.<br>| 3600 | 37543 |
|  | Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1800 | 40751 |
|  | Hokkaido Gas Co. <br> Ltd.<br>| 10000 | 39084 |
|  | Hokkan Holdings Ltd. | 2500 | 31824 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Hokko Chemical <br> Industry Co. Ltd.<br>| 6000 | $51388 |
| # | Hokkoku Financial <br> Holdings, Inc.<br>| 5000 | 186332 |
| # | Hokuetsu Corp. | 30900 | 236489 |
|  | Hokuhoku Financial <br> Group, Inc.<br>| 38000 | 681501 |
|  | Hokuriku Electric <br> Industry Co. Ltd.<br>| 2400 | 26065 |
|  | Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 3480 | 28945 |
|  | Hokuto Corp. | 3900 | 50220 |
|  | Honda Motor Co. Ltd. <br> (7267 JP)<br>| 223200 | 2271002 |
| # | Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 8470 | 258420 |
| # | H-One Co. Ltd. | 5000 | 39461 |
|  | Honeys Holdings Co. <br> Ltd.<br>| 7850 | 89095 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 7100 | 59023 |
|  | Horiba Ltd. | 9200 | 628837 |
|  | Hoshizaki Corp. | 4000 | 170064 |
|  | Hosiden Corp. | 13000 | 174541 |
|  | Hosokawa Micron <br> Corp.<br>| 3600 | 100333 |
| # | Hotland Holdings Co. <br> Ltd.<br>| 3400 | 51792 |
|  | House Foods Group, <br> Inc.<br>| 14200 | 278426 |
|  | Hoya Corp. | 15800 | 1859124 |
|  | HS Holdings Co. Ltd. | 4600 | 31276 |
|  | Hulic Co. Ltd. | 57369 | 599902 |
|  | Hyakugo Bank Ltd. | 55900 | 270974 |
|  | Hyakujushi Bank Ltd. | 5600 | 130073 |
|  | Ibiden Co. Ltd. | 26600 | 737384 |
| # | IBJ, Inc. | 3800 | 17366 |
|  | Ichibanya Co. Ltd. | 11400 | 75813 |
|  | Ichiken Co. Ltd. | 1200 | 23804 |
|  | Ichikoh Industries Ltd. | 11300 | 31116 |
|  | Ichinen Holdings Co. <br> Ltd.<br>| 8200 | 97161 |
|  | Icom, Inc. | 1900 | 36004 |
|  | ID Holdings Corp. | 2450 | 33737 |
|  | Idec Corp. | 7300 | 116954 |
|  | IDOM, Inc. | 15000 | 115513 |
|  | IG Port, Inc. | 2400 | 34854 |
|  | IHI Corp. | 8000 | 626657 |
|  | Iida Group Holdings <br> Co. Ltd.<br>| 25740 | 407433 |
|  | Iino Kaiun Kaisha Ltd. | 20000 | 145766 |
| # | IKK Holdings, Inc. | 4000 | 22159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | I'll, Inc. | 2100 | $34214 |
|  | Imagica Group, Inc. | 8800 | 35158 |
|  | i-mobile Co. Ltd. | 12200 | 47062 |
|  | Imuraya Group Co. <br> Ltd.<br>| 1800 | 31073 |
|  | Inaba Denki Sangyo <br> Co. Ltd.<br>| 10700 | 281872 |
|  | Inaba Seisakusho Co. <br> Ltd.<br>| 2800 | 33341 |
|  | Inabata & Co. Ltd. | 12000 | 257491 |
| # | I-NE Co. Ltd. | 1100 | 12620 |
|  | Ines Corp. | 4700 | 54018 |
| # | I-Net Corp. | 3730 | 50548 |
|  | Infomart Corp. | 23000 | 61305 |
|  | INFRONEER <br> Holdings, Inc.<br>| 52240 | 445571 |
|  | Innotech Corp. | 4100 | 34593 |
|  | Insource Co. Ltd. | 11100 | 71075 |
|  | Intelligent Wave, Inc. | 2300 | 17295 |
|  | Internet Initiative <br> Japan, Inc.<br>| 16800 | 311529 |
| # | Inui Global Logistics <br> Co. Ltd.<br>| 2900 | 29585 |
|  | IPS, Inc. | 2400 | 35398 |
|  | Iriso Electronics Co. <br> Ltd.<br>| 4800 | 85941 |
|  | ISB Corp. | 3100 | 29384 |
| # | Ise Chemicals Corp. | 400 | 62535 |
| # | Iseki & Co. Ltd. | 5200 | 37568 |
|  | Isetan Mitsukoshi <br> Holdings Ltd.<br>| 34000 | 437052 |
| # | Ishihara Chemical Co. <br> Ltd.<br>| 1100 | 16071 |
|  | Ishihara Sangyo <br> Kaisha Ltd.<br>| 8500 | 104741 |
| #\* | Istyle, Inc. | 19600 | 64574 |
|  | Isuzu Motors Ltd. | 134300 | 1806125 |
|  | Itfor, Inc. | 5500 | 56839 |
| # | ITmedia, Inc. | 2300 | 24935 |
| # | Ito En Ltd. | 13319 | 318647 |
|  | Itochu Enex Co. Ltd. | 16100 | 173764 |
|  | Itoham Yonekyu <br> Holdings, Inc.<br>| 6800 | 213114 |
|  | Itoki Corp. | 9400 | 118212 |
|  | IwaiCosmo Holdings, <br> Inc.<br>| 5600 | 82050 |
| # | Iwaki Co. Ltd. | 1700 | 28873 |
|  | Iwatani Corp. | 46000 | 440445 |
|  | Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1800 | 42344 |
|  | Iyogin Holdings, Inc. | 49300 | 571841 |
|  | Izumi Co. Ltd. | 8500 | 195695 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | J Front Retailing Co. <br> Ltd.<br>| 54400 | $665864 |
|  | J Trust Co. Ltd. | 18300 | 50190 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 16000 | 93019 |
|  | Jaccs Co. Ltd. | 6700 | 177450 |
| #\* | Jade Group, Inc. | 2700 | 23193 |
|  | JAFCO Group Co. <br> Ltd.<br>| 17400 | 292999 |
| # | JANOME Corp. | 7199 | 56891 |
|  | Japan Airlines Co. <br> Ltd.<br>| 28300 | 512723 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 12700 | 365289 |
|  | Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 12800 | 205044 |
|  | Japan Business <br> Systems, Inc.<br>| 2400 | 17446 |
| \* | Japan <br> Communications, <br> Inc.<br>| 41300 | 46379 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 13700 | 296183 |
|  | Japan Exchange <br> Group, Inc.<br>| 86200 | 959041 |
|  | Japan Investment <br> Adviser Co. Ltd.<br>| 3200 | 36654 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 13800 | 147757 |
|  | Japan Material Co. <br> Ltd.<br>| 9600 | 80479 |
|  | Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 7400 | 28947 |
|  | Japan Post Bank Co. <br> Ltd.<br>| 51500 | 529520 |
|  | Japan Post Insurance <br> Co. Ltd.<br>| 15600 | 313609 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 3600 | 29499 |
|  | Japan Pulp & Paper <br> Co. Ltd.<br>| 40000 | 171998 |
|  | Japan Securities <br> Finance Co. Ltd.<br>| 23500 | 281195 |
|  | Japan Steel Works <br> Ltd.<br>| 6500 | 267834 |
|  | Japan System <br> Techniques Co. <br> Ltd.<br>| 3000 | 39404 |
|  | Japan Transcity Corp. | 8700 | 53670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Japan Wool Textile <br> Co. Ltd.<br>| 14300 | $148024 |
|  | JBCC Holdings, Inc. | 15200 | 127513 |
|  | JCU Corp. | 5100 | 112623 |
|  | JDC Corp. | 10600 | 35703 |
|  | Jeol Ltd. | 10980 | 353130 |
|  | JFE Systems, Inc. | 2600 | 28877 |
|  | JGC Holdings Corp. | 52200 | 417491 |
| # | Jichodo Co. Ltd. | 200 | 13544 |
| #\* | JIG-SAW, Inc. | 900 | 19160 |
|  | JINS Holdings, Inc. | 3200 | 200683 |
|  | JINUSHI Co. Ltd. | 3100 | 44696 |
|  | JK Holdings Co. Ltd. | 3200 | 22826 |
|  | J-Lease Co. Ltd. | 4000 | 38364 |
|  | JM Holdings Co. Ltd. | 3300 | 56951 |
|  | J-Oil Mills, Inc. | 5400 | 77535 |
|  | Joshin Denki Co. Ltd. | 5100 | 79525 |
|  | Joyful Honda Co. Ltd. | 9500 | 134795 |
|  | JP-Holdings, Inc. | 13200 | 58610 |
|  | JSB Co. Ltd. | 2500 | 63618 |
|  | JSP Corp. | 3600 | 49634 |
|  | JTEKT Corp. | 43700 | 337498 |
| \* | Juki Corp. | 9000 | 25095 |
|  | Juroku Financial <br> Group, Inc.<br>| 8100 | 273999 |
|  | Justsystems Corp. | 7200 | 172316 |
|  | JVCKenwood Corp. | 55200 | 411962 |
|  | Kadokawa Corp. | 6869 | 184722 |
|  | Kadoya Sesame Mills, <br> Inc.<br>| 900 | 22885 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 8400 | 150451 |
|  | Kagome Co. Ltd. | 19400 | 399301 |
|  | Kajima Corp. | 38500 | 919289 |
|  | Kakaku.com, Inc. | 18401 | 325438 |
| # | Kakiyasu Honten Co. <br> Ltd.<br>| 1000 | 19018 |
| # | Kamakura Shinsho <br> Ltd.<br>| 4900 | 16199 |
|  | Kameda Seika Co. <br> Ltd.<br>| 1900 | 52684 |
|  | Kamei Corp. | 8300 | 111630 |
|  | Kamigumi Co. Ltd. | 16600 | 406360 |
| # | Kanaden Corp. | 4800 | 49159 |
|  | Kanadevia Corp. | 50700 | 325188 |
|  | Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 2500 | 64625 |
|  | Kanamic Network Co. <br> Ltd.<br>| 5700 | 16685 |
| # | Kanamoto Co. Ltd. | 7956 | 178390 |
|  | Kandenko Co. Ltd. | 28600 | 566926 |
| # | Kaneko Seeds Co. <br> Ltd.<br>| 2900 | 29115 |
|  | Kanematsu Corp. | 19970 | 346810 |
|  | Kanemi Co. Ltd. | 1000 | 22615 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Kanro, Inc. | 1200 | $34688 |
|  | Kansai Electric Power <br> Co., Inc. <br>| 43100 | 531011 |
| # | Kansai Paint Co. Ltd. | 29900 | 450691 |
|  | Kanto Denka Kogyo <br> Co. Ltd.<br>| 12900 | 78250 |
|  | Kao Corp. | 21800 | 933509 |
| # | Kappa Create Co. <br> Ltd.<br>| 4000 | 41279 |
|  | Katakura Industries <br> Co. Ltd.<br>| 6600 | 99776 |
|  | Katitas Co. Ltd. | 12100 | 175318 |
|  | Kato Works Co. Ltd. | 2500 | 20900 |
|  | Kawada Technologies, <br> Inc.<br>| 4200 | 95301 |
|  | Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 2200 | 42083 |
|  | Kawasaki Heavy <br> Industries Ltd.<br>| 21700 | 1294441 |
|  | KDDI Corp. | 206600 | 3661697 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 3200 | 92942 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 18700 | 457998 |
|  | Keihanshin Building <br> Co. Ltd.<br>| 5500 | 57937 |
|  | Keikyu Corp. | 30800 | 320525 |
|  | Keio Corp. | 10700 | 291062 |
| # | Keisei Electric Railway <br> Co. Ltd.<br>| 29922 | 310049 |
|  | KEIWA, Inc. | 3800 | 24499 |
|  | Keiyo Bank Ltd. | 24600 | 143366 |
|  | Kenko Mayonnaise <br> Co. Ltd.<br>| 3900 | 52277 |
|  | Kewpie Corp. | 18323 | 416762 |
|  | Keyence Corp. | 3200 | 1337893 |
|  | KH Neochem Co. Ltd. | 8400 | 148870 |
|  | Kibun Foods, Inc. | 3200 | 24433 |
|  | Kimura Chemical <br> Plants Co. Ltd.<br>| 5400 | 26101 |
| # | Kimura Unity Co. Ltd. | 4800 | 26056 |
|  | Kinden Corp. | 22500 | 582396 |
| # | King Jim Co. Ltd. | 1300 | 7932 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 2100 | 29352 |
|  | Kintetsu Group <br> Holdings Co. Ltd.<br>| 20300 | 437109 |
|  | Kissei Pharmaceutical <br> Co. Ltd.<br>| 7400 | 194206 |
| # | Ki-Star Real Estate <br> Co. Ltd.<br>| 3600 | 124974 |
|  | Kitagawa Corp. | 2400 | 20863 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Kita-Nippon Bank Ltd. | 2400 | $51406 |
|  | Kitano Construction <br> Corp.<br>| 1600 | 48098 |
|  | Kitz Corp. | 16600 | 126602 |
|  | Kiyo Bank Ltd. | 17000 | 288941 |
| #\* | KNT-CT Holdings Co. <br> Ltd.<br>| 2900 | 23912 |
| # | Koa Corp. | 8800 | 50910 |
| # | Koa Shoji Holdings <br> Co. Ltd.<br>| 2000 | 9473 |
| # | Koatsu Gas Kogyo <br> Co. Ltd.<br>| 6900 | 45751 |
|  | Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 3000 | 114450 |
|  | Kobe Bussan Co. Ltd. | 13100 | 400338 |
|  | Kobe Electric Railway <br> Co. Ltd.<br>| 1300 | 22158 |
|  | Kobe Steel Ltd. | 102220 | 1198824 |
|  | Koei Tecmo Holdings <br> Co. Ltd.<br>| 10549 | 180972 |
|  | Kohnan Shoji Co. Ltd. | 7300 | 192346 |
| # | Kohsoku Corp. | 2000 | 29694 |
|  | Koike Sanso Kogyo <br> Co. Ltd.<br>| 2000 | 16795 |
|  | Koike-ya, Inc. | 400 | 13069 |
|  | Koito Manufacturing <br> Co. Ltd.<br>| 31745 | 384513 |
| # | Kojima Co. Ltd. | 7900 | 58476 |
|  | Kokuyo Co. Ltd. | 17400 | 356567 |
|  | Komatsu Ltd. | 108300 | 3131989 |
| # | Komatsu Matere Co. <br> Ltd.<br>| 7000 | 37782 |
|  | Komatsu Wall Industry <br> Co. Ltd.<br>| 4000 | 49724 |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 11900 | 240546 |
| # | Komehyo Holdings <br> Co. Ltd.<br>| 1800 | 36208 |
|  | Komeri Co. Ltd. | 9200 | 196050 |
|  | Komori Corp. | 11900 | 105979 |
|  | Kondotec, Inc. | 4900 | 49169 |
| \* | Konica Minolta, Inc. | 111800 | 343148 |
|  | Konishi Co. Ltd. | 13400 | 105273 |
|  | Konoike Transport Co. <br> Ltd.<br>| 8200 | 150549 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 1600 | 14461 |
| # | Kosaido Holdings Co. <br> Ltd.<br>| 13000 | 45020 |
|  | Kose Corp. | 3701 | 159628 |
|  | Koshidaka Holdings <br> Co. Ltd.<br>| 12500 | 88993 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kotobuki Spirits Co. <br> Ltd.<br>| 23300 | $346806 |
| #\* | Kourakuen Corp. | 1600 | 11682 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3000 | 53983 |
|  | KPP Group Holdings <br> Co. Ltd.<br>| 16500 | 75448 |
|  | Krosaki Harima Corp. | 5600 | 98302 |
|  | KRS Corp. | 4000 | 51345 |
|  | K's Holdings Corp. | 35400 | 339027 |
|  | KU Holdings Co. Ltd. | 5200 | 39460 |
|  | Kubota Corp. (6326 <br> JP)<br>| 90200 | 1048159 |
|  | Kumagai Gumi Co. <br> Ltd.<br>| 8777 | 261558 |
| # | Kumiai Chemical <br> Industry Co. Ltd.<br>| 18010 | 96163 |
| # | Kura Sushi, Inc. | 4900 | 109300 |
| # | Kurabo Industries Ltd. | 4400 | 192764 |
|  | Kuraray Co. Ltd. | 74928 | 875270 |
| # | Kureha Corp. | 10800 | 189036 |
|  | Kurimoto Ltd. | 2100 | 69532 |
|  | Kurita Water <br> Industries Ltd.<br>| 18400 | 609181 |
|  | Kuriyama Holdings <br> Corp.<br>| 4400 | 40476 |
|  | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 11400 | 271501 |
|  | KYB Corp. | 10800 | 220774 |
|  | Kyocera Corp. | 99500 | 1179247 |
|  | Kyodo Printing Co. <br> Ltd.<br>| 8400 | 62567 |
|  | Kyoei Steel Ltd. | 5500 | 77524 |
|  | Kyokuto Boeki Kaisha <br> Ltd.<br>| 3000 | 32697 |
|  | Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 7500 | 125983 |
| # | Kyokuto Securities <br> Co. Ltd.<br>| 5500 | 53338 |
|  | Kyokuyo Co. Ltd. | 2500 | 73722 |
|  | Kyoritsu Maintenance <br> Co. Ltd.<br>| 16800 | 356562 |
|  | Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 10000 | 33540 |
|  | Kyoto Financial <br> Group, Inc.<br>| 42396 | 727707 |
|  | Kyowa Kirin Co. Ltd. | 18400 | 287309 |
|  | Kyudenko Corp. | 8800 | 295584 |
|  | Kyushu Financial <br> Group, Inc.<br>| 85550 | 431855 |
|  | Kyushu Leasing <br> Service Co. Ltd.<br>| 1700 | 12468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyushu Railway Co. | 14800 | $383044 |
|  | LA Holdings Co. Ltd. | 1300 | 62815 |
|  | Lacto Japan Co. Ltd. | 1700 | 41892 |
|  | Lasertec Corp. | 6399 | 594917 |
| # | LEC, Inc. | 5700 | 50118 |
|  | Leopalace21 Corp. | 45800 | 187631 |
|  | Life Corp. | 12200 | 176721 |
| # | Lifedrink Co., Inc. | 7200 | 85689 |
|  | LIFULL Co. Ltd. | 19200 | 20376 |
| # | LIKE, Inc. | 1800 | 18922 |
|  | Link & Motivation, <br> Inc.<br>| 10500 | 42129 |
|  | Lintec Corp. | 10600 | 202765 |
|  | Lion Corp. | 37001 | 453520 |
| # | LITALICO, Inc. | 5600 | 48916 |
|  | Lixil Corp. | 60100 | 708195 |
|  | Loadstar Capital KK | 2600 | 46227 |
|  | Look Holdings, Inc. | 2000 | 34195 |
|  | LY Corp. | 100500 | 380093 |
|  | M&A Capital Partners <br> Co. Ltd.<br>| 1300 | 25015 |
| \* | M3, Inc. | 22400 | 280730 |
|  | Mabuchi Motor Co. <br> Ltd.<br>| 22432 | 327713 |
| # | Macbee Planet, Inc. | 600 | 11985 |
|  | Macnica Holdings, <br> Inc.<br>| 37650 | 523466 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 10400 | 148264 |
|  | Maezawa Industries, <br> Inc.<br>| 3600 | 35424 |
|  | Maezawa Kasei <br> Industries Co. Ltd.<br>| 3600 | 44083 |
|  | Maezawa Kyuso <br> Industries Co. Ltd.<br>| 4200 | 36814 |
|  | Makino Milling <br> Machine Co. Ltd.<br>| 6000 | 473109 |
|  | Makita Corp. (6586 <br> JP)<br>| 9766 | 285597 |
| # | Mamiya-Op Co. Ltd. | 1400 | 13527 |
|  | Mammy Mart Corp. | 400 | 15658 |
| # | Management <br> Solutions Co. Ltd.<br>| 2600 | 35204 |
|  | Mandom Corp. | 8800 | 83952 |
| # | Mani, Inc. | 13000 | 104687 |
|  | MarkLines Co. Ltd. | 2700 | 43185 |
|  | Marubun Corp. | 5900 | 38279 |
| # | Maruchiyo Yamaokaya <br> Corp.<br>| 700 | 21789 |
|  | Marudai Food Co. <br> Ltd.<br>| 5000 | 65104 |
|  | Maruha Nichiro Corp. | 10600 | 242205 |
|  | Marui Group Co. Ltd. | 28100 | 559344 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Maruichi Steel Tube <br> Ltd.<br>| 15400 | $363808 |
|  | MARUKA FURUSATO <br> Corp.<br>| 4392 | 70507 |
|  | Maruwa Co. Ltd. | 1500 | 308440 |
|  | Maruzen Co. Ltd. | 1300 | 29948 |
|  | Maruzen Showa Unyu <br> Co. Ltd.<br>| 3600 | 151361 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 1500 | 9562 |
|  | Matsuda Sangyo Co. <br> Ltd.<br>| 4500 | 114464 |
|  | Matsui Construction <br> Co. Ltd.<br>| 6000 | 40702 |
|  | Matsui Securities Co. <br> Ltd.<br>| 30800 | 158827 |
|  | MatsukiyoCocokara & <br> Co.<br>| 49080 | 900943 |
|  | Matsuya Co. Ltd. | 7700 | 48631 |
| # | Matsuyafoods <br> Holdings Co. Ltd.<br>| 1300 | 54096 |
|  | Max Co. Ltd. | 5000 | 147460 |
|  | Maxell Ltd. | 11200 | 137276 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 2300 | 48803 |
|  | Mazda Motor Corp. | 139106 | 831688 |
| # | McDonald's Holdings <br> Co. Japan Ltd.<br>| 6400 | 270614 |
|  | MCJ Co. Ltd. | 23800 | 222501 |
|  | Mebuki Financial <br> Group, Inc.<br>| 162850 | 795706 |
|  | MEC Co. Ltd. | 2800 | 46341 |
| # | Media Do Co. Ltd. | 1800 | 22041 |
|  | Medikit Co. Ltd. | 700 | 12086 |
|  | Medipal Holdings <br> Corp.<br>| 31400 | 532094 |
| # | Medius Holdings Co. <br> Ltd.<br>| 3500 | 23664 |
| #\* | Medley, Inc. | 1600 | 38601 |
|  | MedPeer, Inc. | 5100 | 16469 |
|  | Megachips Corp. | 3000 | 97609 |
|  | Megmilk Snow Brand <br> Co. Ltd.<br>| 12500 | 229846 |
|  | Meidensha Corp. | 8800 | 241758 |
|  | Meiho Facility Works <br> Ltd.<br>| 2000 | 12493 |
|  | Meiji Electric <br> Industries Co. Ltd.<br>| 1500 | 16161 |
|  | Meiko Electronics Co. <br> Ltd.<br>| 6600 | 289921 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 10800 | 105961 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 18400 | 377671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Meito Sangyo Co. <br> Ltd.<br>| 2500 | $36863 |
|  | Meiwa Corp. | 5000 | 23903 |
| # | Meiwa Estate Co. <br> Ltd.<br>| 3800 | 24948 |
|  | Menicon Co. Ltd. | 16400 | 162268 |
| \* | Mercari, Inc. | 24397 | 395360 |
|  | Mercuria Holdings Co. <br> Ltd.<br>| 1900 | 11042 |
|  | METAWATER Co. <br> Ltd.<br>| 4500 | 64188 |
|  | Micronics Japan Co. <br> Ltd.<br>| 7900 | 167373 |
| #\* | Microwave Chemical <br> Co. Ltd.<br>| 4300 | 15220 |
| # | Midac Holdings Co. <br> Ltd.<br>| 2700 | 43128 |
|  | Mie Kotsu Group <br> Holdings, Inc.<br>| 18000 | 63024 |
|  | Milbon Co. Ltd. | 3210 | 61038 |
|  | MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 3700 | 37522 |
|  | Minebea Mitsumi, Inc. | 52390 | 767829 |
| # | Mirai Industry Co. <br> Ltd.<br>| 1400 | 34815 |
|  | Mirait One Corp. | 23910 | 376009 |
|  | Mirarth Holdings, Inc. | 17600 | 60916 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 4500 | 58418 |
|  | MISUMI Group, Inc. | 11000 | 154102 |
|  | Mitani Corp. | 8000 | 105923 |
| # | Mitani Sangyo Co. <br> Ltd.<br>| 7800 | 19126 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 1700 | 80655 |
| # | Mito Securities Co. <br> Ltd.<br>| 16800 | 62864 |
|  | Mitsuba Corp. | 9700 | 56961 |
|  | Mitsubishi Electric <br> Corp.<br>| 59800 | 1156855 |
|  | Mitsubishi Estate Co. <br> Ltd.<br>| 51600 | 906404 |
|  | Mitsubishi Gas <br> Chemical Co., Inc.<br>| 27200 | 414432 |
|  | Mitsubishi HC Capital, <br> Inc.<br>| 181970 | 1287281 |
|  | Mitsubishi Heavy <br> Industries Ltd.<br>| 94600 | 1864835 |
|  | Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 5400 | 48065 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 8300 | 116589 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsubishi Logistics <br> Corp.<br>| 63500 | $438238 |
|  | Mitsubishi Motors <br> Corp.<br>| 164800 | 456234 |
| # | Mitsubishi Paper Mills <br> Ltd.<br>| 7800 | 42004 |
| # | Mitsubishi Pencil Co. <br> Ltd.<br>| 8500 | 131911 |
|  | Mitsubishi Research <br> Institute, Inc.<br>| 1900 | 59662 |
|  | Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 488200 | 6150891 |
|  | Mitsui Chemicals, Inc. | 29966 | 658504 |
|  | Mitsui DM Sugar Co. <br> Ltd.<br>| 4500 | 107782 |
|  | Mitsui E&S Co. Ltd. | 30800 | 392987 |
|  | Mitsui Fudosan Co. <br> Ltd.<br>| 98700 | 978181 |
|  | Mitsui High-Tec, Inc. | 24000 | 112103 |
|  | Mitsui Mining & <br> Smelting Co. Ltd.<br>| 14899 | 405059 |
| # | Mitsui OSK Lines Ltd. | 21400 | 712702 |
| # | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 26400 | 544137 |
|  | Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 11200 | 141473 |
|  | MIXI, Inc. | 10100 | 224419 |
| # | Miyaji Engineering <br> Group, Inc.<br>| 6000 | 76906 |
|  | Miyazaki Bank Ltd. | 4300 | 94958 |
|  | Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1700 | 20135 |
|  | Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 98380 | 2459754 |
|  | Mizuho Leasing Co. <br> Ltd.<br>| 40900 | 301351 |
|  | Mizuho Medy Co. Ltd. | 3600 | 37996 |
|  | Mizuno Corp. | 16500 | 294480 |
|  | Modec, Inc. | 8300 | 251887 |
|  | Monogatari Corp. | 8000 | 208588 |
|  | MonotaRO Co. Ltd. | 22800 | 438509 |
|  | Morinaga & Co. Ltd. | 18400 | 328069 |
|  | Morinaga Milk Industry <br> Co. Ltd.<br>| 22900 | 544164 |
| # | Moriroku Co. Ltd. | 2900 | 44744 |
|  | Morita Holdings Corp. | 8100 | 120862 |
|  | Morito Co. Ltd. | 5100 | 50903 |
|  | Morozoff Ltd. | 3000 | 37541 |
|  | MrMax Holdings Ltd. | 8700 | 41127 |
|  | MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 70100 | 1593359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MTI Ltd. | 1700 | $9603 |
|  | Mugen Estate Co. <br> Ltd.<br>| 4900 | 76030 |
|  | m-up Holdings, Inc. | 7600 | 100470 |
|  | Murakami Corp. | 1900 | 73773 |
|  | Murata Manufacturing <br> Co. Ltd.<br>| 42900 | 611177 |
|  | Musashi Seimitsu <br> Industry Co. Ltd.<br>| 10800 | 185740 |
|  | Musashino Bank Ltd. | 6800 | 150699 |
|  | Muto Seiko Co. | 1000 | 10090 |
|  | Nabtesco Corp. | 15500 | 232640 |
|  | Nachi-Fujikoshi Corp. | 4598 | 98433 |
|  | Nafco Co. Ltd. | 2900 | 36860 |
| # | Nagano Keiki Co. Ltd. | 4100 | 54319 |
|  | Nagase & Co. Ltd. | 26100 | 459715 |
|  | Nagase Brothers, Inc. | 2000 | 25757 |
|  | Nagawa Co. Ltd. | 300 | 12919 |
|  | Nagoya Railroad Co. <br> Ltd.<br>| 26300 | 320733 |
|  | Nakabayashi Co. Ltd. | 4900 | 17734 |
|  | Nakamoto Packs Co. <br> Ltd.<br>| 1600 | 19067 |
| # | Nakamuraya Co. Ltd. | 900 | 20509 |
|  | Nakanishi, Inc. | 6000 | 78333 |
| # | Namura Shipbuilding <br> Co. Ltd.<br>| 12300 | 173572 |
|  | Nankai Electric <br> Railway Co. Ltd.<br>| 15700 | 248577 |
|  | Nanto Bank Ltd. | 6600 | 180763 |
|  | Nanyo Corp. | 1600 | 13255 |
|  | Narasaki Sangyo Co. <br> Ltd.<br>| 700 | 13591 |
| # | Natori Co. Ltd. | 800 | 11538 |
|  | NCD Co. <br> Ltd./Shinagawa<br>| 1000 | 18880 |
|  | NEC Capital Solutions <br> Ltd.<br>| 3800 | 107804 |
|  | NEC Corp. | 31500 | 766799 |
| # | New Art Holdings Co. <br> Ltd.<br>| 2310 | 22456 |
|  | Nexon Co. Ltd. | 9300 | 145914 |
| # | Nextage Co. Ltd. | 13100 | 163276 |
|  | NGK Insulators Ltd. | 47192 | 582350 |
|  | NH Foods Ltd. | 14000 | 528546 |
|  | NHK Spring Co. Ltd. | 44400 | 493429 |
|  | Nicca Chemical Co. <br> Ltd.<br>| 1900 | 17601 |
|  | Nice Corp. | 1400 | 15461 |
|  | Nichias Corp. | 14100 | 474350 |
|  | Nichiban Co. Ltd. | 2800 | 40069 |
|  | Nichicon Corp. | 12900 | 105526 |
|  | Nichiden Corp. | 3400 | 67932 |
|  | Nichiha Corp. | 6700 | 135906 |
|  | Nichimo Co. Ltd. | 1600 | 22204 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nichirei Corp. | 41800 | $573389 |
|  | Nichireki Group Co. <br> Ltd.<br>| 6200 | 107219 |
|  | Nichirin Co. Ltd. | 2110 | 51910 |
|  | NIDEC Corp. (6594 <br> JP)<br>| 40800 | 725070 |
|  | Nifco, Inc. | 20500 | 508315 |
|  | Nihon Chouzai Co. <br> Ltd.<br>| 4000 | 82513 |
|  | Nihon Dempa Kogyo <br> Co. Ltd.<br>| 7100 | 38720 |
|  | Nihon Dengi Co. Ltd. | 2400 | 66002 |
|  | Nihon Denkei Co. <br> Ltd.<br>| 1350 | 18158 |
|  | Nihon Flush Co. Ltd. | 5100 | 29226 |
| # | Nihon House Holdings <br> Co. Ltd.<br>| 11100 | 25528 |
|  | Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 2900 | 30258 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 66100 | 269605 |
|  | Nihon Nohyaku Co. <br> Ltd.<br>| 11300 | 65343 |
|  | Nihon Parkerizing Co. <br> Ltd.<br>| 21094 | 175717 |
|  | Nihon Tokushu Toryo <br> Co. Ltd.<br>| 2700 | 28159 |
|  | Nihon Trim Co. Ltd. | 700 | 20155 |
|  | Nihon Yamamura <br> Glass Co. Ltd.<br>| 1900 | 29852 |
|  | Nikkiso Co. Ltd. | 12700 | 106031 |
|  | Nikko Co. Ltd. | 8000 | 38070 |
|  | Nikkon Holdings Co. <br> Ltd.<br>| 31200 | 644002 |
| # | Nikon Corp. | 54800 | 526926 |
|  | Nintendo Co. Ltd. | 10000 | 830200 |
|  | Nippi, Inc. | 400 | 15500 |
|  | Nippn Corp. | 14300 | 225398 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 3800 | 27007 |
|  | Nippon Aqua Co. Ltd. | 4800 | 24921 |
| # | Nippon Avionics Co. <br> Ltd.<br>| 2000 | 41921 |
|  | Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 3000 | 49439 |
|  | Nippon Carbide <br> Industries Co., Inc.<br>| 1700 | 20049 |
| # | Nippon Carbon Co. <br> Ltd.<br>| 2400 | 70376 |
|  | Nippon Care Supply <br> Co. Ltd.<br>| 100 | 1428 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Nippon Chemical <br> Industrial Co. Ltd.<br>| 1799 | $26608 |
| \* | Nippon Chemi-Con <br> Corp.<br>| 7400 | 50578 |
|  | Nippon Concept <br> Corp.<br>| 2200 | 26697 |
|  | Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 9600 | 145900 |
|  | Nippon Dry-Chemical <br> Co. Ltd.<br>| 1600 | 46925 |
|  | Nippon Electric Glass <br> Co. Ltd.<br>| 21100 | 482784 |
|  | Nippon Express <br> Holdings, Inc.<br>| 59000 | 1053613 |
| # | Nippon Fine Chemical <br> Co. Ltd.<br>| 2700 | 40418 |
|  | Nippon Gas Co. Ltd. | 29300 | 540432 |
|  | Nippon Kayaku Co. <br> Ltd.<br>| 31000 | 292070 |
| # | Nippon Kodoshi Corp. | 1600 | 19972 |
|  | Nippon Light Metal <br> Holdings Co. Ltd.<br>| 15881 | 165574 |
|  | Nippon Paint Holdings <br> Co. Ltd.<br>| 56400 | 429698 |
|  | Nippon Paper <br> Industries Co. Ltd.<br>| 27978 | 216314 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 51500 | 85928 |
| # | Nippon Rietec Co. <br> Ltd.<br>| 4000 | 45281 |
|  | Nippon Road Co. Ltd. | 6700 | 91769 |
|  | Nippon Seiki Co. Ltd. | 11900 | 91119 |
|  | Nippon Seisen Co. <br> Ltd.<br>| 5000 | 37163 |
|  | Nippon Sharyo Ltd. | 2200 | 31087 |
| \* | Nippon Sheet Glass <br> Co. Ltd.<br>| 26400 | 75725 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 13100 | 337776 |
|  | Nippon Shokubai Co. <br> Ltd.<br>| 26700 | 312901 |
|  | Nippon Signal Co. <br> Ltd.<br>| 11500 | 78890 |
|  | Nippon Soda Co. Ltd. | 13000 | 243908 |
|  | Nippon Telegraph & <br> Telephone Corp.<br>| 907500 | 948588 |
| # | Nippon Thompson Co. <br> Ltd.<br>| 14800 | 50497 |
|  | Nippon Yusen KK | 58100 | 1898296 |
| # | Nishikawa Rubber Co. <br> Ltd.<br>| 4200 | 72672 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nishimatsu <br> Construction Co. <br> Ltd.<br>| 9200 | $342307 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 9200 | 142365 |
|  | Nishi-Nippon Financial <br> Holdings, Inc.<br>| 31800 | 467137 |
|  | Nishi-Nippon Railroad <br> Co. Ltd.<br>| 9200 | 141437 |
|  | Nishio Holdings Co. <br> Ltd.<br>| 6700 | 192787 |
| \* | Nissan Motor Co. Ltd. | 252750 | 601704 |
|  | Nissan Shatai Co. <br> Ltd.<br>| 8100 | 59929 |
|  | Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 11500 | 39309 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 2100 | 66888 |
| # | Nissei Plastic <br> Industrial Co. Ltd.<br>| 4600 | 26823 |
|  | Nissha Co. Ltd. | 11615 | 99538 |
|  | Nisshin Group <br> Holdings Co. Ltd.<br>| 9400 | 33662 |
|  | Nisshin Oillio Group <br> Ltd.<br>| 7900 | 272702 |
|  | Nisshin Seifun Group, <br> Inc.<br>| 34340 | 443044 |
|  | Nisshinbo Holdings, <br> Inc.<br>| 33075 | 197712 |
|  | Nissin Corp. | 3500 | 117959 |
|  | Nissin Foods Holdings <br> Co. Ltd.<br>| 7800 | 171981 |
|  | Nisso Holdings Co. <br> Ltd.<br>| 5300 | 25601 |
|  | Nissui Corp. | 79600 | 484146 |
|  | Niterra Co. Ltd. | 33300 | 1036857 |
|  | Nitori Holdings Co. <br> Ltd.<br>| 4300 | 511634 |
|  | Nitta Corp. | 4800 | 123393 |
|  | Nitta Gelatin, Inc. | 3200 | 18341 |
|  | Nitto Denko Corp. | 110500 | 1942238 |
|  | Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 600 | 28865 |
| # | Nitto Kogyo Corp. | 7300 | 153248 |
|  | Nitto Kohki Co. Ltd. | 3400 | 40635 |
|  | Nitto Seiko Co. Ltd. | 6900 | 28586 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 6700 | 48946 |
| # | Nittoku Co. Ltd. | 2600 | 36937 |
|  | NJS Co. Ltd. | 600 | 17380 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 3600 | 104079 |
|  | Nojima Corp. | 17000 | 305655 |
|  | NOK Corp. | 14900 | 205900 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nomura Holdings, Inc. <br> (8604 JP)<br>| 163500 | $911277 |
|  | Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 61247 | 339921 |
| # | Nomura Micro <br> Science Co. Ltd.<br>| 2700 | 44270 |
|  | Nomura Real Estate <br> Holdings, Inc.<br>| 85500 | 508506 |
|  | Nomura Research <br> Institute Ltd.<br>| 14989 | 567595 |
|  | Noritake Co. Ltd. | 5400 | 140736 |
|  | Noritsu Koki Co. Ltd. | 5600 | 176831 |
|  | Noritz Corp. | 6900 | 84845 |
|  | North Pacific Bank <br> Ltd.<br>| 74016 | 258781 |
|  | NPR-RIKEN Corp. | 4846 | 80368 |
|  | NS Solutions Corp. | 6800 | 161329 |
|  | NS Tool Co. Ltd. | 3500 | 17359 |
|  | NSD Co. Ltd. | 15900 | 374325 |
|  | NSK Ltd. | 80802 | 352951 |
|  | NSW, Inc. | 1800 | 39075 |
|  | NTN Corp. | 111021 | 170985 |
|  | NTT Data Group <br> Corp.<br>| 46900 | 931452 |
|  | Oat Agrio Co. Ltd. | 1200 | 17244 |
|  | Obara Group, Inc. | 2300 | 53545 |
|  | Obayashi Corp. | 63100 | 979008 |
|  | OBIC Business <br> Consultants Co. <br> Ltd.<br>| 800 | 38457 |
|  | Obic Co. Ltd. | 13900 | 486660 |
|  | Odakyu Electric <br> Railway Co. Ltd.<br>| 33199 | 366527 |
|  | Ogaki Kyoritsu Bank <br> Ltd.<br>| 8600 | 139567 |
| # | Ohara, Inc. | 1700 | 12307 |
| # | Ohashi Technica, Inc. | 3300 | 45427 |
|  | Ohba Co. Ltd. | 1700 | 12727 |
|  | Ohsho Food Service <br> Corp.<br>| 8400 | 190015 |
|  | OIE Sangyo Co. Ltd. | 600 | 8299 |
|  | Oiles Corp. | 6140 | 91865 |
|  | Oita Bank Ltd. | 3900 | 93086 |
|  | Oji Holdings Corp. | 150400 | 709968 |
|  | Okabe Co. Ltd. | 10200 | 63414 |
|  | Okada Aiyon Corp. | 800 | 10476 |
|  | Okamoto Machine <br> Tool Works Ltd.<br>| 2000 | 48983 |
|  | Okamura Corp. | 12400 | 172176 |
|  | Okasan Securities <br> Group, Inc.<br>| 37500 | 167437 |
|  | Oki Electric Industry <br> Co. Ltd.<br>| 25248 | 168158 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Okinawa Cellular <br> Telephone Co.<br>| 6400 | $189772 |
|  | Okinawa Financial <br> Group, Inc.<br>| 5480 | 95056 |
|  | OKUMA Corp. | 11200 | 251625 |
|  | Okumura Corp. | 8000 | 248134 |
|  | Okura Industrial Co. <br> Ltd.<br>| 2600 | 75250 |
| # | Okuwa Co. Ltd. | 8300 | 52977 |
|  | Olympus Corp. | 81900 | 1073135 |
|  | Omron Corp. | 9960 | 295662 |
| # | Onoken Co. Ltd. | 5400 | 56552 |
|  | Onward Holdings Co. <br> Ltd.<br>| 25100 | 101633 |
|  | Open House Group <br> Co. Ltd.<br>| 17900 | 793720 |
|  | Open Up Group, Inc. | 11700 | 150712 |
|  | Optex Group Co. Ltd. | 8100 | 86670 |
| #\* | Optim Corp. | 3400 | 15571 |
|  | Optorun Co. Ltd. | 5306 | 52742 |
|  | Oracle Corp. Japan | 2900 | 348642 |
|  | Organo Corp. | 7200 | 344656 |
|  | Orient Corp. | 14980 | 82236 |
|  | Oriental Consultants <br> Holdings Co. Ltd.<br>| 500 | 17684 |
|  | Oriental Land Co. <br> Ltd.<br>| 32600 | 690452 |
|  | Oriental Shiraishi <br> Corp.<br>| 31900 | 84041 |
|  | ORIX Corp. (8591 <br> JP)<br>| 70100 | 1406208 |
|  | Oro Co. Ltd. | 2400 | 40186 |
|  | Osaka Gas Co. Ltd. | 20800 | 527448 |
| # | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3600 | 60678 |
| # | Osaka Steel Co. Ltd. | 1800 | 30219 |
| # | OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 7600 | 88011 |
|  | Osaki Electric Co. <br> Ltd.<br>| 11100 | 66064 |
| # | OSG Corp. | 17800 | 211587 |
|  | Otsuka Corp. | 16200 | 359301 |
|  | OUG Holdings, Inc. | 1000 | 22083 |
|  | Oyo Corp. | 5800 | 108728 |
| # | Ozu Corp. | 700 | 8772 |
|  | Pacific Industrial Co. <br> Ltd.<br>| 11876 | 104289 |
|  | Pack Corp. | 3300 | 75005 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 10000 | 275148 |
|  | PALTAC Corp. | 6210 | 172213 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Pan Pacific <br> International <br> Holdings Corp.<br>| 32200 | $991355 |
|  | Panasonic Holdings <br> Corp.<br>| 151701 | 1739398 |
|  | Paraca, Inc. | 1500 | 19700 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 8400 | 135311 |
|  | Park24 Co. Ltd. | 31200 | 442048 |
|  | Parker Corp. | 3000 | 16802 |
|  | Pasona Group, Inc. | 6100 | 94629 |
|  | Pegasus Co. Ltd. | 5300 | 17619 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 72800 | 417627 |
| # | People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 1400 | 17388 |
| \* | PeptiDream, Inc. | 21307 | 290053 |
|  | Persol Holdings Co. <br> Ltd.<br>| 368334 | 667153 |
|  | Pharma Foods <br> International Co. <br> Ltd.<br>| 4400 | 28207 |
|  | PHC Holdings Corp. | 6400 | 43181 |
| #\* | PIA Corp. | 1400 | 25888 |
| # | Pickles Holdings Co. <br> Ltd.<br>| 2400 | 15572 |
|  | Pigeon Corp. | 14875 | 180134 |
|  | PILLAR Corp. | 5000 | 127221 |
|  | Pilot Corp. | 5900 | 164676 |
|  | Piolax, Inc. | 7100 | 108866 |
| \* | PKSHA Technology, <br> Inc.<br>| 2000 | 39786 |
|  | Plus Alpha Consulting <br> Co. Ltd.<br>| 6400 | 74470 |
| # | Port, Inc. | 1900 | 24879 |
|  | PR Times Corp. | 900 | 14335 |
|  | Premium Group Co. <br> Ltd.<br>| 8700 | 129984 |
|  | Premium Water <br> Holdings, Inc.<br>| 700 | 14007 |
|  | Press Kogyo Co. Ltd. | 21600 | 82400 |
|  | Prestige International, <br> Inc.<br>| 20100 | 94382 |
|  | Prima Meat Packers <br> Ltd.<br>| 5699 | 91727 |
|  | Procrea Holdings, <br> Inc.<br>| 7208 | 82433 |
| # | Pronexus, Inc. | 5200 | 44412 |
|  | Pro-Ship, Inc. | 1900 | 28232 |
|  | PS Construction Co. <br> Ltd.<br>| 2490 | 26656 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | QB Net Holdings Co. <br> Ltd.<br>| 1301 | $10115 |
|  | Qol Holdings Co. Ltd. | 11000 | 176884 |
|  | Quick Co. Ltd. | 2900 | 42729 |
| # | Raccoon Holdings, <br> Inc.<br>| 4100 | 23601 |
|  | Raito Kogyo Co. Ltd. | 8000 | 148796 |
|  | Raiznext Corp. | 7900 | 82531 |
|  | Raksul, Inc. | 12200 | 98409 |
|  | Rakus Co. Ltd. | 19800 | 300857 |
| \* | Rakuten Bank Ltd. | 13700 | 576190 |
| \* | Rakuten Group, Inc. | 25200 | 148587 |
|  | Rasa Corp. | 2700 | 26953 |
|  | Rasa Industries Ltd. | 2100 | 40364 |
|  | Recruit Holdings Co. <br> Ltd.<br>| 60400 | 3347081 |
|  | Relo Group, Inc. | 23400 | 309190 |
| # | Renaissance, Inc. | 2000 | 14766 |
|  | Renesas Electronics <br> Corp.<br>| 122799 | 1441078 |
|  | Rengo Co. Ltd. | 49100 | 274100 |
| #\* | RENOVA, Inc. | 9500 | 43516 |
|  | Resol Holdings Co. <br> Ltd.<br>| 300 | 10643 |
|  | Resona Holdings, Inc. | 97163 | 779419 |
|  | Resonac Holdings <br> Corp.<br>| 40918 | 744215 |
|  | Resorttrust, Inc. | 34400 | 354028 |
|  | Restar Corp. | 4900 | 76808 |
|  | Retail Partners Co. <br> Ltd.<br>| 6800 | 65371 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 3400 | 27699 |
|  | Rhythm Co. Ltd. | 1100 | 29037 |
|  | Ricoh Co. Ltd. | 59948 | 630540 |
|  | Ricoh Leasing Co. <br> Ltd.<br>| 4500 | 173300 |
|  | Riken Keiki Co. Ltd. | 5800 | 108168 |
|  | Riken Technos Corp. | 12300 | 86442 |
|  | Riken Vitamin Co. <br> Ltd.<br>| 5200 | 90717 |
|  | Ringer Hut Co. Ltd. | 3800 | 59304 |
|  | Rinnai Corp. | 12500 | 279981 |
|  | Rion Co. Ltd. | 2800 | 46770 |
|  | Riso Kagaku Corp. | 1200 | 10268 |
| # | Riso Kyoiku Co. Ltd. | 6200 | 10573 |
|  | Rix Corp. | 800 | 16489 |
|  | Rohm Co. Ltd. | 53200 | 484385 |
|  | Rohto Pharmaceutical <br> Co. Ltd.<br>| 17000 | 284362 |
| # | Rokko Butter Co. Ltd. | 3500 | 31041 |
|  | Roland Corp. | 3800 | 84357 |
|  | Rorze Corp. | 27000 | 271750 |
|  | Round One Corp. | 48900 | 303540 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Royal Holdings Co. <br> Ltd.<br>| 7500 | $136644 |
|  | Ryobi Ltd. | 5500 | 80190 |
| # | RYODEN Corp. | 3500 | 59270 |
|  | Ryohin Keikaku Co. <br> Ltd.<br>| 31600 | 1068097 |
|  | Ryoyo Ryosan <br> Holdings, Inc.<br>| 5776 | 97004 |
|  | S Foods, Inc. | 5100 | 96311 |
|  | S&B Foods, Inc. | 3400 | 67335 |
| # | Sac's Bar Holdings, <br> Inc.<br>| 4300 | 25156 |
|  | Saibu Gas Holdings <br> Co. Ltd.<br>| 3900 | 46980 |
|  | Sakai Chemical <br> Industry Co. Ltd.<br>| 3500 | 61625 |
|  | Sakai Heavy <br> Industries Ltd.<br>| 1800 | 25577 |
|  | Sakai Moving Service <br> Co. Ltd.<br>| 4600 | 78690 |
|  | Sakata INX Corp. | 11900 | 154449 |
|  | Sakata Seed Corp. | 5800 | 134335 |
|  | Sala Corp. | 14300 | 91591 |
| # | Samco, Inc. | 500 | 8378 |
|  | San Holdings, Inc. | 5200 | 43849 |
|  | San ju San Financial <br> Group, Inc.<br>| 6050 | 97291 |
|  | San-A Co. Ltd. | 6800 | 135030 |
|  | San-Ai Obbli Co. Ltd. | 15800 | 185544 |
|  | Sangetsu Corp. | 11000 | 223727 |
|  | San-In Godo Bank <br> Ltd.<br>| 34576 | 307180 |
| \* | SANIX HOLDINGS, <br> Inc.<br>| 6100 | 9777 |
| \* | Sanken Electric Co. <br> Ltd.<br>| 5700 | 251745 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 9000 | 229959 |
|  | Sanko Gosei Ltd. | 6700 | 28639 |
|  | Sanko Metal Industrial <br> Co. Ltd.<br>| 800 | 33124 |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 2200 | 29593 |
|  | Sankyo Seiko Co. <br> Ltd.<br>| 8500 | 37870 |
|  | Sankyo Tateyama, <br> Inc.<br>| 6600 | 29488 |
|  | Sankyu, Inc. | 11700 | 512062 |
| # | Sanoh Industrial Co. <br> Ltd.<br>| 10200 | 44174 |
|  | Sanrio Co. Ltd. | 14100 | 561831 |
|  | Sansei Technologies, <br> Inc.<br>| 2400 | 21245 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Sanshin Electronics <br> Co. Ltd.<br>| 2600 | $36001 |
| # | Santec Holdings <br> Corp.<br>| 1400 | 40797 |
|  | Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 74700 | 756590 |
|  | Sanwa Holdings <br> Corp.<br>| 24300 | 797591 |
|  | Sanyo Chemical <br> Industries Ltd.<br>| 3100 | 78099 |
| # | Sanyo Denki Co. Ltd. | 4000 | 274900 |
|  | Sanyo Shokai Ltd. | 2599 | 50176 |
|  | Sanyo Trading Co. <br> Ltd.<br>| 6100 | 60000 |
| # | Sata Construction Co. <br> Ltd.<br>| 2200 | 16902 |
|  | Sato Corp. | 6719 | 97232 |
|  | Sato Foods Co. Ltd. | 300 | 15484 |
|  | Sato Shoji Corp. | 3600 | 37113 |
| # | Satori Electric Co. <br> Ltd.<br>| 3200 | 37044 |
|  | SAXA, Inc. | 1500 | 31759 |
| \* | SBI ARUHI Corp. | 4510 | 24901 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 6900 | 30838 |
|  | SBI Holdings, Inc. | 24600 | 646844 |
| # | SBI Sumishin Net <br> Bank Ltd.<br>| 5500 | 160492 |
|  | SBS Holdings, Inc. | 6000 | 120435 |
|  | SCREEN Holdings <br> Co. Ltd.<br>| 12200 | 811264 |
|  | Scroll Corp. | 11000 | 79113 |
|  | SCSK Corp. | 17100 | 447258 |
|  | SEC Carbon Ltd. | 2500 | 34678 |
|  | Seibu Electric & <br> Machinery Co. Ltd.<br>| 1200 | 15951 |
|  | Seibu Holdings, Inc. | 22500 | 543795 |
|  | Seika Corp. | 2100 | 64618 |
|  | Seikagaku Corp. | 10600 | 52676 |
| # | Seikitokyu Kogyo Co. <br> Ltd.<br>| 6100 | 66359 |
|  | Seiko Epson Corp. | 31200 | 432840 |
|  | Seiko Group Corp. | 7899 | 208508 |
|  | Seino Holdings Co. <br> Ltd.<br>| 29700 | 467427 |
| # | Seiren Co. Ltd. | 9300 | 144496 |
|  | Sekisui Chemical Co. <br> Ltd.<br>| 39800 | 695462 |
|  | Sekisui House Ltd. | 35500 | 816152 |
|  | Sekisui Jushi Corp. | 6600 | 86279 |
|  | Sekisui Kasei Co. <br> Ltd.<br>| 7400 | 16970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SEMITEC Corp. | 2100 | $26221 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 31000 | 368515 |
| # | Senshu Electric Co. <br> Ltd.<br>| 3200 | 98544 |
|  | Senshu Ikeda <br> Holdings, Inc.<br>| 61400 | 202758 |
| #\* | Senshukai Co. Ltd. | 8300 | 15453 |
|  | Seria Co. Ltd. | 9800 | 198961 |
|  | Seven & i Holdings <br> Co. Ltd.<br>| 236100 | 3475538 |
|  | Seven Bank Ltd. | 153100 | 275507 |
|  | SG Holdings Co. Ltd. | 43700 | 460146 |
|  | Sharingtechnology, <br> Inc.<br>| 3500 | 27860 |
| #\* | Sharp Corp. | 22057 | 130764 |
|  | Shibaura Machine Co. <br> Ltd.<br>| 3900 | 98457 |
|  | Shibaura <br> Mechatronics Corp.<br>| 3000 | 140707 |
|  | Shibusawa Logistics <br> Corp.<br>| 2600 | 58031 |
|  | Shibuya Corp. | 4300 | 93356 |
| \* | SHIFT, Inc. | 41900 | 383393 |
|  | Shiga Bank Ltd. | 9400 | 377975 |
|  | Shikibo Ltd. | 2900 | 19662 |
|  | Shikoku Bank Ltd. | 9300 | 77322 |
|  | Shikoku Kasei <br> Holdings Corp.<br>| 9300 | 119795 |
|  | Shima Seiki <br> Manufacturing Ltd.<br>| 6400 | 39251 |
|  | Shimadaya Corp. | 1500 | 19646 |
|  | Shimamura Co. Ltd. | 7200 | 479081 |
|  | Shimano, Inc. | 3019 | 425333 |
| # | Shimizu Bank Ltd. | 3400 | 33542 |
|  | Shimizu Corp. | 56300 | 601458 |
| # | Shimojima Co. Ltd. | 2400 | 20742 |
|  | Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 5600 | 82737 |
|  | Shinagawa <br> Refractories Co. <br> Ltd.<br>| 12100 | 139557 |
| # | Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 2200 | 31821 |
|  | Shin-Etsu Chemical <br> Co. Ltd.<br>| 61400 | 1868492 |
|  | Shin-Etsu Polymer <br> Co. Ltd.<br>| 10400 | 106561 |
| # | Shinki Bus Co. Ltd. | 600 | 14434 |
|  | Shinko Shoji Co. Ltd. | 7600 | 47380 |
|  | Shinmaywa Industries <br> Ltd.<br>| 16000 | 150770 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Shinnihon Corp. | 8500 | $98230 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 2400 | 40272 |
|  | Shinsho Corp. | 4200 | 55360 |
|  | Shinwa Co. Ltd. (3447 <br> JP)<br>| 1900 | 9660 |
|  | Shinwa Co. Ltd. (7607 <br> JP)<br>| 2600 | 55152 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 20300 | 294502 |
|  | Shizuoka Financial <br> Group, Inc.<br>| 62600 | 695645 |
|  | Shizuoka Gas Co. <br> Ltd.<br>| 11000 | 90647 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 7700 | 276402 |
|  | Shoei Co. Ltd. | 12500 | 146812 |
| # | Shoei Foods Corp. | 1500 | 42697 |
|  | Showa Sangyo Co. <br> Ltd.<br>| 5300 | 112232 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 13000 | 95283 |
|  | Siix Corp. | 10000 | 73637 |
| \* | Simplex Holdings, <br> Inc.<br>| 7900 | 167208 |
|  | Sinanen Holdings Co. <br> Ltd.<br>| 1900 | 88356 |
|  | Sinko Industries Ltd. | 13500 | 114118 |
|  | Sintokogio Ltd. | 10000 | 58290 |
|  | SK Kaken Co. Ltd. | 1300 | 81185 |
|  | SK-Electronics Co. <br> Ltd.<br>| 2100 | 33869 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 45400 | 367020 |
| # | Skylark Holdings Co. <br> Ltd.<br>| 45300 | 940167 |
|  | Skymark Airlines, Inc. | 3500 | 12357 |
| # | Smaregi, Inc. | 1500 | 33049 |
|  | SMC Corp. | 600 | 194185 |
| # | SMK Corp. | 1100 | 18042 |
|  | SMS Co. Ltd. | 17006 | 157611 |
|  | Socionext, Inc. | 38300 | 411938 |
| # | Soda Nikka Co. Ltd. | 4200 | 30269 |
|  | Sodick Co. Ltd. | 13900 | 73055 |
|  | Soft99 Corp. | 3800 | 45970 |
|  | SoftBank Corp. | 1238000 | 1873397 |
|  | SoftBank Group <br> Corp.<br>| 91100 | 4606894 |
|  | Softcreate Holdings <br> Corp.<br>| 3600 | 49502 |
|  | Software Service, Inc. | 600 | 52868 |
|  | Sohgo Security <br> Services Co. Ltd.<br>| 58400 | 461574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 4400 | $46768 |
|  | Solasto Corp. | 16700 | 51597 |
|  | Soliton Systems KK | 2100 | 18389 |
|  | Sompo Holdings, Inc. | 78800 | 2582362 |
|  | Sony Group Corp. <br> (6758 JP)<br>| 368000 | 9708865 |
|  | Sotetsu Holdings, Inc. | 12842 | 195800 |
| # | Space Co. Ltd. | 4390 | 33601 |
|  | Sparx Group Co. Ltd. | 4840 | 48961 |
|  | SPK Corp. | 2200 | 31811 |
|  | Square Enix Holdings <br> Co. Ltd.<br>| 3400 | 196598 |
|  | SRA Holdings | 2600 | 79172 |
| # | SRE Holdings Corp. | 1500 | 37013 |
|  | SRS Holdings Co. <br> Ltd.<br>| 5000 | 41686 |
| # | St. Care Holding <br> Corp.<br>| 2700 | 14618 |
|  | Stanley Electric Co. <br> Ltd.<br>| 23800 | 445986 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 8800 | 60117 |
|  | Star Micronics Co. <br> Ltd.<br>| 10000 | 114678 |
|  | Startia Holdings, Inc. | 2000 | 29553 |
|  | Starts Corp., Inc. | 9300 | 252943 |
|  | Starzen Co. Ltd. | 12600 | 107585 |
|  | Stella Chemifa Corp. | 1100 | 28728 |
|  | Step Co. Ltd. | 2300 | 36746 |
|  | STI Foods Holdings, <br> Inc.<br>| 1500 | 12947 |
|  | Strike Co. Ltd. | 2200 | 45253 |
| # | Studio Alice Co. Ltd. | 3200 | 47254 |
|  | Subaru Corp. | 131300 | 2377570 |
|  | Subaru Enterprise Co. <br> Ltd.<br>| 2000 | 46131 |
|  | Sugi Holdings Co. <br> Ltd.<br>| 18200 | 382306 |
| # | Sugimoto & Co. Ltd. | 5200 | 58565 |
| # | SUMCO Corp. | 88000 | 606856 |
|  | Sumida Corp. | 9800 | 64930 |
|  | Sumitomo Densetsu <br> Co. Ltd.<br>| 4100 | 150682 |
|  | Sumitomo Electric <br> Industries Ltd.<br>| 72600 | 1166929 |
|  | Sumitomo Forestry <br> Co. Ltd.<br>| 34900 | 1004918 |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 23119 | 481379 |
|  | Sumitomo Metal <br> Mining Co. Ltd.<br>| 23000 | 510301 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 7520 | $26652 |
|  | Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 149400 | 3564268 |
| # | Sumitomo Mitsui <br> Financial Group, <br> Inc. (SMFG US), <br> Sponsored ADR<br>| 11351 | 161184 |
|  | Sumitomo Mitsui Trust <br> Group, Inc.<br>| 42000 | 1039027 |
|  | Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 28200 | 1050345 |
|  | Sumitomo Riko Co. <br> Ltd.<br>| 11100 | 126942 |
|  | Sumitomo Rubber <br> Industries Ltd.<br>| 45525 | 573306 |
|  | Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 2400 | 80040 |
|  | Sumitomo Warehouse <br> Co. Ltd.<br>| 14500 | 281651 |
|  | Sun Frontier <br> Fudousan Co. Ltd.<br>| 8800 | 120427 |
|  | Sundrug Co. Ltd. | 16200 | 539821 |
|  | Suntory Beverage & <br> Food Ltd.<br>| 13100 | 457725 |
|  | Sun-Wa Technos <br> Corp.<br>| 3300 | 48888 |
| # | SUNWELS Co. Ltd. | 1900 | 7615 |
|  | Suruga Bank Ltd. | 34600 | 306483 |
| # | Suzuden Corp. | 2300 | 31312 |
|  | Suzuken Co. Ltd. | 13750 | 496755 |
|  | Suzuki Co. Ltd. | 4100 | 46384 |
|  | Suzuki Motor Corp. | 126400 | 1514734 |
|  | SWCC Corp. | 8300 | 377173 |
|  | System Research Co. <br> Ltd.<br>| 2400 | 29480 |
|  | System Support <br> Holdings, Inc.<br>| 1800 | 25340 |
| # | Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 500 | 15565 |
|  | Systena Corp. | 71800 | 187807 |
| # | Syuppin Co. Ltd. | 3700 | 28441 |
|  | T Hasegawa Co. Ltd. | 6900 | 138289 |
|  | T RAD Co. Ltd. | 1500 | 40275 |
|  | T&D Holdings, Inc. | 44300 | 942642 |
|  | Tachibana Eletech Co. <br> Ltd.<br>| 4880 | 79809 |
|  | Tachikawa Corp. | 2800 | 29428 |
|  | Tachi-S Co. Ltd. | 9100 | 100389 |
|  | Tadano Ltd. | 25100 | 173895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Taihei Dengyo Kaisha <br> Ltd.<br>| 2500 | $85498 |
| # | Taiho Kogyo Co. Ltd. | 4700 | 21428 |
|  | Taikisha Ltd. | 10200 | 166953 |
| # | Taiko Bank Ltd. | 1300 | 12858 |
|  | Taisei Corp. | 11900 | 645242 |
|  | Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 1500 | 26024 |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 10200 | 377645 |
|  | Taiyo Yuden Co. Ltd. | 28100 | 423811 |
|  | Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 3700 | 74951 |
| # | Takamiya Co. Ltd. | 11977 | 32175 |
|  | Takaoka Toko Co. <br> Ltd.<br>| 3000 | 48248 |
|  | Takara & Co. Ltd. | 3000 | 72696 |
|  | Takara Standard Co. <br> Ltd.<br>| 10400 | 131446 |
|  | Takasago International <br> Corp.<br>| 3600 | 169102 |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 7800 | 345103 |
|  | Takashima & Co. Ltd. | 2400 | 21989 |
|  | Takashimaya Co. Ltd. | 67600 | 521206 |
| # | TAKEBISHI Corp. | 2200 | 27418 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 8400 | 262940 |
|  | Taki Chemical Co. <br> Ltd.<br>| 900 | 19803 |
|  | Takuma Co. Ltd. | 8100 | 104370 |
| # | Tama Home Co. Ltd. | 4700 | 131570 |
|  | Tamron Co. Ltd. | 8600 | 194433 |
|  | Tamura Corp. | 22300 | 71133 |
|  | Tanseisha Co. Ltd. | 9100 | 66123 |
|  | Tayca Corp. | 4200 | 38243 |
|  | Tazmo Co. Ltd. | 1400 | 17167 |
|  | TBS Holdings, Inc. | 7500 | 251590 |
| # | TDC Soft, Inc. | 7600 | 67322 |
|  | TDK Corp. (6762 JP) | 243000 | 2593160 |
|  | TechMatrix Corp. | 8400 | 119957 |
|  | Techno Medica Co. <br> Ltd.<br>| 900 | 11413 |
|  | Techno Ryowa Ltd. | 1600 | 31937 |
|  | Techno Smart Corp. | 2600 | 29087 |
|  | TechnoPro Holdings, <br> Inc.<br>| 23900 | 532961 |
|  | Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 2400 | 46946 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Teikoku Sen-I Co. <br> Ltd.<br>| 4600 | $79583 |
|  | Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 1600 | 26405 |
|  | Tekken Corp. | 3300 | 64043 |
| # | Tenma Corp. | 4400 | 109782 |
| # | Tenpos Holdings Co. <br> Ltd.<br>| 600 | 14449 |
|  | Tera Probe, Inc. | 800 | 14845 |
|  | Terasaki Electric Co. <br> Ltd.<br>| 600 | 8812 |
|  | Terumo Corp. | 16300 | 311994 |
|  | Tess Holdings Co. <br> Ltd.<br>| 10300 | 24066 |
|  | THK Co. Ltd. | 23100 | 569068 |
|  | Tigers Polymer Corp. | 3500 | 21332 |
|  | TIS, Inc. | 23600 | 681171 |
|  | TKC Corp. | 5700 | 160667 |
|  | Toa Corp. (1885 JP) | 21800 | 210620 |
|  | Toa Corp. (6809 JP) | 6200 | 40271 |
|  | TOA ROAD Corp. | 12000 | 128303 |
|  | TOBISHIMA <br> HOLDINGS, Inc.<br>| 5970 | 75091 |
|  | Tobu Railway Co. Ltd. | 18400 | 335762 |
|  | TOC Co. Ltd. | 9500 | 42027 |
|  | Tocalo Co. Ltd. | 13600 | 156644 |
|  | Tochigi Bank Ltd. | 29200 | 66139 |
|  | Toda Corp. | 64100 | 408376 |
|  | Toei Animation Co. <br> Ltd.<br>| 5900 | 142667 |
|  | Toei Co. Ltd. | 3000 | 109910 |
|  | Toenec Corp. | 15500 | 122753 |
| # | Toho Bank Ltd. | 51400 | 126782 |
|  | Toho Co. Ltd. (8142 <br> JP)<br>| 2500 | 57199 |
|  | Toho Co. Ltd. (9602 <br> JP)<br>| 3800 | 216948 |
| # | Toho Gas Co. Ltd. | 8500 | 254259 |
|  | Toho Holdings Co. <br> Ltd.<br>| 13200 | 431527 |
|  | Toho Titanium Co. <br> Ltd.<br>| 8500 | 60600 |
|  | Tohoku Bank Ltd. | 1800 | 13549 |
|  | Tokai Carbon Co. Ltd. | 49300 | 318122 |
|  | Tokai Corp. | 4900 | 72069 |
|  | TOKAI Holdings <br> Corp.<br>| 24539 | 172074 |
|  | Tokai Rika Co. Ltd. | 14300 | 212978 |
|  | Tokai Tokyo Financial <br> Holdings, Inc.<br>| 49200 | 162500 |
| # | Token Corp. | 1810 | 169169 |
|  | Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 118700 | 4757775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tokushu Tokai Paper <br> Co. Ltd.<br>| 2300 | $60081 |
|  | Tokyo Century Corp. | 37100 | 390712 |
| # | Tokyo Electron Device <br> Ltd.<br>| 5400 | 111951 |
|  | Tokyo Electron Ltd. | 19200 | 2858848 |
|  | Tokyo Energy & <br> Systems, Inc.<br>| 4500 | 35539 |
|  | Tokyo Gas Co. Ltd. | 19800 | 657811 |
| # | Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 3700 | 8122 |
|  | Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 6422 | 253855 |
|  | Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 13200 | 290398 |
|  | Tokyo Sangyo Co. <br> Ltd.<br>| 6600 | 32060 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 8700 | 485487 |
|  | Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 13700 | 154903 |
|  | Tokyo Tatemono Co. <br> Ltd.<br>| 46900 | 840838 |
|  | Tokyu Construction <br> Co. Ltd.<br>| 21564 | 125199 |
|  | Tokyu Fudosan <br> Holdings Corp.<br>| 151043 | 1057877 |
|  | Toli Corp. | 10700 | 36585 |
|  | Tomato Bank Ltd. | 1400 | 11580 |
| # | Tomoe Corp. | 5400 | 56161 |
| # | Tomoe Engineering <br> Co. Ltd.<br>| 6000 | 58099 |
|  | Tomoku Co. Ltd. | 3500 | 59981 |
|  | TOMONY Holdings, <br> Inc.<br>| 46900 | 179717 |
|  | Tomy Co. Ltd. | 21600 | 475567 |
|  | Topcon Corp. | 22000 | 499639 |
|  | TOPPAN Holdings, <br> Inc.<br>| 23300 | 654090 |
|  | Topre Corp. | 11300 | 138068 |
|  | Topy Industries Ltd. | 4200 | 60879 |
|  | Toray Industries, Inc. | 127700 | 815558 |
| # | Torex Semiconductor <br> Ltd.<br>| 3000 | 24881 |
|  | Toridoll Holdings <br> Corp.<br>| 11600 | 347197 |
|  | Torigoe Co. Ltd. | 4100 | 24744 |
|  | Torii Pharmaceutical <br> Co. Ltd.<br>| 3700 | 121245 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 4500 | $62069 |
|  | Tosei Corp. | 8900 | 149999 |
|  | Toshiba TEC Corp. | 8700 | 163985 |
|  | Tosho Co. Ltd. | 3800 | 14619 |
|  | Tosoh Corp. | 50800 | 716113 |
|  | Totech Corp. | 6300 | 114315 |
|  | Totetsu Kogyo Co. <br> Ltd.<br>| 5000 | 110339 |
|  | TOTO Ltd. | 16399 | 432416 |
| # | Tottori Bank Ltd. | 2400 | 21565 |
|  | Toukei Computer Co. <br> Ltd.<br>| 1400 | 42996 |
|  | Tow Co. Ltd. | 9200 | 20361 |
|  | Towa Bank Ltd. | 9200 | 39484 |
| # | Towa Corp. | 8900 | 83080 |
|  | Towa Pharmaceutical <br> Co. Ltd.<br>| 7500 | 139169 |
|  | Toyo Construction Co. <br> Ltd.<br>| 22500 | 211054 |
|  | Toyo Corp. | 5600 | 53921 |
| # | Toyo Engineering <br> Corp.<br>| 7919 | 37388 |
| # | Toyo Gosei Co. Ltd. | 1400 | 47375 |
| # | Toyo Innovex Co. Ltd. | 4900 | 19813 |
|  | Toyo Kanetsu KK | 2200 | 54662 |
|  | Toyo Seikan Group <br> Holdings Ltd.<br>| 23700 | 413771 |
|  | Toyo Suisan Kaisha <br> Ltd.<br>| 6500 | 420197 |
|  | Toyo Tanso Co. Ltd. | 2500 | 70255 |
|  | Toyo Tire Corp. | 28500 | 532859 |
|  | Toyoda Gosei Co. <br> Ltd.<br>| 16500 | 316827 |
|  | Toyota Boshoku <br> Corp.<br>| 21700 | 311368 |
|  | Toyota Industries <br> Corp.<br>| 5600 | 656739 |
|  | TPR Co. Ltd. | 5900 | 87867 |
|  | Traders Holdings Co. <br> Ltd.<br>| 4900 | 30184 |
| # | Transaction Co. Ltd. | 3200 | 56886 |
| \* | Transaction Media <br> Networks, Inc.<br>| 4700 | 9210 |
|  | Transcosmos, Inc. | 4363 | 95337 |
|  | TRE Holdings Corp. | 20400 | 219847 |
|  | Treasure Factory Co. <br> Ltd.<br>| 3800 | 51214 |
|  | Trend Micro, Inc. <br> (4704 JP)<br>| 11500 | 825132 |
| # | Tri Chemical <br> Laboratories, Inc.<br>| 900 | 16070 |
|  | Trinity Industrial Corp. | 1700 | 12651 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Trusco Nakayama <br> Corp.<br>| 10900 | $162617 |
|  | TS Tech Co. Ltd. | 21900 | 247529 |
|  | TSI Holdings Co. Ltd. | 13100 | 98585 |
| # | Tsubaki Nakashima <br> Co. Ltd.<br>| 11229 | 31966 |
|  | Tsubakimoto Chain <br> Co.<br>| 22284 | 270713 |
| # | Tsubakimoto Kogyo <br> Co. Ltd.<br>| 3600 | 54557 |
|  | Tsugami Corp. | 10600 | 130577 |
|  | Tsukishima Holdings <br> Co. Ltd.<br>| 6600 | 92627 |
|  | Tsukuba Bank Ltd. | 28700 | 48400 |
|  | Tsuruha Holdings, <br> Inc.<br>| 8000 | 643513 |
|  | Tsurumi Manufacturing <br> Co. Ltd.<br>| 4800 | 111389 |
| # | Tsutsumi Jewelry Co. <br> Ltd.<br>| 2200 | 35662 |
|  | Tsuzuki Denki Co. <br> Ltd.<br>| 1700 | 29155 |
|  | TV Asahi Holdings <br> Corp.<br>| 6600 | 120046 |
|  | Tv Tokyo Holdings <br> Corp.<br>| 2500 | 69506 |
|  | TYK Corp. | 3500 | 12051 |
|  | UACJ Corp. | 10500 | 354253 |
|  | UBE Corp. | 2700 | 39613 |
|  | Uchida Yoko Co. Ltd. | 2300 | 125823 |
|  | Ueki Corp. | 400 | 5321 |
|  | ULS Group, Inc. | 1300 | 45177 |
|  | Ulvac, Inc. | 10700 | 362887 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 15600 | 223241 |
|  | Unicharm Corp. | 77200 | 716813 |
|  | Unipres Corp. | 10600 | 74475 |
|  | United Arrows Ltd. | 5900 | 93139 |
|  | United Super Markets <br> Holdings, Inc.<br>| 15400 | 99047 |
|  | Urbanet Corp. Co. <br> Ltd.<br>| 9100 | 29252 |
| # | User Local, Inc. | 1200 | 13989 |
|  | Ushio, Inc. | 24900 | 299494 |
|  | USS Co. Ltd. | 50000 | 498387 |
|  | UT Group Co. Ltd. | 7400 | 104017 |
|  | V Technology Co. <br> Ltd.<br>| 2900 | 40872 |
|  | Valor Holdings Co. <br> Ltd.<br>| 10051 | 175858 |
|  | Valqua Ltd. | 4100 | 86254 |
| # | Value HR Co. Ltd. | 4100 | 44845 |
|  | ValueCommerce Co. <br> Ltd.<br>| 5100 | 28974 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Vector, Inc. | 6200 | $38558 |
|  | Vertex Corp. | 6180 | 83507 |
|  | Vision, Inc. | 8200 | 73907 |
| \* | Visional, Inc. | 5100 | 308543 |
|  | Vital KSK Holdings, <br> Inc.<br>| 10000 | 92053 |
|  | VT Holdings Co. Ltd. | 29700 | 105097 |
|  | Wacoal Holdings <br> Corp.<br>| 10700 | 373452 |
|  | Wacom Co. Ltd. | 25500 | 97617 |
|  | Wakachiku <br> Construction Co. <br> Ltd.<br>| 2500 | 69903 |
|  | Wakita & Co. Ltd. | 10600 | 130985 |
|  | Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 4500 | 69603 |
| # | Waseda Academy Co. <br> Ltd.<br>| 2000 | 31012 |
| # | Watahan & Co. Ltd. | 3100 | 35225 |
| # | WATAMI Co. Ltd. | 4800 | 37857 |
|  | WDB Holdings Co. <br> Ltd.<br>| 1900 | 24250 |
|  | Weathernews, Inc. | 2600 | 64489 |
|  | Welcia Holdings Co. <br> Ltd.<br>| 17760 | 313129 |
|  | Wellneo Sugar Co. <br> Ltd.<br>| 2200 | 36455 |
|  | Wellnet Corp. | 2900 | 14738 |
|  | West Holdings Corp. | 5757 | 63743 |
| # | Will Group, Inc. | 6500 | 44391 |
| \* | WingArc1st, Inc. | 5200 | 138971 |
|  | With U.S. Corp. | 1000 | 17201 |
|  | Workman Co. Ltd. | 2300 | 72475 |
|  | World Co. Ltd. | 7700 | 143033 |
|  | World Holdings Co. <br> Ltd.<br>| 3400 | 47634 |
| #\* | W-Scope Corp. | 2800 | 4887 |
|  | Xebio Holdings Co. <br> Ltd.<br>| 6900 | 62948 |
|  | Yahagi Construction <br> Co. Ltd.<br>| 9100 | 92578 |
|  | Yakult Honsha Co. <br> Ltd.<br>| 10298 | 211542 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 3000 | 42629 |
|  | YAMABIKO Corp. | 14400 | 215498 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 2400 | 29421 |
|  | Yamada Holdings Co. <br> Ltd.<br>| 87091 | 280675 |
| # | Yamae Group <br> Holdings Co. Ltd.<br>| 4000 | 72556 |
|  | Yamagata Bank Ltd. | 7399 | 66639 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yamaguchi Financial <br> Group, Inc.<br>| 46300 | $547004 |
|  | Yamaha Corp. | 44700 | 326709 |
| # | Yamaha Motor Co. <br> Ltd.<br>| 162500 | 1276232 |
|  | Yamaichi Electronics <br> Co. Ltd.<br>| 3800 | 53398 |
| # | Yamami Co. | 500 | 16140 |
|  | Yamanashi Chuo <br> Bank Ltd.<br>| 7300 | 104121 |
|  | Yamatane Corp. | 2600 | 81805 |
|  | Yamato Corp. | 4700 | 54271 |
|  | Yamato Holdings Co. <br> Ltd.<br>| 37146 | 527390 |
| # | Yamato Kogyo Co. <br> Ltd.<br>| 7500 | 446615 |
| # | Yamaura Corp. | 2200 | 18759 |
|  | Yamazaki Baking Co. <br> Ltd.<br>| 26200 | 627190 |
|  | Yamazen Corp. | 15200 | 149453 |
|  | Yaoko Co. Ltd. | 4900 | 328191 |
|  | Yaskawa Electric <br> Corp.<br>| 10800 | 227548 |
|  | Yasuda Logistics <br> Corp.<br>| 4800 | 57154 |
| # | YE DIGITAL Corp. | 3200 | 13676 |
|  | Yellow Hat Ltd. | 20000 | 190605 |
|  | Yodogawa Steel <br> Works Ltd.<br>| 5700 | 230782 |
|  | Yokogawa Bridge <br> Holdings Corp.<br>| 10100 | 185042 |
|  | Yokogawa Electric <br> Corp.<br>| 14500 | 313782 |
|  | Yokohama Rubber <br> Co. Ltd. <br>| 32600 | 712793 |
| # | Yokorei Co. Ltd. | 12100 | 72274 |
|  | Yokowo Co. Ltd. | 5325 | 45631 |
|  | Yondenko Corp. | 8100 | 76378 |
|  | Yonex Co. Ltd. | 13900 | 227442 |
|  | Yonkyu Co. Ltd. | 800 | 11941 |
|  | Yorozu Corp. | 5900 | 42319 |
|  | Yoshinoya Holdings <br> Co. Ltd.<br>| 12285 | 269271 |
| # | Yotai Refractories Co. <br> Ltd.<br>| 3800 | 47285 |
|  | Yuasa Trading Co. <br> Ltd.<br>| 4800 | 146893 |
| # | Yukiguni Factory Co. <br> Ltd.<br>| 7000 | 56839 |
|  | Yurtec Corp. | 10600 | 136877 |
|  | Yushin Co. | 4600 | 20544 |
|  | Yushiro, Inc. | 2000 | 26485 |
|  | Yutaka Giken Co. Ltd. | 1400 | 21220 |
|  | Zacros Corp. | 4300 | 119237 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Zaoh Co. Ltd. | 800 | $13585 |
| # | Zenitaka Corp. | 600 | 18033 |
| # | Zenkoku Hosho Co. <br> Ltd.<br>| 17100 | 371003 |
|  | Zenrin Co. Ltd. | 6800 | 57228 |
|  | Zensho Holdings Co. <br> Ltd.<br>| 11600 | 716803 |
|  | Zeon Corp. | 33300 | 326547 |
|  | ZERIA Pharmaceutical <br> Co. Ltd.<br>| 5900 | 96752 |
|  | ZIGExN Co. Ltd. | 15100 | 46984 |
| # | Zojirushi Corp. | 2600 | 24975 |
|  | ZOZO, Inc. | 33900 | 344271 |
| # | Zuiko Corp. | 4100 | 31149 |
| TOTAL JAPAN | TOTAL JAPAN |  | 380450731 |
| LIECHTENSTEIN — (0.0%) | LIECHTENSTEIN — (0.0%) | LIECHTENSTEIN — (0.0%) | LIECHTENSTEIN — (0.0%) |
|  | Liechtensteinische <br> Landesbank AG<br>| 3467 | 318318 |
|  | VP Bank AG, Class A | 873 | 87036 |
| TOTAL LIECHTENSTEIN | TOTAL LIECHTENSTEIN |  | 405354 |
| LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) |
|  | Aperam SA | 11909 | 346521 |
| \* | Aroundtown SA | 110504 | 330143 |
|  | B&M European Value <br> Retail SA<br>| 184370 | 829182 |
| Ω | Befesa SA | 7039 | 214036 |
|  | d'Amico International <br> Shipping SA<br>| 12254 | 45447 |
| \* | Grand City Properties <br> SA<br>| 11274 | 134558 |
| \* | HomeToGo SE | 3187 | 6135 |
| \* | InPost SA | 59271 | 1001199 |
| # | RTL Group SA | 9862 | 404446 |
| Ω | Samsonite Group SA | 283500 | 507958 |
| # | SES SA | 99058 | 525205 |
|  | Subsea 7 SA | 34627 | 524288 |
|  | Sword Group | 2115 | 75004 |
|  | Tenaris SA (TEN IM) | 33633 | 560828 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | 5504950 |
| NETHERLANDS — (4.6%) | NETHERLANDS — (4.6%) | NETHERLANDS — (4.6%) | NETHERLANDS — (4.6%) |
|  | Aalberts NV | 22793 | 756879 |
| #Ω | ABN AMRO Bank NV | 74927 | 1552701 |
|  | Acomo NV | 5752 | 141368 |
| \*Ω | Adyen NV | 570 | 922381 |
|  | Aegon Ltd. (AEG US) | 75866 | 487818 |
|  | Aegon Ltd. (AGN NA) | 236073 | 1518408 |
|  | Akzo Nobel NV | 31623 | 1996517 |
| #\*Ω | Alfen NV | 3346 | 58831 |
| # | AMG Critical Materials <br> NV<br>| 8387 | 149486 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Arcadis NV | 18005 | $873082 |
| \* | Argenx SE (ARGX <br> US), ADR<br>| 672 | 433534 |
| \* | Argo Properties NV | 2212 | 68077 |
|  | Ariston Holding NV | 16546 | 74610 |
|  | ASM International NV | 4632 | 2264061 |
|  | ASML Holding NV <br> (ASML NA)<br>| 1474 | 986757 |
|  | ASML Holding NV <br> (ASML US)<br>| 16394 | 10952430 |
|  | ASR Nederland NV | 49353 | 3114116 |
| #\*Ω | Basic-Fit NV | 11769 | 267504 |
| # | BE Semiconductor <br> Industries NV<br>| 12696 | 1375024 |
| # | Brembo NV | 26164 | 244652 |
| # | Brunel International <br> NV<br>| 4722 | 49813 |
|  | Corbion NV | 17357 | 371187 |
|  | COSMO <br> Pharmaceuticals <br> NV<br>| 638 | 37000 |
| #Ω | CTP NV | 18973 | 356371 |
| Ω | Euronext NV | 12104 | 2023149 |
|  | Ferrari NV (RACE IM) | 5231 | 2394697 |
|  | Ferrari NV (RACE <br> US)<br>| 611 | 282148 |
|  | Ferrovial SE | 26291 | 1282541 |
|  | Flow Traders Ltd. | 11338 | 335704 |
|  | ForFarmers NV | 11164 | 53277 |
|  | Fugro NV | 30956 | 363040 |
|  | HAL Trust | 1635 | 215158 |
| \* | Havas NV | 116631 | 194022 |
|  | IMCD NV | 11377 | 1512921 |
|  | ING Groep NV (INGA <br> NA)<br>| 157316 | 3054970 |
|  | Iveco Group NV | 64101 | 1024086 |
|  | JDE Peet's NV | 10551 | 255428 |
| Ω | Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 19511 | 425248 |
| # | Kendrion NV | 3940 | 45878 |
|  | Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 115481 | 4741528 |
|  | Koninklijke BAM <br> Groep NV<br>| 83795 | 567610 |
|  | Koninklijke Heijmans <br> NV<br>| 8810 | 451240 |
|  | Koninklijke KPN NV | 978333 | 4551062 |
| #\* | Koninklijke Philips NV <br> (PHG US)<br>| 53720 | 1361800 |
| \* | Koninklijke Philips NV <br> (PHIA NA)<br>| 16289 | 413412 |
|  | Koninklijke Vopak NV | 22921 | 947799 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 39915 | $145182 |
|  | MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 22348 | 108764 |
|  | Nedap NV | 1486 | 102607 |
|  | NN Group NV | 66887 | 4101537 |
| #\* | NX Filtration NV | 1334 | 5359 |
| #\* | Pharming Group NV | 110090 | 97370 |
|  | Pluxee NV | 12780 | 287417 |
| # | PostNL NV | 75595 | 77184 |
|  | Prosus NV (PRX NA) | 44794 | 2100148 |
|  | Randstad NV | 22937 | 920684 |
|  | RHI Magnesita NV | 3584 | 149690 |
|  | SBM Offshore NV | 46762 | 983128 |
| #\* | SIF Holding NV | 1516 | 15995 |
| Ω | Signify NV | 31622 | 655495 |
|  | Sligro Food Group <br> NV<br>| 4988 | 67378 |
| # | Stellantis NV (STLA <br> UX)<br>| 2097 | 19460 |
| # | Stellantis NV (STLAM <br> IM)<br>| 247907 | 2306881 |
|  | STMicroelectronics <br> NV (STM FP)<br>| 39978 | 908824 |
|  | STMicroelectronics <br> NV (STM US)<br>| 32226 | 731852 |
|  | Technip Energies NV | 36697 | 1252253 |
|  | TKH Group NV | 10897 | 430542 |
| #\* | TomTom NV | 12235 | 64672 |
| # | Universal Music <br> Group NV<br>| 68459 | 2013070 |
|  | Van Lanschot Kempen <br> NV<br>| 9679 | 565133 |
|  | Wolters Kluwer NV | 29784 | 5258632 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 78918582 |
| NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) |
|  | a2 Milk Co. Ltd.  | 33795 | 175926 |
|  | Air New Zealand Ltd. | 474534 | 163524 |
|  | Auckland International <br> Airport Ltd.<br>| 53419 | 238652 |
| # | Briscoe Group Ltd. | 7212 | 18089 |
|  | Channel Infrastructure <br> NZ Ltd.<br>| 78992 | 89177 |
|  | Chorus Ltd. (CNU <br> NZ)<br>| 87918 | 414647 |
| # | Contact Energy Ltd. | 90242 | 475393 |
|  | EBOS Group Ltd. | 18312 | 398532 |
|  | Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 19201 | 387342 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 227455 | $414135 |
|  | Fonterra Co-Operative <br> Group Ltd.<br>| 23363 | 75523 |
|  | Freightways Group <br> Ltd.<br>| 41625 | 243342 |
|  | Genesis Energy Ltd. | 63089 | 82440 |
| \* | Gentrack Group Ltd. | 5468 | 38097 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 9781 | 42247 |
| # | Heartland Group <br> Holdings Ltd.<br>| 210577 | 96405 |
| # | Infratil Ltd. | 36998 | 231893 |
| # | Investore Property <br> Ltd.<br>| 35007 | 21237 |
| \* | KMD Brands Ltd. | 154764 | 30239 |
|  | Mainfreight Ltd. | 7201 | 237640 |
|  | Manawa Energy Ltd. | 11068 | 31900 |
|  | Mercury NZ Ltd. | 21244 | 70494 |
|  | Meridian Energy Ltd. | 37468 | 121965 |
|  | Napier Port Holdings <br> Ltd.<br>| 14915 | 22717 |
| # | NZME Ltd. (NZM AU) | 18597 | 11542 |
|  | NZX Ltd. | 96996 | 88705 |
| \* | Oceania Healthcare <br> Ltd.<br>| 146390 | 56611 |
|  | Port of Tauranga Ltd. | 20843 | 76270 |
| \* | Rakon Ltd. | 16547 | 5501 |
| # | Restaurant Brands <br> New Zealand Ltd.<br>| 9175 | 17990 |
| \* | Ryman Healthcare <br> Ltd.<br>| 120044 | 157456 |
|  | Sanford Ltd. | 10430 | 28373 |
|  | Scales Corp. Ltd. | 27860 | 68832 |
| \* | Serko Ltd. | 6176 | 13247 |
|  | Skellerup Holdings <br> Ltd.<br>| 40677 | 102030 |
|  | SKY Network <br> Television Ltd.<br>| 48329 | 70819 |
|  | Spark New Zealand <br> Ltd.<br>| 156249 | 193581 |
|  | Summerset Group <br> Holdings Ltd.<br>| 59466 | 380537 |
|  | Tourism Holdings Ltd. | 30378 | 24768 |
|  | TOWER Ltd. | 107281 | 84595 |
|  | Turners Automotive <br> Group Ltd.<br>| 13533 | 46607 |
|  | Vector Ltd. | 17959 | 42404 |
| \* | Vista Group <br> International Ltd.<br>| 21101 | 44411 |
|  | Vulcan Steel Ltd. | 1863 | 8812 |
| \* | Warehouse Group <br> Ltd.<br>| 33331 | 16213 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| \* | Xero Ltd. | 8802 | $926966 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 6587826 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
|  | 2020 Bulkers Ltd. | 5317 | 56828 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 87249 | 55100 |
|  | AF Gruppen ASA | 5957 | 85499 |
|  | Aker BP ASA | 2545 | 54635 |
|  | Aker Solutions ASA | 38218 | 103729 |
|  | AKVA Group ASA | 848 | 5129 |
| \* | Archer Ltd. | 9352 | 18403 |
|  | Arendals <br> Fossekompani ASA<br>| 429 | 5332 |
|  | Atea ASA | 17327 | 237070 |
|  | Austevoll Seafood <br> ASA<br>| 18833 | 177423 |
| #\*Ω | AutoStore Holdings <br> Ltd.<br>| 14572 | 6567 |
|  | B2 Impact ASA | 73842 | 80868 |
|  | Bakkafrost P | 2038 | 102768 |
| \* | BEWi ASA | 4828 | 10056 |
|  | Bonheur ASA | 6236 | 144398 |
|  | Borregaard ASA | 14300 | 246043 |
|  | Bouvet ASA | 14828 | 114435 |
| \* | Cloudberry Clean <br> Energy ASA<br>| 56428 | 67482 |
| \*Ω | Crayon Group Holding <br> ASA<br>| 4911 | 58821 |
|  | DNB Bank ASA | 36943 | 923505 |
| \*Ω | Elkem ASA | 63053 | 110915 |
| Ω | Elmera Group ASA | 19682 | 70157 |
|  | Elopak ASA | 20083 | 81993 |
| \*Ω | Entra ASA | 6404 | 73860 |
| Ω | Europris ASA | 34170 | 253349 |
|  | Gjensidige Forsikring <br> ASA<br>| 2190 | 51243 |
| # | Grieg Seafood ASA | 10723 | 67661 |
| \* | Hexagon Composites <br> ASA<br>| 19122 | 34482 |
| #\* | Hexagon Purus ASA | 6563 | 1215 |
| # | Hoegh Autoliners <br> ASA<br>| 25645 | 206405 |
| Ω | Kid ASA | 7527 | 105754 |
|  | Kitron ASA | 37227 | 184433 |
| \* | Kongsberg Automotive <br> ASA<br>| 178061 | 23137 |
|  | Leroy Seafood Group <br> ASA<br>| 12624 | 55332 |
| \* | LINK Mobility Group <br> Holding ASA<br>| 47902 | 112801 |
|  | Magnora ASA | 5549 | 11768 |
|  | Medistim ASA | 2115 | 32670 |
|  | Mowi ASA | 10745 | 197027 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| Ω | Multiconsult ASA | 3394 | $62035 |
| #\* | NEL ASA | 97037 | 21011 |
|  | Norbit ASA | 2467 | 33881 |
| \* | Nordic Semiconductor <br> ASA<br>| 2834 | 28418 |
|  | Norsk Hydro ASA | 75751 | 401815 |
| \*Ω | Norske Skog ASA | 21066 | 36774 |
| \* | Northern Ocean Ltd. | 28873 | 16339 |
| \* | NRC Group ASA | 10511 | 4998 |
|  | Odfjell Drilling Ltd. | 31663 | 164815 |
|  | Odfjell SE, Class A | 4824 | 45516 |
|  | Odfjell Technology <br> Ltd.<br>| 4361 | 17351 |
|  | Olav Thon <br> Eiendomsselskap <br> ASA<br>| 2062 | 51296 |
|  | Orkla ASA | 5699 | 63558 |
|  | Panoro Energy ASA | 22447 | 49067 |
|  | Pareto Bank ASA | 9248 | 65644 |
|  | Pexip Holding ASA | 9642 | 36649 |
| \* | PhotoCure ASA | 1701 | 8804 |
|  | Protector Forsikring <br> ASA<br>| 12879 | 453282 |
|  | Rana Gruber ASA | 5547 | 39487 |
|  | Rogaland Sparebank | 2270 | 28126 |
|  | Salmar ASA | 2856 | 141154 |
| \* | SATS ASA | 20392 | 73668 |
| \*Ω | Scatec ASA | 32702 | 249570 |
|  | Schibsted ASA (SCHA <br> NO), Class A<br>| 1920 | 58431 |
|  | Schibsted ASA (SCHB <br> NO), Class B<br>| 3573 | 103178 |
|  | Sea1 offshore, Inc. | 20330 | 38457 |
|  | Selvaag Bolig ASA | 9716 | 32613 |
| #\*Ω | Shelf Drilling Ltd. | 52257 | 23682 |
| #†† | Solstad Maritime <br> Holding AS<br>| 9952 | 7175 |
| \* | Solstad Offshore ASA | 7622 | 27826 |
|  | Sparebank 1 <br> Oestlandet<br>| 8533 | 142105 |
|  | SpareBank 1 <br> Sor-Norge ASA<br>| 21520 | 343395 |
|  | Sparebanken More | 6733 | 64717 |
|  | Stolt-Nielsen Ltd. | 7288 | 163631 |
|  | Storebrand ASA | 62559 | 755313 |
|  | Telenor ASA | 28479 | 427754 |
|  | TGS ASA | 31244 | 233029 |
|  | TOMRA Systems <br> ASA<br>| 10628 | 167681 |
|  | Veidekke ASA | 22947 | 345283 |
|  | Wallenius Wilhelmsen <br> ASA<br>| 17429 | 126316 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 3431 | $127860 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 997 | 36220 |
|  | Yara International <br> ASA<br>| 7866 | 255280 |
| TOTAL NORWAY | TOTAL NORWAY |  | 9801497 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
| # | Altri SGPS SA | 17850 | 122828 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 2654076 | 1697543 |
|  | Corticeira Amorim <br> SGPS SA<br>| 7403 | 63951 |
|  | CTT-Correios de <br> Portugal SA<br>| 18086 | 159311 |
|  | EDP SA (EDP PL) | 286398 | 1128884 |
|  | Galp Energia SGPS <br> SA<br>| 111634 | 1729632 |
|  | Ibersol SGPS SA | 6294 | 66342 |
|  | Jeronimo Martins <br> SGPS SA<br>| 21470 | 519625 |
| # | Mota-Engil SGPS SA | 25597 | 101601 |
|  | Navigator Co. SA | 43542 | 165242 |
|  | NOS SGPS SA | 62071 | 259046 |
|  | REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 56809 | 186457 |
|  | Sonae SGPS SA | 202112 | 256669 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 6457131 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| \* | AEM Holdings Ltd. | 49766 | 45071 |
|  | Aztech Global Ltd. | 57700 | 23429 |
|  | Banyan Tree Holdings <br> Ltd.<br>| 76100 | 18904 |
|  | Boustead Singapore <br> Ltd.<br>| 83034 | 66064 |
|  | BRC Asia Ltd. | 25400 | 61834 |
|  | Bukit Sembawang <br> Estates Ltd.<br>| 43600 | 118173 |
| Ω | BW LPG Ltd. | 28568 | 286981 |
|  | Capitaland India Trust | 158786 | 118466 |
|  | CapitaLand <br> Investment Ltd.<br>| 178600 | 376416 |
|  | Centurion Corp. Ltd. | 37000 | 35678 |
|  | China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 71400 | 46481 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 101000 | $42180 |
|  | City Developments <br> Ltd.<br>| 72000 | 274143 |
|  | ComfortDelGro Corp. <br> Ltd.<br>| 290300 | 340573 |
| \* | COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 312900 | 29961 |
|  | CSE Global Ltd. | 85432 | 27386 |
|  | DBS Group Holdings <br> Ltd.<br>| 110064 | 3575889 |
|  | Delfi Ltd. | 70200 | 38752 |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 49100 | 123935 |
| \*†† | Ezion Holdings Ltd. | 982352 | 0 |
| #\*†† | Ezra Holdings Ltd. | 190010 | 0 |
|  | Far East Orchard Ltd. | 40710 | 31746 |
|  | First Resources Ltd. | 125500 | 145201 |
|  | Food Empire Holdings <br> Ltd.<br>| 42400 | 49021 |
|  | Fraser & Neave Ltd. | 43400 | 40563 |
|  | Frasers Property Ltd. | 72300 | 45153 |
|  | Frencken Group Ltd. | 94100 | 73097 |
| \* | Fu Yu Corp. Ltd. | 102100 | 7775 |
| \* | Gallant Venture Ltd. | 52000 | 3026 |
|  | Golden <br> Agri-Resources <br> Ltd.<br>| 1364100 | 250752 |
|  | GuocoLand Ltd. | 48400 | 52250 |
|  | Haw Par Corp. Ltd. | 23800 | 236254 |
|  | Ho Bee Land Ltd. | 39400 | 54287 |
|  | Hong Fok Corp. Ltd. | 84400 | 47486 |
|  | Hong Leong Asia Ltd. | 76800 | 64224 |
|  | Hong Leong Finance <br> Ltd.<br>| 79500 | 156822 |
|  | Hongkong Land <br> Holdings Ltd.<br>| 128700 | 629858 |
|  | Hotel Grand Central <br> Ltd.<br>| 29489 | 15681 |
|  | Hour Glass Ltd. | 49200 | 59152 |
|  | HRnetgroup Ltd. | 22900 | 12175 |
|  | Hutchison Port <br> Holdings Trust<br>| 1065900 | 158682 |
| \*†† | Hyflux Ltd. | 78700 | 0 |
|  | iFAST Corp. Ltd. | 29000 | 138136 |
|  | ISDN Holdings Ltd. | 79180 | 19149 |
|  | Keppel Ltd. | 99900 | 502267 |
|  | Mandarin Oriental <br> International Ltd.<br>| 25100 | 45243 |
|  | Marco Polo Marine <br> Ltd.<br>| 292000 | 9420 |
|  | Metro Holdings Ltd. | 98700 | 27962 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 10500 | $13159 |
| #\*†† | Midas Holdings Ltd. | 218800 | 0 |
|  | Nanofilm Technologies <br> International Ltd.<br>| 40700 | 16389 |
|  | Netlink NBN Trust | 327600 | 229427 |
| \* | Oceanus Group Ltd. | 1247200 | 5759 |
|  | Oversea-Chinese <br> Banking Corp. Ltd.<br>| 146249 | 1809943 |
|  | Pan-United Corp. Ltd. | 47875 | 24701 |
|  | Propnex Ltd. | 43800 | 35224 |
|  | PSC Corp. Ltd. | 88400 | 23338 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 53640 | 11916 |
|  | QAF Ltd. | 44382 | 28384 |
| \* | Rex International <br> Holding Ltd.<br>| 266900 | 24357 |
|  | Riverstone Holdings <br> Ltd.<br>| 96800 | 67082 |
|  | Samudera Shipping <br> Line Ltd.<br>| 41900 | 26648 |
|  | SATS Ltd. | 126332 | 272436 |
|  | SBS Transit Ltd. | 11800 | 26788 |
| \* | Seatrium Ltd. | 317333 | 466019 |
|  | Sheng Siong Group <br> Ltd.<br>| 138000 | 185931 |
|  | SIA Engineering Co. <br> Ltd.<br>| 20500 | 35164 |
|  | SIIC Environment <br> Holdings Ltd. (SIIC <br> SP)<br>| 305800 | 37796 |
|  | Sinarmas Land Ltd. | 175900 | 42456 |
|  | Singapore Exchange <br> Ltd.<br>| 99700 | 1096785 |
|  | Singapore Land <br> Group Ltd.<br>| 18100 | 27759 |
| # | Singapore Post Ltd. | 348700 | 152610 |
|  | Singapore <br> Telecommunications <br> Ltd.<br>| 54500 | 157679 |
|  | Stamford Land Corp. <br> Ltd.<br>| 162807 | 43865 |
|  | StarHub Ltd. | 129600 | 116166 |
|  | Straits Trading Co. <br> Ltd.<br>| 34997 | 38352 |
| \*†† | Swiber Holdings Ltd. | 23999 | 0 |
|  | Tuan Sing Holdings <br> Ltd.<br>| 147028 | 28137 |
|  | UMS Integration Ltd. | 138643 | 114650 |
|  | United Overseas Bank <br> Ltd.<br>| 92970 | 2469175 |
|  | UOB-Kay Hian <br> Holdings Ltd.<br>| 85260 | 117696 |
|  | UOL Group Ltd. | 82151 | 363410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Valuetronics Holdings <br> Ltd.<br>| 117650 | $57755 |
|  | Venture Corp. Ltd. | 36800 | 326674 |
|  | Vicom Ltd. | 10800 | 11149 |
|  | Wilmar International <br> Ltd.<br>| 157800 | 370117 |
|  | Wing Tai Holdings <br> Ltd.<br>| 92200 | 82580 |
| \* | XP Power Ltd. | 668 | 6275 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 568000 | 972963 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 18462412 |
| SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) | SPAIN — (3.2%) |
|  | Acciona SA | 6672 | 972266 |
|  | Acerinox SA | 41521 | 469241 |
|  | ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 40071 | 2510641 |
| Ω | Aedas Homes SA | 2497 | 80586 |
| #Ω | Aena SME SA | 6959 | 1748212 |
|  | Alantra Partners SA | 3441 | 34158 |
|  | Almirall SA | 13934 | 154608 |
|  | Amadeus IT Group <br> SA<br>| 36639 | 2883966 |
|  | Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 18717 | 118159 |
|  | Audax Renovables <br> SA<br>| 27496 | 47233 |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 647395 | 8884874 |
|  | Banco de Sabadell <br> SA<br>| 1332301 | 3887365 |
| # | Banco Santander SA <br> (SAN SM)<br>| 707292 | 4979944 |
| # | Bankinter SA | 184137 | 2145000 |
| # | CaixaBank SA | 391100 | 2997471 |
| Ω | Cellnex Telecom SA | 24657 | 997853 |
|  | CIE Automotive SA | 10511 | 277866 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 5118 | 250157 |
| # | Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 5691 | 106383 |
| \* | Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 2593 | 67003 |
|  | Ebro Foods SA | 7287 | 142341 |
| # | EDP Renovaveis SA | 41373 | 387448 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | eDreams ODIGEO <br> SA<br>| 4521 | $37816 |
|  | Elecnor SA | 9837 | 210890 |
|  | Enagas SA | 38407 | 598836 |
|  | Ence Energia y <br> Celulosa SA<br>| 24550 | 79170 |
|  | Endesa SA | 30248 | 908425 |
|  | Ercros SA | 25202 | 85301 |
|  | Faes Farma SA | 64528 | 313324 |
|  | Fluidra SA | 9457 | 218945 |
| Ω | Gestamp Automocion <br> SA<br>| 47209 | 141020 |
| Ω | Global Dominion <br> Access SA<br>| 20282 | 66984 |
| \* | Grenergy Renovables <br> SA<br>| 1444 | 82954 |
|  | Grupo Catalana <br> Occidente SA<br>| 9921 | 552527 |
|  | Grupo Empresarial <br> San Jose SA<br>| 5655 | 37111 |
|  | Iberdrola SA | 140734 | 2536851 |
|  | Iberpapel Gestion SA <br> (IBG SM)<br>| 1841 | 42487 |
|  | Indra Sistemas SA | 35697 | 1138159 |
| # | Industria de Diseno <br> Textil SA<br>| 49633 | 2669014 |
|  | Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 38862 | 56450 |
|  | Mapfre SA | 245861 | 875265 |
|  | Melia Hotels <br> International SA<br>| 30644 | 222452 |
| # | Naturgy Energy Group <br> SA<br>| 19911 | 593189 |
| Ω | Neinor Homes SA | 7095 | 123506 |
| \* | Obrascon Huarte Lain <br> SA<br>| 138311 | 48581 |
| #\* | Oryzon Genomics SA | 4693 | 14058 |
|  | Pharma Mar SA | 846 | 71666 |
|  | Prim SA | 748 | 8672 |
| \* | Promotora de <br> Informaciones SA, <br> Class A<br>| 63603 | 28608 |
| Ω | Prosegur Cash SA | 79580 | 69241 |
|  | Realia Business SA | 45114 | 46062 |
|  | Redeia Corp. SA | 48492 | 1016891 |
|  | Repsol SA (REP SM) | 262765 | 3211952 |
|  | Sacyr SA | 112978 | 414418 |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 14719 | 110945 |
| \*Ω | Talgo SA | 6527 | 23658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | Tecnicas Reunidas <br> SA<br>| 9323 | $156469 |
| # | Telefonica SA (TEF <br> SM)<br>| 562888 | 2891692 |
|  | Tubacex SA | 28080 | 115803 |
| #Ω | Unicaja Banco SA | 333084 | 634875 |
|  | Vidrala SA | 6015 | 655623 |
|  | Viscofan SA | 7796 | 562415 |
| TOTAL SPAIN | TOTAL SPAIN |  | 55815080 |
| SWEDEN — (3.4%) | SWEDEN — (3.4%) | SWEDEN — (3.4%) | SWEDEN — (3.4%) |
|  | AAK AB | 8498 | 222238 |
| Ω | AcadeMedia AB | 30532 | 251238 |
| # | AddLife AB, Class B | 28160 | 534394 |
| # | Addnode Group AB | 22472 | 193465 |
|  | AddTech AB, Class B | 20999 | 706458 |
|  | AFRY AB | 24446 | 423513 |
|  | Alfa Laval AB | 12652 | 524752 |
| Ω | Alimak Group AB | 14163 | 179254 |
| # | Alleima AB | 54322 | 427097 |
|  | Alligo AB, Class B | 4954 | 56565 |
| Ω | Ambea AB | 36152 | 436736 |
| \* | Annehem Fastigheter <br> AB, Class B<br>| 17398 | 28424 |
|  | AQ Group AB | 12565 | 202190 |
|  | Arise AB | 5327 | 19020 |
|  | Arjo AB, Class B | 60239 | 201804 |
| #\* | Asmodee Group AB, <br> Class B<br>| 17580 | 193706 |
|  | Assa Abloy AB, <br> Class B<br>| 20072 | 609265 |
|  | Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 116779 | 1807587 |
|  | Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 68658 | 953366 |
|  | Atrium Ljungberg AB, <br> Class B<br>| 28045 | 99305 |
| Ω | Attendo AB | 36748 | 250159 |
| # | Avanza Bank Holding <br> AB<br>| 22527 | 748576 |
| # | Axfood AB | 12450 | 348057 |
|  | Beijer Alma AB | 11022 | 229278 |
| # | Beijer Ref AB | 16276 | 248264 |
|  | Bergman & Beving <br> AB<br>| 6396 | 194183 |
| \* | BHG Group AB | 33414 | 79845 |
|  | Bilia AB, Class A | 24321 | 304386 |
|  | Billerud Aktiebolag | 46999 | 495935 |
|  | BioGaia AB, Class B | 10772 | 114671 |
|  | Biotage AB | 3860 | 56190 |
| # | Bjorn Borg AB | 2651 | 15637 |
| \* | Boliden AB | 30748 | 942120 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Bonava AB, Class B | 63006 | $83901 |
| \*Ω | Boozt AB | 6490 | 56586 |
| Ω | Bravida Holding AB | 41079 | 391434 |
|  | Bufab AB | 6041 | 249692 |
|  | Bulten AB | 2966 | 18114 |
|  | Bure Equity AB | 16196 | 545689 |
|  | Byggmax Group AB | 20428 | 100885 |
| \* | Camurus AB | 1355 | 87082 |
| \* | Castellum AB | 17357 | 211238 |
|  | Catella AB | 11852 | 36278 |
|  | Catena AB | 4122 | 194049 |
|  | Cellavision AB | 2095 | 43676 |
|  | Cibus Nordic Real <br> Estate AB publ<br>| 7386 | 127831 |
| \* | Cint Group AB | 61755 | 46591 |
|  | Clas Ohlson AB, <br> Class B<br>| 13885 | 393335 |
|  | Cloetta AB, Class B | 56897 | 165525 |
| #Ω | Coor Service <br> Management <br> Holding AB<br>| 24001 | 96671 |
|  | Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 101982 | 51571 |
|  | Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 1093 | 23555 |
|  | CTT Systems AB | 2078 | 43870 |
|  | Dios Fastigheter AB | 16550 | 114927 |
| Ω | Dometic Group AB | 54716 | 197264 |
| #\*Ω | Dustin Group AB | 24241 | 8585 |
| \* | Dynavox Group AB | 1800 | 16298 |
|  | Eastnine AB | 16544 | 76859 |
| \* | Electrolux AB, <br> Class B<br>| 47103 | 294061 |
| # | Electrolux <br> Professional AB, <br> Class B<br>| 43782 | 253677 |
|  | Elekta AB, Class B | 72699 | 370192 |
| \* | Embracer Group AB | 17580 | 221855 |
| \* | Enea AB | 4184 | 28624 |
| # | Engcon AB | 7897 | 75660 |
|  | Eolus Vind AB, <br> Class B<br>| 6430 | 30993 |
|  | Ependion AB | 4568 | 54620 |
|  | Epiroc AB (EPIA SS), <br> Class A<br>| 31870 | 689498 |
|  | Epiroc AB (EPIB SS), <br> Class B<br>| 18860 | 369874 |
|  | Essity AB (ESSITYA <br> SS), Class A<br>| 1561 | 44857 |
|  | Essity AB (ESSITYB <br> SS), Class B<br>| 33173 | 959331 |
|  | Ework Group AB | 1237 | 18662 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Fabege AB | 24397 | $208419 |
| # | Fagerhult Group AB | 11874 | 51318 |
| \* | Fastighets AB Balder, <br> Class B<br>| 33385 | 239986 |
| \* | Fastighets AB Trianon | 3168 | 6348 |
| \* | Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 753 | 3564 |
|  | FastPartner AB <br> (FPARA SS), <br> Class A<br>| 7691 | 45191 |
|  | Fortnox AB | 58550 | 530166 |
|  | Getinge AB, Class B | 24540 | 474285 |
|  | Granges AB | 29810 | 372346 |
| \*Ω | Green Landscaping <br> Group AB<br>| 2230 | 13854 |
| \* | Gruvaktiebolaget <br> Viscaria<br>| 6627 | 15913 |
| # | H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 30405 | 440586 |
|  | Hanza AB | 7620 | 56449 |
|  | Heba Fastighets AB, <br> Class B<br>| 8941 | 27008 |
|  | Hemnet Group AB | 14938 | 512758 |
|  | Hexagon AB, Class B | 49508 | 481840 |
| #\* | Hexatronic Group AB | 48624 | 128667 |
|  | Hexpol AB | 43926 | 381957 |
| #\* | HMS Networks AB | 3656 | 163877 |
| \*Ω | Hoist Finance AB | 17540 | 157462 |
|  | Holmen AB (HOLMB <br> SS), Class B<br>| 8874 | 350869 |
|  | Hufvudstaden AB, <br> Class A<br>| 10574 | 128748 |
| \* | Humana AB | 8769 | 37078 |
|  | Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 4789 | 22265 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 39040 | 181585 |
|  | Indutrade AB | 22602 | 611466 |
| # | Instalco AB | 44409 | 123125 |
|  | INVISIO AB | 5255 | 211201 |
|  | Inwido AB | 17257 | 365722 |
|  | ITAB Shop Concept <br> AB<br>| 13428 | 35322 |
|  | JM AB | 18087 | 288555 |
| \* | John Mattson <br> Fastighetsforetagen <br> AB<br>| 1783 | 11321 |
|  | Kabe Group AB, <br> Class B<br>| 753 | 19410 |
| #\* | Karnov Group AB | 16961 | 159198 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| #\* | K-fast Holding AB | 26069 | $33823 |
| \* | Klarabo Sverige AB, <br> Class B<br>| 21593 | 36216 |
| # | KNOW IT AB | 6509 | 97255 |
|  | Lagercrantz Group <br> AB, Class B<br>| 33877 | 771915 |
| # | Lifco AB, Class B | 15390 | 595820 |
|  | Lime Technologies <br> AB<br>| 2519 | 101683 |
|  | Lindab International <br> AB<br>| 18483 | 388599 |
|  | Loomis AB | 17627 | 733661 |
| #\* | Medcap AB | 2322 | 104745 |
|  | MEKO AB | 10564 | 138708 |
|  | Micro Systemation AB, <br> Class B<br>| 4122 | 21074 |
| \* | Midsona AB, Class B | 14238 | 13375 |
| # | MIPS AB | 1213 | 42753 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 21764 | 260758 |
|  | Momentum Group AB | 7786 | 128561 |
| Ω | Munters Group AB | 30405 | 389132 |
|  | Mycronic AB | 11325 | 452218 |
| # | NCAB Group AB | 31367 | 138231 |
|  | NCC AB, Class B | 20931 | 389682 |
|  | Nederman Holding <br> AB<br>| 4601 | 80283 |
| \* | Net Insight AB, <br> Class B<br>| 65449 | 19816 |
|  | New Wave Group AB, <br> Class B<br>| 22744 | 278315 |
| # | Nibe Industrier AB, <br> Class B<br>| 20134 | 85859 |
|  | Nilorngruppen AB, <br> Class B<br>| 2248 | 13792 |
| \* | Nivika Fastigheter AB, <br> Class B<br>| 3245 | 13451 |
| #\* | Nobia AB | 129060 | 44540 |
|  | Nolato AB, Class B | 14744 | 82839 |
|  | Nordnet AB publ | 17294 | 457810 |
| \* | Norion Bank AB | 15590 | 63464 |
| \* | Norva24 Group AB | 4598 | 17224 |
|  | Note AB | 4162 | 69241 |
|  | NP3 Fastigheter AB | 6024 | 156972 |
| \* | Nyfosa AB | 26052 | 244548 |
|  | OEM International AB, <br> Class B<br>| 15928 | 227968 |
| #\* | Orron Energy AB | 45835 | 22868 |
|  | Pandox AB | 18988 | 317931 |
|  | Peab AB, Class B | 47702 | 396789 |
|  | Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 8730 | 68607 |
|  | Prevas AB, Class B | 1295 | 13085 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Pricer AB, Class B | 11791 | $7166 |
|  | Proact IT Group AB | 5913 | 70735 |
|  | Ratos AB, Class B | 72643 | 247916 |
|  | RaySearch <br> Laboratories AB<br>| 7322 | 198259 |
|  | Rejlers AB | 2814 | 52231 |
|  | Rvrc Holding AB | 11725 | 60840 |
| # | Sagax AB (SAGAB <br> SS), Class B<br>| 10218 | 232248 |
| # | Sandvik AB | 54620 | 1127599 |
|  | Scandi Standard AB | 16388 | 149317 |
| Ω | Scandic Hotels Group <br> AB<br>| 52596 | 409367 |
| \* | Sdiptech AB, Class B | 6125 | 137172 |
|  | Sectra AB, Class B | 19906 | 610730 |
| # | Securitas AB, Class B | 48114 | 762450 |
| \* | Sedana Medical AB | 11084 | 11695 |
| \* | Sensys Gatso Group <br> AB<br>| 1664 | 7329 |
| \*Ω | Sinch AB | 196254 | 456246 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 89922 | 1426853 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 1001 | 16939 |
|  | Skanska AB, Class B | 29087 | 675884 |
|  | SKF AB (SKFA SS), <br> Class A<br>| 3129 | 62088 |
|  | SKF AB (SKFB SS), <br> Class B<br>| 43109 | 844996 |
|  | SkiStar AB | 10262 | 177729 |
| # | Softronic AB, Class B | 5133 | 11262 |
|  | Solid Forsakring AB | 2863 | 22866 |
| # | SSAB AB (SSABA <br> SS), Class A<br>| 30514 | 192813 |
|  | SSAB AB (SSABAH <br> FH), Class A<br>| 2180 | 13629 |
| # | SSAB AB (SSABB <br> SS), Class B<br>| 139695 | 868326 |
|  | SSAB AB (SSABBH <br> FH), Class B<br>| 12326 | 76639 |
| \* | Stendorren <br> Fastigheter AB<br>| 1726 | 36817 |
| \* | Stillfront Group AB | 110450 | 56627 |
|  | Storskogen Group AB, <br> Class B<br>| 366584 | 482984 |
|  | Svedbergs Group AB | 3907 | 20401 |
|  | Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 2088 | 26880 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 46153 | $596784 |
|  | Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 51506 | 674204 |
| # | Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 1480 | 29087 |
|  | Sweco AB, Class B | 31801 | 559441 |
|  | Swedbank AB, <br> Class A<br>| 34055 | 850144 |
|  | Synsam AB | 18161 | 92405 |
|  | Systemair AB | 21375 | 183047 |
|  | Tele2 AB, Class B | 86199 | 1271788 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 5155 | 43175 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 336839 | 2845407 |
|  | Telia Co. AB | 397677 | 1493862 |
| \* | TF Bank AB | 1936 | 71230 |
| Ω | Thule Group AB | 13213 | 301176 |
|  | Trelleborg AB, <br> Class B<br>| 21015 | 724632 |
|  | Troax Group AB | 7157 | 99188 |
|  | Truecaller AB, <br> Class B<br>| 44708 | 336448 |
|  | VBG Group AB, <br> Class B<br>| 5432 | 152060 |
|  | Vitec Software Group <br> AB, Class B<br>| 4584 | 209447 |
|  | Volati AB | 3118 | 38406 |
|  | Volvo AB (VOLVA SS), <br> Class A<br>| 18208 | 496650 |
|  | Volvo AB (VOLVB <br> SS), Class B<br>| 143130 | 3890777 |
| #\* | Volvo Car AB, <br> Class B<br>| 130278 | 222219 |
| # | Wallenstam AB, <br> Class B<br>| 38947 | 192568 |
| # | Wihlborgs Fastigheter <br> AB<br>| 30534 | 316710 |
|  | XANO Industri AB, <br> Class B<br>| 1406 | 6244 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 58514690 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (5.6%) | SWITZERLAND — (5.6%) | SWITZERLAND — (5.6%) | SWITZERLAND — (5.6%) |
|  | ABB Ltd. | 82855 | $4375634 |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 23788 | 1277050 |
| # | Adecco Group AG | 43532 | 1132973 |
| # | Alcon AG | 43142 | 4208316 |
|  | Allreal Holding AG | 4218 | 929394 |
|  | ALSO Holding AG | 1733 | 529268 |
|  | APG SGA SA | 309 | 83370 |
| # | Arbonia AG | 12959 | 98342 |
| \* | Aryzta AG | 243873 | 611673 |
|  | Ascom Holding AG | 7386 | 28968 |
|  | Autoneum Holding <br> AG<br>| 1039 | 155716 |
|  | Baloise Holding AG | 11819 | 2629402 |
|  | Banque Cantonale de <br> Geneve<br>| 572 | 171395 |
| # | Banque Cantonale <br> Vaudoise<br>| 6683 | 822528 |
|  | Belimo Holding AG | 1263 | 1073122 |
|  | Bell Food Group AG | 588 | 189182 |
| # | Bellevue Group AG | 2601 | 27065 |
|  | Berner Kantonalbank <br> AG<br>| 1225 | 376759 |
|  | BKW AG | 3526 | 706918 |
| # | Bossard Holding AG, <br> Class A<br>| 1540 | 335828 |
| # | Bucher Industries AG | 1975 | 853050 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 812 | 552071 |
|  | Burkhalter Holding <br> AG<br>| 1179 | 175390 |
|  | Bystronic AG | 311 | 94942 |
| # | Calida Holding AG | 96 | 1848 |
|  | Carlo Gavazzi Holding <br> AG<br>| 117 | 27573 |
| \* | Cavotec SA | 8277 | 13033 |
|  | Cembra Money Bank <br> AG<br>| 8151 | 983897 |
| \* | Cicor Technologies <br> Ltd.<br>| 650 | 87652 |
|  | Cie Financiere <br> Tradition SA<br>| 460 | 121645 |
|  | Clariant AG | 59328 | 664060 |
|  | Coca-Cola HBC AG | 17810 | 927433 |
| # | Coltene Holding AG | 985 | 74722 |
|  | CPH Group AG | 316 | 25358 |
|  | Daetwyler Holding AG | 1294 | 186842 |
|  | DKSH Holding AG | 9959 | 733674 |
|  | dormakaba Holding <br> AG<br>| 674 | 568558 |
|  | DSM-Firmenich AG | 6878 | 747179 |
|  | EDAG Engineering <br> Group AG<br>| 3367 | 25112 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | EFG International AG | 26058 | $394214 |
|  | Emmi AG | 550 | 541016 |
|  | EMS-Chemie Holding <br> AG<br>| 487 | 359066 |
| #\* | Feintool International <br> Holding AG<br>| 2163 | 29124 |
|  | Fenix Outdoor <br> International AG<br>| 737 | 46477 |
|  | Flughafen Zurich AG | 5515 | 1389684 |
|  | Forbo Holding AG | 253 | 242741 |
|  | Fundamenta Real <br> Estate AG<br>| 2077 | 42881 |
| Ω | Galenica AG | 13918 | 1457808 |
|  | Geberit AG | 4284 | 2967614 |
| # | Georg Fischer AG | 19911 | 1439659 |
|  | Givaudan SA | 332 | 1601687 |
|  | Glarner Kantonalbank | 403 | 10758 |
| \* | Gurit Holding AG, <br> Class BR<br>| 778 | 12248 |
|  | Helvetia Holding AG | 10494 | 2314950 |
|  | Hiag Immobilien <br> Holding AG<br>| 811 | 98289 |
|  | Huber & Suhner AG | 4435 | 390249 |
|  | Hypothekarbank <br> Lenzburg AG<br>| 14 | 68154 |
|  | Implenia AG | 2557 | 144617 |
|  | Inficon Holding AG | 3970 | 421248 |
|  | Interroll Holding AG | 142 | 311637 |
|  | Intershop Holding AG | 960 | 157513 |
|  | Investis Holding SA | 821 | 120910 |
|  | Julius Baer Group <br> Ltd.<br>| 38336 | 2486015 |
|  | Jungfraubahn Holding <br> AG<br>| 1339 | 322057 |
|  | Kardex Holding AG | 1588 | 400054 |
| \* | Komax Holding AG | 925 | 115081 |
| \* | Kudelski SA | 5386 | 7856 |
|  | Kuehne & Nagel <br> International AG<br>| 5313 | 1223568 |
|  | Landis & Gyr Group <br> AG<br>| 6063 | 389954 |
|  | LEM Holding SA | 109 | 90958 |
| # | Logitech International <br> SA (LOGI US)<br>| 3267 | 246299 |
|  | Logitech International <br> SA (LOGN SW)<br>| 9289 | 705872 |
|  | Luzerner <br> Kantonalbank AG<br>| 5013 | 423784 |
| Ω | Medacta Group SA | 886 | 143832 |
| Ω | Medmix AG | 2776 | 34734 |
| # | Meier Tobler Group <br> AG<br>| 1442 | 60637 |
|  | Metall Zug AG, <br> Class B<br>| 50 | 62321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Mikron Holding AG | 3174 | $61627 |
| # | Mobilezone Holding <br> AG<br>| 10259 | 141026 |
|  | Mobimo Holding AG | 1960 | 757033 |
| \*Ω | Montana Aerospace <br> AG<br>| 1256 | 25083 |
|  | Naturenergie Holding <br> AG<br>| 1358 | 53289 |
|  | Novavest Real Estate <br> AG<br>| 464 | 21019 |
|  | OC Oerlikon Corp. AG <br> Pfaffikon<br>| 40937 | 173661 |
|  | Orell Fuessli AG | 122 | 14481 |
| # | Orior AG | 1837 | 41597 |
|  | Partners Group <br> Holding AG<br>| 2198 | 2879976 |
|  | Phoenix Mecano AG | 183 | 94245 |
|  | Plazza AG, Class A | 201 | 87109 |
| \*Ω | PolyPeptide Group <br> AG<br>| 3309 | 76672 |
|  | PSP Swiss Property <br> AG<br>| 7189 | 1280149 |
| # | Rieter Holding AG | 774 | 65938 |
|  | Romande Energie <br> Holding SA<br>| 1298 | 67445 |
| \* | Santhera <br> Pharmaceuticals <br> Holding AG<br>| 951 | 16755 |
|  | Schindler Holding AG | 1527 | 541389 |
|  | Schweiter <br> Technologies AG<br>| 248 | 114288 |
| # | SFS Group AG | 4562 | 616671 |
|  | SGS SA | 21931 | 2141807 |
|  | SIG Group AG | 79418 | 1531969 |
|  | Sika AG | 9496 | 2373122 |
|  | SKAN Group AG | 419 | 34337 |
|  | Softwareone Holding <br> AG<br>| 7770 | 53786 |
|  | Sonova Holding AG | 4313 | 1325876 |
|  | St. Galler <br> Kantonalbank AG<br>| 842 | 507229 |
| # | Stadler Rail AG | 10785 | 284476 |
|  | Straumann Holding <br> AG<br>| 4157 | 506891 |
|  | Sulzer AG | 5190 | 878460 |
| # | Swatch Group AG <br> (UHR SW)<br>| 4545 | 788749 |
| # | Swatch Group AG <br> (UHRN SW)<br>| 8060 | 280125 |
|  | Swiss Life Holding <br> AG<br>| 3161 | 3156132 |
|  | Swiss Prime Site AG | 19275 | 2717891 |
|  | Swiss Re AG | 38965 | 6994382 |
|  | Swisscom AG | 4861 | 3241719 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Swissquote Group <br> Holding SA<br>| 2882 | $1487679 |
|  | Temenos AG | 10218 | 731919 |
|  | Thurgauer <br> Kantonalbank<br>| 103 | 18097 |
|  | TX Group AG | 707 | 159052 |
|  | u-blox Holding AG | 1861 | 188626 |
|  | UBS Group AG (UBS <br> US)<br>| 126593 | 3826903 |
|  | UBS Group AG <br> (UBSG SW)<br>| 15912 | 483015 |
|  | Valiant Holding AG | 4404 | 648612 |
| # | Varia U.S. Properties <br> AG<br>| 255 | 6339 |
| Ω | VAT Group AG | 1353 | 488420 |
|  | Vaudoise Assurances <br> Holding SA<br>| 263 | 191882 |
|  | Vetropack Holding AG | 3434 | 118613 |
|  | Vontobel Holding AG | 7638 | 551949 |
|  | VZ Holding AG | 3197 | 659690 |
|  | V-ZUG Holding AG | 608 | 51199 |
|  | Walliser <br> Kantonalbank<br>| 547 | 82137 |
| # | Warteck Invest AG | 28 | 65425 |
|  | Ypsomed Holding AG | 528 | 224964 |
|  | Zehnder Group AG | 2871 | 191114 |
|  | Zug Estates Holding <br> AG, Class B<br>| 72 | 185053 |
|  | Zuger Kantonalbank | 31 | 318970 |
|  | Zurich Insurance <br> Group AG<br>| 6930 | 4915245 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 97443815 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Mermaid Maritime <br> PCL<br>| 81000 | 6457 |
| UNITED KINGDOM — (10.0%) | UNITED KINGDOM — (10.0%) | UNITED KINGDOM — (10.0%) | UNITED KINGDOM — (10.0%) |
|  | 3i Group PLC | 39255 | 2225406 |
|  | 4imprint Group PLC | 6803 | 311603 |
|  | Aberdeen Group PLC | 399964 | 789931 |
| \* | Accesso Technology <br> Group PLC<br>| 4676 | 29702 |
| \* | Accsys Technologies <br> PLC<br>| 400 | 236 |
|  | Admiral Group PLC | 30183 | 1312733 |
|  | Advanced Medical <br> Solutions Group <br> PLC<br>| 34292 | 88356 |
|  | AG Barr PLC | 15668 | 144980 |
| Ω | Airtel Africa PLC | 251550 | 575671 |
|  | AJ Bell PLC | 77920 | 443462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 31920 | $94901 |
|  | Allfunds Group PLC | 65928 | 372192 |
| \* | Alliance Pharma PLC | 103326 | 89085 |
|  | Anglogold Ashanti <br> PLC (AU US)<br>| 28437 | 1198904 |
|  | Antofagasta PLC | 16887 | 370594 |
| \* | AO World PLC | 47831 | 62784 |
|  | Ashmore Group PLC | 80781 | 156105 |
|  | Ashtead Group PLC | 41990 | 2247826 |
|  | Ashtead Technology <br> Holdings PLC<br>| 15389 | 102624 |
| #\* | ASOS PLC | 14099 | 54147 |
|  | Associated British <br> Foods PLC<br>| 28571 | 787564 |
| #\*Ω | Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 31099 | 28034 |
|  | Atalaya Mining <br> Copper SA<br>| 20382 | 99392 |
| \* | Auction Technology <br> Group PLC<br>| 14376 | 111950 |
| Ω | Auto Trader Group <br> PLC<br>| 130087 | 1461509 |
|  | Aviva PLC | 170832 | 1279942 |
|  | Avon Technologies <br> PLC<br>| 5053 | 91850 |
| Ω | Bakkavor Group PLC | 44106 | 101325 |
|  | Balfour Beatty PLC | 134293 | 821386 |
|  | Barclays PLC (BARC <br> LN)<br>| 464084 | 1848744 |
|  | Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 175307 | 2815430 |
|  | Barratt Redrow PLC | 345117 | 2151525 |
|  | Beazley PLC | 183171 | 2170332 |
|  | Begbies Traynor <br> Group PLC<br>| 24378 | 29771 |
|  | Bellway PLC | 33644 | 1207878 |
|  | Berkeley Group <br> Holdings PLC<br>| 17467 | 973656 |
|  | Bloomsbury <br> Publishing PLC<br>| 22292 | 177378 |
|  | Bodycote PLC | 39651 | 252174 |
| #\* | boohoo Group PLC | 137849 | 39787 |
|  | Braemar PLC | 6415 | 19355 |
|  | Breedon Group PLC | 10705 | 61588 |
| Ω | Bridgepoint Group <br> PLC<br>| 8238 | 29532 |
|  | Brooks Macdonald <br> Group PLC<br>| 872 | 17026 |
|  | BT Group PLC | 1388088 | 3221691 |
|  | Bunzl PLC | 17110 | 537673 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Burberry Group PLC | 81437 | $793097 |
|  | Burford Capital Ltd. | 41314 | 565424 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 58387 | 397040 |
|  | Capital Ltd. | 29183 | 26239 |
|  | Card Factory PLC | 89847 | 113870 |
| \* | Carnival PLC (CCL <br> LN)<br>| 3859 | 64773 |
|  | Carr's Group PLC | 11923 | 20294 |
|  | Castings PLC | 2310 | 7894 |
|  | Central Asia Metals <br> PLC<br>| 48534 | 99587 |
|  | Centrica PLC | 724880 | 1551991 |
|  | Chesnara PLC | 38283 | 131413 |
|  | Clarkson PLC | 3948 | 173528 |
| \* | Close Brothers Group <br> PLC<br>| 42325 | 184059 |
| Ω | CMC Markets PLC | 18203 | 59096 |
|  | Coats Group PLC | 297006 | 287628 |
|  | Coca-Cola Europacific <br> Partners PLC<br>| 17777 | 1601587 |
|  | Compass Group PLC | 74184 | 2501093 |
|  | Computacenter PLC | 17708 | 572757 |
| Ω | ConvaTec Group PLC | 141103 | 490567 |
|  | Costain Group PLC | 44921 | 65796 |
|  | Cranswick PLC | 10939 | 757097 |
|  | Crest Nicholson <br> Holdings PLC<br>| 74562 | 179586 |
|  | Croda International <br> PLC<br>| 10799 | 426268 |
| \* | Currys PLC | 290256 | 430171 |
|  | CVS Group PLC | 14007 | 201305 |
| \* | De La Rue PLC | 40438 | 69760 |
| \* | DFS Furniture PLC | 65854 | 128297 |
|  | Diploma PLC | 11155 | 591902 |
|  | Direct Line Insurance <br> Group PLC<br>| 314381 | 1187417 |
|  | DiscoverIE Group <br> PLC<br>| 8978 | 68042 |
|  | Domino's Pizza Group <br> PLC<br>| 64091 | 230545 |
|  | dotdigital group PLC | 33650 | 37224 |
|  | Dr. Martens PLC | 41731 | 30757 |
|  | Drax Group PLC | 119759 | 987886 |
|  | Dunelm Group PLC | 28587 | 419806 |
| \* | EKF Diagnostics <br> Holdings PLC<br>| 13523 | 3881 |
|  | Elementis PLC | 108723 | 182744 |
| # | Endeavour Mining <br> PLC<br>| 50601 | 1370914 |
|  | Essentra PLC | 53346 | 64122 |
|  | Experian PLC | 71764 | 3570334 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | FDM Group Holdings <br> PLC<br>| 19916 | $59596 |
|  | Firstgroup PLC | 198102 | 456943 |
|  | Foresight Group <br> Holdings Ltd.<br>| 12124 | 60190 |
| Ω | Forterra PLC | 37307 | 93006 |
|  | Foxtons Group PLC | 72752 | 57484 |
| \* | Frasers Group PLC | 15161 | 134054 |
|  | Fresnillo PLC | 36506 | 489274 |
| \* | Frontier Developments <br> PLC<br>| 3603 | 9644 |
| \*Ω | Funding Circle <br> Holdings PLC<br>| 52528 | 79827 |
|  | Future PLC | 25069 | 238409 |
|  | Galliford Try Holdings <br> PLC<br>| 17681 | 91978 |
|  | Games Workshop <br> Group PLC<br>| 7694 | 1584521 |
|  | Gamma <br> Communications <br> PLC<br>| 10673 | 190532 |
|  | Genuit Group PLC | 50156 | 255409 |
|  | Gooch & Housego <br> PLC<br>| 5339 | 26822 |
|  | Grainger PLC | 174152 | 499633 |
|  | Greggs PLC | 26711 | 664970 |
| \* | Griffin Mining Ltd. | 5807 | 14797 |
| \* | Gulf Marine Services <br> PLC<br>| 47365 | 10803 |
| \*Ω | Gym Group PLC | 42913 | 82730 |
|  | H&T Group PLC | 5751 | 31339 |
|  | Haleon PLC (HLN <br> LN)<br>| 348024 | 1751212 |
|  | Halfords Group PLC | 61392 | 127080 |
|  | Halma PLC | 14515 | 535772 |
|  | Harworth Group PLC | 29008 | 67955 |
|  | Hays PLC | 286981 | 274153 |
|  | Headlam Group PLC | 17304 | 18152 |
|  | Helical PLC | 31429 | 90538 |
| \* | Helios Towers PLC | 137022 | 197128 |
|  | Henry Boot PLC | 23100 | 67128 |
|  | Hill & Smith PLC | 11986 | 288146 |
|  | Hilton Food Group <br> PLC<br>| 16339 | 194363 |
|  | Hiscox Ltd. | 61121 | 899555 |
| \* | Hochschild Mining <br> PLC<br>| 100284 | 377639 |
|  | Hollywood Bowl <br> Group PLC<br>| 44958 | 175572 |
| \*Ω | Hostelworld Group <br> PLC<br>| 14765 | 21144 |
|  | Howden Joinery <br> Group PLC<br>| 156022 | 1604452 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | HSBC Holdings PLC <br> (HSBA LN)<br>| 120743 | $1345968 |
| # | HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 149245 | 8369660 |
|  | Hunting PLC | 37563 | 129607 |
| Ω | Ibstock PLC | 66148 | 158887 |
|  | IDOX PLC | 36520 | 26730 |
|  | IG Group Holdings <br> PLC<br>| 71169 | 1014370 |
|  | IMI PLC | 58131 | 1379618 |
|  | Impax Asset <br> Management Group <br> PLC<br>| 16741 | 34136 |
|  | Inchcape PLC | 102618 | 919517 |
| \* | Indivior PLC | 18867 | 214104 |
|  | Informa PLC | 99345 | 970497 |
|  | IntegraFin Holdings <br> PLC<br>| 49831 | 203508 |
|  | InterContinental <br> Hotels Group PLC <br> (IHG LN)<br>| 4909 | 523836 |
| # | InterContinental <br> Hotels Group PLC <br> (IHG US), ADR<br>| 6252 | 674509 |
|  | Intermediate Capital <br> Group PLC<br>| 34523 | 868399 |
|  | International <br> Distribution <br> Services PLC<br>| 179300 | 876233 |
| # | International Paper <br> Co.<br>| 37330 | 1698173 |
|  | International Personal <br> Finance PLC<br>| 63898 | 119088 |
|  | International <br> Workplace Group <br> PLC<br>| 173461 | 429487 |
|  | Intertek Group PLC | 22893 | 1405971 |
|  | Investec PLC | 117077 | 735144 |
| \* | IP Group PLC | 270619 | 153375 |
| #\* | IQE PLC | 161132 | 19523 |
|  | ITV PLC | 637489 | 687081 |
|  | J Sainsbury PLC | 365741 | 1299885 |
| \* | James Fisher & Sons <br> PLC<br>| 11386 | 46002 |
|  | James Halstead PLC | 43065 | 88235 |
|  | JD Sports Fashion <br> PLC<br>| 545268 | 574061 |
| \* | John Wood Group <br> PLC<br>| 128717 | 31675 |
|  | Johnson Matthey <br> PLC<br>| 36422 | 627093 |
|  | Johnson Service <br> Group PLC<br>| 108229 | 202676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Jupiter Fund <br> Management PLC<br>| 134713 | $130215 |
|  | Just Group PLC | 269908 | 509094 |
|  | Kainos Group PLC | 14997 | 145988 |
|  | Keller Group PLC | 20496 | 390289 |
|  | Kier Group PLC | 108444 | 210839 |
|  | Kingfisher PLC | 403320 | 1550159 |
|  | Kitwave Group PLC | 12461 | 49563 |
|  | Knights Group <br> Holdings PLC<br>| 7775 | 14006 |
|  | Lancashire Holdings <br> Ltd.<br>| 50175 | 377672 |
|  | Legal & General <br> Group PLC<br>| 506993 | 1596562 |
|  | Lion Finance Group <br> PLC<br>| 11050 | 886352 |
|  | Liontrust Asset <br> Management PLC<br>| 12952 | 57024 |
|  | Lloyds Banking Group <br> PLC (LLOY LN)<br>| 3778142 | 3711940 |
|  | Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 27731 | 109537 |
|  | London Investment <br> Group PLC<br>| 4016 | 19149 |
|  | London Stock <br> Exchange Group <br> PLC<br>| 7918 | 1232966 |
|  | LSL Property Services <br> PLC<br>| 22137 | 82534 |
| Ω | Luceco PLC | 10473 | 19366 |
|  | M&C Saatchi PLC | 5513 | 11618 |
|  | M&G PLC | 394366 | 1094320 |
|  | Macfarlane Group <br> PLC<br>| 21157 | 29273 |
|  | Man Group PLC | 316243 | 690251 |
|  | Marks & Spencer <br> Group PLC<br>| 366116 | 1902537 |
|  | Marshalls PLC | 52364 | 196392 |
| \* | McBride PLC | 39844 | 76593 |
|  | Me Group <br> International PLC<br>| 60797 | 164260 |
|  | Mears Group PLC | 24505 | 126850 |
| \* | Metro Bank Holdings <br> PLC<br>| 28971 | 38889 |
|  | Midwich Group PLC | 9638 | 25410 |
|  | MJ Gleeson PLC | 11133 | 75324 |
| \* | Mobico Group PLC | 119039 | 49430 |
|  | Mondi PLC | 58658 | 890385 |
|  | MONY Group PLC | 120942 | 327326 |
|  | Moonpig Group PLC | 44938 | 137534 |
|  | Morgan Advanced <br> Materials PLC<br>| 74848 | 196521 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Morgan Sindall Group <br> PLC<br>| 12214 | $577347 |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 4466 | 48458 |
|  | Mountview Estates <br> PLC<br>| 2 | 251 |
|  | MP Evans Group <br> PLC<br>| 4197 | 56648 |
|  | National Grid PLC <br> (NG LN)<br>| 11797 | 170280 |
| # | National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 18775 | 1370611 |
|  | NatWest Group PLC <br> (NWG LN)<br>| 466971 | 3003692 |
|  | NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 52827 | 682525 |
|  | NCC Group PLC | 57605 | 112710 |
|  | Next 15 Group PLC | 19039 | 66033 |
|  | Next PLC | 10162 | 1676491 |
| \* | Nexxen International <br> Ltd.<br>| 2428 | 24879 |
|  | Ninety One PLC | 76396 | 151217 |
|  | Norcros PLC | 20097 | 65127 |
| \* | Ocado Group PLC | 54381 | 205455 |
| Ω | On the Beach Group <br> PLC<br>| 23948 | 84632 |
|  | OSB Group PLC | 96574 | 613848 |
|  | Oxford Instruments <br> PLC<br>| 8305 | 182721 |
| \* | Oxford Nanopore <br> Technologies PLC<br>| 18419 | 29284 |
|  | Pagegroup PLC | 84717 | 305545 |
|  | Pan African <br> Resources PLC<br>| 362737 | 215174 |
|  | Paragon Banking <br> Group PLC<br>| 68444 | 773217 |
|  | PayPoint PLC | 9789 | 88380 |
|  | Pearson PLC (PSON <br> LN)<br>| 41389 | 663517 |
|  | Pennon Group PLC | 59870 | 400790 |
|  | Persimmon PLC | 71552 | 1238277 |
|  | Pets at Home Group <br> PLC<br>| 97633 | 309214 |
|  | Pharos Energy PLC | 70803 | 17984 |
|  | Phoenix Group <br> Holdings PLC<br>| 80490 | 643947 |
| \* | Phoenix Spree <br> Deutschland Ltd.<br>| 6073 | 13970 |
| \* | Pinewood <br> Technologies Group <br> PLC<br>| 14060 | 67871 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Polar Capital Holdings <br> PLC<br>| 16061 | $84252 |
|  | Porvair PLC | 6060 | 59948 |
|  | PPHE Hotel Group <br> Ltd.<br>| 2964 | 49351 |
|  | Premier Foods PLC | 243135 | 644603 |
|  | Prudential PLC (PRU <br> LN)<br>| 25140 | 267308 |
|  | Prudential PLC (PUK <br> US), ADR<br>| 46291 | 983684 |
| \* | PureTech Health PLC <br> (PRTC LN)<br>| 33238 | 54281 |
|  | PZ Cussons PLC | 43309 | 45069 |
| Ω | Quilter PLC | 297906 | 536035 |
|  | Rathbones Group <br> PLC<br>| 8424 | 177353 |
| \*†† | Raven Property Group <br> Ltd.<br>| 60364 | 0 |
|  | Reach PLC | 139139 | 141043 |
|  | Record PLC | 26576 | 18834 |
|  | RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 68073 | 3718809 |
|  | RELX PLC (REN NA) | 22194 | 1208225 |
|  | Renew Holdings PLC | 13913 | 140829 |
|  | Renishaw PLC | 675 | 20220 |
|  | Renold PLC | 42813 | 27200 |
|  | Rentokil Initial PLC | 101792 | 466339 |
|  | Ricardo PLC | 6544 | 21480 |
|  | Rightmove PLC | 184745 | 1824570 |
|  | Rio Tinto PLC (RIO <br> LN)<br>| 30742 | 1831899 |
| # | Rio Tinto PLC (RIO <br> US), Sponsored <br> ADR<br>| 35081 | 2083811 |
|  | Robert Walters PLC | 14298 | 43273 |
| \* | Rockhopper <br> Exploration PLC<br>| 117661 | 76654 |
|  | Rotork PLC | 125868 | 512505 |
|  | RS Group PLC | 57181 | 394263 |
|  | RWS Holdings PLC | 51408 | 45936 |
|  | S&U PLC | 1297 | 24795 |
| #\* | S4 Capital PLC | 33714 | 12221 |
| Ω | Sabre Insurance <br> Group PLC<br>| 29207 | 49241 |
| \* | Saga PLC | 26877 | 46949 |
|  | Sage Group PLC | 60091 | 996227 |
| \* | Savannah Energy <br> PLC<br>| 17472 | 1688 |
|  | Savills PLC | 32429 | 402151 |
|  | Schroders PLC | 95897 | 422539 |
|  | Secure Trust Bank <br> PLC<br>| 2756 | 21785 |
|  | Senior PLC | 65958 | 121809 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Severfield PLC | 80969 | $25947 |
|  | Severn Trent PLC | 29391 | 1093265 |
| \* | SIG PLC | 196538 | 40779 |
|  | Smith & Nephew PLC <br> (SN LN)<br>| 30741 | 432605 |
|  | Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 8211 | 230072 |
|  | Smiths Group PLC | 29601 | 737645 |
|  | Smiths News PLC | 21046 | 14942 |
|  | Softcat PLC | 32923 | 735322 |
| \* | SolGold PLC | 365060 | 33032 |
|  | Spectris PLC | 10079 | 269818 |
|  | Speedy Hire PLC | 139589 | 36548 |
|  | Spirax Group PLC | 3305 | 260487 |
| \* | Spirent <br> Communications <br> PLC<br>| 86201 | 212533 |
|  | SSE PLC | 92619 | 2088195 |
|  | SSP Group PLC | 175827 | 348237 |
|  | St. James's Place <br> PLC<br>| 104071 | 1311851 |
|  | Standard Chartered <br> PLC<br>| 221197 | 3185957 |
|  | SThree PLC | 36953 | 120138 |
| \* | Strix Group PLC | 42390 | 26281 |
| \*†† | Studio Retail Group <br> PLC<br>| 18658 | 0 |
|  | STV Group PLC | 5073 | 11015 |
| \* | Synthomer PLC | 35129 | 38633 |
|  | Tate & Lyle PLC | 79329 | 591240 |
|  | Tatton Asset <br> Management PLC<br>| 6940 | 57419 |
|  | Taylor Wimpey PLC | 791755 | 1244091 |
|  | TBC Bank Group <br> PLC<br>| 10223 | 646549 |
|  | Team Internet Group <br> PLC<br>| 20844 | 15820 |
|  | Telecom Plus PLC | 16298 | 412071 |
|  | Tesco PLC | 871463 | 4312873 |
| \* | THG PLC | 168226 | 55533 |
|  | Topps Tiles PLC | 31329 | 13124 |
| # | TORM PLC, Class A | 13281 | 221343 |
|  | TP ICAP Group PLC | 206004 | 707405 |
| \*Ω | Trainline PLC | 54052 | 211724 |
|  | Travis Perkins PLC | 59847 | 446736 |
|  | Treatt PLC | 4919 | 16765 |
|  | Trifast PLC | 11101 | 9901 |
|  | TT Electronics PLC | 65063 | 63382 |
| # | Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 109688 | 6970672 |
|  | United Utilities Group <br> PLC<br>| 74450 | 1119308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Vanquis Banking <br> Group PLC<br>| 62452 | $53462 |
|  | Vertu Motors PLC | 95932 | 78969 |
|  | Vesuvius PLC | 49968 | 228234 |
|  | Victrex PLC | 7788 | 86447 |
| \* | Videndum PLC | 10334 | 11058 |
| \* | Vistry Group PLC | 99010 | 834748 |
|  | Vodafone Group PLC <br> (VOD LN)<br>| 1804660 | 1773440 |
| # | Volex PLC | 16976 | 57760 |
|  | Volution Group PLC | 29044 | 219945 |
|  | Vp PLC | 2866 | 22558 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 43053 | 204838 |
| \* | Watkin Jones PLC | 35437 | 14943 |
|  | Weir Group PLC  | 24209 | 729744 |
|  | WH Smith PLC | 30427 | 368200 |
|  | Whitbread PLC | 26881 | 933605 |
|  | Wickes Group PLC | 58784 | 149420 |
|  | Wilmington PLC | 1608 | 7918 |
| \* | Wise PLC, Class A | 12209 | 160138 |
|  | WPP PLC (WPP LN) | 40386 | 313095 |
| # | WPP PLC (WPP US), <br> Sponsored ADR<br>| 15103 | 582372 |
| \* | Xaar PLC | 15586 | 21631 |
|  | XPS Pensions Group <br> PLC<br>| 20451 | 104874 |
|  | Zigup PLC | 69390 | 289737 |
|  | Zotefoams PLC | 3726 | 12277 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 173494636 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \* | ADTRAN Holdings, <br> Inc.<br>| 12232 | 93769 |
| #\* | Coeur Mining, Inc. | 30690 | 170327 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 264096 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1621063653 |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) |
|  | Bayerische Motoren <br> Werke AG, 8.479%<br>| 5996 | 483858 |
| Ω | Dr. Ing hc F Porsche <br> AG, 5.225%<br>| 10175 | 511514 |
|  | Draegerwerk AG & <br> Co. KGaA, 3.010%<br>| 2387 | 162651 |
|  | Einhell Germany AG, <br> 1.478%<br>| 1347 | 100556 |
|  | FUCHS SE, 2.506% | 18421 | 923677 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Henkel AG & Co. <br> KGaA, 2.969%<br>| 17211 | $1336716 |
|  | Jungheinrich AG, <br> 2.370%<br>| 13726 | 498841 |
|  | Porsche Automobil <br> Holding SE, <br> 7.072%<br>| 25637 | 1057035 |
|  | Sixt SE, 6.712% | 4703 | 313222 |
|  | STO SE & Co. KGaA, <br> 3.994%<br>| 686 | 98105 |
|  | Volkswagen AG, <br> 9.469%<br>| 22832 | 2484358 |
| TOTAL GERMANY | TOTAL GERMANY |  | 7970533 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |
| \* | Galan Lithium Ltd. <br> Warrants <br> 07/24/2025<br>| 1931 | 0 |
| \* | Silver Mines Ltd. <br> Rights 06/17/26<br>| 4718 | 0 |
| \*†† | Wiluna Mining Corp. <br> Ltd.<br>| 10550 | 257 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 257 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 952 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | APAC Resources Ltd. <br> Warrants <br> 12/15/2027<br>| 5318 | $93 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | Webuild SpA Warrants <br> 08/02/2030<br>| 1055 | 0 |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |
| #\* | EDP Renovaveis SA <br> Rights 05/07/2025<br>| 41373 | 4218 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | Obrascon Huarte Lain <br> SA Rights <br> 05/15/2025<br>| 138311 | 736 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 5304 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,171,751,262) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,171,751,262) |  | 1629039490 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (6.0%) | SECURITIES LENDING COLLATERAL — (6.0%) | SECURITIES LENDING COLLATERAL — (6.0%) | SECURITIES LENDING COLLATERAL — (6.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 9000067 | 104085777 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,275,846,776) | (Cost $1,275,846,776) |  | $1733125267 |

---

As of April 30, 2025, the value of Rule 144A securities amounted to $37,251,954 or 2.3% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $91493527 | &nbsp;&nbsp; $9849 | &nbsp;&nbsp; $91503376 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 12248213 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12248213 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 17293230 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17293230 |
| Canada | &nbsp;&nbsp; $183348155 | &nbsp;&nbsp; 27359 | &nbsp;&nbsp; 1475 | &nbsp;&nbsp; 183376989 |
| Denmark | &nbsp;&nbsp; 10832 | &nbsp;&nbsp; 28042264 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28053096 |
| Finland | &nbsp;&nbsp; 495617 | &nbsp;&nbsp; 31115956 | &nbsp;&nbsp; — | &nbsp;&nbsp; 31611573 |
| France | &nbsp;&nbsp; 17043 | &nbsp;&nbsp; 114316412 | &nbsp;&nbsp; — | &nbsp;&nbsp; 114333455 |
| Germany | &nbsp;&nbsp; 4812208 | &nbsp;&nbsp; 137971316 | &nbsp;&nbsp; — | &nbsp;&nbsp; 142783524 |

---

------

**International Social Core Equity Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Greenland | &nbsp;&nbsp; — | &nbsp;&nbsp; $30132 | &nbsp;&nbsp; — | &nbsp;&nbsp; $30132 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 23528012 | &nbsp;&nbsp; $2325 | &nbsp;&nbsp; 23530337 |
| Ireland | &nbsp;&nbsp; $307964 | &nbsp;&nbsp; 11967381 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12275345 |
| Israel | &nbsp;&nbsp; 527224 | &nbsp;&nbsp; 18961363 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19488587 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 52408539 | &nbsp;&nbsp; — | &nbsp;&nbsp; 52408539 |
| Japan | &nbsp;&nbsp; 759525 | &nbsp;&nbsp; 379691206 | &nbsp;&nbsp; — | &nbsp;&nbsp; 380450731 |
| Liechtenstein | &nbsp;&nbsp; — | &nbsp;&nbsp; 405354 | &nbsp;&nbsp; — | &nbsp;&nbsp; 405354 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 5504950 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5504950 |
| Netherlands | &nbsp;&nbsp; 14269042 | &nbsp;&nbsp; 64649540 | &nbsp;&nbsp; — | &nbsp;&nbsp; 78918582 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 6587826 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6587826 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 9794322 | &nbsp;&nbsp; 7175 | &nbsp;&nbsp; 9801497 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 6457131 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6457131 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 18462412 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18462412 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 55815080 | &nbsp;&nbsp; — | &nbsp;&nbsp; 55815080 |
| Sweden | &nbsp;&nbsp; 193706 | &nbsp;&nbsp; 58320984 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58514690 |
| Switzerland | &nbsp;&nbsp; 7681746 | &nbsp;&nbsp; 89762069 | &nbsp;&nbsp; — | &nbsp;&nbsp; 97443815 |
| Thailand | &nbsp;&nbsp; — | &nbsp;&nbsp; 6457 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6457 |
| United Kingdom | &nbsp;&nbsp; 31177894 | &nbsp;&nbsp; 142316742 | &nbsp;&nbsp; — | &nbsp;&nbsp; 173494636 |
| United States | &nbsp;&nbsp; 170327 | &nbsp;&nbsp; 93769 | &nbsp;&nbsp; — | &nbsp;&nbsp; 264096 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 7970533 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7970533 |
| Rights/Warrants |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 257 | &nbsp;&nbsp; 257 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 93 | &nbsp;&nbsp; — | &nbsp;&nbsp; 93 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 4218 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4218 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 736 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 104085777 | &nbsp;&nbsp; — | &nbsp;&nbsp; 104085777 |
| Total Investments in Securities | &nbsp;&nbsp; $243771283 | &nbsp;&nbsp; $1489332903 | &nbsp;&nbsp; $21,081˂˃ | &nbsp;&nbsp; $1733125267 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

**Emerging Markets Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |
| BRAZIL — (2.6%) | BRAZIL — (2.6%) | BRAZIL — (2.6%) | BRAZIL — (2.6%) |
|  | Allied Tecnologia SA | 36037 | $44513 |
|  | Allos SA | 76700 | 287330 |
|  | Alupar Investimento <br> SA<br>| 62248 | 338050 |
| \* | Ambipar Participacoes <br> e Empreendimentos <br> SA<br>| 4100 | 88139 |
|  | Anima Holding SA | 64523 | 36268 |
|  | Armac Locacao <br> Logistica E Servicos <br> SA<br>| 12200 | 9416 |
|  | Atacadao SA | 187050 | 281804 |
|  | Auren Energia SA | 59495 | 93617 |
| \* | Automob <br> Participacoes SA<br>| 119741 | 5697 |
|  | B3 SA - Brasil Bolsa <br> Balcao<br>| 448822 | 1066863 |
|  | Banco Bradesco SA <br> (BBDC3 BZ)<br>| 149904 | 323045 |
|  | Banco BTG Pactual <br> SA<br>| 65530 | 440050 |
|  | Banco do Brasil SA | 202988 | 1034764 |
|  | Banco Santander <br> Brasil SA<br>| 172183 | 895631 |
|  | BB Seguridade <br> Participacoes SA<br>| 111644 | 841390 |
|  | Bemobi Mobile Tech <br> SA<br>| 29600 | 98629 |
|  | Boa Safra Sementes <br> SA<br>| 14576 | 26531 |
|  | BR Advisory Partners <br> Participacoes SA<br>| 17600 | 45588 |
|  | BRF SA | 124986 | 499931 |
|  | Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 71878 | 35210 |
|  | C&A Modas SA | 53100 | 124536 |
|  | Caixa Seguridade <br> Participacoes SA<br>| 23498 | 67739 |
|  | Camil Alimentos SA | 28423 | 21836 |
|  | CCR SA | 234983 | 556905 |
|  | Centrais Eletricas <br> Brasileiras SA<br>| 110849 | 858447 |
| \* | Cia Brasileira de <br> Aluminio<br>| 97733 | 67679 |
| \* | Cia Brasileira de <br> Distribuicao<br>| 151677 | 113053 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBSP3 <br> BZ)<br>| 48336 | $970016 |
|  | Cia de Saneamento <br> de Minas Gerais <br> Copasa MG<br>| 75221 | 284175 |
|  | Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 111509 | 603803 |
|  | Cia De Sanena Do <br> Parana (SAPR3 <br> BZ)<br>| 56200 | 60902 |
|  | Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 71430 | 191818 |
|  | Cia Paranaense de <br> Energia - Copel<br>| 136245 | 250636 |
|  | Cia Siderurgica <br> Nacional SA <br> (CSNA3 BZ)<br>| 198667 | 325560 |
| # | Cia Siderurgica <br> Nacional SA (SID <br> US), Sponsored <br> ADR<br>| 134745 | 226372 |
|  | Cogna Educacao SA | 637355 | 289750 |
|  | Cosan SA | 111302 | 152387 |
|  | CPFL Energia SA | 32700 | 220049 |
|  | Cruzeiro do Sul <br> Educacional SA<br>| 101200 | 72933 |
|  | CSU Digital SA | 10300 | 31162 |
|  | Cury Construtora e <br> Incorporadora SA<br>| 53211 | 258313 |
|  | Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 147478 | 644208 |
| Ω | Desktop SA | 34200 | 55622 |
|  | Dexco SA | 206851 | 201560 |
|  | Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 41629 | 67338 |
|  | Direcional Engenharia <br> SA<br>| 21630 | 138543 |
|  | EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 55205 | 64299 |
|  | Eletromidia SA | 9632 | 51901 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Embraer SA (EMBR3 <br> BZ)<br>| 293644 | $3359095 |
| \* | Embraer SA (ERJ <br> US), Sponsored <br> ADR<br>| 16322 | 749833 |
|  | Empreendimentos <br> Pague Menos SA<br>| 148219 | 86187 |
|  | Energisa SA | 74717 | 604830 |
| \* | Eneva SA | 193075 | 459625 |
|  | Engie Brasil Energia <br> SA<br>| 35211 | 257918 |
|  | Equatorial Energia <br> SA<br>| 190316 | 1234422 |
|  | Even Construtora e <br> Incorporadora SA<br>| 50000 | 50659 |
|  | Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 50000 | 117001 |
|  | Fleury SA | 122958 | 281441 |
|  | Fras-Le SA | 16744 | 86270 |
|  | Gerdau SA, <br> Sponsored ADR<br>| 135564 | 353822 |
| Ω | GPS Participacoes e <br> Empreendimentos <br> SA<br>| 79160 | 210623 |
|  | Grendene SA | 75140 | 73615 |
| \* | Grupo Casas Bahia <br> SA<br>| 18630 | 17858 |
|  | Grupo Mateus SA | 134741 | 182816 |
|  | Grupo SBF SA | 53565 | 100143 |
|  | Guararapes <br> Confeccoes SA<br>| 48436 | 69473 |
| \* | Hidrovias do Brasil <br> SA<br>| 214836 | 114703 |
|  | Iochpe Maxion SA | 67079 | 145620 |
|  | Irani Papel e <br> Embalagem SA<br>| 36500 | 51645 |
| \* | IRB-Brasil Resseguros <br> SA<br>| 35917 | 302710 |
|  | Jalles Machado SA | 58932 | 41537 |
|  | JBS SA | 159449 | 1238472 |
|  | JHSF Participacoes <br> SA<br>| 181166 | 163763 |
|  | JSL SA | 48156 | 57192 |
|  | Kepler Weber SA | 65832 | 87000 |
|  | Klabin SA | 292810 | 956057 |
|  | Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 44000 | 80942 |
|  | Localiza Rent a Car <br> SA<br>| 94262 | 713549 |
|  | LOG Commercial <br> Properties e <br> Participacoes SA<br>| 15776 | 58377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Log-in Logistica <br> Intermodal SA<br>| 8233 | $32380 |
|  | Lojas Quero-Quero <br> SA<br>| 105111 | 51119 |
|  | Lojas Renner SA | 413067 | 1063392 |
| Ω | LWSA SA | 96477 | 61370 |
|  | M Dias Branco SA | 22498 | 100574 |
|  | Magazine Luiza SA | 83930 | 137834 |
|  | Mahle Metal Leve SA | 12100 | 63153 |
|  | Marcopolo SA | 64423 | 61981 |
|  | Marfrig Global Foods <br> SA<br>| 123240 | 466454 |
|  | Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 48100 | 27461 |
|  | Mills Locacao <br> Servicos e Logistica <br> SA<br>| 33840 | 60582 |
| \* | Minerva SA | 17861 | 18600 |
|  | Moura Dubeux <br> Engenharia SA<br>| 34692 | 100619 |
|  | Movida Participacoes <br> SA<br>| 41374 | 51543 |
| \* | MPM Corporeos SA | 18717 | 2704 |
| \* | MRV Engenharia e <br> Participacoes SA<br>| 187880 | 195986 |
|  | Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 64920 | 294449 |
|  | Natura & Co. Holding <br> SA<br>| 282308 | 473071 |
|  | Neoenergia SA | 58349 | 235446 |
| \* | Oceanpact Servicos <br> Maritimos SA<br>| 50600 | 48325 |
|  | Odontoprev SA | 107745 | 202764 |
| \* | Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 50664 | 54010 |
| \* | Orizon Valorizacao de <br> Residuos SA<br>| 6987 | 60376 |
|  | Pet Center Comercio <br> e Participacoes SA<br>| 40398 | 33101 |
|  | Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 23638 | 48649 |
|  | Porto Seguro SA | 59382 | 460290 |
|  | Positivo Tecnologia <br> SA<br>| 41500 | 44972 |
| \* | Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 76900 | 27914 |
|  | Raia Drogasil SA | 259181 | 906082 |
|  | Romi SA | 30592 | 49377 |
|  | Rumo SA | 74457 | 254527 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Santos Brasil <br> Participacoes SA<br>| 160288 | $382422 |
|  | Sao Carlos <br> Empreendimentos e <br> Participacoes SA<br>| 8500 | 27664 |
|  | Sao Martinho SA | 114016 | 391964 |
| # | Sendas Distribuidora <br> SA (ASAI US), <br> ADR<br>| 4475 | 36337 |
|  | Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 282436 | 457360 |
| Ω | Ser Educacional SA | 46200 | 48763 |
| \* | Serena Energia SA | 69099 | 119322 |
| \* | Simpar SA | 139049 | 131327 |
|  | SLC Agricola SA | 8253 | 28780 |
|  | Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 70366 | 303155 |
|  | Suzano SA (SUZB3 <br> BZ)<br>| 176604 | 1558431 |
|  | SYN prop e tech SA | 18318 | 16332 |
|  | Tegma Gestao <br> Logistica SA<br>| 15888 | 99833 |
| # | Telefonica Brasil SA <br> (VIV US), ADR<br>| 10963 | 106451 |
|  | Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 61338 | 300359 |
|  | TIM SA | 175482 | 585955 |
|  | TOTVS SA | 42370 | 280866 |
|  | Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 118153 | 747831 |
|  | Tres Tentos <br> Agroindustrial SA<br>| 60274 | 172055 |
|  | Trisul SA | 36300 | 44518 |
|  | Tupy SA | 40100 | 151563 |
|  | Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 118963 | 373754 |
|  | Unifique <br> Telecomunicacoes <br> SA<br>| 72400 | 49881 |
|  | Unipar Carbocloro SA | 8007 | 70643 |
| \* | Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 33890 | 32904 |
|  | Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 44392 | 193599 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 103999 | $90161 |
|  | Vibra Energia SA | 402363 | 1332903 |
|  | Vivara Participacoes <br> SA<br>| 42200 | 164408 |
|  | Vulcabras SA | 19619 | 58078 |
|  | WEG SA | 133008 | 1046224 |
|  | Wilson Sons SA | 88236 | 266334 |
|  | Wiz Co. | 47964 | 50456 |
|  | XP, Inc., BDR | 1810 | 29276 |
|  | YDUQS Participacoes <br> SA<br>| 123461 | 310874 |
| \* | Zamp SA | 121469 | 67208 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 41588302 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 119100 | 751723 |
| CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) | CHILE — (0.6%) |
|  | Aguas Andinas SA, <br> Class A<br>| 826355 | 305359 |
|  | Banco de Chile (BCH <br> US), ADR<br>| 27407 | 809063 |
|  | Banco de Chile <br> (CHILE CI)<br>| 282034 | 41402 |
|  | Banco de Credito e <br> Inversiones SA<br>| 12531 | 496269 |
|  | Banco Santander <br> Chile (BSAC US), <br> ADR<br>| 4755 | 114548 |
|  | Banco Santander <br> Chile (BSAN CI)<br>| 2930221 | 177164 |
|  | Besalco SA | 205938 | 159854 |
|  | Bicecorp SA | 567450 | 156411 |
|  | Camanchaca SA | 88516 | 3725 |
| \* | CAP SA | 19319 | 99361 |
|  | Cencosud SA | 246693 | 844116 |
|  | Cencosud Shopping <br> SA<br>| 103877 | 219407 |
|  | Cia Sud Americana de <br> Vapores SA<br>| 2897776 | 160054 |
|  | Colbun SA | 2145137 | 335265 |
|  | Embotelladora Andina <br> SA, ADR, Class B<br>| 17401 | 450686 |
|  | Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 92476 | 267596 |
|  | Empresas CMPC SA | 228282 | 358013 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | Empresas Copec SA | 62885 | $431679 |
|  | Enel Americas SA <br> (ENELAM CI)<br>| 2126466 | 208809 |
|  | Enel Chile SA <br> (ENELCHIL CI)<br>| 5663120 | 400711 |
|  | Engie Energia Chile <br> SA<br>| 133161 | 157646 |
|  | Falabella SA | 37175 | 168803 |
|  | Forus SA | 32824 | 78815 |
|  | Inversiones Aguas <br> Metropolitanas SA<br>| 216090 | 196261 |
|  | Latam Airlines Group <br> SA<br>| 12948571 | 204439 |
| # | Latam Airlines Group <br> SA, ADR<br>| 505 | 15882 |
| \* | Masisa SA | 791131 | 11363 |
|  | Molibdenos y Metales <br> SA<br>| 3068 | 12636 |
|  | Multiexport Foods SA | 291740 | 78027 |
|  | Parque Arauco SA | 172785 | 397799 |
|  | PAZ Corp. SA | 82712 | 45859 |
|  | Plaza SA | 63241 | 148604 |
| \* | Ripley Corp. SA | 445297 | 205886 |
|  | Salfacorp SA | 279382 | 199455 |
|  | Sigdo Koppers SA | 163912 | 191888 |
|  | SMU SA | 1440054 | 282113 |
|  | Sociedad Matriz <br> SAAM SA<br>| 2690476 | 338124 |
| # | Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 10152 | 347198 |
| \* | Socovesa SA | 166772 | 12505 |
|  | SONDA SA | 271865 | 109838 |
| TOTAL CHILE | TOTAL CHILE |  | 9242633 |
| CHINA — (25.5%) | CHINA — (25.5%) | CHINA — (25.5%) | CHINA — (25.5%) |
|  | 360 Security <br> Technology, Inc., <br> Class A<br>| 16100 | 22709 |
|  | 361 Degrees <br> International Ltd.<br>| 454000 | 249323 |
|  | 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 34800 | 72717 |
| \* | 5I5J Holding Group <br> Co. Ltd., Class A<br>| 119400 | 52031 |
|  | AAC Technologies <br> Holdings, Inc.<br>| 342500 | 1639534 |
|  | ABA Chemicals Corp., <br> Class A<br>| 27800 | 24953 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Accelink Technologies <br> Co. Ltd., Class A<br>| 6000 | $35669 |
| \* | ADAMA Ltd., Class A | 24500 | 20894 |
|  | Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 1263 | 32784 |
|  | Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 15400 | 23753 |
| \* | AECC Aero Science & <br> Technology Co. <br> Ltd., Class A<br>| 10500 | 35535 |
|  | AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 22400 | 55205 |
| \* | Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 26500 | 37356 |
|  | Aerospace Intelligent <br> Manufacturing <br> Technology Co. <br> Ltd., Class A<br>| 23100 | 54594 |
| #\* | Agile Group Holdings <br> Ltd.<br>| 986749 | 57500 |
| #\* | Agora, Inc., ADR | 29510 | 96793 |
|  | Agricultural Bank of <br> China Ltd., Class H<br>| 3733000 | 2277939 |
|  | Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 95925 | 171600 |
| #\*Ω | AInnovation <br> Technology Group <br> Co. Ltd.<br>| 26800 | 13747 |
| #\* | Air China Ltd., <br> Class H<br>| 584000 | 347920 |
|  | Aisino Corp., Class A | 46700 | 52911 |
|  | Ajisen China Holdings <br> Ltd.<br>| 284000 | 28094 |
| Ω | AK Medical Holdings <br> Ltd.<br>| 122000 | 88774 |
|  | Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1854502 | 27687741 |
| #\* | Alibaba Health <br> Information <br> Technology Ltd.<br>| 368000 | 238066 |
| \* | Alibaba Pictures <br> Group Ltd.<br>| 5800000 | 378835 |
| Ω | A-Living Smart City <br> Services Co. Ltd.<br>| 423000 | 163911 |
|  | Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 22700 | 25136 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Amlogic Shanghai Co. <br> Ltd., Class A<br>| 3199 | $31874 |
|  | Amoy Diagnostics Co. <br> Ltd., Class A<br>| 16940 | 48454 |
| \* | ANE Cayman, Inc. | 208500 | 221640 |
| #Ω | Angelalign <br> Technology, Inc.<br>| 8200 | 51247 |
|  | Anhui Anfu Battery <br> Technology Co. <br> Ltd., Class A<br>| 6400 | 23289 |
|  | Anhui Anke <br> Biotechnology <br> Group Co. Ltd., <br> Class A<br>| 30536 | 34300 |
|  | Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 66500 | 42146 |
|  | Anhui Expressway Co. <br> Ltd., Class H<br>| 148000 | 223684 |
|  | Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 23263 | 34581 |
|  | Anhui Heli Co. Ltd., <br> Class A<br>| 17000 | 37131 |
|  | Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 21260 | 54804 |
|  | Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 38700 | 28595 |
|  | Anhui Jianghuai <br> Automobile Group <br> Corp. Ltd., Class A<br>| 10700 | 53807 |
|  | Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 94360 | 69535 |
|  | Anhui Jinhe Industrial <br> Co. Ltd., Class A<br>| 12105 | 41465 |
| \* | Anhui Tatfook <br> Technology Co. <br> Ltd., Class A<br>| 12200 | 18795 |
|  | Anhui Transport <br> Consulting & <br> Design Institute Co. <br> Ltd., Class A<br>| 32280 | 36832 |
|  | Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 32400 | 37823 |
|  | Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 27100 | 26142 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 13700 | $37300 |
|  | Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 37400 | 93366 |
|  | Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 1750 | 44558 |
|  | Anjoy Foods Group <br> Co. Ltd., Class A<br>| 6300 | 66173 |
|  | Anker Innovations <br> Technology Co. <br> Ltd., Class A<br>| 6760 | 82957 |
|  | ANTA Sports Products <br> Ltd.<br>| 323000 | 3816509 |
|  | Anton Oilfield Services <br> Group<br>| 1610000 | 198949 |
|  | Aoshikang Technology <br> Co. Ltd., Class A<br>| 15700 | 53803 |
|  | Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 119900 | 47074 |
| \* | Aowei Holdings Ltd. | 78000 | 4499 |
|  | Apeloa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31300 | 59158 |
|  | ApicHope <br> Pharmaceutical <br> Group Co. Ltd.<br>| 7120 | 39092 |
|  | Appotronics Corp. <br> Ltd., Class A<br>| 12037 | 23367 |
|  | APT Medical, Inc., <br> Class A<br>| 1256 | 72036 |
|  | APT Satellite Holdings <br> Ltd.<br>| 234000 | 57914 |
|  | Arctech Solar Holding <br> Co. Ltd., Class A<br>| 2333 | 15011 |
| \*Ω | Arrail Group Ltd. | 26000 | 6610 |
| \* | Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 12900 | 50963 |
| #Ω | AsiaInfo Technologies <br> Ltd.<br>| 144400 | 174202 |
|  | Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 23800 | 28231 |
|  | Asymchem <br> Laboratories Tianjin <br> Co. Ltd., Class A<br>| 4500 | 50727 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7400 | $21189 |
|  | Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 7182 | 41308 |
|  | Autobio Diagnostics <br> Co. Ltd., Class A<br>| 8510 | 45096 |
|  | Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 32900 | 129966 |
|  | AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 1214000 | 558658 |
|  | Bafang Electric <br> Suzhou Co. Ltd., <br> Class A<br>| 6440 | 23783 |
| Ω | BAIC Motor Corp. <br> Ltd., Class H<br>| 1137500 | 279621 |
| \* | Baidu, Inc. (9888 HK), <br> Class A<br>| 264900 | 2921055 |
| #\* | Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 4316 | 379031 |
| Ω | BAIOO Family <br> Interactive Ltd.<br>| 594000 | 37071 |
| #\*Ω | Bairong, Inc. | 129000 | 129417 |
|  | Baiyin Nonferrous <br> Group Co. Ltd., <br> Class A<br>| 56300 | 21057 |
|  | Bank of Beijing Co. <br> Ltd., Class A<br>| 275900 | 227975 |
|  | Bank of Changsha <br> Co. Ltd., Class A<br>| 82696 | 103165 |
|  | Bank of Chengdu Co. <br> Ltd., Class A<br>| 78900 | 184569 |
|  | Bank of China Ltd., <br> Class H<br>| 10778356 | 6018348 |
|  | Bank of Chongqing <br> Co. Ltd., Class H<br>| 349500 | 340282 |
|  | Bank of <br> Communications <br> Co. Ltd., Class H<br>| 989580 | 865347 |
| \* | Bank of Gansu Co. <br> Ltd., Class H<br>| 106000 | 3156 |
|  | Bank of Guiyang Co. <br> Ltd., Class A<br>| 76817 | 61100 |
|  | Bank of Hangzhou <br> Co. Ltd., Class A<br>| 98500 | 199530 |
|  | Bank of Jiangsu Co. <br> Ltd., Class A<br>| 291020 | 407389 |
|  | Bank of Nanjing Co. <br> Ltd., Class A<br>| 168200 | 241373 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Bank of Ningbo Co. <br> Ltd., Class A<br>| 105858 | $348641 |
| Ω | Bank of Qingdao Co. <br> Ltd., Class H<br>| 444000 | 210842 |
|  | Bank of Shanghai Co. <br> Ltd., Class A<br>| 190100 | 271846 |
|  | Bank of Suzhou Co. <br> Ltd., Class A<br>| 94050 | 104174 |
|  | Bank of Xi'an Co. Ltd., <br> Class A<br>| 56500 | 26941 |
| #\*Ω | Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 94501 | 11208 |
| \* | Baoding Tianwei <br> Baobian Electric <br> Co. Ltd., Class A<br>| 19100 | 19761 |
|  | Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 6200 | 24952 |
| \* | Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 41100 | 25304 |
|  | Baowu Magnesium <br> Technology Co. <br> Ltd., Class A<br>| 38676 | 63625 |
|  | Baoxiniao Holding Co. <br> Ltd., Class A<br>| 25700 | 13518 |
| \* | Baoye Group Co. Ltd., <br> Class H<br>| 98000 | 56471 |
| \* | Baozun, Inc. (9991 <br> HK), Class A<br>| 21500 | 18377 |
| \* | Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 15148 | 39536 |
| \* | Be Friends Holding <br> Ltd.<br>| 350000 | 36763 |
|  | Bear Electric <br> Appliance Co. Ltd., <br> Class A<br>| 9400 | 58554 |
|  | Befar Group Co. Ltd., <br> Class A<br>| 63400 | 35672 |
|  | Beibuwan Port Co. <br> Ltd., Class A<br>| 64100 | 74476 |
|  | Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 7100 | 24996 |
|  | Beijing Bei Mo Gao <br> Ke Friction Material <br> Co. Ltd., Class A<br>| 10730 | 38787 |
| \* | Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 84000 | 27421 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 232810 | $101330 |
| \* | Beijing Capital <br> International Airport <br> Co. Ltd., Class H<br>| 846000 | 304976 |
|  | Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 18750 | 22526 |
| \* | Beijing Compass <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 2465 | 20002 |
|  | Beijing CTJ <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 8600 | 27464 |
|  | Beijing Dabeinong <br> Technology Group <br> Co. Ltd., Class A<br>| 58588 | 32897 |
|  | Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 12201 | 22285 |
|  | Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 8900 | 46357 |
|  | Beijing eGOVA Co. <br> Ltd., Class A<br>| 9620 | 21647 |
|  | Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 403600 | 52580 |
|  | Beijing Enterprises <br> Water Group Ltd.<br>| 2020000 | 638017 |
|  | Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 39000 | 19280 |
|  | Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 25400 | 25192 |
|  | Beijing GeoEnviron <br> Engineering & <br> Technology, Inc., <br> Class A<br>| 56956 | 42430 |
| \* | Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 94100 | 37692 |
|  | Beijing Haohua <br> Energy Resource <br> Co. Ltd., Class A<br>| 60000 | 59672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 116600 | $84910 |
|  | Beijing Jingneng <br> Clean Energy Co. <br> Ltd., Class H<br>| 394000 | 121311 |
| \* | Beijing Jingyeda <br> Technology Co. <br> Ltd., Class A<br>| 5200 | 22110 |
|  | Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 104200 | 34121 |
|  | Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 915 | 37170 |
| \* | Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 41800 | 24796 |
|  | Beijing New Building <br> Materials PLC, <br> Class A<br>| 29454 | 113557 |
|  | Beijing North Star Co. <br> Ltd., Class H<br>| 420000 | 37329 |
| \* | Beijing Orient National <br> Communication <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 17100 | 23199 |
|  | Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 5500 | 20092 |
|  | Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 59567 | 36376 |
| \* | Beijing Philisense <br> Technology Co. <br> Ltd., Class A<br>| 37600 | 27068 |
|  | Beijing Roborock <br> Technology Co. <br> Ltd., Class A<br>| 1946 | 51957 |
|  | Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 14400 | 34126 |
|  | Beijing Sanyuan <br> Foods Co. Ltd., <br> Class A<br>| 57198 | 34360 |
|  | Beijing Shougang Co. <br> Ltd., Class A<br>| 86200 | 42826 |
|  | Beijing Sifang <br> Automation Co. <br> Ltd., Class A<br>| 7900 | 18763 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 25600 | $51017 |
| \* | Beijing Sinohytec Co. <br> Ltd., Class H<br>| 4300 | 12593 |
|  | Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 37800 | 33478 |
| \* | Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 21900 | 19175 |
|  | Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 81800 | 39832 |
|  | Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 32300 | 62224 |
|  | Beijing SuperMap <br> Software Co. Ltd., <br> Class A<br>| 11000 | 21086 |
| \* | Beijing Teamsun <br> Technology Co. <br> Ltd., Class A<br>| 27000 | 33822 |
| \* | Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 24500 | 27044 |
|  | Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 15724 | 41315 |
| \* | Beijing Tongtech Co. <br> Ltd., Class A<br>| 18000 | 10310 |
|  | Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 38900 | 58591 |
|  | Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 17718 | 57745 |
| Ω | Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 125000 | 22169 |
|  | Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 17200 | 41532 |
| \* | Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 55100 | 27857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 3900 | $28071 |
|  | Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 18940 | 27355 |
|  | Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 503400 | 402260 |
| \* | Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 144800 | 52271 |
|  | Best Pacific <br> International <br> Holdings Ltd.<br>| 54000 | 16861 |
|  | Bestore Co. Ltd., <br> Class A<br>| 18500 | 30038 |
| \* | Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 36800 | 29928 |
|  | Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 7567 | 60147 |
|  | Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 5000 | 34883 |
|  | Beyondsoft Corp., <br> Class A<br>| 20000 | 36263 |
|  | Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 23200 | 52749 |
| \* | Bilibili, Inc., Class Z | 8380 | 147103 |
|  | Binhai Investment Co. <br> Ltd.<br>| 156888 | 21652 |
|  | Binjiang Service <br> Group Co. Ltd.<br>| 33500 | 115733 |
|  | Black Peony Group <br> Co. Ltd., Class A<br>| 31440 | 22592 |
|  | Bloomage <br> Biotechnology Corp. <br> Ltd. (688363 C1), <br> Class A<br>| 4323 | 29057 |
| #Ω | Blue Moon Group <br> Holdings Ltd.<br>| 324500 | 159629 |
| \* | Blue Sail Medical Co. <br> Ltd., Class A<br>| 38300 | 26613 |
|  | Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 24600 | 29040 |
|  | Bluestar Adisseo Co., <br> Class A<br>| 14500 | 19158 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | BOC International <br> China Co. Ltd., <br> Class A<br>| 24700 | $33577 |
| \* | BOE HC SemiTek <br> Corp.<br>| 39800 | 36242 |
| \* | Bohai Leasing Co. <br> Ltd., Class A<br>| 212100 | 92144 |
|  | Bomin Electronics Co. <br> Ltd., Class A<br>| 17500 | 18063 |
|  | Bosideng International <br> Holdings Ltd.<br>| 1702000 | 880700 |
|  | BOTH Engineering <br> Technology Co. <br> Ltd., Class A<br>| 12600 | 18493 |
| # | Boyaa Interactive <br> International Ltd.<br>| 48000 | 28041 |
|  | Bright Dairy & Food <br> Co. Ltd., Class A<br>| 40669 | 46262 |
|  | BrightGene <br> Bio-Medical <br> Technology Co. <br> Ltd., Class A<br>| 4744 | 31789 |
| # | Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 1238000 | 438190 |
|  | Bros Eastern Co. Ltd., <br> Class A<br>| 13800 | 9423 |
|  | B-Soft Co. Ltd., <br> Class A<br>| 27200 | 21333 |
|  | BTG Hotels Group <br> Co. Ltd., Class A<br>| 29400 | 57977 |
|  | BYD Co. Ltd., <br> Class H<br>| 143500 | 6815706 |
|  | By-health Co. Ltd., <br> Class A<br>| 17400 | 26348 |
| \* | C C Land Holdings <br> Ltd.<br>| 726187 | 120874 |
|  | C&D International <br> Investment Group <br> Ltd.<br>| 302478 | 632609 |
|  | C&D Property <br> Management Group <br> Co. Ltd.<br>| 296000 | 96617 |
|  | C&S Paper Co. Ltd., <br> Class A<br>| 39900 | 36263 |
|  | Caitong Securities Co. <br> Ltd., Class A<br>| 60550 | 60836 |
| #\*Ω | CALB Group Co. Ltd. | 22100 | 46774 |
|  | Camel Group Co. Ltd., <br> Class A<br>| 43600 | 50413 |
|  | Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 59800 | 28435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Canmax Technologies <br> Co. Ltd., Class A<br>| 12820 | $31465 |
|  | Canny Elevator Co. <br> Ltd., Class A<br>| 25500 | 25442 |
|  | Castech, Inc., <br> Class A<br>| 7730 | 36860 |
|  | Cathay Biotech, Inc., <br> Class A<br>| 4528 | 32410 |
|  | CECEP Solar Energy <br> Co. Ltd., Class A<br>| 103345 | 61401 |
|  | CECEP Wind-Power <br> Corp., Class A<br>| 189500 | 74911 |
|  | Center International <br> Group Co. Ltd., <br> Class A<br>| 14500 | 19804 |
|  | Central China <br> Securities Co. Ltd., <br> Class H<br>| 454000 | 83579 |
| \* | CETC Chips <br> Technology, Inc., <br> Class A<br>| 13900 | 22948 |
|  | CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 4200 | 8706 |
|  | CETC Digital <br> Technology Co. <br> Ltd., Class A<br>| 15600 | 51745 |
|  | CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 9900 | 28075 |
| \* | CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 30000 | 28891 |
| Ω | CGN Power Co. Ltd., <br> Class H<br>| 1373000 | 437044 |
|  | Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 26300 | 34092 |
|  | Changjiang & <br> Jinggong Steel <br> Building Group Co. <br> Ltd., Class A<br>| 69600 | 30490 |
|  | Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 18800 | 24770 |
|  | Changjiang Securities <br> Co. Ltd., Class A<br>| 52700 | 46583 |
|  | Changshu Fengfan <br> Power Equipment <br> Co. Ltd., Class A<br>| 32400 | 18458 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | ChangYuan <br> Technology Group <br> Ltd., Class A<br>| 45500 | $21618 |
|  | Changzheng <br> Engineering <br> Technology Co. <br> Ltd., Class A<br>| 13400 | 30926 |
|  | Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 31500 | 26378 |
|  | Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 3100 | 56636 |
| \* | Chanjet Information <br> Technology Co. <br> Ltd., Class H<br>| 10500 | 9064 |
|  | Chaoju Eye Care <br> Holdings Ltd.<br>| 139500 | 48099 |
|  | Chaowei Power <br> Holdings Ltd.<br>| 317000 | 54293 |
|  | Chaozhou <br> Three-Circle Group <br> Co. Ltd., Class A<br>| 14800 | 70070 |
| Ω | Cheerwin Group Ltd. | 126000 | 37271 |
| \* | Chen Lin Education <br> Group Holdings <br> Ltd.<br>| 208000 | 36640 |
|  | Cheng De Lolo Co. <br> Ltd., Class A<br>| 45500 | 58701 |
|  | Chengdu ALD Aviation <br> Manufacturing <br> Corp., Class A<br>| 11660 | 28389 |
|  | Chengdu B-Ray <br> Media Co. Ltd., <br> Class A<br>| 31600 | 19402 |
|  | Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 19540 | 35351 |
|  | Chengdu Galaxy <br> Magnets Co. Ltd., <br> Class A<br>| 8400 | 28386 |
|  | Chengdu Guibao <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 11600 | 29350 |
|  | Chengdu Guoguang <br> Electric Co. Ltd., <br> Class A<br>| 2738 | 31584 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 17600 | $67647 |
|  | Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 5250 | 36430 |
|  | Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 21100 | 18975 |
|  | Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 64615 | 74033 |
|  | Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 38300 | 37399 |
|  | Chengtun Mining <br> Group Co. Ltd., <br> Class A<br>| 62800 | 46571 |
|  | Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 15800 | 23461 |
| \* | Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 26200 | 40435 |
|  | Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 22300 | 81049 |
|  | China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 150500 | 79757 |
| \* | China Anchu Energy <br> Storage Group Ltd.<br>| 627000 | 16331 |
|  | China Animal <br> Husbandry Industry <br> Co. Ltd., Class A<br>| 30000 | 27559 |
|  | China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 25000 | 65348 |
|  | China Baoan Group <br> Co. Ltd., Class A<br>| 40100 | 42719 |
|  | China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 6240 | 19832 |
|  | China BlueChemical <br> Ltd., Class H<br>| 943143 | 229627 |
| \*Ω | China Bohai Bank Co. <br> Ltd., Class H<br>| 1029000 | 120808 |
|  | China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 38800 | 42338 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | China Chunlai <br> Education Group <br> Co. Ltd.<br>| 91000 | $49356 |
|  | China CITIC Bank <br> Corp. Ltd., Class H<br>| 1552000 | 1227517 |
|  | China Coal Xinji <br> Energy Co. Ltd., <br> Class A<br>| 76300 | 70284 |
|  | China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 1184800 | 617044 |
|  | China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 787000 | 54398 |
|  | China Conch Venture <br> Holdings Ltd.<br>| 687000 | 705116 |
|  | China Construction <br> Bank Corp., <br> Class H<br>| 10805990 | 8876341 |
|  | China CSSC Holdings <br> Ltd., Class A<br>| 11600 | 46781 |
|  | China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 22500 | 30114 |
| # | China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 781000 | 218247 |
|  | China Design Group <br> Co. Ltd., Class A<br>| 41740 | 42952 |
| #Ω | China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 1170000 | 179319 |
|  | China Dongxiang <br> Group Co. Ltd.<br>| 1171000 | 59702 |
| Ω | China East Education <br> Holdings Ltd.<br>| 336500 | 254812 |
| \* | China Eastern Airlines <br> Corp. Ltd., Class H<br>| 534000 | 158968 |
|  | China Education <br> Group Holdings <br> Ltd.<br>| 568614 | 178657 |
|  | China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 430000 | 76970 |
|  | China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 956000 | 24151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 1612000 | $205294 |
|  | China Energy <br> Engineering Corp. <br> Ltd. (601868 C1), <br> Class A<br>| 493027 | 149286 |
|  | China Everbright Bank <br> Co. Ltd., Class H<br>| 535000 | 232308 |
| Ω | China Everbright <br> Greentech Ltd.<br>| 296000 | 27069 |
| \* | China Express Airlines <br> Co. Ltd., Class A<br>| 44800 | 44980 |
| Ω | China Feihe Ltd. | 1963000 | 1483430 |
|  | China Film Co. Ltd., <br> Class A<br>| 19200 | 27068 |
| \* | China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 76800 | 27286 |
|  | China Foods Ltd. | 574000 | 229391 |
|  | China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 615000 | 558685 |
|  | China Gas Holdings <br> Ltd.<br>| 1387766 | 1254725 |
| \* | China Glass Holdings <br> Ltd.<br>| 216000 | 6620 |
|  | China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 48400 | 51512 |
| \* | China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 15000 | 30228 |
|  | China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 42600 | 50272 |
|  | China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 14200 | 18722 |
|  | China Harmony Auto <br> Holding Ltd.<br>| 428500 | 35057 |
| \* | China Harzone <br> Industry Corp. Ltd., <br> Class A<br>| 27800 | 28413 |
| \* | China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 99600 | 36970 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 115000 | $12298 |
|  | China Huirong <br> Financial Holdings <br> Ltd.<br>| 84000 | 6826 |
| Ω | China International <br> Capital Corp. Ltd., <br> Class H<br>| 227600 | 391515 |
|  | China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 453650 | 284981 |
|  | China Jushi Co. Ltd., <br> Class A<br>| 40090 | 64704 |
|  | China Kepei <br> Education Group <br> Ltd.<br>| 278000 | 47391 |
|  | China Kings <br> Resources Group <br> Co. Ltd., Class A<br>| 14910 | 46883 |
|  | China Leadshine <br> Technology Co. <br> Ltd., Class A<br>| 4200 | 27576 |
|  | China Lesso Group <br> Holdings Ltd.<br>| 726000 | 386511 |
|  | China Life Insurance <br> Co. Ltd., Class H<br>| 380000 | 694486 |
|  | China Lilang Ltd. | 239000 | 115066 |
| \*Ω | China Literature Ltd. | 150000 | 520869 |
| \* | China Longevity <br> Group Co. Ltd.<br>| 30000 | 39 |
|  | China Longyuan <br> Power Group Corp. <br> Ltd., Class H<br>| 472000 | 372870 |
| \* | China Maple Leaf <br> Educational <br> Systems Ltd.<br>| 256000 | 11545 |
|  | China Medical System <br> Holdings Ltd.<br>| 615000 | 656414 |
|  | China Meheco Group <br> Co. Ltd., Class A<br>| 36520 | 50991 |
| # | China Meidong Auto <br> Holdings Ltd.<br>| 382000 | 102273 |
|  | China Mengniu Dairy <br> Co. Ltd.<br>| 864000 | 2151922 |
|  | China Merchants <br> Bank Co. Ltd., <br> Class H<br>| 1055598 | 5757908 |
|  | China Merchants <br> Energy Shipping <br> Co. Ltd., Class A<br>| 195600 | 157388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Merchants <br> Expressway <br> Network & <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 31600 | $55840 |
|  | China Merchants Land <br> Ltd.<br>| 652000 | 18578 |
|  | China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 44100 | 71609 |
| Ω | China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 75340 | 114266 |
|  | China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 65600 | 82662 |
| \*†† | China Metal Recycling <br> Holdings Ltd.<br>| 130581 | 0 |
|  | China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 1029020 | 482877 |
| # | China Modern Dairy <br> Holdings Ltd.<br>| 1303000 | 171286 |
|  | China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 17600 | 59458 |
|  | China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 103300 | 107374 |
|  | China National <br> Electric Apparatus <br> Research Institute <br> Co. Ltd., Class A<br>| 8759 | 28914 |
|  | China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 37800 | 42790 |
|  | China National <br> Medicines Corp. <br> Ltd., Class A<br>| 18500 | 73846 |
| Ω | China New Higher <br> Education Group <br> Ltd.<br>| 711964 | 77164 |
| \* | China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 55800 | 35543 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 19510 | $62576 |
| \* | China Nuclear Energy <br> Technology Corp. <br> Ltd.<br>| 418000 | 18339 |
| \* | China Oil & Gas <br> Group Ltd.<br>| 2890000 | 50862 |
|  | China Oilfield Services <br> Ltd., Class H<br>| 936000 | 731962 |
|  | China Overseas <br> Property Holdings <br> Ltd.<br>| 542000 | 376419 |
|  | China Pacific <br> Insurance Group <br> Co. Ltd., Class H<br>| 622200 | 1692860 |
|  | China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 36200 | 31520 |
|  | China Railway Group <br> Ltd., Class H<br>| 712000 | 306349 |
|  | China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 62200 | 62505 |
|  | China Railway <br> Materials Co. Ltd., <br> Class A<br>| 63900 | 21980 |
| Ω | China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 479000 | 192630 |
|  | China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 51400 | 39805 |
| \* | China Rare Earth <br> Holdings Ltd.<br>| 717200 | 35562 |
|  | China Reinsurance <br> Group Corp., <br> Class H<br>| 2451000 | 284235 |
|  | China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25041 | 65076 |
|  | China Resources Gas <br> Group Ltd.<br>| 360200 | 1006183 |
|  | China Resources <br> Land Ltd.<br>| 847222 | 2850569 |
|  | China Resources <br> Microelectronics <br> Ltd., Class A<br>| 5476 | 34745 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Ω | China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 226400 | $1084610 |
|  | China Resources <br> Sanjiu Medical & <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15425 | 87366 |
| #\* | China Ruyi Holdings <br> Ltd.<br>| 1680000 | 441536 |
| \* | China Sanjiang Fine <br> Chemicals Co. Ltd.<br>| 345000 | 79505 |
|  | China Science <br> Publishing & Media <br> Ltd., Class A<br>| 6000 | 15314 |
| Ω | China Shengmu <br> Organic Milk Ltd.<br>| 1117000 | 25181 |
|  | China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 187000 | 174520 |
| \* | China Silver Group <br> Ltd.<br>| 282000 | 8359 |
|  | China South <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 29700 | 58260 |
| \* | China Southern <br> Airlines Co. Ltd., <br> Class H<br>| 640000 | 262839 |
|  | China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 49900 | 29550 |
|  | China Southern Power <br> Grid Technology <br> Co. Ltd., Class A<br>| 4803 | 18993 |
|  | China Starch Holdings <br> Ltd.<br>| 1115000 | 25698 |
|  | China State <br> Construction <br> Development <br> Holdings Ltd.<br>| 378000 | 79888 |
|  | China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 568800 | 431591 |
|  | China State <br> Construction <br> International <br> Holdings Ltd.<br>| 1012000 | 1491713 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\* | China Sunshine Paper <br> Holdings Co. Ltd.<br>| 408000 | $103123 |
| # | China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 647000 | 345817 |
|  | China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 24208 | 20598 |
|  | China Tianying, Inc., <br> Class A<br>| 94800 | 55068 |
| #Ω | China Tourism Group <br> Duty Free Corp. <br> Ltd. (1880 HK), <br> Class H<br>| 6800 | 46025 |
|  | China Tourism Group <br> Duty Free Corp. <br> Ltd. (601888 C1), <br> Class A<br>| 6844 | 59741 |
| Ω | China Tower Corp. <br> Ltd., Class H<br>| 1708400 | 2474578 |
|  | China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 24900 | 31400 |
|  | China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 48750 | 64172 |
| \* | China Vanke Co. Ltd., <br> Class H<br>| 555538 | 380836 |
| # | China Water Affairs <br> Group Ltd.<br>| 296000 | 227895 |
|  | China West <br> Construction Group <br> Co. Ltd., Class A<br>| 44900 | 35154 |
|  | China World Trade <br> Center Co. Ltd., <br> Class A<br>| 12500 | 37492 |
|  | China XD Electric Co. <br> Ltd., Class A<br>| 47200 | 40382 |
|  | China Yangtze Power <br> Co. Ltd., Class A<br>| 164353 | 667393 |
|  | China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 630000 | 200849 |
| \*Ω | China Youran Dairy <br> Group Ltd.<br>| 748000 | 228087 |
| \*Ω | China Yuhua <br> Education Corp. <br> Ltd.<br>| 1168000 | 45156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Zhenhua Group <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 6900 | $48740 |
|  | China Zheshang Bank <br> Co. Ltd., Class H<br>| 627899 | 212289 |
|  | China-Singapore <br> Suzhou Industrial <br> Park Development <br> Group Co. Ltd., <br> Class A<br>| 15600 | 15687 |
|  | Chinasoft International <br> Ltd.<br>| 1120000 | 713845 |
|  | Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 21900 | 31648 |
|  | Chongqing Changan <br> Automobile Co. <br> Ltd., Class A<br>| 129612 | 218904 |
|  | Chongqing Chuanyi <br> Automation Co. <br> Ltd., Class A<br>| 10800 | 30348 |
|  | Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 15700 | 68625 |
|  | Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 60724 | 79165 |
|  | Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 25950 | 46852 |
|  | Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 57800 | 43497 |
|  | Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 568000 | 67710 |
| \* | Chongqing Qianli <br> Technology Co. <br> Ltd., Class A<br>| 21200 | 25893 |
|  | Chongqing Road & <br> Bridge Co. Ltd., <br> Class A<br>| 22600 | 16481 |
|  | Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 624000 | 479072 |
|  | Chongqing Taiji <br> Industry Group Co. <br> Ltd., Class A<br>| 16900 | 47939 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 22100 | $57493 |
|  | Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 12100 | 35092 |
|  | Chongyi Zhangyuan <br> Tungsten Industry <br> Co. Ltd., Class A<br>| 36400 | 33359 |
| # | Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 648800 | 867324 |
|  | Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 30150 | 54053 |
|  | CIG Shanghai Co. <br> Ltd., Class A<br>| 6000 | 28062 |
|  | CIMC Enric Holdings <br> Ltd.<br>| 338000 | 265075 |
|  | Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 14000 | 25891 |
|  | CITIC Heavy <br> Industries Co. Ltd., <br> Class A<br>| 38400 | 23133 |
|  | CITIC Securities Co. <br> Ltd., Class H<br>| 206600 | 510618 |
| #\* | Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 560000 | 33146 |
| \* | ClouDr Group Ltd. | 109200 | 15263 |
| #\* | CMGE Technology <br> Group Ltd.<br>| 800000 | 34445 |
|  | CMOC Group Ltd., <br> Class H<br>| 1026000 | 805486 |
|  | CMST Development <br> Co. Ltd., Class A<br>| 84200 | 68089 |
| \* | CNFinance Holdings <br> Ltd., ADR<br>| 23410 | 17764 |
|  | CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 9100 | 39556 |
|  | CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 69635 | 39154 |
|  | CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 124200 | 67909 |
|  | CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 51070 | 49300 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 37000 | $27863 |
|  | COFCO Capital <br> Holdings Co. Ltd., <br> Class A<br>| 20400 | 33327 |
| #\* | COFCO Joycome <br> Foods Ltd.<br>| 1492000 | 280433 |
|  | COFCO Sugar <br> Holding Co. Ltd., <br> Class A<br>| 31800 | 40679 |
|  | Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 5400 | 24898 |
| #\* | Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 942000 | 177895 |
|  | Concord New Energy <br> Group Ltd.<br>| 3834648 | 232238 |
|  | Consun <br> Pharmaceutical <br> Group Ltd.<br>| 217000 | 258431 |
|  | Contec Medical <br> Systems Co. Ltd., <br> Class A<br>| 8900 | 16672 |
|  | Contemporary <br> Amperex <br> Technology Co. <br> Ltd., Class A<br>| 63270 | 2022970 |
|  | Continental Aerospace <br> Technologies <br> Holding Ltd.<br>| 1469171 | 20520 |
|  | COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 1812000 | 205196 |
| # | COSCO SHIPPING <br> Energy <br> Transportation Co. <br> Ltd., Class H<br>| 592000 | 469537 |
|  | COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 885400 | 1336100 |
|  | COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 140000 | 84887 |
| # | COSCO SHIPPING <br> Ports Ltd.<br>| 703099 | 363940 |
|  | COSCO SHIPPING <br> Technology Co. <br> Ltd., Class A<br>| 11400 | 22252 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Cosonic Intelligent <br> Technologies Co. <br> Ltd., Class A<br>| 8600 | $18398 |
|  | CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 83000 | 55456 |
| \* | Crazy Sports Group <br> Ltd.<br>| 1774000 | 18143 |
|  | CRRC Corp. Ltd., <br> Class H<br>| 658000 | 406085 |
| Ω | CSC Financial Co. <br> Ltd., Class H<br>| 65000 | 73546 |
|  | CSG Holding Co. Ltd., <br> Class A<br>| 83834 | 54719 |
|  | CSSC Science & <br> Technology Co. <br> Ltd., Class A<br>| 14700 | 23593 |
|  | CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 55500 | 46863 |
|  | Cybrid Technologies, <br> Inc., Class A<br>| 12500 | 15955 |
|  | Daan Gene Co. Ltd., <br> Class A<br>| 43920 | 34047 |
|  | Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7200 | 27354 |
|  | Dalian Bio-Chem Co. <br> Ltd., Class A<br>| 7644 | 29858 |
|  | Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 61300 | 50611 |
| # | Dalipal Holdings Ltd. | 66000 | 70309 |
|  | Daqin Railway Co. <br> Ltd., Class A<br>| 189188 | 168848 |
|  | Dashang Co. Ltd., <br> Class A<br>| 22990 | 79269 |
|  | DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 28093 | 73158 |
| \* | Datang Telecom <br> Technology Co. <br> Ltd., Class A<br>| 29800 | 32186 |
|  | Dawnrays <br> Pharmaceutical <br> Holdings Ltd.<br>| 384000 | 57324 |
| \* | DBAPP Security Ltd., <br> Class A<br>| 2880 | 18785 |
|  | DBG Technology Co. <br> Ltd., Class A<br>| 5900 | 20106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | DeHua TB New <br> Decoration <br> Materials Co. Ltd., <br> Class A<br>| 37700 | $53539 |
|  | Deppon Logistics Co. <br> Ltd., Class A<br>| 31400 | 56044 |
| \* | Dezhan Healthcare <br> Co. Ltd., Class A<br>| 30500 | 12479 |
|  | DHC Software Co. <br> Ltd., Class A<br>| 13200 | 17910 |
|  | Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 13754 | 26556 |
|  | Digital China Group <br> Co. Ltd., Class A<br>| 11800 | 66449 |
|  | Digital China Holdings <br> Ltd.<br>| 307250 | 97466 |
|  | Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 11700 | 17230 |
|  | Dirui Industrial Co. <br> Ltd., Class A<br>| 7100 | 12709 |
|  | Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 25180 | 40318 |
|  | Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 7400 | 55373 |
|  | Dongfang Electric <br> Corp. Ltd., Class H<br>| 110200 | 150416 |
|  | Dongfang Electronics <br> Co. Ltd., Class A<br>| 32800 | 43100 |
|  | DongFeng Automobile <br> Co. Ltd., Class A<br>| 26000 | 25155 |
| # | Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 1190000 | 658656 |
|  | Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 5500 | 28142 |
|  | Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 31100 | 44090 |
|  | Dongguan Dingtong <br> Precision Metal Co. <br> Ltd., Class A<br>| 3385 | 21841 |
|  | Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 23000 | 9476 |
|  | Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 7800 | 23016 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Donghua Testing <br> Technology Co. <br> Ltd., Class A<br>| 4600 | $26052 |
|  | Dongxing Securities <br> Co. Ltd., Class A<br>| 43400 | 59936 |
| # | Dongyue Group Ltd. | 725000 | 855593 |
| # | DouYu International <br> Holdings Ltd., ADR<br>| 6527 | 48625 |
|  | Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 195000 | 109792 |
|  | Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 10500 | 22220 |
|  | East Money <br> Information Co. <br> Ltd., Class A<br>| 82283 | 233390 |
|  | Eastcompeace <br> Technology Co. <br> Ltd., Class A<br>| 19000 | 25598 |
|  | Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 141300 | 64191 |
|  | Ecovacs Robotics Co. <br> Ltd., Class A<br>| 3800 | 26934 |
|  | Edan Instruments, <br> Inc., Class A<br>| 15000 | 24103 |
|  | Edifier Technology Co. <br> Ltd., Class A<br>| 12600 | 22553 |
|  | Edvantage Group <br> Holdings Ltd.<br>| 226549 | 40912 |
|  | EEKA Fashion <br> Holdings Ltd.<br>| 159000 | 152748 |
|  | Electric Connector <br> Technology Co. <br> Ltd., Class A<br>| 6300 | 41659 |
| \*†† | Elion Energy Co. Ltd., <br> Class A<br>| 106600 | 4257 |
|  | ENN Energy Holdings <br> Ltd.<br>| 213900 | 1688607 |
|  | Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 4280 | 53825 |
|  | Era Co. Ltd., Class A | 69500 | 38102 |
|  | Essex Bio-technology <br> Ltd.<br>| 144000 | 83571 |
|  | Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 49200 | 32876 |
|  | EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 672000 | 65261 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Eve Energy Co. Ltd., <br> Class A<br>| 15115 | $85547 |
|  | Ever Sunshine <br> Services Group <br> Ltd.<br>| 346000 | 84373 |
| Ω | Everbright Securities <br> Co. Ltd., Class H<br>| 61600 | 53708 |
|  | Excellence <br> Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 129000 | 22265 |
|  | Explosive Co. Ltd., <br> Class A<br>| 13300 | 22266 |
|  | Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 2247 | 24412 |
|  | Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 73149 | 46490 |
|  | Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 93196 | 57086 |
|  | Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 54700 | 36156 |
| \* | Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 17709 | 29711 |
|  | FAW Jiefang Group <br> Co. Ltd., Class A<br>| 20500 | 20326 |
|  | FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 73300 | 59243 |
|  | Feilong Auto <br> Components Co. <br> Ltd., Class A<br>| 19500 | 40839 |
|  | Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 1500 | 7920 |
|  | FESCO Group Co. <br> Ltd., Class A<br>| 17100 | 49698 |
|  | Fiberhome <br> Telecommunication <br> Technologies Co. <br> Ltd., Class A<br>| 14400 | 42501 |
|  | Fibocom Wireless, <br> Inc., Class A<br>| 11880 | 41702 |
| #\* | FIH Mobile Ltd. | 1386000 | 134112 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 86800 | $32967 |
|  | FinVolution Group, <br> ADR<br>| 79604 | 629668 |
|  | First Capital Securities <br> Co. Ltd., Class A<br>| 50200 | 46943 |
|  | First Tractor Co. Ltd., <br> Class H<br>| 150000 | 117207 |
| # | Flat Glass Group Co. <br> Ltd., Class H<br>| 176000 | 198900 |
|  | Focus Lightings Tech <br> Co. Ltd., Class A<br>| 16100 | 25149 |
|  | Focus Media <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 158300 | 157133 |
| \* | Focused Photonics <br> Hangzhou, Inc., <br> Class A<br>| 13300 | 38034 |
|  | Focuslight <br> Technologies, Inc., <br> Class A<br>| 2301 | 20574 |
|  | Foryou Corp., <br> Class A<br>| 7004 | 30065 |
|  | Foshan Electrical & <br> Lighting Co. Ltd., <br> Class A<br>| 27000 | 22488 |
|  | Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 41811 | 241407 |
|  | Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 13700 | 16128 |
| \* | Foshan Yowant <br> Technology Co. <br> Ltd., Class A<br>| 29400 | 23598 |
| \* | Founder Holdings <br> Ltd.<br>| 390000 | 47110 |
|  | Founder Securities <br> Co. Ltd., Class A<br>| 44600 | 45770 |
|  | Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 152800 | 385166 |
|  | Friend Co. Ltd., <br> Class A<br>| 15400 | 24122 |
|  | Fu Shou Yuan <br> International Group <br> Ltd.<br>| 760000 | 344460 |
|  | Fufeng Group Ltd. | 1005000 | 839625 |
|  | Fujian Apex Software <br> Co. Ltd., Class A<br>| 2600 | 15134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 16899 | $35191 |
|  | Fujian Kuncai Material <br> Technology Co. <br> Ltd., Class A<br>| 5600 | 15608 |
|  | Fujian Longking Co. <br> Ltd., Class A<br>| 30100 | 47961 |
|  | Fujian Qingshan <br> Paper Industry Co. <br> Ltd., Class A<br>| 60000 | 17584 |
|  | Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 9600 | 25610 |
|  | Fujian Sunner <br> Development Co. <br> Ltd., Class A<br>| 30500 | 67393 |
|  | Fujian Tianma <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 13100 | 23438 |
|  | Fujian Yuanli Active <br> Carbon Co. Ltd., <br> Class A<br>| 10900 | 21755 |
| \* | Fulin Precision Co. <br> Ltd., Class A<br>| 12300 | 33968 |
|  | Fushun Special Steel <br> Co. Ltd., Class A<br>| 26500 | 18221 |
| Ω | Fuyao Glass Industry <br> Group Co. Ltd., <br> Class H<br>| 177600 | 1255989 |
|  | Gan & Lee <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 6300 | 41364 |
| #Ω | Ganfeng Lithium <br> Group Co. Ltd., <br> Class H<br>| 79560 | 193973 |
|  | Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 44600 | 53947 |
|  | Gansu Yasheng <br> Industrial Group Co. <br> Ltd., Class A<br>| 36900 | 14388 |
|  | Gaona Aero Material <br> Co. Ltd., Class A<br>| 18220 | 37243 |
|  | Gaush Meditech Ltd. | 7700 | 5645 |
|  | G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 1900 | 62464 |
|  | GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 47600 | 47001 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | GCL New Energy <br> Holdings Ltd.<br>| 278000 | $12880 |
| #\* | GDS Holdings Ltd. <br> (GDS US), ADR<br>| 15269 | 384932 |
|  | Geely Automobile <br> Holdings Ltd.<br>| 1234000 | 2590538 |
|  | GEM Co. Ltd., <br> Class A<br>| 76200 | 64236 |
|  | Gemdale Corp., <br> Class A<br>| 53200 | 31404 |
| # | Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 3508000 | 110069 |
|  | GemPharmatech Co. <br> Ltd., Class A<br>| 10762 | 16862 |
| \* | Genimous Technology <br> Co. Ltd., Class A<br>| 21600 | 23168 |
| \* | Genscript Biotech <br> Corp.<br>| 176000 | 247200 |
|  | Geovis Technology <br> Co. Ltd., Class A<br>| 3817 | 27973 |
|  | Getein Biotech, Inc., <br> Class A<br>| 15288 | 16714 |
|  | GF Securities Co. <br> Ltd., Class H<br>| 191400 | 249323 |
| Ω | Giant Biogene Holding <br> Co. Ltd.<br>| 102800 | 1062110 |
|  | Giant Network Group <br> Co. Ltd., Class A<br>| 19900 | 39765 |
|  | Giantec <br> Semiconductor <br> Corp., Class A<br>| 3119 | 31244 |
|  | Ginlong Technologies <br> Co. Ltd., Class A<br>| 7700 | 55683 |
|  | Glarun Technology <br> Co. Ltd., Class A<br>| 16000 | 46015 |
| #\* | Global New Material <br> International <br> Holdings Ltd.<br>| 23000 | 11381 |
|  | GoerTek, Inc., <br> Class A<br>| 42500 | 124309 |
|  | Goke Microelectronics <br> Co. Ltd., Class A<br>| 2800 | 26686 |
| Ω | Golden Throat <br> Holdings Group Co. <br> Ltd.<br>| 20500 | 11302 |
|  | Goldenmax <br> International Group <br> Ltd., Class A<br>| 25200 | 28068 |
|  | Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 329858 | 227292 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Goneo Group Co. <br> Ltd., Class A<br>| 6160 | $60383 |
| \* | Goodbaby <br> International <br> Holdings Ltd.<br>| 381000 | 54490 |
|  | GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 4471 | 24497 |
|  | Gotion High-tech Co. <br> Ltd., Class A<br>| 17800 | 50618 |
|  | Grandblue <br> Environment Co. <br> Ltd., Class A<br>| 18190 | 58002 |
| \* | Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 108200 | 38958 |
|  | Great Wall Motor Co. <br> Ltd., Class H<br>| 496000 | 708779 |
|  | Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 49800 | 312485 |
|  | Greentown China <br> Holdings Ltd.<br>| 542000 | 691637 |
| #Ω | Greentown <br> Management <br> Holdings Co. Ltd.<br>| 302000 | 103514 |
|  | Greentown Service <br> Group Co. Ltd.<br>| 700000 | 399056 |
|  | GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 20100 | 34213 |
|  | GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 11100 | 26438 |
|  | Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 5900 | 14697 |
|  | Guangdong <br> Advertising Group <br> Co. Ltd., Class A<br>| 16100 | 16099 |
|  | Guangdong Aofei <br> Data Technology <br> Co. Ltd., Class A<br>| 12499 | 40894 |
|  | Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 144400 | 68873 |
| \* | Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 18200 | 21519 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 59200 | $32566 |
| \* | Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 31100 | 55476 |
|  | Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 28000 | 23943 |
|  | Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 17400 | 33535 |
|  | Guangdong Ellington <br> Electronics <br> Technology Co. <br> Ltd., Class A<br>| 33300 | 39940 |
|  | Guangdong Fenghua <br> Advanced <br> Technology Holding <br> Co. Ltd., Class A<br>| 24000 | 43368 |
|  | Guangdong Goworld <br> Co. Ltd., Class A<br>| 8000 | 10848 |
|  | Guangdong Great <br> River Smarter <br> Logistics Co. Ltd., <br> Class A<br>| 12700 | 15911 |
|  | Guangdong <br> Guangzhou Daily <br> Media Co. Ltd., <br> Class A<br>| 35300 | 26691 |
| \* | Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 57300 | 23761 |
|  | Guangdong Haid <br> Group Co. Ltd., <br> Class A<br>| 27000 | 206161 |
|  | Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 35600 | 57485 |
|  | Guangdong Huate <br> Gas Co. Ltd., <br> Class A<br>| 2904 | 20877 |
|  | Guangdong Insight <br> Brand Marketing <br> Group Co. Ltd., <br> Class A<br>| 2900 | 21022 |
|  | Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 9552 | 24753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 14300 | $44643 |
| \* | Guangdong Land <br> Holdings Ltd.<br>| 164822 | 4847 |
|  | Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 43621 | 84184 |
| \* | Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 26300 | 23193 |
|  | Guangdong Sirio <br> Pharma Co. Ltd., <br> Class A<br>| 5330 | 18404 |
|  | Guangdong South <br> New Media Co. <br> Ltd., Class A<br>| 8000 | 42919 |
| \* | Guangdong TCL <br> Smart Home <br> Appliances Co. Ltd.<br>| 18600 | 26101 |
|  | Guangdong Topstar <br> Technology Co. <br> Ltd., Class A<br>| 3000 | 11912 |
|  | Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 31885 | 49275 |
|  | Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 26900 | 51248 |
| \* | Guangdong Zhongnan <br> Iron & Steel Co. <br> Ltd., Class A<br>| 91500 | 30876 |
|  | Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21000 | 32235 |
|  | Guangshen Railway <br> Co. Ltd., Class H<br>| 655500 | 143629 |
| \* | Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 18000 | 47613 |
|  | Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 34950 | 47880 |
|  | Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 11600 | 27026 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangxi Wuzhou <br> Communications <br> Co. Ltd., Class A<br>| 53625 | $32221 |
|  | Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 143400 | 47980 |
| \* | GuangYuYuan <br> Chinese Herbal <br> Medicine Co. Ltd., <br> Class A<br>| 14300 | 37506 |
| # | Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 588836 | 208113 |
|  | Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 38600 | 47959 |
|  | Guangzhou <br> Development <br> Group, Inc., <br> Class A<br>| 53000 | 47060 |
|  | Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 5300 | 16768 |
|  | Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 13800 | 19740 |
|  | Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 6300 | 28446 |
|  | Guangzhou KDT <br> Machinery Co. Ltd., <br> Class A<br>| 13557 | 31832 |
|  | Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 7300 | 29207 |
|  | Guangzhou <br> Restaurant Group <br> Co. Ltd., Class A<br>| 18220 | 38908 |
|  | Guangzhou Shiyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 8000 | 37036 |
|  | Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 7600 | 33817 |
|  | Guangzhou Tinci <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 20960 | 50390 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 14980 | $42470 |
|  | Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 37746 | 32812 |
|  | Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 22200 | 22355 |
|  | Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24400 | 45904 |
| \* | Guizhou Broadcasting <br> & TV Information <br> Network Co. Ltd., <br> Class A<br>| 16200 | 19081 |
|  | Guizhou Chanhen <br> Chemical Corp., <br> Class A<br>| 8800 | 27387 |
|  | Guizhou Gas Group <br> Corp. Ltd., Class A<br>| 34900 | 32732 |
|  | Guizhou Guihang <br> Automotive <br> Components Co. <br> Ltd., Class A<br>| 11100 | 18123 |
|  | Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12500 | 20408 |
|  | Guizhou Tyre Co. Ltd., <br> Class A<br>| 67600 | 40608 |
|  | Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 19943 | 31343 |
|  | Guocheng Mining Co. <br> Ltd., Class A<br>| 12100 | 19289 |
| \* | Guoguang Electric Co. <br> Ltd., Class A<br>| 11900 | 23373 |
| # | Guolian Minsheng <br> Securities Co. Ltd., <br> Class H<br>| 110500 | 50390 |
|  | Guosen Securities Co. <br> Ltd., Class A<br>| 49412 | 73940 |
| \* | Guosheng Financial <br> Holding, Inc., <br> Class A<br>| 18930 | 31577 |
| Ω | Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 375904 | 535749 |
|  | Guoyuan Securities <br> Co. Ltd., Class A<br>| 50550 | 51898 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | Gushengtang <br> Holdings Ltd.<br>| 56000 | $225169 |
|  | H World Group Ltd. <br> (1179 HK)<br>| 380500 | 1334854 |
| #\*Ω | Haichang Ocean Park <br> Holdings Ltd.<br>| 547000 | 47204 |
| Ω | Haidilao International <br> Holding Ltd.<br>| 395000 | 889364 |
|  | Haier Smart Home <br> Co. Ltd. (600690 <br> C1), Class A<br>| 40200 | 137407 |
|  | Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 577599 | 1676209 |
|  | Hailir Pesticides & <br> Chemicals Group <br> Co. Ltd., Class A<br>| 9380 | 16659 |
| \* | Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 4600 | 25253 |
|  | Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 36015 | 26903 |
| \* | Hainan Haiqi <br> Transportation <br> Group Co. Ltd., <br> Class A<br>| 9800 | 24254 |
|  | Hainan Jinpan Smart <br> Technology Co. <br> Ltd., Class A<br>| 7055 | 31104 |
| #\* | Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 103000 | 127343 |
|  | Hainan Mining Co. <br> Ltd., Class A<br>| 24200 | 23329 |
|  | Hainan Strait Shipping <br> Co. Ltd., Class A<br>| 87900 | 71716 |
|  | Haisco <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 4600 | 27139 |
|  | Haitian International <br> Holdings Ltd.<br>| 305000 | 706518 |
| Ω | Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 622000 | 65554 |
|  | Hangcha Group Co. <br> Ltd., Class A<br>| 24580 | 63683 |
|  | Hangjin Technology <br> Co. Ltd., Class A<br>| 10600 | 35483 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 94600 | $32758 |
| Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 41000 | 58552 |
| Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 3500 | 20233 |
| Hangzhou Electronic <br> Soul Network <br> Technology Co. <br> Ltd., Class A<br>| 5800 | 16532 |
| Hangzhou First <br> Applied Material Co. <br> Ltd., Class A<br>| 27172 | 45936 |
| Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 15700 | 50374 |
| Hangzhou Greenda <br> Electronic Materials <br> Co. Ltd., Class A<br>| 5800 | 24967 |
| Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 5300 | 42722 |
| Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2232 | 19040 |
| Hangzhou Huawang <br> New Material <br> Technology Co. <br> Ltd., Class A<br>| 23700 | 35859 |
| Hangzhou Iron & <br> Steel Co., Class A<br>| 38300 | 57784 |
| Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 10144 | 36339 |
| Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 6100 | 20118 |
| Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 19100 | 52395 |
| Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 17700 | 47692 |
| Hangzhou Shunwang <br> Technology Co. <br> Ltd., Class A<br>| 5700 | 14699 |
| Hangzhou Sunrise <br> Technology Co. <br> Ltd., Class A<br>| 9500 | 20751 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 43300 | $148471 |
|  | Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 11200 | 20951 |
|  | Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 6600 | 21028 |
| Ω | Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 174000 | 539221 |
|  | Haohua Chemical <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 5600 | 19708 |
| \*Ω | Harbin Bank Co. Ltd., <br> Class H<br>| 873000 | 32680 |
|  | Harbin Boshi <br> Automation Co. <br> Ltd., Class A<br>| 17661 | 40616 |
|  | Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 23700 | 33288 |
| \* | Harbin Gloria <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 55500 | 18805 |
| \* | Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 111900 | 55461 |
|  | HBIS Resources Co. <br> Ltd., Class A<br>| 28400 | 50720 |
|  | Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 112000 | 127509 |
| \* | Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 180000 | 9926 |
|  | Hebei Sinopack <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 1960 | 12596 |
|  | Hebei Yangyuan <br> Zhihui Beverage <br> Co. Ltd., Class A<br>| 22700 | 75871 |
|  | Hefei Jianghang <br> Aircraft Equipment <br> Co. Ltd., Class A<br>| 18667 | 24453 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 17700 | $40979 |
|  | Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 25800 | 22678 |
|  | Heilongjiang <br> Agriculture Co. Ltd., <br> Class A<br>| 31000 | 63983 |
|  | HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13000 | 19204 |
|  | Hello Group, Inc., <br> Sponsored ADR<br>| 86880 | 496085 |
|  | Henan Liliang <br> Diamond Co. Ltd., <br> Class A<br>| 12100 | 45663 |
|  | Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 18774 | 59151 |
|  | Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 41100 | 68009 |
|  | Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 18100 | 40458 |
|  | Henan Shuanghui <br> Investment & <br> Development Co. <br> Ltd., Class A<br>| 37559 | 129178 |
|  | Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 11480 | 40802 |
| \* | Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 84700 | 41457 |
|  | Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 40100 | 38134 |
|  | Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 59500 | 37252 |
|  | Hengan International <br> Group Co. Ltd.<br>| 371500 | 1001588 |
| \* | Hengdeli Holdings <br> Ltd.<br>| 467309 | 5790 |
|  | Hengdian Group <br> DMEGC Magnetics <br> Co. Ltd., Class A<br>| 37500 | 67517 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hengli Petrochemical <br> Co. Ltd., Class A<br>| 110300 | $232164 |
|  | Hengtong <br> Optic-electric Co. <br> Ltd., Class A<br>| 35000 | 74394 |
|  | Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 47720 | 40013 |
|  | Hesteel Co. Ltd., <br> Class A<br>| 300600 | 89829 |
|  | Hexing Electrical Co. <br> Ltd., Class A<br>| 10300 | 37507 |
|  | HG Technologies Co. <br> Ltd., Class A<br>| 8200 | 17702 |
| \* | Hi Sun Technology <br> China Ltd.<br>| 1011000 | 40391 |
|  | Hiecise Precision <br> Equipment Co. Ltd., <br> Class A<br>| 6700 | 39247 |
| # | Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 157000 | 476119 |
|  | Hisense Visual <br> Technology Co. <br> Ltd., Class A<br>| 17700 | 58082 |
|  | Hitevision Co. Ltd., <br> Class A<br>| 6500 | 21350 |
|  | Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 3388 | 120205 |
|  | HLA Group Corp. Ltd., <br> Class A<br>| 102200 | 116813 |
|  | HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 7700 | 36738 |
| \* | HNA Technology Co. <br> Ltd., Class A<br>| 64900 | 25005 |
|  | Homeland Interactive <br> Technology Ltd.<br>| 136000 | 18114 |
|  | Hongfa Technology <br> Co. Ltd., Class A<br>| 8500 | 38505 |
| \* | Honghua Group Ltd. | 1396000 | 25731 |
|  | Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 29100 | 24836 |
| \* | Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 57500 | 25115 |
|  | Hongta Securities Co. <br> Ltd., Class A<br>| 18100 | 18380 |
|  | Hongyuan Green <br> Energy Co. Ltd., <br> Class A<br>| 12590 | 24638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Hopson Development <br> Holdings Ltd.<br>| 605362 | $226613 |
|  | Horizon Construction <br> Development Ltd.<br>| 621000 | 88652 |
|  | Hoshine Silicon <br> Industry Co. Ltd., <br> Class A<br>| 8700 | 61164 |
|  | Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1254 | 16778 |
|  | Huaan Securities Co. <br> Ltd., Class A<br>| 23080 | 17563 |
|  | Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 5500 | 26429 |
|  | Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 33500 | 27696 |
|  | Huadong Medicine <br> Co. Ltd., Class A<br>| 23900 | 127744 |
|  | Huafon Chemical Co. <br> Ltd., Class A<br>| 64300 | 59255 |
| \* | Huafon Microfibre <br> Shanghai <br> Technology Co. <br> Ltd., Class A<br>| 31600 | 31536 |
|  | Huafu Fashion Co. <br> Ltd., Class A<br>| 28400 | 24228 |
|  | Huagong Tech Co. <br> Ltd., Class A<br>| 6900 | 38541 |
|  | Huakai Yibai <br> Technology Co. <br> Ltd., Class A<br>| 14500 | 22138 |
|  | Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 23400 | 52766 |
|  | Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 16700 | 34470 |
|  | Huangshan Novel Co. <br> Ltd., Class A<br>| 31900 | 46967 |
|  | Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 21000 | 34264 |
| #\* | Huanxi Media Group <br> Ltd.<br>| 380000 | 18069 |
|  | Huapont Life Sciences <br> Co. Ltd., Class A<br>| 86950 | 48628 |
| Ω | Huatai Securities Co. <br> Ltd., Class H<br>| 207200 | 307071 |
|  | Huaxi Securities Co. <br> Ltd., Class A<br>| 29000 | 32105 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Huaxia Bank Co. Ltd., <br> Class A<br>| 176536 | $176837 |
|  | Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 70100 | 172074 |
| \* | Hubei Biocause <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 103700 | 38899 |
| \* | Hubei Broadcasting & <br> Television <br> Information Network <br> Co. Ltd., Class A<br>| 33100 | 22447 |
|  | Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 54900 | 33461 |
| \* | Hubei Dinglong Co. <br> Ltd., Class A<br>| 7000 | 28737 |
|  | Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 6250 | 41470 |
|  | Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20800 | 75311 |
|  | Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 34000 | 95613 |
|  | Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 24600 | 36905 |
|  | Hubei Zhenhua <br> Chemical Co. Ltd., <br> Class A<br>| 13300 | 40969 |
|  | Huishang Bank Corp. <br> Ltd., Class H<br>| 123900 | 46526 |
| #\*Ω | Huitongda Network <br> Co. Ltd., Class H<br>| 11000 | 16640 |
| \* | Huizhou CEE <br> Technology, Inc., <br> Class A<br>| 16600 | 17391 |
|  | Huizhou Desay Sv <br> Automotive Co. <br> Ltd., Class A<br>| 6000 | 86250 |
|  | Hunan Aihua Group <br> Co. Ltd., Class A<br>| 14000 | 29128 |
|  | Hunan Corun New <br> Energy Co. Ltd., <br> Class A<br>| 34200 | 22256 |
| \* | Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 99500 | 39257 |
|  | Hunan Gold Corp. <br> Ltd., Class A<br>| 21600 | 66848 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7000 | $15405 |
| \* | Hunan Kaimeite <br> Gases Co. Ltd., <br> Class A<br>| 22000 | 25308 |
| \* | Hunan New Wellful <br> Co. Ltd., Class A<br>| 24600 | 20490 |
|  | Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 55700 | 55354 |
|  | Hunan Valin Steel Co. <br> Ltd., Class A<br>| 148900 | 100138 |
|  | Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 14900 | 31021 |
|  | Hundsun <br> Technologies, Inc., <br> Class A<br>| 6000 | 21513 |
|  | HUYA, Inc., ADR | 39605 | 148915 |
| \*Ω | Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 169200 | 305091 |
|  | Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 8008 | 29844 |
| \* | Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 26500 | 40748 |
| \* | HyUnion Holding Co. <br> Ltd., Class A<br>| 44700 | 42828 |
| \* | IAT Automobile <br> Technology Co. <br> Ltd., Class A<br>| 15900 | 21851 |
| #\*Ω | iDreamSky <br> Technology <br> Holdings Ltd.<br>| 348800 | 39015 |
|  | IEIT Systems Co. Ltd., <br> Class A<br>| 11700 | 82353 |
|  | Iflytek Co. Ltd., <br> Class A<br>| 6300 | 40884 |
|  | IKD Co. Ltd., Class A | 31100 | 71223 |
| \* | I-Mab, Sponsored <br> ADR<br>| 18909 | 17028 |
| \*Ω | IMAX China Holding, <br> Inc.<br>| 66100 | 55066 |
|  | Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 3780 | 89904 |
|  | Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 7836017 | 5367761 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Industrial Bank Co. <br> Ltd., Class A<br>| 283145 | $814301 |
|  | Industrial Securities <br> Co. Ltd., Class A<br>| 63160 | 50326 |
|  | Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 75400 | 62013 |
| #\*Ω | Ingdan, Inc. | 313000 | 49034 |
|  | Ingenic <br> Semiconductor Co. <br> Ltd., Class A<br>| 2200 | 20573 |
|  | Inkeverse Group Ltd. | 276000 | 51805 |
| \* | INKON Life <br> Technology Co. <br> Ltd., Class A<br>| 14100 | 18220 |
|  | Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 48600 | 31978 |
| \* | Inner Mongolia <br> BaoTou Steel Union <br> Co. Ltd., Class A<br>| 345920 | 82350 |
| \* | Inner Mongolia Furui <br> Medical Science <br> Co. Ltd., Class A<br>| 5400 | 22291 |
|  | Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 51300 | 93916 |
|  | Inner Mongolia Yili <br> Industrial Group Co. <br> Ltd., Class A<br>| 72000 | 295023 |
| \*Ω | InnoCare Pharma <br> Ltd.<br>| 169000 | 220814 |
| \*Ω | Innovent Biologics, <br> Inc.<br>| 49500 | 342833 |
|  | Innuovo Technology <br> Co. Ltd., Class A<br>| 20400 | 29418 |
|  | Insigma Technology <br> Co. Ltd., Class A<br>| 18700 | 27137 |
|  | Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 216000 | 218124 |
|  | Intco Medical <br> Technology Co. <br> Ltd., Class A<br>| 14680 | 44984 |
|  | Intron Technology <br> Holdings Ltd.<br>| 97000 | 16526 |
| #\* | iQIYI, Inc., ADR | 283378 | 521416 |
|  | iRay Group, Class A | 1288 | 21488 |
|  | IReader Technology <br> Co. Ltd., Class A<br>| 10100 | 27247 |
| \* | IRICO Display <br> Devices Co. Ltd., <br> Class A<br>| 66900 | 61693 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | IVD Medical Holding <br> Ltd.<br>| 205000 | $45532 |
| \* | J&T Global Express <br> Ltd.<br>| 408200 | 317123 |
|  | JA Solar Technology <br> Co. Ltd., Class A<br>| 69401 | 91285 |
|  | Jade Bird Fire Co. <br> Ltd., Class A<br>| 43150 | 65904 |
|  | Jafron Biomedical Co. <br> Ltd., Class A<br>| 11000 | 32366 |
|  | Jangho Group Co. <br> Ltd., Class A<br>| 44600 | 32700 |
|  | Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 19870 | 68256 |
|  | JCET Group Co. Ltd., <br> Class A<br>| 30500 | 140502 |
|  | JCHX Mining <br> Management Co. <br> Ltd., Class A<br>| 8600 | 43832 |
| \*Ω | JD Health <br> International, Inc.<br>| 180600 | 856983 |
| \*Ω | JD Logistics, Inc. | 652300 | 1023075 |
|  | JD.com, Inc. (9618 <br> HK), Class A<br>| 359797 | 5858008 |
|  | Jia Yao Holdings Ltd. | 49000 | 20527 |
|  | Jiajiayue Group Co. <br> Ltd., Class A<br>| 29000 | 42178 |
|  | Jiang Su Suyan <br> Jingshen Co. Ltd., <br> Class A<br>| 33200 | 43721 |
|  | Jiangling Motors Corp. <br> Ltd., Class A<br>| 21700 | 56230 |
|  | Jiangsu Ankura <br> Intelligent Power <br> Co. Ltd., Class A<br>| 5600 | 20599 |
|  | Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 18800 | 14936 |
|  | Jiangsu Azure Corp., <br> Class A<br>| 20800 | 36408 |
|  | Jiangsu Bojun <br> Industrial <br> Technology Co. <br> Ltd., Class A<br>| 8100 | 28728 |
|  | Jiangsu Broadcasting <br> Cable Information <br> Network Corp. Ltd., <br> Class A<br>| 55900 | 25493 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 22900 | $40871 |
|  | Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 66770 | 66808 |
|  | Jiangsu Cnano <br> Technology Co. <br> Ltd., Class A<br>| 4756 | 28649 |
| \* | Jiangsu Dagang Co. <br> Ltd., Class A<br>| 24900 | 47565 |
|  | Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 44100 | 52292 |
|  | Jiangsu Eastern <br> Shenghong Co. <br> Ltd., Class A<br>| 29300 | 35514 |
|  | Jiangsu Etern Co. <br> Ltd., Class A<br>| 40700 | 35386 |
|  | Jiangsu Expressway <br> Co. Ltd., Class H<br>| 302000 | 375803 |
|  | Jiangsu Financial <br> Leasing Co. Ltd., <br> Class A<br>| 95900 | 70499 |
|  | Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 57300 | 35908 |
|  | Jiangsu Gian <br> Technology Co. <br> Ltd., Class A<br>| 6000 | 26949 |
|  | Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 11280 | 24537 |
|  | Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 53800 | 53039 |
| \* | Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. <br> Ltd., Class A<br>| 4600 | 38048 |
|  | Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 9826 | 101183 |
|  | Jiangsu Hengshun <br> Vinegar Industry <br> Co. Ltd., Class A<br>| 19600 | 21261 |
|  | Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 74500 | 21760 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Hongtian <br> Technology Co. <br> Ltd., Class A<br>| 6300 | $19977 |
| \* | Jiangsu Hoperun <br> Software Co. Ltd., <br> Class A<br>| 3000 | 21459 |
|  | Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 20300 | 19517 |
|  | Jiangsu Huaxicun Co. <br> Ltd., Class A<br>| 24600 | 22740 |
|  | Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 83500 | 47698 |
|  | Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 10000 | 40313 |
|  | Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 24600 | 42870 |
|  | Jiangsu Leili Motor <br> Co. Ltd., Class A<br>| 3100 | 25679 |
|  | Jiangsu Lianyungang <br> Port Co. Ltd., <br> Class A<br>| 23700 | 17564 |
|  | Jiangsu Lihua Foods <br> Group Co. Ltd.<br>| 8214 | 21466 |
|  | Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 81100 | 61836 |
| \* | Jiangsu Lopal Tech <br> Co. Ltd., Class A<br>| 12500 | 16804 |
|  | Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 5900 | 32138 |
|  | Jiangsu Olive Sensors <br> High-Tech Co. Ltd., <br> Class A<br>| 20700 | 20749 |
|  | Jiangsu Pacific Quartz <br> Co. Ltd., Class A<br>| 15300 | 68259 |
|  | Jiangsu Phoenix <br> Publishing & Media <br> Corp. Ltd., Class A<br>| 16600 | 26845 |
|  | Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 48000 | 64302 |
|  | Jiangsu Rainbow <br> Heavy Industries <br> Co. Ltd., Class A<br>| 28600 | 24068 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Shagang Co. <br> Ltd., Class A<br>| 35700 | $28860 |
|  | Jiangsu Shemar <br> Electric Co. Ltd., <br> Class A<br>| 6700 | 22171 |
|  | Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 14000 | 20893 |
|  | Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 49800 | 33974 |
|  | Jiangsu Sidike New <br> Material Science & <br> Technology Co. Ltd. <br> (300806 C2), <br> Class A<br>| 10500 | 22157 |
| \* | Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 27700 | 31395 |
|  | Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 68000 | 49115 |
|  | Jiangsu ToLand Alloy <br> Co. Ltd., Class A<br>| 11440 | 34178 |
|  | Jiangsu Xinquan <br> Automotive Trim <br> Co. Ltd., Class A<br>| 10000 | 55576 |
|  | Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 11040 | 78400 |
|  | Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 30500 | 17498 |
|  | Jiangsu Yoke <br> Technology Co. <br> Ltd., Class A<br>| 4300 | 32679 |
|  | Jiangsu Yuyue <br> Medical Equipment <br> & Supply Co. Ltd., <br> Class A<br>| 17800 | 84470 |
|  | Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 90800 | 52539 |
|  | Jiangsu Zhongtian <br> Technology Co. <br> Ltd., Class A<br>| 56800 | 109099 |
|  | Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 160900 | 59857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Jiangsu Zongyi Co. <br> Ltd., Class A<br>| 29600 | $16309 |
|  | Jiangxi Bank Co. Ltd., <br> Class H<br>| 339000 | 32375 |
| \* | Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 19200 | 29203 |
|  | Jiangxi Copper Co. <br> Ltd., Class H<br>| 301000 | 505769 |
| \* | Jiangxi Fushine <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 27700 | 32174 |
|  | Jiangxi Guotai Group <br> Co. Ltd., Class A<br>| 27500 | 47565 |
|  | Jiangyin Haida <br> Rubber & Plastic <br> Co. Ltd., Class A<br>| 17800 | 24736 |
| \* | Jiangyin Hengrun <br> Heavy Industries <br> Co. Ltd., Class A<br>| 14400 | 36098 |
|  | Jiangyin Jianghua <br> Microelectronics <br> Materials Co. Ltd., <br> Class A<br>| 11600 | 31523 |
|  | Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20600 | 64948 |
|  | Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 3600 | 20773 |
|  | Jiaozuo Wanfang <br> Aluminum <br> Manufacturing Co. <br> Ltd., Class A<br>| 41600 | 38518 |
|  | Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 20066 | 38487 |
| \* | Jilin Chemical Fibre, <br> Class A<br>| 59600 | 29723 |
| # | Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 1052000 | 86812 |
|  | Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 54200 | 73224 |
|  | Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 24600 | 23596 |
|  | Jingjin Equipment, <br> Inc., Class A<br>| 20420 | 45761 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jinhong Gas Co. Ltd., <br> Class A<br>| 16136 | $36898 |
| \* | Jinke Smart Services <br> Group Co. Ltd., <br> Class H<br>| 66000 | 60357 |
| # | JinkoSolar Holding <br> Co. Ltd., ADR<br>| 20916 | 358919 |
|  | Jinlei Technology Co. <br> Ltd., Class A<br>| 9500 | 25782 |
|  | Jinlongyu Group Co. <br> Ltd., Class A<br>| 10300 | 23295 |
|  | Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 19800 | 18531 |
|  | Jinzai Food Group Co. <br> Ltd., Class A<br>| 13000 | 23126 |
| Ω | Jiumaojiu International <br> Holdings Ltd.<br>| 636000 | 206310 |
|  | Jiuzhitang Co. Ltd., <br> Class A<br>| 10500 | 13372 |
|  | JL Mag Rare-Earth <br> Co. Ltd. (300748 <br> C2), Class A<br>| 8920 | 25186 |
| # | JL Mag Rare-Earth <br> Co. Ltd. (6680 HK), <br> Class H<br>| 25400 | 43298 |
|  | JNBY Design Ltd. | 94000 | 177760 |
|  | Joincare <br> Pharmaceutical <br> Group Industry Co. <br> Ltd., Class A<br>| 46400 | 67733 |
|  | Joinn Laboratories <br> China Co. Ltd., <br> Class A<br>| 11708 | 25161 |
| Ω | Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 29400 | 37209 |
|  | Jointo Energy <br> Investment Co. Ltd. <br> Hebei, Class A<br>| 25500 | 22537 |
|  | Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 105761 | 78788 |
|  | Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 28400 | 20109 |
|  | Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 10000 | 26554 |
|  | Joy City Property Ltd. | 2264000 | 60736 |
|  | Joyoung Co. Ltd., <br> Class A<br>| 28300 | 37022 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 12700 | $18714 |
| #\*Ω | JS Global Lifestyle <br> Co. Ltd.<br>| 562500 | 130477 |
|  | JSTI Group, Class A | 22300 | 27021 |
| \* | Ju Teng International <br> Holdings Ltd.<br>| 412000 | 72491 |
|  | Juewei Food Co. Ltd., <br> Class A<br>| 26300 | 57445 |
|  | Juneyao Airlines Co. <br> Ltd., Class A<br>| 42100 | 71922 |
|  | Jutal Offshore Oil <br> Services Ltd.<br>| 338000 | 28278 |
| \* | JY Grandmark <br> Holdings Ltd.<br>| 13000 | 533 |
|  | Kaishan Group Co. <br> Ltd., Class A<br>| 24500 | 29458 |
| # | Kangji Medical <br> Holdings Ltd.<br>| 145000 | 139922 |
| \* | KBC Corp. Ltd., <br> Class A<br>| 4429 | 14966 |
|  | Keboda Technology <br> Co. Ltd., Class A<br>| 4100 | 30617 |
|  | Keda Industrial Group <br> Co. Ltd., Class A<br>| 26600 | 33201 |
|  | KEDE Numerical <br> Control Co. Ltd., <br> Class A<br>| 2008 | 20903 |
|  | Kehua Data Co. Ltd., <br> Class A<br>| 8500 | 49777 |
|  | Keli Motor Group Co. <br> Ltd., Class A<br>| 14000 | 30010 |
|  | Keshun Waterproof <br> Technologies Co. <br> Ltd., Class A<br>| 40400 | 26194 |
|  | Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 19800 | 34746 |
|  | Kingboard Holdings <br> Ltd.<br>| 330900 | 888939 |
|  | Kingboard Laminates <br> Holdings Ltd.<br>| 474473 | 495376 |
|  | KingClean Electric Co. <br> Ltd., Class A<br>| 13020 | 38118 |
|  | Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 41600 | 62873 |
|  | Kingnet Network Co. <br> Ltd., Class A<br>| 40600 | 94829 |
|  | Kingsoft Corp. Ltd. | 246800 | 1229657 |
|  | Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 3300 | 33893 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Konka Group Co. Ltd., <br> Class A<br>| 21500 | $16187 |
|  | KPC Pharmaceuticals, <br> Inc., Class A<br>| 13400 | 28233 |
| \*Ω | Kuaishou Technology | 648900 | 4282928 |
|  | Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 42700 | 29588 |
|  | Kunlun Energy Co. <br> Ltd.<br>| 1600000 | 1525080 |
|  | Kunlun Tech Co. Ltd., <br> Class A<br>| 3300 | 14495 |
|  | Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 6000 | 24818 |
|  | Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 6800 | 29879 |
|  | Lakala Payment Co. <br> Ltd., Class A<br>| 16600 | 48403 |
|  | Lancy Co. Ltd., <br> Class A<br>| 6700 | 14659 |
| \* | Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 18400 | 16822 |
|  | Lao Feng Xiang Co. <br> Ltd., Class A<br>| 9800 | 64766 |
|  | Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 24715 | 68402 |
|  | Launch Tech Co. Ltd., <br> Class H<br>| 62500 | 83738 |
|  | LB Group Co. Ltd., <br> Class A<br>| 49500 | 113081 |
| # | Lee & Man Paper <br> Manufacturing Ltd.<br>| 684000 | 183810 |
|  | Lee's Pharmaceutical <br> Holdings Ltd.<br>| 163500 | 28037 |
| \*Ω | Legend Holdings <br> Corp., Class H<br>| 333000 | 330565 |
|  | Lens Technology Co. <br> Ltd., Class A<br>| 66900 | 192444 |
|  | Leoch International <br> Technology Ltd.<br>| 111000 | 33374 |
|  | Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 27607 | 42644 |
| \* | Leshan Giantstar <br> Farming & <br> Husbandry Corp. <br> Ltd., Class A<br>| 9200 | 25371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Levima Advanced <br> Materials Corp., <br> Class A<br>| 14200 | $28737 |
|  | LexinFintech Holdings <br> Ltd., ADR<br>| 49042 | 384980 |
|  | Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 46400 | 39305 |
| \* | Li Auto, Inc. (2015 <br> HK), Class A<br>| 91300 | 1112460 |
|  | Li Ning Co. Ltd. | 1111500 | 2095553 |
|  | Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 42500 | 37013 |
| \* | Liao Ning <br> Oxiranchem, Inc. <br> (300082 CH), <br> Class A<br>| 23500 | 19539 |
|  | Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 21500 | 29587 |
|  | Liaoning Energy <br> Industry Co. Ltd., <br> Class A<br>| 22500 | 10819 |
|  | Liaoning Port Co. Ltd., <br> Class H<br>| 580000 | 50042 |
| \* | Lier Chemical Co. <br> Ltd., Class A<br>| 43792 | 61545 |
| \* | Lifetech Scientific <br> Corp.<br>| 1280000 | 237485 |
|  | Lijiang Yulong Tourism <br> Co. Ltd., Class A<br>| 18100 | 22149 |
|  | Linewell Software Co. <br> Ltd., Class A<br>| 19200 | 32483 |
|  | Lingbao Gold Group <br> Co. Ltd., Class H<br>| 174000 | 192136 |
|  | Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 80700 | 88900 |
| Ω | Linklogis, Inc., <br> Class B<br>| 330000 | 49327 |
| \* | Liuzhou Iron & Steel <br> Co. Ltd., Class A<br>| 71240 | 31622 |
|  | Livzon Pharmaceutical <br> Group, Inc., <br> Class H<br>| 77771 | 257926 |
|  | Lizhong Sitong Light <br> Alloys Group Co. <br> Ltd., Class A<br>| 14100 | 32125 |
| # | LK Technology <br> Holdings Ltd.<br>| 292000 | 104927 |
|  | Loncin Motor Co. Ltd., <br> Class A<br>| 26100 | 44770 |
| #Ω | Longfor Group <br> Holdings Ltd.<br>| 513000 | 686175 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 20300 | $18973 |
|  | LONGi Green Energy <br> Technology Co. <br> Ltd., Class A<br>| 35200 | 71271 |
|  | Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 16400 | 31749 |
|  | Lonking Holdings Ltd. | 1008000 | 253817 |
| \* | Lotus Holdings Co. <br> Ltd.<br>| 46100 | 41845 |
|  | Lucky Harvest Co. <br> Ltd., Class A<br>| 3700 | 27526 |
|  | Luenmei Quantum Co. <br> Ltd., Class A<br>| 62800 | 50755 |
|  | Luoniushan Co. Ltd., <br> Class A<br>| 54300 | 44210 |
| \* | Luoxin <br> Pharmaceuticals <br> Group Stock Co. <br> Ltd., Class A<br>| 29100 | 17577 |
|  | Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 8610 | 33980 |
|  | Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 39700 | 40562 |
|  | Luxi Chemical Group <br> Co. Ltd., Class A<br>| 48300 | 71062 |
|  | Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 18600 | 29463 |
|  | Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 95318 | 405727 |
|  | Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 18900 | 31211 |
| #\*Ω | Luye Pharma Group <br> Ltd.<br>| 858500 | 222891 |
| \* | Maanshan Iron & <br> Steel Co. Ltd., <br> Class H<br>| 696000 | 146981 |
|  | Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 28400 | 44493 |
|  | Malion New Materials <br> Co. Ltd., Class A<br>| 19200 | 22455 |
|  | Mango Excellent <br> Media Co. Ltd., <br> Class A<br>| 41800 | 130915 |
| #\*Ω | Maoyan <br> Entertainment<br>| 235200 | 206665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 4000 | $41338 |
|  | Maxvision Technology <br> Corp., Class A<br>| 7500 | 29196 |
|  | Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 8200 | 28923 |
| Ω | Medlive Technology <br> Co. Ltd.<br>| 73000 | 113662 |
| \* | Mega Genomics Ltd. | 14800 | 13740 |
|  | Mehow Innovative <br> Ltd., Class A<br>| 4700 | 15313 |
|  | MeiG Smart <br> Technology Co. <br> Ltd., Class A<br>| 3900 | 26505 |
|  | Meihua Holdings <br> Group Co. Ltd., <br> Class A<br>| 37900 | 57189 |
| Ω | Meitu, Inc. | 332000 | 234197 |
| \*Ω | Meituan, Class B | 560160 | 9274814 |
|  | Mesnac Co. Ltd., <br> Class A<br>| 19200 | 20651 |
|  | Metallurgical Corp. of <br> China Ltd., Class H<br>| 588000 | 111181 |
|  | M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 42800 | 24651 |
| \*Ω | Microport Cardioflow <br> Medtech Corp.<br>| 101000 | 11743 |
| # | MicroPort <br> NeuroScientific <br> Corp.<br>| 82000 | 110787 |
| \* | Microport Scientific <br> Corp.<br>| 139000 | 125510 |
|  | Micro-Tech Nanjing <br> Co. Ltd., Class A<br>| 2478 | 20432 |
|  | Midea Group Co. Ltd., <br> Class A<br>| 59400 | 602232 |
| #Ω | Midea Real Estate <br> Holding Ltd.<br>| 173600 | 90093 |
|  | Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 7300 | 48558 |
|  | Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 30678 | 43141 |
|  | Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 344000 | 128696 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Mingfa Group <br> International Co. <br> Ltd.<br>| 374000 | $5281 |
|  | MINISO Group <br> Holding Ltd.<br>| 147600 | 663600 |
|  | Minmetals Capital Co. <br> Ltd., Class A<br>| 25000 | 17874 |
| \* | Minmetals <br> Development Co. <br> Ltd., Class A<br>| 31100 | 30684 |
| \* | Minmetals Land Ltd. | 687644 | 37195 |
| \* | Minth Group Ltd. | 446000 | 1065324 |
|  | Miracle Automation <br> Engineering Co. <br> Ltd., Class A<br>| 12400 | 25661 |
|  | MLS Co. Ltd., <br> Class A<br>| 47400 | 51541 |
| \*Ω | Mobvista, Inc. | 214000 | 152639 |
| \* | MOG Digitech <br> Holdings Ltd.<br>| 236000 | 9894 |
|  | Montage Technology <br> Co. Ltd., Class A<br>| 1960 | 20748 |
|  | Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 23600 | 37414 |
|  | Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 5900 | 12496 |
|  | Muyuan Foods Co. <br> Ltd., Class A<br>| 101754 | 555890 |
| \*†† | Myhome Real Estate <br> Development Group <br> Co. Ltd., Class A<br>| 111200 | 0 |
|  | MYS Group Co. Ltd., <br> Class A<br>| 75800 | 36400 |
|  | Nancal Technology <br> Co. Ltd., Class A<br>| 7300 | 30916 |
| \* | Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 46300 | 22193 |
|  | Nanhua Futures Co. <br> Ltd., Class A<br>| 16700 | 27383 |
|  | NanJi E-Commerce <br> Co. Ltd., Class A<br>| 38986 | 23625 |
|  | Nanjing Cosmos <br> Chemical Co. Ltd., <br> Class A<br>| 11300 | 31218 |
|  | Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 6400 | 27924 |
|  | Nanjing Iron & Steel <br> Co. Ltd., Class A<br>| 220400 | 131096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13191 | $18480 |
|  | Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 52400 | 37609 |
|  | Nanjing Securities Co. <br> Ltd., Class A<br>| 16000 | 17052 |
| \* | Nanjing Tanker Corp., <br> Class A<br>| 134800 | 49540 |
|  | Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 44800 | 39185 |
|  | Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 18000 | 45230 |
|  | Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 18600 | 42086 |
|  | NARI Technology Co. <br> Ltd., Class A<br>| 78868 | 240635 |
|  | National Silicon <br> Industry Group Co. <br> Ltd., Class A<br>| 10831 | 26068 |
|  | NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 2700 | 167905 |
| \* | NavInfo Co. Ltd., <br> Class A<br>| 23700 | 27185 |
|  | NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 10100 | 27832 |
|  | NetDragon Websoft <br> Holdings Ltd.<br>| 168500 | 215037 |
| \*Ω | NetEase Cloud Music, <br> Inc.<br>| 13450 | 314552 |
|  | NetEase, Inc. (9999 <br> HK)<br>| 153100 | 3291091 |
|  | NetEase, Inc. (NTES <br> US), ADR<br>| 27312 | 2924023 |
|  | Neusoft Corp., <br> Class A<br>| 19000 | 26349 |
|  | Neutech Group Ltd. | 96800 | 38554 |
|  | New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 305800 | 1116754 |
|  | New Guomai Digital <br> Culture Co. Ltd., <br> Class A<br>| 8700 | 13669 |
|  | New Hope Dairy Co. <br> Ltd., Class A<br>| 12400 | 28437 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | New Hope Liuhe Co. <br> Ltd., Class A<br>| 19400 | $25634 |
|  | Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 8900 | 32869 |
| \* | Newborn Town, Inc. | 140000 | 147323 |
|  | Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 12400 | 45725 |
|  | Nexteer Automotive <br> Group Ltd.<br>| 504000 | 337849 |
| #\* | Nine Dragons Paper <br> Holdings Ltd.<br>| 858000 | 314890 |
| \* | Ninestar Corp., <br> Class A<br>| 7891 | 23918 |
|  | Ningbo BaoSi Energy <br> Equipment Co. Ltd., <br> Class A<br>| 17700 | 19975 |
|  | Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 18800 | 45046 |
|  | Ningbo Changhong <br> Polymer Scientific & <br> Technical, Inc., <br> Class A<br>| 12700 | 28598 |
|  | Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 11000 | 28825 |
|  | Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 37000 | 85163 |
| \* | Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 22300 | 38057 |
|  | Ningbo Jintian Copper <br> Group Co. Ltd., <br> Class A<br>| 42300 | 38839 |
|  | Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 35893 | 81332 |
|  | Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 9500 | 66125 |
|  | Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 16600 | 36267 |
|  | Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 10396 | 28704 |
|  | Ningbo Shanshan Co. <br> Ltd., Class A<br>| 15400 | 14882 |
|  | Ningbo Sunrise Elc <br> Technology Co. <br> Ltd., Class A<br>| 7400 | 17665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 11525 | $83336 |
|  | Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 19408 | 34535 |
|  | Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 52300 | 53760 |
|  | Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 63480 | 31094 |
|  | Ningxia Orient <br> Tantalum Industry <br> Co. Ltd., Class A<br>| 14900 | 30525 |
| \* | Ningxia Western <br> Venture Industrial <br> Co. Ltd., Class A<br>| 40700 | 28947 |
| \* | NIO, Inc. (9866 HK), <br> Class A<br>| 66570 | 266642 |
| \* | Niu Technologies, <br> Sponsored ADR<br>| 20055 | 67385 |
|  | NKY Medical Holdings <br> Ltd., Class A<br>| 26100 | 53349 |
|  | Noah Holdings Ltd., <br> Sponsored ADR<br>| 14545 | 133669 |
| Ω | Nongfu Spring Co. <br> Ltd., Class H<br>| 344000 | 1581434 |
|  | Norinco International <br> Cooperation Ltd., <br> Class A<br>| 37780 | 53323 |
|  | North Chemical <br> Industries Co. Ltd., <br> Class A<br>| 16400 | 24203 |
|  | North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 62800 | 52224 |
|  | North Copper Co. <br> Ltd., Class A<br>| 37800 | 46732 |
|  | North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 61700 | 44885 |
|  | Northeast Securities <br> Co. Ltd., Class A<br>| 32000 | 33373 |
|  | Northking Information <br> Technology Co. <br> Ltd., Class A<br>| 9312 | 24063 |
|  | Novoray Corp., <br> Class A<br>| 3491 | 26645 |
| \* | NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 18700 | 18023 |
| \* | Nuode New Materials <br> Co. Ltd., Class A<br>| 51300 | 21594 |
|  | NYOCOR Co. Ltd., <br> Class A<br>| 29300 | 22192 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #\*Ω | Ocumension <br> Therapeutics<br>| 73500 | $51184 |
| \* | Offcn Education <br> Technology Co. <br> Ltd., Class A<br>| 141700 | 58795 |
|  | Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 103100 | 75398 |
| \* | OFILM Group Co. <br> Ltd., Class A<br>| 42100 | 65274 |
|  | Olympic Circuit <br> Technology Co. <br> Ltd., Class A<br>| 12900 | 47340 |
|  | Onewo, Inc., Class H | 66400 | 183232 |
|  | Oppein Home Group, <br> Inc., Class A<br>| 9163 | 83466 |
|  | Opple Lighting Co. <br> Ltd., Class A<br>| 13901 | 32313 |
|  | ORG Technology Co. <br> Ltd., Class A<br>| 109700 | 80713 |
|  | Orient International <br> Enterprise Ltd., <br> Class A<br>| 19500 | 20013 |
|  | Orient Overseas <br> International Ltd.<br>| 39000 | 544770 |
| Ω | Orient Securities Co. <br> Ltd., Class H<br>| 178800 | 105304 |
| \* | Oriental Energy Co. <br> Ltd., Class A<br>| 42700 | 48096 |
|  | Oriental Pearl Group <br> Co. Ltd., Class A<br>| 33900 | 34432 |
| \* | Ourpalm Co. Ltd., <br> Class A<br>| 37400 | 24797 |
|  | Ovctek China, Inc., <br> Class A<br>| 19345 | 39204 |
| \* | Pacific Securities Co. <br> Ltd., Class A<br>| 34600 | 17048 |
|  | Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 9600 | 28971 |
| \* | Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 103100 | 36194 |
|  | PCI Technology Group <br> Co. Ltd., Class A<br>| 42380 | 30255 |
| \* | PDD Holdings, Inc., <br> ADR<br>| 113450 | 11976917 |
| \*Ω | Peijia Medical Ltd. | 157000 | 107615 |
| \*†† | Pengdu Agriculture & <br> Animal Husbandry <br> Co. Ltd., Class A<br>| 235900 | 4547 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 66700 | $44223 |
|  | People.cn Co. Ltd., <br> Class A<br>| 4600 | 12551 |
|  | People's Insurance <br> Co. Group of China <br> Ltd. , Class H<br>| 1672000 | 989517 |
|  | PharmaBlock <br> Sciences Nanjing, <br> Inc., Class A<br>| 5600 | 24814 |
| \* | Phenix Optical Co. <br> Ltd., Class A<br>| 7000 | 19224 |
|  | PhiChem Corp., <br> Class A<br>| 22700 | 55353 |
|  | PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 925582 | 1704403 |
|  | Ping An Bank Co. <br> Ltd., Class A<br>| 329500 | 495370 |
| #Ω | Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 648309 | 623207 |
|  | Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 1427000 | 8540641 |
|  | PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 8820 | 31085 |
|  | POCO Holding Co. <br> Ltd., Class A<br>| 3660 | 20389 |
| \* | Polaris Bay Group Co. <br> Ltd., Class A<br>| 39700 | 34704 |
|  | Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 86700 | 99861 |
|  | Poly Property <br> Services Co. Ltd., <br> Class H<br>| 74400 | 295422 |
|  | Pony Testing <br> International Group <br> Co. Ltd., Class A<br>| 17770 | 16619 |
| Ω | Pop Mart International <br> Group Ltd.<br>| 133400 | 3327162 |
|  | Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 17200 | 35649 |
| Ω | Postal Savings Bank <br> of China Co. Ltd., <br> Class H<br>| 2017000 | 1240015 |
|  | Pou Sheng <br> International <br> Holdings Ltd.<br>| 1282687 | 78566 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 246300 | $160139 |
| \* | Powerwin Tech Group <br> Ltd.<br>| 68000 | 27921 |
|  | Prinx Chengshan <br> Holdings Ltd.<br>| 89500 | 90043 |
| \* | Productive <br> Technologies Co. <br> Ltd.<br>| 786000 | 24657 |
|  | Pulike Biological <br> Engineering, Inc., <br> Class A<br>| 10800 | 20126 |
|  | PW Medtech Group <br> Ltd.<br>| 317000 | 41811 |
|  | Pylon Technologies <br> Co. Ltd., Class A<br>| 6204 | 35045 |
| \* | Q Technology Group <br> Co. Ltd.<br>| 220000 | 184527 |
| \* | Qi An Xin Technology <br> Group, Inc., <br> Class A<br>| 6011 | 25599 |
|  | Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 26348 | 40847 |
|  | Qifu Technology, Inc., <br> ADR<br>| 69810 | 2864304 |
| \* | Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 19500 | 34272 |
|  | Qingdao Citymedia <br> Co. Ltd., Class A<br>| 19400 | 17538 |
|  | Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 45500 | 47624 |
|  | Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 11900 | 27038 |
|  | Qingdao Gaoce <br> Technology Co. <br> Ltd., Class A<br>| 23548 | 28162 |
|  | Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 16100 | 55644 |
|  | Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 10035 | 43546 |
|  | Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 74800 | 32876 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Qingdao Hiron <br> Commercial Cold <br> Chain Co. Ltd., <br> Class A<br>| 13860 | $20975 |
|  | Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 2600 | 48753 |
|  | Qingdao NovelBeam <br> Technology Co. <br> Ltd., Class A<br>| 3494 | 16619 |
| Ω | Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 185000 | 133732 |
|  | Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 97200 | 41929 |
|  | Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 17220 | 43850 |
|  | Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 16500 | 52571 |
|  | Qingdao Topscomm <br> Communication, <br> Inc., Class A<br>| 2000 | 1701 |
| \* | Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 66100 | 145376 |
| \* | Qingling Motors Co. <br> Ltd., Class H<br>| 384000 | 22971 |
| \* | Qudian, Inc., <br> Sponsored ADR<br>| 79943 | 217445 |
|  | Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 12720 | 21022 |
|  | Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 2760 | 28616 |
|  | Quick Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 7900 | 25802 |
| #\* | Radiance Holdings <br> Group Co. Ltd.<br>| 320000 | 123900 |
|  | Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 48600 | 35728 |
|  | Range Intelligent <br> Computing <br> Technology Group <br> Co. Ltd., Class A<br>| 11800 | 78634 |
|  | Rayhoo Motor Dies <br> Co. Ltd., Class A<br>| 5000 | 26844 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Raytron Technology <br> Co. Ltd., Class A<br>| 3918 | $30169 |
|  | Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 47900 | 19421 |
| #\*Ω | Red Star Macalline <br> Group Corp. Ltd., <br> Class H<br>| 300407 | 51843 |
| \*Ω | Redco Properties <br> Group Ltd.<br>| 126000 | 1656 |
|  | Renhe Pharmacy Co. <br> Ltd., Class A<br>| 57900 | 42897 |
| \* | REPT BATTERO <br> Energy Co. Ltd.<br>| 22800 | 33053 |
|  | Rianlon Corp., <br> Class A<br>| 10100 | 39042 |
|  | Risen Energy Co. <br> Ltd., Class A<br>| 29000 | 35356 |
|  | Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 21900 | 35912 |
|  | Rizhao Port Co. Ltd., <br> Class A<br>| 76200 | 31502 |
|  | RoboTechnik <br> Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 800 | 14438 |
|  | Rockchip Electronics <br> Co. Ltd., Class A<br>| 1700 | 40026 |
| \* | RongFa Nuclear <br> Equipment Co. Ltd., <br> Class A<br>| 38200 | 24993 |
|  | Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 118300 | 135651 |
| \* | Roshow Technology <br> Co. Ltd., Class A<br>| 52700 | 51813 |
|  | Ruida Futures Co. <br> Ltd., Class A<br>| 13500 | 26887 |
|  | Runjian Co. Ltd., <br> Class A<br>| 3100 | 21389 |
| \* | Sai Micro Electronics, <br> Inc., Class A<br>| 11000 | 24716 |
|  | SAIC Motor Corp. <br> Ltd., Class A<br>| 63100 | 141300 |
|  | Sailun Group Co. Ltd., <br> Class A<br>| 60200 | 101337 |
|  | Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 39800 | 67354 |
|  | Sanquan Food Co. <br> Ltd., Class A<br>| 34104 | 54128 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Sansteel Minguang <br> Co. Ltd. Fujian, <br> Class A<br>| 113200 | $58798 |
|  | Sansure Biotech, Inc., <br> Class A<br>| 12674 | 34599 |
|  | Sanwei Holding Group <br> Co. Ltd., Class A<br>| 12800 | 19269 |
|  | Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 643000 | 468877 |
|  | Sany Heavy Industry <br> Co. Ltd., Class A<br>| 48000 | 125053 |
|  | Satellite Chemical Co. <br> Ltd., Class A<br>| 79857 | 199643 |
|  | SDIC Capital Co. Ltd., <br> Class A<br>| 29600 | 27887 |
|  | Sealand Securities <br> Co. Ltd., Class A<br>| 74500 | 39087 |
| \* | Seazen Group Ltd. | 1277333 | 321262 |
| \* | Seazen Holdings Co. <br> Ltd., Class A<br>| 31300 | 58401 |
|  | S-Enjoy Service <br> Group Co. Ltd.<br>| 173000 | 62458 |
|  | Seres Group Co. Ltd., <br> Class A<br>| 10900 | 195923 |
|  | SF Holding Co. Ltd., <br> Class A<br>| 89267 | 534826 |
|  | Shaanxi Beiyuan <br> Chemical Industry <br> Group Co. Ltd., <br> Class A<br>| 41800 | 24226 |
| \* | Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 56300 | 22493 |
| \* | Shandong BoAn <br> Biotechnology Co. <br> Ltd., Class H<br>| 9800 | 13084 |
|  | Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 36400 | 21568 |
|  | Shandong Buchang <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 14718 | 31973 |
| \* | Shandong Chenming <br> Paper Holdings <br> Ltd., Class H<br>| 105000 | 7708 |
|  | Shandong Dawn <br> Polymer Co. Ltd., <br> Class A<br>| 17300 | 37064 |
|  | Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 16200 | 22605 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Shandong Dongyue <br> Silicone Material <br> Co. Ltd., Class A<br>| 37300 | $37503 |
| #Ω | Shandong Gold <br> Mining Co. Ltd., <br> Class H<br>| 131000 | 385924 |
|  | Shandong Haihua Co. <br> Ltd., Class A<br>| 24500 | 17945 |
|  | Shandong Head <br> Group Co. Ltd., <br> Class A<br>| 11700 | 18119 |
|  | Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 12300 | 96185 |
|  | Shandong Hi-speed <br> Co. Ltd., Class A<br>| 18900 | 28182 |
|  | Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 41800 | 32234 |
|  | Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 49040 | 23036 |
|  | Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 45300 | 67600 |
| \* | Shandong Iron & <br> Steel Co. Ltd., <br> Class A<br>| 132100 | 23807 |
|  | Shandong Jincheng <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12600 | 27173 |
|  | Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 51300 | 32154 |
|  | Shandong Linglong <br> Tyre Co. Ltd., <br> Class A<br>| 33300 | 65334 |
|  | Shandong Lukang <br> Pharma, Class A<br>| 31100 | 42403 |
|  | Shandong Nanshan <br> Aluminum Co. Ltd., <br> Class A<br>| 179300 | 90173 |
|  | Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 16400 | 50126 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 47900 | $64747 |
|  | Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 70561 | 136050 |
|  | Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 8900 | 64489 |
|  | Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 1306000 | 961297 |
|  | Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 10600 | 44614 |
|  | Shandong Xiantan Co. <br> Ltd., Class A<br>| 25500 | 20852 |
|  | Shandong Yisheng <br> Livestock & Poultry <br> Breeding Co. Ltd., <br> Class A<br>| 22100 | 25189 |
| \* | Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 34300 | 30327 |
|  | Shanghai AJ Group <br> Co. Ltd., Class A<br>| 81581 | 50409 |
|  | Shanghai Allist <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 5281 | 63560 |
|  | Shanghai AtHub Co. <br> Ltd., Class A<br>| 10344 | 46611 |
|  | Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 48500 | 63915 |
|  | Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 9800 | 50554 |
|  | Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 21485 | 79571 |
|  | Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 48100 | 31427 |
|  | Shanghai Belling Co. <br> Ltd., Class A<br>| 3800 | 18367 |
|  | Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 821 | 21992 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Bright Meat <br> Group Co. Ltd., <br> Class A<br>| 27900 | $31160 |
|  | Shanghai <br> Chinafortune Co. <br> Ltd., Class A<br>| 14500 | 26784 |
|  | Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 11000 | 13643 |
|  | Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 232300 | 77019 |
|  | Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 20884 | 23021 |
|  | Shanghai Datun <br> Energy Resources <br> Co. Ltd., Class A<br>| 22700 | 34644 |
|  | Shanghai Dazhong <br> Public Utilities <br> Group Co. Ltd., <br> Class H<br>| 98000 | 23379 |
| #\* | Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 384000 | 126180 |
|  | Shanghai Environment <br> Group Co. Ltd., <br> Class A<br>| 34392 | 37249 |
| \* | Shanghai Feilo <br> Acoustics Co. Ltd., <br> Class A<br>| 56700 | 30969 |
|  | Shanghai Fengyuzhu <br> Culture & <br> Technology Co. <br> Ltd., Class A<br>| 12800 | 18322 |
| # | Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 46000 | 165537 |
|  | Shanghai <br> Fudan-Zhangjiang <br> Bio-Pharmaceutical <br> Co. Ltd., Class H<br>| 81000 | 25368 |
|  | Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 3390 | 22611 |
|  | Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 8232 | 23683 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Gench <br> Education Group <br> Ltd.<br>| 34500 | $9994 |
|  | Shanghai Gentech <br> Co. Ltd., Class A<br>| 6564 | 33673 |
|  | Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 20300 | 46378 |
| #Ω | Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 13720 | 43231 |
| #\*Ω | Shanghai Henlius <br> Biotech, Inc., <br> Class H<br>| 7100 | 35509 |
|  | Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 6500 | 38076 |
|  | Shanghai Huafon <br> Aluminium Corp., <br> Class A<br>| 17700 | 41599 |
|  | Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 918400 | 34392 |
| # | Shanghai INT Medical <br> Instruments Co. <br> Ltd.<br>| 24000 | 82021 |
|  | Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 3900 | 17222 |
|  | Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 9000 | 29003 |
|  | Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 22900 | 75731 |
|  | Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 14400 | 20742 |
|  | Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 32200 | 26092 |
|  | Shanghai Kelai <br> Mechatronics <br> Engineering Co. <br> Ltd., Class A<br>| 7900 | 19562 |
|  | Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 39200 | 45082 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 23100 | $28917 |
|  | Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 18000 | 72830 |
|  | Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 8800 | 26904 |
| \* | Shanghai Medicilon, <br> Inc., Class A<br>| 3931 | 16270 |
| \* | Shanghai Milkground <br> Food Tech Co. Ltd., <br> Class A<br>| 10100 | 36209 |
| \* | Shanghai New Power <br> Automotive <br> Technology Co. <br> Ltd., Class A<br>| 14500 | 10718 |
|  | Shanghai Pioneer <br> Holding Ltd.<br>| 119000 | 34602 |
|  | Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 18500 | 26383 |
|  | Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 44500 | 38952 |
|  | Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 248100 | 374264 |
|  | Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 22053 | 51046 |
|  | Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 16100 | 32469 |
|  | Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 38700 | 35789 |
|  | Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 11500 | 28582 |
|  | Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 118100 | 136636 |
| \* | Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 45600 | 27551 |
|  | Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 48100 | 67785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Stonehill <br> Technology Co. <br> Ltd., Class A<br>| 27900 | $19959 |
|  | Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 17036 | 22207 |
|  | Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 65000 | 53236 |
|  | Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 35000 | 54108 |
|  | Shanghai Wanye <br> Enterprises Co. <br> Ltd., Class A<br>| 20700 | 41126 |
|  | Shanghai Yaoji <br> Technology Co. <br> Ltd., Class A<br>| 10200 | 38064 |
|  | Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 60600 | 46880 |
| \* | Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 45248 | 67010 |
|  | Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 63400 | 54781 |
|  | Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 41780 | 117451 |
|  | Shannon <br> Semiconductor <br> Technology Co. <br> Ltd., Class A<br>| 9000 | 38134 |
| \* | Shantou Wanshun <br> New Material Group <br> Co. Ltd., Class A<br>| 25300 | 16176 |
|  | Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 39300 | 47207 |
|  | Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 65300 | 22776 |
|  | Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 18200 | 12530 |
|  | Shanxi Securities Co. <br> Ltd., Class A<br>| 59800 | 46514 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 83500 | $40562 |
| \* | Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 29600 | 15558 |
|  | Sharetronic Data <br> Technology Co. <br> Ltd., Class A<br>| 2700 | 39311 |
|  | Shengda Resources <br> Co. Ltd., Class A<br>| 20700 | 38662 |
|  | Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 23500 | 34253 |
| \*Ω | Shengjing Bank Co. <br> Ltd., Class H<br>| 128000 | 15078 |
|  | Shengyi Technology <br> Co. Ltd., Class A<br>| 16700 | 56039 |
|  | Shenma Industry Co. <br> Ltd., Class A<br>| 12700 | 14049 |
|  | Shennan Circuits Co. <br> Ltd., Class A<br>| 6416 | 96799 |
| Ω | Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 304000 | 80521 |
| \* | Shenyang Jinbei <br> Automotive Co. <br> Ltd., Class A<br>| 65300 | 48284 |
|  | Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2744 | 30367 |
|  | Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 38700 | 33793 |
|  | Shenzhen Airport Co. <br> Ltd., Class A<br>| 81000 | 75536 |
|  | Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 33800 | 54099 |
|  | Shenzhen Batian <br> Ecotypic <br> Engineering Co. <br> Ltd., Class A<br>| 29600 | 39494 |
|  | Shenzhen BSC <br> Technology Co. <br> Ltd., Class A<br>| 2400 | 9255 |
|  | Shenzhen Capchem <br> Technology Co. <br> Ltd., Class A<br>| 10080 | 44105 |
|  | Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 21200 | 41825 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 28900 | $26751 |
|  | Shenzhen Click <br> Technology Co. <br> Ltd., Class A<br>| 13300 | 22375 |
|  | Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 18200 | 37963 |
|  | Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 81600 | 35698 |
|  | Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 9393 | 27378 |
| \* | Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 4574 | 17616 |
|  | Shenzhen Envicool <br> Technology Co. <br> Ltd., Class A<br>| 7710 | 33790 |
| \* | Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 23380 | 69493 |
|  | Shenzhen <br> Expressway Corp. <br> Ltd., Class H<br>| 216000 | 183609 |
|  | Shenzhen Fastprint <br> Circuit Tech Co. <br> Ltd., Class A<br>| 15700 | 27077 |
| \* | Shenzhen Feima <br> International Supply <br> Chain Co. Ltd., <br> Class A<br>| 61900 | 21189 |
|  | Shenzhen FRD <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 7800 | 21020 |
|  | Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 40500 | 43363 |
|  | Shenzhen Gas Corp. <br> Ltd., Class A<br>| 60600 | 53237 |
|  | Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 23900 | 30064 |
|  | Shenzhen Goodix <br> Technology Co. <br> Ltd., Class A<br>| 2600 | 25138 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 19500 | $52700 |
| \*Ω | Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 85000 | 48710 |
|  | Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 1700 | 25566 |
|  | Shenzhen Hopewind <br> Electric Co. Ltd., <br> Class A<br>| 7500 | 30779 |
|  | Shenzhen Inovance <br> Technology Co. <br> Ltd., Class A<br>| 7450 | 73332 |
|  | Shenzhen <br> International <br> Holdings Ltd.<br>| 715917 | 732408 |
|  | Shenzhen Investment <br> Holdings Bay Area <br> Development Co. <br> Ltd.<br>| 96500 | 22406 |
|  | Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 25800 | 27366 |
|  | Shenzhen Jieshun <br> Science & <br> Technology Industry <br> Co. Ltd., Class A<br>| 14800 | 21059 |
|  | Shenzhen JPT <br> Opto-Electronics <br> Co. Ltd., Class A<br>| 2800 | 18841 |
|  | Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 65400 | 52970 |
|  | Shenzhen Kaifa <br> Technology Co. <br> Ltd., Class A<br>| 21000 | 51853 |
|  | Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 15460 | 29004 |
|  | Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 5200 | 94296 |
|  | Shenzhen Kingkey <br> Smart Agriculture <br> Times Co. Ltd., <br> Class A<br>| 35633 | 73692 |
|  | Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 14700 | 56541 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Kstar <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 9000 | $27930 |
|  | Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 24100 | 31423 |
|  | Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 46673 | 52898 |
|  | Shenzhen Lifotronic <br> Technology Co. <br> Ltd., Class A<br>| 9595 | 17041 |
|  | Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 5700 | 34071 |
|  | Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 19400 | 27349 |
|  | Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 12500 | 378049 |
|  | Shenzhen MTC Co. <br> Ltd., Class A<br>| 133018 | 78989 |
| \* | Shenzhen Neptunus <br> Bioengineering Co. <br> Ltd., Class A<br>| 52500 | 16380 |
|  | Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 8100 | 58431 |
| \* | Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 65600 | 23213 |
|  | Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 36400 | 47328 |
| \* | Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 127900 | 41620 |
| # | Shenzhen Pagoda <br> Industrial Group <br> Corp. Ltd.<br>| 192500 | 24651 |
|  | Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 6888 | 26038 |
|  | Shenzhen Salubris <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 7087 | 39910 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 7600 | $57529 |
| Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 14200 | 44151 |
| Shenzhen SEG Co. <br> Ltd., Class A<br>| 21500 | 24208 |
| Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 42543 | 53263 |
| Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 8400 | 34380 |
| Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 13900 | 53361 |
| Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 5000 | 17093 |
| Shenzhen Suntak <br> Circuit Technology <br> Co. Ltd., Class A<br>| 20000 | 27788 |
| Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 17300 | 47569 |
| Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 100200 | 49092 |
| Shenzhen Topband <br> Co. Ltd., Class A<br>| 22700 | 43770 |
| Shenzhen Topraysolar <br> Co. Ltd., Class A<br>| 44000 | 18057 |
| Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 20400 | 22548 |
| Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 8590 | 88792 |
| Shenzhen United <br> Winners Laser Co. <br> Ltd., Class A<br>| 9775 | 21278 |
| Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 10200 | 39141 |
| Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 18800 | 47624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 39016 | $24337 |
|  | Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 23900 | 54297 |
| \* | Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 23200 | 22153 |
|  | Shenzhen YUTO <br> Packaging <br> Technology Co. <br> Ltd., Class A<br>| 26147 | 74614 |
|  | Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 140000 | 86039 |
|  | Shenzhou <br> International Group <br> Holdings Ltd.<br>| 259100 | 1796003 |
|  | Shida Shinghwa <br> Advanced Material <br> Group Co. Ltd., <br> Class A<br>| 9300 | 43900 |
|  | Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21313 | 40332 |
|  | Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 27690 | 56080 |
| †† | Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 73300 | 706 |
|  | Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 36800 | 22233 |
|  | Shui On Land Ltd. | 1869521 | 158909 |
|  | Sichuan Changhong <br> Electric Co. Ltd., <br> Class A<br>| 30800 | 44551 |
|  | Sichuan Chengfei <br> Integration <br> Technology Corp., <br> Class A<br>| 16200 | 37072 |
|  | Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 26900 | 62909 |
|  | Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 33600 | 51010 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 19400 | $24056 |
|  | Sichuan Expressway <br> Co. Ltd., Class H<br>| 230000 | 128253 |
|  | Sichuan Furong <br> Technology Co. <br> Ltd., Class A<br>| 12727 | 19563 |
|  | Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 31856 | 40510 |
|  | Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 281700 | 65580 |
| \* | Sichuan Hongda Co. <br> Ltd., Class A<br>| 21700 | 19889 |
|  | Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 5000 | 27530 |
|  | Sichuan Jiuyuan <br> Yinhai Software Co. <br> Ltd., Class A<br>| 8100 | 19780 |
|  | Sichuan Kelun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 25700 | 128212 |
| \* | Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 74800 | 49785 |
|  | Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 29600 | 41661 |
|  | Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 108580 | 129866 |
|  | Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 25960 | 40103 |
|  | Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 25100 | 38661 |
|  | Sieyuan Electric Co. <br> Ltd., Class A<br>| 4500 | 44638 |
|  | Sihuan <br> Pharmaceutical <br> Holdings Group <br> Ltd.<br>| 1954000 | 181257 |
| \* | SIM Technology <br> Group Ltd.<br>| 348000 | 15289 |
|  | Sineng Electric Co. <br> Ltd., Class A<br>| 5800 | 22301 |
|  | Sino <br> Biopharmaceutical <br> Ltd.<br>| 3158000 | 1585945 |
|  | Sinocare, Inc., <br> Class A<br>| 8200 | 23317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Sinochem <br> International Corp., <br> Class A<br>| 81480 | $40193 |
|  | Sinofert Holdings Ltd. | 1130000 | 170612 |
|  | Sinofibers Technology <br> Co. Ltd., Class A<br>| 5700 | 27869 |
|  | Sinolink Securities Co. <br> Ltd., Class A<br>| 34200 | 38272 |
| \* | Sinolink Worldwide <br> Holdings Ltd.<br>| 1274400 | 28670 |
|  | Sinoma International <br> Engineering Co., <br> Class A<br>| 68000 | 85836 |
|  | Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 32314 | 61124 |
|  | Sinomach Automobile <br> Co. Ltd., Class A<br>| 42800 | 37313 |
|  | Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 16800 | 35521 |
|  | Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 10914 | 43727 |
|  | Sinopec Kantons <br> Holdings Ltd.<br>| 548000 | 308565 |
| \* | Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 1484000 | 219802 |
|  | Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5944 | 43425 |
|  | Sinopharm Group Co. <br> Ltd., Class H<br>| 556000 | 1310352 |
|  | Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 16078 | 29196 |
|  | Sinoseal Holding Co. <br> Ltd., Class A<br>| 7200 | 35772 |
|  | Sinosoft Co. Ltd., <br> Class A<br>| 15820 | 41605 |
|  | Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 74200 | 65883 |
|  | Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 22500 | 24200 |
|  | Sinotrans Ltd., <br> Class H<br>| 1128000 | 490231 |
|  | Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 15086 | 35291 |
|  | Skshu Paint Co. Ltd., <br> Class A<br>| 5980 | 39873 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Skyworth Digital Co. <br> Ltd., Class A<br>| 21800 | $33652 |
| # | Skyworth Group Ltd. | 650945 | 249836 |
|  | Snowsky Salt Industry <br> Group Co. Ltd., <br> Class A<br>| 39600 | 27205 |
| #\* | SOHO China Ltd. | 1086412 | 75585 |
|  | Sokan New Materials <br> Group Co. Ltd., <br> Class A<br>| 3020 | 16641 |
|  | Solareast Holdings <br> Co. Ltd., Class A<br>| 12400 | 16302 |
|  | Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 15500 | 19949 |
|  | Sonoscape Medical <br> Corp., Class A<br>| 5730 | 24482 |
|  | SooChow Securities <br> Co. Ltd., Class A<br>| 42710 | 45971 |
|  | Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 17500 | 39762 |
|  | Southwest Securities <br> Co. Ltd., Class A<br>| 83700 | 47463 |
|  | Spring Airlines Co. <br> Ltd., Class A<br>| 11700 | 86320 |
|  | SSY Group Ltd. | 777719 | 295136 |
|  | Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 21300 | 24602 |
|  | Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 67500 | 70262 |
|  | StarPower <br> Semiconductor Ltd., <br> Class A<br>| 3620 | 41098 |
|  | State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 21800 | 54317 |
|  | STO Express Co. Ltd., <br> Class A<br>| 63400 | 93296 |
|  | Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 57800 | 41912 |
|  | Sumec Corp. Ltd., <br> Class A<br>| 32900 | 42861 |
| \* | Sun King Technology <br> Group Ltd.<br>| 470000 | 67240 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 27141 | $58655 |
|  | Sungrow Power <br> Supply Co. Ltd., <br> Class A<br>| 33040 | 275849 |
|  | Suning Universal Co. <br> Ltd., Class A<br>| 121700 | 36200 |
|  | Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 166200 | 1398449 |
|  | Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 8480 | 50793 |
|  | Sunrise Group Co. <br> Ltd., Class A<br>| 48300 | 35948 |
| \* | Sunstone <br> Development Co. <br> Ltd., Class A<br>| 11200 | 26810 |
|  | Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 33300 | 32076 |
|  | Sunwoda Electronic <br> Co. Ltd., Class A<br>| 12700 | 33214 |
|  | Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 20320 | 42616 |
|  | SUPCON Technology <br> Co. Ltd., Class A<br>| 4509 | 29317 |
|  | Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 22700 | 40228 |
|  | Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 24500 | 87186 |
|  | Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 94150 | 44968 |
|  | Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 16100 | 20286 |
|  | Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 3040 | 29150 |
| \* | Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 6800 | 40523 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Suzhou SLAC <br> Precision <br> Equipment Co. Ltd., <br> Class A<br>| 9300 | $17175 |
|  | Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 27600 | 59606 |
|  | Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 8056 | 77396 |
|  | Suzhou TZTEK <br> Technology Co. <br> Ltd., Class A<br>| 4483 | 32885 |
|  | Suzhou Veichi Electric <br> Co. Ltd., Class A<br>| 3259 | 22639 |
| # | SY Holdings Group <br> Ltd.<br>| 105000 | 175516 |
|  | Symphony Holdings <br> Ltd.<br>| 690000 | 72776 |
|  | SYoung Group Co. <br> Ltd., Class A<br>| 10400 | 18119 |
|  | Taiji Computer Corp. <br> Ltd., Class A<br>| 12479 | 41419 |
| \* | Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 80300 | 25997 |
| \* | Tangrenshen Group <br> Co. Ltd., Class A<br>| 58137 | 38768 |
|  | TangShan Port Group <br> Co. Ltd., Class A<br>| 149630 | 82665 |
|  | Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 68600 | 45887 |
|  | Tansun Technology <br> Co. Ltd., Class A<br>| 11500 | 23984 |
|  | Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 17300 | 36259 |
|  | Tayho Advanced <br> Materials Group Co. <br> Ltd., Class A<br>| 27400 | 38573 |
|  | TCL Electronics <br> Holdings Ltd.<br>| 443666 | 560438 |
|  | TCL Technology <br> Group Corp., <br> Class A<br>| 276460 | 157776 |
|  | TCL Zhonghuan <br> Renewable Energy <br> Technology Co. <br> Ltd., Class A<br>| 34878 | 36797 |
|  | TDG Holdings Co. <br> Ltd., Class A<br>| 56500 | 50628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Ten Pao Group <br> Holdings Ltd.<br>| 172000 | $35786 |
|  | Tencent Holdings Ltd. | 933400 | 57171629 |
|  | Tencent Music <br> Entertainment <br> Group, ADR<br>| 56892 | 763491 |
|  | Tenfu Cayman <br> Holdings Co. Ltd.<br>| 66000 | 28530 |
|  | Three Squirrels, Inc., <br> Class A<br>| 10000 | 36815 |
|  | Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 7606 | 29017 |
|  | Thunder Software <br> Technology Co. <br> Ltd., Class A<br>| 3200 | 24628 |
| # | Tian Lun Gas <br> Holdings Ltd.<br>| 80000 | 27011 |
|  | Tiande Chemical <br> Holdings Ltd.<br>| 252000 | 34949 |
| \* | Tianfeng Securities <br> Co. Ltd., Class A<br>| 35500 | 19068 |
|  | Tiangong International <br> Co. Ltd.<br>| 692000 | 188009 |
|  | Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 8000 | 20307 |
|  | Tianjin Capital <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 130000 | 53363 |
|  | Tianjin Port <br> Development <br> Holdings Ltd.<br>| 1068000 | 83847 |
|  | Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 18500 | 51994 |
|  | Tianjin Teda Co. Ltd., <br> Class A<br>| 79200 | 40236 |
|  | Tianjin You Fa Steel <br> Pipe Group Stock <br> Co. Ltd., Class A<br>| 49500 | 38824 |
| \* | Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 52549 | 57736 |
|  | Tianneng Battery <br> Group Co. Ltd., <br> Class A<br>| 6417 | 22931 |
| # | Tianneng Power <br> International Ltd.<br>| 396000 | 329651 |
| # | Tianqi Lithium Corp., <br> Class H<br>| 54600 | 162307 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 44800 | $38099 |
|  | Tianshan Aluminum <br> Group Co. Ltd., <br> Class A<br>| 94287 | 96730 |
|  | Tianshui Huatian <br> Technology Co. <br> Ltd., Class A<br>| 54302 | 69364 |
|  | Tibet Cheezheng <br> Tibetan Medicine <br> Co. Ltd., Class A<br>| 4800 | 15724 |
|  | Tibet Huayu Mining <br> Co. Ltd., Class A<br>| 8600 | 21035 |
|  | Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 8200 | 20931 |
|  | Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 9490 | 46386 |
|  | Time Interconnect <br> Technology Ltd.<br>| 192000 | 100783 |
|  | Tingyi Cayman <br> Islands Holding <br> Corp.<br>| 658000 | 1188566 |
|  | Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 42500 | 37636 |
|  | TK Group Holdings <br> Ltd.<br>| 102000 | 24925 |
|  | TKD Science & <br> Technology Co. <br> Ltd., Class A<br>| 12800 | 23771 |
|  | Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 24100 | 39034 |
|  | Toly Bread Co. Ltd., <br> Class A<br>| 55220 | 41295 |
|  | Tomson Group Ltd. | 203281 | 70340 |
|  | Tongcheng Travel <br> Holdings Ltd.<br>| 533600 | 1399642 |
|  | Tongdao Liepin <br> Group<br>| 108200 | 50675 |
| \* | Tongding <br> Interconnection <br> Information Co. <br> Ltd., Class A<br>| 37400 | 23720 |
|  | TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 35600 | 125574 |
| \* | Tongguan Gold Group <br> Ltd.<br>| 230000 | 35250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30900 | $30763 |
|  | Tongkun Group Co. <br> Ltd., Class A<br>| 33200 | 49746 |
|  | Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 63700 | 58867 |
|  | Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 266105 | 115893 |
|  | Tongwei Co. Ltd., <br> Class A<br>| 21179 | 47576 |
|  | Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 63600 | 21367 |
|  | Topchoice Medical <br> Corp., Class A<br>| 5882 | 32553 |
|  | Topsec Technologies <br> Group, Inc., <br> Class A<br>| 45000 | 44801 |
| Ω | Topsports International <br> Holdings Ltd.<br>| 1283000 | 510066 |
|  | Towngas Smart <br> Energy Co. Ltd.<br>| 351996 | 158611 |
| \* | TPV Technology Co. <br> Ltd., Class A<br>| 110500 | 35138 |
|  | Transfar Zhilian Co. <br> Ltd., Class A<br>| 52400 | 37881 |
|  | TravelSky Technology <br> Ltd., Class H<br>| 339500 | 472604 |
| \* | Trigiant Group Ltd. | 420000 | 16304 |
|  | Trina Solar Co. Ltd., <br> Class A<br>| 21581 | 38953 |
|  | Trip.com Group Ltd. <br> (9961 HK)<br>| 22350 | 1346382 |
|  | Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 34794 | 2052498 |
| #\* | Triumph New Energy <br> Co. Ltd., Class H<br>| 76000 | 33647 |
|  | Triumph Science & <br> Technology Co. <br> Ltd., Class A<br>| 15600 | 22977 |
|  | Truking Technology <br> Ltd., Class A<br>| 31800 | 32725 |
|  | Truly International <br> Holdings Ltd.<br>| 1045140 | 128307 |
| \* | Tsinghua Tongfang <br> Co. Ltd., Class A<br>| 29200 | 28016 |
|  | TSP Wind Power <br> Group Co. Ltd.<br>| 18000 | 15745 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| †† | Tunghsu <br> Optoelectronic <br> Technology Co. <br> Ltd., Class A<br>| 112700 | $4345 |
|  | Tuniu Corp., <br> Sponsored ADR<br>| 18924 | 17321 |
|  | Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 3879 | 34233 |
|  | Unilumin Group Co. <br> Ltd., Class A<br>| 36000 | 34426 |
|  | Uni-President China <br> Holdings Ltd.<br>| 720966 | 865004 |
|  | Unisplendour Corp. <br> Ltd., Class A<br>| 30640 | 106403 |
|  | Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 32627 | 62311 |
| \* | UTour Group Co. Ltd., <br> Class A<br>| 25700 | 28213 |
|  | V V Food & Beverage <br> Co. Ltd., Class A<br>| 49900 | 24119 |
|  | Valiant Co. Ltd., <br> Class A<br>| 31400 | 47197 |
|  | Vatti Corp. Ltd., <br> Class A<br>| 25800 | 22992 |
| \* | Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 7800 | 22554 |
| \*Ω | Venus MedTech <br> Hangzhou, Inc., <br> Class H<br>| 74500 | 24495 |
|  | Victory Giant <br> Technology Huizhou <br> Co. Ltd., Class A<br>| 7500 | 76448 |
|  | Vipshop Holdings Ltd., <br> ADR<br>| 176517 | 2404162 |
| \* | Visionox Technology, <br> Inc., Class A<br>| 26700 | 31471 |
| \* | Vnet Group, Inc., <br> ADR<br>| 6216 | 39099 |
|  | Walvax Biotechnology <br> Co. Ltd., Class A<br>| 11400 | 15723 |
| \* | Wanda Film Holding <br> Co. Ltd., Class A<br>| 17300 | 26822 |
|  | Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 18508 | 45496 |
|  | Wangsu Science & <br> Technology Co. <br> Ltd., Class A<br>| 20400 | 32960 |
|  | Wanguo Gold Group <br> Ltd.<br>| 114000 | 335255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wanhua Chemical <br> Group Co. Ltd., <br> Class A<br>| 58180 | $436482 |
|  | Want Want China <br> Holdings Ltd.<br>| 1813000 | 1186452 |
|  | Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 63520 | 56913 |
|  | Warom Technology, <br> Inc. Co., Class A<br>| 11200 | 31692 |
|  | Wasion Holdings Ltd. | 260000 | 268971 |
|  | Wasu Media Holding <br> Co. Ltd., Class A<br>| 30400 | 32265 |
|  | Weibo Corp. (9898 <br> HK), Class A<br>| 2280 | 18844 |
| # | Weibo Corp. (WB <br> US), Sponsored <br> ADR<br>| 27414 | 222053 |
|  | Weichai Power Co. <br> Ltd., Class H<br>| 616120 | 1201988 |
|  | Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 11100 | 29843 |
|  | Weihai Guangtai <br> Airport Equipment <br> Co. Ltd., Class A<br>| 14500 | 18744 |
|  | Weihai Guangwei <br> Composites Co. <br> Ltd., Class A<br>| 13140 | 52586 |
| \* | Wellhope Foods Co. <br> Ltd., Class A<br>| 33300 | 38300 |
|  | Wencan Group Co. <br> Ltd., Class A<br>| 12000 | 33754 |
|  | Wens Foodstuff Group <br> Co. Ltd., Class A<br>| 111200 | 259507 |
|  | Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 5900 | 33466 |
|  | Western Metal <br> Materials Co. Ltd., <br> Class A<br>| 18900 | 47956 |
|  | Western Mining Co. <br> Ltd., Class A<br>| 53600 | 113712 |
| \* | Western Region Gold <br> Co. Ltd., Class A<br>| 13200 | 29439 |
|  | Western Securities <br> Co. Ltd., Class A<br>| 38904 | 40359 |
|  | Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 7196 | 46548 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Will Semiconductor <br> Co. Ltd. Shanghai, <br> Class A<br>| 3885 | $70567 |
|  | Willfar Information <br> Technology Co. <br> Ltd., Class A<br>| 4075 | 20179 |
|  | Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 27100 | 34300 |
|  | Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 26810 | 38814 |
|  | Wingtech Technology <br> Co. Ltd., Class A<br>| 10000 | 48028 |
|  | Winner Medical Co. <br> Ltd., Class A<br>| 6340 | 45612 |
|  | Winning Health <br> Technology Group <br> Co. Ltd., Class A<br>| 23200 | 32689 |
|  | Wolong Electric Group <br> Co. Ltd., Class A<br>| 17300 | 61152 |
| \* | World Union Group, <br> Inc., Class A<br>| 101200 | 31118 |
|  | Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 4220 | 33515 |
|  | Wuhan Fingu <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 16700 | 27638 |
|  | Wuhan Guide Infrared <br> Co. Ltd., Class A<br>| 26700 | 30317 |
|  | Wuhan Jingce <br> Electronic Group <br> Co. Ltd., Class A<br>| 1800 | 15101 |
|  | Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 9800 | 24110 |
|  | Wuhu Token Science <br> Co. Ltd., Class A<br>| 50978 | 39890 |
|  | Wuling Motors <br> Holdings Ltd.<br>| 280000 | 14762 |
|  | WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 26030 | 100712 |
|  | Wushang Group Co. <br> Ltd., Class A<br>| 44200 | 56659 |
|  | Wuxi Autowell <br> Technology Co. <br> Ltd., Class A<br>| 13336 | 60762 |
|  | Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 10370 | 39743 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 5700 | $18011 |
|  | Wuxi Chipown <br> Micro-Electronics <br> Ltd., Class A<br>| 4215 | 32140 |
|  | Wuxi DK Electronic <br> Materials Co. Ltd., <br> Class A<br>| 3500 | 18020 |
|  | Wuxi NCE Power Co. <br> Ltd., Class A<br>| 7000 | 29847 |
|  | Wuxi Paike New <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 2600 | 19857 |
|  | Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 32200 | 24535 |
|  | Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 45800 | 39925 |
|  | Wuxi Xinje Electric <br> Co. Ltd., Class A<br>| 4700 | 33313 |
|  | XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 215500 | 261612 |
|  | XGD, Inc., Class A | 16776 | 51040 |
| Ω | Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 652500 | 60923 |
|  | Xiamen Amoytop <br> Biotech Co. Ltd., <br> Class A<br>| 4910 | 50299 |
|  | Xiamen Bank Co. Ltd., <br> Class A<br>| 80900 | 64199 |
|  | Xiamen C & D, Inc., <br> Class A<br>| 34200 | 49055 |
|  | Xiamen Changelight <br> Co. Ltd., Class A<br>| 15400 | 22503 |
|  | Xiamen Faratronic Co. <br> Ltd., Class A<br>| 4500 | 64496 |
| \* | Xiamen Hongxin <br> Electronics <br> Technology Group, <br> Inc., Class A<br>| 4800 | 17932 |
|  | Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 8094 | 15718 |
|  | Xiamen Intretech, Inc., <br> Class A<br>| 15350 | 32333 |
|  | Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 47400 | 40927 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xiamen Jihong <br> Technology Co. <br> Ltd., Class A<br>| 18000 | $34128 |
|  | Xiamen Kingdomway <br> Group Co., Class A<br>| 22700 | 49576 |
|  | Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 11300 | 11521 |
|  | Xiamen Tungsten Co. <br> Ltd., Class A<br>| 36978 | 93408 |
|  | Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 70700 | 63103 |
|  | Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 2763 | 25825 |
|  | Xi'an Manareco New <br> Materials Co. Ltd., <br> Class A<br>| 4830 | 25377 |
|  | Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 18800 | 21465 |
|  | Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 11900 | 40602 |
|  | Xiandai Investment <br> Co. Ltd., Class A<br>| 36400 | 19846 |
|  | Xiangcai Co. Ltd., <br> Class A<br>| 40700 | 43519 |
| \* | Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 15000 | 20464 |
|  | Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 30500 | 41319 |
| \*Ω | Xiaomi Corp., <br> Class B<br>| 906400 | 5802953 |
|  | Xilinmen Furniture Co. <br> Ltd., Class A<br>| 14600 | 30770 |
|  | Xinfengming Group <br> Co. Ltd., Class A<br>| 44200 | 65669 |
|  | Xingfa Aluminium <br> Holdings Ltd.<br>| 49000 | 48431 |
|  | Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 159000 | 230163 |
|  | Xinhuanet Co. Ltd., <br> Class A<br>| 11400 | 35122 |
|  | Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 26400 | 40167 |
|  | Xinjiang Joinworld Co. <br> Ltd., Class A<br>| 28500 | 26143 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 55100 | $73701 |
| \* | XinKong International <br> Capital Holdings <br> Ltd.<br>| 165000 | 2661 |
| #\* | Xinte Energy Co. Ltd., <br> Class H<br>| 253200 | 144590 |
|  | Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 67900 | 36438 |
|  | Xinxiang Richful Lube <br> Additive Co. Ltd., <br> Class A<br>| 7240 | 61614 |
|  | Xinxing Ductile Iron <br> Pipes Co. Ltd., <br> Class A<br>| 77699 | 36035 |
| # | Xinyi Energy Holdings <br> Ltd.<br>| 1115775 | 132130 |
| # | Xinyi Solar Holdings <br> Ltd.<br>| 3138283 | 1043668 |
|  | Xinyu Iron & Steel Co. <br> Ltd., Class A<br>| 78400 | 43643 |
|  | Xinzhi Group Co. Ltd., <br> Class A<br>| 12600 | 29911 |
| \* | Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 12700 | 16376 |
|  | Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 16000 | 23887 |
| \* | XPeng, Inc., Class A | 117600 | 1094740 |
|  | Xtep International <br> Holdings Ltd.<br>| 790560 | 539123 |
|  | Xuji Electric Co. Ltd., <br> Class A<br>| 14300 | 41832 |
| #\* | Xunlei Ltd., ADR | 30350 | 128077 |
| #Ω | Yadea Group Holdings <br> Ltd.<br>| 503856 | 909387 |
| \* | YaGuang Technology <br> Group Co. Ltd., <br> Class A<br>| 25200 | 19264 |
|  | Yangling Metron New <br> Material, Inc., <br> Class A<br>| 16100 | 41791 |
| \* | Yangmei Chemical <br> Co. Ltd., Class A<br>| 71000 | 19846 |
| Ω | Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 67500 | 119071 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yangzhou Yangjie <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 9800 | $65370 |
|  | Yankershop Food Co. <br> Ltd., Class A<br>| 4760 | 58871 |
|  | Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 5300 | 41200 |
|  | Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13700 | 28218 |
|  | Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 10420 | 26939 |
|  | Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 17800 | 76985 |
|  | Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 13300 | 22717 |
| \* | Yatsen Holding Ltd., <br> ADR<br>| 20551 | 87958 |
| #\* | Yeahka Ltd. | 64400 | 64419 |
|  | Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 15179 | 69425 |
|  | Yeebo International <br> Holdings Ltd.<br>| 62000 | 12942 |
|  | YGSOFT, Inc., <br> Class A<br>| 27336 | 21445 |
|  | Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 46360 | 28006 |
| #\*Ω | YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 179000 | 287068 |
|  | Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 22831 | 89027 |
| # | Yihai International <br> Holding Ltd.<br>| 208000 | 358549 |
|  | Yinbang Clad Material <br> Co. Ltd., Class A<br>| 21200 | 29997 |
|  | Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 6300 | 19079 |
|  | Yip's Chemical <br> Holdings Ltd.<br>| 88000 | 17230 |
|  | Yiren Digital Ltd., <br> Sponsored ADR<br>| 52378 | 342552 |
| #Ω | Yixin Group Ltd. | 730500 | 200679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 31600 | $61715 |
|  | Yizumi Holdings Co. <br> Ltd., Class A<br>| 15900 | 44913 |
|  | Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 42000 | 78471 |
| \* | Yonghui Superstores <br> Co. Ltd., Class A<br>| 18900 | 13310 |
|  | Yongjin Technology <br> Group Co. Ltd.<br>| 13700 | 30723 |
|  | YongXing Special <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 13199 | 55724 |
|  | Yotrio Group Co. Ltd., <br> Class A<br>| 68400 | 32828 |
|  | Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 12223 | 27787 |
|  | Youngor Fashion Co. <br> Ltd., Class A<br>| 41200 | 42517 |
|  | Youngy Co. Ltd., <br> Class A<br>| 7900 | 29553 |
|  | Youzu Interactive Co. <br> Ltd., Class A<br>| 21900 | 28415 |
|  | YTO Express Group <br> Co. Ltd., Class A<br>| 58500 | 105519 |
|  | Yuan Longping <br> High-tech <br> Agriculture Co. Ltd., <br> Class A<br>| 9456 | 13156 |
|  | Yuexiu Transport <br> Infrastructure Ltd.<br>| 284752 | 126103 |
| \* | Yueyang Forest & <br> Paper Co. Ltd., <br> Class A<br>| 49700 | 29327 |
|  | YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 84092 | 78638 |
|  | Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 15498 | 122189 |
|  | Yunnan Chihong <br> Zinc&Germanium <br> Co. Ltd., Class A<br>| 63700 | 44567 |
|  | Yunnan Copper Co. <br> Ltd., Class A<br>| 47700 | 76529 |
|  | Yunnan Energy <br> Investment Co. Ltd., <br> Class A<br>| 24500 | 36760 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 17952 | $68556 |
| Yunnan Nantian <br> Electronics <br> Information Co. <br> Ltd., Class A<br>| 12600 | 29385 |
| Yunnan Tin Co. Ltd., <br> Class A<br>| 38200 | 72754 |
| Yusys Technologies <br> Co. Ltd., Class A<br>| 14700 | 48773 |
| Yutong Bus Co. Ltd., <br> Class A<br>| 52400 | 193643 |
| Yutong Heavy <br> Industries Co. Ltd., <br> Class A<br>| 14300 | 22167 |
| Zangge Mining Co. <br> Ltd., Class A<br>| 12200 | 60766 |
| ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 14742 | 22163 |
| Zengame Technology <br> Holding Ltd.<br>| 136000 | 39656 |
| Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5500 | 155356 |
| Zhaojin Mining <br> Industry Co. Ltd., <br> Class H<br>| 364500 | 868365 |
| Zhefu Holding Group <br> Co. Ltd., Class A<br>| 146600 | 63509 |
| Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 22700 | 34372 |
| Zhejiang Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20860 | 22508 |
| Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 3100 | 70916 |
| Zhejiang Changsheng <br> Sliding Bearings <br> Co. Ltd., Class A<br>| 3200 | 35284 |
| Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 64700 | 136431 |
| Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 36700 | 112675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 100800 | $53409 |
|  | Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 25600 | 69380 |
|  | Zhejiang Dahua <br> Technology Co. <br> Ltd., Class A<br>| 33000 | 71590 |
|  | Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 18200 | 35241 |
|  | Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 7840 | 46916 |
| \* | Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 31600 | 49173 |
|  | Zhejiang Expressway <br> Co. Ltd., Class H<br>| 553399 | 456130 |
|  | Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 25800 | 53850 |
|  | Zhejiang Gongdong <br> Medical Technology <br> Co. Ltd., Class A<br>| 5200 | 16834 |
|  | Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 27000 | 41859 |
|  | Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 42600 | 56040 |
|  | Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 19500 | 13190 |
|  | Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 15826 | 37230 |
|  | Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 40400 | 39359 |
| \* | Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30700 | 21078 |
|  | Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 32400 | 32114 |
|  | Zhejiang Huahai <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 33910 | 67035 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Huakang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5100 | $10608 |
|  | Zhejiang Huangma <br> Technology Co. <br> Ltd., Class A<br>| 25700 | 42802 |
| \* | Zhejiang Huatong <br> Meat Products Co. <br> Ltd., Class A<br>| 13600 | 20084 |
|  | Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 27540 | 128474 |
|  | Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 63100 | 74267 |
|  | Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 8100 | 47841 |
|  | Zhejiang Jiemei <br> Electronic & <br> Technology Co. <br> Ltd., Class A<br>| 10500 | 26172 |
|  | Zhejiang Jinggong <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 12700 | 30143 |
|  | Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 26100 | 98636 |
|  | Zhejiang Jingu Co. <br> Ltd., Class A<br>| 15000 | 28504 |
|  | Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 37420 | 70365 |
|  | Zhejiang JIULI Hi-tech <br> Metals Co. Ltd., <br> Class A<br>| 20300 | 65421 |
|  | Zhejiang Jiuzhou <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 26500 | 50100 |
|  | Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12100 | 26127 |
|  | Zhejiang Juhua Co. <br> Ltd., Class A<br>| 35500 | 124542 |
|  | Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 8359 | 27468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | Zhejiang Leapmotor <br> Technology Co. <br> Ltd.<br>| 12800 | $91601 |
|  | Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 49400 | 66767 |
|  | Zhejiang Medicine Co. <br> Ltd., Class A<br>| 41500 | 76141 |
|  | Zhejiang Meida <br> Industrial Co. Ltd., <br> Class A<br>| 27000 | 26551 |
|  | Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 14200 | 27568 |
|  | Zhejiang NHU Co. <br> Ltd., Class A<br>| 55176 | 168036 |
|  | Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 41140 | 34065 |
| \* | Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 9572 | 28914 |
|  | Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 17500 | 36540 |
|  | Zhejiang Runtu Co. <br> Ltd., Class A<br>| 45300 | 43403 |
|  | Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 14740 | 54484 |
|  | Zhejiang Sanmei <br> Chemical Industry <br> Co. Ltd., Class A<br>| 8700 | 53030 |
|  | Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 65100 | 50366 |
|  | Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 63800 | 45557 |
|  | Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6700 | 17974 |
|  | Zhejiang Songyuan <br> Automotive Safety <br> Systems Co. Ltd., <br> Class A<br>| 8600 | 40034 |
|  | Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 46800 | 26296 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Sunoren <br> Solar Technology <br> Co. Ltd.<br>| 17400 | $19398 |
| \* | Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 35000 | 46443 |
|  | Zhejiang Supor Co. <br> Ltd., Class A<br>| 6400 | 49558 |
|  | Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 29200 | 38319 |
| \* | Zhejiang Tiantie <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 32580 | 20782 |
|  | Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16220 | 49760 |
|  | Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 16500 | 37941 |
|  | Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 39600 | 39991 |
|  | Zhejiang Wanma Co. <br> Ltd., Class A<br>| 22800 | 46413 |
|  | Zhejiang Wansheng <br> Co. Ltd., Class A<br>| 21800 | 28491 |
|  | Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 35294 | 94624 |
|  | Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 24000 | 36565 |
|  | Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 38900 | 63167 |
|  | Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 7800 | 21109 |
|  | Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 4400 | 22674 |
|  | Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 27740 | 28962 |
|  | Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 21700 | 17692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 49500 | $24600 |
|  | Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 15000 | 52566 |
|  | Zhejiang Yonggui <br> Electric Equipment <br> Co. Ltd., Class A<br>| 8100 | 17556 |
|  | Zhejiang Yonghe <br> Refrigerant Co. Ltd., <br> Class A<br>| 14700 | 43942 |
| \* | Zhejiang Yongtai <br> Technology Co. <br> Ltd., Class A<br>| 25500 | 36347 |
|  | Zhejiang Zhaolong <br> Interconnect <br> Technology Co. <br> Ltd., Class A<br>| 3200 | 20229 |
|  | Zhende Medical Co. <br> Ltd., Class A<br>| 17100 | 45069 |
| \* | Zhengzhou Coal <br> Industry & Electric <br> Power Co. Ltd., <br> Class A<br>| 39700 | 19622 |
|  | Zhengzhou Coal <br> Mining Machinery <br> Group Co. Ltd., <br> Class H<br>| 143600 | 239041 |
|  | Zhengzhou GL Tech <br> Co. Ltd., Class A<br>| 10900 | 19702 |
|  | Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 37600 | 24247 |
|  | Zheshang Securities <br> Co. Ltd., Class A<br>| 18800 | 27198 |
|  | Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 22400 | 24705 |
| #\* | Zhihu, Inc. | 18100 | 23712 |
| \*Ω | ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 321200 | 463812 |
|  | Zhongji Innolight Co. <br> Ltd., Class A<br>| 8880 | 103841 |
|  | Zhongjin Gold Corp. <br> Ltd., Class A<br>| 65000 | 122428 |
|  | ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 21300 | 47117 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Zhongnongfa Seed <br> Industry Group Co. <br> Ltd., Class A<br>| 25000 | $21969 |
|  | Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 63400 | 60503 |
|  | Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 32000 | 37623 |
|  | Zhongsheng Group <br> Holdings Ltd.<br>| 406500 | 611653 |
|  | Zhongtai Securities <br> Co. Ltd., Class A<br>| 51600 | 43387 |
| \*†† | Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 321400 | 0 |
|  | Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 15400 | 23535 |
| #\* | Zhongyu Energy <br> Holdings Ltd.<br>| 283455 | 156524 |
|  | Zhongyuan <br> Environment-Protection <br> Co. Ltd., Class A<br>| 19900 | 22327 |
| Ω | Zhou Hei Ya <br> International <br> Holdings Co. Ltd.<br>| 540500 | 175206 |
|  | Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 34765 | 24389 |
| \* | Zhuhai Zhumian <br> Group Co. Ltd.<br>| 51000 | 46070 |
|  | Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 120650 | 484269 |
|  | Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 7700 | 35721 |
|  | Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 63100 | 46958 |
| \* | Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 38600 | 53304 |
|  | Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 26400 | 41256 |
|  | ZJAMP Group Co. <br> Ltd., Class A<br>| 16900 | 20297 |
|  | ZJMI Environmental <br> Energy Co. Ltd., <br> Class A<br>| 23500 | 39852 |
| # | Zonqing <br> Environmental Ltd.<br>| 24000 | 29295 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 293000 | $211130 |
| # | ZTE Corp., Class H | 141920 | 418966 |
|  | ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 92850 | 1729227 |
|  | ZTO Express <br> Cayman, Inc. (ZTO <br> US), ADR<br>| 37307 | 690180 |
| \*Ω | Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd.<br>| 18500 | 43096 |
| TOTAL CHINA | TOTAL CHINA |  | 405401418 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Almacenes Exito SA, <br> BDR<br>| 43515 | 79820 |
|  | Bancolombia SA <br> (BCOLO CB)<br>| 28040 | 332453 |
|  | Bancolombia SA (CIB <br> US), Sponsored <br> ADR<br>| 12622 | 508919 |
|  | Bolsa de Valores de <br> Colombia<br>| 3425 | 10270 |
|  | Celsia SA ESP | 80942 | 77004 |
|  | Cementos Argos SA | 77437 | 196453 |
| \* | Corp. Financiera <br> Colombiana SA<br>| 58561 | 229499 |
|  | Grupo Energia Bogota <br> SA ESP<br>| 148716 | 103119 |
|  | Interconexion Electrica <br> SA ESP<br>| 42289 | 218172 |
|  | Mineros SA | 75622 | 108541 |
|  | Promigas SA ESP | 20453 | 32430 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 1896680 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
|  | Komercni Banka AS | 12854 | 624728 |
| Ω | Moneta Money Bank <br> AS<br>| 79664 | 492445 |
| TOTAL CZECH <br> REPUBLIC | TOTAL CZECH <br> REPUBLIC |  | 1117173 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |
|  | Commercial <br> International Bank - <br> Egypt (CIB) (CBKD <br> LI), GDR<br>| 262277 | 409465 |
| \* | EFG Holding SAE <br> (EFGD LI), GDR<br>| 2386 | 1910 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| EGYPT — (Continued) | EGYPT — (Continued) | EGYPT — (Continued) | EGYPT — (Continued) |
| \* | EFG Holding SAE <br> (EFGZF US), GDR<br>| 12944 | $10355 |
| TOTAL EGYPT | TOTAL EGYPT |  | 421730 |
| GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) |
|  | Aegean Airlines SA | 11813 | 158624 |
| \* | Aktor SA Holding <br> Company Technical <br> & Energy Projects<br>| 13548 | 76033 |
|  | Alpha Services & <br> Holdings SA<br>| 391077 | 953535 |
|  | Athens Water Supply <br> & Sewage Co. SA<br>| 9716 | 64098 |
|  | Autohellas Tourist & <br> Trading SA<br>| 6167 | 79178 |
|  | Bank of Greece | 9494 | 147634 |
|  | Ellaktor SA | 32777 | 48376 |
|  | ElvalHalcor SA | 25552 | 57321 |
|  | Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 286529 | 813176 |
| \*†† | FF Group | 11777 | 0 |
|  | Fourlis Holdings SA | 17514 | 79344 |
|  | GEK Terna SA | 26348 | 546857 |
|  | Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 11596 | 69406 |
|  | Hellenic <br> Telecommunications <br> Organization SA<br>| 24915 | 472812 |
|  | Helleniq Energy <br> Holdings SA<br>| 47200 | 407696 |
|  | Ideal Holdings SA | 8328 | 59398 |
|  | Intracom Holdings SA | 19274 | 67504 |
|  | Jumbo SA | 23061 | 728093 |
|  | Kri-Kri Milk Industry <br> SA<br>| 4083 | 70632 |
| \* | LAMDA Development <br> SA<br>| 19956 | 150160 |
|  | Metlen Energy & <br> Metals SA<br>| 18908 | 894864 |
|  | Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 20342 | 492889 |
|  | National Bank of <br> Greece SA<br>| 65690 | 697196 |
|  | Piraeus Financial <br> Holdings SA<br>| 117081 | 657532 |
|  | Piraeus Port Authority <br> SA<br>| 3226 | 144426 |
|  | Profile Systems & <br> Software SA<br>| 1903 | 11981 |
|  | Quest Holdings SA | 11811 | 84738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | Sarantis SA | 4514 | $69202 |
|  | Thrace Plastics <br> Holding & Co.<br>| 9580 | 41185 |
| TOTAL GREECE | TOTAL GREECE |  | 8143890 |
| HONG KONG — (1.2%) | HONG KONG — (1.2%) | HONG KONG — (1.2%) | HONG KONG — (1.2%) |
|  | Amrita Global | 164000 | 12688 |
|  | BYD Electronic <br> International Co. <br> Ltd.<br>| 279000 | 1157968 |
| \*†† | CECEP COSTIN New <br> Materials Group <br> Ltd.<br>| 186000 | 0 |
|  | Chervon Holdings <br> Ltd.<br>| 57700 | 96903 |
| \* | China Aerospace <br> International <br> Holdings Ltd.<br>| 970000 | 48128 |
|  | China Chengtong <br> Development Group <br> Ltd.<br>| 1142000 | 14405 |
| \*†† | China Common Rich <br> Renewable Energy <br> Investments Ltd.<br>| 1016000 | 0 |
|  | China Everbright Ltd. | 458000 | 244921 |
| #†† | China Huiyuan Juice <br> Group Ltd.<br>| 132068 | 5970 |
|  | China Jinmao <br> Holdings Group <br> Ltd.<br>| 2782140 | 411669 |
|  | China Merchants Port <br> Holdings Co. Ltd.<br>| 702503 | 1140501 |
|  | China Nonferrous <br> Mining Corp. Ltd.<br>| 761000 | 503675 |
|  | China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 908121 | 201155 |
|  | China Overseas Land <br> & Investment Ltd.<br>| 541500 | 960702 |
| \*†† | China Properties <br> Investment Holdings <br> Ltd.<br>| 128000 | 0 |
|  | China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 856412 | 1185931 |
|  | China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 1120000 | 145522 |
| \* | China Vered Financial <br> Holding Corp. Ltd.<br>| 6440000 | 39078 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \*†† | China Zhongwang <br> Holdings Ltd.<br>| 944318 | $0 |
|  | CSPC Pharmaceutical <br> Group Ltd.<br>| 3848640 | 3031338 |
|  | CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 768000 | 168149 |
| \* | CWT International <br> Ltd.<br>| 960000 | 11653 |
| \*†† | Fuguiniao Co. Ltd. | 51000 | 0 |
|  | Goldpac Group Ltd. | 138000 | 16256 |
|  | Guangdong <br> Investment Ltd.<br>| 854000 | 691071 |
| Ω | Hua Hong <br> Semiconductor Ltd.<br>| 161000 | 736226 |
|  | Lenovo Group Ltd. | 2844000 | 3289303 |
|  | Min Xin Holdings Ltd. | 66000 | 16126 |
| #\* | MMG Ltd. | 2987599 | 904310 |
|  | Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 187000 | 132789 |
|  | PAX Global <br> Technology Ltd.<br>| 251000 | 151150 |
|  | Poly Property Group <br> Co. Ltd.<br>| 1052860 | 198959 |
|  | Shanghai Industrial <br> Holdings Ltd.<br>| 237000 | 361675 |
| # | Shenzhen Investment <br> Ltd.<br>| 1378668 | 138472 |
| Ω | Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 166000 | 187673 |
|  | Sinotruk Hong Kong <br> Ltd.<br>| 295500 | 710057 |
|  | Sun Art Retail Group <br> Ltd.<br>| 988500 | 235912 |
| \*†† | Tech-Pro, Inc. | 1644000 | 0 |
|  | Tian An China <br> Investment Co. Ltd.<br>| 209000 | 115081 |
| \*†† | Tian Shan <br> Development <br> Holding Ltd.<br>| 114000 | 0 |
|  | Tianjin Development <br> Holdings Ltd.<br>| 186000 | 45749 |
| †† | Untrade.China Dili | 968585 | 15461 |
| \*†† | Untrade.Lumena <br> Newmat<br>| 23400 | 0 |
|  | Wharf Holdings Ltd. | 352000 | 884188 |
| # | Yuexiu Property Co. <br> Ltd.<br>| 797058 | 481050 |
|  | Yuexiu Services <br> Group Ltd.<br>| 156000 | 57850 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 18749714 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |
| \* | 4iG Nyrt | 18019 | $90882 |
|  | Magyar Telekom <br> Telecommunications <br> PLC<br>| 130872 | 618819 |
| #\* | MASTERPLAST Nyrt | 1200 | 8052 |
|  | MOL Hungarian Oil & <br> Gas PLC<br>| 91770 | 777081 |
|  | Opus Global Nyrt | 40817 | 63002 |
|  | OTP Bank Nyrt | 35689 | 2636275 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | 4194111 |
| INDIA — (18.9%) | INDIA — (18.9%) | INDIA — (18.9%) | INDIA — (18.9%) |
|  | 360 ONE WAM Ltd. | 55278 | 639964 |
|  | 3M India Ltd. | 550 | 195655 |
|  | 63 Moons <br> Technologies Ltd.<br>| 11990 | 91049 |
|  | Aarti Industries Ltd. | 57016 | 283279 |
|  | Aarti Pharmalabs Ltd. | 14254 | 120735 |
| \* | Aavas Financiers Ltd. | 18600 | 425216 |
|  | ABB India Ltd. | 5131 | 332568 |
|  | Accelya Solutions <br> India Ltd.<br>| 1695 | 26813 |
|  | Action Construction <br> Equipment Ltd.<br>| 15624 | 216930 |
| \* | Adani Energy <br> Solutions Ltd.<br>| 49691 | 524053 |
| \* | Adani Green Energy <br> Ltd.<br>| 32738 | 346187 |
|  | Adani Total Gas Ltd. | 21939 | 154533 |
|  | ADF Foods Ltd. | 22990 | 60195 |
| \* | Aditya Birla Capital <br> Ltd.<br>| 137298 | 317986 |
| \* | Aditya Birla Fashion & <br> Retail Ltd.<br>| 88098 | 272786 |
|  | Aditya Birla Real <br> Estate Ltd.<br>| 13093 | 297752 |
|  | Advanced Enzyme <br> Technologies Ltd.<br>| 19244 | 65084 |
|  | Aegis Logistics Ltd. | 63627 | 584411 |
|  | Agarwal Industrial <br> Corp. Ltd.<br>| 849 | 9889 |
|  | AGI Greenpac Ltd. | 13684 | 131860 |
|  | Ahluwalia Contracts <br> India Ltd.<br>| 9703 | 97604 |
|  | AIA Engineering Ltd. | 12715 | 475218 |
|  | Ajanta Pharma Ltd. | 20040 | 637975 |
|  | Ajmera Realty & Infra <br> India Ltd.<br>| 6767 | 65587 |
|  | Akzo Nobel India Ltd. | 4369 | 176622 |
|  | Alembic Ltd. | 38303 | 45306 |
|  | Alembic <br> Pharmaceuticals <br> Ltd.<br>| 26863 | 276595 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Alkyl Amines <br> Chemicals<br>| 4362 | $87890 |
| \* | Allcargo Gati Ltd. | 16070 | 11450 |
|  | Allcargo Logistics Ltd. | 119419 | 41758 |
| \* | Allcargo Terminals <br> Ltd.<br>| 19914 | 5832 |
|  | Allied Digital Services <br> Ltd.<br>| 7760 | 17072 |
|  | Amara Raja Energy & <br> Mobility Ltd.<br>| 66017 | 759261 |
| \* | Amber Enterprises <br> India Ltd.<br>| 5867 | 422286 |
|  | Ambika Cotton Mills <br> Ltd.<br>| 875 | 13831 |
|  | Amrutanjan Health <br> Care Ltd.<br>| 2022 | 16757 |
|  | Anant Raj Ltd. | 55047 | 293129 |
|  | Andhra Sugars Ltd.  | 25805 | 21414 |
|  | Angel One Ltd. | 23320 | 639147 |
| \*Ω | Antony Waste <br> Handling Cell Ltd.<br>| 2458 | 14162 |
|  | Anup Engineering <br> Ltd.<br>| 2718 | 96327 |
|  | Apar Industries Ltd. | 9235 | 611882 |
|  | APL Apollo Tubes <br> Ltd.<br>| 44875 | 851552 |
|  | Apollo Pipes Ltd. | 3606 | 16592 |
|  | Apollo Tyres Ltd. | 199907 | 1112605 |
|  | Aptus Value Housing <br> Finance India Ltd.<br>| 16049 | 60463 |
| \* | Arman Financial <br> Services Ltd.<br>| 1208 | 22043 |
|  | Arvind Fashions Ltd. | 29874 | 140362 |
|  | Arvind Ltd. | 115767 | 493558 |
|  | Arvind SmartSpaces <br> Ltd.<br>| 3774 | 28953 |
|  | Asahi India Glass Ltd. | 26662 | 232646 |
| \* | Ashapura Minechem <br> Ltd.<br>| 13506 | 53005 |
|  | Ashiana Housing Ltd. | 17142 | 54683 |
|  | Ashok Leyland Ltd. | 556702 | 1490775 |
| \* | Ashoka Buildcon Ltd. | 101292 | 221302 |
|  | Asian Paints Ltd. | 53012 | 1516707 |
|  | Astral Ltd. | 17040 | 270174 |
|  | AstraZeneca Pharma <br> India Ltd.<br>| 813 | 83140 |
| \* | Atul Auto Ltd. | 1031 | 5608 |
|  | Atul Ltd. | 5157 | 409873 |
| Ω | AU Small Finance <br> Bank Ltd.<br>| 51739 | 413802 |
|  | AurionPro Solutions <br> Ltd.<br>| 10496 | 176403 |
|  | Automotive Axles Ltd. | 1422 | 27863 |
|  | Avanti Feeds Ltd. | 16476 | 169597 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \*Ω | Avenue Supermarts <br> Ltd.<br>| 7352 | $362414 |
| \* | AWL Agri Business <br> Ltd.<br>| 33042 | 104312 |
|  | Axis Bank Ltd. (AXSB <br> IN)<br>| 443751 | 6216665 |
| \* | AXISCADES <br> Technologies Ltd.<br>| 4408 | 42560 |
|  | Bajaj Auto Ltd. | 11331 | 1074513 |
| \* | Bajaj Consumer Care <br> Ltd.<br>| 29510 | 57885 |
|  | Bajaj Finance Ltd. | 42174 | 4292821 |
|  | Bajaj Finserv Ltd. | 50640 | 1169312 |
|  | Bajaj Holdings & <br> Investment Ltd.<br>| 5076 | 723100 |
|  | Balaji Amines Ltd. | 4328 | 64916 |
|  | Balkrishna Industries <br> Ltd.<br>| 20605 | 651006 |
|  | Balrampur Chini Mills <br> Ltd.<br>| 62435 | 405051 |
|  | Balu Forge Industries <br> Ltd.<br>| 4878 | 29771 |
|  | Banco Products India <br> Ltd.<br>| 39738 | 172160 |
| Ω | Bandhan Bank Ltd. | 283665 | 553698 |
|  | Bank of Baroda | 210432 | 621859 |
|  | Bank of India | 146663 | 199765 |
|  | Bank of Maharashtra | 358842 | 214212 |
|  | Bannari Amman <br> Sugars Ltd.<br>| 1410 | 68984 |
|  | BASF India Ltd. | 4992 | 257431 |
|  | Bata India Ltd. | 22969 | 326356 |
|  | BEML Ltd. | 7913 | 297840 |
|  | Berger Paints India <br> Ltd.<br>| 46058 | 296279 |
| \* | BF Utilities Ltd. | 5676 | 47442 |
|  | Bhagiradha Chemicals <br> & Industries Ltd.<br>| 6110 | 21507 |
|  | Bhansali Engineering <br> Polymers Ltd.<br>| 56361 | 72590 |
|  | Bharat Bijlee Ltd. | 3390 | 116350 |
|  | Bharat Forge Ltd. | 67559 | 881931 |
|  | Bharat Petroleum <br> Corp. Ltd.<br>| 210876 | 772313 |
|  | Bharat Rasayan Ltd. | 340 | 38218 |
| \* | Bharat Wire Ropes <br> Ltd.<br>| 5468 | 11139 |
|  | Bharti Airtel Ltd. | 387574 | 8504720 |
|  | Biocon Ltd. | 83052 | 314715 |
|  | BirlaNu Ltd. | 1670 | 37311 |
|  | Birlasoft Ltd. | 63648 | 293523 |
| \* | BL Kashyap & Sons <br> Ltd.<br>| 10978 | 8213 |
| \* | Black Box Ltd. | 22917 | 100857 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Blue Dart Express <br> Ltd.<br>| 1912 | $140892 |
|  | Blue Star Ltd. | 36506 | 737242 |
|  | Bluspring Enterprises <br> Ltd.<br>| 28544 | 65031 |
|  | Bombay Burmah <br> Trading Co.<br>| 14764 | 324715 |
|  | Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 32017 | 49036 |
| \* | Borosil Ltd. | 12428 | 46530 |
| \* | Borosil Renewables <br> Ltd.<br>| 12458 | 72227 |
| \* | Borosil Scientific Ltd. | 5753 | 8922 |
|  | Bosch Ltd. | 587 | 202855 |
|  | Brigade Enterprises <br> Ltd.<br>| 40529 | 489891 |
| \* | Brightcom Group Ltd. | 644356 | 78177 |
|  | Britannia Industries <br> Ltd.<br>| 20607 | 1320852 |
|  | BSE Ltd. | 16763 | 1263874 |
| \* | Camlin Fine Sciences <br> Ltd.<br>| 28509 | 55020 |
|  | Campus Activewear <br> Ltd.<br>| 18258 | 51770 |
|  | Can Fin Homes Ltd. | 51290 | 432993 |
|  | Canara Bank | 461269 | 530371 |
|  | Cantabil Retail India <br> Ltd.<br>| 4993 | 13831 |
| \* | Capacit'e Infraprojects <br> Ltd.<br>| 19654 | 82359 |
|  | Carborundum <br> Universal Ltd.<br>| 40899 | 493057 |
|  | Care Ratings Ltd. | 10849 | 156103 |
| \* | Cartrade Tech Ltd. | 13078 | 264745 |
|  | Carysil Ltd. | 3723 | 26818 |
|  | Castrol India Ltd. | 148816 | 346752 |
|  | CCL Products India <br> Ltd.<br>| 36971 | 255983 |
|  | CE Info Systems Ltd. | 2914 | 61275 |
|  | Ceat Ltd. | 12032 | 467909 |
|  | Central Depository <br> Services India Ltd.<br>| 43206 | 673475 |
|  | Centum Electronics <br> Ltd.<br>| 1210 | 24054 |
|  | Century Enka Ltd. | 9604 | 58312 |
|  | Century Plyboards <br> India Ltd.<br>| 25804 | 213181 |
|  | Cera Sanitaryware <br> Ltd.<br>| 1969 | 124333 |
|  | CG Power & Industrial <br> Solutions Ltd.<br>| 107932 | 796834 |
| \* | Chalet Hotels Ltd. | 23966 | 222561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Chambal Fertilisers & <br> Chemicals Ltd.<br>| 104020 | $849408 |
| \* | Chemplast Sanmar <br> Ltd.<br>| 12777 | 61356 |
|  | Chennai Petroleum <br> Corp. Ltd.<br>| 9771 | 69746 |
| \* | Choice International <br> Ltd.<br>| 15010 | 108378 |
|  | Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 52993 | 1168125 |
|  | Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 96377 | 1702255 |
|  | CIE Automotive India <br> Ltd.<br>| 64286 | 305712 |
| \* | Cigniti Technologies <br> Ltd.<br>| 2829 | 44949 |
|  | City Union Bank Ltd. | 133340 | 277509 |
|  | Clean Science & <br> Technology Ltd.<br>| 3426 | 47574 |
|  | CMS Info Systems <br> Ltd.<br>| 49251 | 254647 |
| \*Ω | Coffee Day <br> Enterprises Ltd.<br>| 16288 | 6132 |
|  | Coforge Ltd. | 8989 | 780532 |
|  | Colgate-Palmolive <br> India Ltd.<br>| 32157 | 981570 |
|  | Computer Age <br> Management <br> Services Ltd.<br>| 15888 | 729399 |
|  | Confidence Petroleum <br> India Ltd.<br>| 42126 | 25698 |
|  | Container Corp. of <br> India Ltd.<br>| 44190 | 351324 |
|  | Control Print Ltd. | 2567 | 18959 |
|  | Coromandel <br> International Ltd.<br>| 39698 | 1040125 |
|  | Cosmo First Ltd. | 5699 | 39637 |
|  | Craftsman Automation <br> Ltd.<br>| 3463 | 189051 |
|  | CreditAccess <br> Grameen Ltd.<br>| 27735 | 354297 |
|  | CRISIL Ltd. | 5976 | 314988 |
|  | Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 204411 | 815316 |
| \* | CSB Bank Ltd. | 25878 | 108448 |
|  | Cummins India Ltd. | 22921 | 783073 |
|  | Cyient Ltd. | 27536 | 385446 |
| \*Ω | D.P. Abhushan Ltd. | 493 | 8264 |
|  | Dabur India Ltd. | 84154 | 484241 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Dalmia Bharat Sugar <br> & Industries Ltd.<br>| 9275 | $41039 |
|  | Datamatics Global <br> Services Ltd.<br>| 6005 | 41934 |
|  | DB Corp. Ltd. | 37729 | 108694 |
|  | DCB Bank Ltd. | 94744 | 150491 |
|  | DCM Shriram <br> Industries Ltd.<br>| 11158 | 23643 |
|  | DCM Shriram Ltd. | 15507 | 182915 |
| \* | DCW Ltd. | 83262 | 77745 |
|  | Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 33488 | 506041 |
|  | Deepak Nitrite Ltd. | 21526 | 492514 |
| \* | Delhivery Ltd. | 96564 | 348808 |
| \* | DEN Networks Ltd. | 55826 | 21487 |
| \* | Devyani International <br> Ltd.<br>| 13445 | 28467 |
| \* | Dhani Services Ltd. | 105487 | 71751 |
| \* | Dhanlaxmi Bank Ltd. | 144571 | 48202 |
|  | Dhanuka Agritech <br> Ltd.<br>| 7284 | 112028 |
|  | Digitide Solutions Ltd. | 28544 | 54098 |
| Ω | Dilip Buildcon Ltd. | 22705 | 113671 |
| \* | Dish TV India Ltd. | 456098 | 26007 |
| \* | Dishman Carbogen <br> Amcis Ltd.<br>| 29525 | 67176 |
|  | Divi's Laboratories <br> Ltd.<br>| 9668 | 694375 |
|  | Dixon Technologies <br> India Ltd.<br>| 12707 | 2469339 |
|  | DLF Ltd. | 62154 | 492787 |
|  | Dodla Dairy Ltd. | 3830 | 47312 |
|  | Dollar Industries Ltd. | 4718 | 21351 |
| Ω | Dr. Lal PathLabs Ltd. | 14337 | 467257 |
|  | Dreamfolks Services <br> Ltd.<br>| 1809 | 5049 |
| \* | Dredging Corp. of <br> India Ltd.<br>| 1423 | 9758 |
| \* | Dwarikesh Sugar <br> Industries Ltd.<br>| 47280 | 22340 |
|  | Dynacons Systems & <br> Solutions Ltd.<br>| 1573 | 19664 |
|  | Dynamatic <br> Technologies Ltd.<br>| 104 | 7727 |
|  | eClerx Services Ltd. | 12138 | 357969 |
|  | Edelweiss Financial <br> Services Ltd.<br>| 272403 | 255090 |
|  | Eicher Motors Ltd. | 20322 | 1339795 |
| \* | EID Parry India Ltd. | 50617 | 488520 |
|  | EIH Associated <br> Hotels<br>| 10998 | 45689 |
|  | Eimco Elecon India <br> Ltd.<br>| 452 | 9367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Elecon Engineering <br> Co. Ltd.<br>| 23814 | $153086 |
|  | Elgi Equipments Ltd. | 69209 | 363711 |
|  | Emami Ltd. | 86856 | 636336 |
| \* | Embassy <br> Developments Ltd.<br>| 218593 | 252676 |
| Ω | Endurance <br> Technologies Ltd.<br>| 14563 | 323219 |
|  | Engineers India Ltd. | 109082 | 229376 |
|  | EPL Ltd. | 65458 | 146723 |
| Ω | Equitas Small Finance <br> Bank Ltd.<br>| 170899 | 134805 |
| Ω | Eris Lifesciences Ltd. | 16152 | 275482 |
|  | ESAB India Ltd. | 1997 | 108707 |
|  | Escorts Kubota Ltd. | 7579 | 290655 |
| \* | Eternal Ltd. | 259592 | 707168 |
|  | Eveready Industries <br> India Ltd.<br>| 2650 | 10176 |
|  | Everest Industries <br> Ltd.<br>| 2403 | 14099 |
|  | Everest Kanto <br> Cylinder Ltd.<br>| 17733 | 25076 |
|  | Exide Industries Ltd. | 121467 | 499702 |
|  | Expleo Solutions Ltd. | 795 | 8002 |
|  | Fairchem Organics <br> Ltd.<br>| 1090 | 10732 |
|  | FDC Ltd. | 26269 | 130865 |
|  | Federal Bank Ltd. | 499327 | 1159312 |
|  | FIEM Industries Ltd. | 4582 | 77675 |
|  | Filatex India Ltd. | 60404 | 30150 |
|  | Fine Organic <br> Industries Ltd.<br>| 2787 | 135895 |
|  | Fineotex Chemical <br> Ltd.<br>| 11314 | 31793 |
| \* | Fino Payments Bank <br> Ltd.<br>| 6095 | 17659 |
|  | Finolex Cables Ltd. | 33325 | 341237 |
|  | Finolex Industries Ltd. | 115362 | 237344 |
|  | Firstsource Solutions <br> Ltd.<br>| 143548 | 571890 |
|  | Force Motors Ltd. | 2387 | 251855 |
| \* | FSN E-Commerce <br> Ventures Ltd.<br>| 126190 | 288990 |
| \* | Fusion Finance Ltd. | 17751 | 29177 |
|  | G R Infraprojects Ltd. | 1443 | 17683 |
|  | Gabriel India Ltd. | 41823 | 266782 |
|  | GAIL India Ltd. (GAIL <br> IN)<br>| 521268 | 1158844 |
|  | Galaxy Surfactants <br> Ltd.<br>| 4294 | 105701 |
| \* | Ganesh Benzoplast <br> Ltd.<br>| 5583 | 8099 |
|  | Ganesh Housing <br> Corp. Ltd.<br>| 7737 | 99431 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Ganesha Ecosphere <br> Ltd.<br>| 4744 | $81254 |
|  | Garware Hi-Tech <br> Films Ltd.<br>| 1498 | 56224 |
|  | Garware Technical <br> Fibres Ltd.<br>| 19935 | 201972 |
|  | Gateway Distriparks <br> Ltd.<br>| 141906 | 100206 |
|  | GE Vernova T&D <br> India Ltd.<br>| 19991 | 366264 |
| \* | Genesys International <br> Corp. Ltd.<br>| 5899 | 45657 |
|  | Geojit Financial <br> Services Ltd.<br>| 65181 | 57386 |
|  | GHCL Ltd. | 44127 | 302435 |
|  | GHCL Textiles Ltd. | 44127 | 41232 |
|  | GIC Housing Finance <br> Ltd.<br>| 19511 | 40441 |
|  | Gillette India Ltd. | 2641 | 250970 |
|  | GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 14084 | 488964 |
|  | GMM Pfaudler Ltd. | 9134 | 110678 |
| \* | GMR Airports Ltd. | 461391 | 474065 |
|  | GNA Axles Ltd. | 4188 | 15604 |
| \* | Go Fashion India Ltd. | 8009 | 75204 |
| Ω | Godrej Agrovet Ltd. | 13078 | 117910 |
| \* | Godrej Industries Ltd. | 20005 | 256105 |
| \* | Godrej Properties Ltd. | 16283 | 411728 |
| \* | Gokaldas Exports <br> Ltd.<br>| 7255 | 72864 |
| \* | Gokul Agro Resources <br> Ltd.<br>| 2615 | 7162 |
|  | Goldiam International <br> Ltd.<br>| 15377 | 65974 |
|  | Goodyear India Ltd. | 3147 | 33503 |
|  | Granules India Ltd. | 78534 | 420596 |
|  | Graphite India Ltd. | 24955 | 134405 |
|  | Grauer & Weil India <br> Ltd.<br>| 74446 | 74286 |
|  | Gravita India Ltd. | 10189 | 210898 |
|  | Great Eastern <br> Shipping Co. Ltd. <br>| 66135 | 681305 |
|  | Greaves Cotton Ltd. | 45523 | 105657 |
|  | Greenlam Industries <br> Ltd.<br>| 26310 | 64158 |
|  | Greenpanel Industries <br> Ltd.<br>| 28411 | 79187 |
|  | Greenply Industries <br> Ltd.<br>| 26592 | 91169 |
|  | Grindwell Norton Ltd. | 14073 | 279804 |
|  | Gufic Biosciences <br> Ltd.<br>| 2910 | 12553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Gujarat Alkalies & <br> Chemicals Ltd.<br>| 9783 | $70166 |
|  | Gujarat Ambuja <br> Exports Ltd.<br>| 43545 | 60662 |
|  | Gujarat <br> Fluorochemicals <br> Ltd.<br>| 3861 | 175323 |
|  | Gujarat Gas Ltd. | 31828 | 167822 |
|  | Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 35423 | 203916 |
|  | Gujarat Pipavav Port <br> Ltd.<br>| 113261 | 179307 |
|  | Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 120107 | 264065 |
|  | Gujarat State Petronet <br> Ltd.<br>| 198246 | 749593 |
|  | Gulf Oil Lubricants <br> India Ltd.<br>| 6831 | 96118 |
|  | Happiest Minds <br> Technologies Ltd.<br>| 21042 | 141897 |
|  | Hariom Pipe <br> Industries Ltd.<br>| 2177 | 9467 |
| Ω | Harsha Engineers <br> Ltd.<br>| 5187 | 23240 |
| \* | Hathway Cable & <br> Datacom Ltd.<br>| 233385 | 37143 |
|  | Hatsun Agro Product <br> Ltd.<br>| 22928 | 247039 |
|  | Havells India Ltd. | 34877 | 660425 |
|  | HBL Engineering Ltd. | 53925 | 306677 |
|  | HCL Technologies <br> Ltd.<br>| 217744 | 4010351 |
| Ω | HDFC Asset <br> Management Co. <br> Ltd.<br>| 22872 | 1184096 |
|  | HDFC Bank Ltd. | 716106 | 16224190 |
| Ω | HDFC Life Insurance <br> Co. Ltd.<br>| 45086 | 397084 |
|  | HEG Ltd. | 35055 | 192584 |
|  | Heritage Foods Ltd. | 27458 | 127162 |
|  | Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 39239 | 1781827 |
| \* | Heubach Colorants <br> India Ltd.<br>| 7185 | 49864 |
|  | HFCL Ltd. | 323839 | 302381 |
|  | HG Infra Engineering <br> Ltd.<br>| 11008 | 139996 |
|  | Hikal Ltd. | 9188 | 42095 |
|  | Himadri Speciality <br> Chemical Ltd.<br>| 79665 | 410701 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Himatsingka Seide <br> Ltd.<br>| 28946 | $47920 |
|  | Hinduja Global <br> Solutions Ltd.<br>| 3017 | 17467 |
| \* | Hindustan <br> Construction Co. <br> Ltd.<br>| 332179 | 101064 |
|  | Hindustan Copper <br> Ltd.<br>| 86870 | 218565 |
| \* | Hindustan Foods Ltd. | 8120 | 51288 |
|  | Hindustan Unilever <br> Ltd.<br>| 76638 | 2121700 |
|  | Hindware Home <br> Innovation Ltd.<br>| 10616 | 24779 |
|  | Hitachi Energy India <br> Ltd.<br>| 2171 | 369675 |
|  | HI-Tech Pipes Ltd. | 23574 | 25268 |
|  | Hle Glascoat Ltd. | 4365 | 14076 |
| Ω | Home First Finance <br> Co. India Ltd.<br>| 21626 | 318116 |
|  | Honda India Power <br> Products Ltd.<br>| 1898 | 45881 |
|  | HPL Electric & Power <br> Ltd.<br>| 2310 | 11038 |
|  | Huhtamaki India Ltd. | 11366 | 25696 |
|  | I G Petrochemicals <br> Ltd.<br>| 3997 | 19249 |
|  | ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 233479 | 7835572 |
|  | ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 512856 | 8604434 |
| Ω | ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 18268 | 405575 |
| Ω | ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 27286 | 197749 |
|  | ICRA Ltd. | 42 | 2763 |
| \* | IDFC First Bank Ltd. | 1397008 | 1075385 |
| \* | IFB Industries Ltd. | 2707 | 41407 |
| \* | IFCI Ltd. | 223108 | 111834 |
|  | Igarashi Motors India <br> Ltd.<br>| 1061 | 5670 |
|  | IIFL Capital Services <br> Ltd.<br>| 90784 | 237103 |
| \* | IIFL Finance Ltd. | 119531 | 506115 |
| \* | Imagicaaworld <br> Entertainment Ltd.<br>| 27765 | 20839 |
|  | India Nippon <br> Electricals Ltd.<br>| 1257 | 8854 |
|  | India Power Corp. <br> Ltd.<br>| 152487 | 22911 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | IndiaMart InterMesh <br> Ltd.<br>| 7524 | $204229 |
|  | Indian Bank | 55050 | 365982 |
| Ω | Indian Energy <br> Exchange Ltd.<br>| 167763 | 378819 |
|  | Indian Hotels Co. Ltd. | 78577 | 730475 |
|  | Indian Hume Pipe Co. <br> Ltd.<br>| 1302 | 5865 |
|  | Indian Oil Corp. Ltd. | 285313 | 463109 |
|  | Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 41983 | 372152 |
| Ω | Indian Railway <br> Finance Corp. Ltd.<br>| 219803 | 322230 |
|  | Indigo Paints Ltd. | 5394 | 62245 |
|  | Indo Count Industries <br> Ltd.<br>| 37669 | 134370 |
|  | Indoco Remedies Ltd. | 12559 | 34242 |
| \*Ω | IndoStar Capital <br> Finance Ltd.<br>| 8296 | 29352 |
|  | Indraprastha Gas Ltd. | 147479 | 334282 |
| \* | Indus Towers Ltd. | 419263 | 2012069 |
|  | IndusInd Bank Ltd. | 60906 | 601000 |
|  | Infibeam Avenues <br> Ltd.<br>| 510318 | 103154 |
|  | Info Edge India Ltd. | 12091 | 1010330 |
|  | Infosys Ltd. (INFO IN) | 657952 | 11564550 |
|  | Infosys Ltd. (INFY <br> US), Sponsored <br> ADR<br>| 87126 | 1533418 |
|  | Ingersoll Rand India <br> Ltd.<br>| 3630 | 160650 |
| \* | Inox Wind Energy <br> Ltd.<br>| 426 | 49178 |
| \* | Inox Wind Ltd. | 175904 | 349388 |
|  | Insecticides India Ltd. | 5335 | 43537 |
|  | Intellect Design Arena <br> Ltd.<br>| 26812 | 249131 |
| \*Ω | InterGlobe Aviation <br> Ltd.<br>| 26085 | 1620591 |
|  | IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 55655 | 42234 |
|  | ION Exchange India <br> Ltd.<br>| 24746 | 146375 |
|  | IRB Infrastructure <br> Developers Ltd.<br>| 401568 | 216034 |
| Ω | IRCON International <br> Ltd.<br>| 115435 | 207485 |
|  | ISGEC Heavy <br> Engineering Ltd.<br>| 13999 | 185812 |
|  | ITD Cementation India <br> Ltd.<br>| 81758 | 467955 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | J Kumar Infraprojects <br> Ltd.<br>| 26887 | $209910 |
|  | Jagran Prakashan <br> Ltd.<br>| 39685 | 34003 |
| \* | Jai Balaji Industries <br> Ltd.<br>| 16565 | 22963 |
|  | Jai Corp. Ltd. | 10895 | 11446 |
| \* | Jain Irrigation <br> Systems Ltd.<br>| 62752 | 39169 |
|  | Jammu & Kashmir <br> Bank Ltd. <br>| 214245 | 240066 |
|  | Jamna Auto Industries <br> Ltd.<br>| 98308 | 93091 |
|  | Jash Engineering Ltd. | 5472 | 36334 |
|  | JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 31244 | 596098 |
|  | JBM Auto Ltd. | 12945 | 98972 |
|  | Jindal Drilling & <br> Industries Ltd.<br>| 4578 | 35022 |
|  | Jindal Poly Films Ltd. | 3455 | 25838 |
|  | Jindal Saw Ltd. | 199240 | 583877 |
|  | Jindal Stainless Ltd. | 129429 | 888969 |
| \* | Jio Financial Services <br> Ltd.<br>| 265004 | 814257 |
| \* | JITF Infralogistics Ltd. | 4303 | 20693 |
|  | JK Paper Ltd. | 51275 | 190238 |
|  | JK Tyre & Industries <br> Ltd.<br>| 62906 | 230605 |
|  | JM Financial Ltd. | 203225 | 241501 |
|  | JTEKT India Ltd. | 28591 | 48017 |
|  | Jubilant Foodworks <br> Ltd.<br>| 126765 | 1069807 |
|  | Jubilant Ingrevia Ltd. | 20505 | 157069 |
|  | Jubilant Pharmova <br> Ltd.<br>| 38331 | 401029 |
|  | Jupiter Wagons Ltd. | 28593 | 118715 |
| \* | Just Dial Ltd. | 9641 | 105830 |
|  | Jyothy Labs Ltd. | 64369 | 283299 |
| \* | Jyoti Structures Ltd. | 308660 | 66466 |
|  | Kabra <br> Extrusiontechnik <br> Ltd.<br>| 2360 | 7505 |
|  | Kajaria Ceramics Ltd. | 31668 | 300080 |
|  | Kalpataru Projects <br> International Ltd.<br>| 54286 | 620735 |
|  | Kalyan Jewellers India <br> Ltd.<br>| 45522 | 276712 |
|  | Kamdhenu Ltd. | 16110 | 5141 |
|  | Kansai Nerolac Paints <br> Ltd.<br>| 56800 | 172252 |
|  | Karnataka Bank Ltd.  | 70415 | 163375 |
|  | Karur Vysya Bank Ltd. <br>| 221304 | 570359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Kaveri Seed Co. Ltd. | 10033 | $169659 |
| \* | Kaynes Technology <br> India Ltd.<br>| 1287 | 87420 |
|  | KDDL Ltd. | 2574 | 78809 |
|  | KEC International Ltd. | 50474 | 417623 |
|  | KEI Industries Ltd. | 20622 | 743397 |
| \* | Kellton Tech Solutions <br> Ltd.<br>| 7971 | 10057 |
|  | Kennametal India Ltd. | 2523 | 61667 |
| \* | Kewal Kiran Clothing <br> Ltd.<br>| 6875 | 36313 |
| \* | Kiri Industries Ltd. | 3092 | 21479 |
|  | Kirloskar Brothers <br> Ltd.<br>| 15580 | 315193 |
| \* | Kirloskar Electric Co. <br> Ltd.<br>| 9045 | 13540 |
|  | Kirloskar Ferrous <br> Industries Ltd.<br>| 32419 | 176385 |
|  | Kirloskar Industries <br> Ltd.<br>| 302 | 10675 |
|  | Kirloskar Oil Engines <br> Ltd.<br>| 38184 | 336606 |
|  | Kirloskar Pneumatic <br> Co. Ltd.<br>| 8928 | 118777 |
|  | Kitex Garments Ltd. | 17026 | 48641 |
|  | KNR Constructions <br> Ltd.<br>| 78899 | 203267 |
|  | Kolte-Patil Developers <br> Ltd.<br>| 11761 | 46978 |
|  | Kotak Mahindra Bank <br> Ltd.<br>| 56768 | 1479579 |
|  | KPIT Technologies <br> Ltd.<br>| 53400 | 787335 |
|  | KPR Mill Ltd. | 33229 | 393108 |
|  | KRBL Ltd. | 25358 | 93525 |
|  | Krsnaa Diagnostics <br> Ltd.<br>| 3412 | 29557 |
|  | KSB Ltd. | 17455 | 149980 |
|  | Ksolves India Ltd. | 3408 | 17346 |
|  | L&T Finance Ltd. | 207835 | 403877 |
| Ω | L&T Technology <br> Services Ltd.<br>| 6682 | 336744 |
|  | LA Opala RG Ltd. | 10121 | 27321 |
| Ω | Laurus Labs Ltd. | 21945 | 156425 |
|  | Laxmi Organic <br> Industries Ltd.<br>| 25081 | 51670 |
| \*Ω | Lemon Tree Hotels <br> Ltd.<br>| 108716 | 174739 |
|  | LG Balakrishnan & <br> Bros Ltd.<br>| 13711 | 192332 |
|  | LIC Housing Finance <br> Ltd.<br>| 140347 | 996648 |
|  | Lloyds Engineering <br> Works Ltd.<br>| 124247 | 80009 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Lloyds Metals & <br> Energy Ltd.<br>| 9309 | $133226 |
|  | LMW Ltd. | 1072 | 205469 |
|  | LT Foods Ltd. | 85633 | 350052 |
| Ω | LTIMindtree Ltd. | 17175 | 929048 |
|  | Lumax Auto <br> Technologies Ltd.<br>| 17711 | 108889 |
|  | Lumax Industries Ltd. | 1385 | 38572 |
|  | LUX Industries Ltd. | 2738 | 44382 |
|  | Madhya Bharat Agro <br> Products Ltd.<br>| 6920 | 21369 |
|  | Mahanagar Gas Ltd. | 19385 | 307190 |
|  | Maharashtra Scooters <br> Ltd.<br>| 909 | 122872 |
|  | Maharashtra <br> Seamless Ltd.<br>| 18304 | 141436 |
|  | Mahindra & Mahindra <br> Financial Services <br> Ltd.<br>| 142227 | 440228 |
|  | Mahindra & Mahindra <br> Ltd.<br>| 167531 | 5786047 |
| \* | Mahindra Holidays & <br> Resorts India Ltd.<br>| 26275 | 96049 |
|  | Mahindra Lifespace <br> Developers Ltd.<br>| 26287 | 106528 |
| Ω | Mahindra Logistics <br> Ltd.<br>| 11323 | 40601 |
| \* | Man Industries India <br> Ltd.<br>| 11126 | 35993 |
|  | Man Infraconstruction <br> Ltd.<br>| 54264 | 98008 |
|  | Manappuram Finance <br> Ltd.<br>| 314625 | 857351 |
|  | Manorama Industries <br> Ltd.<br>| 855 | 12853 |
|  | Marico Ltd. | 127704 | 1071463 |
| Ω | Marine Electricals <br> India Ltd.<br>| 27197 | 60470 |
|  | Maruti Suzuki India <br> Ltd.<br>| 14284 | 2063930 |
| Ω | MAS Financial <br> Services Ltd.<br>| 23631 | 74571 |
|  | Mastek Ltd. | 7940 | 197130 |
| Ω | Matrimony.com Ltd. | 1070 | 6345 |
| \* | Max Estates Ltd. | 12691 | 61374 |
| \* | Max Financial <br> Services Ltd.<br>| 16793 | 258095 |
|  | Mayur Uniquoters <br> Ltd.<br>| 9607 | 52326 |
|  | Mazagon Dock <br> Shipbuilders Ltd.<br>| 9562 | 345250 |
| Ω | Medi Assist <br> Healthcare Services <br> Ltd.<br>| 11864 | 63013 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Medplus Health <br> Services Ltd.<br>| 15950 | $148620 |
| \* | Meghmani Organics <br> Ltd.<br>| 31708 | 25493 |
| \*Ω | Metropolis Healthcare <br> Ltd.<br>| 10176 | 204934 |
|  | Minda Corp. Ltd. | 35037 | 201925 |
| Ω | Mishra Dhatu Nigam <br> Ltd.<br>| 14968 | 54273 |
|  | MM Forgings Ltd. | 11976 | 48212 |
|  | MOIL Ltd. | 33311 | 124321 |
|  | Mold-Tek Packaging <br> Ltd.<br>| 2105 | 12621 |
|  | Monte Carlo Fashions <br> Ltd.<br>| 7517 | 50792 |
|  | Motherson Sumi <br> Wiring India Ltd.<br>| 632024 | 416228 |
|  | Motilal Oswal <br> Financial Services <br> Ltd.<br>| 77360 | 596794 |
|  | Mphasis Ltd. | 30721 | 892432 |
|  | MPS Ltd. | 1542 | 41253 |
|  | MRF Ltd. | 607 | 963790 |
|  | Mrs Bectors Food <br> Specialities Ltd.<br>| 14189 | 248835 |
|  | Muthoot Finance Ltd. | 43123 | 1105849 |
| \* | Nalwa Sons <br> Investments Ltd.<br>| 488 | 39892 |
| \*Ω | Navkar Corp. Ltd. | 21553 | 25557 |
|  | Navneet Education <br> Ltd.<br>| 43763 | 73759 |
| \* | Nazara Technologies <br> Ltd.<br>| 7441 | 88444 |
|  | NBCC India Ltd. | 232518 | 260806 |
|  | NELCO Ltd. | 3866 | 37588 |
|  | Neogen Chemicals <br> Ltd.<br>| 2988 | 54231 |
|  | NESCO Ltd. | 11313 | 125898 |
| \* | Network18 Media & <br> Investments Ltd.<br>| 42666 | 22143 |
|  | Neuland Laboratories <br> Ltd.<br>| 4643 | 656896 |
|  | Newgen Software <br> Technologies Ltd.<br>| 21752 | 253856 |
|  | NHPC Ltd. | 506375 | 511193 |
|  | NIIT Learning <br> Systems Ltd.<br>| 36285 | 159930 |
|  | NIIT Ltd. | 36285 | 55373 |
|  | Nilkamal Ltd. | 2955 | 56054 |
| Ω | Nippon Life India <br> Asset Management <br> Ltd.<br>| 69564 | 520660 |
|  | Nitin Spinners Ltd. | 5171 | 21454 |
|  | NOCIL Ltd. | 41904 | 86983 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | NRB Bearings Ltd. | 23005 | $59101 |
|  | Nucleus Software <br> Exports Ltd.<br>| 3391 | 34790 |
|  | Nuvama Wealth <br> Management Ltd.<br>| 2740 | 198859 |
|  | Oberoi Realty Ltd. | 30016 | 581271 |
|  | One 97 <br> Communications <br> Ltd.<br>| 57591 | 583277 |
| \* | Onesource Specialty <br> Pharma Ltd.<br>| 14592 | 279148 |
| \* | Optiemus Infracom <br> Ltd.<br>| 3204 | 19640 |
|  | Oracle Financial <br> Services Software <br> Ltd.<br>| 8230 | 847413 |
| \* | Orchid Pharma Ltd. | 1156 | 10992 |
|  | Orient Electric Ltd. | 33170 | 91132 |
|  | Oriental Aromatics <br> Ltd.<br>| 439 | 1752 |
|  | Oriental Hotels Ltd. | 27350 | 45939 |
|  | Page Industries Ltd. | 1369 | 732487 |
|  | Paisalo Digital Ltd. | 271759 | 103470 |
| \* | Pakka Ltd. | 6623 | 13394 |
| \* | Panacea Biotec Ltd. | 2792 | 18137 |
|  | Panama Petrochem <br> Ltd.<br>| 12821 | 55518 |
| Ω | Parag Milk Foods Ltd., <br> Class F<br>| 20587 | 43827 |
| \* | Paramount <br> Communications <br> Ltd.<br>| 24044 | 13813 |
|  | Patanjali Foods Ltd. | 12597 | 283130 |
| \* | Patel Engineering <br> Ltd.<br>| 179788 | 91043 |
| \* | PB Fintech Ltd. | 21312 | 409850 |
| \* | PC Jeweller Ltd. | 712610 | 103138 |
|  | PDS Ltd. | 11156 | 49370 |
|  | Pearl Global <br> Industries Ltd.<br>| 4305 | 49149 |
| \* | Peninsula Land Ltd. | 50781 | 16995 |
|  | Persistent Systems <br> Ltd.<br>| 28730 | 1797072 |
|  | Petronet LNG Ltd. | 392819 | 1456294 |
|  | PG Electroplast Ltd. | 46885 | 470567 |
|  | Phoenix Mills Ltd.  | 22718 | 441177 |
|  | PI Industries Ltd. | 16074 | 689705 |
|  | Pidilite Industries Ltd. | 24355 | 874438 |
|  | Piramal Enterprises <br> Ltd.<br>| 50304 | 573387 |
|  | Pitti Engineering Ltd. | 3865 | 43388 |
|  | PIX Transmissions <br> Ltd.<br>| 848 | 14539 |
|  | PNB Gilts Ltd. | 7393 | 8565 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \*Ω | PNB Housing Finance <br> Ltd.<br>| 51404 | $616386 |
|  | PNC Infratech Ltd. | 65386 | 205125 |
|  | Pokarna Ltd. | 2699 | 28825 |
|  | Polycab India Ltd. | 10419 | 677058 |
|  | Polyplex Corp. Ltd. | 3776 | 54482 |
| \* | Poonawalla Fincorp <br> Ltd.<br>| 55541 | 247034 |
|  | Power Finance Corp. <br> Ltd.<br>| 482126 | 2324493 |
|  | Power Grid Corp. of <br> India Ltd.<br>| 444174 | 1601406 |
|  | Power Mech Projects <br> Ltd.<br>| 7156 | 223489 |
|  | Praj Industries Ltd. | 50301 | 275046 |
|  | Prakash Pipes Ltd. | 3326 | 16197 |
| Ω | Prataap Snacks Ltd. | 3362 | 48175 |
|  | Precision Camshafts <br> Ltd.<br>| 3589 | 6546 |
|  | Precision Wires India <br> Ltd.<br>| 17154 | 27043 |
|  | Prestige Estates <br> Projects Ltd.<br>| 38263 | 618520 |
| \* | Pricol Ltd. | 27417 | 142165 |
|  | Prince Pipes & <br> Fittings Ltd.<br>| 16968 | 50653 |
|  | Privi Speciality <br> Chemicals Ltd.<br>| 2721 | 63889 |
|  | Procter & Gamble <br> Health Ltd.<br>| 3293 | 197105 |
|  | Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 2103 | 355037 |
| \* | PSP Projects Ltd. | 5467 | 41033 |
| \* | PTC India Financial <br> Services Ltd.<br>| 130035 | 49071 |
|  | PTC India Ltd. | 117477 | 245398 |
|  | Punjab National Bank | 338432 | 400041 |
| \* | Puravankara Ltd. | 22913 | 62588 |
| \* | PVR Inox Ltd. | 16315 | 180881 |
| Ω | Quess Corp. Ltd. | 28544 | 110928 |
|  | R Systems <br> International Ltd.<br>| 12310 | 45625 |
|  | Rail Vikas Nigam Ltd. | 65392 | 269878 |
|  | Rain Industries Ltd. | 85963 | 143036 |
| \* | Rajesh Exports Ltd. | 11590 | 24781 |
|  | Rallis India Ltd. | 36557 | 102454 |
|  | Ram Ratna Wires <br> Ltd.<br>| 1663 | 10080 |
| \* | Rama Steel Tubes <br> Ltd.<br>| 86570 | 10054 |
|  | Ramco Industries Ltd. | 17856 | 48520 |
| \* | Ramco Systems Ltd. | 8780 | 38812 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Ramkrishna Forgings <br> Ltd.<br>| 50143 | $352703 |
| \* | Ramky Infrastructure <br> Ltd.<br>| 7335 | 40480 |
|  | Rane Holdings Ltd. | 761 | 11538 |
|  | Rashtriya Chemicals <br> & Fertilizers Ltd.<br>| 86442 | 139270 |
| \* | Rategain Travel <br> Technologies Ltd.<br>| 5665 | 28959 |
|  | Ratnamani Metals & <br> Tubes Ltd.<br>| 9623 | 308104 |
| Ω | RBL Bank Ltd. | 140211 | 330248 |
|  | REC Ltd. | 455670 | 2261805 |
|  | Redington Ltd. | 374937 | 1086490 |
|  | Redtape Ltd. | 80105 | 124907 |
| \* | Refex Industries Ltd. | 12904 | 61994 |
|  | Reliance Industrial <br> Infrastructure Ltd.<br>| 2954 | 29665 |
| Ω | Reliance Industries <br> Ltd. (RIGD LI), <br> GDR<br>| 197 | 12838 |
|  | Reliance Industries <br> Ltd. (RIL IN)<br>| 252254 | 4158696 |
| Ω | Reliance Industries <br> Ltd. (RLNIY US), <br> GDR<br>| 86638 | 5657461 |
| \* | Religare Enterprises <br> Ltd.<br>| 27579 | 68747 |
|  | Repco Home Finance <br> Ltd.<br>| 17731 | 83886 |
|  | Responsive Industries <br> Ltd.<br>| 8863 | 18699 |
|  | Rico Auto Industries <br> Ltd.<br>| 28598 | 21538 |
|  | RITES Ltd. | 39156 | 104268 |
|  | Rossari Biotech Ltd. | 5064 | 39245 |
|  | Route Mobile Ltd. | 6998 | 78815 |
| \* | RPSG Ventures Ltd. | 3954 | 37989 |
|  | Rupa & Co. Ltd. | 4478 | 10377 |
|  | Safari Industries India <br> Ltd.<br>| 9000 | 212913 |
|  | Saksoft Ltd. | 14025 | 25390 |
| \*Ω | Salasar Techno <br> Engineering Ltd.<br>| 258891 | 26405 |
|  | Sammaan Capital <br> Ltd.<br>| 184208 | 263623 |
|  | Samvardhana <br> Motherson <br> International Ltd.<br>| 728552 | 1146820 |
|  | Sandhar Technologies <br> Ltd.<br>| 9738 | 42519 |
|  | Sandur Manganese & <br> Iron Ores Ltd.<br>| 3261 | 17606 |
|  | Sangam India Ltd. | 4409 | 20337 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Sanghvi Movers Ltd. | 8185 | $25626 |
|  | Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2034 | 118622 |
| Ω | Sansera Engineering <br> Ltd.<br>| 17379 | 221013 |
| \* | Sapphire Foods India <br> Ltd.<br>| 72390 | 271265 |
|  | Saregama India Ltd. | 17903 | 110760 |
|  | Sasken Technologies <br> Ltd.<br>| 2274 | 40844 |
| \* | Satin Creditcare <br> Network Ltd.<br>| 25445 | 49492 |
|  | Savita Oil <br> Technologies Ltd.<br>| 9986 | 43788 |
| \* | SBFC Finance Ltd. | 63398 | 76029 |
|  | SBI Cards & Payment <br> Services Ltd.<br>| 46759 | 481296 |
| Ω | SBI Life Insurance Co. <br> Ltd.<br>| 56314 | 1174754 |
|  | Schaeffler India Ltd. | 8670 | 354939 |
| \* | Schneider Electric <br> Infrastructure Ltd.<br>| 23412 | 160127 |
| \* | SEAMEC Ltd. | 2917 | 33660 |
|  | Senco Gold Ltd. | 16665 | 68033 |
| \* | SEPC Ltd. | 287033 | 47700 |
| \* | Sequent Scientific <br> Ltd.<br>| 34602 | 58737 |
|  | Seshasayee Paper & <br> Boards Ltd.<br>| 18452 | 59031 |
| Ω | SH Kelkar & Co. Ltd. | 19183 | 45098 |
|  | Shaily Engineering <br> Plastics Ltd.<br>| 3787 | 68112 |
|  | Shakti Pumps India <br> Ltd.<br>| 24768 | 246675 |
|  | Shankara Building <br> Products Ltd.<br>| 3629 | 25993 |
|  | Shanthi Gears Ltd. | 5846 | 32972 |
|  | Sharda Cropchem <br> Ltd.<br>| 9213 | 59583 |
|  | Sharda Motor <br> Industries Ltd.<br>| 5638 | 113898 |
|  | Share India Securities <br> Ltd.<br>| 25564 | 44745 |
| \* | Sheela Foam Ltd. | 11443 | 86793 |
| \* | Shilpa Medicare Ltd. | 16072 | 122545 |
|  | Shipping Corp. of <br> India Land & Assets <br> Ltd.<br>| 79327 | 44700 |
|  | Shipping Corp. of <br> India Ltd.<br>| 79327 | 166228 |
|  | Shivalik Bimetal <br> Controls Ltd.<br>| 5855 | 30213 |
| \* | Shoppers Stop Ltd. | 12663 | 76483 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Shree Renuka Sugars <br> Ltd.<br>| 147625 | $50230 |
|  | Shriram Finance Ltd. | 352655 | 2544308 |
|  | Shriram Pistons & <br> Rings Ltd.<br>| 5625 | 119952 |
| \* | Shriram Properties <br> Ltd.<br>| 21479 | 19328 |
|  | Siemens Energy India <br> Ltd.<br>| 4010 | 117625 |
|  | Siemens Ltd. | 4010 | 136506 |
| \* | SIS Ltd. | 16381 | 65449 |
|  | Siyaram Silk Mills <br> Ltd.<br>| 11087 | 86689 |
|  | SJS Enterprises Ltd. | 8889 | 97692 |
|  | SJVN Ltd. | 126770 | 140624 |
|  | SKF India Ltd. | 9711 | 445833 |
|  | Skipper Ltd. | 5145 | 27696 |
|  | SML ISUZU Ltd. | 418 | 7593 |
|  | Snowman Logistics <br> Ltd.<br>| 49401 | 30278 |
|  | Sobha Ltd. | 19233 | 301632 |
| \* | Solara Active Pharma <br> Sciences Ltd.<br>| 4387 | 25647 |
|  | Somany Ceramics <br> Ltd.<br>| 8051 | 40145 |
| Ω | Sona Blw Precision <br> Forgings Ltd.<br>| 1820 | 10340 |
|  | Sonata Software Ltd. | 64795 | 320077 |
|  | South Indian Bank <br> Ltd.<br>| 591857 | 179906 |
| \* | SP Apparels Ltd. | 2998 | 25870 |
| \* | Spandana Sphoorty <br> Financial Ltd.<br>| 12263 | 39822 |
|  | SRF Ltd. | 20744 | 737082 |
| \* | Star Cement Ltd. | 23860 | 61949 |
|  | State Bank of India <br> (SBID LI), GDR<br>| 758 | 70776 |
|  | State Bank of India <br> (SBIN IN)<br>| 345608 | 3223542 |
|  | State Bank of India <br> (SBKFF US), GDR<br>| 5453 | 508220 |
| \* | Sterlite Technologies <br> Ltd.<br>| 37796 | 27573 |
|  | STL Networks Ltd. | 37796 | 11569 |
|  | Stove Kraft Ltd. | 4441 | 31770 |
|  | Strides Pharma <br> Science Ltd.<br>| 29185 | 222065 |
| \* | Stylam Industries Ltd. | 3236 | 60213 |
|  | Styrenix Performance <br> Materials Ltd.<br>| 4025 | 130361 |
| \* | Subex Ltd. | 185975 | 26503 |
|  | Subros Ltd. | 11222 | 79741 |
|  | Sudarshan Chemical <br> Industries Ltd.<br>| 18585 | 223713 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Sumitomo Chemical <br> India Ltd.<br>| 32053 | $192191 |
|  | Sun TV Network Ltd. | 53547 | 392411 |
|  | Sundaram Finance <br> Ltd.<br>| 17197 | 1065472 |
|  | Sundaram-Clayton <br> Ltd.<br>| 511 | 11975 |
|  | Sundram Fasteners <br> Ltd.<br>| 42894 | 464683 |
|  | Sundrop Brands Ltd. | 3238 | 29526 |
|  | Sunteck Realty Ltd. | 29355 | 139265 |
|  | Suprajit Engineering <br> Ltd.<br>| 34194 | 155346 |
|  | Supreme Industries <br> Ltd.<br>| 13370 | 559389 |
|  | Supreme Petrochem <br> Ltd.<br>| 34151 | 263778 |
|  | Supriya Lifescience <br> Ltd.<br>| 5584 | 42683 |
| \* | Suratwwala Business <br> Group Ltd.<br>| 7685 | 3989 |
|  | Surya Roshni Ltd. | 7170 | 21715 |
| \* | Suzlon Energy Ltd. | 1385148 | 917065 |
|  | Swaraj Engines Ltd. | 2802 | 135209 |
|  | Swelect Energy <br> Systems Ltd.<br>| 517 | 3647 |
|  | Symphony Ltd. | 3005 | 40911 |
|  | TAJGVK Hotels & <br> Resorts Ltd.<br>| 4833 | 23299 |
|  | Talbros Automotive <br> Components Ltd.<br>| 6205 | 18338 |
|  | Tamil Nadu Newsprint <br> & Papers Ltd.<br>| 20871 | 32581 |
|  | Tamilnad Mercantile <br> Bank Ltd.<br>| 14761 | 76548 |
|  | Tanla Platforms Ltd. | 26856 | 151508 |
| \* | TARC Ltd. | 46758 | 85487 |
|  | Tata Chemicals Ltd. | 75271 | 743185 |
|  | Tata Communications <br> Ltd.<br>| 27247 | 510572 |
|  | Tata Consultancy <br> Services Ltd.<br>| 118339 | 4799965 |
|  | Tata Consumer <br> Products Ltd.<br>| 43505 | 597321 |
|  | Tata Elxsi Ltd. | 8368 | 567728 |
|  | Tata Motors Ltd. | 486145 | 3700449 |
|  | TCI Express Ltd. | 3568 | 28728 |
|  | TCPL Packaging Ltd. | 500 | 21432 |
|  | TD Power Systems <br> Ltd.<br>| 56541 | 286411 |
| \* | TeamLease Services <br> Ltd.<br>| 2660 | 59169 |
|  | Tech Mahindra Ltd. | 87601 | 1552944 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 12560 | $157601 |
| \* | Technocraft Industries <br> India Ltd.<br>| 1006 | 28146 |
|  | Tega Industries Ltd. | 5396 | 85862 |
|  | Texmaco Rail & <br> Engineering Ltd.<br>| 102092 | 162968 |
|  | Thanga Mayil <br> Jewellery Ltd.<br>| 1437 | 35695 |
|  | Thejo Engineering <br> Ltd.<br>| 954 | 20131 |
|  | Thermax Ltd. | 3161 | 122672 |
|  | Thirumalai Chemicals <br> Ltd.<br>| 35877 | 104931 |
|  | Thomas Cook India <br> Ltd.<br>| 64054 | 101750 |
| Ω | Thyrocare <br> Technologies Ltd.<br>| 8171 | 84652 |
|  | Time Technoplast Ltd. | 87932 | 349095 |
|  | Timken India Ltd. | 12392 | 359485 |
|  | Tips Music Ltd. | 11929 | 88971 |
|  | Titagarh Rail System <br> Ltd.<br>| 26768 | 235987 |
|  | Titan Co. Ltd. | 51149 | 2029355 |
|  | Torrent Power Ltd. | 34185 | 619314 |
|  | Tourism Finance Corp. <br> of India Ltd.<br>| 39599 | 92868 |
|  | Transformers & <br> Rectifiers India Ltd.<br>| 9822 | 57326 |
|  | TransIndia Real <br> Estate Ltd.<br>| 41140 | 16375 |
|  | Transport Corp. of <br> India Ltd.<br>| 15066 | 185121 |
|  | Trent Ltd. | 30142 | 1829048 |
|  | Trident Ltd. | 357775 | 113163 |
|  | Triveni Engineering & <br> Industries Ltd.<br>| 40566 | 196196 |
|  | Triveni Turbine Ltd. | 38438 | 233884 |
|  | TTK Prestige Ltd. | 13592 | 97604 |
|  | Tube Investments of <br> India Ltd.<br>| 21994 | 750636 |
|  | TVS Holdings Ltd. | 2529 | 272053 |
|  | TVS Motor Co. Ltd. | 49260 | 1546849 |
|  | TVS Srichakra Ltd. | 2015 | 67994 |
|  | Uflex Ltd. | 16579 | 108520 |
| \* | Ugro Capital Ltd. | 18105 | 37353 |
| Ω | Ujjivan Small Finance <br> Bank Ltd.<br>| 305527 | 153617 |
| \* | Unichem Laboratories <br> Ltd.<br>| 9330 | 66398 |
|  | Union Bank of India <br> Ltd.<br>| 398765 | 591665 |
|  | Universal Cables Ltd. | 1264 | 6595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | UNO Minda Ltd. | 51883 | $544054 |
| \* | UPL Ltd. | 151878 | 1155845 |
| \* | Urja Global Ltd. | 42326 | 6644 |
|  | Usha Martin Ltd. | 56679 | 194615 |
|  | UTI Asset <br> Management Co. <br> Ltd.<br>| 22187 | 266180 |
| \* | V2 Retail Ltd. | 8796 | 176237 |
| \* | VA Tech Wabag Ltd. | 21305 | 325430 |
|  | Vadilal Industries Ltd. | 247 | 18495 |
|  | Vaibhav Global Ltd. | 19165 | 49322 |
| \* | Valor Estate Ltd. | 64484 | 133034 |
|  | Vardhman Textiles <br> Ltd.<br>| 65806 | 351399 |
| \*Ω | Varroc Engineering <br> Ltd.<br>| 19549 | 99859 |
|  | Varun Beverages Ltd. | 213816 | 1313377 |
| \* | Vascon Engineers <br> Ltd.<br>| 8915 | 4171 |
|  | Vedant Fashions Ltd. | 7605 | 69694 |
|  | Veedol Corporation <br> Ltd.<br>| 2844 | 49393 |
|  | Venky's India Ltd. | 2715 | 54126 |
| Ω | Venus Pipes & Tubes <br> Ltd.<br>| 1949 | 27907 |
| \* | Veranda Learning <br> Solutions Ltd.<br>| 4033 | 9873 |
|  | Vesuvius India Ltd. | 2987 | 164209 |
|  | V-Guard Industries <br> Ltd.<br>| 68621 | 292565 |
|  | Vidhi Specialty Food <br> Ingredients Ltd.<br>| 3169 | 16311 |
|  | Vimta Labs Ltd. | 1593 | 18956 |
|  | Vinati Organics Ltd. | 7186 | 137527 |
|  | Vindhya Telelinks Ltd. | 2483 | 39113 |
| \* | VIP Industries Ltd. | 7555 | 27270 |
| \* | VL E-Governance & <br> IT Solutions Ltd.<br>| 21625 | 12292 |
| \* | V-Mart Retail Ltd. | 1320 | 50965 |
| \* | Vodafone Idea Ltd. | 3782439 | 318582 |
|  | Voltamp Transformers <br> Ltd.<br>| 2307 | 199338 |
|  | Voltas Ltd. | 32423 | 473796 |
|  | VRL Logistics Ltd. | 14872 | 80019 |
|  | VST Tillers Tractors <br> Ltd.<br>| 2106 | 88056 |
| \* | Walchandnagar <br> Industries Ltd.<br>| 5294 | 11352 |
| \* | Websol Energy <br> System Ltd.<br>| 9186 | 142383 |
|  | Welspun Corp. Ltd. | 60698 | 549388 |
|  | Welspun Enterprises <br> Ltd.<br>| 28742 | 161014 |
|  | Welspun Living Ltd. | 146012 | 217939 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | West Coast Paper <br> Mills Ltd.<br>| 12665 | $66866 |
| \* | Westlife Foodworld <br> Ltd.<br>| 25414 | 198636 |
|  | Whirlpool of India Ltd. | 22843 | 337935 |
|  | Windlas Biotech Ltd. | 2051 | 23372 |
|  | Wipro Ltd. | 366393 | 1043419 |
|  | Wonderla Holidays <br> Ltd.<br>| 6771 | 54006 |
|  | Yasho Industries Ltd. | 693 | 13760 |
| \* | Yes Bank Ltd. | 2017887 | 423296 |
|  | Zee Entertainment <br> Enterprises Ltd.<br>| 350220 | 438278 |
|  | Zensar Technologies <br> Ltd.<br>| 68025 | 580904 |
| TOTAL INDIA | TOTAL INDIA |  | 300048468 |
| INDONESIA — (1.2%) | INDONESIA — (1.2%) | INDONESIA — (1.2%) | INDONESIA — (1.2%) |
| \* | Adhi Karya Persero <br> Tbk. PT<br>| 1028425 | 18091 |
|  | Adi Sarana Armada <br> Tbk. PT<br>| 778400 | 32191 |
| \* | Agung Semesta <br> Sejahtera Tbk. PT<br>| 1060900 | 574 |
| \* | Alam Sutera Realty <br> Tbk. PT<br>| 6226300 | 48042 |
|  | Arwana Citramulia <br> Tbk. PT<br>| 1905200 | 67384 |
|  | Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 3662100 | 117904 |
|  | Astra Agro Lestari <br> Tbk. PT<br>| 250667 | 89808 |
|  | Astra Otoparts Tbk. <br> PT<br>| 444800 | 58420 |
|  | Avia Avian Tbk. PT | 3083100 | 77391 |
|  | Bank Amar Indonesia <br> Tbk. PT<br>| 1597862 | 16180 |
|  | Bank BTPN Syariah <br> Tbk. PT<br>| 1126400 | 80419 |
| \* | Bank Bukopin Tbk. <br> PT<br>| 13112043 | 48117 |
|  | Bank Central Asia <br> Tbk. PT<br>| 5161400 | 2744266 |
| \* | Bank China <br> Construction Bank <br> Indonesia Tbk. PT<br>| 4112500 | 16866 |
| \* | Bank Jago Tbk. PT | 73200 | 8158 |
|  | Bank Mandiri Persero <br> Tbk. PT<br>| 6940988 | 2049725 |
| \* | Bank Mayapada <br> International Tbk. <br> PT<br>| 6494246 | 76983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Bank Maybank <br> Indonesia Tbk. PT<br>| 6214700 | $77033 |
| \* | Bank Nationalnobu <br> Tbk. PT<br>| 515300 | 19727 |
|  | Bank Negara <br> Indonesia Persero <br> Tbk. PT<br>| 2210000 | 556918 |
| \* | Bank Neo Commerce <br> Tbk. PT<br>| 2864700 | 44895 |
|  | Bank OCBC Nisp Tbk. <br> PT<br>| 1188200 | 93393 |
| \* | Bank Pan Indonesia <br> Tbk. PT<br>| 954200 | 92464 |
|  | Bank Pembangunan <br> Daerah Jawa Barat <br> Dan Banten Tbk. <br> PT<br>| 1375943 | 71731 |
| \* | Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 1735000 | 54333 |
|  | Bank Rakyat <br> Indonesia Persero <br> Tbk. PT<br>| 7548786 | 1748372 |
|  | Bank Syariah <br> Indonesia Tbk. PT<br>| 2147461 | 369347 |
|  | Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 2178081 | 138456 |
|  | Barito Pacific Tbk. PT | 2220303 | 99602 |
|  | BFI Finance Indonesia <br> Tbk. PT<br>| 3877100 | 204867 |
| \* | Bintang Oto Global <br> Tbk. PT<br>| 9700 | 327 |
|  | BISI International Tbk. <br> PT<br>| 932700 | 56778 |
|  | Blue Bird Tbk. PT | 295600 | 30846 |
| \* | Buana Lintas Lautan <br> Tbk. PT<br>| 8333400 | 58742 |
| \* | Bukalapak.com Tbk. <br> PT<br>| 20529600 | 179605 |
| \* | Bumi Resources <br> Minerals Tbk. PT<br>| 6912100 | 159367 |
| \* | Bumi Serpong Damai <br> Tbk. PT<br>| 2174000 | 113277 |
|  | Chandra Asri Pacific <br> Tbk. PT<br>| 151600 | 72018 |
|  | Charoen Pokphand <br> Indonesia Tbk. PT<br>| 940915 | 268305 |
|  | Ciputra Development <br> Tbk. PT<br>| 4535500 | 251420 |
|  | Cisarua Mountain <br> Dairy Tbk. PT<br>| 374200 | 103219 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | Citra Marga <br> Nusaphala Persada <br> Tbk. PT<br>| 1135202 | $95595 |
|  | Dayamitra <br> Telekomunikasi PT<br>| 3586900 | 133879 |
|  | Dharma Satya <br> Nusantara Tbk. PT<br>| 1937400 | 89320 |
|  | Elnusa Tbk. PT | 1746000 | 48606 |
|  | Erajaya Swasembada <br> Tbk. PT<br>| 5078600 | 142344 |
|  | ESSA Industries <br> Indonesia Tbk. PT<br>| 2126300 | 77499 |
|  | Gajah Tunggal Tbk. <br> PT<br>| 418200 | 27727 |
|  | Garudafood Putra <br> Putri Jaya Tbk. PT<br>| 3882200 | 90285 |
|  | Hexindo Adiperkasa <br> Tbk. PT<br>| 105600 | 29941 |
|  | Hillcon Tbk. PT | 785000 | 15040 |
|  | Impack Pratama <br> Industri Tbk. PT<br>| 2994200 | 60584 |
|  | Indah Kiat Pulp & <br> Paper Tbk. PT<br>| 1051700 | 326540 |
|  | Indofood CBP Sukses <br> Makmur Tbk. PT<br>| 286200 | 195591 |
|  | Indofood Sukses <br> Makmur Tbk. PT<br>| 1190100 | 574071 |
|  | Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 472400 | 24650 |
|  | Indosat Tbk. PT | 1320000 | 138947 |
|  | Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2799372 | 100356 |
| \*†† | Inti Agri Resources <br> Tbk. PT<br>| 3873200 | 0 |
| \* | Intiland Development <br> Tbk. PT<br>| 1708900 | 15846 |
|  | Japfa Comfeed <br> Indonesia Tbk. PT<br>| 2423400 | 265881 |
|  | Jasa Marga Persero <br> Tbk. PT<br>| 565926 | 146005 |
|  | Jaya Real Property <br> Tbk. PT<br>| 562800 | 24084 |
| \* | Kawasan Industri <br> Jababeka Tbk. PT<br>| 8814068 | 91897 |
|  | KMI Wire & Cable <br> Tbk. PT<br>| 1054000 | 24943 |
|  | Map Aktif Adiperkasa <br> PT<br>| 3588000 | 140388 |
|  | Matahari Department <br> Store Tbk. PT<br>| 303900 | 32175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Mayora Indah Tbk. <br> PT<br>| 1404425 | $192845 |
|  | MD Entertainment <br> Tbk. PT<br>| 137000 | 20852 |
| \* | Media Nusantara Citra <br> Tbk. PT<br>| 2884200 | 45589 |
| \* | Merdeka Battery <br> Materials Tbk. PT<br>| 1826700 | 34197 |
| \* | Merdeka Copper Gold <br> Tbk. PT<br>| 1062521 | 106950 |
|  | Metrodata Electronics <br> Tbk. PT<br>| 2389000 | 80516 |
|  | Metropolitan Kentjana <br> Tbk. PT<br>| 9800 | 14684 |
|  | Mitra Adiperkasa Tbk. <br> PT<br>| 4680600 | 385366 |
|  | Mitra Pinasthika <br> Mustika Tbk. PT<br>| 665400 | 41356 |
| \* | MNC Digital <br> Entertainment Tbk. <br> PT<br>| 764900 | 21761 |
| \* | MNC Land Tbk. PT | 19376200 | 144799 |
|  | Mulia Industrindo Tbk. <br> PT<br>| 1559300 | 27068 |
|  | Nippon Indosari <br> Corpindo Tbk. PT<br>| 471744 | 24593 |
| Ω | Nusantara Sejahtera <br> Raya Tbk. PT<br>| 1375300 | 11777 |
|  | Pabrik Kertas Tjiwi <br> Kimia Tbk. PT<br>| 631300 | 195006 |
|  | Pakuwon Jati Tbk. PT | 7517900 | 172804 |
| \* | Panin Financial Tbk. <br> PT<br>| 5975200 | 139040 |
| \* | Paninvest Tbk. PT | 314700 | 20127 |
|  | Pantai Indah Kapuk <br> Dua Tbk. PT<br>| 65500 | 44976 |
|  | Perusahaan <br> Perkebunan London <br> Sumatra Indonesia <br> Tbk. PT<br>| 1671500 | 117802 |
| \*†† | Pool Advista <br> Indonesia Tbk. PT<br>| 350400 | 198 |
| \* | PP Persero Tbk. PT | 995000 | 24413 |
|  | Prodia Widyahusada <br> Tbk. PT<br>| 61100 | 10230 |
| \* | Puradelta Lestari Tbk. <br> PT<br>| 3337300 | 34954 |
| \*†† | Rimo International <br> Lestari Tbk. PT<br>| 18540300 | 0 |
|  | Rukun Raharja Tbk. <br> PT<br>| 486500 | 63658 |
|  | Salim Ivomas Pratama <br> Tbk. PT<br>| 1908700 | 47361 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Sampoerna Agro Tbk. <br> PT<br>| 487800 | $68462 |
|  | Samudera Indonesia <br> Tbk. PT<br>| 4974500 | 76161 |
|  | Sarana Menara <br> Nusantara Tbk. PT<br>| 10744100 | 368752 |
|  | Sariguna Primatirta <br> Tbk. PT<br>| 1029900 | 88793 |
|  | Sawit Sumbermas <br> Sarana Tbk. PT<br>| 1510300 | 142057 |
|  | Selamat Sempurna <br> Tbk. PT<br>| 1169600 | 125582 |
| \* | Sinar Mas Multiartha <br> Tbk. PT<br>| 16500 | 15598 |
| \*†† | Sri Rejeki Isman Tbk. <br> PT<br>| 6771700 | 11167 |
|  | Steel Pipe Industry of <br> Indonesia PT<br>| 1516900 | 25395 |
|  | Sumber Alfaria Trijaya <br> Tbk. PT<br>| 3303900 | 427705 |
|  | Summarecon Agung <br> Tbk. PT<br>| 4993220 | 129785 |
|  | Surya Semesta <br> Internusa Tbk. PT<br>| 2192100 | 111519 |
| \*†† | Suryainti Permata <br> Tbk. PT<br>| 1280000 | 0 |
| # | Telkom Indonesia <br> Persero Tbk. PT <br> (TLK US), ADR<br>| 42948 | 671277 |
|  | Telkom Indonesia <br> Persero Tbk. PT <br> (TLKM IJ)<br>| 1536500 | 242181 |
|  | Temas Tbk. PT | 3434000 | 28733 |
|  | Tempo Scan Pacific <br> Tbk. PT<br>| 330100 | 52511 |
|  | Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 671400 | 80283 |
| \*†† | Trada Alam Minera <br> Tbk. PT<br>| 12608800 | 0 |
|  | Transcoal Pacific Tbk. <br> PT<br>| 318300 | 106810 |
|  | Trimegah Bangun <br> Persada Tbk. PT<br>| 1089600 | 45905 |
|  | Triputra Agro Persada <br> PT<br>| 2299200 | 135123 |
|  | Tunas Baru Lampung <br> Tbk. PT<br>| 1575685 | 65510 |
|  | Ultrajaya Milk Industry <br> & Trading Co. Tbk. <br> PT<br>| 1196000 | 99844 |
|  | Unilever Indonesia <br> Tbk. PT<br>| 1734600 | 178934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | Vale Indonesia Tbk. <br> PT<br>| 605854 | $90832 |
| \* | Waskita Beton <br> Precast Tbk. PT<br>| 2028700 | 1862 |
| \*†† | Waskita Karya <br> Persero Tbk. PT<br>| 3281726 | 7489 |
| \* | Wijaya Karya Persero <br> Tbk. PT<br>| 2898349 | 35618 |
|  | XLSMART Telecom <br> Sejahtera Tbk. PT<br>| 3041649 | 393793 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | 19178358 |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |
|  | A'ayan Leasing & <br> Investment Co. <br> KSCP<br>| 336575 | 178058 |
|  | A'ayan Real Estate <br> Co. SAK<br>| 51762 | 15079 |
|  | Agility Public <br> Warehousing Co. <br> KSC<br>| 299697 | 257387 |
|  | Al Ahli Bank of Kuwait <br> KSCP<br>| 161939 | 160448 |
|  | Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 48763 | 166819 |
| \* | Alimtiaz Investment <br> Group KSC<br>| 438888 | 42978 |
|  | Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 238557 | 229096 |
| \* | Asiya Capital <br> Investments Co. <br> KSCP<br>| 335749 | 38986 |
|  | Boubyan Bank KSCP | 55818 | 123697 |
|  | Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 150745 | 341778 |
|  | Boursa Kuwait <br> Securities Co. <br> KPSC<br>| 31948 | 282811 |
|  | Burgan Bank SAK | 204057 | 150107 |
|  | Combined Group <br> Contracting Co. <br> SAK<br>| 41185 | 87090 |
|  | Commercial Facilities <br> Co. SAKP<br>| 68938 | 61811 |
|  | Commercial Real <br> Estate Co. KSC<br>| 383605 | 209177 |
|  | Gulf Bank KSCP | 389916 | 427948 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 42508 | $313113 |
|  | Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 52705 | 159794 |
|  | Humansoft Holding <br> Co. KSC<br>| 33856 | 262205 |
| \* | IFA Hotels & <br> Resorts-KPSC<br>| 3581 | 16882 |
|  | Integrated Holding Co. <br> KCSC<br>| 85708 | 159622 |
|  | Jazeera Airways Co. <br> KSCP<br>| 32853 | 119526 |
|  | KAMCO Investment <br> Co. KSC<br>| 28922 | 11251 |
|  | Kuwait Financial <br> Centre SAK<br>| 137469 | 62957 |
|  | Kuwait International <br> Bank KSCP<br>| 442146 | 326827 |
|  | Kuwait Investment Co. <br> SAK<br>| 95038 | 53439 |
|  | Kuwait Real Estate <br> Co. KSC<br>| 256128 | 314341 |
|  | Kuwait <br> Telecommunications <br> Co.<br>| 126666 | 224026 |
|  | Mabanee Co. KPSC | 120807 | 312318 |
|  | Mezzan Holding Co. <br> KSCC<br>| 54368 | 169363 |
|  | Mobile <br> Telecommunications <br> Co. KSCP<br>| 767433 | 1185442 |
|  | National Bank of <br> Kuwait SAKP<br>| 864466 | 2688413 |
| \* | National Consumer <br> Holding Co. SAK<br>| 70870 | 27030 |
|  | National Industries <br> Group Holding SAK<br>| 513176 | 417369 |
|  | National Investments <br> Co. KSCP<br>| 220422 | 178003 |
| \* | Privatization Holding <br> Co. KSCP<br>| 96075 | 16553 |
| \* | Rasiyat Holding Co. | 8861 | 10129 |
|  | Salhia Real Estate <br> Co. KSCP<br>| 116882 | 171632 |
|  | Securities House <br> KSC<br>| 156467 | 35051 |
|  | Specialities Group <br> Holding Co. KSCC<br>| 50827 | 27867 |
| \*†† | Sultan Center Food <br> Products Co. KSC<br>| 4567 | 536 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
| \* | Warba Bank KSCP | 1368962 | $992571 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | 11029530 |
| LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) |
| \*Ω | Allegro.eu SA | 40560 | 355890 |
| MALAYSIA — (1.4%) | MALAYSIA — (1.4%) | MALAYSIA — (1.4%) | MALAYSIA — (1.4%) |
|  | Able Global Bhd. | 41700 | 14691 |
| # | Aeon Co. M Bhd. | 300700 | 102214 |
| # | AEON Credit Service <br> M Bhd.<br>| 90180 | 124572 |
| # | AFFIN Bank Bhd. | 133292 | 81785 |
|  | Ajinomoto Malaysia <br> Bhd.<br>| 7500 | 24830 |
|  | Alliance Bank <br> Malaysia Bhd.<br>| 373800 | 379281 |
|  | Allianz Malaysia Bhd. | 23400 | 100009 |
|  | AME Elite Consortium <br> Bhd.<br>| 127000 | 47093 |
| # | AMMB Holdings Bhd. <br> (AMM MK)<br>| 431075 | 515744 |
|  | Ancom Nylex Bhd. | 203882 | 45838 |
|  | Apex Healthcare Bhd. | 30850 | 16378 |
| \* | Astro Malaysia <br> Holdings Bhd.<br>| 350300 | 14264 |
|  | Aumas Resources <br> Bhd.<br>| 295500 | 50621 |
|  | Aurelius Technologies <br> Bhd.<br>| 44100 | 32317 |
| # | Axiata Group Bhd. | 805348 | 391958 |
| # | Bank Islam Malaysia <br> Bhd.<br>| 289730 | 164610 |
|  | Batu Kawan Bhd. | 39200 | 171944 |
| #\* | Bermaz Auto Bhd. | 306800 | 74672 |
|  | Beshom Holdings <br> Bhd.<br>| 72811 | 12193 |
| \* | Bumi Armada Bhd. | 1459600 | 165870 |
| # | Bursa Malaysia Bhd. | 136900 | 234488 |
| # | Cahya Mata Sarawak <br> Bhd.<br>| 334800 | 73086 |
|  | Cape Ems Bhd. | 634800 | 36109 |
| # | CB Industrial Product <br> Holding Bhd.<br>| 114580 | 28641 |
|  | CCK Consolidated <br> Holdings Bhd.<br>| 38000 | 11525 |
|  | CelcomDigi Bhd. | 494200 | 437897 |
| \* | Chin Hin Group Bhd. | 71900 | 34090 |
| # | CIMB Group Holdings <br> Bhd.<br>| 1193549 | 1971629 |
|  | Coastal Contracts <br> Bhd.<br>| 100500 | 32091 |
|  | Crescendo Corp. <br> Bhd.<br>| 68600 | 18463 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | CSC Steel Holdings <br> Bhd.<br>| 104200 | $27567 |
|  | CTOS Digital Bhd. | 375700 | 86181 |
| # | D&O Green <br> Technologies Bhd.<br>| 146000 | 44019 |
| #\* | Dagang NeXchange <br> Bhd.<br>| 936800 | 56424 |
| # | Dayang Enterprise <br> Holdings Bhd.<br>| 244545 | 97626 |
| # | Dialog Group Bhd. | 384714 | 130272 |
|  | DRB-Hicom Bhd. | 391300 | 75731 |
| # | Duopharma Biotech <br> Bhd.<br>| 139397 | 39064 |
|  | Dutch Lady Milk <br> Industries Bhd.<br>| 6400 | 41529 |
|  | DXN Holdings Bhd. | 155100 | 18537 |
| # | Eastern & Oriental <br> Bhd.<br>| 297900 | 54528 |
|  | Eco World <br> Development Group <br> Bhd.<br>| 361200 | 157507 |
| \* | Ekovest Bhd. | 793150 | 57007 |
|  | Farm Fresh Bhd. | 206100 | 87474 |
|  | FGV Holdings Bhd. | 217300 | 54951 |
| # | Formosa Prosonic <br> Industries Bhd.<br>| 83700 | 43658 |
|  | Fraser & Neave <br> Holdings Bhd.<br>| 37600 | 235450 |
| # | Frontken Corp. Bhd. | 399650 | 325191 |
| # | Gamuda Bhd. | 297191 | 292813 |
|  | Gas Malaysia Bhd. | 96300 | 94348 |
|  | Genting Plantations <br> Bhd.<br>| 73400 | 82222 |
| # | Globetronics <br> Technology Bhd.<br>| 78700 | 8679 |
| \* | Greatech Technology <br> Bhd.<br>| 248400 | 83945 |
|  | Guan Chong Bhd. | 90600 | 71031 |
|  | HAP Seng <br> Consolidated Bhd.<br>| 102120 | 65404 |
|  | Hap Seng Plantations <br> Holdings Bhd.<br>| 101200 | 45294 |
|  | Hartalega Holdings <br> Bhd.<br>| 111100 | 57452 |
| #\* | Hengyuan Refining <br> Co. Bhd.<br>| 61100 | 22518 |
| # | Hextar Global Bhd. | 334560 | 70677 |
|  | Hiap Teck Venture <br> Bhd.<br>| 695000 | 45115 |
|  | Hong Leong Bank <br> Bhd.<br>| 25090 | 116295 |
|  | Hong Leong Financial <br> Group Bhd.<br>| 38213 | 152078 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Hong Leong Industries <br> Bhd.<br>| 26900 | $84620 |
| # | Hume Cement <br> Industries Bhd.<br>| 31200 | 19490 |
|  | Hup Seng Industries <br> Bhd.<br>| 164800 | 39735 |
|  | IGB Bhd. | 96820 | 61044 |
|  | IJM Corp. Bhd. | 441414 | 232495 |
|  | Inari Amertron Bhd. | 140663 | 62809 |
| # | IOI Corp. Bhd. | 224905 | 190657 |
|  | IOI Properties Group <br> Bhd.<br>| 295710 | 125538 |
| # | ITMAX SYSTEM Bhd. | 51900 | 44470 |
|  | JAKS Resources <br> Bhd.<br>| 727080 | 16135 |
| # | Jaya Tiasa Holdings <br> Bhd.<br>| 239505 | 61073 |
| \* | JCY International <br> Bhd.<br>| 195300 | 16356 |
| # | Keck Seng Malaysia <br> Bhd.<br>| 49000 | 60354 |
|  | Kelington Group Bhd. | 147400 | 115286 |
| # | Kenanga Investment <br> Bank Bhd.<br>| 262900 | 55080 |
|  | Kerjaya Prospek <br> Group Bhd.<br>| 145309 | 67097 |
| # | Kim Loong Resources <br> Bhd.<br>| 89860 | 46222 |
| \* | KNM Group Bhd. | 277084 | 2563 |
|  | Kossan Rubber <br> Industries Bhd.<br>| 429600 | 182429 |
|  | Kretam Holdings Bhd. | 266200 | 30804 |
| \* | KSL Holdings Bhd. | 131700 | 47521 |
| # | Kuala Lumpur Kepong <br> Bhd.<br>| 74982 | 341159 |
| # | Lagenda Properties <br> Bhd.<br>| 143100 | 39171 |
|  | LBS Bina Group Bhd. | 391772 | 45390 |
| # | Leong Hup <br> International Bhd.<br>| 426800 | 61817 |
| #\*Ω | Lotte Chemical Titan <br> Holding Bhd.<br>| 258476 | 26405 |
|  | LPI Capital Bhd. | 85900 | 285515 |
|  | Magni-Tech Industries <br> Bhd.<br>| 96933 | 47708 |
|  | Mah Sing Group Bhd. | 614652 | 166561 |
|  | Malayan Banking <br> Bhd.<br>| 589330 | 1365658 |
|  | Malayan Flour Mills <br> Bhd.<br>| 388050 | 45379 |
| # | Malaysia Smelting <br> Corp. Bhd.<br>| 91400 | 52590 |
|  | Malaysian Pacific <br> Industries Bhd.<br>| 31463 | 136831 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Malaysian Resources <br> Corp. Bhd.<br>| 797188 | $85149 |
|  | Matrix Concepts <br> Holdings Bhd.<br>| 574612 | 189403 |
| # | Maxis Bhd. | 304900 | 262159 |
|  | MBM Resources Bhd. | 60030 | 79345 |
| # | MBSB Bhd. | 690095 | 114464 |
|  | Media Prima Bhd. | 145700 | 13163 |
|  | Mega First Corp. <br> Bhd.<br>| 238800 | 219493 |
|  | Mi Technovation Bhd. | 92300 | 39873 |
| # | MISC Bhd. | 66100 | 114939 |
| # | MKH Bhd. | 164215 | 38894 |
|  | MKH Oil Palm East <br> Kalimantan Bhd.<br>| 23459 | 3372 |
|  | MNRB Holdings Bhd. | 186567 | 87891 |
| #Ω | Mr. DIY Group M <br> Bhd.<br>| 718900 | 280278 |
| \* | Muhibbah Engineering <br> M Bhd.<br>| 254850 | 36169 |
|  | My EG Services Bhd. | 1568110 | 326955 |
|  | Nationgate Holdings <br> Bhd.<br>| 141500 | 44771 |
| # | NEXG Bhd. | 511900 | 41004 |
| †† | Nylex Malaysia Bhd. | 3235 | 34 |
| # | OCK Group Bhd. | 213600 | 21057 |
|  | OSK Holdings Bhd. | 402763 | 158922 |
| # | PA Resources Bhd. | 314000 | 14191 |
|  | Padini Holdings Bhd. | 223650 | 108258 |
|  | Panasonic <br> Manufacturing <br> Malaysia Bhd.<br>| 7300 | 22850 |
|  | Pantech Group <br> Holdings Bhd.<br>| 219367 | 37136 |
|  | Paramount Corp. <br> Bhd.<br>| 122940 | 29932 |
|  | Pecca Group Bhd. | 76700 | 26147 |
| # | Perak Transit Bhd. | 281850 | 46717 |
| # | Petron Malaysia <br> Refining & <br> Marketing Bhd.<br>| 41100 | 31319 |
|  | Petronas Chemicals <br> Group Bhd.<br>| 149900 | 127905 |
| # | Petronas Dagangan <br> Bhd.<br>| 12800 | 58544 |
|  | PPB Group Bhd. | 92260 | 265833 |
| # | Press Metal <br> Aluminium Holdings <br> Bhd.<br>| 464700 | 528163 |
|  | Public Bank Bhd. | 1956150 | 2027850 |
|  | QES Group Bhd. | 76700 | 7034 |
|  | QL Resources Bhd. | 333759 | 371255 |
| # | RCE Capital Bhd. | 222100 | 67571 |
|  | REDtone Digital Bhd. | 83100 | 11185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | RHB Bank Bhd. | 315178 | $486150 |
|  | Sam Engineering & <br> Equipment M Bhd.<br>| 58500 | 45043 |
| \* | Sapura Energy Bhd. | 2737511 | 25219 |
|  | Sarawak Oil Palms <br> Bhd.<br>| 170320 | 119359 |
|  | Scientex Bhd. | 253200 | 205317 |
| # | SD Guthrie Bhd. | 325249 | 357690 |
|  | Sime Darby Property <br> Bhd.<br>| 796500 | 228770 |
|  | SKP Resources Bhd. | 363500 | 75045 |
| #\* | Solarvest Holdings <br> Bhd.<br>| 101700 | 39355 |
|  | Southern Cable Group <br> Bhd.<br>| 48700 | 12677 |
|  | SP Setia Bhd. Group | 590168 | 150301 |
| # | Sunway Construction <br> Group Bhd.<br>| 101010 | 104444 |
| #\* | Supermax Corp. Bhd. | 584848 | 107936 |
| # | Suria Capital Holdings <br> Bhd.<br>| 55420 | 20118 |
| # | Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 137368 | 113471 |
| # | Ta Ann Holdings Bhd. | 107926 | 99634 |
|  | Taliworks Corp. Bhd. | 197300 | 29538 |
|  | Telekom Malaysia <br> Bhd.<br>| 140763 | 221840 |
|  | Thong Guan <br> Industries Bhd.<br>| 95800 | 25616 |
| # | TIME dotCom Bhd. | 158100 | 188696 |
| #\* | Tropicana Corp. Bhd. | 229628 | 62960 |
| # | TSH Resources Bhd. | 285100 | 72070 |
|  | Uchi Technologies <br> Bhd.<br>| 115170 | 82313 |
|  | UEM Sunrise Bhd. | 532564 | 88829 |
|  | Unisem M Bhd. | 65700 | 30197 |
|  | United Malacca Bhd. | 20100 | 23522 |
|  | United Plantations <br> Bhd.<br>| 51700 | 274465 |
|  | UOA Development <br> Bhd.<br>| 185440 | 72328 |
|  | Velesto Energy Bhd. | 1498935 | 53878 |
|  | VS Industry Bhd. | 892800 | 162728 |
| # | Wasco Bhd. | 102300 | 21849 |
| #\* | WCT Holdings Bhd. | 392235 | 60207 |
| # | Wellcall Holdings <br> Bhd.<br>| 160650 | 55644 |
|  | Westports Holdings <br> Bhd.<br>| 140900 | 138815 |
| # | Yinson Holdings Bhd. | 452137 | 195968 |
| # | YTL Corp. Bhd. | 841547 | 374273 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | YTL Power <br> International Bhd.<br>| 281000 | $222604 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | 23013546 |
| MEXICO — (2.1%) | MEXICO — (2.1%) | MEXICO — (2.1%) | MEXICO — (2.1%) |
|  | Alfa SAB de CV, <br> Class A<br>| 1764816 | 1280606 |
| # | Alpek SAB de CV | 139367 | 70499 |
|  | Alsea SAB de CV | 107353 | 240704 |
|  | America Movil SAB de <br> CV (AMXB MM)<br>| 3261741 | 2822557 |
|  | Arca Continental SAB <br> de CV<br>| 59316 | 624693 |
| \* | Axtel SAB de CV | 49838 | 5108 |
| Ω | Banco del Bajio SA | 382701 | 918381 |
|  | Bolsa Mexicana de <br> Valores SAB de CV<br>| 161806 | 340931 |
|  | Cemex SAB de CV <br> (CEMEXCPO MM)<br>| 586116 | 362540 |
|  | Cemex SAB de CV <br> (CX US), <br> Sponsored ADR<br>| 171750 | 1059697 |
| \* | Cia Minera Autlan <br> SAB de CV<br>| 25536 | 7448 |
|  | Coca-Cola Femsa <br> SAB de CV (KOF <br> US), Sponsored <br> ADR<br>| 4546 | 427915 |
|  | Coca-Cola Femsa <br> SAB de CV <br> (KOFUBL MM)<br>| 22065 | 208031 |
| \* | Consorcio ARA SAB <br> de CV<br>| 285651 | 48943 |
| \* | Controladora Alpek <br> SAB de CV<br>| 1764816 | 277180 |
| \* | Controladora AXTEL <br> SAB de CV<br>| 1529960 | 49775 |
| #\* | Controladora Vuela <br> Cia de Aviacion <br> SAB de CV <br> (VOLARA MM), <br> Class A<br>| 202812 | 75704 |
|  | Corp. Actinver SAB de <br> CV<br>| 9800 | 9245 |
| # | Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 165641 | 452904 |
|  | Corporativo Fragua <br> SAB de CV<br>| 1553 | 39596 |
|  | El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 24666 | 113591 |
| #\*†† | Empresas ICA SAB <br> de CV<br>| 72400 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| \* | Financiera <br> Independencia SAB <br> de CV SOFOM <br> ENR<br>| 10475 | $4420 |
|  | Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 53660 | 564195 |
|  | GCC SAB de CV | 64147 | 539004 |
|  | Gentera SAB de CV | 623689 | 1087373 |
|  | Gruma SAB de CV, <br> Class B<br>| 49499 | 943133 |
|  | Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 83440 | 918157 |
| # | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 27704 | 561384 |
| # | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 3507 | 720724 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 1549 | 490320 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 10582 | 334164 |
| # | Grupo Bimbo SAB de <br> CV<br>| 212532 | 646683 |
|  | Grupo Carso SAB de <br> CV<br>| 48798 | 339363 |
| # | Grupo Comercial <br> Chedraui SA de CV<br>| 78207 | 505202 |
|  | Grupo Elektra SAB de <br> CV<br>| 2722 | 48581 |
|  | Grupo Financiero <br> Banorte SAB de <br> CV, Class O<br>| 404362 | 3467194 |
| \* | Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 266673 | 685499 |
|  | Grupo Herdez SAB de <br> CV<br>| 70991 | 202361 |
| \* | Grupo Hotelero Santa <br> Fe SAB de CV<br>| 21807 | 4181 |
|  | Grupo Industrial <br> Saltillo SAB de CV<br>| 114458 | 105058 |
|  | Grupo Mexico SAB de <br> CV<br>| 462620 | 2400561 |
| \* | Grupo Pochteca SAB <br> de CV<br>| 35990 | 10993 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| # | Grupo Rotoplas SAB <br> de CV<br>| 64745 | $40015 |
| \* | Grupo Simec SAB de <br> CV (SIM US), <br> Sponsored ADR<br>| 2821 | 79566 |
| \* | Grupo Simec SAB de <br> CV (SIMECB MM)<br>| 38410 | 348443 |
| # | Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 648440 | 236091 |
| #\*Ω | Grupo Traxion SAB de <br> CV<br>| 129609 | 108853 |
| \* | Industrias CH SAB de <br> CV<br>| 98329 | 882482 |
| \* | Industrias Penoles <br> SAB de CV<br>| 42869 | 859085 |
|  | Kimberly-Clark de <br> Mexico SAB de CV, <br> Class A<br>| 348437 | 612992 |
|  | KUO SAB de CV | 28603 | 61989 |
|  | La Comer SAB de <br> CV<br>| 126401 | 236617 |
|  | Megacable Holdings <br> SAB de CV<br>| 400943 | 975242 |
| \* | Minera Frisco SAB de <br> CV, Class A1<br>| 658986 | 113917 |
| \*Ω | Nemak SAB de CV | 942675 | 137480 |
| # | Orbia Advance Corp. <br> SAB de CV<br>| 292067 | 197189 |
|  | Organizacion Cultiba <br> SAB de CV<br>| 24314 | 13886 |
| \* | Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 220844 | 292799 |
| \* | Promotora de Hoteles <br> Norte 19 SAB De <br> CV<br>| 142008 | 34180 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 41945 | 469340 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 17304 | 151770 |
| # | Qualitas Controladora <br> SAB de CV<br>| 37726 | 417361 |
|  | Regional SAB de CV | 117108 | 823497 |
| #\* | Sitios Latinoamerica <br> SAB de CV<br>| 326340 | 56413 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
| \* | Vista Energy SAB de <br> CV (VIST US), <br> ADR<br>| 32384 | $1462785 |
| #\* | Vista Energy SAB de <br> CV (VISTAA MM)<br>| 2091 | 94151 |
| \* | Vitro SAB de CV | 86697 | 30306 |
|  | Wal-Mart de Mexico <br> SAB de CV<br>| 419691 | 1329665 |
| TOTAL MEXICO | TOTAL MEXICO |  | 34080712 |
| NETHERLANDS — (0.1%) | NETHERLANDS — (0.1%) | NETHERLANDS — (0.1%) | NETHERLANDS — (0.1%) |
|  | NEPI Rockcastle NV | 106876 | 819775 |
| # | Pepco Group NV | 30079 | 142339 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 962114 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | Cia de Minas <br> Buenaventura SAA, <br> ADR<br>| 11850 | 167796 |
|  | Credicorp Ltd. | 4124 | 833832 |
| \*†† | Fossal SAA, ADR | 2 | 1 |
|  | Intercorp Financial <br> Services, Inc.<br>| 3444 | 116648 |
| TOTAL PERU | TOTAL PERU |  | 1118277 |
| PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) |
| \* | 8990 Holdings, Inc. | 437000 | 68633 |
|  | Aboitiz Equity <br> Ventures, Inc.<br>| 242600 | 141117 |
|  | Aboitiz Power Corp. | 80000 | 53388 |
|  | ACEN Corp. | 939900 | 44930 |
|  | Apex Mining Co., Inc. | 740800 | 89092 |
| \* | Atlas Consolidated <br> Mining & <br> Development Corp.<br>| 602000 | 46337 |
|  | Ayala Corp. | 27296 | 292994 |
|  | Ayala Land, Inc. | 716460 | 321403 |
| \* | AyalaLand Logistics <br> Holdings Corp.<br>| 481300 | 12597 |
|  | Bank of the Philippine <br> Islands<br>| 204930 | 513826 |
|  | BDO Unibank, Inc. | 394219 | 1131433 |
| \* | Cebu Air, Inc. | 50500 | 31254 |
|  | Cebu Landmasters, <br> Inc.<br>| 465178 | 20979 |
|  | Century Pacific Food, <br> Inc.<br>| 322800 | 220305 |
|  | China Banking Corp. | 382037 | 622390 |
|  | Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 833600 | 284796 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Cosco Capital, Inc. | 908900 | $96041 |
|  | D&L Industries, Inc. | 820700 | 83698 |
| \* | DITO CME Holdings <br> Corp.<br>| 1352000 | 32836 |
|  | DoubleDragon Corp. | 395590 | 69023 |
|  | Filinvest Development <br> Corp.<br>| 54700 | 4389 |
|  | First Philippine <br> Holdings Corp.<br>| 137850 | 144323 |
| \* | Global Ferronickel <br> Holdings, Inc.<br>| 762228 | 15129 |
|  | Globe Telecom, Inc. | 8335 | 289648 |
|  | GT Capital Holdings, <br> Inc.<br>| 31499 | 276037 |
|  | International Container <br> Terminal Services, <br> Inc.<br>| 105880 | 647581 |
|  | JG Summit Holdings, <br> Inc.<br>| 772928 | 234865 |
|  | Jollibee Foods Corp. | 76320 | 313490 |
|  | Keepers Holdings, <br> Inc.<br>| 494000 | 24282 |
|  | Manila Electric Co. | 27600 | 281678 |
|  | Manila Water Co., <br> Inc.<br>| 501800 | 306432 |
|  | Megaworld Corp. | 4257600 | 135909 |
|  | Metropolitan Bank & <br> Trust Co.<br>| 459945 | 633645 |
| Ω | Monde Nissin Corp. | 355400 | 49481 |
|  | Nickel Asia Corp. | 1764600 | 80447 |
|  | Petron Corp. | 1456800 | 61271 |
|  | Philcomsat Holdings <br> Corp.<br>| 27762 | 53167 |
|  | Philex Mining Corp. | 819300 | 97989 |
|  | Philippine National <br> Bank<br>| 176952 | 152118 |
|  | Philippine Seven <br> Corp.<br>| 82300 | 78354 |
|  | Philippine Stock <br> Exchange, Inc.<br>| 5304 | 18021 |
| \*†† | Phoenix Petroleum <br> Philippines, Inc.<br>| 189140 | 2641 |
|  | PLDT, Inc. (PHI US), <br> Sponsored ADR<br>| 1138 | 26709 |
|  | PLDT, Inc. (TEL PM) | 12390 | 288644 |
|  | Puregold Price Club, <br> Inc.<br>| 518160 | 296220 |
|  | RFM Corp. | 532000 | 39674 |
|  | Rizal Commercial <br> Banking Corp.<br>| 339756 | 159076 |
|  | Robinsons Land <br> Corp.<br>| 814666 | 170387 |
|  | Robinsons Retail <br> Holdings, Inc.<br>| 111690 | 78353 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Security Bank Corp. | 129126 | $153643 |
|  | Shakey's Pizza Asia <br> Ventures, Inc.<br>| 93500 | 12972 |
| \* | Shell Pilipinas Corp. | 226990 | 21151 |
|  | SM Investments <br> Corp.<br>| 6455 | 100482 |
|  | SM Prime Holdings, <br> Inc.<br>| 587412 | 256422 |
|  | SSI Group, Inc. | 238000 | 13465 |
|  | STI Education <br> Systems Holdings, <br> Inc.<br>| 437000 | 10426 |
|  | Synergy Grid & <br> Development Phils, <br> Inc.<br>| 367800 | 75772 |
|  | Union Bank of the <br> Philippines<br>| 256483 | 148314 |
|  | Universal Robina <br> Corp.<br>| 216360 | 320512 |
|  | Vista Land & <br> Lifescapes, Inc.<br>| 1905400 | 56928 |
|  | Vistamalls, Inc. | 47400 | 1277 |
|  | Wilcon Depot, Inc. | 609600 | 74443 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | 10382839 |
| POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) |
| \* | 11 bit studios SA | 278 | 16111 |
|  | AB SA | 4499 | 121419 |
| \* | Agora SA | 16251 | 42605 |
|  | Alior Bank SA | 47922 | 1298583 |
|  | Amica SA | 2295 | 37712 |
|  | Apator SA | 7981 | 39158 |
|  | Arctic Paper SA | 10034 | 40710 |
|  | ASBISc Enterprises <br> PLC<br>| 15181 | 104851 |
|  | Asseco Poland SA | 20093 | 829689 |
|  | Asseco South Eastern <br> Europe SA<br>| 7323 | 116799 |
|  | Auto Partner SA | 18867 | 99427 |
|  | Bank Handlowy w <br> Warszawie SA<br>| 7422 | 231488 |
| \* | Bank Millennium SA | 76367 | 295418 |
| \* | Bank Ochrony <br> Srodowiska SA<br>| 27288 | 80725 |
|  | Bank Polska Kasa <br> Opieki SA<br>| 31431 | 1575373 |
|  | Benefit Systems SA | 742 | 638892 |
| \* | Bioton SA | 12311 | 12205 |
|  | Boryszew SA | 42235 | 68219 |
| # | Budimex SA | 2004 | 336832 |
| \* | CCC SA | 9469 | 547524 |
|  | CD Projekt SA | 3062 | 189599 |
|  | Celon Pharma SA | 5344 | 36707 |
| \* | CI Games SA | 22569 | 10577 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| #\* | Cognor Holding SA | 46151 | $90567 |
|  | Cyber Folks SA | 2157 | 88475 |
| #\* | Cyfrowy Polsat SA | 72018 | 353202 |
|  | Develia SA | 172377 | 341602 |
| \*Ω | Dino Polska SA | 5898 | 826825 |
|  | Dom Development <br> SA<br>| 3585 | 208830 |
| \* | Echo Investment SA | 52622 | 64373 |
|  | Erbud SA | 1249 | 12245 |
| \* | Fabryki Mebli Forte <br> SA<br>| 8318 | 57587 |
| # | Globe Trade Centre <br> SA<br>| 52134 | 55599 |
| \* | Grupa Azoty SA | 14911 | 81817 |
|  | Grupa Kety SA | 4116 | 942537 |
|  | Grupa Pracuj SA | 2142 | 34208 |
|  | ING Bank Slaski SA | 6396 | 555334 |
|  | Inter Cars SA | 2487 | 375649 |
|  | KGHM Polska Miedz <br> SA<br>| 22962 | 733004 |
|  | KRUK SA | 6353 | 673945 |
|  | LPP SA | 188 | 769438 |
| \* | mBank SA | 2153 | 469105 |
|  | Mirbud SA | 33062 | 124048 |
|  | Mo-BRUK SA | 777 | 60098 |
| \* | Mostostal Zabrze SA | 9074 | 13825 |
|  | Neuca SA | 295 | 55540 |
|  | Orange Polska SA | 120912 | 310676 |
|  | ORLEN SA | 64060 | 1156818 |
|  | PCC Rokita SA | 1073 | 22267 |
|  | PlayWay SA | 504 | 40642 |
| \* | Polimex-Mostostal SA | 34390 | 35682 |
|  | Powszechna Kasa <br> Oszczednosci Bank <br> Polski SA<br>| 71931 | 1382940 |
|  | Powszechny Zaklad <br> Ubezpieczen SA<br>| 91094 | 1421139 |
|  | Santander Bank <br> Polska SA<br>| 3292 | 506337 |
| \* | Selvita SA | 2662 | 23405 |
|  | Stalexport Autostrady <br> SA<br>| 50770 | 40273 |
|  | Synektik SA | 1788 | 107182 |
| \* | Tauron Polska Energia <br> SA<br>| 452067 | 709486 |
| \* | TEN Square Games <br> SA<br>| 1011 | 25569 |
|  | Text SA | 2715 | 38904 |
|  | Torpol SA | 6218 | 65239 |
|  | Unimot SA | 1807 | 75181 |
|  | Votum SA | 3220 | 34988 |
|  | Voxel SA | 299 | 11434 |
|  | VRG SA | 93660 | 91842 |
|  | Warsaw Stock <br> Exchange<br>| 4693 | 59593 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  | Wawel SA | 61 | $10105 |
|  | Wirtualna Polska <br> Holding SA<br>| 5486 | 130364 |
| Ω | XTB SA | 20407 | 443363 |
| TOTAL POLAND | TOTAL POLAND |  | 20501905 |
| QATAR — (0.9%) | QATAR — (0.9%) | QATAR — (0.9%) | QATAR — (0.9%) |
|  | Aamal Co. | 913228 | 208278 |
|  | Ahli Bank QSC | 56236 | 56606 |
|  | Al Khaleej Takaful <br> Group QSC<br>| 116352 | 76420 |
|  | Al Meera Consumer <br> Goods Co. QSC<br>| 35928 | 143694 |
|  | Al Rayan Bank | 808009 | 496151 |
|  | Alijarah Holding Co. <br> QPSC<br>| 109752 | 21873 |
|  | Baladna | 398434 | 132712 |
|  | Barwa Real Estate <br> Co.<br>| 635592 | 489108 |
|  | Commercial Bank <br> PSQC <br>| 798509 | 944060 |
| \* | Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 110409 | 30969 |
|  | Doha Bank QPSC | 1193095 | 773705 |
|  | Doha Insurance Co. <br> QSC<br>| 143882 | 97719 |
|  | Gulf International <br> Services QSC<br>| 612447 | 518717 |
|  | Gulf Warehousing <br> Co.<br>| 188919 | 152860 |
|  | Industries Qatar QSC | 42829 | 147725 |
|  | Lesha Bank LLC | 451017 | 171562 |
|  | Mannai Corp. QSC | 77226 | 76416 |
| \* | Mazaya Real Estate <br> Development <br> QPSC<br>| 332402 | 54744 |
|  | Mesaieed <br> Petrochemical <br> Holding Co.<br>| 575043 | 222642 |
|  | Ooredoo QPSC | 207392 | 738869 |
|  | Qatar Aluminum <br> Manufacturing Co.<br>| 1107251 | 390228 |
|  | Qatar Fuel QSC | 89591 | 369100 |
|  | Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 164463 | 113733 |
|  | Qatar Insurance Co. <br> SAQ<br>| 853281 | 456203 |
|  | Qatar International <br> Islamic Bank QSC<br>| 146531 | 427064 |
|  | Qatar Islamic Bank <br> QPSC<br>| 117872 | 683670 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | Qatar Islamic <br> Insurance Group<br>| 35580 | $81689 |
|  | Qatar National Bank <br> QPSC<br>| 862234 | 3954645 |
|  | Qatar Navigation <br> QSC<br>| 274741 | 836877 |
|  | QLM Life & Medical <br> Insurance Co. WLL<br>| 87671 | 46774 |
|  | Salam International <br> Investment Ltd. <br> QSC<br>| 439066 | 79639 |
|  | United Development <br> Co. QSC<br>| 788454 | 223520 |
|  | Vodafone Qatar QSC | 822110 | 532687 |
| \* | Widam Food Co. | 42142 | 24417 |
|  | Zad Holding Co. | 37850 | 148109 |
| TOTAL QATAR | TOTAL QATAR |  | 13923185 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | PhosAgro PJSC | 113 | 0 |
| \*†† | Polyus PJSC (PLZL <br> LI), GDR<br>| 6402 | 0 |
| \*†† | Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 286504 | 0 |
| \*†† | VTB Bank PJSC <br> (VTBR LI), GDR<br>| 431770 | 0 |
| SAUDI ARABIA — (3.4%) | SAUDI ARABIA — (3.4%) | SAUDI ARABIA — (3.4%) | SAUDI ARABIA — (3.4%) |
|  | Abdullah Al Othaim <br> Markets Co.<br>| 181860 | 437458 |
| \* | Advanced <br> Petrochemical Co.<br>| 44422 | 356687 |
|  | Al Babtain Power & <br> Telecommunication <br> Co.<br>| 17873 | 226205 |
| \* | Al Hassan Ghazi <br> Ibrahim Shaker Co.<br>| 5105 | 41958 |
|  | Al Jouf Agricultural <br> Development Co.<br>| 5970 | 75532 |
| \* | Al Khaleej Training & <br> Education Co.<br>| 5436 | 40515 |
|  | Al Rajhi Bank | 228984 | 5948534 |
| \* | Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 6133 | 214448 |
|  | Al Yamamah Steel <br> Industries Co.<br>| 6799 | 63216 |
|  | Alamar Foods | 4715 | 84981 |
|  | Alandalus Property <br> Co.<br>| 14474 | 84107 |
|  | Alaseel Co. | 79886 | 85737 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Al-Dawaa Medical <br> Services Co.<br>| 6204 | $139715 |
|  | Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 17468 | 642027 |
|  | Alinma Bank | 198062 | 1534043 |
|  | AlJazira Takaful <br> Ta'awuni Co.<br>| 4362 | 16312 |
| \* | AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 5044 | 217905 |
| \* | Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 5274 | 24186 |
|  | Almarai Co. JSC | 117715 | 1658137 |
|  | Almunajem Foods <br> Co.<br>| 7091 | 156053 |
| \* | Alujain Corp. | 15476 | 155245 |
| \* | Amlak International <br> Finance Co.<br>| 6177 | 20378 |
|  | Arab National Bank | 166838 | 956972 |
| Ω | Arabian Centres Co. | 41346 | 218357 |
|  | Arabian Contracting <br> Services Co.<br>| 6520 | 229255 |
|  | Arabian Drilling Co. | 13468 | 310389 |
|  | Arabian Internet & <br> Communications <br> Services Co.<br>| 7173 | 548875 |
| \* | Arabian Pipes Co. | 21319 | 52521 |
| \* | Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 10205 | 48064 |
|  | Arriyadh Development <br> Co.<br>| 37791 | 345719 |
| \* | ARTEX Industrial <br> Investment Co.<br>| 10808 | 38469 |
|  | Astra Industrial Group <br> Co.<br>| 13300 | 530218 |
|  | Ataa Educational Co. | 6276 | 111266 |
|  | Bank AlBilad | 142671 | 1102538 |
| \* | Bank Al-Jazira | 177447 | 639623 |
|  | Banque Saudi Fransi | 178210 | 872933 |
|  | Bawan Co. | 14130 | 207796 |
|  | BinDawood Holding <br> Co.<br>| 98390 | 165777 |
|  | Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 15731 | 705246 |
|  | Catrion Catering <br> Holding Co.<br>| 16632 | 522377 |
| \* | Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 1907 | 21377 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Co. for Cooperative <br> Insurance <br>| 17449 | $646869 |
| \* | Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 155233 | 906569 |
|  | East Pipes Integrated <br> Co. for Industry<br>| 4393 | 157973 |
|  | Electrical Industries <br> Co.<br>| 279240 | 530565 |
|  | Etihad Etisalat Co. | 141725 | 2374232 |
|  | First Milling Co. | 2779 | 43523 |
|  | Gulf Insurance Group | 7624 | 52684 |
| \* | Herfy Food Services <br> Co.<br>| 13155 | 86073 |
|  | Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 2570 | 118813 |
|  | Jarir Marketing Co. | 159400 | 536796 |
| \* | Jazan Development & <br> Investment Co.<br>| 3371 | 10477 |
|  | L'Azurde Co. for <br> Jewelry<br>| 3119 | 10975 |
|  | Leejam Sports Co. <br> JSC<br>| 10386 | 388228 |
| \* | Liva Insurance Co. | 4532 | 18149 |
| \* | Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 32019 | 191384 |
| \* | Methanol Chemicals <br> Co.<br>| 3453 | 11473 |
| \* | Middle East Paper <br> Co.<br>| 14495 | 108018 |
| \* | Middle East <br> Specialized Cables <br> Co.<br>| 7754 | 73379 |
|  | Mobile <br> Telecommunications <br> Co. Saudi Arabia<br>| 328876 | 1119219 |
| \* | National Agriculture <br> Development Co. <br>| 73454 | 435933 |
|  | National Co. for Glass <br> Industries <br>| 4364 | 52896 |
|  | National Co. for <br> Learning & <br> Education<br>| 3840 | 160481 |
|  | Nayifat Finance Co. | 39061 | 133444 |
| \* | Perfect Presentation <br> For Commercial <br> Services Co.<br>| 22120 | 73791 |
| \* | Rabigh Refining & <br> Petrochemical Co.<br>| 153547 | 291550 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Retal Urban <br> Development Co.<br>| 84081 | $378326 |
|  | Riyad Bank | 223768 | 1836970 |
|  | Riyadh Cables Group <br> Co.<br>| 4657 | 158008 |
|  | SABIC Agri-Nutrients <br> Co.<br>| 48480 | 1277089 |
|  | Sahara International <br> Petrochemical Co.<br>| 104374 | 529077 |
| \* | Saudi Arabian Amiantit <br> Co.<br>| 5039 | 31220 |
| \* | Saudi Arabian Mining <br> Co.<br>| 125634 | 1712436 |
|  | Saudi Aramco Base <br> Oil Co.<br>| 16969 | 449515 |
|  | Saudi Automotive <br> Services Co.<br>| 14997 | 264264 |
|  | Saudi Awwal Bank | 152123 | 1423476 |
|  | Saudi Basic Industries <br> Corp.<br>| 77396 | 1258510 |
| \* | Saudi Ceramic Co. | 24541 | 184344 |
|  | Saudi Industrial <br> Investment Group<br>| 127492 | 514223 |
|  | Saudi Investment <br> Bank <br>| 178370 | 716627 |
| \* | Saudi Kayan <br> Petrochemical Co.<br>| 312748 | 481183 |
| \* | Saudi Marketing Co. | 2837 | 15505 |
|  | Saudi National Bank  | 307335 | 2928294 |
|  | Saudi Paper <br> Manufacturing Co.<br>| 6278 | 114646 |
| \* | Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 21416 | 145592 |
| \* | Saudi Public Transport <br> Co.<br>| 27268 | 119561 |
| \* | Saudi Real Estate <br> Co.<br>| 50888 | 313791 |
| \* | Saudi Reinsurance <br> Co.<br>| 35261 | 465344 |
| \* | Saudi Research & <br> Media Group<br>| 7819 | 361224 |
|  | Saudi Steel Pipe Co. | 7166 | 105668 |
|  | Saudi Tadawul Group <br> Holding Co.<br>| 3401 | 166604 |
|  | Saudi Telecom Co. | 463800 | 5888296 |
|  | Saudia Dairy & <br> Foodstuff Co.<br>| 5302 | 431861 |
| \* | Savola Group  | 54601 | 456175 |
|  | Scientific & Medical <br> Equipment House <br> Co.<br>| 3383 | 36165 |
| \* | Seera Group Holding | 63072 | 411735 |
| \* | SHL Finance Co. | 21077 | 112863 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Sinad Holding Co. | 33006 | $103342 |
|  | Sumou Real Estate <br> Co.<br>| 5171 | 61533 |
|  | Sustained <br> Infrastructure <br> Holding Co.<br>| 24005 | 189966 |
| \* | Takween Advanced <br> Industries Co.<br>| 3773 | 8922 |
|  | Tanmiah Food Co. | 2784 | 78759 |
|  | Theeb Rent A Car <br> Co.<br>| 10087 | 179682 |
|  | United Electronics <br> Co.<br>| 15439 | 386696 |
|  | United International <br> Transportation Co.<br>| 20025 | 394633 |
|  | United Wire Factories <br> Co.<br>| 1624 | 10829 |
| \* | Wafrah for Industry & <br> Development<br>| 1790 | 15239 |
| \* | Walaa Cooperative <br> Insurance Co.<br>| 21371 | 108362 |
| \* | Wataniya Insurance <br> Co.<br>| 2713 | 15354 |
|  | Yanbu National <br> Petrochemical Co.<br>| 31427 | 267940 |
|  | Zahrat Al Waha For <br> Trading Co.<br>| 1165 | 9338 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 53503832 |
| SINGAPORE — (0.0%) | SINGAPORE — (0.0%) | SINGAPORE — (0.0%) | SINGAPORE — (0.0%) |
| Ω | BOC Aviation Ltd. | 103800 | 777916 |
| SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) |
|  | Absa Group Ltd. | 196897 | 1817147 |
|  | Adcock Ingram <br> Holdings Ltd.<br>| 32451 | 85678 |
|  | Advtech Ltd. | 254430 | 423515 |
|  | AECI Ltd. | 56022 | 309147 |
|  | Alexander Forbes <br> Group Holdings <br> Ltd.<br>| 187471 | 77818 |
|  | Altron Ltd., Class A | 122825 | 134366 |
| # | Anglo American <br> Platinum Ltd.<br>| 9998 | 342371 |
|  | Astral Foods Ltd. | 17584 | 163521 |
| #\* | Aveng Ltd. | 62877 | 21956 |
|  | AVI Ltd. | 139425 | 678221 |
|  | Barloworld Ltd. | 95505 | 556293 |
|  | Bid Corp. Ltd. | 41371 | 1039655 |
|  | Bidvest Group Ltd. | 97135 | 1231417 |
| \* | Blue Label Telecoms <br> Ltd.<br>| 310079 | 139748 |
| \* | Brait PLC | 1170650 | 135050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Capitec Bank <br> Holdings Ltd.<br>| 7497 | $1391490 |
|  | Cashbuild Ltd. | 5673 | 46806 |
|  | Caxton & CTP <br> Publishers & <br> Printers Ltd.<br>| 26485 | 17099 |
|  | City Lodge Hotels <br> Ltd.<br>| 170526 | 37318 |
|  | Clicks Group Ltd. | 62711 | 1335775 |
|  | Coronation Fund <br> Managers Ltd.<br>| 84403 | 173171 |
|  | Curro Holdings Ltd. | 84118 | 40429 |
|  | DataTec Ltd. | 128147 | 398845 |
| Ω | Dis-Chem Pharmacies <br> Ltd.<br>| 168787 | 286822 |
|  | Discovery Ltd. | 46334 | 514663 |
|  | DRDGOLD Ltd. (DRD <br> SJ)<br>| 84660 | 124754 |
|  | DRDGOLD Ltd. (DRD <br> US), Sponsored <br> ADR<br>| 5808 | 86539 |
|  | Famous Brands Ltd. | 27058 | 82170 |
|  | FirstRand Ltd. | 472939 | 1851718 |
|  | Foschini Group Ltd. | 187974 | 1309652 |
|  | Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 131399 | 2961733 |
|  | Grindrod Ltd. | 323064 | 201604 |
|  | Harmony Gold Mining <br> Co. Ltd. (HAR SJ)<br>| 39235 | 616475 |
|  | Harmony Gold Mining <br> Co. Ltd. (HMY US), <br> Sponsored ADR<br>| 139907 | 2225920 |
|  | Hudaco Industries <br> Ltd.<br>| 13408 | 134888 |
| \* | Impala Platinum <br> Holdings Ltd.<br>| 162259 | 964974 |
|  | Investec Ltd. | 36951 | 230614 |
| # | Invicta Holdings Ltd. | 6307 | 10953 |
| \* | iOCO Ltd. | 157410 | 25079 |
|  | Italtile Ltd. | 167964 | 87625 |
|  | JSE Ltd. | 21587 | 147831 |
| \* | KAP Ltd. | 1555097 | 232792 |
|  | Kumba Iron Ore Ltd. | 15330 | 267864 |
|  | Lewis Group Ltd. | 26714 | 98193 |
| \* | Metair Investments <br> Ltd.<br>| 63347 | 25295 |
|  | Momentum Group <br> Ltd.<br>| 774330 | 1417209 |
|  | Motus Holdings Ltd. | 102148 | 478484 |
|  | Mpact Ltd. | 67311 | 97790 |
|  | Mr. Price Group Ltd. | 87156 | 1113929 |
|  | MTN Group Ltd. | 411102 | 2720803 |
| \* | MultiChoice Group | 128091 | 748720 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
| \* | Nampak Ltd. | 1983 | $45088 |
|  | Naspers Ltd., Class N | 6439 | 1693084 |
|  | Nedbank Group Ltd. | 108045 | 1475719 |
|  | Ninety One Ltd. | 70682 | 136642 |
|  | Northam Platinum <br> Holdings Ltd.<br>| 95236 | 639240 |
| \* | Nutun Ltd. | 200339 | 19923 |
|  | Oceana Group Ltd. | 41298 | 130642 |
|  | Old Mutual Ltd. (OMU <br> SJ)<br>| 1918696 | 1170719 |
|  | Omnia Holdings Ltd. | 95233 | 350957 |
|  | OUTsurance Group <br> Ltd.<br>| 96788 | 398088 |
| Ω | Pepkor Holdings Ltd. | 628424 | 909715 |
| \* | Pick n Pay Stores <br> Ltd.<br>| 179998 | 271536 |
|  | PSG Financial <br> Services Ltd.<br>| 322173 | 345178 |
|  | Raubex Group Ltd. | 86543 | 205333 |
|  | Reunert Ltd. | 53629 | 178555 |
|  | RFG Holdings Ltd. | 55653 | 55813 |
|  | Sanlam Ltd. | 230202 | 1048120 |
|  | Santam Ltd. | 18796 | 407622 |
|  | Sappi Ltd. | 315313 | 591236 |
|  | Shoprite Holdings <br> Ltd.<br>| 89336 | 1374540 |
| \* | Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 904299 | 1033163 |
|  | Southern Sun Ltd. | 182357 | 81024 |
| \* | SPAR Group Ltd.  | 75344 | 464286 |
|  | Spur Corp. Ltd. | 41270 | 75183 |
|  | Stadio Holdings Ltd. | 92501 | 39008 |
|  | Standard Bank Group <br> Ltd.<br>| 237480 | 2965681 |
|  | Super Group Ltd. | 237793 | 369350 |
| \* | Telkom SA SOC Ltd. | 172194 | 364747 |
|  | Tiger Brands Ltd. | 50041 | 780395 |
|  | Truworths <br> International Ltd.<br>| 164068 | 654556 |
|  | Vodacom Group Ltd. | 121330 | 897749 |
|  | We Buy Cars <br> Holdings Ltd.<br>| 65467 | 151950 |
|  | Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 25843 | 267063 |
|  | Woolworths Holdings <br> Ltd.<br>| 249483 | 773577 |
|  | Zeda Ltd. | 134033 | 75400 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 50102811 |
| SOUTH KOREA — (10.5%) | SOUTH KOREA — (10.5%) | SOUTH KOREA — (10.5%) | SOUTH KOREA — (10.5%) |
| \* | 3S Korea Co. Ltd. | 8243 | 13481 |
|  | Able C&C Co. Ltd. | 6004 | 28937 |
|  | ABOV Semiconductor <br> Co. Ltd.<br>| 1421 | 10059 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Abpro Bio Co. Ltd. | 45652 | $9826 |
| \* | ADTechnology Co. <br> Ltd.<br>| 2141 | 22504 |
|  | Advanced Nano <br> Products Co. Ltd.<br>| 879 | 33450 |
|  | Advanced Process <br> Systems Corp.<br>| 6270 | 75157 |
|  | Aekyung Chemical <br> Co. Ltd.<br>| 6856 | 55257 |
|  | Aekyung Industrial Co. <br> Ltd.<br>| 4364 | 41776 |
| \* | Agabang & Company | 7622 | 37544 |
|  | Ahnlab, Inc. | 1081 | 51057 |
| \* | Air Busan Co. Ltd. | 25072 | 36190 |
|  | AJ Networks Co. Ltd. | 6444 | 16804 |
|  | Ajin Industrial Co. <br> Ltd.<br>| 9270 | 19246 |
|  | AK Holdings, Inc. | 2900 | 21983 |
| \* | Alteogen, Inc. | 1460 | 360124 |
| \* | ALUKO Co. Ltd. | 29610 | 44149 |
| \* | Amicogen, Inc. | 5986 | 14332 |
| # | Amorepacific Corp. | 2764 | 242407 |
|  | Amorepacific Holdings <br> Corp.<br>| 5878 | 95089 |
| \* | Anam Electronics Co. <br> Ltd.<br>| 28466 | 27411 |
| \* | Ananti, Inc. | 29900 | 142287 |
| \* | Anapass, Inc. | 1884 | 25769 |
| \* | Anterogen Co. Ltd. | 1871 | 29769 |
|  | Aplus Asset Advisor <br> Co. Ltd.<br>| 5743 | 19064 |
| \* | APS, Inc. | 5387 | 22335 |
| \* | APT Neuroscience, <br> Inc.<br>| 16291 | 12833 |
| \* | Asia Pacific Satellite, <br> Inc.<br>| 1533 | 13346 |
|  | Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 11730 | 57013 |
|  | Atec Co. Ltd. | 1127 | 23195 |
|  | Avaco Co. Ltd. | 2325 | 21495 |
|  | Baiksan Co. Ltd. | 6397 | 63978 |
|  | BGF Co. Ltd. | 15592 | 39326 |
|  | BGF retail Co. Ltd. | 1248 | 94306 |
|  | BGFecomaterials Co. <br> Ltd.<br>| 10866 | 22465 |
|  | BH Co. Ltd. | 17482 | 151460 |
| \* | BHI Co. Ltd. | 7679 | 152570 |
|  | Binggrae Co. Ltd. | 3085 | 205023 |
|  | Bio Plus Co. Ltd. | 10739 | 57818 |
| \* | Bioneer Corp. | 2941 | 32508 |
|  | BioNote, Inc. | 6867 | 22101 |
|  | BIT Computer Co. <br> Ltd.<br>| 4460 | 16637 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | BNC Korea Co. Ltd. | 17845 | $52155 |
|  | BNK Financial Group, <br> Inc.<br>| 73600 | 536469 |
|  | Boditech Med, Inc. | 4522 | 54962 |
|  | Bookook Securities <br> Co. Ltd.<br>| 1360 | 26248 |
| \* | Bosung Power <br> Technology Co. <br> Ltd.<br>| 5041 | 10405 |
| \* | Bubang Co. Ltd. | 3072 | 3901 |
| \*†† | Bucket Studio Co. <br> Ltd.<br>| 16344 | 2484 |
| \* | Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 6443 | 18159 |
|  | BYC Co. Ltd. | 1390 | 27708 |
|  | C&C International Co. <br> Ltd.<br>| 1155 | 26166 |
|  | C&G Hi Tech Co. Ltd. | 2131 | 19569 |
| #\* | Cafe24 Corp. | 5387 | 227184 |
| \* | CammSys Corp. | 4581 | 2260 |
|  | Cape Industries Ltd. | 7657 | 35022 |
|  | Caregen Co. Ltd. | 5450 | 91295 |
| \* | Celltrion Pharm, Inc. | 2679 | 90466 |
|  | Cheil Worldwide, Inc. | 26065 | 340189 |
|  | Chemtronics Co. Ltd. | 2899 | 45347 |
|  | Cheryong Electric Co. <br> Ltd.<br>| 4562 | 100616 |
|  | Chinyang Holdings <br> Corp.<br>| 9810 | 21053 |
|  | Chips&Media, Inc. | 1793 | 20686 |
| \* | Choil Aluminum Co. <br> Ltd.<br>| 23460 | 28097 |
|  | Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 2943 | 168487 |
|  | Choong Ang Vaccine <br> Laboratory<br>| 2468 | 17033 |
| \* | Chorokbaem Media <br> Co. Ltd.<br>| 6960 | 24064 |
| \* | Chunbo Co. Ltd. | 765 | 19484 |
| \* | CJ Bioscience, Inc. | 1625 | 11727 |
| \* | CJ CGV Co. Ltd. | 37529 | 128312 |
|  | CJ CheilJedang Corp. | 3674 | 617913 |
|  | CJ Corp. | 5437 | 475268 |
| \* | CJ ENM Co. Ltd. | 6527 | 283891 |
|  | CJ Freshway Corp. | 4127 | 70481 |
|  | CJ Logistics Corp. | 4090 | 238594 |
| # | Classys, Inc. | 5466 | 247159 |
|  | CLIO Cosmetics Co. <br> Ltd.<br>| 1429 | 18117 |
| \* | CoAsia Corp. | 4353 | 9727 |
| \* | Com2uS Holdings <br> Corp.<br>| 1402 | 19601 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Com2uSCorp | 3864 | $106971 |
|  | Coocon Corp. | 2150 | 30526 |
| \* | Coreana Cosmetics <br> Co. Ltd.<br>| 10367 | 17665 |
|  | Cosmax, Inc. | 2898 | 351683 |
|  | Cosmecca Korea Co. <br> Ltd.<br>| 2209 | 67178 |
| \* | CosmoAM&T Co. Ltd. | 1777 | 49223 |
| \* | Cosmochemical Co. <br> Ltd.<br>| 4734 | 51636 |
|  | Coway Co. Ltd. | 21620 | 1331153 |
|  | Cowintech Co. Ltd. | 2973 | 27032 |
|  | CR Holdings Co. Ltd. | 12587 | 46196 |
| \* | Creative & Innovative <br> System<br>| 16624 | 84497 |
|  | Creverse, Inc. | 2158 | 21786 |
| \* | CrystalGenomics <br> Invites Co. Ltd.<br>| 9498 | 13425 |
| \* | CS Bearing Co. Ltd. | 3968 | 16700 |
|  | CS Wind Corp. | 8116 | 221549 |
| \* | CTC BIO, Inc. | 2673 | 12944 |
| \* | Cube Entertainment, <br> Inc.<br>| 1866 | 25807 |
|  | Cuckoo Holdings Co. <br> Ltd.<br>| 3956 | 67626 |
|  | Cuckoo Homesys Co. <br> Ltd.<br>| 4387 | 70290 |
| \* | Curexo, Inc. | 2908 | 18143 |
|  | D.I Corp. | 2730 | 26939 |
| \*†† | DA Technology Co. <br> Ltd.<br>| 29845 | 798 |
|  | Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 2081 | 21807 |
|  | Dae Won Kang Up <br> Co. Ltd.<br>| 23068 | 63268 |
| \*†† | Dae Yu Co. Ltd. | 6267 | 1900 |
| \* | Daea TI Co. Ltd. | 7647 | 21973 |
|  | Daebongls Co. Ltd. | 1258 | 11761 |
| \* | Daechang Co. Ltd. | 33874 | 31240 |
|  | Daedong Corp. | 8930 | 64626 |
|  | Daeduck Co. Ltd. | 9954 | 55395 |
|  | Daeduck Electronics <br> Co. Ltd.<br>| 14736 | 144660 |
|  | Daehan Flour Mill Co. <br> Ltd.<br>| 512 | 47089 |
|  | Daehan Steel Co. <br> Ltd.<br>| 2584 | 29156 |
| \* | Dae-Il Corp. | 10593 | 34981 |
|  | Daejoo Electronic <br> Materials Co. Ltd.<br>| 2671 | 154754 |
|  | Daesang Corp. | 12237 | 205678 |
|  | Daesang Holdings Co. <br> Ltd.<br>| 6972 | 52233 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Daesung Energy Co. <br> Ltd.<br>| 2270 | $12431 |
| \* | Daesung Private <br> Equity, Inc.<br>| 2638 | 4944 |
| \* | Daewon Cable Co. <br> Ltd.<br>| 8447 | 16625 |
|  | Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 6921 | 67166 |
|  | Daewon San Up Co. <br> Ltd.<br>| 6131 | 33209 |
| \* | Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 100475 | 250680 |
|  | Daihan <br> Pharmaceutical Co. <br> Ltd.<br>| 2228 | 41376 |
|  | Daishin Securities Co. <br> Ltd.<br>| 13697 | 172516 |
| \* | Danal Co. Ltd. | 31311 | 63506 |
|  | Daol Investment & <br> Securities Co. Ltd.<br>| 15603 | 37201 |
|  | Daou Data Corp. | 7570 | 63057 |
|  | Daou Technology, <br> Inc.<br>| 14004 | 213885 |
| \* | Dasan Networks, Inc. | 6597 | 12870 |
| \* | Dawonsys Co. Ltd. | 8387 | 50921 |
|  | DB HiTek Co. Ltd. | 9169 | 247866 |
|  | DB Insurance Co. <br> Ltd.<br>| 10761 | 693281 |
|  | DB Securities Co. <br> Ltd.<br>| 15983 | 71477 |
| \* | DB, Inc. | 25215 | 22938 |
| \* | DE&T Co. Ltd. | 5821 | 23417 |
|  | Dear U Co. Ltd. | 2034 | 68198 |
| # | Dentium Co. Ltd. | 2353 | 120774 |
|  | Deutsch Motors, Inc. | 11957 | 39541 |
|  | Device Co. Ltd. | 1929 | 14879 |
| #\* | Devsisters Co. Ltd. | 1502 | 41762 |
| \* | Dexter Studios Co. <br> Ltd.<br>| 2597 | 12407 |
|  | DI Dong Il Corp. | 5014 | 145865 |
|  | Digital Daesung Co. <br> Ltd.<br>| 10620 | 57068 |
| \* | DIO Corp. | 3189 | 43664 |
|  | DIT Corp. | 1126 | 10177 |
| \* | DK Tech Co. Ltd. | 5029 | 25329 |
|  | DL E&C Co. Ltd. | 15656 | 478516 |
|  | DL Holdings Co. Ltd. | 5712 | 130557 |
|  | DMS Co. Ltd. | 10092 | 44940 |
| # | DN Automotive Corp. | 12326 | 178496 |
|  | Dohwa Engineering <br> Co. Ltd.<br>| 5055 | 23291 |
|  | Dong-A ST Co. Ltd. | 2154 | 72888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Dongbang Transport <br> Logistics Co. Ltd.<br>| 28165 | $47202 |
|  | Dongjin Semichem <br> Co. Ltd.<br>| 12771 | 261493 |
|  | Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 3136 | 11952 |
|  | DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 9657 | 103164 |
|  | Dongkuk CM Co. Ltd. | 2480 | 10979 |
|  | Dongkuk Holdings Co. <br> Ltd.<br>| 9479 | 48032 |
|  | Dongkuk Industries <br> Co. Ltd.<br>| 13609 | 35772 |
|  | Dongkuk Steel Mill <br> Co. Ltd.<br>| 14759 | 95208 |
|  | Dongsuh Cos., Inc. | 5320 | 97434 |
|  | Dongsung Chemical <br> Co. Ltd.<br>| 15215 | 44041 |
|  | Dongsung Finetec Co. <br> Ltd.<br>| 5270 | 91950 |
| \* | Dongwha Enterprise <br> Co. Ltd.<br>| 4747 | 28376 |
|  | Dongwon <br> Development Co. <br> Ltd.<br>| 20377 | 33441 |
|  | Dongwon F&B Co. <br> Ltd.<br>| 3833 | 99382 |
|  | Dongwon Systems <br> Corp.<br>| 1631 | 37490 |
|  | Dongwoon Anatech <br> Co. Ltd.<br>| 5817 | 86247 |
|  | Dongyang E&P, Inc. | 2221 | 31410 |
| \* | Dongyang Steel Pipe <br> Co. Ltd.<br>| 19283 | 18659 |
|  | Doosan Bobcat, Inc. | 16391 | 563531 |
| # | Doosan Co. Ltd. | 1188 | 252719 |
| \* | Doosan Enerbility Co. <br> Ltd.<br>| 51411 | 1044495 |
| \* | Doosan Fuel Cell Co. <br> Ltd.<br>| 7326 | 78603 |
|  | Doosan Tesna, Inc. | 4233 | 75162 |
|  | Douzone Bizon Co. <br> Ltd.<br>| 5092 | 218433 |
| \* | Dream Security Co. <br> Ltd.<br>| 11309 | 27709 |
|  | Dreamtech Co. Ltd. | 13722 | 61480 |
| \* | DRTECH Corp. | 6589 | 8765 |
| \* | DSK Co. Ltd. | 6678 | 23319 |
| \* | Duk San Neolux Co. <br> Ltd.<br>| 2327 | 48760 |
| \* | Duksan Techopia Co. <br> Ltd.<br>| 1334 | 20919 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \*†† | E <br> Investment&Development <br> Co. Ltd.<br>| 34114 | $6264 |
|  | Easy Holdings Co. <br> Ltd.<br>| 26721 | 64510 |
|  | Echo Marketing, Inc. | 5078 | 29658 |
| \* | Eco Volt Co. Ltd. | 16063 | 11962 |
|  | Ecoplastic Corp. | 18180 | 38121 |
| #\* | Ecopro BM Co. Ltd. | 2692 | 191751 |
| # | Ecopro Co. Ltd. | 7132 | 254976 |
|  | Ecopro HN Co. Ltd. | 5003 | 98419 |
| \* | EG Corp. | 493 | 2245 |
| \*†† | Ehwa Technologies <br> Information Co. <br> Ltd.<br>| 40504 | 4815 |
|  | E-MART, Inc. | 5518 | 354991 |
| \* | EMRO, Inc. | 1576 | 59049 |
| \* | EM-Tech Co. Ltd. | 1475 | 12653 |
| \* | Enchem Co. Ltd. | 618 | 34438 |
|  | ENF Technology Co. <br> Ltd.<br>| 5084 | 88319 |
| \* | Enplus Co. Ltd. | 9314 | 3348 |
| \* | Enzychem <br> Lifesciences Corp.<br>| 26948 | 21977 |
|  | Eo Technics Co. Ltd. | 728 | 58960 |
| \*†† | E-TRON Co. Ltd. | 112634 | 2971 |
| \* | Eubiologics Co. Ltd. | 6321 | 58439 |
| # | Eugene Corp. | 25711 | 63111 |
|  | Eugene Investment & <br> Securities Co. Ltd.<br>| 27685 | 53960 |
|  | Eugene Technology <br> Co. Ltd.<br>| 3965 | 94970 |
| \* | EV Advanced Material <br> Co. Ltd.<br>| 20082 | 20362 |
|  | Exicon Co. Ltd. | 2110 | 15183 |
| # | F&F Co. Ltd. | 5448 | 270508 |
|  | Fasoo Co. Ltd. | 1847 | 6458 |
| \* | Fine M-Tec Co. Ltd. | 5699 | 21198 |
| \* | Fine Semitech Corp. | 2702 | 33622 |
| \*†† | Flask Co. Ltd. | 13763 | 5729 |
| \* | Foosung Co. Ltd. | 8532 | 26310 |
|  | Fursys, Inc. | 1797 | 56689 |
|  | Gabia, Inc. | 4174 | 64721 |
| \* | GAEASOFT | 6369 | 44293 |
|  | Galaxia Moneytree <br> Co. Ltd.<br>| 2236 | 13152 |
| \* | GAMSUNG Corp. Co. <br> Ltd.<br>| 22439 | 57134 |
| \* | Gaon Cable Co. Ltd. | 1127 | 48071 |
| \* | GC Cell Corp. | 2015 | 29223 |
| \* | Genexine, Inc. | 8313 | 26806 |
|  | Geumhwa PSC Co. <br> Ltd.<br>| 1944 | 35982 |
| \* | Giantstep, Inc. | 2395 | 11488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Global Standard <br> Technology Co. <br> Ltd.<br>| 5893 | $71114 |
| \* | Global Tax Free Co. <br> Ltd.<br>| 14089 | 55243 |
| \* | GnBS eco Co. Ltd. | 8673 | 21358 |
|  | GnCenergy Co. Ltd. | 2911 | 46605 |
|  | GOLFZON Co. Ltd. | 2432 | 112147 |
|  | Gradiant Corp. | 5742 | 54951 |
|  | Green Chemical Co. <br> Ltd.<br>| 1042 | 5873 |
|  | Green Cross Corp. | 1560 | 136128 |
|  | Green Cross Holdings <br> Corp.<br>| 4455 | 43850 |
|  | GS Engineering & <br> Construction Corp.<br>| 18049 | 232018 |
| \* | GS P&L Co. Ltd. | 3407 | 50697 |
|  | GS Retail Co. Ltd. | 14367 | 149519 |
|  | Gwangju Shinsegae <br> Co. Ltd.<br>| 1600 | 31366 |
|  | HAESUNG DS Co. <br> Ltd.<br>| 6270 | 101909 |
|  | Han Kuk Carbon Co. <br> Ltd.<br>| 11433 | 156255 |
|  | Hana Financial Group, <br> Inc.<br>| 77010 | 3492396 |
|  | Hana Materials, Inc. | 2798 | 54618 |
| # | Hana Micron, Inc. | 20978 | 160678 |
| \* | Hana Technology Co. <br> Ltd.<br>| 922 | 12934 |
|  | Hana Tour Service, <br> Inc.<br>| 4085 | 149551 |
| \* | Hanall Biopharma Co. <br> Ltd.<br>| 2248 | 43934 |
|  | Hancom, Inc. | 7257 | 109244 |
|  | Handok, Inc. | 4481 | 36879 |
|  | Handsome Co. Ltd. | 4924 | 53566 |
|  | Hanil Feed Co. Ltd. | 5197 | 13027 |
|  | Hanjin Kal Corp. | 2408 | 134088 |
|  | Hanjin Transportation <br> Co. Ltd.<br>| 4408 | 59398 |
|  | Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 267 | 10425 |
|  | Hankook Shell Oil Co. <br> Ltd.<br>| 303 | 78886 |
|  | Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 28779 | 835910 |
| # | Hanmi Semiconductor <br> Co. Ltd.<br>| 7506 | 401701 |
|  | HanmiGlobal Co. Ltd. | 4233 | 47792 |
|  | Hannong Chemicals, <br> Inc.<br>| 1919 | 20144 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| #\* | Hanon Systems | 58746 | $147213 |
|  | Hansae Co. Ltd. | 7860 | 61723 |
|  | Hansol Chemical Co. <br> Ltd.<br>| 3222 | 262547 |
|  | Hansol Holdings Co. <br> Ltd.<br>| 19120 | 33356 |
| \* | Hansol IONES Co. <br> Ltd.<br>| 2622 | 14252 |
|  | Hansol Paper Co. <br> Ltd.<br>| 9682 | 57080 |
|  | Hansol Technics Co. <br> Ltd.<br>| 14047 | 47186 |
|  | Hanssem Co. Ltd. | 2297 | 68590 |
| \* | Hanwha Engine | 2890 | 55546 |
| \* | Hanwha Galleria <br> Corp.<br>| 52850 | 44445 |
|  | Hanwha General <br> Insurance Co. Ltd.<br>| 27895 | 79975 |
| \* | Hanwha Investment & <br> Securities Co. Ltd.<br>| 55055 | 133141 |
| \* | Hanwha Life <br> Insurance Co. Ltd.<br>| 82836 | 154520 |
| \* | Hanwha Ocean Co. <br> Ltd.<br>| 1596 | 88184 |
|  | Hanwha Solutions <br> Corp.<br>| 25968 | 545953 |
| \* | Hanwha Vision Co. <br> Ltd.<br>| 3652 | 154955 |
| \* | Hanyang Digitech Co. <br> Ltd.<br>| 2583 | 17714 |
|  | Hanyang Eng Co. <br> Ltd.<br>| 5655 | 64657 |
|  | Hanyang Securities <br> Co. Ltd.<br>| 5181 | 48773 |
| \* | Harim Co. Ltd. | 20657 | 44449 |
| # | Harim Holdings Co. <br> Ltd.<br>| 29300 | 123196 |
|  | HB SOLUTION Co. <br> Ltd.<br>| 7112 | 12178 |
|  | HB Technology Co. <br> Ltd.<br>| 31571 | 43367 |
|  | HD Hyundai Co. Ltd. | 13316 | 736442 |
|  | HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 6865 | 326928 |
|  | HD Hyundai Electric <br> Co. Ltd.<br>| 5196 | 1130778 |
| \* | HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 2525 | 50773 |
|  | HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 997 | 281981 |
|  | HD Hyundai Infracore <br> Co. Ltd.<br>| 57620 | 334736 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HD Hyundai Mipo | 1604 | $188427 |
|  | HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 5560 | 1063609 |
|  | HDC Holdings Co. <br> Ltd.<br>| 17474 | 236224 |
|  | HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 19170 | 335414 |
| \* | HD-Hyundai Marine <br> Engine<br>| 4552 | 118417 |
|  | Hecto Innovation Co. <br> Ltd.<br>| 3956 | 32838 |
| \* | Helixmith Co. Ltd. | 15600 | 29101 |
| \* | Heung-A Shipping Co. <br> Ltd.<br>| 29145 | 31953 |
|  | High Tech Pharm Co. <br> Ltd.<br>| 1900 | 17773 |
|  | HK inno N Corp. | 6518 | 184804 |
|  | HL Holdings Corp. | 3298 | 84917 |
|  | HL Mando Co. Ltd. | 16916 | 443853 |
| \* | HLB Biostep Co. Ltd. | 14537 | 16731 |
| \* | HLB Global Co. Ltd. | 7107 | 15366 |
| #\* | HLB Life Science Co. <br> Ltd.<br>| 13176 | 58252 |
| \* | Hlb Pharma Ceutical <br> Co. Ltd.<br>| 2416 | 33860 |
| \* | HLB, Inc. | 4622 | 184316 |
|  | HMM Co. Ltd. | 56185 | 723125 |
|  | Home Center <br> Holdings Co. Ltd.<br>| 8129 | 4762 |
| \* | Hotel Shilla Co. Ltd. | 6799 | 210035 |
|  | HPSP Co. Ltd. | 9191 | 145447 |
|  | HS Hyosung <br> Advanced Materials <br> Corp.<br>| 1052 | 131571 |
| \* | HS Hyosung Corp. | 689 | 19813 |
|  | HS Industries Co. <br> Ltd.<br>| 14609 | 48215 |
| \* | Hugel, Inc. | 991 | 253937 |
| \* | Humasis Co. Ltd. | 23980 | 22793 |
|  | Humedix Co. Ltd. | 2503 | 70493 |
|  | Huons Co. Ltd. | 3731 | 66447 |
|  | Huons Global Co. <br> Ltd.<br>| 2407 | 84796 |
|  | Husteel Co. Ltd. | 17299 | 58346 |
|  | Hwa Shin Co. Ltd. | 9790 | 54279 |
|  | Hwangkum Steel & <br> Technology Co. <br> Ltd.<br>| 4431 | 16318 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hwaseung Enterprise <br> Co. Ltd.<br>| 8077 | $44078 |
|  | HYBE Co. Ltd. | 755 | 142076 |
| \* | Hydro Lithium, Inc. | 8415 | 9616 |
|  | Hy-Lok Corp. | 4195 | 85169 |
|  | Hyosung Corp. | 3097 | 115625 |
|  | Hyosung Heavy <br> Industries Corp.<br>| 1323 | 457588 |
|  | Hyosung TNC Corp. | 1627 | 272164 |
| # | Hyundai Autoever <br> Corp.<br>| 2227 | 193016 |
|  | Hyundai Bioland Co. <br> Ltd.<br>| 5522 | 16773 |
|  | Hyundai BNG Steel <br> Co. Ltd.<br>| 4900 | 42056 |
|  | HYUNDAI Corp. | 4150 | 66300 |
|  | Hyundai Department <br> Store Co. Ltd.<br>| 7377 | 309888 |
| # | Hyundai Elevator Co. <br> Ltd.<br>| 5502 | 285646 |
|  | Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 20458 | 599535 |
|  | Hyundai Ezwel Co. <br> Ltd.<br>| 8898 | 33185 |
|  | Hyundai Futurenet Co. <br> Ltd.<br>| 10966 | 22173 |
|  | Hyundai Glovis Co. <br> Ltd.<br>| 12771 | 1024002 |
|  | Hyundai Green Food | 5844 | 63968 |
|  | Hyundai Home <br> Shopping Network <br> Corp.<br>| 2566 | 87623 |
|  | Hyundai Livart <br> Furniture Co. Ltd.<br>| 6686 | 34170 |
| \* | Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 16683 | 261039 |
|  | Hyundai Mobis Co. <br> Ltd.<br>| 7161 | 1344181 |
|  | Hyundai Motor Co. | 31322 | 4197133 |
|  | Hyundai Motor <br> Securities Co. Ltd.<br>| 16835 | 77391 |
|  | Hyundai Movex Co. <br> Ltd.<br>| 9201 | 29045 |
| # | Hyundai Steel Co. | 19874 | 342135 |
| # | Hyundai Wia Corp. | 8192 | 246547 |
|  | HyVision System, Inc. | 3859 | 43043 |
|  | i3system, Inc. | 1104 | 44278 |
| \* | Icure Pharm, Inc. | 2386 | 3502 |
|  | iFamilySC Co. Ltd. | 2513 | 36780 |
|  | Iljin Electric Co. Ltd. | 5713 | 101522 |
| \* | Iljin Hysolus Co. Ltd. | 1181 | 11248 |
|  | Iljin Power Co. Ltd. | 4220 | 27257 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Ilshin Spinning Co. <br> Ltd.<br>| 8435 | $51337 |
|  | Ilyang Pharmaceutical <br> Co. Ltd.<br>| 5086 | 44055 |
|  | iM Financial Group <br> Co. Ltd.<br>| 83286 | 602189 |
|  | iMarketKorea, Inc. | 9902 | 55329 |
|  | InBody Co. Ltd. | 3960 | 67270 |
|  | Incar Financial <br> Service Co. Ltd.<br>| 4622 | 27047 |
|  | Industrial Bank of <br> Korea<br>| 82207 | 887212 |
| \* | Infinitt Healthcare Co. <br> Ltd.<br>| 5469 | 22397 |
|  | Innocean Worldwide, <br> Inc.<br>| 9240 | 118426 |
|  | InnoWireless Co. Ltd. | 1882 | 25712 |
|  | Innox Advanced <br> Materials Co. Ltd.<br>| 6188 | 99360 |
| \* | Insun ENT Co. Ltd. | 13154 | 47344 |
| \* | Insung Information <br> Co. Ltd.<br>| 9259 | 14400 |
|  | Intellian Technologies, <br> Inc.<br>| 1921 | 51856 |
|  | Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1743 | 20252 |
| \* | Interflex Co. Ltd. | 5184 | 30500 |
| †† | Interojo Co. Ltd. | 2350 | 7223 |
|  | INTOPS Co. Ltd. | 6004 | 68059 |
|  | iNtRON <br> Biotechnology, Inc.<br>| 4530 | 13063 |
|  | INVENI Co. Ltd. | 755 | 26947 |
| # | IS Dongseo Co. Ltd. | 7529 | 96050 |
|  | ISC Co. Ltd. | 1934 | 67376 |
|  | i-SENS, Inc. | 3076 | 35457 |
| \* | ISU Abxis Co. Ltd. | 3988 | 14218 |
| \* | ISU Chemical Co. <br> Ltd.<br>| 5097 | 20275 |
| \* | ISU Specialty <br> Chemical<br>| 1121 | 34042 |
|  | IsuPetasys Co. Ltd. | 13854 | 312801 |
| \* | ITEK, Inc. | 8093 | 32931 |
| \* | ITM Semiconductor <br> Co. Ltd.<br>| 1624 | 13754 |
| \* | Jahwa Electronics Co. <br> Ltd.<br>| 7183 | 60204 |
|  | JB Financial Group <br> Co. Ltd.<br>| 46009 | 552803 |
| \* | Jeju Air Co. Ltd. | 13916 | 65581 |
| \* | Jeju Semiconductor <br> Corp.<br>| 3967 | 35213 |
| \* | JETEMA Co. Ltd. | 3077 | 15796 |
| \* | Jin Air Co. Ltd. | 4887 | 30646 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Jinsung T.E.C. | 6490 | $41169 |
| \* | JNTC Co. Ltd. | 3202 | 30876 |
| \*†† | Jokwang ILI Co. Ltd. | 21810 | 2102 |
| \* | JoyCity Corp. | 1775 | 2048 |
|  | Jusung Engineering <br> Co. Ltd.<br>| 9605 | 226706 |
|  | JVM Co. Ltd. | 1903 | 31022 |
|  | JW Life Science <br> Corp.<br>| 4771 | 38567 |
|  | JYP Entertainment <br> Corp.<br>| 8984 | 437000 |
|  | K Car Co. Ltd. | 5037 | 49628 |
|  | K Ensol Co. Ltd. | 2244 | 18341 |
|  | Kakao Corp. | 16277 | 437277 |
| \* | Kakao Games Corp. | 12492 | 124750 |
|  | KakaoBank Corp. | 17985 | 281901 |
| \* | Kakaopay Corp. | 3031 | 67488 |
| \*†† | Kanglim Co. Ltd. | 4125 | 3291 |
| \* | Kangwon Energy Co. <br> Ltd.<br>| 3155 | 15794 |
|  | KB Financial Group, <br> Inc. (105560 KS)<br>| 59620 | 3767937 |
|  | KB Financial Group, <br> Inc. (KB US), ADR<br>| 10427 | 656692 |
|  | KC Co. Ltd. | 3423 | 44740 |
|  | KC Tech Co. Ltd. | 3975 | 73255 |
|  | KCC Corp. | 1438 | 252487 |
|  | KCC Glass Corp. | 5228 | 117752 |
|  | KCTC | 13067 | 35202 |
| \* | KEC Corp. | 72307 | 37294 |
|  | KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 803 | 38351 |
|  | KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 10925 | 337497 |
|  | KG Chemical Corp. | 16105 | 45111 |
|  | KG Dongbusteel | 23894 | 99589 |
|  | KG Eco Solution Co. <br> Ltd.<br>| 12156 | 47102 |
| \* | KG Mobility Co. | 27602 | 63301 |
|  | Kginicis Co. Ltd. | 7291 | 44831 |
|  | KGMobilians Co. Ltd. | 9604 | 28536 |
|  | KH Vatec Co. Ltd. | 10320 | 66861 |
|  | Kia Corp. | 67227 | 4272495 |
| \*†† | Kib Plug Energy | 116791 | 31714 |
|  | KINX, Inc. | 1034 | 57382 |
|  | KISCO Corp. | 6938 | 41480 |
|  | KISCO Holdings Co. <br> Ltd.<br>| 2780 | 40789 |
|  | KISWIRE Ltd. | 5402 | 65759 |
|  | KIWOOM Securities <br> Co. Ltd.<br>| 5698 | 547915 |
| \* | KMW Co. Ltd. | 3770 | 22800 |
| \* | KNJ Co. Ltd. | 1991 | 22136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Koh Young <br> Technology, Inc.<br>| 9469 | $92120 |
|  | Kolmar BNH Co. Ltd. | 2608 | 24743 |
|  | Kolmar Holdings Co. <br> Ltd.<br>| 4314 | 28923 |
|  | Kolon Corp. | 3612 | 59319 |
|  | Kolon Enp, Inc. | 7122 | 31252 |
|  | Kolon Global Corp. | 2282 | 13916 |
|  | Kolon Industries, Inc. | 8656 | 183673 |
| \* | Kolon Life Science, <br> Inc.<br>| 583 | 10744 |
| # | KoMiCo Ltd. | 2410 | 99642 |
| # | KONA I Co. Ltd. | 3514 | 95948 |
|  | Korea Asset In Trust <br> Co. Ltd.<br>| 31622 | 51804 |
|  | Korea Cast Iron Pipe <br> Industries Co. Ltd.<br>| 7209 | 36360 |
| \* | Korea Circuit Co. Ltd. | 5123 | 36556 |
|  | Korea District Heating <br> Corp.<br>| 743 | 27699 |
|  | Korea Electric <br> Terminal Co. Ltd.<br>| 3099 | 140489 |
|  | Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 4827 | 42998 |
|  | Korea Export <br> Packaging Industrial <br> Co. Ltd.<br>| 8450 | 16615 |
|  | Korea Fuel-Tech <br> Corp.<br>| 10279 | 33760 |
|  | Korea Gas Corp. | 5875 | 160046 |
| \* | Korea Information & <br> Communications <br> Co. Ltd.<br>| 10169 | 55346 |
|  | Korea Information <br> Certificate Authority, <br> Inc.<br>| 8741 | 27015 |
|  | Korea Investment <br> Holdings Co. Ltd.<br>| 14096 | 822996 |
| \* | Korea Line Corp. | 96454 | 103202 |
|  | Korea Movenex Co. <br> Ltd.<br>| 14544 | 40266 |
|  | Korea Petrochemical <br> Ind Co. Ltd.<br>| 1862 | 110081 |
|  | Korea Petroleum <br> Industries Co.<br>| 1683 | 15324 |
|  | Korea Pharma Co. <br> Ltd.<br>| 615 | 6136 |
|  | Korea Ratings Corp. | 564 | 35536 |
|  | Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 87316 | 64832 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Korea Zinc Co. Ltd. | 1239 | $690946 |
|  | Korean Air Lines Co. <br> Ltd.<br>| 69484 | 1024392 |
|  | Korean Reinsurance <br> Co.<br>| 70890 | 403533 |
|  | Kortek Corp. | 5563 | 37788 |
|  | KPX Chemical Co. <br> Ltd.<br>| 1121 | 35392 |
| \* | Krafton, Inc. | 6154 | 1611130 |
|  | KSS LINE Ltd. | 8802 | 55484 |
|  | KT Corp. (KT US), <br> Sponsored ADR<br>| 12498 | 243211 |
|  | KT Skylife Co. Ltd. | 9022 | 28139 |
|  | KTCS Corp. | 9824 | 19107 |
|  | Kukdong Oil & <br> Chemicals Co. Ltd.<br>| 10859 | 26311 |
|  | Kukje Pharma Co. <br> Ltd.<br>| 4142 | 13506 |
|  | Kukjeon <br> Pharmaceutical Co. <br> Ltd.<br>| 2139 | 4814 |
|  | Kumho Petrochemical <br> Co. Ltd.<br>| 4045 | 338451 |
| \* | Kumho Tire Co., Inc. | 55881 | 189139 |
| \* | KUMHOE&C Co. Ltd. | 636 | 1364 |
|  | KX Innovation Co. <br> Ltd.<br>| 3585 | 10082 |
|  | Kyeryong Construction <br> Industrial Co. Ltd.<br>| 4158 | 74583 |
|  | Kyobo Securities Co. <br> Ltd.<br>| 10116 | 46929 |
|  | Kyongbo <br> Pharmaceutical Co. <br> Ltd.<br>| 3819 | 15160 |
|  | Kyung Dong Navien <br> Co. Ltd.<br>| 3389 | 173449 |
|  | Kyungbang Co. Ltd. | 5365 | 26434 |
|  | Kyung-In Synthetic <br> Corp.<br>| 15465 | 34472 |
|  | KZ Precision Corp. | 3100 | 25898 |
|  | L&C Bio Co. Ltd. | 1727 | 26973 |
| \* | L&F Co. Ltd. | 1457 | 66357 |
| \* | L&K Biomed Co. Ltd. | 1817 | 8757 |
| \* | LabGenomics Co. <br> Ltd.<br>| 14945 | 22598 |
|  | Lake Materials Co. <br> Ltd.<br>| 15024 | 135271 |
| \* | LB Semicon, Inc. | 19980 | 47191 |
|  | Lee Ku Industrial Co. <br> Ltd.<br>| 6154 | 18407 |
|  | LEENO Industrial, <br> Inc.<br>| 12615 | 320377 |
|  | LF Corp. | 9746 | 101969 |
|  | LG Corp. | 12299 | 575949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | LG Display Co. Ltd. <br> (034220 KS)<br>| 74561 | $442959 |
| \* | LG Display Co. Ltd. <br> (LPL US), ADR<br>| 121612 | 356323 |
|  | LG Electronics, Inc. | 34829 | 1748262 |
| #\* | LG Energy Solution <br> Ltd.<br>| 1522 | 347246 |
|  | LG H&H Co. Ltd. | 2214 | 524588 |
| # | LG Innotek Co. Ltd. | 5465 | 537193 |
|  | LG Uplus Corp. | 95297 | 804648 |
| \* | LigaChem <br> Biosciences, Inc.<br>| 828 | 61019 |
| \* | LOT Vacuum Co. Ltd. | 4434 | 27299 |
|  | Lotte Chemical Corp. | 3491 | 148087 |
|  | Lotte Corp. | 9650 | 153088 |
| \* | Lotte Data <br> Communication Co.<br>| 2926 | 38702 |
| \* | Lotte Energy Materials <br> Corp.<br>| 7078 | 112894 |
| # | LOTTE Fine Chemical <br> Co. Ltd.<br>| 8374 | 204551 |
|  | LOTTE Himart Co. <br> Ltd.<br>| 1295 | 6868 |
| \* | Lotte Non-Life <br> Insurance Co. Ltd.<br>| 32778 | 39717 |
|  | Lotte Rental Co. Ltd. | 8583 | 177382 |
|  | Lotte Shopping Co. <br> Ltd.<br>| 2687 | 127507 |
|  | Lotte Wellfood Co. <br> Ltd.<br>| 1356 | 112979 |
|  | LS Corp. | 5468 | 506563 |
|  | LS Eco Energy Ltd. | 3866 | 87471 |
| # | LS Electric Co. Ltd. | 5021 | 725194 |
|  | LS Marine Solution <br> Co. Ltd.<br>| 3994 | 50223 |
|  | LTC Co. Ltd. | 584 | 4073 |
| \* | LVMC Holdings | 48539 | 59626 |
|  | LX Hausys Ltd. | 4303 | 87310 |
|  | LX Semicon Co. Ltd. | 5553 | 211347 |
|  | M.I.Tech Co. Ltd. | 6029 | 34158 |
|  | Macquarie Korea <br> Infrastructure Fund<br>| 89053 | 717765 |
|  | Maeil Dairies Co. Ltd. | 2167 | 56196 |
|  | Mcnex Co. Ltd. | 7522 | 126734 |
| \* | Mediana Co. Ltd. | 4570 | 19419 |
| \* | Medipost Co. Ltd. | 6328 | 40842 |
|  | Medytox, Inc. | 874 | 107374 |
| \* | Meerecompany, Inc. | 1878 | 23870 |
|  | MegaStudy Co. Ltd. | 3816 | 28625 |
|  | MegaStudyEdu Co. <br> Ltd.<br>| 3763 | 126924 |
|  | Meritz Financial <br> Group, Inc.<br>| 23140 | 2021567 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | META BIOMED Co. <br> Ltd.<br>| 5123 | $16547 |
|  | Mgame Corp. | 7410 | 26458 |
|  | Mi Chang Oil <br> Industrial Co. Ltd.<br>| 382 | 27729 |
| \* | MiCo Ltd. | 11862 | 86862 |
| \* | Mirae Asset Life <br> Insurance Co. Ltd.<br>| 21538 | 82292 |
|  | Mirae Asset Securities <br> Co. Ltd.<br>| 62214 | 517143 |
|  | Mirae Asset Venture <br> Investment Co. Ltd.<br>| 5218 | 17808 |
|  | Misto Holdings Corp. | 8631 | 224442 |
|  | Miwon Chemicals Co. <br> Ltd.<br>| 571 | 31695 |
|  | Miwon Commercial <br> Co. Ltd.<br>| 595 | 80237 |
|  | Miwon Holdings Co. <br> Ltd.<br>| 324 | 16916 |
|  | Miwon Specialty <br> Chemical Co. Ltd.<br>| 519 | 57897 |
|  | MK Electron Co. Ltd. | 8599 | 45826 |
|  | MNTech Co. Ltd. | 3027 | 16784 |
|  | Modetour Network, <br> Inc.<br>| 2945 | 23272 |
| \* | MONAYONGPYONG | 12765 | 39781 |
|  | Motonic Corp. | 2058 | 13871 |
|  | Motrex Co. Ltd. | 7187 | 43353 |
| \* | MS Autotech Co. Ltd. | 27410 | 44944 |
|  | Multicampus Co. Ltd. | 1262 | 28954 |
|  | Myoung Shin <br> Industrial Co. Ltd.<br>| 17236 | 101313 |
|  | Namhae Chemical <br> Corp.<br>| 10948 | 52499 |
| \* | Namsun Aluminum <br> Co. Ltd.<br>| 35479 | 35550 |
|  | Namuga Co. Ltd. | 2390 | 21674 |
|  | Namyang Dairy <br> Products Co. Ltd.<br>| 1079 | 57758 |
| \* | Nature & Environment <br> Co. Ltd.<br>| 31751 | 16912 |
|  | Nature Holdings Co. <br> Ltd.<br>| 6062 | 42867 |
|  | NAVER Corp. | 4579 | 644291 |
|  | NCSoft Corp. | 1508 | 155226 |
|  | NeoPharm Co. Ltd. | 4164 | 40282 |
|  | Neosem, Inc. | 2981 | 20966 |
| \* | Neowiz | 5016 | 82468 |
|  | Neowiz Holdings <br> Corp.<br>| 1665 | 24603 |
| \* | Nepes Ark Corp. | 3300 | 24457 |
| \* | NEPES Corp. | 6613 | 31807 |
| \* | Neptune Co. | 8029 | 41554 |
| Ω | Netmarble Corp. | 6012 | 189113 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | New Power Plasma <br> Co. Ltd.<br>| 10930 | $35616 |
| \* | Newflex Technology <br> Co. Ltd.<br>| 3847 | 12255 |
|  | Nexen Corp. | 9997 | 33135 |
|  | Nexen Tire Corp. | 18926 | 71890 |
| \* | Nexon Games Co. <br> Ltd.<br>| 4583 | 41607 |
|  | NEXTIN, Inc. | 2537 | 95610 |
|  | NH Investment & <br> Securities Co. Ltd.<br>| 54362 | 587701 |
|  | NHN Corp. | 7894 | 123157 |
|  | NHN KCP Corp. | 8874 | 48087 |
|  | NICE Holdings Co. <br> Ltd.<br>| 9918 | 78516 |
|  | Nice Information & <br> Telecommunication, <br> Inc.<br>| 3525 | 46084 |
|  | NICE Information <br> Service Co. Ltd.<br>| 14058 | 127656 |
|  | Nong Shim Holdings <br> Co. Ltd.<br>| 900 | 42489 |
|  | NongShim Co. Ltd. | 789 | 223606 |
|  | NOVAREX Co. Ltd. | 6315 | 45354 |
|  | Novatech Co. Ltd. | 1574 | 20812 |
|  | NPC | 7683 | 22172 |
|  | OCI Co. Ltd. | 2797 | 108477 |
|  | OCI Holdings Co. Ltd. | 6021 | 274207 |
| \* | Okins Electronics Co. <br> Ltd.<br>| 3319 | 11427 |
|  | ONEJOON Co. Ltd. | 3406 | 21690 |
| \* | OptoElectronics <br> Solutions Co. Ltd.<br>| 3068 | 19758 |
| \* | Orbitech Co. Ltd. | 3429 | 5840 |
|  | Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 7890 | 30641 |
|  | Orion Corp. | 8704 | 754437 |
|  | Orion Holdings Corp. | 12345 | 159035 |
|  | Osang Healthcare Co. <br> Ltd.<br>| 980 | 9515 |
| \* | OSTEONIC Co. Ltd. | 3992 | 19441 |
| \* | Osung Advanced <br> Materials Co. Ltd.<br>| 28148 | 27847 |
|  | Otoki Corp. | 786 | 221380 |
| \* | Paik Kwang Industrial <br> Co. Ltd.<br>| 13688 | 62742 |
|  | Pan Ocean Co. Ltd. | 108116 | 254402 |
|  | Park Systems Corp. | 1480 | 210846 |
|  | Partron Co. Ltd. | 21696 | 104832 |
| \* | Pearl Abyss Corp. | 1609 | 40085 |
| \* | Pentastone <br> Electronics, Inc.<br>| 5205 | 10528 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | People & Technology, <br> Inc.<br>| 6960 | $198690 |
| \* | Peptron, Inc. | 312 | 35692 |
|  | PHA Co. Ltd. | 3537 | 24629 |
| # | PharmaResearch Co. <br> Ltd.<br>| 2288 | 606020 |
| \* | PharmGen Science, <br> Inc.<br>| 9054 | 25561 |
|  | Pharmicell Co. Ltd. | 3802 | 28256 |
|  | Philenergy Co. Ltd. | 845 | 8669 |
| \* | Philoptics Co. Ltd. | 2468 | 53031 |
|  | PI Advanced Materials <br> Co. Ltd.<br>| 3994 | 45996 |
| \* | Polaris Office Corp. | 5235 | 18530 |
|  | Pond Group Co. Ltd. | 3753 | 15861 |
| \* | PonyLink Co. Ltd. | 18582 | 13472 |
|  | Poongsan Holdings <br> Corp.<br>| 2812 | 56701 |
| # | Posco DX Co. Ltd. | 12040 | 207667 |
| #\* | POSCO Future M Co. <br> Ltd.<br>| 756 | 66372 |
|  | Posco M-Tech Co. <br> Ltd.<br>| 2492 | 21186 |
|  | POSCO Steeleon Co. <br> Ltd.<br>| 1308 | 34705 |
| \* | Power Logics Co. <br> Ltd.<br>| 9071 | 29553 |
| \* | Prestige Biologics Co. <br> Ltd.<br>| 3146 | 9220 |
|  | Protec Co. Ltd. | 1341 | 22619 |
|  | PSK Holdings, Inc. | 740 | 18037 |
| # | PSK, Inc. | 7547 | 94663 |
|  | Pulmuone Co. Ltd. | 3936 | 40653 |
|  | Pumtech Korea Co. <br> Ltd.<br>| 1886 | 72547 |
| \* | Rainbow Robotics | 502 | 95224 |
| \* | Ray Co. Ltd. | 630 | 3616 |
| \* | Refine Co. Ltd. | 5340 | 46680 |
| \* | Reyon Pharmaceutical <br> Co. Ltd.<br>| 2366 | 18917 |
|  | RFHIC Corp. | 4654 | 50582 |
| \* | RFTech Co. Ltd. | 16022 | 41918 |
| \* | Robostar Co. Ltd. | 1376 | 23767 |
|  | Rorze Systems Corp. | 3344 | 34337 |
|  | S&S Tech Corp. | 4117 | 99642 |
|  | S-1 Corp. | 6233 | 277808 |
| \* | Sajo Industries Co. <br> Ltd.<br>| 851 | 21668 |
|  | Sajodaerim Corp. | 1835 | 49118 |
|  | Sam Young <br> Electronics Co. Ltd.<br>| 4997 | 37431 |
|  | Sam Yung Trading <br> Co. Ltd.<br>| 6134 | 58917 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Sam-A Aluminum Co. <br> Ltd.<br>| 357 | $6319 |
|  | Samchully Co. Ltd. | 516 | 33273 |
|  | Samho Development <br> Co. Ltd.<br>| 8183 | 18975 |
|  | Samick THK Co. Ltd. | 2406 | 16606 |
| \* | Samil Pharmaceutical <br> Co. Ltd.<br>| 3172 | 29178 |
|  | Samji Electronics Co. <br> Ltd.<br>| 5168 | 38092 |
|  | Samjin <br> Pharmaceutical Co. <br> Ltd.<br>| 2505 | 31440 |
|  | Sammok S-Form Co. <br> Ltd.<br>| 2476 | 36632 |
| \*Ω | Samsung Biologics <br> Co. Ltd.<br>| 1623 | 1201131 |
|  | Samsung C&T Corp. | 17563 | 1511461 |
|  | Samsung Card Co. <br> Ltd. (029780 KS)<br>| 10089 | 297952 |
|  | Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 8786 | 724878 |
|  | Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 750372 | 29277665 |
|  | Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 2841 | 2766391 |
|  | Samsung Engineering <br> Co. Ltd.<br>| 58595 | 792284 |
|  | Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 4853 | 1280356 |
| #\* | Samsung Heavy <br> Industries Co. Ltd.<br>| 59577 | 610402 |
|  | Samsung Life <br> Insurance Co. Ltd.<br>| 11553 | 701471 |
| \* | Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 27070 | 28565 |
|  | Samsung SDI Co. <br> Ltd.<br>| 9910 | 1227117 |
|  | Samsung SDS Co. <br> Ltd.<br>| 6676 | 601619 |
|  | Samsung Securities <br> Co. Ltd.<br>| 25299 | 927374 |
|  | SAMT Co. Ltd. | 22161 | 42260 |
|  | Samwha Capacitor <br> Co. Ltd.<br>| 2639 | 46078 |
|  | Samwha Electric Co. <br> Ltd.<br>| 511 | 10095 |
|  | Samyang Corp. | 1532 | 51565 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samyang Foods Co. <br> Ltd.<br>| 1368 | $933715 |
|  | Samyang Holdings <br> Corp.<br>| 2127 | 92061 |
|  | Samyang Tongsang <br> Co. Ltd.<br>| 846 | 27555 |
|  | Samyoung Co. Ltd. | 6764 | 19237 |
|  | Sang-A Frontec Co. <br> Ltd.<br>| 2614 | 28731 |
| \* | Sangbo Corp. | 1404 | 1081 |
|  | Saramin Co. Ltd. | 3271 | 36135 |
|  | Satrec Initiative Co. <br> Ltd.<br>| 829 | 26215 |
| \* | SBI Investment Korea <br> Co. Ltd.<br>| 40530 | 20611 |
|  | SD Biosensor, Inc. | 22479 | 148627 |
|  | SeAH Besteel <br> Holdings Corp.<br>| 7225 | 90942 |
|  | SeAH Holdings Corp. | 419 | 27129 |
|  | SeAH Steel Corp. | 565 | 70393 |
|  | SeAH Steel Holdings <br> Corp.<br>| 1075 | 170009 |
|  | Sebang Co. Ltd. | 6012 | 48266 |
|  | Sebang Global Battery <br> Co. Ltd.<br>| 3144 | 152353 |
|  | Seegene, Inc. | 8456 | 156359 |
|  | Sejin Heavy Industries <br> Co. Ltd.<br>| 6360 | 38900 |
|  | Sempio Foods Co. | 730 | 13490 |
|  | Seobu T&D | 15654 | 63397 |
|  | Seohan Co. Ltd. | 57673 | 34350 |
| # | Seohee Construction <br> Co. Ltd.<br>| 59699 | 72760 |
| #\* | Seojin System Co. <br> Ltd.<br>| 11556 | 165694 |
| \* | Seoul Auction Co. <br> Ltd.<br>| 2218 | 13820 |
| \* | Seoul Semiconductor <br> Co. Ltd.<br>| 18042 | 84470 |
|  | Seoyon Co. Ltd. | 6326 | 33088 |
|  | Seoyon E-Hwa Co. <br> Ltd.<br>| 9093 | 75387 |
| \*†† | Sewon E&C Co. Ltd. | 21080 | 2610 |
| # | SFA Engineering <br> Corp.<br>| 7382 | 105409 |
| \* | SFA Semicon Co. <br> Ltd.<br>| 9757 | 20547 |
|  | SGC Energy Co. Ltd. | 4711 | 77228 |
|  | Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 15489 | 46190 |
|  | Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 80720 | 2917230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Shinil Electronics Co. <br> Ltd.<br>| 12080 | $13139 |
|  | Shinsegae <br> International, Inc.<br>| 7738 | 53418 |
| # | Shinsegae, Inc. | 3502 | 388275 |
|  | Shinsung Delta Tech <br> Co. Ltd.<br>| 2779 | 115977 |
| \* | Shinsung E&G Co. <br> Ltd.<br>| 56271 | 54092 |
|  | Shinwon Corp. | 17258 | 20847 |
| \* | Shinyoung Securities <br> Co. Ltd.<br>| 1754 | 109853 |
|  | Showbox Corp. | 9860 | 22535 |
| #\* | Silicon2 Co. Ltd. | 7803 | 196291 |
|  | Silla Co. Ltd. | 2472 | 16003 |
|  | SIMMTECH Co. Ltd. | 5369 | 59616 |
|  | SIMPAC, Inc. | 1268 | 3629 |
|  | Sindoh Co. Ltd. | 2207 | 66837 |
|  | Sinil Pharm Co. Ltd. | 1949 | 8887 |
| \* | SK <br> Biopharmaceuticals <br> Co. Ltd.<br>| 4056 | 304149 |
| #\* | SK Bioscience Co. <br> Ltd.<br>| 2633 | 73458 |
|  | SK Chemicals Co. <br> Ltd.<br>| 4083 | 114273 |
|  | SK Discovery Co. <br> Ltd.<br>| 4063 | 118908 |
| \* | SK Eternix Co. Ltd. | 7447 | 89152 |
|  | SK Gas Ltd. | 515 | 86779 |
| # | SK Hynix, Inc. | 104555 | 13045649 |
| #\*Ω | SK IE Technology Co. <br> Ltd.<br>| 8588 | 135294 |
|  | SK Innovation Co. <br> Ltd.<br>| 1555 | 103285 |
| \* | SK oceanplant Co. <br> Ltd.<br>| 6151 | 64785 |
|  | SK Securities Co. <br> Ltd.<br>| 170647 | 58009 |
|  | SK Telecom Co. Ltd. <br> (017670 KS)<br>| 8592 | 328273 |
|  | SK Telecom Co. Ltd. <br> (SKM US), <br> Sponsored ADR<br>| 1259 | 27175 |
| #\* | SKC Co. Ltd. | 1278 | 91684 |
|  | SL Corp. | 8218 | 189790 |
|  | SM Entertainment Co. <br> Ltd.<br>| 1778 | 154600 |
| \* | SMEC Co. Ltd. | 7175 | 13644 |
|  | SNT Holdings Co. <br> Ltd.<br>| 3470 | 80991 |
| \* | SOCAR, Inc. | 1653 | 16851 |
|  | S-Oil Corp. | 10079 | 368144 |
|  | Solid, Inc. | 22414 | 112460 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | SOLUM Co. Ltd. | 17252 | $199662 |
|  | Solus Advanced <br> Materials Co. Ltd.<br>| 8382 | 50338 |
|  | Songwon Industrial <br> Co. Ltd.<br>| 7797 | 62665 |
| # | Soop Co. Ltd. | 3056 | 176326 |
|  | Soosan Cebotics Co. <br> Ltd.<br>| 7570 | 9832 |
|  | Soulbrain Co. Ltd. | 1580 | 192449 |
|  | Soulbrain Holdings <br> Co. Ltd.<br>| 2191 | 48091 |
|  | SPC Samlip Co. Ltd. | 730 | 32573 |
|  | SPG Co. Ltd. | 2271 | 39957 |
|  | ST Pharm Co. Ltd. | 1215 | 67448 |
|  | STIC Investments, <br> Inc.<br>| 7920 | 55162 |
|  | Straffic Co. Ltd. | 10920 | 30290 |
| \* | Studio Dragon Corp. | 4596 | 165628 |
|  | Suheung Co. Ltd. | 878 | 8835 |
| \* | Sukgyung AT Co. Ltd. | 508 | 17642 |
|  | Sung Kwang Bend <br> Co. Ltd.<br>| 4798 | 91929 |
| \* | Sungchang Enterprise <br> Holdings Ltd.<br>| 19774 | 18638 |
| \* | Sungeel Hitech Co. <br> Ltd.<br>| 785 | 18589 |
|  | Sungwoo Hitech Co. <br> Ltd.<br>| 28667 | 112362 |
| \* | Suprema, Inc. | 2463 | 56199 |
| \* | SY Co. Ltd. | 12322 | 32255 |
| \* | Synergy Innovation <br> Co. Ltd.<br>| 10345 | 20902 |
| \* | Synopex, Inc. | 34634 | 154396 |
|  | Systems Technology, <br> Inc.<br>| 2030 | 28459 |
|  | T&L Co. Ltd. | 1763 | 89379 |
|  | Tae Kyung Industrial <br> Co. Ltd.<br>| 2012 | 6975 |
|  | Taekwang Industrial <br> Co. Ltd.<br>| 146 | 77757 |
|  | TAEKYUNG BK Co. <br> Ltd.<br>| 7843 | 25376 |
| \* | Taesung Co. Ltd. | 1888 | 27366 |
| \* | Taewoong Co. Ltd. | 4985 | 52715 |
|  | Taeyang Metal <br> Industrial Co. Ltd.<br>| 5628 | 11840 |
| \* | Taihan Electric Wire <br> Co. Ltd.<br>| 10900 | 89299 |
|  | TCC Steel | 1820 | 25564 |
|  | TechWing, Inc. | 5601 | 134578 |
|  | Telechips, Inc. | 3499 | 33332 |
|  | TES Co. Ltd. | 3436 | 48680 |
|  | TK Corp. | 4087 | 60490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TKG Huchems Co. <br> Ltd.<br>| 8732 | $98738 |
|  | TLB Co. Ltd. | 2610 | 31508 |
|  | Tokai Carbon Korea <br> Co. Ltd.<br>| 2058 | 123859 |
| \* | Tongyang Life <br> Insurance Co. Ltd.<br>| 24537 | 105496 |
| \* | Top Engineering Co. <br> Ltd.<br>| 5710 | 16806 |
|  | Toptec Co. Ltd. | 10660 | 30959 |
|  | Tovis Co. Ltd. | 6051 | 67231 |
|  | TS Corp. | 19785 | 47338 |
|  | TSE Co. Ltd. | 713 | 20516 |
| \* | TSI Co. Ltd. | 1964 | 8250 |
| \* | Tuksu Construction <br> Co. Ltd.<br>| 3773 | 21684 |
|  | TYM Corp. | 18418 | 58172 |
|  | Ubiquoss Holdings, <br> Inc.<br>| 2043 | 14194 |
|  | Ubiquoss, Inc. | 6216 | 32854 |
|  | Uju Electronics Co. <br> Ltd.<br>| 1935 | 37307 |
| \* | Uni-Chem Co. Ltd. | 17481 | 20151 |
|  | Unid Co. Ltd. | 2411 | 148960 |
|  | Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 7723 | 32180 |
|  | Uniquest Corp. | 4583 | 18525 |
| \* | Unison Co. Ltd. | 19128 | 16094 |
| \* | UniTest, Inc. | 4160 | 28905 |
|  | Unitrontech Co. Ltd. | 8834 | 36459 |
|  | Value Added <br> Technology Co. <br> Ltd.<br>| 4333 | 61871 |
| \*†† | Vidente Co. Ltd. | 19231 | 8428 |
|  | Vieworks Co. Ltd. | 2184 | 37704 |
| \* | Vina Tech Co. Ltd. | 615 | 10838 |
|  | VIOL Co. Ltd. | 10609 | 62657 |
|  | Vitzro Tech Co. Ltd. | 4197 | 23030 |
|  | Vitzrocell Co. Ltd. | 4413 | 74138 |
| \* | VM, Inc. | 2268 | 18531 |
| \* | VT Co. Ltd. | 7135 | 191705 |
|  | Webcash Corp. | 5284 | 45581 |
|  | Webzen, Inc. | 6567 | 63696 |
|  | Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 5935 | 48959 |
|  | WINS Technet Co. <br> Ltd.<br>| 3865 | 31487 |
|  | WiSoL Co. Ltd. | 10907 | 52521 |
|  | Won Tech Co. Ltd. | 15831 | 91528 |
| \* | Wonik Holdings Co. <br> Ltd.<br>| 21371 | 62260 |
|  | WONIK IPS Co. Ltd. | 4142 | 65973 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Wonik Materials Co. <br> Ltd.<br>| 3195 | $45393 |
|  | Wonik QnC Corp. | 6335 | 75718 |
|  | Woojin, Inc. | 3958 | 22433 |
| \* | Wooree Bio Co. Ltd. | 11301 | 18027 |
|  | Woori Financial <br> Group, Inc. (316140 <br> KS)<br>| 195291 | 2431867 |
|  | Woori Financial <br> Group, Inc. (WF <br> US), Sponsored <br> ADR<br>| 291 | 10787 |
| #\* | Woori Technology <br> Investment Co. Ltd.<br>| 12348 | 57473 |
| \* | Woori Technology, <br> Inc.<br>| 30076 | 42524 |
| \* | Woosu AMS Co. Ltd. | 5919 | 12839 |
|  | Worldex Industry & <br> Trading Co. Ltd.<br>| 3984 | 48956 |
| \* | Wysiwyg Studios Co. <br> Ltd.<br>| 28958 | 25873 |
|  | Xexymix Corp. | 5593 | 23959 |
|  | Y G-1 Co. Ltd. | 9847 | 40440 |
| \* | YC Corp. | 2877 | 19880 |
| \* | Yest Co. Ltd. | 1865 | 22069 |
|  | YG Entertainment, <br> Inc.<br>| 1883 | 88898 |
| \* | YG PLUS | 8831 | 34009 |
| \* | YMT Co. Ltd. | 2063 | 13103 |
|  | Youlchon Chemical <br> Co. Ltd.<br>| 1863 | 36618 |
|  | Young Poong Corp. | 1890 | 49367 |
| # | Youngone Corp. | 10422 | 347525 |
|  | Youngone Holdings <br> Co. Ltd.<br>| 3354 | 225781 |
|  | Yuanta Securities <br> Korea Co. Ltd.<br>| 37741 | 78563 |
|  | YuHwa Securities Co. <br> Ltd.<br>| 13635 | 23248 |
| \* | Yungjin <br> Pharmaceutical Co. <br> Ltd.<br>| 9902 | 14180 |
|  | Zeus Co. Ltd. | 4722 | 42970 |
|  | Zinus, Inc. | 3957 | 48542 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 166598781 |
| TAIWAN — (19.5%) | TAIWAN — (19.5%) | TAIWAN — (19.5%) | TAIWAN — (19.5%) |
|  | 104 Corp. | 5000 | 35718 |
|  | 91APP, Inc. | 28000 | 73345 |
|  | Aaeon Technology, <br> Inc.<br>| 11546 | 45351 |
|  | ABC Taiwan <br> Electronics Corp.<br>| 42860 | 19919 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Abico Avy Co. Ltd. | 64054 | $62945 |
| # | Ability Enterprise Co. <br> Ltd.<br>| 114508 | 166894 |
| # | Ability <br> Opto-Electronics <br> Technology Co. <br> Ltd.<br>| 19528 | 80199 |
|  | AcBel Polytech, Inc. | 373757 | 301156 |
|  | Accton Technology <br> Corp.<br>| 86858 | 1617845 |
|  | Acer Cyber Security, <br> Inc.<br>| 5157 | 30114 |
|  | Acer E-Enabling <br> Service Business, <br> Inc.<br>| 7000 | 52953 |
| # | Acer, Inc. | 640287 | 699657 |
| #\* | ACES Electronic Co. <br> Ltd.<br>| 60117 | 90639 |
| \* | Acon Holding, Inc. | 183475 | 52569 |
|  | Acter Group Corp. <br> Ltd.<br>| 52534 | 661311 |
|  | Action Electronics Co. <br> Ltd.<br>| 103000 | 49311 |
|  | Actron Technology <br> Corp.<br>| 26000 | 104222 |
|  | ADATA Technology <br> Co. Ltd.<br>| 198180 | 518407 |
|  | Addcn Technology Co. <br> Ltd.<br>| 18913 | 103365 |
| \* | Adimmune Corp. | 171000 | 106077 |
|  | Adlink Technology, <br> Inc.<br>| 30000 | 70896 |
|  | Advanced Ceramic X <br> Corp.<br>| 21000 | 79963 |
|  | Advanced Energy <br> Solution Holding <br> Co. Ltd.<br>| 19000 | 507218 |
|  | Advanced <br> International <br> Multitech Co. Ltd.<br>| 67000 | 142484 |
| #\* | Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 49000 | 24522 |
|  | Advanced Power <br> Electronics Corp.<br>| 29000 | 67213 |
| # | Advanced Wireless <br> Semiconductor Co.<br>| 52000 | 123644 |
| # | Advancetek Enterprise <br> Co. Ltd.<br>| 138908 | 313091 |
|  | Advantech Co. Ltd. | 47959 | 502426 |
| \* | AEON Motor Co. Ltd. | 22000 | 19393 |
|  | Aero Win Technology <br> Corp.<br>| 10000 | 18505 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | AGV Products Corp. | 230172 | $80695 |
| # | AIC, Inc. | 13121 | 122327 |
|  | Airoha Technology <br> Corp.<br>| 5000 | 79178 |
|  | Airtac International <br> Group<br>| 36382 | 999276 |
|  | Alchip Technologies <br> Ltd.<br>| 18000 | 1202863 |
|  | Alexander Marine Co. <br> Ltd.<br>| 14163 | 63048 |
| \* | ALI Corp. | 58579 | 49000 |
|  | Allied Circuit Co. Ltd. | 16176 | 58905 |
| # | Allied Supreme Corp. | 25000 | 190296 |
| # | Allis Electric Co. Ltd. | 76082 | 220840 |
|  | Allmind Holdings <br> Corp.<br>| 8000 | 12092 |
|  | Alltek Technology <br> Corp.<br>| 99813 | 120302 |
|  | Alltop Technology Co. <br> Ltd.<br>| 23751 | 181488 |
| # | Alpha Networks, Inc. | 112272 | 96876 |
|  | Altek Corp. | 157102 | 179142 |
|  | Amazing <br> Microelectronic <br> Corp.<br>| 33144 | 77270 |
| # | Ambassador Hotel  | 103000 | 144830 |
|  | AMIDA Technology, <br> Inc.<br>| 6000 | 8763 |
|  | AMPACS Corp. | 37000 | 37979 |
|  | Ampak Technology, <br> Inc.<br>| 18000 | 53367 |
|  | Ampire Co. Ltd. | 52000 | 48904 |
|  | Ample Electronic <br> Technology Co. <br> Ltd.<br>| 9000 | 28043 |
| # | AMPOC Far-East Co. <br> Ltd.<br>| 46000 | 126257 |
|  | AmTRAN Technology <br> Co. Ltd.<br>| 324408 | 145417 |
| \* | Amulaire Thermal <br> Technology, Inc.<br>| 40000 | 31593 |
|  | Anji Technology Co. <br> Ltd.<br>| 37337 | 34395 |
| # | Anpec Electronics <br> Corp.<br>| 32317 | 152638 |
|  | Aopen, Inc. | 13000 | 18799 |
|  | Apac Opto <br> Electronics, Inc.<br>| 18000 | 41929 |
|  | Apacer Technology, <br> Inc.<br>| 46506 | 66917 |
|  | APAQ Technology Co. <br> Ltd.<br>| 8000 | 24905 |
|  | APCB, Inc. | 77000 | 35057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Apex Biotechnology <br> Corp.<br>| 48477 | $47710 |
| # | Apex Dynamics, Inc. | 7000 | 147078 |
| #\* | Apex International Co. <br> Ltd.<br>| 93505 | 67604 |
|  | Apex Science & <br> Engineering<br>| 71628 | 25067 |
|  | ARBOR Technology <br> Corp.<br>| 19000 | 27223 |
|  | Arcadyan Technology <br> Corp.<br>| 65755 | 486586 |
| # | Ardentec Corp. | 326411 | 761414 |
|  | ARES International <br> Corp.<br>| 14000 | 28273 |
|  | Argosy Research, <br> Inc.<br>| 31558 | 143310 |
| # | ASE Technology <br> Holding Co. Ltd.<br>| 441089 | 1879568 |
|  | Asia Cement Corp. | 560696 | 789766 |
|  | Asia Optical Co., Inc. | 108000 | 459064 |
|  | Asia Polymer Corp. | 198385 | 78641 |
|  | Asia Tech Image, Inc. | 26000 | 78579 |
|  | Asia Vital <br> Components Co. <br> Ltd.<br>| 59422 | 872477 |
|  | ASIX Electronics <br> Corp.<br>| 19000 | 54178 |
|  | ASMedia Technology, <br> Inc.<br>| 6312 | 333741 |
|  | ASolid Technology Co. <br> Ltd.<br>| 17000 | 29485 |
|  | ASPEED Technology, <br> Inc.<br>| 8258 | 776883 |
|  | ASROCK, Inc. | 19000 | 104617 |
| # | Asustek Computer, <br> Inc.<br>| 62996 | 1152001 |
|  | ATE Energy <br> International Co. <br> Ltd.<br>| 43000 | 31548 |
|  | Aten International Co. <br> Ltd.<br>| 45000 | 96425 |
|  | Auden Techno Corp. | 17000 | 45423 |
|  | Audix Corp. | 42800 | 80393 |
|  | AUO Corp. (2409 TT) | 1582400 | 608828 |
|  | AUO Corp. (AUOTY <br> US), ADR<br>| 3683 | 18451 |
| # | AURAS Technology <br> Co. Ltd.<br>| 11000 | 169639 |
|  | Aurona Industries, <br> Inc.<br>| 42000 | 26850 |
|  | Aurora Corp. | 23585 | 45098 |
|  | Avalue Technology, <br> Inc.<br>| 25000 | 76639 |
|  | AVer Information, Inc. | 16000 | 18068 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Avermedia <br> Technologies<br>| 57000 | $68754 |
|  | Axiomtek Co. Ltd. | 34383 | 110405 |
|  | Azurewave <br> Technologies, Inc.<br>| 41000 | 58773 |
|  | Bafang Yunji <br> International Co. <br> Ltd.<br>| 18000 | 103250 |
|  | Bank of Kaohsiung <br> Co. Ltd.<br>| 317980 | 118085 |
|  | Basso Industry Corp. | 69000 | 80375 |
| # | BenQ Materials Corp. | 83000 | 61759 |
|  | BES Engineering <br> Corp.<br>| 707000 | 233505 |
|  | Billion Electric Co. <br> Ltd.<br>| 19000 | 18544 |
| # | Bin Chuan Enterprise <br> Co. Ltd.<br>| 53650 | 81847 |
|  | Bionet Corp. | 5851 | 13593 |
|  | Bionime Corp. | 11000 | 19355 |
| \* | Biostar Microtech <br> International Corp.<br>| 54000 | 31816 |
|  | Bioteque Corp. | 23010 | 91042 |
|  | Bizlink Holding, Inc. | 57406 | 971779 |
|  | Bon Fame Co. Ltd. | 17000 | 40188 |
|  | Bora Pharmaceuticals <br> Co. Ltd.<br>| 17989 | 401848 |
|  | Brave C&H Supply <br> Co. Ltd.<br>| 9000 | 28031 |
|  | Bright Led Electronics <br> Corp.<br>| 47100 | 26884 |
|  | Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 23000 | 32388 |
|  | Brighten Optix Corp. | 4497 | 19537 |
|  | Brighton-Best <br> International <br> Taiwan, Inc.<br>| 214331 | 223567 |
|  | Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 15208 | 87217 |
| # | Browave Corp. | 30000 | 148571 |
| # | C Sun Manufacturing <br> Ltd.<br>| 37062 | 164505 |
| \* | Cameo <br> Communications, <br> Inc.<br>| 95044 | 26315 |
|  | Capital Futures Corp. | 57081 | 86591 |
| # | Capital Securities <br> Corp.<br>| 486902 | 396143 |
| #\* | Career Technology <br> MFG. Co. Ltd.<br>| 267235 | 97862 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Carnival Industrial <br> Corp.<br>| 71499 | $17687 |
|  | Castles Technology <br> Co. Ltd.<br>| 40862 | 88415 |
|  | Caswell, Inc. | 22000 | 61815 |
|  | Catcher Technology <br> Co. Ltd.<br>| 148509 | 1010933 |
|  | Cathay Chemical <br> Works<br>| 17000 | 28831 |
|  | Cathay Consolidated, <br> Inc.<br>| 8799 | 25674 |
|  | Cathay Financial <br> Holding Co. Ltd.<br>| 993178 | 1829940 |
|  | Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 278300 | 168244 |
|  | Cayman Engley <br> Industrial Co. Ltd.<br>| 25785 | 25106 |
|  | CCP Contact Probes <br> Co. Ltd.<br>| 48875 | 42292 |
| \* | Celxpert Energy <br> Corp.<br>| 39764 | 35885 |
|  | Cenra, Inc. | 60500 | 65622 |
| # | Center Laboratories, <br> Inc.<br>| 286949 | 320700 |
| # | Central Reinsurance <br> Co. Ltd.<br>| 204873 | 168318 |
|  | Century Iron & Steel <br> Industrial Co. Ltd.<br>| 89000 | 490460 |
|  | Chailease Holding Co. <br> Ltd.<br>| 505042 | 1817189 |
|  | Chain Chon Industrial <br> Co. Ltd.<br>| 88516 | 37204 |
| \* | ChainQui Construction <br> Development Co. <br> Ltd.<br>| 41171 | 18434 |
| # | Chaintech Technology <br> Corp.<br>| 32000 | 35559 |
|  | Champion <br> Microelectronic <br> Corp.<br>| 21600 | 30918 |
|  | Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 1181175 | 673531 |
|  | Chang Wah <br> Electromaterials, <br> Inc.<br>| 170240 | 229176 |
|  | Chang Wah <br> Technology Co. <br> Ltd.<br>| 213500 | 240722 |
|  | Channel Well <br> Technology Co. <br> Ltd.<br>| 102000 | 231447 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chant Sincere Co. <br> Ltd.<br>| 28000 | $43858 |
|  | Charoen Pokphand <br> Enterprise<br>| 91676 | 286888 |
|  | CHC Healthcare <br> Group<br>| 58000 | 78478 |
|  | CHC Resources <br> Corp.<br>| 34379 | 77365 |
|  | Chen Full International <br> Co. Ltd.<br>| 46000 | 68977 |
|  | Chenbro Micom Co. <br> Ltd.<br>| 25000 | 195266 |
|  | Cheng Loong Corp. | 416480 | 227593 |
| \* | Cheng Mei Materials <br> Technology Corp.<br>| 238153 | 96275 |
|  | Cheng Shin Rubber <br> Industry Co. Ltd.<br>| 533808 | 824474 |
| # | Cheng Uei Precision <br> Industry Co. Ltd.<br>| 202159 | 309827 |
| # | Chenming Electronic <br> Technology Corp.<br>| 36000 | 100076 |
|  | Chia Chang Co. Ltd. | 60000 | 72943 |
|  | Chia Hsin Cement <br> Corp.<br>| 218280 | 101323 |
|  | Chicony Electronics <br> Co. Ltd.<br>| 215350 | 1037634 |
|  | Chicony Power <br> Technology Co. <br> Ltd.<br>| 105731 | 353855 |
|  | Chief Telecom, Inc. | 11900 | 160865 |
|  | Chien Kuo <br> Construction Co. <br> Ltd.<br>| 64432 | 57509 |
|  | Chien Shing Harbour <br> Service Co. Ltd.<br>| 31000 | 46736 |
| \* | Chien Shing Stainless <br> Steel Co. Ltd.<br>| 46670 | 17912 |
|  | China Airlines Ltd. | 1329062 | 875534 |
|  | China Bills Finance <br> Corp.<br>| 374000 | 174316 |
|  | China Container <br> Terminal Corp.<br>| 34000 | 30558 |
|  | China Ecotek Corp. | 11000 | 19054 |
| # | China Electric <br> Manufacturing <br> Corp.<br>| 127170 | 54183 |
|  | China Fineblanking <br> Technology Co. <br> Ltd.<br>| 14721 | 12907 |
|  | China General <br> Plastics Corp.<br>| 198602 | 69127 |
|  | China Glaze Co. Ltd. | 60680 | 30645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | China Man-Made <br> Fiber Corp.<br>| 663965 | $131896 |
|  | China Metal Products | 143190 | 118698 |
| # | China Motor Corp. | 138600 | 310855 |
| #\* | China Petrochemical <br> Development Corp.<br>| 1961033 | 440818 |
| # | China Steel Chemical <br> Corp.<br>| 90227 | 257924 |
|  | China Steel Corp. | 1873940 | 1211864 |
|  | China Steel Structure <br> Co. Ltd.<br>| 38000 | 52071 |
|  | China Wire & Cable <br> Co. Ltd.<br>| 53120 | 56079 |
|  | Chinese Maritime <br> Transport Ltd.<br>| 35120 | 44494 |
|  | Ching Feng Home <br> Fashions Co. Ltd.<br>| 60478 | 46445 |
|  | Chin-Poon Industrial <br> Co. Ltd.<br>| 192113 | 194396 |
| \* | Chip Hope Co. Ltd. | 6000 | 7362 |
|  | Chipbond Technology <br> Corp.<br>| 370000 | 735680 |
| # | ChipMOS <br> Technologies, Inc. <br> (8150 TT)<br>| 343594 | 284248 |
|  | ChipMOS <br> Technologies, Inc. <br> (IMOS US), ADR<br>| 2049 | 33821 |
|  | Chlitina Holding Ltd. | 25754 | 91805 |
|  | Chong Hong <br> Construction Co. <br> Ltd.<br>| 97361 | 266733 |
|  | Chroma ATE, Inc. | 79466 | 726418 |
|  | Chun YU Works & Co. <br> Ltd.<br>| 66150 | 43289 |
|  | Chun Yuan Steel <br> Industry Co. Ltd.<br>| 243999 | 138736 |
|  | Chung Hung Steel <br> Corp.<br>| 402889 | 203678 |
|  | Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 44000 | 31681 |
|  | Chung Hwa Food <br> Industrial Co. Ltd.<br>| 20700 | 59216 |
| #\* | Chung Hwa Pulp <br> Corp.<br>| 196246 | 78441 |
|  | Chung Lien Co. Ltd. | 18000 | 21104 |
| # | Chung-Hsin Electric & <br> Machinery <br> Manufacturing <br> Corp.<br>| 172000 | 686309 |
| # | Chunghwa Precision <br> Test Tech Co. Ltd.<br>| 7000 | 159737 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 255800 | $1034175 |
|  | Chunghwa Telecom <br> Co. Ltd. (CHT US), <br> Sponsored ADR<br>| 12202 | 493449 |
|  | Chyang Sheng Texing <br> Co. Ltd.<br>| 40000 | 28387 |
|  | CKM Applied <br> Materials Corp.<br>| 27000 | 27364 |
|  | Cleanaway Co. Ltd. <br> (8422 TT)<br>| 38000 | 215779 |
| # | Clevo Co. | 190869 | 286036 |
|  | CMC Magnetics <br> Corp.<br>| 538132 | 133692 |
|  | C-Media Electronics, <br> Inc.<br>| 24000 | 26613 |
| #\* | CoAsia Electronics <br> Corp.<br>| 60094 | 104807 |
|  | Collins Co. Ltd. | 50000 | 23975 |
|  | Compal Electronics, <br> Inc.<br>| 1023086 | 881565 |
|  | Compeq <br> Manufacturing Co. <br> Ltd.<br>| 351000 | 616088 |
|  | Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 25000 | 32087 |
|  | Compucase <br> Enterprise<br>| 38000 | 78100 |
|  | Concord International <br> Securities Co. Ltd.<br>| 131116 | 52663 |
| # | Concord Securities <br> Co. Ltd.<br>| 336957 | 122975 |
|  | Continental Holdings <br> Corp.<br>| 209250 | 159370 |
|  | Contrel Technology <br> Co. Ltd.<br>| 33000 | 39188 |
|  | Coremax Corp. | 38674 | 54530 |
| # | Coretronic Corp. | 140600 | 276727 |
| # | Co-Tech Development <br> Corp.<br>| 116541 | 173941 |
|  | Cowealth Medical <br> Holding Co. Ltd.<br>| 27216 | 15075 |
| # | Coxon Precise <br> Industrial Co. Ltd.<br>| 33000 | 15676 |
|  | Creative Sensor, Inc. | 27000 | 38679 |
|  | CTBC Financial <br> Holding Co. Ltd.<br>| 2817612 | 3471972 |
|  | CTCI Advanced <br> Systems, Inc.<br>| 5000 | 22049 |
|  | CTCI Corp. | 321555 | 276494 |
| # | CTI Traffic Industries <br> Co. Ltd.<br>| 6000 | 20120 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Cub Elecparts, Inc. | 12000 | $33833 |
|  | CviLux Corp. | 40902 | 59941 |
|  | Cyberlink Corp. | 28000 | 86834 |
|  | CyberPower Systems, <br> Inc.<br>| 25200 | 222468 |
| \* | CyberTAN Technology, <br> Inc.<br>| 144576 | 102346 |
|  | Cystech Electronics <br> Corp.<br>| 8400 | 21370 |
|  | DA CIN Construction <br> Co. Ltd.<br>| 118200 | 207756 |
|  | Dafeng TV Ltd. | 28396 | 47271 |
|  | Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 39645 | 64539 |
|  | Da-Li Development <br> Co. Ltd.<br>| 167918 | 243660 |
|  | Darfon Electronics <br> Corp.<br>| 117000 | 139052 |
|  | Darwin Precisions <br> Corp.<br>| 202000 | 72259 |
|  | Data Image Corp. | 19000 | 29566 |
|  | Davicom <br> Semiconductor, Inc.<br>| 19000 | 14109 |
|  | Daxin Materials Corp. | 22000 | 113692 |
|  | De Licacy Industrial <br> Co. Ltd.<br>| 139345 | 62619 |
|  | Delpha Construction <br> Co. Ltd.<br>| 104000 | 107835 |
|  | Delta Electronics, Inc. | 234940 | 2461747 |
|  | Depo Auto Parts Ind <br> Co. Ltd.<br>| 51000 | 291028 |
|  | Desiccant Technology <br> Corp.<br>| 3000 | 13417 |
|  | DFI, Inc. | 14000 | 27405 |
|  | Dimerco Data System <br> Corp.<br>| 30884 | 120880 |
|  | Dimerco Express <br> Corp.<br>| 75643 | 174183 |
|  | DingZing Advanced <br> Materials, Inc.<br>| 3000 | 12104 |
| # | D-Link Corp. | 258136 | 132703 |
|  | Donpon Precision, <br> Inc.<br>| 46000 | 41209 |
|  | Dr. Wu Skincare Co. <br> Ltd.<br>| 5000 | 21095 |
|  | Draytek Corp. | 26000 | 27655 |
|  | Drewloong Precision, <br> Inc.<br>| 12446 | 68174 |
| \* | Dyaco International, <br> Inc.<br>| 57019 | 42160 |
|  | Dynamic Holding Co. <br> Ltd.<br>| 152382 | 205350 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Dynapack <br> International <br> Technology Corp.<br>| 70000 | $380650 |
|  | E Ink Holdings, Inc. | 59000 | 412149 |
|  | E.Sun Financial <br> Holding Co. Ltd.<br>| 1942937 | 1723340 |
| # | Eastech Holding Ltd. | 16000 | 51770 |
| \* | Eastern Media <br> International Corp.<br>| 128197 | 65606 |
| # | Eclat Textile Co. Ltd. | 59279 | 772665 |
|  | eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 15000 | 42220 |
| # | Edison Opto Corp. | 56789 | 35230 |
|  | Edom Technology Co. <br> Ltd.<br>| 88615 | 67950 |
|  | eGalax_eMPIA <br> Technology, Inc.<br>| 24467 | 32618 |
| #\* | Egis Technology, Inc. | 21000 | 63987 |
| \* | EirGenix, Inc. | 35000 | 69663 |
|  | Elan Microelectronics <br> Corp.<br>| 175959 | 723741 |
|  | E-Lead Electronic Co. <br> Ltd.<br>| 27176 | 41144 |
|  | E-LIFE MALL Corp. | 40000 | 91015 |
| \* | Elite Advanced Laser <br> Corp.<br>| 35928 | 232687 |
|  | Elite Material Co. Ltd. | 50909 | 885991 |
|  | Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 114000 | 185347 |
|  | Elitegroup Computer <br> Systems Co. Ltd.<br>| 135235 | 65608 |
|  | eMemory Technology, <br> Inc.<br>| 16000 | 1288344 |
|  | Emerging Display <br> Technologies Corp.<br>| 74000 | 55621 |
|  | ENE Technology, Inc. | 17000 | 19489 |
|  | Ennoconn Corp. | 47915 | 402989 |
|  | Ennostar, Inc. | 326227 | 368868 |
|  | EnTie Commercial <br> Bank Co. Ltd.<br>| 218500 | 89423 |
| #\* | Epileds Technologies, <br> Inc.<br>| 32000 | 22804 |
| \* | Episil Technologies, <br> Inc.<br>| 52000 | 58548 |
|  | Episil-Precision, Inc. | 59078 | 62784 |
|  | Eris Technology Corp. | 9055 | 46339 |
|  | Eson Precision Ind <br> Co. Ltd.<br>| 67000 | 94455 |
|  | Eternal Materials Co. <br> Ltd.<br>| 464321 | 372178 |
| \* | Etron Technology, <br> Inc.<br>| 69000 | 61742 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Eurocharm Holdings <br> Co. Ltd.<br>| 13000 | $62971 |
|  | Eva Airways Corp. | 1198990 | 1440142 |
|  | Ever Supreme Bio <br> Technology Co. <br> Ltd.<br>| 11656 | 60562 |
| \* | Everest Textile Co. <br> Ltd.<br>| 211837 | 44822 |
|  | Evergreen Aviation <br> Technologies Corp.<br>| 69000 | 224959 |
|  | Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 265000 | 239873 |
|  | Evergreen Marine <br> Corp. Taiwan Ltd.<br>| 271342 | 1758016 |
|  | EVERGREEN Steel <br> Corp.<br>| 87000 | 224849 |
| # | Everlight Electronics <br> Co. Ltd.<br>| 222149 | 532829 |
| #\* | Everspring Industry <br> Co. Ltd.<br>| 67700 | 23013 |
|  | Evertop Wire Cable <br> Corp.<br>| 58000 | 43864 |
|  | Excel Cell Electronic <br> Co. Ltd.<br>| 40000 | 22994 |
|  | Excellence Opto, Inc. | 68000 | 43464 |
|  | Excelsior Medical Co. <br> Ltd.<br>| 55792 | 152136 |
| # | EZconn Corp. | 14642 | 163698 |
|  | Far Eastern <br> Department Stores <br> Ltd.<br>| 427370 | 313705 |
|  | Far Eastern <br> International Bank<br>| 690464 | 277995 |
|  | Far Eastern New <br> Century Corp.<br>| 627560 | 645788 |
|  | Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 503000 | 1348824 |
| # | Faraday Technology <br> Corp.<br>| 54351 | 308670 |
|  | Farcent Enterprise Co. <br> Ltd.<br>| 11000 | 18961 |
|  | Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 72418 | 77790 |
| # | Farglory Land <br> Development Co. <br> Ltd.<br>| 84442 | 157665 |
|  | Feature Integration <br> Technology, Inc.<br>| 14000 | 26810 |
| \* | Federal Corp. | 129000 | 72254 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Feedback Technology <br> Corp.<br>| 21633 | $72758 |
|  | Feng Hsin Steel Co. <br> Ltd.<br>| 220550 | 414920 |
|  | Feng TAY Enterprise <br> Co. Ltd.<br>| 187265 | 662886 |
| \* | FineMat Applied <br> Materials Co. Ltd.<br>| 12000 | 10785 |
|  | FineTek Co. Ltd. | 13824 | 52241 |
|  | Firich Enterprises Co. <br> Ltd.<br>| 119395 | 97020 |
| #\* | First Copper <br> Technology Co. <br> Ltd.<br>| 69000 | 76230 |
|  | First Financial Holding <br> Co. Ltd.<br>| 2119828 | 1688035 |
| # | First Hi-Tec Enterprise <br> Co. Ltd.<br>| 19709 | 89128 |
|  | First Hotel | 129746 | 53820 |
|  | First Insurance Co. <br> Ltd. <br>| 103606 | 95640 |
| \* | First Steamship Co. <br> Ltd.<br>| 384425 | 74137 |
| # | FIT Holding Co. Ltd. | 72000 | 105855 |
|  | Fitipower Integrated <br> Technology, Inc.<br>| 58250 | 399865 |
| \* | Fittech Co. Ltd. | 10509 | 23659 |
|  | FLEXium <br> Interconnect, Inc.<br>| 190001 | 301708 |
|  | Flytech Technology <br> Co. Ltd.<br>| 48373 | 171947 |
|  | FocalTech Systems <br> Co. Ltd.<br>| 89963 | 175000 |
|  | Forcecon Tech Co. <br> Ltd.<br>| 34971 | 121226 |
| \* | Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 23925 | 22461 |
|  | Formosa Advanced <br> Technologies Co. <br> Ltd.<br>| 93000 | 77337 |
|  | Formosa Chemicals & <br> Fibre Corp.<br>| 846378 | 661406 |
| \* | Formosa Electronic <br> Industries, Inc.<br>| 31000 | 34259 |
|  | Formosa Oilseed <br> Processing Co. Ltd.<br>| 45400 | 42088 |
|  | Formosa Optical <br> Technology Co. <br> Ltd.<br>| 17000 | 74028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Formosa <br> Petrochemical <br> Corp.<br>| 170000 | $186107 |
| # | Formosa Plastics <br> Corp.<br>| 593134 | 631945 |
|  | Formosa Sumco <br> Technology Corp.<br>| 43000 | 107324 |
| # | Formosa Taffeta Co. <br> Ltd.<br>| 406000 | 210456 |
|  | Formosan Rubber <br> Group, Inc.<br>| 91548 | 71613 |
|  | Formosan Union <br> Chemical<br>| 178847 | 97009 |
| # | Fortune Electric Co. <br> Ltd.<br>| 35600 | 469221 |
| \* | Forward Electronics <br> Co. Ltd.<br>| 12000 | 8318 |
|  | Fositek Corp. | 9000 | 129797 |
|  | Founding Construction <br> & Development Co. <br> Ltd.<br>| 77460 | 42509 |
|  | Foxconn Technology <br> Co. Ltd.<br>| 236536 | 440263 |
|  | Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 40562 | 347616 |
|  | Franbo Lines Corp. | 119328 | 74612 |
|  | Froch Enterprise Co. <br> Ltd.<br>| 108713 | 51243 |
| # | FSP Technology, Inc. | 67886 | 114553 |
|  | Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 69854 | 36169 |
|  | Fu Hua Innovation Co. <br> Ltd.<br>| 144045 | 169413 |
|  | Fubon Financial <br> Holding Co. Ltd.<br>| 1202877 | 3188141 |
|  | Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 92401 | 294427 |
| \* | Full Wang <br> International <br> Development Co. <br> Ltd.<br>| 9000 | 7791 |
|  | Fullerton Technology <br> Co. Ltd.<br>| 56000 | 43438 |
|  | Fusheng Precision <br> Co. Ltd.<br>| 49000 | 546581 |
|  | Fwusow Industry Co. <br> Ltd.<br>| 128644 | 56946 |
|  | G Shank Enterprise <br> Co. Ltd.<br>| 75059 | 171530 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Gallant Micro <br> Machining Co. Ltd.<br>| 2000 | $24194 |
| # | Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 56000 | 128591 |
| #\* | GCS Holdings, Inc. | 41000 | 119457 |
|  | GEM Services, Inc. | 28670 | 58208 |
| \* | GEM Terminal <br> Industrial Co. Ltd.<br>| 26000 | 15248 |
|  | Gemtek Technology <br> Corp.<br>| 206574 | 183744 |
| \* | General Interface <br> Solution GIS <br> Holding Ltd.<br>| 130000 | 190743 |
|  | General Plastic <br> Industrial Co. Ltd.<br>| 34384 | 34191 |
|  | Generalplus <br> Technology, Inc.<br>| 31000 | 40377 |
|  | Genesys Logic, Inc. | 22000 | 96050 |
| # | Genius Electronic <br> Optical Co. Ltd.<br>| 45979 | 540051 |
|  | Genovate <br> Biotechnology Co. <br> Ltd.<br>| 36482 | 23460 |
|  | GeoVision, Inc. | 33164 | 65098 |
|  | Getac Holdings Corp. | 131000 | 440813 |
|  | GFC Ltd. | 27500 | 92934 |
|  | Giantplus Technology <br> Co. Ltd.<br>| 140000 | 58046 |
| # | Gigabyte Technology <br> Co. Ltd.<br>| 136000 | 981786 |
| #\* | Gigasolar Materials <br> Corp.<br>| 19897 | 39436 |
| \* | Gigastorage Corp. | 147000 | 56191 |
| # | Global Brands <br> Manufacture Ltd.<br>| 179172 | 341321 |
|  | Global Lighting <br> Technologies, Inc.<br>| 42000 | 59068 |
|  | Global Mixed Mode <br> Technology, Inc.<br>| 39000 | 270583 |
|  | Global PMX Co. Ltd. | 32000 | 92135 |
|  | Global Unichip Corp. | 24000 | 771005 |
|  | Globalwafers Co. Ltd. | 88000 | 849293 |
|  | Globe Union Industrial <br> Corp.<br>| 127298 | 43443 |
| # | Gloria Material <br> Technology Corp.<br>| 300708 | 415101 |
| \* | GlycoNex, Inc. | 30000 | 17294 |
| # | GMI Technology, Inc. | 51970 | 86716 |
|  | Gold Circuit <br> Electronics Ltd.<br>| 136836 | 823162 |
|  | Golden Long Teng <br> Development Co. <br> Ltd.<br>| 46000 | 40970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Goldsun Building <br> Materials Co. Ltd.<br>| 429735 | $527883 |
|  | Good Finance <br> Securities Co. Ltd.<br>| 39000 | 25309 |
|  | Good Will Instrument <br> Co. Ltd.<br>| 42859 | 56197 |
| # | Gordon Auto Body <br> Parts<br>| 71000 | 75764 |
|  | Gourmet Master Co. <br> Ltd.<br>| 59052 | 169092 |
|  | Grand Fortune <br> Securities Co. Ltd.<br>| 157000 | 60418 |
| #\* | Grand Pacific <br> Petrochemical<br>| 536456 | 197729 |
| # | Grand Process <br> Technology Corp.<br>| 5000 | 145803 |
|  | GrandTech CG <br> Systems, Inc.<br>| 24915 | 41133 |
|  | Grape King Bio Ltd. | 62000 | 264051 |
|  | Great China Metal <br> Industry<br>| 78000 | 55985 |
|  | Great Taipei Gas Co. <br> Ltd.<br>| 115000 | 110613 |
|  | Great Tree Pharmacy <br> Co. Ltd.<br>| 39311 | 196128 |
|  | Great Wall Enterprise <br> Co. Ltd.<br>| 216448 | 405042 |
|  | Greatek Electronics, <br> Inc.<br>| 176000 | 302638 |
|  | Green World FinTech <br> Service Co. Ltd.<br>| 40000 | 70958 |
|  | Group Up Industrial <br> Co. Ltd.<br>| 22000 | 124879 |
|  | GTM Holdings Corp. | 63000 | 62791 |
|  | Gudeng Precision <br> Industrial Co. Ltd.<br>| 25442 | 293910 |
| \* | Hai Kwang Enterprise <br> Corp.<br>| 52450 | 24470 |
| # | Hannstar Board Corp. | 171795 | 255173 |
| #\* | HannStar Display <br> Corp.<br>| 1106000 | 245051 |
| \* | HannsTouch Holdings <br> Co.<br>| 281781 | 61979 |
|  | Hanpin Electron Co. <br> Ltd.<br>| 26000 | 38072 |
|  | Harvatek Corp. | 66052 | 33866 |
|  | Heran Co. Ltd. | 20000 | 53193 |
|  | Hi-Clearance, Inc. | 13707 | 61227 |
|  | Highlight Tech Corp. | 33708 | 47880 |
| # | Highwealth <br> Construction Corp.<br>| 329331 | 420923 |
|  | Hi-Lai Foods Co. Ltd. | 8000 | 36736 |
|  | HIM International <br> Music, Inc.<br>| 13190 | 40063 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Hitron Technology, <br> Inc.<br>| 66799 | $45394 |
| # | Hiwin Technologies <br> Corp.<br>| 69380 | 478919 |
| # | Hiyes International <br> Co. Ltd.<br>| 16866 | 63158 |
|  | Ho Tung Chemical <br> Corp.<br>| 465035 | 122342 |
|  | Hocheng Corp. | 112586 | 62816 |
|  | Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 28000 | 33792 |
|  | Holiday Entertainment <br> Co. Ltd.<br>| 23600 | 56697 |
|  | Holtek Semiconductor, <br> Inc.<br>| 63000 | 80269 |
|  | Holy Stone Enterprise <br> Co. Ltd.<br>| 77500 | 202779 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 1172599 | 5224276 |
|  | Hong Ho Precision <br> Textile Co. Ltd.<br>| 27000 | 21952 |
|  | Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 80609 | 74908 |
| # | Hong TAI Electric <br> Industrial<br>| 121000 | 116703 |
|  | Horizon Securities Co. <br> Ltd.<br>| 166420 | 53658 |
| # | Hota Industrial <br> Manufacturing Co. <br> Ltd.<br>| 104000 | 206989 |
| # | Hotai Finance Co. <br> Ltd.<br>| 110060 | 233908 |
|  | Hotai Motor Co. Ltd. | 73220 | 1425195 |
| \* | Hotron Precision <br> Electronic Industrial <br> Co. Ltd.<br>| 32272 | 19842 |
|  | Hsin Ba Ba Corp. | 10207 | 28046 |
| # | Hsin Kuang Steel Co. <br> Ltd.<br>| 121788 | 164425 |
|  | Hsin Yung Chien Co. <br> Ltd.<br>| 14364 | 39831 |
|  | Hsing TA Cement Co. | 68000 | 35663 |
| \* | HTC Corp. | 363000 | 439426 |
|  | Hu Lane Associate, <br> Inc.<br>| 36570 | 173620 |
| # | HUA ENG Wire & <br> Cable Co. Ltd.<br>| 135000 | 104021 |
|  | Hua Jung <br> Components Co. <br> Ltd.<br>| 70000 | 29330 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1251879 | $1059988 |
| # | Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 44000 | 164466 |
| # | Huaku Development <br> Co. Ltd.<br>| 141311 | 460979 |
|  | Huang Hsiang <br> Construction Corp.<br>| 56000 | 90404 |
| # | Huikwang Corp. | 22000 | 18651 |
|  | Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 60000 | 54898 |
| # | Hung Sheng <br> Construction Ltd.<br>| 175200 | 125011 |
|  | Huxen Corp. | 28000 | 43997 |
|  | Hwa Fong Rubber <br> Industrial Co. Ltd.<br>| 103849 | 56560 |
|  | Hwacom Systems, <br> Inc.<br>| 64000 | 42862 |
| # | Hwang Chang <br> General Contractor <br> Co. Ltd.<br>| 79612 | 181334 |
| # | IBF Financial Holdings <br> Co. Ltd.<br>| 1235499 | 467845 |
|  | ICARES Medicus, <br> Inc.<br>| 4700 | 16298 |
| # | Ichia Technologies, <br> Inc.<br>| 134897 | 155203 |
| # | I-Chiun Precision <br> Industry Co. Ltd.<br>| 74115 | 182327 |
| \* | Ideal Bike Corp. | 94899 | 20421 |
|  | IEI Integration Corp. | 71680 | 189022 |
|  | IKKA Holdings <br> Cayman Ltd.<br>| 6000 | 19363 |
| # | Infortrend Technology, <br> Inc.<br>| 110798 | 85945 |
|  | Info-Tek Corp. | 37000 | 35711 |
| # | Ingentec Corp. | 7350 | 27319 |
|  | Innodisk Corp. | 38034 | 277334 |
|  | Innolux Corp. | 1934922 | 828648 |
| # | Inpaq Technology Co. <br> Ltd.<br>| 49344 | 105835 |
| # | Insyde Software <br> Corp.<br>| 13200 | 105991 |
|  | Intai Technology <br> Corp.<br>| 16800 | 56349 |
| # | Integrated Service <br> Technology, Inc.<br>| 41345 | 131297 |
|  | Interactive Digital <br> Technologies, Inc.<br>| 14000 | 34779 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | International CSRC <br> Investment Holdings <br> Co.<br>| 442400 | $147048 |
|  | International Games <br> System Co. Ltd.<br>| 70000 | 1814813 |
| # | Inventec Corp. | 495181 | 632520 |
| # | Iron Force Industrial <br> Co. Ltd.<br>| 22816 | 68585 |
|  | I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 57000 | 90770 |
|  | ITE Technology, Inc. | 79202 | 322199 |
| # | ITEQ Corp. | 98628 | 198068 |
| # | Jarllytec Co. Ltd. | 29000 | 111855 |
|  | Jean Co. Ltd. | 78981 | 57879 |
|  | Jentech Precision <br> Industrial Co. Ltd.<br>| 15498 | 488027 |
|  | Jetway Information <br> Co. Ltd.<br>| 19500 | 27478 |
|  | Jetwell Computer Co. <br> Ltd.<br>| 6000 | 52613 |
|  | Jia Wei Lifestyle, Inc. | 27592 | 43231 |
|  | Jih Lin Technology <br> Co. Ltd.<br>| 24000 | 35167 |
| \* | Ji-Haw Industrial Co. <br> Ltd.<br>| 12000 | 5117 |
|  | Jiin Yeeh Ding <br> Enterprise Co. Ltd.<br>| 22400 | 45040 |
|  | JMC Electronics Co. <br> Ltd.<br>| 20000 | 16642 |
|  | Johnson Chemical <br> Pharmaceutical <br> Works Corp.<br>| 5000 | 10993 |
|  | Johnson Health Tech <br> Co. Ltd.<br>| 32000 | 172668 |
|  | JPC connectivity, Inc. | 34875 | 137716 |
|  | JPP Holding Co. Ltd. | 1050 | 4667 |
| # | JSL Construction & <br> Development Co. <br> Ltd.<br>| 60988 | 157456 |
|  | K Laser Technology, <br> Inc.<br>| 71000 | 37755 |
|  | Kaimei Electronic <br> Corp.<br>| 51587 | 91150 |
|  | Kaori Heat Treatment <br> Co. Ltd.<br>| 19983 | 132199 |
|  | Kaulin Manufacturing <br> Co. Ltd.<br>| 53000 | 21233 |
|  | Kedge Construction <br> Co. Ltd.<br>| 37160 | 91636 |
|  | Keding Enterprises <br> Co. Ltd.<br>| 15000 | 58737 |
|  | KEE TAI Properties <br> Co. Ltd.<br>| 192064 | 76157 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Kenda Rubber <br> Industrial Co. Ltd.<br>| 353050 | $260429 |
|  | Kent Industrial Co. <br> Ltd.<br>| 32000 | 25006 |
|  | Kerry TJ Logistics Co. <br> Ltd.<br>| 100000 | 110970 |
| \* | Key Ware Electronics <br> Co. Ltd.<br>| 80959 | 23185 |
|  | Keystone Microtech <br> Corp.<br>| 11000 | 100820 |
|  | KGI Financial Holding <br> Co. Ltd.<br>| 2505999 | 1299801 |
| # | KHGEARS <br> International Ltd.<br>| 13000 | 61583 |
|  | Kindom Development <br> Co. Ltd.<br>| 213700 | 340895 |
|  | King Chou Marine <br> Technology Co. <br> Ltd.<br>| 33660 | 46680 |
|  | King Polytechnic <br> Engineering Co. <br> Ltd.<br>| 32550 | 47701 |
|  | King Slide Works Co. <br> Ltd.<br>| 12050 | 659087 |
|  | King Yuan Electronics <br> Co. Ltd.<br>| 377529 | 1026659 |
| # | King's Town Bank Co. <br> Ltd.<br>| 389000 | 588938 |
| #\* | King's Town <br> Construction Co. <br> Ltd.<br>| 31348 | 46558 |
|  | Kingstate Electronics <br> Corp.<br>| 17000 | 20111 |
|  | Kinik Co. | 34000 | 261366 |
|  | Kinko Optical Co. Ltd. | 76769 | 59497 |
|  | Kinpo Electronics | 577028 | 360344 |
|  | Kinsus Interconnect <br> Technology Corp.<br>| 168009 | 396878 |
|  | KMC Kuei Meng <br> International, Inc.<br>| 29761 | 90086 |
|  | KNH Enterprise Co. <br> Ltd.<br>| 43000 | 23417 |
|  | Ko Ja Cayman Co. <br> Ltd.<br>| 20000 | 24467 |
| # | KS Terminals, Inc. | 70760 | 122203 |
|  | Kuang Hong Arts <br> Management, Inc.<br>| 9000 | 25419 |
|  | Kuen Ling Machinery <br> Refrigerating Co. <br> Ltd.<br>| 9000 | 12856 |
|  | Kung Long Batteries <br> Industrial Co. Ltd.<br>| 33000 | 147147 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Kung Sing <br> Engineering Corp.<br>| 210404 | $80604 |
|  | Kuo Toong <br> International Co. <br> Ltd.<br>| 101625 | 175780 |
|  | Kuo Yang <br> Construction Co. <br> Ltd.<br>| 103366 | 64480 |
|  | Kwong Lung <br> Enterprise Co. Ltd.<br>| 58000 | 94420 |
| # | L&K Engineering Co. <br> Ltd.<br>| 78812 | 582512 |
|  | La Kaffa International <br> Co. Ltd.<br>| 11000 | 31852 |
|  | Lang, Inc. | 16000 | 28327 |
|  | Lanner Electronics, <br> Inc.<br>| 51961 | 142161 |
|  | Largan Precision Co. <br> Ltd. (3008 TT)<br>| 16306 | 1162482 |
| # | Laser Tek Taiwan Co. <br> Ltd.<br>| 27550 | 36988 |
|  | Laster Tech Corp. <br> Ltd.<br>| 57105 | 51147 |
| \* | Leader Electronics, <br> Inc.<br>| 71799 | 25814 |
|  | Leadtrend Technology <br> Corp.<br>| 14000 | 21616 |
| \* | Lealea Enterprise Co. <br> Ltd.<br>| 395940 | 92179 |
|  | LEE CHI Enterprises <br> Co. Ltd.<br>| 95000 | 33240 |
|  | Lelon Electronics <br> Corp.<br>| 60694 | 137312 |
|  | Lemtech Holdings Co. <br> Ltd.<br>| 15115 | 42150 |
|  | Leo Systems, Inc. | 27000 | 26093 |
| \* | Leofoo Development <br> Co. Ltd.<br>| 68254 | 36750 |
| \* | Li Peng Enterprise <br> Co. Ltd.<br>| 325806 | 63540 |
|  | Lian HWA Food Corp. | 30480 | 124275 |
|  | Lida Holdings Ltd. | 46320 | 29423 |
|  | Lien Hwa Industrial <br> Holdings Corp.<br>| 208335 | 285511 |
| \* | Lily Textile | 11000 | 9814 |
|  | Lingsen Precision <br> Industries Ltd.<br>| 208000 | 91691 |
|  | Lintes Technology Co. <br> Ltd.<br>| 8143 | 30738 |
|  | Lion Travel Service <br> Co. Ltd.<br>| 36000 | 154034 |
|  | Lite-On Technology <br> Corp.<br>| 351395 | 1062698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Liton Technology <br> Corp.<br>| 32000 | $34050 |
| \* | Long Bon International <br> Co. Ltd.<br>| 61180 | 32816 |
|  | Long Da Construction <br> & Development <br> Corp.<br>| 89000 | 97434 |
| \* | Longchen Paper & <br> Packaging Co. Ltd.<br>| 436349 | 124524 |
| # | Longwell Co. | 63000 | 150883 |
|  | Loop <br> Telecommunication <br> International, Inc.<br>| 21000 | 34688 |
|  | Lotes Co. Ltd. | 31508 | 1238886 |
|  | Lumax International <br> Corp. Ltd.<br>| 42142 | 125479 |
| #\* | Lung Yen Life Service <br> Corp.<br>| 80000 | 170070 |
|  | Lungteh Shipbuilding <br> Co. Ltd.<br>| 34650 | 108630 |
|  | Luxe Green Energy <br> Technology Co. <br> Ltd.<br>| 14420 | 10120 |
|  | LuxNet Corp. | 12617 | 60807 |
| # | M3 Technology, Inc. | 11000 | 34319 |
| # | M31 Technology <br> Corp.<br>| 3000 | 48341 |
|  | Macauto Industrial Co. <br> Ltd.<br>| 29000 | 46231 |
|  | Macroblock, Inc. | 18000 | 34514 |
| # | Macronix International <br> Co. Ltd.<br>| 1011201 | 628483 |
|  | Makalot Industrial Co. <br> Ltd.<br>| 59657 | 530810 |
|  | Marketech <br> International Corp.<br>| 41000 | 206128 |
|  | Materials Analysis <br> Technology, Inc.<br>| 34360 | 167443 |
|  | Maxigen Biotech, Inc. | 13650 | 18279 |
|  | Mayer Steel Pipe <br> Corp.<br>| 98710 | 88158 |
|  | Mechema Chemicals <br> International Corp.<br>| 24000 | 39636 |
| \* | Medeon Biodesign, <br> Inc.<br>| 23309 | 37069 |
|  | MediaTek, Inc. | 132360 | 5624382 |
|  | Mega Financial <br> Holding Co. Ltd.<br>| 1014075 | 1200949 |
|  | Megaforce Co. Ltd. | 31000 | 26698 |
| # | Meiloon Industrial Co. | 44520 | 31041 |
|  | Mercuries & <br> Associates Holding <br> Ltd.<br>| 257341 | 109942 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Mercuries Data <br> Systems Ltd.<br>| 15763 | $12278 |
| \* | Mercuries Life <br> Insurance Co. Ltd.<br>| 1683377 | 290953 |
|  | Merida Industry Co. <br> Ltd.<br>| 98735 | 409521 |
|  | Merry Electronics Co. <br> Ltd.<br>| 113866 | 403186 |
| # | METAAGE Corp. | 32000 | 51127 |
| \* | Metatech AP, Inc. | 9000 | 10610 |
| #\* | Microbio Co. Ltd. | 216248 | 160135 |
|  | Micro-Star <br> International Co. <br> Ltd.<br>| 183233 | 801383 |
|  | Mildef Crete, Inc. | 29000 | 90412 |
|  | MIN AIK Technology <br> Co. Ltd.<br>| 61200 | 49072 |
|  | Mitac Holdings Corp. | 269125 | 448204 |
|  | Mitake Information <br> Corp.<br>| 6000 | 12808 |
| \* | Mobiletron Electronics <br> Co. Ltd.<br>| 26440 | 26982 |
|  | momo.com, Inc. | 24276 | 245534 |
| \* | MOSA Industrial <br> Corp.<br>| 120154 | 70715 |
| \* | Mosel Vitelic, Inc. | 31000 | 23564 |
|  | Motech Industries, <br> Inc.<br>| 137000 | 80509 |
|  | MPI Corp. | 24000 | 491472 |
| # | MSSCORPS Co. Ltd. | 23763 | 92697 |
|  | Nak Sealing <br> Technologies Corp.<br>| 31000 | 112714 |
|  | Namchow Holdings <br> Co. Ltd.<br>| 88000 | 129551 |
|  | Nan Juen International <br> Co. Ltd.<br>| 4000 | 15385 |
|  | Nan Kang Rubber Tire <br> Co. Ltd.<br>| 151000 | 184571 |
|  | Nan Liu Enterprise <br> Co. Ltd.<br>| 18000 | 31785 |
|  | Nan Pao Resins <br> Chemical Co. Ltd.<br>| 27000 | 287661 |
| #\* | Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 94000 | 34743 |
|  | Nan Ya Plastics Corp. | 800674 | 767292 |
|  | Nan Ya Printed Circuit <br> Board Corp.<br>| 56072 | 173172 |
|  | Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 21000 | 24050 |
|  | Nantex Industry Co. <br> Ltd.<br>| 122964 | 102967 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | Nanya Technology <br> Corp.<br>| 291000 | $328552 |
|  | National Aerospace <br> Fasteners Corp.<br>| 10000 | 29599 |
|  | National Petroleum <br> Co. Ltd.<br>| 45000 | 86991 |
| # | Netronix, Inc. | 34000 | 119850 |
| \* | New Asia Construction <br> & Development <br> Corp.<br>| 81000 | 46841 |
|  | New Best Wire <br> Industrial Co. Ltd.<br>| 36600 | 31323 |
| # | Nichidenbo Corp. | 83193 | 167934 |
|  | Nidec Chaun-Choung <br> Technology Corp.<br>| 7000 | 28807 |
|  | Nien Hsing Textile Co. <br> Ltd.<br>| 58110 | 33368 |
|  | Nien Made Enterprise <br> Co. Ltd.<br>| 72000 | 881700 |
|  | Niko Semiconductor <br> Co. Ltd.<br>| 39672 | 49390 |
|  | Nishoku Technology, <br> Inc.<br>| 21400 | 91981 |
|  | North-Star <br> International Co. <br> Ltd.<br>| 52428 | 74417 |
|  | Nova Technology <br> Corp.<br>| 19000 | 101023 |
|  | Novatek <br> Microelectronics <br> Corp.<br>| 153000 | 2488277 |
|  | Nuvoton Technology <br> Corp.<br>| 83000 | 178368 |
|  | O-Bank Co. Ltd. | 584362 | 173794 |
|  | Ocean Plastics Co. <br> Ltd.<br>| 95000 | 103225 |
|  | OK Biotech Co. Ltd. | 54214 | 30687 |
|  | Optimax Technology <br> Corp.<br>| 50000 | 49778 |
|  | Orient Semiconductor <br> Electronics Ltd.<br>| 237310 | 238798 |
|  | Oriental Union <br> Chemical Corp.<br>| 250821 | 106809 |
|  | O-TA Precision <br> Industry Co. Ltd.<br>| 35935 | 74405 |
|  | Pacific Construction <br> Co.<br>| 143000 | 45661 |
|  | Pacific Hospital <br> Supply Co. Ltd.<br>| 23094 | 66934 |
| \* | Paiho Shih Holdings <br> Corp.<br>| 82910 | 56151 |
|  | Pan Asia Chemical <br> Corp.<br>| 118151 | 38890 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Pan German <br> Universal Motors <br> Ltd.<br>| 12000 | $106775 |
|  | Pan Jit International, <br> Inc.<br>| 177300 | 246435 |
| # | Pan-International <br> Industrial Corp.<br>| 215514 | 254905 |
|  | Panion & BF Biotech, <br> Inc.<br>| 31969 | 70332 |
|  | Parade Technologies <br> Ltd.<br>| 26400 | 446234 |
| \* | Paragon Technologies <br> Co. Ltd.<br>| 7000 | 3877 |
| \* | PChome Online, Inc. | 56208 | 65831 |
|  | PCL Technologies, <br> Inc.<br>| 29961 | 89077 |
|  | P-Duke Technology <br> Co. Ltd.<br>| 27442 | 71213 |
|  | Pegatron Corp. | 395037 | 1003699 |
|  | Pegavision Corp. | 28198 | 307627 |
|  | PharmaEngine, Inc. | 40000 | 111944 |
| \* | PharmaEssentia <br> Corp.<br>| 13263 | 218056 |
| \* | Phihong Technology <br> Co. Ltd.<br>| 163000 | 131441 |
|  | Phison Electronics <br> Corp.<br>| 41000 | 573288 |
|  | Phoenix Silicon <br> International Corp.<br>| 57486 | 234915 |
|  | Phoenix Tours <br> International, Inc.<br>| 28000 | 51655 |
| \* | Phytohealth Corp. | 81000 | 33746 |
|  | Pixart Imaging, Inc. | 67030 | 449970 |
|  | Planet Technology <br> Corp.<br>| 21000 | 94261 |
|  | Plastron Precision Co. <br> Ltd.<br>| 59628 | 30313 |
|  | Podak Co. Ltd. | 7000 | 9003 |
|  | Polytronics <br> Technology Corp.<br>| 35269 | 47252 |
|  | Posiflex Technology, <br> Inc.<br>| 22346 | 181013 |
|  | Pou Chen Corp. | 574144 | 591235 |
|  | Power Wind Health <br> Industry, Inc.<br>| 20632 | 85344 |
| \* | Powerchip <br> Semiconductor <br> Manufacturing <br> Corp.<br>| 787000 | 347923 |
| # | Powertech <br> Technology, Inc.<br>| 257400 | 874650 |
|  | Powertip Technology <br> Corp.<br>| 53000 | 20436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Poya International Co. <br> Ltd.<br>| 24108 | $360951 |
|  | President Chain Store <br> Corp.<br>| 153000 | 1251168 |
| # | President Securities <br> Corp.<br>| 432872 | 319079 |
|  | Primax Electronics <br> Ltd.<br>| 251000 | 586435 |
|  | Prince Housing & <br> Development Corp.<br>| 455087 | 129746 |
|  | Princeton Technology <br> Corp.<br>| 57000 | 21579 |
|  | Pro Hawk Corp. | 8000 | 37991 |
| # | Progate Group Corp. | 4176 | 18385 |
|  | Prolific Technology, <br> Inc.<br>| 27000 | 17421 |
| # | Promate Electronic <br> Co. Ltd.<br>| 96000 | 213164 |
|  | Prosperity Dielectrics <br> Co. Ltd.<br>| 52032 | 57684 |
|  | PSS Co. Ltd. | 7000 | 29791 |
|  | Qisda Corp. | 426439 | 357225 |
|  | QST International <br> Corp.<br>| 38771 | 65232 |
|  | Qualipoly Chemical <br> Corp.<br>| 42198 | 71933 |
|  | Quang Viet Enterprise <br> Co. Ltd.<br>| 27000 | 71031 |
|  | Quanta Computer, <br> Inc.<br>| 289715 | 2176538 |
|  | Quanta Storage, Inc. | 96000 | 243411 |
| \* | Quintain Steel Co. <br> Ltd.<br>| 143134 | 44497 |
| # | Radiant <br> Opto-Electronics <br> Corp.<br>| 123144 | 572039 |
|  | Radium Life Tech Co. <br> Ltd.<br>| 328524 | 129662 |
|  | Rafael <br> Microelectronics, <br> Inc.<br>| 8024 | 25139 |
| # | Raydium <br> Semiconductor <br> Corp.<br>| 32000 | 325412 |
| #\* | RDC Semiconductor <br> Co. Ltd.<br>| 11000 | 53631 |
|  | Realtek <br> Semiconductor <br> Corp.<br>| 78268 | 1286648 |
|  | ReaLy <br> Development&Construction <br> Corp.<br>| 12000 | 12035 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Rechi Precision Co. <br> Ltd.<br>| 173173 | $161057 |
| # | Rexon Industrial Corp. <br> Ltd.<br>| 53000 | 52887 |
| # | Rich Development Co. <br> Ltd.<br>| 293811 | 82723 |
| \* | Right WAY Industrial <br> Co. Ltd.<br>| 78000 | 29113 |
| \* | RiTdisplay Corp. | 19000 | 20363 |
| \* | Ritek Corp. | 325288 | 108420 |
|  | Rodex Fasteners <br> Corp.<br>| 25000 | 28330 |
|  | Ruentex Development <br> Co. Ltd.<br>| 356751 | 367219 |
|  | Ruentex Engineering <br> & Construction Co.<br>| 35154 | 187642 |
|  | Ruentex Industries <br> Ltd.<br>| 157963 | 271466 |
|  | Run Long <br> Construction Co. <br> Ltd.<br>| 251541 | 254373 |
|  | Sakura Development <br> Co. Ltd.<br>| 59809 | 113785 |
|  | Sampo Corp. | 151200 | 120357 |
|  | San Fang Chemical <br> Industry Co. Ltd.<br>| 92992 | 114346 |
|  | San Fu Chemical Co. <br> Ltd.<br>| 19000 | 61446 |
|  | San Shing Fastech <br> Corp.<br>| 50479 | 83878 |
| # | Sanyang Motor Co. <br> Ltd.<br>| 185684 | 402363 |
|  | Savior Lifetec Corp. | 119447 | 72035 |
|  | SCI Pharmtech, Inc. | 25705 | 57955 |
|  | Scientech Corp. | 17000 | 144696 |
|  | ScinoPharm Taiwan <br> Ltd.<br>| 122000 | 71677 |
|  | SciVision Biotech, <br> Inc.<br>| 16000 | 47118 |
|  | SDI Corp. | 75000 | 168128 |
|  | Sea & Land Integrated <br> Corp.<br>| 37700 | 27173 |
|  | Sea Sonic Electronics <br> Co. Ltd.<br>| 21000 | 41615 |
|  | Securitag Assembly <br> Group Co. Ltd.<br>| 4000 | 10574 |
|  | Senao International <br> Co. Ltd.<br>| 34000 | 33742 |
|  | Senao Networks, Inc. | 15119 | 83424 |
| # | Sensortek Technology <br> Corp.<br>| 15000 | 84933 |
| # | Sercomm Corp. | 142000 | 465384 |
|  | Sesoda Corp. | 118315 | 122986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 730799 | $1077686 |
|  | Shan-Loong <br> Transportation Co. <br> Ltd.<br>| 48000 | 23382 |
|  | Sharehope Medicine <br> Co. Ltd.<br>| 40344 | 34847 |
|  | Sheh Fung Screws <br> Co. Ltd.<br>| 18000 | 22865 |
|  | Sheng Yu Steel Co. <br> Ltd.<br>| 53000 | 39712 |
|  | ShenMao Technology, <br> Inc.<br>| 44435 | 81304 |
|  | Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 60000 | 53060 |
|  | Shih Her <br> Technologies, Inc.<br>| 29000 | 89934 |
| \* | Shih Wei Navigation <br> Co. Ltd.<br>| 183752 | 92937 |
| \* | Shihlin Development <br> Co. Ltd.<br>| 24000 | 7887 |
|  | Shihlin Electric & <br> Engineering Corp.<br>| 58000 | 260040 |
|  | Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 20714 | 26945 |
| \* | Shin Kong Financial <br> Holding Co. Ltd.<br>| 3318183 | 1224458 |
| # | Shin Ruenn <br> Development Co. <br> Ltd.<br>| 64785 | 126862 |
|  | Shin Shin Natural Gas <br> Co.<br>| 18000 | 21934 |
| # | Shin Zu Shing Co. <br> Ltd.<br>| 82174 | 479405 |
| \* | Shining Building <br> Business Co. Ltd.<br>| 198397 | 65882 |
|  | Shinkong Insurance <br> Co. Ltd.<br>| 122000 | 407419 |
|  | Shinkong Synthetic <br> Fibers Corp.<br>| 597191 | 233497 |
|  | Shinkong Textile Co. <br> Ltd.<br>| 73800 | 94995 |
|  | Shiny Brands Group <br> Co. Ltd.<br>| 7000 | 28962 |
|  | Shiny Chemical <br> Industrial Co. Ltd.<br>| 62602 | 260768 |
| \* | Shun On Electronic <br> Co. Ltd.<br>| 14000 | 10355 |
| # | Shuttle, Inc. | 167000 | 87936 |
|  | Sigurd <br> Microelectronics <br> Corp.<br>| 269538 | 610794 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Silergy Corp. | 58000 | $731165 |
| # | Silicon Integrated <br> Systems Corp.<br>| 180895 | 275717 |
|  | Simplo Technology <br> Co. Ltd.<br>| 48400 | 529779 |
|  | Sinbon Electronics <br> Co. Ltd.<br>| 62917 | 438359 |
|  | Sincere Navigation <br> Corp.<br>| 163240 | 118511 |
|  | Sinher Technology, <br> Inc.<br>| 29000 | 23416 |
|  | Sinmag Equipment <br> Corp.<br>| 20979 | 96992 |
| \* | Sino Tactful Co. Ltd. | 21000 | 19395 |
|  | Sino-American Silicon <br> Products, Inc.<br>| 207000 | 717596 |
|  | Sinon Corp. | 189000 | 237088 |
|  | SinoPac Financial <br> Holdings Co. Ltd.<br>| 2035639 | 1360260 |
|  | Sinopower <br> Semiconductor, Inc.<br>| 9900 | 28355 |
|  | Sinyi Realty, Inc. | 124549 | 108793 |
|  | Sirtec International <br> Co. Ltd.<br>| 40600 | 36794 |
|  | Sitronix Technology <br> Corp.<br>| 59434 | 393834 |
|  | Siward Crystal <br> Technology Co. <br> Ltd.<br>| 79000 | 51811 |
|  | Soft-World <br> International Corp.<br>| 25000 | 78202 |
|  | Solar Applied <br> Materials <br> Technology Corp.<br>| 251339 | 415075 |
|  | Solteam, Inc. | 29850 | 45092 |
|  | Song Shang <br> Electronics Co. Ltd.<br>| 30000 | 24877 |
|  | Sonix Technology Co. <br> Ltd.<br>| 66000 | 71954 |
|  | Southeast Cement <br> Co. Ltd.<br>| 65000 | 37543 |
|  | Speed Tech Corp. | 54000 | 69719 |
|  | Sporton International, <br> Inc.<br>| 48740 | 255611 |
| # | Sports Gear Co. Ltd. | 27000 | 98126 |
|  | St. Shine Optical Co. <br> Ltd.<br>| 29000 | 156167 |
|  | Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 43000 | 78452 |
|  | Standard Foods <br> Corp.<br>| 195642 | 206428 |
| # | Stark Technology, Inc. | 50200 | 230100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | Starlux Airlines Co. <br> Ltd.<br>| 183000 | $138835 |
| # | S-Tech Corp. | 92468 | 83901 |
|  | STL Technology Co. <br> Ltd.<br>| 13000 | 33644 |
|  | Sumeeko Industries <br> Co. Ltd.<br>| 10000 | 25695 |
|  | Sun Max Tech Ltd. | 12000 | 17508 |
| #\* | Sun Yad Construction <br> Co. Ltd.<br>| 101016 | 46243 |
|  | Sunfun Info Co. Ltd. | 39370 | 36163 |
|  | Sunjuice Holdings Co. <br> Ltd.<br>| 7000 | 26705 |
| \* | Sunko INK Co. Ltd. | 68200 | 25453 |
|  | SunMax <br> Biotechnology Co. <br> Ltd.<br>| 12000 | 177268 |
|  | Sunny Friend <br> Environmental <br> Technology Co. <br> Ltd.<br>| 35982 | 88505 |
|  | Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 114000 | 309144 |
|  | Sunplus Innovation <br> Technology, Inc.<br>| 8000 | 31997 |
| \* | Sunplus Technology <br> Co. Ltd.<br>| 218000 | 146331 |
|  | Sunrex Technology <br> Corp.<br>| 72631 | 119543 |
| # | Sunspring Metal <br> Corp.<br>| 50625 | 41830 |
|  | Superior Plating <br> Technology Co. <br> Ltd.<br>| 7000 | 11812 |
| # | Supreme Electronics <br> Co. Ltd.<br>| 267027 | 425550 |
|  | Swancor Holding Co. <br> Ltd.<br>| 33000 | 76533 |
|  | Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 86114 | 83990 |
|  | Symtek Automation <br> Asia Co. Ltd.<br>| 34776 | 168700 |
|  | Syncmold Enterprise <br> Corp.<br>| 58000 | 144712 |
|  | Syngen Biotech Co. <br> Ltd.<br>| 5000 | 18686 |
|  | Synnex Technology <br> International Corp.<br>| 301967 | 669925 |
|  | Syscom Computer <br> Engineering Co.<br>| 16000 | 31912 |
| # | Sysgration | 19000 | 21804 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Systex Corp. | 83000 | $313634 |
| # | T3EX Global Holdings <br> Corp.<br>| 61000 | 134966 |
|  | TA Chen Stainless <br> Pipe<br>| 420298 | 552421 |
| # | Ta Ya Electric Wire & <br> Cable<br>| 336710 | 377299 |
|  | Tah Hsin Industrial <br> Corp.<br>| 24024 | 49277 |
| # | TA-I Technology Co. <br> Ltd.<br>| 55936 | 81792 |
| \* | Tai Tung <br> Communication Co. <br> Ltd.<br>| 60715 | 39858 |
|  | Taichung Commercial <br> Bank Co. Ltd.<br>| 1080167 | 669920 |
|  | TaiDoc Technology <br> Corp.<br>| 29458 | 123445 |
| # | Taiflex Scientific Co. <br> Ltd.<br>| 106208 | 148402 |
|  | Tailyn Technologies, <br> Inc.<br>| 22000 | 18548 |
|  | Taimide Tech, Inc. | 46117 | 73328 |
|  | Tainan Enterprises <br> Co. Ltd.<br>| 43000 | 40403 |
| # | Tainan Spinning Co. <br> Ltd.<br>| 602568 | 226915 |
| \* | Tainergy Tech Co. <br> Ltd.<br>| 57000 | 17876 |
|  | Tai-Saw Technology <br> Co. Ltd.<br>| 42000 | 25913 |
| # | Taishin Financial <br> Holding Co. Ltd.<br>| 2220274 | 1160248 |
|  | TaiSol Electronics Co. <br> Ltd.<br>| 37000 | 57367 |
| \* | Taisun Enterprise Co. <br> Ltd.<br>| 96000 | 62082 |
|  | Taita Chemical Co. <br> Ltd.<br>| 54050 | 20375 |
|  | TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 25000 | 74355 |
|  | Taiwan Business <br> Bank<br>| 2057607 | 911289 |
|  | Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 40419 | 39400 |
|  | Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 1669704 | 1275269 |
|  | Taiwan Environment <br> Scientific Co. Ltd.<br>| 40280 | 26925 |
|  | Taiwan Fertilizer Co. <br> Ltd.<br>| 320000 | 513287 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 106520 | $114452 |
|  | Taiwan Fructose Co. <br> Ltd.<br>| 34980 | 16561 |
|  | Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 71000 | 105354 |
| #\* | Taiwan Glass Industry <br> Corp.<br>| 497442 | 218917 |
|  | Taiwan High Speed <br> Rail Corp.<br>| 393000 | 333642 |
|  | Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 174245 | 843290 |
| # | Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 100114 | 99828 |
| \* | Taiwan IC Packaging <br> Corp.<br>| 38000 | 15578 |
| †† | Taiwan Land <br> Development Corp.<br>| 335217 | 5267 |
|  | Taiwan Line Tek <br> Electronic<br>| 40810 | 27259 |
| # | Taiwan Mask Corp. | 107000 | 104507 |
|  | Taiwan Mobile Co. <br> Ltd.<br>| 554800 | 1969821 |
|  | Taiwan Navigation Co. <br> Ltd.<br>| 107000 | 92562 |
|  | Taiwan Paiho Ltd. | 153068 | 279654 |
|  | Taiwan PCB Techvest <br> Co. Ltd.<br>| 146733 | 138061 |
| # | Taiwan Sakura Corp. | 85600 | 236205 |
|  | Taiwan Sanyo Electric <br> Co. Ltd.<br>| 60800 | 72168 |
|  | Taiwan Secom Co. <br> Ltd.<br>| 130795 | 469365 |
|  | Taiwan Semiconductor <br> Co. Ltd.<br>| 117000 | 170230 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 2184214 | 61888723 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 35859 | 5977337 |
|  | Taiwan Shin Kong <br> Security Co. Ltd.<br>| 129251 | 165448 |
|  | Taiwan Steel Union <br> Co. Ltd.<br>| 9000 | 29169 |
| \* | Taiwan Styrene <br> Monomer<br>| 218164 | 61474 |
|  | Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 154845 | 496186 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Taxi Co. Ltd. | 16800 | $70552 |
| \* | Taiwan TEA Corp. | 257648 | 132134 |
|  | Taiwan Union <br> Technology Corp.<br>| 135000 | 575871 |
|  | Taiwan-Asia <br> Semiconductor <br> Corp.<br>| 177043 | 120601 |
|  | Taiyen Biotech Co. <br> Ltd.<br>| 51712 | 50847 |
| \* | Tang Eng Iron Works <br> Co. Ltd.<br>| 36000 | 35080 |
| #\* | Tatung Co. Ltd. | 304688 | 387457 |
| \* | TBI Motion <br> Technology Co. <br> Ltd.<br>| 27000 | 33708 |
| # | TCI Co. Ltd. | 49153 | 228547 |
|  | Te Chang <br> Construction Co. <br> Ltd.<br>| 37247 | 66698 |
| # | Teco Electric & <br> Machinery Co. Ltd.<br>| 283000 | 433699 |
|  | Tehmag Foods Corp. | 13470 | 127450 |
|  | Test Research, Inc. | 81571 | 273412 |
|  | Test Rite International <br> Co. Ltd.<br>| 77568 | 49445 |
|  | Thermaltake <br> Technology Co. <br> Ltd.<br>| 27096 | 23471 |
|  | Thinking Electronic <br> Industrial Co. Ltd.<br>| 37000 | 148080 |
|  | Thye Ming Industrial <br> Co. Ltd.<br>| 54700 | 122668 |
|  | Tofu Restaurant Co. <br> Ltd.<br>| 8360 | 56958 |
|  | Ton Yi Industrial <br> Corp.<br>| 426300 | 241393 |
|  | Tong Hsing Electronic <br> Industries Ltd.<br>| 104630 | 346794 |
|  | Tong Ming Enterprise <br> Co. Ltd.<br>| 16000 | 15194 |
|  | Tong Yang Industry <br> Co. Ltd.<br>| 132640 | 545775 |
|  | Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 101711 | 79539 |
|  | Top Union Electronics <br> Corp.<br>| 54615 | 55725 |
|  | Topco Scientific Co. <br> Ltd.<br>| 88307 | 678343 |
|  | Topco Technologies <br> Corp.<br>| 24122 | 48775 |
|  | Topkey Corp. | 36000 | 204438 |
|  | Topoint Technology <br> Co. Ltd.<br>| 73386 | 61701 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | TPK Holding Co. Ltd. | 147000 | $141416 |
|  | Trade-Van Information <br> Services Co.<br>| 29000 | 80050 |
|  | Transart Graphics Co. <br> Ltd.<br>| 15000 | 22202 |
| # | Transcend <br> Information, Inc.<br>| 102890 | 323408 |
|  | Transcom, Inc. | 29480 | 96249 |
|  | Tripod Technology <br> Corp.<br>| 121170 | 699603 |
|  | Trusval Technology <br> Co. Ltd.<br>| 9327 | 54608 |
|  | Tsang Yow Industrial <br> Co. Ltd.<br>| 30000 | 22778 |
|  | Tsann Kuen <br> Enterprise Co. Ltd.<br>| 35081 | 29220 |
| # | TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 16573 | 96005 |
|  | TSEC Corp. | 220000 | 107816 |
|  | TSRC Corp. | 298452 | 174995 |
|  | TST Group Holding <br> Ltd.<br>| 4800 | 12957 |
|  | Ttet Union Corp. | 16000 | 75588 |
|  | TTFB Co. Ltd. | 12717 | 77816 |
|  | TTY Biopharm Co. <br> Ltd.<br>| 108000 | 260621 |
| \* | Tul Corp. | 14000 | 26167 |
|  | Tung Ho Steel <br> Enterprise Corp.<br>| 294448 | 594636 |
| # | Tung Thih Electronic <br> Co. Ltd.<br>| 37400 | 78049 |
| # | TURVO International <br> Co. Ltd.<br>| 14843 | 80972 |
| # | TXC Corp. | 161204 | 447806 |
|  | TYC Brother Industrial <br> Co. Ltd.<br>| 83091 | 125788 |
|  | Tycoons Group <br> Enterprise<br>| 161476 | 41367 |
|  | Tyntek Corp. | 117922 | 58806 |
|  | TZE Shin International <br> Co. Ltd.<br>| 55000 | 34410 |
| \* | U-BEST Innovative <br> Technology Co. <br> Ltd.<br>| 68000 | 31492 |
|  | Ubright Optronics <br> Corp.<br>| 15000 | 38209 |
| # | UDE Corp. | 37000 | 94808 |
|  | Ultra Chip, Inc. | 24000 | 43792 |
|  | U-MEDIA <br> Communications, <br> Inc.<br>| 16000 | 23391 |
|  | U-Ming Marine <br> Transport Corp.<br>| 221000 | 362957 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Unic Technology <br> Corp.<br>| 34000 | $31281 |
|  | Unimicron Technology <br> Corp.<br>| 338312 | 998043 |
| # | Union Bank of Taiwan | 331474 | 172493 |
| \* | Union Insurance Co. <br> Ltd.<br>| 42000 | 38034 |
| \* | Uniplus Electronics <br> Co. Ltd.<br>| 18000 | 9855 |
|  | Uni-President <br> Enterprises Corp.<br>| 1278577 | 3072629 |
|  | Unitech Computer Co. <br> Ltd.<br>| 45000 | 54185 |
| \* | Unitech Printed Circuit <br> Board Corp.<br>| 333265 | 252369 |
| \* | United Alloy-Tech Co. | 25000 | 36318 |
|  | United Integrated <br> Services Co. Ltd.<br>| 48400 | 667797 |
| # | United <br> Microelectronics <br> Corp. (2303 TT)<br>| 2190081 | 3073232 |
|  | United Orthopedic <br> Corp.<br>| 36141 | 101016 |
|  | United Radiant <br> Technology<br>| 48000 | 32956 |
|  | United Recommend <br> International Co. <br> Ltd.<br>| 21817 | 32560 |
| \* | United Renewable <br> Energy Co. Ltd.<br>| 675347 | 181651 |
| \*†† | Unity Opto Technology <br> Co. Ltd.<br>| 275593 | 0 |
|  | Univacco Technology, <br> Inc.<br>| 28000 | 43102 |
|  | Universal Cement <br> Corp.<br>| 152620 | 133595 |
|  | Universal <br> Microelectronics Co. <br> Ltd.<br>| 24000 | 14148 |
|  | Universal Microwave <br> Technology, Inc.<br>| 10000 | 118897 |
|  | Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 32928 | 184256 |
|  | UPC Technology <br> Corp.<br>| 385532 | 100452 |
|  | Userjoy Technology <br> Co. Ltd.<br>| 23575 | 69339 |
| # | USI Corp. | 377332 | 120586 |
| \* | Usun Technology Co. <br> Ltd.<br>| 17000 | 20328 |
| # | Utechzone Co. Ltd. | 23000 | 66894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | UVAT Technology Co. <br> Ltd.<br>| 14000 | $32777 |
|  | Value Valves Co. Ltd. | 22000 | 58886 |
| # | Vanguard International <br> Semiconductor <br> Corp.<br>| 327475 | 924466 |
|  | Ve Wong Corp. | 43000 | 51282 |
|  | Ventec International <br> Group Co. Ltd.<br>| 37000 | 78656 |
|  | Via Technologies, Inc. | 54000 | 122569 |
|  | Viking Tech Corp. | 35000 | 34518 |
|  | Visco Vision, Inc. | 21000 | 108101 |
|  | VisEra Technologies <br> Co. Ltd.<br>| 23000 | 145939 |
| # | Visual Photonics <br> Epitaxy Co. Ltd.<br>| 60757 | 189693 |
|  | Vivotek, Inc. | 20000 | 73339 |
|  | Vizionfocus, Inc. | 12000 | 75479 |
|  | Voltronic Power <br> Technology Corp.<br>| 18017 | 844839 |
| # | Wafer Works Corp. | 289249 | 182252 |
|  | Waffer Technology <br> Corp.<br>| 79070 | 123738 |
|  | Wah Hong Industrial <br> Corp.<br>| 33694 | 34979 |
|  | Wah Lee Industrial <br> Corp.<br>| 95480 | 284242 |
|  | Walsin Lihwa Corp. | 751764 | 486997 |
|  | Walsin Technology <br> Corp.<br>| 174345 | 428341 |
|  | Walton Advanced <br> Engineering, Inc.<br>| 140000 | 53880 |
|  | Wan Hai Lines Ltd. | 186355 | 484369 |
|  | WAN HWA Enterprise <br> Co.<br>| 40000 | 14211 |
| \* | We&Win <br> Diversification Co. <br> Ltd.<br>| 58000 | 40081 |
|  | WEI Chih Steel <br> Industrial Co. Ltd.<br>| 84000 | 48051 |
|  | Wei Chuan Foods <br> Corp.<br>| 176000 | 89505 |
|  | Weikeng Industrial Co. <br> Ltd.<br>| 206725 | 212133 |
|  | Well Shin Technology <br> Co. Ltd.<br>| 46160 | 84240 |
|  | Welldone Co. | 30000 | 47134 |
|  | WELLELL, Inc. | 29000 | 19997 |
|  | Wholetech System <br> Hitech Ltd.<br>| 24000 | 65125 |
| #\* | Win Semiconductors <br> Corp.<br>| 159141 | 451230 |
| #\* | Winbond Electronics <br> Corp.<br>| 989486 | 490488 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Winmate, Inc. | 19000 | $81186 |
|  | Winstek <br> Semiconductor Co. <br> Ltd.<br>| 34000 | 96085 |
| \*†† | Wintek Corp. | 461871 | 0 |
| # | WinWay Technology <br> Co. Ltd.<br>| 8000 | 212493 |
| # | Wisdom Marine Lines <br> Co. Ltd.<br>| 215501 | 407673 |
| # | Wiselink Co. Ltd. | 39366 | 115715 |
| # | Wistron Corp. | 464017 | 1488917 |
|  | Wistron NeWeb Corp. | 125260 | 493995 |
|  | WITS Corp. | 22385 | 70028 |
|  | Wiwynn Corp. | 19000 | 1143444 |
|  | Wonderful Hi-Tech Co. <br> Ltd.<br>| 69683 | 79712 |
|  | Wowprime Corp. | 54387 | 378372 |
|  | WPG Holdings Ltd. | 374779 | 794001 |
|  | WT Microelectronics <br> Co. Ltd.<br>| 129284 | 473576 |
|  | WUS Printed Circuit <br> Co. Ltd.<br>| 80712 | 97710 |
| # | XinTec, Inc. | 49000 | 205484 |
|  | X-Legend <br> Entertainment Co. <br> Ltd.<br>| 9000 | 27191 |
|  | Xxentria Technology <br> Materials Corp.<br>| 87182 | 138462 |
|  | Ya Horng Electronic <br> Co. Ltd.<br>| 20000 | 37121 |
|  | Yageo Corp. | 67364 | 965878 |
|  | Yang Ming Marine <br> Transport Corp.<br>| 499000 | 1066102 |
|  | Yankey Engineering <br> Co. Ltd.<br>| 20117 | 253899 |
|  | YC INOX Co. Ltd. | 187624 | 124881 |
|  | YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 23000 | 37938 |
|  | Yea Shin International <br> Development Co. <br> Ltd.<br>| 107122 | 114018 |
| \* | Yeh-Chiang <br> Technology Corp.<br>| 14000 | 11133 |
| # | Yem Chio Co. Ltd. | 213061 | 107492 |
|  | Yen Sun Technology <br> Corp.<br>| 26000 | 34183 |
| \* | Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 48659 | 44648 |
|  | YFC-Boneagle Electric <br> Co. Ltd.<br>| 54704 | 37658 |
|  | YFY, Inc. | 540891 | 441680 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Yi Jinn Industrial Co. <br> Ltd.<br>| 85155 | $45365 |
|  | Yieh Phui Enterprise <br> Co. Ltd.<br>| 438325 | 216827 |
|  | Yonyu Plastics Co. <br> Ltd.<br>| 39000 | 25264 |
|  | Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 41298 | 65220 |
| \* | Young Optics, Inc. | 22000 | 30746 |
| # | Youngtek Electronics <br> Corp.<br>| 62257 | 120245 |
| # | Yuan High-Tech <br> Development Co. <br> Ltd.<br>| 8400 | 37485 |
|  | Yuanta Financial <br> Holding Co. Ltd.<br>| 1770230 | 1734401 |
| # | Yuanta Futures Co. <br> Ltd.<br>| 55186 | 141962 |
|  | Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 36000 | 46475 |
|  | Yulon Finance Corp. | 126213 | 426412 |
|  | Yulon Motor Co. Ltd. | 352141 | 433705 |
|  | Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 23362 | 55039 |
| # | Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 59000 | 229210 |
|  | YungShin Global <br> Holding Corp.<br>| 98000 | 200996 |
|  | Yusin Holding Corp. | 12179 | 41389 |
|  | Zeng Hsing Industrial <br> Co. Ltd.<br>| 36906 | 114912 |
|  | Zenitron Corp. | 94000 | 93502 |
|  | Zero One Technology <br> Co. Ltd.<br>| 61422 | 241695 |
|  | Zhen Ding Technology <br> Holding Ltd.<br>| 261000 | 799550 |
| \* | Zhong Yang <br> Technology Co. <br> Ltd.<br>| 11000 | 11727 |
| \* | Zig Sheng Industrial <br> Co. Ltd.<br>| 187231 | 56170 |
|  | ZillTek Technology <br> Corp.<br>| 11000 | 75051 |
| \* | Zinwell Corp. | 147010 | 54380 |
|  | Zippy Technology <br> Corp.<br>| 51000 | 84869 |
|  | Zyxel Group Corp. | 143826 | 135374 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 309405062 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (1.2%) | THAILAND — (1.2%) | THAILAND — (1.2%) | THAILAND — (1.2%) |
|  | AAPICO Hitech PCL <br> (AH/F TB)<br>| 122332 | $43945 |
| \* | Absolute Clean <br> Energy PCL<br>| 859800 | 34232 |
|  | Advanced Information <br> Technology PCL, <br> Class F<br>| 368300 | 45645 |
|  | AEON Thana Sinsap <br> Thailand PCL<br>| 37700 | 119065 |
|  | After You PCL | 87400 | 23547 |
|  | Airports of Thailand <br> PCL<br>| 362100 | 414618 |
|  | Allianz Ayudhya <br> Capital PCL<br>| 16500 | 16423 |
|  | AMA Marine PCL | 65800 | 7997 |
|  | Amata Corp. PCL | 290700 | 128794 |
| # | AP Thailand PCL | 771202 | 184691 |
|  | Asia Plus Group <br> Holdings PCL<br>| 764400 | 44164 |
| \* | Asia Precision PCL | 176500 | 7661 |
|  | Asian Alliance <br> International PCL<br>| 136100 | 17519 |
|  | Asian Insulators PCL | 149155 | 15003 |
|  | Asian Sea Corp. PCL | 76100 | 17541 |
|  | Asset World Corp. <br> PCL<br>| 997500 | 65694 |
| \* | Assetwise PCL | 152000 | 28894 |
|  | B Grimm Power PCL | 159000 | 53785 |
|  | Bangchak Corp. PCL | 414200 | 443277 |
|  | Bangchak Sriracha <br> PCL<br>| 303700 | 47730 |
|  | Bangkok Airways <br> PCL<br>| 94900 | 45454 |
|  | Bangkok Aviation Fuel <br> Services PCL<br>| 28500 | 6612 |
|  | Bangkok Bank PCL <br> (BBLF TB)<br>| 170100 | 712887 |
| # | Bangkok Commercial <br> Asset Management <br> PCL<br>| 706500 | 134300 |
| # | Bangkok Expressway <br> & Metro PCL<br>| 1052335 | 185864 |
|  | Bangkok Land PCL | 5830300 | 71559 |
|  | Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 88940 | 44730 |
| \* | Bangkok Ranch PCL | 394200 | 18881 |
| # | BEC World PCL | 427599 | 51714 |
| # | Berli Jucker PCL | 207100 | 147552 |
|  | Betagro PCL | 175100 | 124229 |
|  | BKI Holdings PCL | 28780 | 242956 |
|  | Bluebik Group PCL | 46400 | 39934 |
| #\* | BTS Group Holdings <br> PCL<br>| 991900 | 149951 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| # | Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 1188478 | $211688 |
|  | Central Pattana PCL | 223500 | 339549 |
|  | Central Plaza Hotel <br> PCL<br>| 102600 | 76785 |
|  | Central Retail Corp. <br> PCL<br>| 422466 | 299729 |
|  | CH Karnchang PCL | 343972 | 148277 |
|  | Charoen Pokphand <br> Foods PCL<br>| 651193 | 516588 |
|  | CK Power PCL | 501000 | 40494 |
|  | Com7 PCL | 252600 | 155772 |
|  | CP ALL PCL | 353100 | 544369 |
|  | CP Axtra PCL | 91407 | 69092 |
|  | Delta Electronics <br> Thailand PCL<br>| 275200 | 807352 |
| \* | Demco PCL | 239100 | 11667 |
|  | Dhipaya Group <br> Holdings PCL<br>| 141000 | 81464 |
|  | Diamond Building <br> Products PCL<br>| 152800 | 26530 |
|  | Don Muang Tollway <br> PCL<br>| 150500 | 45504 |
| # | Dynasty Ceramic <br> PCL<br>| 1511600 | 70591 |
|  | Eastern Polymer <br> Group PCL<br>| 402600 | 32059 |
|  | Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 345900 | 18017 |
|  | Ekachai Medical Care <br> PCL<br>| 151987 | 28436 |
| #\* | Energy Absolute PCL | 1420800 | 92721 |
|  | Erawan Group PCL | 794500 | 54227 |
|  | Exotic Food PCL | 52700 | 25715 |
|  | Forth Corp. PCL | 95400 | 26845 |
|  | Forth Smart Service <br> PCL<br>| 130600 | 25412 |
|  | Fortune Parts Industry <br> PCL<br>| 205200 | 9890 |
|  | GFPT PCL | 193100 | 58384 |
|  | Global Green <br> Chemicals PCL<br>| 54700 | 7434 |
| \* | Gulf Development <br> PCL<br>| 18966 | 27820 |
|  | Gunkul Engineering <br> PCL<br>| 1707800 | 81287 |
|  | Haad Thip PCL | 109500 | 54086 |
|  | Hana Microelectronics <br> PCL<br>| 266901 | 154204 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Heng Leasing & <br> Capital PCL<br>| 196000 | $5985 |
|  | Home Product Center <br> PCL<br>| 1241527 | 315910 |
|  | Hwa Fong Rubber <br> Thailand PCL, <br> Class F<br>| 162600 | 17621 |
|  | ICC International PCL | 34913 | 35274 |
|  | Ichitan Group PCL | 232700 | 83592 |
|  | Index Livingmall PCL | 102800 | 43391 |
| # | Indorama Ventures <br> PCL<br>| 208200 | 118419 |
| # | IRPC PCL | 4183800 | 108963 |
|  | IT City PCL | 52200 | 5438 |
| # | I-TAIL Corp. PCL | 111100 | 42904 |
| \* | Italian-Thai <br> Development PCL<br>| 1501700 | 12587 |
| \* | Jasmine Technology <br> Solution PCL<br>| 61800 | 75388 |
| # | Jaymart Group <br> Holdings PCL<br>| 189300 | 48451 |
| # | JMT Network Services <br> PCL<br>| 280837 | 116017 |
|  | Kang Yong Electric <br> PCL<br>| 2400 | 21051 |
|  | Karmarts PCL | 339966 | 96682 |
|  | Kaset Thai <br> International Sugar <br> Corp. PCL, Class F<br>| 141500 | 10166 |
|  | Kasikornbank PCL <br> (KBANKF TB)<br>| 60700 | 289826 |
|  | KCE Electronics PCL | 275900 | 143711 |
|  | KGI Securities <br> Thailand PCL<br>| 761400 | 89804 |
|  | Kiatnakin Phatra Bank <br> PCL<br>| 39400 | 58973 |
|  | Krung Thai Bank PCL | 442650 | 288872 |
| # | Krungthai Card PCL | 160600 | 223556 |
|  | Lalin Property PCL | 208900 | 31268 |
|  | Lam Soon Thailand <br> PCL<br>| 132400 | 18549 |
|  | Land & Houses PCL <br> (LHF TB)<br>| 1472300 | 186875 |
|  | Land & Houses PCL <br> (LHR TB), NVDR<br>| 64820 | 8227 |
|  | LH Financial Group <br> PCL<br>| 1530300 | 35732 |
|  | Loxley PCL | 697570 | 21718 |
|  | LPN Development <br> PCL<br>| 545600 | 32992 |
|  | Major Cineplex Group <br> PCL<br>| 204500 | 60912 |
|  | Malee Group PCL | 41300 | 8593 |
|  | Master Style PcL | 16900 | 10574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | MBK PCL | 153452 | $70743 |
|  | MC Group PCL | 194800 | 58898 |
|  | MCS Steel PCL | 220500 | 51156 |
| # | Mega Lifesciences <br> PCL<br>| 134200 | 121525 |
|  | Minor International <br> PCL<br>| 795771 | 637236 |
|  | MK Restaurants <br> Group PCL<br>| 126600 | 72007 |
| \* | Mono Next PCL | 320200 | 15816 |
| # | Moshi Moshi Retail <br> Corp. PLC<br>| 42900 | 54580 |
|  | Muang Thai Insurance <br> PCL<br>| 5800 | 18839 |
|  | Muangthai Capital <br> PCL<br>| 148700 | 200314 |
|  | Namyong Terminal <br> PCL<br>| 218500 | 22501 |
|  | Netbay PCL | 57700 | 34891 |
|  | Ngern Tid Lor PCL | 291925 | 104868 |
|  | Noble Development <br> PCL<br>| 419800 | 26642 |
|  | Northeast Rubber <br> PCL<br>| 678900 | 83326 |
| # | Origin Property PCL | 429350 | 25320 |
| # | Osotspa PCL | 237600 | 112381 |
|  | PCS Machine Group <br> Holding PCL<br>| 188600 | 17954 |
| # | Plan B Media PCL | 798532 | 114742 |
| \* | Platinum Group PCL, <br> Class F<br>| 387400 | 16236 |
|  | Polyplex Thailand <br> PCL<br>| 141900 | 46302 |
|  | Precious Shipping <br> PCL<br>| 386800 | 68317 |
|  | Premier Marketing <br> PCL<br>| 106600 | 33826 |
|  | Prima Marine PCL | 514700 | 91677 |
|  | Property Perfect PCL | 4335345 | 14276 |
|  | PTG Energy PCL | 581700 | 122766 |
|  | PTT Global Chemical <br> PCL<br>| 340556 | 176369 |
| # | PTT Oil & Retail <br> Business PCL<br>| 399700 | 173497 |
| # | Quality Houses PCL | 3535813 | 158770 |
|  | R&B Food Supply <br> PCL<br>| 203600 | 26086 |
|  | Ratchthani Leasing <br> PCL<br>| 893197 | 39306 |
| # | Regional Container <br> Lines PCL<br>| 175200 | 120104 |
|  | S Hotels & Resorts <br> PCL<br>| 455800 | 23196 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Saha Pathana <br> Inter-Holding PCL<br>| 18700 | $35687 |
|  | Sahamitr Pressure <br> Container PCL<br>| 114700 | 28842 |
|  | Saha-Union PCL | 37800 | 32533 |
|  | Saksiam Leasing <br> PCL<br>| 214900 | 24961 |
| \* | Samart Corp. PCL | 178000 | 37033 |
| # | Sansiri PCL | 5663833 | 235675 |
| # | Sappe PCL | 44100 | 46536 |
|  | SC Asset Corp. PCL | 883396 | 61352 |
|  | SCB X PCL | 95300 | 339491 |
| †† | SCG Ceramics PCL | 291200 | 1656 |
|  | SCG Packaging PCL | 249599 | 105354 |
| # | SCGJWD Logistics <br> PCL<br>| 57100 | 13504 |
|  | SEAFCO PCL | 326018 | 19519 |
|  | Siam Cement PCL  | 89200 | 427241 |
|  | Siam Global House <br> PCL<br>| 224303 | 47338 |
|  | Siam Wellness Group <br> PCL<br>| 228750 | 26295 |
|  | Siamgas & <br> Petrochemicals <br> PCL<br>| 299100 | 62229 |
| \* | Singer Thailand PCL | 172900 | 33384 |
|  | Singha Estate PCL | 557400 | 11513 |
|  | SiS Distribution <br> Thailand PCL<br>| 20900 | 13952 |
| # | SISB PCL | 68200 | 37770 |
| \* | SKY ICT PCL | 100600 | 44571 |
| \* | SNC Former PCL | 138100 | 26252 |
|  | Somboon Advance <br> Technology PCL<br>| 100650 | 34951 |
|  | SPCG PCL | 215700 | 51011 |
| # | Sri Trang <br> Agro-Industry PCL<br>| 376400 | 152115 |
|  | Sri Trang Gloves <br> Thailand PCL<br>| 411698 | 85039 |
| # | Srinanaporn Marketing <br> PCL<br>| 203300 | 74248 |
|  | Srisawad Capital 1969 <br> PCL, Class F<br>| 436830 | 20269 |
|  | Srisawad Corp. PCL | 167618 | 153041 |
|  | Srivichai Vejvivat PCL | 174700 | 36608 |
|  | Star Petroleum <br> Refining PCL<br>| 746800 | 121840 |
|  | Starflex PCL | 89100 | 8162 |
| \* | STP & I PCL | 582880 | 43622 |
| # | Supalai PCL | 422825 | 199989 |
| \* | Super Energy Corp. <br> PCL<br>| 9042200 | 37896 |
|  | Susco PCL | 266700 | 21876 |
|  | SVI PCL | 202700 | 47633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Syntec Construction <br> PCL<br>| 574800 | $27187 |
|  | TAC Consumer PCL | 154800 | 21317 |
| # | Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 157200 | 34824 |
| \* | Tata Steel Thailand <br> PCL<br>| 1512800 | 31701 |
|  | Thai Life Insurance <br> PCL<br>| 54800 | 20178 |
|  | Thai Oil PCL | 322414 | 258182 |
|  | Thai President Foods <br> PCL<br>| 4100 | 24547 |
|  | Thai Stanley Electric <br> PCL (STANLY/F <br> TB), Class F<br>| 11300 | 73743 |
|  | Thai Stanley Electric <br> PCL (STANLY-R <br> TB), NVDR<br>| 3900 | 25451 |
|  | Thai Union Group <br> PCL<br>| 555532 | 179606 |
|  | Thai Vegetable Oil <br> PCL<br>| 180840 | 122888 |
|  | Thai Wah PCL | 229800 | 14859 |
| #\* | Thaicom PCL | 219600 | 59822 |
|  | Thaifoods Group PCL | 594000 | 95133 |
|  | Thanachart Capital <br> PCL<br>| 63600 | 90912 |
| # | Thoresen Thai <br> Agencies PCL<br>| 602400 | 74297 |
|  | Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 255600 | 114773 |
|  | TIPCO Foods PCL | 117300 | 33008 |
| # | Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 38400 | 112941 |
|  | TKS Technologies <br> PCL<br>| 157730 | 26678 |
|  | TMBThanachart Bank <br> PCL<br>| 2834650 | 155288 |
|  | TMT Steel PCL | 169300 | 16928 |
|  | TOA Paint Thailand <br> PCL<br>| 221900 | 67756 |
|  | TQM Alpha PCL | 88866 | 44160 |
|  | Triple i Logistics PCL | 142800 | 20006 |
| \* | True Corp. PCL | 1121203 | 406124 |
|  | TTW PCL | 334200 | 88040 |
|  | Union Auction PCL | 87100 | 18773 |
|  | Unique Engineering & <br> Construction PCL<br>| 252650 | 14673 |
|  | United Paper PCL | 138000 | 31397 |
|  | Univanich Palm Oil <br> PCL<br>| 256200 | 70176 |
|  | Vanachai Group PCL | 262120 | 16949 |
| #\* | VGI PCL | 1174900 | 80191 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | WHA Corp. PCL | 1408100 | $127300 |
|  | WHA Utilities & Power <br> PCL<br>| 374300 | 37200 |
| \* | Workpoint <br> Entertainment PCL<br>| 100560 | 13667 |
| #\* | Xspring Capital PCL | 2834500 | 67882 |
| TOTAL THAILAND | TOTAL THAILAND |  | 19020869 |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |
| \* | Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 633105 | 39893 |
|  | Agesa Hayat ve <br> Emeklilik AS<br>| 16407 | 57410 |
|  | Akbank TAS | 613519 | 779610 |
|  | Aksa Akrilik Kimya <br> Sanayii AS<br>| 306090 | 76152 |
|  | Aksa Enerji Uretim <br> AS<br>| 16203 | 13129 |
| \* | Aksigorta AS | 107839 | 16941 |
|  | Alarko Holding AS | 30112 | 72173 |
|  | Albaraka Turk Katilim <br> Bankasi AS<br>| 752440 | 117980 |
| \* | Alkim Alkali Kimya AS | 66442 | 25370 |
|  | Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 63285 | 143909 |
|  | Anadolu Hayat <br> Emeklilik AS<br>| 31796 | 66423 |
|  | Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 14142 | 20183 |
| \* | Anel Elektrik Proje <br> Taahhut ve Ticaret <br> AS<br>| 55852 | 24937 |
| #\* | Arcelik AS | 10304 | 30537 |
|  | ARD Grup Bilisim <br> Teknolojileri AS<br>| 71068 | 46609 |
| \* | Arsan Tekstil Ticaret <br> ve Sanayi AS<br>| 30567 | 16556 |
|  | Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 28671 | 75122 |
|  | Atp Yazilim ve <br> Teknoloji AS<br>| 7255 | 14583 |
|  | Aydem Yenilenebilir <br> Enerji AS<br>| 50447 | 20865 |
|  | Aygaz AS | 14621 | 48656 |
| \* | Baticim Bati Anadolu <br> Cimento Sanayii <br> AS<br>| 737484 | 101403 |
| \* | Bera Holding AS | 283731 | 107395 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | BIM Birlesik <br> Magazalar AS<br>| 28413 | $333803 |
| \* | Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 1793 | 16987 |
|  | Borusan Yatirim ve <br> Pazarlama AS<br>| 598 | 33084 |
| \* | Bosch Fren Sistemleri <br> Sanayi ve Ticaret <br> AS<br>| 616 | 10386 |
|  | Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 10067 | 22749 |
|  | Bursa Cimento <br> Fabrikasi AS<br>| 292293 | 58265 |
|  | Celebi Hava Servisi <br> AS<br>| 627 | 41120 |
| \* | Cemas Dokum Sanayi <br> AS<br>| 355741 | 67151 |
|  | Cemtas Celik Makina <br> Sanayi Ve Ticaret <br> AS<br>| 109278 | 48257 |
|  | Coca-Cola Icecek AS | 122614 | 166386 |
|  | Deva Holding AS | 14705 | 21692 |
|  | Dogan Sirketler Grubu <br> Holding AS<br>| 308404 | 125285 |
| # | Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 27547 | 140270 |
|  | Eczacibasi Yatirim <br> Holding Ortakligi <br> AS<br>| 7974 | 35968 |
|  | EGE Endustri VE <br> Ticaret AS<br>| 178 | 41294 |
|  | EGE Gubre Sanayii <br> AS<br>| 19870 | 34060 |
|  | EIS Eczacibasi Ilac ve <br> Sinai ve Finansal <br> Yatirimlar Sanayi ve <br> Ticaret AS<br>| 38670 | 44189 |
| Ω | Enerjisa Enerji AS | 37039 | 52212 |
| # | Enka Insaat ve Sanayi <br> AS<br>| 97282 | 162304 |
|  | Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 4929 | 20236 |
|  | Eregli Demir ve Celik <br> Fabrikalari TAS<br>| 306128 | 179764 |
|  | Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 29619 | 51573 |
| \* | Escort Teknoloji <br> Yatirim AS<br>| 260607 | 16642 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Europap Tezol Kagit <br> Sanayi VE Ticaret <br> AS<br>| 48731 | $19068 |
| \* | Europen Endustri <br> Insaat Sanayi VE <br> Ticaret AS<br>| 541516 | 75033 |
|  | Ford Otomotiv Sanayi <br> AS<br>| 4179 | 96418 |
|  | GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 11350 | 37404 |
|  | Gentas Genel Metal <br> Sanayi ve Ticaret <br> AS<br>| 32170 | 19199 |
| \* | Girsim Elektrik Sanayi <br> Taahut Ve Ticaret <br> AS<br>| 11241 | 11840 |
|  | Global Yatirim Holding <br> AS<br>| 817488 | 156618 |
|  | Goltas Goller Bolgesi <br> Cimento Sanayi ve <br> Ticaret AS<br>| 5378 | 53965 |
| \* | Gozde Girisim <br> Sermayesi Yatirim <br> Ortakligi AS<br>| 108648 | 49021 |
| \* | GSD Holding AS | 438423 | 47907 |
| \* | Gubre Fabrikalari <br> TAS<br>| 5145 | 36914 |
| \* | Hitit Bilgisayar <br> Hizmetleri AS<br>| 12651 | 13504 |
|  | Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 212979 | 36965 |
| \* | Is Finansal Kiralama <br> AS<br>| 190849 | 62644 |
| \* | Isiklar Enerji ve Yapi <br> Holding AS<br>| 164593 | 44510 |
| \* | Izmir Demir Celik <br> Sanayi AS<br>| 315488 | 40999 |
|  | Jantsa Jant Sanayi Ve <br> Ticaret AS<br>| 42208 | 23524 |
|  | Kalekim Kimyevi <br> Maddeler Sanayi ve <br> Ticaret AS<br>| 46960 | 37248 |
| \* | Karsan Otomotiv <br> Sanayii Ve Ticaret <br> AS<br>| 116473 | 30890 |
| \* | Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 757382 | 29215 |
| \* | Kerevitas Gida Sanayi <br> ve Ticaret AS<br>| 113669 | 47733 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Kiler Holding AS | 18824 | $12547 |
|  | Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 111918 | 35883 |
|  | Kontrolmatik Enerji Ve <br> Muhendislik AS<br>| 18216 | 12943 |
| \* | Kordsa Teknik Tekstil <br> AS<br>| 14902 | 21372 |
| \* | Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 26514 | 59819 |
| \* | Koza Polyester Sanayi <br> VE Ticaret AS<br>| 72377 | 9487 |
|  | LDR Turizm AS | 2490 | 12468 |
|  | Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 19744 | 70345 |
| \* | Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 36377 | 25122 |
| Ω | Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 264560 | 222778 |
| #\* | MIA Teknoloji AS | 69389 | 63111 |
|  | Naturelgaz Sanayi ve <br> Ticaret AS<br>| 120868 | 24911 |
| \* | Orge Enerji Elektrik <br> Taahhut AS<br>| 24876 | 64093 |
|  | Osmanli Yatirim <br> Menkul Degerler <br> AS<br>| 51034 | 11016 |
| \* | Oyak Yatirim Menkul <br> Degerler AS<br>| 49714 | 33977 |
| \* | Pegasus Hava <br> Tasimaciligi AS<br>| 72805 | 423415 |
| \* | Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 701547 | 25593 |
|  | Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 24144 | 8226 |
| #\* | Petkim Petrokimya <br> Holding AS<br>| 235010 | 99045 |
|  | Platform Turizm <br> Tasimacilik Gida <br> Insaat Temizlik <br> Hizmetleri Sanayi <br> VE Ticaret AS<br>| 30966 | 18642 |
| \* | Polisan Holding AS | 30016 | 12024 |
| \* | Politeknik Metal <br> Sanayi ve Ticaret <br> AS<br>| 212 | 34762 |
| \* | Qua Granite Hayal | 285391 | 39452 |
| \* | Ral Yatirim Holding <br> AS<br>| 13568 | 41569 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 131617 | $64441 |
| #\* | Sasa Polyester Sanayi <br> AS<br>| 386389 | 42620 |
|  | Sekerbank Turk AS | 1077926 | 145545 |
|  | Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 36143 | 60456 |
|  | Sok Marketler Ticaret <br> AS<br>| 104300 | 102311 |
|  | SUN Tekstil Sanayi Ve <br> Ticaret AS<br>| 18345 | 16898 |
|  | Suwen Tekstil Sanayi <br> Pazarlama AS<br>| 44045 | 12193 |
| \* | TAV Havalimanlari <br> Holding AS<br>| 40897 | 243441 |
| \* | Tekfen Holding AS | 38966 | 138797 |
| # | Tofas Turk Otomobil <br> Fabrikasi AS<br>| 32287 | 168851 |
| \* | Tukas Gida Sanayi ve <br> Ticaret AS<br>| 1069281 | 66491 |
| \* | Tumosan Motor ve <br> Traktor Sanayi AS<br>| 7217 | 15641 |
| #\* | Turk Altin Isletmeleri <br> AS<br>| 31687 | 20621 |
| \* | Turk Hava Yollari AO | 128988 | 957081 |
| \* | Turk Ilac VE Serum <br> Sanayi AS<br>| 30312 | 15512 |
| \* | Turk <br> Telekomunikasyon <br> AS<br>| 148117 | 202340 |
|  | Turk Traktor ve Ziraat <br> Makineleri AS<br>| 7050 | 111325 |
|  | Turkcell Iletisim <br> Hizmetleri AS<br>| 323023 | 757667 |
| # | Turkiye Garanti <br> Bankasi AS<br>| 135943 | 365405 |
| # | Turkiye Petrol <br> Rafinerileri AS<br>| 233353 | 758473 |
|  | Turkiye Sigorta AS | 243192 | 110794 |
| \* | Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 691090 | 188530 |
| #\* | Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 805142 | 435973 |
| #\* | Ulker Biskuvi Sanayi <br> AS<br>| 51437 | 143054 |
| \* | Vakif Finansal <br> Kiralama AS<br>| 813902 | 44160 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 188295 | $56885 |
| \* | Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 64859 | 68371 |
| \* | Yapi ve Kredi Bankasi <br> AS<br>| 720873 | 428728 |
|  | Yaprak Sut ve Besi <br> Ciftlikleri San. Ve <br> Tic. AS<br>| 82 | 962 |
| \* | Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 43261 | 26146 |
| \* | Yayla Agro Gida <br> Sanayi VE Nakliyat <br> AS<br>| 91970 | 20785 |
| \* | YEO Teknoloji Enerji <br> VE Endustri AS<br>| 27703 | 30558 |
|  | Ziraat Gayrimenkul <br> Yatirim Ortakligi AS<br>| 62969 | 39678 |
| \* | Zorlu Enerji Elektrik <br> Uretim AS<br>| 633619 | 52816 |
| TOTAL TURKEY | TOTAL TURKEY |  | 11906281 |
| UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) |
|  | Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 468921 | 1485939 |
|  | Abu Dhabi Islamic <br> Bank PJSC<br>| 350534 | 1745227 |
|  | Abu Dhabi National <br> Hotels<br>| 1962596 | 278254 |
|  | Abu Dhabi National <br> Insurance Co. PSC<br>| 78793 | 132409 |
|  | Abu Dhabi National <br> Oil Co. for <br> Distribution PJSC<br>| 629226 | 577419 |
| \* | Abu Dhabi Ports Co. <br> PJSC<br>| 247431 | 267803 |
|  | ADNOC Drilling Co. <br> PJSC<br>| 506641 | 675950 |
|  | Agility Global PLC | 1131499 | 378419 |
|  | Agthia Group PJSC | 166034 | 204405 |
|  | Air Arabia PJSC | 1040403 | 989922 |
|  | Ajman Bank PJSC | 334149 | 137414 |
| \* | AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 80018 | 63718 |
|  | Aldar Properties <br> PJSC<br>| 256199 | 576948 |
|  | Alpha Dhabi Holding <br> PJSC<br>| 53581 | 165224 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Americana <br> Restaurants <br> International PLC - <br> Foreign Co.<br>| 129023 | $79362 |
| \* | Amlak Finance PJSC | 371923 | 85328 |
| \* | Apex Investment Co. <br> PSC<br>| 108078 | 115653 |
| \*†† | Arabtec Holding <br> PJSC<br>| 166414 | 0 |
| \* | Aramex PJSC | 334290 | 253168 |
|  | Burjeel Holdings PLC | 332546 | 136781 |
|  | Deyaar Development <br> PJSC<br>| 461896 | 116031 |
|  | Dubai Financial <br> Market PJSC<br>| 554456 | 206869 |
|  | Dubai Investments <br> PJSC<br>| 1190416 | 753045 |
|  | Dubai Islamic Bank <br> PJSC<br>| 738143 | 1520789 |
|  | Emaar Development <br> PJSC<br>| 278461 | 1014774 |
|  | Emaar Properties <br> PJSC<br>| 867972 | 3101482 |
|  | Emirates Driving Co. | 103274 | 68827 |
|  | Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 321704 | 762590 |
|  | Emirates NBD Bank <br> PJSC<br>| 366178 | 2049307 |
| \* | Emirates Reem <br> Investments PJSC<br>| 12985 | 9569 |
|  | Emirates <br> Telecommunications <br> Group Co. PJSC<br>| 439192 | 2081222 |
| \* | EMSTEEL Building <br> Materials PJSC<br>| 526920 | 166593 |
| \* | Eshraq Investments <br> PJSC<br>| 636289 | 79051 |
|  | Fertiglobe PLC | 322183 | 199354 |
|  | First Abu Dhabi Bank <br> PJSC<br>| 582474 | 2383255 |
| \* | Ghitha Holding PJSC | 13216 | 64273 |
| \* | Gulf Navigation <br> Holding PJSC<br>| 69076 | 101448 |
| \* | Gulf Pharmaceutical <br> Industries PSC<br>| 129775 | 48494 |
| \* | Manazel PJSC | 681581 | 65504 |
| \* | Multiply Group PJSC | 932154 | 547669 |
|  | National Bank of Ras <br> Al-Khaimah PSC<br>| 25254 | 46754 |
|  | National Central <br> Cooling Co. PJSC<br>| 206794 | 148633 |
|  | Palms Sports PrJSC | 12421 | 21890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
| \* | Presight AI Holding <br> PLC<br>| 100260 | $52930 |
| \* | RAK Properties PJSC | 567469 | 196549 |
|  | Ras Al Khaimah <br> Ceramics PJSC<br>| 298761 | 202429 |
|  | Salik Co. PJSC | 376998 | 519430 |
| \* | Space42 PLC | 299513 | 135362 |
|  | Taaleem Holdings <br> PJSC<br>| 37956 | 37560 |
|  | TECOM Group PJSC | 135101 | 114817 |
| \* | Union Properties <br> PJSC<br>| 554961 | 86099 |
| TOTAL UNITED ARAB <br> EMIRATES | TOTAL UNITED ARAB <br> EMIRATES |  | 25251942 |
| UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) |
|  | Anglogold Ashanti <br> PLC (AU US)<br>| 32813 | 1383396 |
| UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) | UNITED STATES — (0.3%) |
| \*Ω | HUUUGE, Inc. | 7568 | 36894 |
|  | Yum China Holdings, <br> Inc. (9987 HK)<br>| 58400 | 2728299 |
|  | Yum China Holdings, <br> Inc. (YUMC US)<br>| 40430 | 1751023 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 4516216 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1568569304 |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) |
|  | Alpargatas SA, <br> 1.438%<br>| 65000 | 84756 |
|  | Banco ABC Brasil SA, <br> 7.581%<br>| 45341 | 173370 |
| Ω | Banco BMG SA, <br> 10.131%<br>| 74500 | 50015 |
|  | Banco Bradesco SA, <br> 9.775%<br>| 497739 | 1204190 |
|  | Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.502%<br>| 111307 | 225550 |
|  | Banco Mercantil do <br> Brasil SA, 6.310%<br>| 6300 | 39164 |
|  | Banco Pan SA, <br> 3.173%<br>| 133918 | 179575 |
|  | Banco Pine SA, <br> 10.291%<br>| 39152 | 33115 |
| \* | Braskem SA | 30558 | 57453 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Centrais Eletricas <br> Brasileiras SA, <br> 4.010%<br>| 27000 | $229458 |
|  | Centrais Eletricas de <br> Santa Catarina SA, <br> 8.134%<br>| 5750 | 83294 |
|  | Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.259%<br>| 66405 | 84832 |
|  | Cia De Sanena Do <br> Parana, 5.195%<br>| 361836 | 387648 |
|  | Cia Energetica de <br> Minas Gerais, <br> 10.929%<br>| 299550 | 577971 |
|  | Cia Energetica do <br> Ceara, 5.404%<br>| 4882 | 21515 |
|  | Cia Paranaense de <br> Energia - Copel <br> Class B, 7.077%<br>| 282091 | 573114 |
|  | Energisa SA, 6.888% | 177 | 263 |
|  | Eucatex SA Industria <br> e Comercio, <br> 5.851%<br>| 33500 | 74200 |
|  | Gerdau SA, 5.337% | 107502 | 283949 |
|  | Grazziotin SA, <br> 9.656%<br>| 3154 | 15461 |
|  | Isa Energia Brasil SA, <br> 9.841%<br>| 54103 | 228704 |
|  | Itau Unibanco Holding <br> SA, 6.726%<br>| 344100 | 2157314 |
|  | Klabin SA, 3.777% | 2 | 1 |
|  | Marcopolo SA, <br> 8.381%<br>| 237764 | 294945 |
|  | Raizen SA, 0.553% | 334196 | 106587 |
|  | Randon SA <br> Implementos e <br> Participacoes, <br> 4.054%<br>| 114736 | 181349 |
|  | Schulz SA, 7.575% | 42646 | 41180 |
|  | Track & Field Co. SA, <br> 2.041%<br>| 8200 | 16689 |
| \* | Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 153486 | 149560 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 7555222 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
|  | Coca-Cola Embonor <br> SA Class B, <br> 7.790%<br>| 65507 | 92149 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | Embotelladora Andina <br> SA, 7.252%<br>| 8575 | $36677 |
| TOTAL CHILE | TOTAL CHILE |  | 128826 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
|  | Grupo Aval Acciones y <br> Valores SA, <br> 3.937%<br>| 807101 | 109636 |
|  | Grupo de Inversiones <br> Suramericana SA, <br> 3.782%<br>| 32288 | 287917 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 397553 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
|  | Cebu Air, Inc., <br> 6.000%<br>| 75375 | 51349 |
| TOTAL PREFERRED <br> STOCKS | TOTAL PREFERRED <br> STOCKS |  | 8132950 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| \* | Banco Pine SA <br> Warrants <br> 12/31/2049<br>| 76 | 9 |
| \* | Minerva SA Rights <br> 05/29/2025<br>| 11744 | 3953 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 3962 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | Lloyds Engineering <br> Works Ltd. Rights <br> 05/30/2025<br>| 32888 | 8720 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | Supermax Corp. Bhd. <br> Warrants <br> 03/01/2030<br>| 29242 | 1660 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | Samsung SDI Co. Ltd. <br> Rights 05/22/2025<br>| 1401 | 33953 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Better World Green <br> PCL Warrants<br>| 306533 | 0 |
| \* | Better World Green <br> PCL Warrants <br> 08/13/2025<br>| 306533 | 92 |
| \* | Jasmine International <br> PCL Warrants <br> 10/10/2031<br>| 523082 | 5794 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| \* | MBK PCL Rights <br> 05/16/2025<br>| 25025 | $599 |
| \* | Northeast Rubber <br> PCL Warrants <br> 05/15/2026<br>| 113150 | 610 |
| \* | VGI PCL Warrants <br> 09/03/2025<br>| 213210 | 4595 |
| TOTAL THAILAND | TOTAL THAILAND |  | 11690 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 59985 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,158,217,209) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,158,217,209) |  | 1576762239 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 954444 | $11038141 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,169,255,569) | (Cost $1,169,255,569) |  | $1587800380 |

---

As of April 30, 2025, the value of Rule 144A securities amounted to $78,649,764 or 5.0% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; $41588302 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $41588302 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; $751723 | &nbsp;&nbsp; — | &nbsp;&nbsp; 751723 |
| Chile | &nbsp;&nbsp; 9171633 | &nbsp;&nbsp; 71000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9242633 |
| China | &nbsp;&nbsp; 28479321 | &nbsp;&nbsp; 376908242 | &nbsp;&nbsp; $13855 | &nbsp;&nbsp; 405401418 |
| Colombia | &nbsp;&nbsp; 1896680 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1896680 |
| Czech Republic | &nbsp;&nbsp; — | &nbsp;&nbsp; 1117173 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1117173 |
| Egypt | &nbsp;&nbsp; 10355 | &nbsp;&nbsp; 411375 | &nbsp;&nbsp; — | &nbsp;&nbsp; 421730 |
| Greece | &nbsp;&nbsp; — | &nbsp;&nbsp; 8143890 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8143890 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 18728283 | &nbsp;&nbsp; 21431 | &nbsp;&nbsp; 18749714 |
| Hungary | &nbsp;&nbsp; — | &nbsp;&nbsp; 4194111 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4194111 |
| India | &nbsp;&nbsp; 15655720 | &nbsp;&nbsp; 284392748 | &nbsp;&nbsp; — | &nbsp;&nbsp; 300048468 |
| Indonesia | &nbsp;&nbsp; 671277 | &nbsp;&nbsp; 18488227 | &nbsp;&nbsp; 18854 | &nbsp;&nbsp; 19178358 |
| Kuwait | &nbsp;&nbsp; — | &nbsp;&nbsp; 11028994 | &nbsp;&nbsp; 536 | &nbsp;&nbsp; 11029530 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 355890 | &nbsp;&nbsp; — | &nbsp;&nbsp; 355890 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 23013512 | &nbsp;&nbsp; 34 | &nbsp;&nbsp; 23013546 |
| Mexico | &nbsp;&nbsp; 33674061 | &nbsp;&nbsp; 406651 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34080712 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 962114 | &nbsp;&nbsp; — | &nbsp;&nbsp; 962114 |
| Peru | &nbsp;&nbsp; 1118276 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1118277 |
| Philippines | &nbsp;&nbsp; 26709 | &nbsp;&nbsp; 10353489 | &nbsp;&nbsp; 2641 | &nbsp;&nbsp; 10382839 |
| Poland | &nbsp;&nbsp; — | &nbsp;&nbsp; 20501905 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20501905 |
| Qatar | &nbsp;&nbsp; — | &nbsp;&nbsp; 13923185 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13923185 |
| Saudi Arabia | &nbsp;&nbsp; 15505 | &nbsp;&nbsp; 53488327 | &nbsp;&nbsp; — | &nbsp;&nbsp; 53503832 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 777916 | &nbsp;&nbsp; — | &nbsp;&nbsp; 777916 |
| South Africa | &nbsp;&nbsp; 5274192 | &nbsp;&nbsp; 44828619 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50102811 |
| South Korea | &nbsp;&nbsp; 1318252 | &nbsp;&nbsp; 165200200 | &nbsp;&nbsp; 80329 | &nbsp;&nbsp; 166598781 |
| Taiwan | &nbsp;&nbsp; 6523058 | &nbsp;&nbsp; 302876737 | &nbsp;&nbsp; 5267 | &nbsp;&nbsp; 309405062 |

---

------

**Emerging Markets Social Core Equity Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Thailand | &nbsp;&nbsp; $78408 | &nbsp;&nbsp; $18940805 | &nbsp;&nbsp; $1656 | &nbsp;&nbsp; $19020869 |
| Turkey | &nbsp;&nbsp; — | &nbsp;&nbsp; 11906281 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11906281 |
| United Arab Emirates | &nbsp;&nbsp; — | &nbsp;&nbsp; 25251942 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25251942 |
| United Kingdom | &nbsp;&nbsp; 1383396 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1383396 |
| United States | &nbsp;&nbsp; 1751023 | &nbsp;&nbsp; 2765193 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4516216 |
| Preferred Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; 7555222 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7555222 |
| Chile | &nbsp;&nbsp; 36677 | &nbsp;&nbsp; 92149 | &nbsp;&nbsp; — | &nbsp;&nbsp; 128826 |
| Colombia | &nbsp;&nbsp; 397553 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 397553 |
| Philippines | &nbsp;&nbsp; — | &nbsp;&nbsp; 51349 | &nbsp;&nbsp; — | &nbsp;&nbsp; 51349 |
| Rights/Warrants |  |  |  |  |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 3962 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3962 |
| India | &nbsp;&nbsp; — | &nbsp;&nbsp; 8720 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8720 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 1660 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1660 |
| South Korea | &nbsp;&nbsp; — | &nbsp;&nbsp; 33953 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33953 |
| Thailand | &nbsp;&nbsp; — | &nbsp;&nbsp; 11690 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11690 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 11038141 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11038141 |
| Total Investments in Securities | &nbsp;&nbsp; $156625620 | &nbsp;&nbsp; $1431030156 | &nbsp;&nbsp; $144,604˂˃ | &nbsp;&nbsp; $1587800380 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

**Global Social Core Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (61.3%) | DOMESTIC EQUITIES — (61.3%) | DOMESTIC EQUITIES — (61.3%) |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1404181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $37337183 |
| INTERNATIONAL EQUITIES — (38.7%) | INTERNATIONAL EQUITIES — (38.7%) | INTERNATIONAL EQUITIES — (38.7%) |
| International Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp; 1028001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16602214 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;&nbsp; 470655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6998637 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23600851 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $47,075,732) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $47,075,732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60938034 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $4,543) | &nbsp;&nbsp;&nbsp; 4543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4543 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $47,080,275) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $47,080,275) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $60942577 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Affiliated Investment Companies | &nbsp;&nbsp; $60938034 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $60938034 |
| Temporary Cash Investments | &nbsp;&nbsp; 4543 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4543 |
| TOTAL | &nbsp;&nbsp; $60942577 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $60942577 |

---

See accompanying Notes to Financial Statements.

------

**DFA Social Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (10.2%) | AGENCY OBLIGATIONS — (10.2%) | AGENCY OBLIGATIONS — (10.2%) | AGENCY OBLIGATIONS — (10.2%) | AGENCY OBLIGATIONS — (10.2%) |
| Federal Home Loan Banks | Federal Home Loan Banks |  |  |  |
|  | 3.125%, 09/12/25 |  | 1000 | $994749 |
|  | 5.750%, 06/12/26 |  | 200 | 203961 |
|  | 3.000%, 09/11/26 |  | 1200 | 1187949 |
|  | 3.000%, 03/10/28 |  | 2500 | 2457195 |
|  | 3.250%, 06/09/28 |  | 3190 | 3154092 |
|  | 3.250%, 11/16/28 |  | 7100 | 7031102 |
|  | 2.125%, 09/14/29 |  | 945 | 879292 |
|  | 2.125%, 12/14/29 |  | 1000 | 926817 |
|  | 5.500%, 07/15/36 |  | 3295 | 3589367 |
| Federal Home Loan <br> Mortgage Corp. | Federal Home Loan <br> Mortgage Corp. |  |  |  |
| # | 6.750%, 09/15/29 |  | 2500 | 2798827 |
|  | 6.750%, 03/15/31 |  | 3815 | 4375189 |
| # | 6.250%, 07/15/32 |  | 4239 | 4821975 |
| Federal National Mortgage <br> Association | Federal National Mortgage <br> Association |  |  |  |
|  | 2.125%, 04/24/26 |  | 3000 | 2947956 |
|  | 1.875%, 09/24/26 |  | 2400 | 2338957 |
|  | 0.750%, 10/08/27 |  | 1750 | 1633571 |
| # | 6.250%, 05/15/29 |  | 4330 | 4741983 |
|  | 7.125%, 01/15/30 |  | 3583 | 4102126 |
| # | 7.250%, 05/15/30 |  | 3316 | 3842356 |
|  | 0.875%, 08/05/30 |  | 10650 | 9125909 |
|  | 6.625%, 11/15/30 |  | 4400 | 4995748 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  |  | 66149121 |
| BONDS — (51.3%) | BONDS — (51.3%) | BONDS — (51.3%) | BONDS — (51.3%) | BONDS — (51.3%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 1.800%, 02/10/31 |  | 173 | 143870 |
| Ω | 2.500%, 02/10/41 |  | 1132 | 735194 |
| ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN | ABN AMRO Bank NV, 3M <br> Euribor + 0.600%, FRN |  |  |  |
| (r) | 2.879%, 01/15/27 | EUR | 2600 | 2958860 |
| AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust | AerCap Ireland Capital <br> DAC/AerCap Global <br> Aviation Trust |  |  |  |
|  | 3.850%, 10/29/41 |  | 308 | 238115 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 730 | 779212 |
|  | 4.500%, 05/15/42 |  | 200 | 162679 |
| Affiliated Managers Group, <br> Inc. | Affiliated Managers Group, <br> Inc. |  |  |  |
|  | 3.500%, 08/01/25 |  | 150 | 149486 |
|  | 3.300%, 06/15/30 |  | 800 | 745974 |
| African Development Bank | African Development Bank |  |  |  |
|  | 3.350%, 08/08/28 | AUD | 3100 | 1961500 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ahold Finance USA LLC | Ahold Finance USA LLC |  |  |  |
|  | 6.875%, 05/01/29 |  | 40 | $42414 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | 186842 |
| Albemarle Corp. | Albemarle Corp. |  |  |  |
|  | 5.450%, 12/01/44 |  | 200 | 161858 |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 4.500%, 06/15/43 |  | 2000 | 1685549 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
| # | 8.000%, 11/01/31 |  | 200 | 221480 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 1.900%, 08/15/40 |  | 1400 | 937014 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 1.500%, 06/03/30 |  | 4000 | 3514836 |
|  | 4.700%, 12/01/32 |  | 3000 | 3042385 |
|  | 2.875%, 05/12/41 |  | 3200 | 2368660 |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |  |
|  | 2.630%, 06/19/30 |  | 125 | 112317 |
| American Express Co. | American Express Co. |  |  |  |
|  | 3.300%, 05/03/27 |  | 204 | 200538 |
|  | 4.050%, 12/03/42 |  | 1200 | 999466 |
| American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN | American Honda Finance <br> Corp., SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.087%, 07/09/27 |  | 1000 | 997206 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 2.300%, 09/15/31 |  | 500 | 430292 |
|  | 4.050%, 03/15/32 |  | 625 | 592694 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 4.500%, 05/13/32 |  | 200 | 195791 |
| Analog Devices, Inc. | Analog Devices, Inc. |  |  |  |
|  | 3.450%, 06/15/27 |  | 150 | 148476 |
| Aon Corp. | Aon Corp. |  |  |  |
|  | 3.750%, 05/02/29 |  | 1000 | 972001 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
| #Ω | 5.000%, 03/23/35 |  | 1000 | 949285 |
| ARES Capital Corp. | ARES Capital Corp. |  |  |  |
|  | 3.200%, 11/15/31 |  | 150 | 127813 |
|  | 5.800%, 03/08/32 |  | 200 | 195386 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
| # | 3.875%, 01/12/28 |  | 400 | 391602 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 2.450%, 08/12/31 |  | 1000 | 850009 |
|  | 5.950%, 10/15/33 |  | 3000 | 3030959 |
| Asian Development Bank, <br> SONIA + 1.000%, FRN | Asian Development Bank, <br> SONIA + 1.000%, FRN |  |  |  |
| (r) | 5.480%, 05/23/29 | GBP | 5000 | 6844877 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.750%, 06/01/31 |  | 306 | 274594 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 3.500%, 06/01/41 |  | 1705 | $1309125 |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |  |
|  | 4.050%, 05/12/25 | AUD | 4500 | 2882197 |
|  | 4.950%, 02/05/29 | AUD | 5000 | 3285222 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.700%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.700%, FRN |  |  |  |
| (r) | 4.813%, 06/18/27 | AUD | 1000 | 641069 |
| Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.960%, FRN | Australia & New Zealand <br> Banking Group Ltd., 3M <br> Swap + 0.960%, FRN |  |  |  |
| (r) | 5.181%, 02/05/29 | AUD | 1000 | 642991 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 5.188%, 01/18/27 |  | 500 | 501845 |
| Autodesk, Inc. | Autodesk, Inc. |  |  |  |
|  | 3.500%, 06/15/27 |  | 315 | 310393 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 1500 | 1305424 |
|  | 5.500%, 06/01/32 |  | 120 | 117733 |
| Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. | Baker Hughes <br> Holdings LLC/Baker <br> Hughes Co-Obligor, Inc. |  |  |  |
|  | 3.337%, 12/15/27 |  | 30 | 29376 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 3.800%, 02/23/28 |  | 200 | 195437 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 2075 | 2139331 |
| Bank of Montreal | Bank of Montreal |  |  |  |
|  | 1.850%, 05/01/25 |  | 2000 | 2000000 |
|  | 2.750%, 06/15/27 | EUR | 300 | 341503 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 2.150%, 08/01/31 |  | 2200 | 1892881 |
|  | 2.450%, 02/02/32 |  | 275 | 235955 |
| Barclays PLC | Barclays PLC |  |  |  |
|  | 4.375%, 01/12/26 |  | 500 | 498774 |
| Best Buy Co., Inc. | Best Buy Co., Inc. |  |  |  |
|  | 4.450%, 10/01/28 |  | 200 | 199718 |
|  | 1.950%, 10/01/30 |  | 800 | 687837 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |  |
|  | 3.250%, 04/30/29 |  | 1400 | 1358779 |
|  | 2.400%, 04/30/30 |  | 133 | 121719 |
|  | 1.900%, 01/28/31 |  | 160 | 140065 |
|  | 2.100%, 02/25/32 |  | 3500 | 2979629 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
|  | 6.250%, 04/18/34 |  | 200 | 201787 |
| BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |  |
|  | 1.000%, 04/20/27 | EUR | 300 | 330598 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 1050 | 924450 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.625%, 04/13/30 |  | 800 | 806304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Boston Properties LP | Boston Properties LP |  |  |
|  | 2.550%, 04/01/32 | 1000 | $822827 |
|  | 5.750%, 01/15/35 | 400 | 394488 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |
| # | 5.625%, 05/15/30 | 1500 | 1538919 |
| British Telecommunications <br> PLC | British Telecommunications <br> PLC |  |  |
| # | 5.125%, 12/04/28 | 500 | 511998 |
| Ω | 3.250%, 11/08/29 | 1000 | 948787 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |
| Ω | 3.419%, 04/15/33 | 767 | 684013 |
| Ω | 3.469%, 04/15/34 | 345 | 303112 |
| Ω | 3.137%, 11/15/35 | 483 | 400193 |
| Ω | 3.187%, 11/15/36 | 41 | 33459 |
| Ω | 4.926%, 05/15/37 | 436 | 417577 |
| Ω | 3.500%, 02/15/41 | 1400 | 1086056 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |
|  | 6.350%, 01/05/34 | 2130 | 2247140 |
| Brunswick Corp. | Brunswick Corp. |  |  |
|  | 4.400%, 09/15/32 | 200 | 179500 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |  |  |
|  | 3.750%, 09/25/27 | 525 | 518241 |
| Campbell's Co. | Campbell's Co. |  |  |
|  | 4.150%, 03/15/28 | 71 | 70560 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |
|  | 3.600%, 04/07/32 | 2000 | 1836811 |
| Capital One Financial <br> Corp. | Capital One Financial <br> Corp. |  |  |
|  | 3.800%, 01/31/28 | 300 | 294260 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |
|  | 3.377%, 04/05/40 | 1000 | 781249 |
| CenterPoint Energy <br> Resources Corp. | CenterPoint Energy <br> Resources Corp. |  |  |
|  | 5.850%, 01/15/41 | 442 | 445145 |
| Choice Hotels <br> International, Inc. | Choice Hotels <br> International, Inc. |  |  |
|  | 3.700%, 12/01/29 | 520 | 487572 |
| Chubb Corp. | Chubb Corp. |  |  |
|  | 6.000%, 05/11/37 | 1000 | 1070652 |
| Cincinnati Financial Corp. | Cincinnati Financial Corp. |  |  |
|  | 6.920%, 05/15/28 | 400 | 428161 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
|  | 5.900%, 02/15/39 | 200 | 213403 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |
|  | 8.125%, 07/15/39 | 1167 | 1443507 |
|  | 5.875%, 01/30/42 | 400 | 405358 |
| Clorox Co. | Clorox Co. |  |  |
|  | 3.900%, 05/15/28 | 350 | 346390 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |
|  | 5.250%, 05/30/29 | 700 | 700524 |
|  | 6.450%, 06/15/34 | 1000 | 1031706 |
| Comcast Corp. | Comcast Corp. |  |  |
|  | 7.050%, 03/15/33 | 400 | 452005 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 3.900%, 03/01/38 |  | 310 | $265584 |
|  | 4.600%, 10/15/38 |  | 1225 | 1122205 |
|  | 6.550%, 07/01/39 |  | 1000 | 1101706 |
|  | 3.250%, 11/01/39 |  | 400 | 309555 |
|  | 3.750%, 04/01/40 |  | 3173 | 2602041 |
|  | 4.650%, 07/15/42 |  | 400 | 349679 |
| Commonwealth Bank of <br> Australia | Commonwealth Bank of <br> Australia |  |  |  |
|  | 4.900%, 08/17/28 | AUD | 4000 | 2623668 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 4.850%, 11/01/28 |  | 1000 | 1006720 |
|  | 5.300%, 11/01/38 |  | 300 | 283990 |
| Consolidated Edison Co. of <br> New York, Inc. | Consolidated Edison Co. of <br> New York, Inc. |  |  |  |
|  | 5.300%, 03/01/35 |  | 350 | 356242 |
|  | 6.750%, 04/01/38 |  | 200 | 225527 |
|  | 4.200%, 03/15/42 |  | 1000 | 831593 |
| Constellation Energy <br> Generation LLC | Constellation Energy <br> Generation LLC |  |  |  |
|  | 3.250%, 06/01/25 |  | 200 | 199609 |
|  | 5.750%, 10/01/41 |  | 500 | 486714 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 0.750%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 0.750%, <br> FRN |  |  |  |
| (r) | 4.867%, 05/26/28 | AUD | 3000 | 1916769 |
| Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN | Cooperatieve Rabobank <br> UA, 3M Swap + 1.030%, <br> FRN |  |  |  |
| (r) | 5.147%, 02/26/29 | AUD | 1500 | 963054 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.710%, <br> FRN |  |  |  |
| (r) | 5.077%, 03/05/27 |  | 500 | 500800 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 300 | 280441 |
| Ω | 8.375%, 03/01/39 |  | 1500 | 1810642 |
| Ω | 4.700%, 12/15/42 |  | 300 | 241414 |
| Ω | 4.500%, 06/30/43 |  | 1900 | 1496938 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 1050 | 737420 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.100%, 03/15/44 |  | 200 | 164406 |
| Cummins, Inc. | Cummins, Inc. |  |  |  |
|  | 4.875%, 10/01/43 |  | 2180 | 2026503 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 500 | 450937 |
|  | 6.125%, 09/15/39 |  | 1900 | 1922537 |
|  | 4.125%, 04/01/40 |  | 85 | 69163 |
|  | 5.300%, 12/05/43 |  | 400 | 357328 |
|  | 6.000%, 06/01/44 |  | 500 | 484294 |
| DCP Midstream <br> Operating LP | DCP Midstream <br> Operating LP |  |  |  |
|  | 5.600%, 04/01/44 |  | 50 | 44327 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Deere & Co. | Deere & Co. |  |  |  |
|  | 3.900%, 06/09/42 |  | 1000 | $844285 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |  |
| # | 3.150%, 01/15/32 |  | 300 | 262724 |
| Dollar Tree, Inc. | Dollar Tree, Inc. |  |  |  |
|  | 4.200%, 05/15/28 |  | 400 | 394517 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 6.300%, 03/15/33 |  | 1200 | 1278395 |
|  | 5.250%, 11/15/41 |  | 1450 | 1287855 |
|  | 4.625%, 10/01/44 |  | 200 | 159423 |
| E.ON International Finance <br> BV | E.ON International Finance <br> BV |  |  |  |
| Ω | 6.650%, 04/30/38 |  | 1000 | 1082250 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.800%, 09/01/42 |  | 2500 | 2129000 |
| Eaton Vance Corp. | Eaton Vance Corp. |  |  |  |
|  | 3.500%, 04/06/27 |  | 1500 | 1475331 |
| eBay, Inc. | eBay, Inc. |  |  |  |
|  | 4.000%, 07/15/42 |  | 500 | 395974 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 4.101%, 03/01/28 |  | 218 | 216752 |
|  | 5.850%, 01/15/36 |  | 200 | 208838 |
|  | 6.375%, 06/15/37 |  | 400 | 431032 |
|  | 4.625%, 05/15/42 |  | 1000 | 866997 |
|  | 4.650%, 01/15/43 |  | 2066 | 1798743 |
|  | 5.100%, 01/15/44 |  | 200 | 181963 |
| Enbridge Energy <br> Partners LP | Enbridge Energy <br> Partners LP |  |  |  |
|  | 5.500%, 09/15/40 |  | 1071 | 1019580 |
| Enel Finance International <br> NV | Enel Finance International <br> NV |  |  |  |
| Ω | 3.500%, 04/06/28 |  | 200 | 194206 |
| Ω | 6.000%, 10/07/39 |  | 1950 | 1976295 |
| Enterprise Products <br> Operating LLC | Enterprise Products <br> Operating LLC |  |  |  |
|  | 7.550%, 04/15/38 |  | 200 | 237312 |
|  | 6.125%, 10/15/39 |  | 400 | 421432 |
|  | 5.950%, 02/01/41 |  | 1800 | 1815810 |
|  | 5.700%, 02/15/42 |  | 400 | 393580 |
|  | 4.850%, 08/15/42 |  | 444 | 395828 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 2.500%, 05/15/31 |  | 500 | 437800 |
| Equinor ASA | Equinor ASA |  |  |  |
|  | 1.250%, 02/17/27 | EUR | 1600 | 1777230 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.300%, FRN |  |  |  |
| (r) | 4.663%, 02/16/29 |  | 184 | 183786 |
| European Investment <br> Bank, SONIA + 0.340%, <br> FRN | European Investment <br> Bank, SONIA + 0.340%, <br> FRN |  |  |  |
| (r) | 4.822%, 03/12/26 | GBP | 680 | 907834 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| European Investment <br> Bank, SONIA + 1.000%, <br> FRN | European Investment <br> Bank, SONIA + 1.000%, <br> FRN |  |  |  |
| (r) | 5.482%, 09/08/25 | GBP | 700 | $935792 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 3.250%, 02/15/30 |  | 1200 | 1121627 |
| Extra Space Storage LP | Extra Space Storage LP |  |  |  |
|  | 2.350%, 03/15/32 |  | 900 | 748261 |
| Fairfax Financial Holdings <br> Ltd. | Fairfax Financial Holdings <br> Ltd. |  |  |  |
|  | 6.000%, 12/07/33 |  | 1400 | 1454622 |
| FedEx Corp. | FedEx Corp. |  |  |  |
| Ω | 4.900%, 01/15/34 |  | 672 | 647768 |
| Ω | 3.250%, 05/15/41 |  | 450 | 310311 |
| Fidelity National Financial, <br> Inc. | Fidelity National Financial, <br> Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 700 | 643518 |
|  | 2.450%, 03/15/31 |  | 500 | 427210 |
| Fidelity National <br> Information Services, <br> Inc. | Fidelity National <br> Information Services, <br> Inc. |  |  |  |
|  | 3.100%, 03/01/41 |  | 61 | 43407 |
| First American Financial <br> Corp. | First American Financial <br> Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 300 | 253582 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 4.875%, 06/15/29 |  | 700 | 695014 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 900 | 767175 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 250 | 248984 |
| Fortune Brands <br> Innovations, Inc. | Fortune Brands <br> Innovations, Inc. |  |  |  |
|  | 3.250%, 09/15/29 |  | 2000 | 1880739 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 1000 | 960211 |
| Franklin Resources, Inc. | Franklin Resources, Inc. |  |  |  |
|  | 1.600%, 10/30/30 |  | 3300 | 2825640 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 850 | 760985 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 6.250%, 10/02/43 |  | 1000 | 943221 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |  |
|  | 6.400%, 01/09/33 |  | 400 | 413438 |
|  | 5.450%, 09/06/34 |  | 200 | 191929 |
| # | 5.900%, 01/07/35 |  | 400 | 396964 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |  |
|  | 7.750%, 11/15/29 |  | 40 | 45587 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 4.450%, 06/01/28 |  | 1107 | 1097163 |
| Halliburton Co. | Halliburton Co. |  |  |  |
|  | 6.700%, 09/15/38 |  | 795 | 856272 |
|  | 7.450%, 09/15/39 |  | 1000 | 1140752 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Harley-Davidson, Inc. | Harley-Davidson, Inc. |  |  |  |
|  | 3.500%, 07/28/25 |  | 585 | $581808 |
| Hasbro, Inc. | Hasbro, Inc. |  |  |  |
|  | 6.350%, 03/15/40 |  | 2200 | 2201649 |
| Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. | Health Care Service Corp. <br> A Mutual Legal Reserve <br> Co. |  |  |  |
| Ω | 2.200%, 06/01/30 |  | 500 | 444632 |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |  |  |  |
| #Ω | 5.500%, 12/01/34 |  | 150 | 132137 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 3.300%, 04/15/40 |  | 3600 | 2843063 |
|  | 5.950%, 04/01/41 |  | 800 | 837313 |
| Hongkong & Shanghai <br> Banking Corp. Ltd. | Hongkong & Shanghai <br> Banking Corp. Ltd. |  |  |  |
|  | 5.100%, 03/03/28 | AUD | 1500 | 984548 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | 984036 |
|  | 5.500%, 04/15/35 |  | 200 | 193114 |
| HP, Inc. | HP, Inc. |  |  |  |
| # | 6.000%, 09/15/41 |  | 1150 | 1124997 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
| # | 6.100%, 01/14/42 |  | 1900 | 2004530 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.950%, 10/01/44 |  | 2000 | 1702349 |
| IBM International Capital <br> Pte. Ltd. | IBM International Capital <br> Pte. Ltd. |  |  |  |
|  | 5.250%, 02/05/44 |  | 1500 | 1414924 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 4.875%, 09/15/41 |  | 1000 | 937791 |
|  | 3.900%, 09/01/42 |  | 200 | 163178 |
| ING Groep NV | ING Groep NV |  |  |  |
|  | 4.050%, 04/09/29 |  | 700 | 685399 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 300 | 254834 |
|  | 2.800%, 08/12/41 |  | 2300 | 1488280 |
|  | 4.800%, 10/01/41 |  | 130 | 107959 |
|  | 5.625%, 02/10/43 |  | 2400 | 2214003 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |  |
| (r) | 4.538%, 09/16/26 |  | 750 | 749100 |
| Inter-American <br> Development Bank, <br> SOFR + 0.300%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.300%, FRN |  |  |  |
| (r) | 4.661%, 02/15/29 |  | 1100 | 1097888 |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.727%, 10/04/27 |  | 5000 | 5002190 |
| (r) | 4.727%, 10/05/28 |  | 1200 | 1200552 |
| Intercontinental Exchange, <br> Inc. | Intercontinental Exchange, <br> Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 4750 | 3404135 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.270%, FRN |  |  |  |
| (r) | 4.638%, 06/15/27 |  | 3200 | $3201056 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.430%, FRN |  |  |  |
| (r) | 4.792%, 08/19/27 |  | 1123 | 1126695 |
| International Business <br> Machines Corp. | International Business <br> Machines Corp. |  |  |  |
|  | 1.950%, 05/15/30 |  | 2600 | 2298097 |
|  | 4.000%, 06/20/42 |  | 400 | 326002 |
| International Flavors & <br> Fragrances, Inc. | International Flavors & <br> Fragrances, Inc. |  |  |  |
| Ω | 3.268%, 11/15/40 |  | 2652 | 1904199 |
| Invitation Homes Operating <br> Partnership LP | Invitation Homes Operating <br> Partnership LP |  |  |  |
|  | 2.000%, 08/15/31 |  | 1000 | 838196 |
|  | 2.700%, 01/15/34 |  | 1000 | 812787 |
| J.M. Smucker Co. | J.M. Smucker Co. |  |  |  |
|  | 4.250%, 03/15/35 |  | 1300 | 1197320 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 750 | 707968 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 3.125%, 11/23/31 |  | 235 | 202271 |
| Japan Government Five <br> Year Bonds | Japan Government Five <br> Year Bonds |  |  |  |
|  | 0.400%, 09/20/28 | JPY | 292000 | 2018206 |
| Japan Government Ten <br> Year Bonds | Japan Government Ten <br> Year Bonds |  |  |  |
|  | 0.100%, 09/20/28 | JPY | 400000 | 2737026 |
| Jefferies Financial Group, <br> Inc. | Jefferies Financial Group, <br> Inc. |  |  |  |
|  | 2.625%, 10/15/31 |  | 350 | 295050 |
|  | 2.750%, 10/15/32 |  | 2120 | 1735886 |
|  | 6.200%, 04/14/34 |  | 2000 | 2026612 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 5.500%, 10/15/40 |  | 1600 | 1612134 |
|  | 5.600%, 07/15/41 |  | 1000 | 1009546 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 330 | 293807 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 2.700%, 10/01/30 |  | 2200 | 1999179 |
| Kinder Morgan Energy <br> Partners LP | Kinder Morgan Energy <br> Partners LP |  |  |  |
|  | 6.500%, 09/01/39 |  | 100 | 103442 |
|  | 5.000%, 08/15/42 |  | 3700 | 3200567 |
|  | 5.000%, 03/01/43 |  | 400 | 345286 |
|  | 5.500%, 03/01/44 |  | 500 | 455406 |
|  | 5.400%, 09/01/44 |  | 150 | 134568 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| KKR Group Finance Co. <br> II LLC | KKR Group Finance Co. <br> II LLC |  |  |  |
| #Ω | 5.500%, 02/01/43 |  | 500 | $463035 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 6.875%, 01/26/39 |  | 500 | 553605 |
|  | 4.625%, 10/01/39 |  | 1700 | 1526037 |
|  | 5.000%, 06/04/42 |  | 300 | 271568 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 424 | 481496 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 4.750%, 03/15/26 |  | 28 | 28087 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
| # | 3.400%, 01/15/31 |  | 373 | 343572 |
|  | 3.400%, 03/01/32 |  | 268 | 238738 |
|  | 7.000%, 06/15/40 |  | 1144 | 1264158 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC |  |  |  |
|  | 4.450%, 05/08/25 |  | 700 | 699977 |
|  | 4.375%, 03/22/28 |  | 600 | 598486 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 5.650%, 03/15/35 |  | 600 | 593303 |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 2513 | 1894602 |
| LYB International Finance <br> BV | LYB International Finance <br> BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 1200 | 1042360 |
|  | 4.875%, 03/15/44 |  | 200 | 165158 |
| LYB International Finance <br> III LLC | LYB International Finance <br> III LLC |  |  |  |
|  | 3.375%, 10/01/40 |  | 940 | 673679 |
| Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN | Macquarie Bank Ltd., 3M <br> Euribor + 0.440%, FRN |  |  |  |
| (r) | 2.918%, 12/18/26 | EUR | 195 | 220983 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 2712 | 2722936 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.875%, 04/01/39 |  | 400 | 344857 |
| Marsh & McLennan Cos., <br> Inc. | Marsh & McLennan Cos., <br> Inc. |  |  |  |
|  | 2.375%, 12/15/31 |  | 574 | 496451 |
|  | 4.750%, 03/15/39 |  | 500 | 470724 |
|  | 5.350%, 11/15/44 |  | 266 | 256368 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 4.350%, 01/15/32 |  | 1000 | 989770 |
| Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |  |
|  | 3.850%, 08/15/32 |  | 1000 | 954148 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 1650 | 1730120 |
|  | 5.875%, 02/06/41 |  | 500 | 511066 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 4.663%, 02/15/30 |  | 600 | 590597 |
|  | 3.366%, 11/01/41 |  | 2950 | 2094876 |
| Mitsubishi UFJ Financial <br> Group, Inc. | Mitsubishi UFJ Financial <br> Group, Inc. |  |  |  |
|  | 2.048%, 07/17/30 |  | 3500 | 3068869 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. |  |  |  |
|  | 3.625%, 05/15/30 |  | 171 | $161355 |
| Morgan Stanley | Morgan Stanley |  |  |  |
|  | 6.375%, 07/24/42 |  | 2500 | 2684229 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 485 | 458969 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |  |
|  | 4.600%, 05/23/29 |  | 900 | 900215 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 1000 | 859356 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.903%, 05/10/27 | AUD | 720 | 461381 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.030%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.030%, FRN |  |  |  |
| (r) | 5.204%, 11/16/28 | AUD | 1500 | 967772 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 1.200%, FRN |  |  |  |
| (r) | 5.325%, 11/25/27 | AUD | 2500 | 1619743 |
| National Rural Utilities <br> Cooperative Finance <br> Corp. | National Rural Utilities <br> Cooperative Finance <br> Corp. |  |  |  |
|  | 8.000%, 03/01/32 |  | 121 | 141528 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |  |
|  | 3.400%, 07/22/25 | AUD | 700 | 447655 |
| NetApp, Inc. | NetApp, Inc. |  |  |  |
| # | 2.700%, 06/22/30 |  | 300 | 269579 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 6.250%, 10/01/39 |  | 200 | 214635 |
|  | 5.450%, 06/09/44 |  | 200 | 191385 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |  |
|  | 5.450%, 03/15/35 |  | 136 | 136976 |
| NIKE, Inc. | NIKE, Inc. |  |  |  |
|  | 2.850%, 03/27/30 |  | 7550 | 7064666 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 2.679%, 07/16/30 |  | 400 | 357381 |
| Northern Trust Corp. | Northern Trust Corp. |  |  |  |
|  | 1.950%, 05/01/30 |  | 100 | 88847 |
| Nucor Corp. | Nucor Corp. |  |  |  |
|  | 3.950%, 05/01/28 |  | 171 | 169237 |
|  | 6.400%, 12/01/37 |  | 1750 | 1916335 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.250%, 03/24/26 | EUR | 200 | 222028 |
| OP Corporate Bank PLC, <br> 3M Euribor + 0.400%, <br> FRN | OP Corporate Bank PLC, <br> 3M Euribor + 0.400%, <br> FRN |  |  |  |
| (r) | 2.769%, 03/28/27 | EUR | 379 | 429719 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 2.950%, 05/15/25 |  | 50 | 49964 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 3.600%, 04/01/40 |  | 1000 | $779437 |
|  | 5.375%, 07/15/40 |  | 500 | 474374 |
|  | 3.650%, 03/25/41 |  | 1500 | 1146419 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 5.875%, 05/01/42 |  | 800 | 766280 |
|  | 4.875%, 11/15/44 |  | 1200 | 997607 |
| Plains All American <br> Pipeline LP/PAA Finance <br> Corp. | Plains All American <br> Pipeline LP/PAA Finance <br> Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | 1145748 |
|  | 4.700%, 06/15/44 |  | 1000 | 797377 |
| PNC Bank NA | PNC Bank NA |  |  |  |
|  | 3.250%, 06/01/25 |  | 250 | 249668 |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 1700 | 1480057 |
| Principal Financial Group, <br> Inc. | Principal Financial Group, <br> Inc. |  |  |  |
|  | 6.050%, 10/15/36 |  | 1000 | 1070009 |
| Prologis LP | Prologis LP |  |  |  |
|  | 3.000%, 06/02/26 | EUR | 400 | 454317 |
|  | 5.125%, 01/15/34 |  | 800 | 800149 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 7.500%, 09/15/29 |  | 500 | 570873 |
| Prudential Funding Asia <br> PLC | Prudential Funding Asia <br> PLC |  |  |  |
|  | 3.625%, 03/24/32 |  | 2200 | 2026212 |
| Public Storage Operating <br> Co. | Public Storage Operating <br> Co. |  |  |  |
| # | 5.100%, 08/01/33 |  | 1600 | 1625075 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.000%, 02/15/35 |  | 1500 | 1542287 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 2.900%, 10/01/30 |  | 1147 | 1038270 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 2.850%, 12/15/32 |  | 366 | 315480 |
| Reinsurance Group of <br> America, Inc. | Reinsurance Group of <br> America, Inc. |  |  |  |
|  | 3.150%, 06/15/30 |  | 1300 | 1202709 |
| RELX Capital, Inc. | RELX Capital, Inc. |  |  |  |
|  | 4.750%, 05/20/32 |  | 133 | 132139 |
| Rogers Communications, <br> Inc. | Rogers Communications, <br> Inc. |  |  |  |
|  | 7.500%, 08/15/38 |  | 300 | 343266 |
| Ross Stores, Inc. | Ross Stores, Inc. |  |  |  |
|  | 1.875%, 04/15/31 |  | 1000 | 848212 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 5.000%, 01/24/28 | GBP | 400 | 538079 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 2.200%, 09/02/30 |  | 1800 | 1561662 |
|  | 3.300%, 09/02/40 |  | 1925 | 1413906 |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 3.350%, 09/01/25 |  | 500 | 497504 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Santander Holdings USA, <br> Inc. | Santander Holdings USA, <br> Inc. |  |  |  |
|  | 4.500%, 07/17/25 |  | 250 | $249600 |
|  | 4.400%, 07/13/27 |  | 200 | 198577 |
| Schlumberger Holdings <br> Corp. | Schlumberger Holdings <br> Corp. |  |  |  |
| Ω | 2.650%, 06/26/30 |  | 439 | 398374 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |  |
|  | 3.450%, 08/01/25 |  | 100 | 99633 |
|  | 2.950%, 08/15/29 |  | 600 | 561440 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.200%, 02/01/31 |  | 1000 | 874761 |
|  | 2.250%, 01/15/32 |  | 2366 | 2019069 |
|  | 4.750%, 09/26/34 |  | 200 | 191220 |
|  | 6.750%, 02/01/40 |  | 200 | 222564 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 3.000%, 01/22/30 |  | 1900 | 1748372 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 3.700%, 04/01/28 |  | 100 | 97754 |
|  | 2.200%, 06/15/30 |  | 500 | 440177 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |  |
|  | 5.200%, 09/01/40 |  | 600 | 547626 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |  |
|  | 3.250%, 01/15/31 |  | 125 | 114858 |
| Sumitomo Mitsui Financial <br> Group, Inc. | Sumitomo Mitsui Financial <br> Group, Inc. |  |  |  |
|  | 3.784%, 03/09/26 |  | 600 | 597058 |
|  | 1.546%, 06/15/26 | EUR | 100 | 112155 |
|  | 3.040%, 07/16/29 |  | 800 | 752469 |
|  | 2.130%, 07/08/30 |  | 1800 | 1589343 |
|  | 2.222%, 09/17/31 |  | 250 | 214690 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |  |
|  | 5.500%, 03/11/35 |  | 500 | 486956 |
| Target Corp. | Target Corp. |  |  |  |
|  | 4.000%, 07/01/42 |  | 600 | 500850 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 7.045%, 06/20/36 |  | 700 | 775329 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 975 | 1120923 |
| Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |  |
|  | 4.900%, 03/14/33 |  | 2500 | 2532033 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1000 | 873129 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 4.456%, 06/08/32 |  | 750 | 729153 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 1000 | 997314 |
| TWDC Enterprises 18 <br> Corp. | TWDC Enterprises 18 <br> Corp. |  |  |  |
|  | 4.375%, 08/16/41 |  | 2000 | 1736184 |
| UBS AG | UBS AG |  |  |  |
|  | 1.200%, 07/30/25 | AUD | 2000 | 1271492 |
|  | 5.808%, 11/24/28 | AUD | 1500 | 1007502 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UDR, Inc. | UDR, Inc. |  |  |  |
|  | 2.100%, 06/15/33 |  | 1000 | $784771 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 2.891%, 04/06/36 |  | 250 | 205073 |
|  | 3.550%, 08/15/39 |  | 200 | 165142 |
|  | 3.200%, 05/20/41 |  | 2500 | 1882011 |
| United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN | United Overseas Bank <br> Ltd., 3M Swap + <br> 0.720%, FRN |  |  |  |
| (r) | 4.723%, 04/16/27 | AUD | 1300 | 833190 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 4.875%, 11/15/40 |  | 2000 | 1873458 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
| # | 6.625%, 06/15/37 |  | 450 | 467279 |
| VeriSign, Inc. | VeriSign, Inc. |  |  |  |
|  | 2.700%, 06/15/31 |  | 1000 | 883516 |
| Verizon Communications, <br> Inc. | Verizon Communications, <br> Inc. |  |  |  |
|  | 4.329%, 09/21/28 |  | 623 | 625078 |
|  | 4.016%, 12/03/29 |  | 151 | 148266 |
|  | 2.355%, 03/15/32 |  | 238 | 203148 |
|  | 4.812%, 03/15/39 |  | 1390 | 1296323 |
|  | 3.400%, 03/22/41 |  | 1400 | 1067871 |
|  | 3.850%, 11/01/42 |  | 510 | 403641 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.050%, 04/15/30 |  | 1000 | 906376 |
|  | 2.700%, 04/15/40 |  | 3000 | 2261749 |
| Vodafone Group PLC | Vodafone Group PLC |  |  |  |
| # | 7.875%, 02/15/30 |  | 20 | 23021 |
|  | 6.250%, 11/30/32 |  | 533 | 574279 |
| Volkswagen Group of <br> America Finance LLC | Volkswagen Group of <br> America Finance LLC |  |  |  |
| Ω | 5.800%, 03/27/35 |  | 300 | 298368 |
| Walmart, Inc. | Walmart, Inc. |  |  |  |
|  | 5.625%, 04/01/40 |  | 4000 | 4262208 |
| Walt Disney Co. | Walt Disney Co. |  |  |  |
| # | 4.625%, 03/23/40 |  | 500 | 469826 |
|  | 3.500%, 05/13/40 |  | 140 | 113435 |
| Welltower OP LLC | Welltower OP LLC |  |  |  |
|  | 4.125%, 03/15/29 |  | 450 | 444701 |
|  | 2.750%, 01/15/31 |  | 2000 | 1810631 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 3.375%, 06/15/30 |  | 100 | 93546 |
| Westpac Banking Corp., <br> SOFR + 0.420%, FRN | Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |  |
| (r) | 4.797%, 04/16/26 |  | 300 | 299901 |
| WestRock MWV LLC | WestRock MWV LLC |  |  |  |
|  | 8.200%, 01/15/30 |  | 222 | 253355 |
| Whirlpool Corp. | Whirlpool Corp. |  |  |  |
|  | 3.700%, 05/01/25 |  | 200 | 200000 |
| # | 4.750%, 02/26/29 |  | 600 | 568708 |
|  | 5.500%, 03/01/33 |  | 1450 | 1325720 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 6.300%, 04/15/40 |  | 200 | 208002 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br> **Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WP Carey, Inc. |  |  |
| 2.450%, 02/01/32 | 1000 | $837670 |
| TOTAL BONDS |  | 332446019 |
| U.S. TREASURY OBLIGATIONS — (35.3%) | U.S. TREASURY OBLIGATIONS — (35.3%) | U.S. TREASURY OBLIGATIONS — (35.3%) |
| U.S. Treasury Bonds |  |  |
| 5.250%, 02/15/29 | 3500 | 3709727 |
| 6.250%, 05/15/30 | 3800 | 4235367 |
| 1.125%, 05/15/40 | 7600 | 4755938 |
| 1.125%, 08/15/40 | 8800 | 5450500 |
| 1.375%, 11/15/40 | 9000 | 5780742 |
| 1.875%, 02/15/41 | 8300 | 5753262 |
| 1.750%, 08/15/41 | 8300 | 5555164 |
| 2.000%, 11/15/41 | 7900 | 5480316 |
| 2.375%, 02/15/42 | 2800 | 2052859 |
| 2.750%, 08/15/42 | 7600 | 5868328 |
| 2.750%, 11/15/42 | 6500 | 4995606 |
| 3.125%, 02/15/43 | 6700 | 5435113 |
| 2.875%, 05/15/43 | 6400 | 4974500 |
| 3.625%, 08/15/43 | 2000 | 1737188 |
| 3.625%, 02/15/44 | 6800 | 5881203 |
| 3.375%, 05/15/44 | 4000 | 3323750 |
| 3.125%, 08/15/44 | 7000 | 5573477 |
| 3.000%, 11/15/44 | 5200 | 4043609 |
| 2.500%, 02/15/45 | 7000 | 4976289 |
| U.S. Treasury Notes |  |  |
| 4.250%, 05/31/25 | 5000 | 4998779 |
| 0.250%, 08/31/25 | 3000 | 2959844 |
| 5.000%, 08/31/25 | 4000 | 4007656 |
| 1.250%, 04/30/28 | 5800 | 5416203 |
| 2.875%, 08/15/28 | 4250 | 4153711 |
| 3.125%, 11/15/28 | 5000 | 4916602 |
| 3.750%, 12/31/28 | 4500 | 4516172 |
| 2.625%, 02/15/29 | 4000 | 3855781 |
| 2.375%, 03/31/29 | 3000 | 2861133 |
| 3.250%, 06/30/29 | 1500 | 1475742 |
| 3.500%, 01/31/30 | 600 | 594352 |
| 4.000%, 07/31/30 | 5500 | 5562949 |
| 4.125%, 08/31/30 | 2500 | 2542383 |
| 4.625%, 09/30/30 | 600 | 624586 |
| 4.375%, 11/30/30 | 1000 | 1028594 |
| 1.250%, 08/15/31 | 5200 | 4441531 |
| 1.375%, 11/15/31 | 2000 | 1709141 |
| 4.125%, 11/30/31 | 5300 | 5366043 |
| 4.375%, 01/31/32 | 1500 | 1539961 |
| 1.875%, 02/15/32 | 3000 | 2634023 |
| 4.125%, 02/29/32 | 4500 | 4553438 |
| 2.875%, 05/15/32 | 5000 | 4672070 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 2.750%, 08/15/32 | 3500 | $3232168 |
|  | 4.125%, 11/15/32 | 4000 | 4039375 |
|  | 3.500%, 02/15/33 | 2500 | 2415332 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.098%, <br> FRN |  |  |
| (r) | 4.343%, 01/31/27 | 7000 | 6996176 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.125%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.125%, <br> FRN |  |  |
| (r) | 4.370%, 07/31/25 | 5000 | 5000089 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 4.395%, 04/30/26 | 8600 | 8601561 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |
| (r) | 4.415%, 10/31/25 | 8500 | 8502954 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN |  |  |
| (r) | 4.427%, 07/31/26 | 8500 | 8506342 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.205%, <br> FRN |  |  |
| (r) | 4.450%, 10/31/26 | 9000 | 9008097 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.490%, 01/31/26 | 8500 | 8509914 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 228825640 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $649,502,349) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $649,502,349) |  | 627420780 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (3.2%) | SECURITIES LENDING COLLATERAL — (3.2%) | SECURITIES LENDING COLLATERAL — (3.2%) | SECURITIES LENDING COLLATERAL — (3.2%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1799869 | 20815487 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $670,319,497) | (Cost $670,319,497) |  | $648236267 |

---

------

**DFA Social Fixed Income Portfolio**

**CONTINUED**

As of April 30, 2025, DFA Social Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| JPY | 678323416 | USD | 4741896 | Bank of America Corp. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $2288 |
| USD | 921160 | EUR | 807390 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3921 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$6209** |
| USD | 4558063 | JPY | 678323416 | Australia and New Zealand Bank | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(186121)<br>|
| USD | 4756763 | JPY | 678323416 | Bank of America Corp. | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2388)<br>|
| USD | 9005172 | GBP | 6963483 | State Street Bank and Trust | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (277085)<br>|
| USD | 5712042 | EUR | 5268281 | Royal Bank of Canada | 07/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (277589)<br>|
| USD | 233309 | AUD | 365766 | Citibank, N.A. | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1199)<br>|
| USD | 22513333 | AUD | 35286017 | State Street Bank and Trust | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (109988)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(854370)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(848161)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $23,158,067 or 3.7% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $66149121 | &nbsp;&nbsp; — | &nbsp;&nbsp; $66149121 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 332446019 | &nbsp;&nbsp; — | &nbsp;&nbsp; 332446019 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 228825640 | &nbsp;&nbsp; — | &nbsp;&nbsp; 228825640 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 20815487 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20815487 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $648236267 | &nbsp;&nbsp; — | &nbsp;&nbsp; $648236267 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 6209 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6209 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (854370) | &nbsp;&nbsp; — | &nbsp;&nbsp; (854370) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(848161) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(848161) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social**<br> **Core Equity 2**<br> **Portfolio\***<br>| **International**<br> **Social Core**<br> **Equity**<br> **Portfolio\***<br>| **Emerging**<br> **Markets Social**<br> **Core Equity**<br> **Portfolio\***<br>| **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio**<br>| **DFA Social**<br> **Fixed Income**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |  |
| Investments in Affiliated Investment Companies at Value |  |  |  | $60938 |  |
| Investment Securities at Value (including $22,037, $120,825, <br> $69,636, $0 and $20,387 of securities on loan, respectively)<br>| $1770848 | $1629039 | $1576762 |  | $627421 |
| Temporary Cash Investments at Value & Cost | 3994 |  |  | 5 |  |
| Collateral from Securities on Loan Invested in Affiliate at Value <br> (including cost of $22,511, $104,096, $11,038, $0 and $20,817, <br> respectively)<br>| 22510 | 104086 | 11038 |  | 20815 |
| Foreign Currencies at Value |  | 2236 | 3819 |  | 37 |
| Cash  | 1425 | 835 | 1176 |  | 6901 |
| Receivables: |  |  |  |  |  |
| Investment Securities Sold | 6 | 4161 | 1089 |  | 1946 |
| Dividends and Interest | 765 | 12294 | 2796 |  | 5949 |
| Securities Lending Income | 4 | 127 | 236 |  | 10 |
| Fund Shares Sold | 1302 | 429 | 520 | 1 | 1280 |
| Unrealized Gain on Forward Currency Contracts |  |  |  |  | 6 |
| Unrealized Gain on Foreign Currency Contracts |  | 1 |  |  |  |
| Prepaid Expenses and Other Assets  | 14 | 24 | 26 | 10 | 21 |
| Total Assets | 1800868 | 1753232 | 1597462 | 60954 | 664386 |
| **LIABILITIES:** |  |  |  |  |  |
| Payables: |  |  |  |  |  |
| Upon Return of Securities Loaned | 22539 | 104114 | 11052 |  | 20817 |
| Investment Securities Purchased |  | 1362 | 637 |  | 6951 |
| Fund Shares Redeemed | 2768 | 2486 | 2594 |  | 1337 |
| Due to Advisor | 254 | 283 | 438 |  | 93 |
| Unrealized Loss on Forward Currency Contracts |  |  |  |  | 854 |
| Deferred Taxes Payable |  |  | 16284 |  |  |
| Accrued Expenses and Other Liabilities | 67 | 8 | 245 | 2 | 29 |
| Total Liabilities | 25628 | 108253 | 31250 | 2 | 30081 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |  |
| **NET ASSETS** | $1775240 | $1644979 | $1566212 | $60952 | $634305 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 66751118 | 101851544 | 105332327 | 4248662 | 69243768 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE** <br> **PER SHARE**<br>| **$26.59** | **$16.15** | **$14.87** | **$14.35** | **$9.16** |
| Investments in Affiliated Investment Companies at Cost | $— | $— | $— | $47076 | $— |
| Investment Securities at Cost | $893197 | $1171751 | $1158217 | $— | $649502 |
| Foreign Currencies at Cost | $— | $2227 | $3805 | $— | $36 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |  |
| Paid-In Capital | $818447 | $1204215 | $1256330 | $46899 | $692832 |
| Total Distributable Earnings (Loss) | 956793 | 440764 | 309882 | 14053 | (58527)<br>|
| **NET ASSETS** | $1775240 | $1644979 | $1566212 | $60952 | $634305 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 500000000 | 1000000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social**<br> **Core Equity 2**<br> **Portfolio**<br>| **International**<br> **Social Core**<br> **Equity**<br> **Portfolio**<br>| **Emerging**<br> **Markets Social**<br> **Core Equity**<br> **Portfolio**<br>| **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio**<br>| **DFA Social**<br> **Fixed Income**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $12, $2,400, $1,974, $0 and <br> $0, respectively)<br>| $12107 | $22266 | $15913 |  |  |
| Dividend Income from Affiliates | 487 | 1446 | 343 | $522 | $320 |
| Interest |  |  |  |  | 12378 |
| Income from Securities Lending, Net | 19 | 457 | 1229 |  | 36 |
| Total Investment Income | 12613 | 24169 | 17485 | 522 | 12734 |
| **Fund Expenses** |  |  |  |  |  |
| Investment Management Fees | 1735 | 1691 | 2812 |  | 558 |
| Accounting & Transfer Agent Fees | 158 | 107 | 116 | 6 | 64 |
| Custodian Fees | 16 | 75 | 419 |  | 3 |
| Filing Fees | 16 | 24 | 17 | 9 | 15 |
| Shareholders' Reports | 21 | 21 | 25 | 4 | 16 |
| Directors'/Trustees' Fees & Expenses | 5 | 5 | 5 |  | 1 |
| Professional Fees | 10 | 11 | 29 |  | 4 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  |  | 6 |  |
| Other | 116 | 64 | 96 | 2 | 7 |
| Total Fund Expenses | 2077 | 1998 | 3519 | 27 | 668 |
| Fees Paid Indirectly (Note C) |  | 42 |  |  |  |
| Net Expenses | 2077 | 1956 | 3519 | 27 | 668 |
| **Net Investment Income (Loss)** | 10536 | 22213 | 13966 | 495 | 12066 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |  |
| Investment Securities Sold | 6100 | 22102 | 10752 <br><sup>1</sup><br>|  | (2459)<br>|
| Affiliated Investment Companies Shares Sold | (2)<br>| (1)<br>| (1)<br>| 239 |  |
| Futures | 44 | (32)<br>| 119 |  |  |
| Foreign Currency Transactions |  | (215)<br>| (87)<br>|  | 8 |
| Forward Currency Contracts |  |  |  |  | 1758 |
| In-Kind Redemptions | 76480 | 867 |  |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| Investment Securities and Foreign Currency | (174827)<br>| 112630 | (33343 )<sup>2</sup><br>|  | 4808 |
| Affiliated Investment Companies Shares | (1)<br>| (11)<br>|  | (870)<br>| (3)<br>|
| Translation of Foreign Currency-Denominated Amounts |  | 606 | 80 |  | 13 |
| Forward Currency Contracts. |  |  |  |  | (1752)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (92206)<br>| 135946 | (22480)<br>| (631)<br>| 2373 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(81670)<br>| $158159 | $(8514)<br>| $(136)<br>| $14439 |
| <sup>1</sup>Net of foreign capital gain taxes withheld of: | $— | $— | $1461 | $— | $— |
| <sup>2</sup>Including foreign capital gain taxes of: | $— | $— | $4320 | $— | $— |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social Core Equity 2**<br> **Portfolio** | **U.S. Social Core Equity 2**<br> **Portfolio** | **International Social Core**<br> **Equity Portfolio** | **International Social Core**<br> **Equity Portfolio** | **Emerging Markets Social**<br> **Core Equity Portfolio** | **Emerging Markets Social**<br> **Core Equity Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $10536 | $20844 | &nbsp;&nbsp; $22213 | $43825 | &nbsp;&nbsp; $13966 | $37744 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | 6100 | (5783)<br>| &nbsp;&nbsp; 22102 | (6710)<br>| &nbsp;&nbsp; 10752 | 22280 |
| Affiliated Investment Companies Shares Sold | (2)<br>|  | &nbsp;&nbsp; (1)<br>| (5)<br>| &nbsp;&nbsp; (1)<br>|  |
| Futures | 44 | 437 | &nbsp;&nbsp; (32)<br>| 13 | &nbsp;&nbsp; 119 | 6 |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; (215)<br>| 111 | &nbsp;&nbsp; (87)<br>| (175)<br>|
| In-Kind Redemptions | 76480 | 138047 | &nbsp;&nbsp; 867 |  | &nbsp;&nbsp; — |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (174827)<br>| 410849 | &nbsp;&nbsp; 112630 | 261816 | &nbsp;&nbsp; (33343)<br>| 258986 |
| Affiliated Investment Companies Shares | (1)<br>|  | &nbsp;&nbsp; (11)<br>| 1 | &nbsp;&nbsp; — |  |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; 606 | (72)<br>| &nbsp;&nbsp; 80 | (43)<br>|
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| (81670)<br>| 564394 | &nbsp;&nbsp; 158159 | 298979 | &nbsp;&nbsp; (8514)<br>| 318798 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (9145)<br>| (30061)<br>| &nbsp;&nbsp; (21850)<br>| (46901)<br>| &nbsp;&nbsp; (25435)<br>| (46326)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 219325 | 426128 | &nbsp;&nbsp; 121445 | 185645 | &nbsp;&nbsp; 94357 | 223256 |
| Shares Issued in Lieu of Cash Distributions | 8657 | 28283 | &nbsp;&nbsp; 20561 | 43474 | &nbsp;&nbsp; 22883 | 41442 |
| Shares Redeemed | (297693)<br>| (510880)<br>| &nbsp;&nbsp; (135638)<br>| (225384)<br>| &nbsp;&nbsp; (181184)<br>| (224039)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (69711)<br>| (56469)<br>| &nbsp;&nbsp; 6368 | 3735 | &nbsp;&nbsp; (63944)<br>| 40659 |
| Total Increase (Decrease) in Net Assets | (160526)<br>| 477864 | &nbsp;&nbsp; 142677 | 255813 | &nbsp;&nbsp; (97893)<br>| 313131 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Period | 1935766 | 1457902 | &nbsp;&nbsp; 1502302 | 1246489 | &nbsp;&nbsp; 1664105 | 1350974 |
| End of Period | $1775240 | $1935766 | &nbsp;&nbsp; $1644979 | $1502302 | &nbsp;&nbsp; $1566212 | $1664105 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 7880 | 16781 | &nbsp;&nbsp; 8128 | 12810 | &nbsp;&nbsp; 6369 | 15519 |
| Shares Issued in Lieu of Cash Distributions | 307 | 1152 | &nbsp;&nbsp; 1376 | 3019 | &nbsp;&nbsp; 1529 | 2852 |
| Shares Redeemed  | (10657)<br>| (20148)<br>| &nbsp;&nbsp; (8908)<br>| (15546)<br>| &nbsp;&nbsp; (12311)<br>| (15542)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| (2470)<br>| (2215)<br>| &nbsp;&nbsp; 596 | 283 | &nbsp;&nbsp; (4413)<br>| 2829 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Global Social Core**<br> **Equity Portfolio** | **Global Social Core**<br> **Equity Portfolio** | **DFA Social Fixed Income**<br> **Portfolio** | **DFA Social Fixed Income**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $495 | $1090 | &nbsp;&nbsp; $12066 | $22366 |
| Capital Gain Distributions Received from Affiliated Investment Companies |  | 199 | &nbsp;&nbsp; — |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold |  |  | &nbsp;&nbsp; (2459)<br>| (5840)<br>|
| Affiliated Investment Companies Shares Sold | 239 | 498 | &nbsp;&nbsp; — | (5)<br>|
| Futures |  | 13 | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; 8 | (3)<br>|
| Forward Currency Contracts |  |  | &nbsp;&nbsp; 1758 | (1451)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency |  |  | &nbsp;&nbsp; 4808 | 39699 |
| Affiliated Investment Companies Shares | (870)<br>| 14549 | &nbsp;&nbsp; (3)<br>| 1 |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; 13 | 6 |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; (1752)<br>| 873 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | (136)<br>| 16349 | &nbsp;&nbsp; 14439 | 55646 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (1145)<br>| (1071)<br>| &nbsp;&nbsp; (10297)<br>| (21969)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 1904 | 10903 | &nbsp;&nbsp; 59561 | 135131 |
| Shares Issued in Lieu of Cash Distributions | 1136 | 1062 | &nbsp;&nbsp; 10088 | 21508 |
| Shares Redeemed | (3649)<br>| (10741)<br>| &nbsp;&nbsp; (53976)<br>| (90877)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (609)<br>| 1224 | &nbsp;&nbsp; 15673 | 65762 |
| Total Increase (Decrease) in Net Assets | (1890)<br>| 16502 | &nbsp;&nbsp; 19815 | 99439 |
| **Net Assets** |  |  |  |  |
| Beginning of Period | 62842 | 46340 | &nbsp;&nbsp; 614490 | 515051 |
| End of Period | $60952 | $62842 | &nbsp;&nbsp; $634305 | $614490 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 130 | 833 | &nbsp;&nbsp; 6566 | 14892 |
| Shares Issued in Lieu of Cash Distributions | 76 | 77 | &nbsp;&nbsp; 1103 | 2372 |
| Shares Redeemed  | (244)<br>| (765)<br>| &nbsp;&nbsp; (5940)<br>| (10023)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | (38)<br>| 145 | &nbsp;&nbsp; 1729 | 7241 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** | **U.S. Social Core Equity 2 Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $27.97 | &nbsp;&nbsp;&nbsp; $20.41 | &nbsp;&nbsp; $19.94 | &nbsp;&nbsp; $24.72 | &nbsp;&nbsp; $16.94 | &nbsp;&nbsp; $16.92 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.15 | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | 0.29 | 0.28 | 0.27 | 0.25 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (1.39)<br>| &nbsp;&nbsp;&nbsp;&nbsp;7.68 | 1.06 | &nbsp;&nbsp; (3.89)<br>| 7.78 | 0.39 |
| Total from Investment Operations  | &nbsp;&nbsp; (1.24)<br>| &nbsp;&nbsp;&nbsp;&nbsp;7.98 | 1.35 | &nbsp;&nbsp; (3.61)<br>| 8.05 | 0.64 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.24)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; (0.62)<br>| &nbsp;&nbsp; (0.92)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.38)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.42)<br>| &nbsp;&nbsp; (0.88)<br>| &nbsp;&nbsp; (1.17)<br>| &nbsp;&nbsp; (0.27)<br>| &nbsp;&nbsp; (0.62)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $26.59 | &nbsp;&nbsp;&nbsp; $27.97 | &nbsp;&nbsp; $20.41 | &nbsp;&nbsp; $19.94 | &nbsp;&nbsp; $24.72 | &nbsp;&nbsp; $16.94 |
| Total Return  | &nbsp;&nbsp; (4.48<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 39.44<br> %<br>| 6.85<br> %<br>| &nbsp;&nbsp; (15.22<br> %)<br>| 47.73<br> %<br>| 3.85<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1775240 | &nbsp;&nbsp;&nbsp; $1935766 | &nbsp;&nbsp; $1457902 | &nbsp;&nbsp; $1408766 | &nbsp;&nbsp; $1744512 | &nbsp;&nbsp; $1246167 |
| Ratio of Expenses to Average Net Assets  | 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>| 0.28<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor) <br>| 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>| 0.28<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 1.09<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.16<br> %<br>| 1.39<br> %<br>| 1.29<br> %<br>| 1.20<br> %<br>| 1.56<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 8<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 16<br> %<br>| &nbsp;&nbsp; 13<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** | **International Social Core Equity Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $14.84 | &nbsp;&nbsp;&nbsp; $12.34 | &nbsp;&nbsp; $11.16 | &nbsp;&nbsp; $15.60 | &nbsp;&nbsp; $11.49 | &nbsp;&nbsp; $12.64 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.43 | 0.41 | 0.41 | 0.37 | 0.27 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 1.31 | &nbsp;&nbsp;&nbsp;&nbsp;2.54 | 1.12 | &nbsp;&nbsp; (4.30)<br>| 4.09 | &nbsp;&nbsp; (1.16)<br>|
| Total from Investment Operations  | 1.52 | &nbsp;&nbsp;&nbsp;&nbsp;2.97 | 1.53 | &nbsp;&nbsp; (3.89)<br>| 4.46 | &nbsp;&nbsp; (0.89)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp;&nbsp; (0.47)<br>| &nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.48)<br>| &nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.26)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.07)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp;&nbsp; (0.47)<br>| &nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.55)<br>| &nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.26)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $16.15 | &nbsp;&nbsp;&nbsp; $14.84 | &nbsp;&nbsp; $12.34 | &nbsp;&nbsp; $11.16 | &nbsp;&nbsp; $15.60 | &nbsp;&nbsp; $11.49 |
| Total Return  | 10.39<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 24.20<br> %<br>| 13.59<br> %<br>| &nbsp;&nbsp; (25.40<br> %)<br>| 38.96<br> %<br>| &nbsp;&nbsp; (7.10<br> %)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1644979 | &nbsp;&nbsp;&nbsp; $1502302 | &nbsp;&nbsp; $1246489 | &nbsp;&nbsp; $1137761 | &nbsp;&nbsp; $1601533 | &nbsp;&nbsp; $1215312 |
| Ratio of Expenses to Average Net Assets  | 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.27<br> %<br>| 0.26<br> %<br>| 0.27<br> %<br>| 0.29<br> %<br>| 0.32<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.26<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.27<br> %<br>| 0.26<br> %<br>| 0.27<br> %<br>| 0.29<br> %<br>| 0.33<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 2.89<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.99<br> %<br>| 3.10<br> %<br>| 3.09<br> %<br>| 2.49<br> %<br>| 2.29<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 15<br> %<br>| &nbsp;&nbsp; 15<br> %<br>| &nbsp;&nbsp; 24<br> %<br>| &nbsp;&nbsp; 20<br> %<br>| &nbsp;&nbsp; 9<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** | **Emerging Markets Social Core Equity Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $15.16 | &nbsp;&nbsp;&nbsp; $12.64 | &nbsp;&nbsp; $11.36 | &nbsp;&nbsp; $16.08 | &nbsp;&nbsp; $13.18 | &nbsp;&nbsp; $13.38 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | 0.37 | 0.38 | 0.33 | 0.27 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.60 | 1.32 | &nbsp;&nbsp; (4.71)<br>| 2.87 | &nbsp;&nbsp; (0.18)<br>|
| Total from Investment Operations  | &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.95 | 1.69 | &nbsp;&nbsp; (4.33)<br>| 3.20 | 0.09 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp;&nbsp; (0.43)<br>| &nbsp;&nbsp; (0.41)<br>| &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.29)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp;&nbsp; (0.43)<br>| &nbsp;&nbsp; (0.41)<br>| &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.29)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $14.87 | &nbsp;&nbsp;&nbsp; $15.16 | &nbsp;&nbsp; $12.64 | &nbsp;&nbsp; $11.36 | &nbsp;&nbsp; $16.08 | &nbsp;&nbsp; $13.18 |
| Total Return  | &nbsp;&nbsp; (0.40<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 23.50<br> %<br>| 14.76<br> %<br>| &nbsp;&nbsp; (27.23<br> %)<br>| 24.28<br> %<br>| 0.82<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1566212 | &nbsp;&nbsp;&nbsp; $1664105 | &nbsp;&nbsp; $1350974 | &nbsp;&nbsp; $1259759 | &nbsp;&nbsp; $1714154 | &nbsp;&nbsp; $1467837 |
| Ratio of Expenses to Average Net Assets  | 0.44<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.44<br> %<br>| 0.43<br> %<br>| 0.45<br> %<br>| 0.47<br> %<br>| 0.53<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.44<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.44<br> %<br>| 0.44<br> %<br>| 0.45<br> %<br>| 0.47<br> %<br>| 0.54<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 1.74<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.41<br> %<br>| 2.77<br> %<br>| 2.64<br> %<br>| 2.00<br> %<br>| 2.16<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 25<br> %<br>| &nbsp;&nbsp; 22<br> %<br>| &nbsp;&nbsp; 20<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** | **Global**<br> **Social Core**<br> **Equity**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Period**<br> **Nov 19,**<br> **2019Ʊ to**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $14.66 | &nbsp;&nbsp;&nbsp; $11.19 | $10.39 | $13.29 | $9.60 | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.24 | 0.21 | 0.22 | 0.20 | 0.17 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.16)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.47 | 0.79 | (2.82)<br>| 3.77 | (0.41)<br>|
| Total from Investment Operations  | (0.04)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.71 | 1.00 | (2.60)<br>| 3.97 | (0.24)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.13)<br>| &nbsp;&nbsp;&nbsp; (0.24)<br>| (0.20)<br>| (0.24)<br>| (0.19)<br>| (0.16)<br>|
| Net Realized Gains  | (0.14)<br>| &nbsp;&nbsp;&nbsp; — |  | (0.06)<br>| (0.09)<br>|  |
| Total Distributions  | (0.27)<br>| &nbsp;&nbsp;&nbsp; (0.24)<br>| (0.20)<br>| (0.30)<br>| (0.28)<br>| (0.16)<br>|
| Net Asset Value, End of Period | $14.35 | &nbsp;&nbsp;&nbsp; $14.66 | $11.19 | $10.39 | $13.29 | $9.60 |
| Total Return  | (0.35<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 33.33<br> %<br>| 9.60<br> %<br>| (19.80<br> %)<br>| 41.79<br> %<br>| (2.29<br> %)(B)<br>|
| Net Assets, End of Period (thousands)  | $60952 | &nbsp;&nbsp;&nbsp; $62842 | $46340 | $39753 | $70243 | $75851 |
| Ratio of Expenses to Average Net Assets \*(D) | 0.34<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.34<br> %<br>| 0.34<br> %<br>| 0.34<br> %<br>| 0.34<br> %<br>| 0.34<br> %(C)(E)<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed <br> by Advisor) \*(D)<br>| 0.34<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.35<br> %<br>| 0.36<br> %<br>| 0.34<br> %<br>| 0.36<br> %<br>| 0.57<br> %(C)(E)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.59<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.72<br> %<br>| 1.80<br> %<br>| 1.87<br> %<br>| 1.60<br> %<br>| 1.86<br> %(C)(E)<br>|
| Portfolio Turnover Rate  | 2<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 16<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and <br> expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in <br> Underlying Funds as follows:<br>| 0.25<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.26<br> %<br>| 0.26<br> %<br>| 0.26<br> %<br>| 0.28<br> %<br>| 0.32<br> %(C)<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** | **DFA Social Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.10 | &nbsp;&nbsp;&nbsp; $8.55 | &nbsp;&nbsp; $8.59 | &nbsp;&nbsp; $10.55 | &nbsp;&nbsp; $10.89 | &nbsp;&nbsp; $10.36 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | 0.29 | 0.22 | 0.20 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.04 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | &nbsp;&nbsp; (0.05)<br>| &nbsp;&nbsp; (1.86)<br>| &nbsp;&nbsp; (0.33)<br>| 0.53 |
| Total from Investment Operations  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.89 | 0.24 | &nbsp;&nbsp; (1.64)<br>| &nbsp;&nbsp; (0.13)<br>| 0.77 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.24)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.32)<br>| &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.24)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.16 | &nbsp;&nbsp;&nbsp; $9.10 | &nbsp;&nbsp; $8.55 | &nbsp;&nbsp; $8.59 | &nbsp;&nbsp; $10.55 | &nbsp;&nbsp; $10.89 |
| Total Return  | 2.32<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10.52<br> %<br>| 2.74<br> %<br>| &nbsp;&nbsp; (15.92<br> %)<br>| &nbsp;&nbsp; (1.19<br> %)<br>| 7.54<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $634305 | &nbsp;&nbsp;&nbsp; $614490 | &nbsp;&nbsp; $515051 | &nbsp;&nbsp; $465668 | &nbsp;&nbsp; $545008 | &nbsp;&nbsp; $406803 |
| Ratio of Expenses to Average Net Assets  | 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.89<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.85<br> %<br>| 3.21<br> %<br>| 2.26<br> %<br>| 1.89<br> %<br>| 2.21<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 14<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 26<br> %<br>| &nbsp;&nbsp; 36<br> %<br>| &nbsp;&nbsp; 27<br> %<br>| &nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 18<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company whose shares are offered without a sales charge, generally to institutional investors and clients of registered investment advisors. The Fund offers one hundred and two operational portfolios as of April 30, 2025, five of which, U.S. Social Core Equity 2 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, Global Social Core Equity Portfolio, and DFA Social Fixed Income Portfolio (the "Portfolios"), are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies and, accordingly, follow the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies." The Global Social Core Equity Portfolio generally allocates its assets among other funds managed by Dimensional Fund Advisors LP (the "Advisor") (collectively, the "Underlying Funds"). The Global Social Core Equity Portfolio may also invest in affiliated and unaffiliated registered and unregistered money market funds. The Global Social Core Equity Portfolio invests in three Underlying Funds within the Fund. As of April 30, 2025, the Global Social Core Equity Portfolio was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Fund of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/2025**<br>|
| Global Social Core Equity Portfolio | U.S. Social Core Equity 2 Portfolio (IDG)  | &nbsp;&nbsp; 2% |
|  | International Social Core Equity Portfolio (IDG) | &nbsp;&nbsp; 1% |
|  | &nbsp;&nbsp; Emerging Markets Social Core Equity Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |

---

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Debt securities held by the DFA Social Fixed Income Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally

------

will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Securities held by U.S. Social Core Equity 2 Portfolio and International Social Core Equity Portfolio and Emerging Markets Social Core Equity Portfolio (the "International Equity Portfolios"), including OTC securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the U.S. Social Core Equity 2 Portfolio and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the U.S. Social Core Equity 2 Portfolio and the International Equity Portfolios value the securities at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Advisor) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

Shares held by the Global Social Core Equity Portfolio in other investment companies (such as the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. These valuations are classified as Level 1 in the hierarchy except with respect to the Short Term Series, as noted above.

------

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

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and DFA Social Fixed Income Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios and DFA Social Fixed Income Portfolio do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and DFA Social Fixed Income Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and

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premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets or equally.

The International Equity Portfolios and DFA Social Fixed Income Portfolio may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The International Equity Portfolios and DFA Social Fixed Income Portfolio accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

Emerging Markets Social Core Equity Portfolio is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. The Advisor is not paid a fee for the services it provides as investment advisor to the Global Social Core Equity Portfolio. As a shareholder of the Underlying Funds, the Global Social Core Equity Portfolio pays its proportionate share of the management fees paid to the Advisor by the Underlying Funds.

For the six months ended April 30, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio | 0.18<br> %<br>|
| International Social Core Equity Portfolio | 0.22<br> %<br>|
| Emerging Markets Social Core Equity Portfolio | 0.35<br> %<br>|
| Global Social Core Equity Portfolio | 0.00<br> %<br>|
| DFA Social Fixed Income Portfolio | 0.18<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, including management fees, and in some instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2025, waived fees/assumed expenses during the six months ended April 30, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Social Core Equity 2 Portfolio (1) | 0.60<br> %<br>|  |  |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| International Social Core Equity Portfolio (2) | 0.38<br> %<br>|  |  |
| Emerging Markets Social Core Equity Portfolio (2) | 0.57<br> %<br>|  |  |
| Global Social Core Equity Portfolio (3) | 0.34<br> %<br>| $6 |  |
| DFA Social Fixed Income Portfolio (2) | 0.27<br> %<br>|  |  |

---

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

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the Portfolio's <br> ordinary operating expenses (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") of a <br> class of the Portfolio so that such Portfolio Expenses, on an annualized basis, do not exceed the rate listed above as a percentage of the class <br> of the Portfolio's average net assets (the "Expense Limitation Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio listed above, on an <br> annualized basis, to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation <br> Amount").<br>|
| (3) The Advisor has contractually agreed to assume all or a portion of the ordinary other expenses of the Institutional Class of the Global <br> Social Core Equity Portfolio to the extent necessary to limit the ordinary operating expenses of the Institutional Class of the Portfolio (including <br> expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through <br> investment of its securities lending cash collateral in the Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") to the <br> rate listed above as a percentage of the class of the Portfolio's average net assets (the "Expense Limitation Amount"). The maximum amount <br> assumed under this assumption agreement is the full amount of the ordinary other expenses incurred directly by the Global Social Core Equity <br> Portfolio and, accordingly, it is possible for the net Portfolio Expenses of the Portfolio to exceed the Expense Limitation Amount under certain <br> circumstances.<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2025** | **10/31/2026** | **10/31/2027** | **4/30/2028** | **Total** |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; $4 | $12 | $5 | $— | $21 |

---

**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the six months ended April 30, 2025, expenses reduced were as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; $42 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

------

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

**D. Deferred Compensation:** 

As of April 30, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $5 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 4 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 11 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; — |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 2 |

---

**E. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, the Portfolios made the following purchases and sales of investment securities other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the equity portfolios) (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $137544 | &nbsp;&nbsp; $117406 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 109603 | &nbsp;&nbsp; 98688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerging Markets Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 93685 | &nbsp;&nbsp; 167365 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1563 | &nbsp;&nbsp; 2797 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $56770 | &nbsp;&nbsp; $54493 | &nbsp;&nbsp; 60824 | &nbsp;&nbsp; 32389 |

---

For the six months ended April 30, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Social Core Equity 2** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $14043 | $127686 | $119216 | $(2)<br>| $(1)<br>| $22510 | 1946 | $487 |  |
| **Total** | **$14043** | **$127686** | **$119216** | **$(2)**<br>| **$(1)**<br>| **$22510** |  | **$487** | **—** |
| **International Social Core Equity** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $46413 | $303932 | $246247 | $(1)<br>| $(11)<br>| $104086 | 9000 | $1446 |  |
| **Total** | **$46413** | **$303932** | **$246247** | **$(1)**<br>| **$(11)**<br>| **$104086** |  | **$1446** | **—** |
| **Emerging Markets Social Core** <br> **Equity Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $16760 | $64381 | $70102 | $(1)<br>|  | $11038 | 954 | $343 |  |
| **Total** | **$16760** | **$64381** | **$70102** | **$(1)**<br>| **—** | **$11038** |  | **$343** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Global Social Core Equity** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Social Core Equity 2 Portfolio | $39857 | $619 | $1282 | $201 | $(2058)<br>| $37337 | 1404 | $189 |  |
| International Social Core Equity <br> Portfolio<br>| 15853 | 635 | 1249 | 48 | 1315 | 16602 | 1028 | 225 |  |
| Emerging Markets Social Core <br> Equity Portfolio<br>| 7093 | 309 | 266 | (10)<br>| (127)<br>| 6999 | 471 | 108 |  |
| **Total** | **$62803** | **$1563** | **$2797** | **$239** | **$(870)**<br>| **$60938** |  | **$522** | **—** |
| **DFA Social Fixed Income** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $19550 | $44853 | $43585 |  | $(3)<br>| $20815 | 1800 | $320 |  |
| **Total** | **$19550** | **$44853** | **$43585** | **—** | **$(3)**<br>| **$20815** |  | **$320** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2024, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the year ended October 31, 2023 and October 31, 2024 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Social Core Equity 2 Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $18916 | &nbsp;&nbsp; $43259 | &nbsp;&nbsp; $62175 |
| 2024 | &nbsp;&nbsp; 19791 | &nbsp;&nbsp; 10270 | &nbsp;&nbsp; 30061 |
| International Social Core Equity Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 35604 | &nbsp;&nbsp; — | &nbsp;&nbsp; 35604 |
| 2024 | &nbsp;&nbsp; 46901 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46901 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Emerging Markets Social Core Equity Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $44558 | &nbsp;&nbsp; — | &nbsp;&nbsp; $44558 |
| 2024 | &nbsp;&nbsp; 46326 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46326 |
| Global Social Core Equity Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 838 | &nbsp;&nbsp; — | &nbsp;&nbsp; 838 |
| 2024 | &nbsp;&nbsp; 1071 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1071 |
| DFA Social Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 16312 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16312 |
| 2024 | &nbsp;&nbsp; 21969 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21969 |

---

As of October 31, 2024, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $(1613)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(1613)<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; (1931)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (1931)<br>|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; (2175)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2175)<br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; (364)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (364)<br>|

---

As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(5177)<br>| &nbsp;&nbsp; $1052789 | &nbsp;&nbsp; $1047612 |
| International Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; $14857 | &nbsp;&nbsp; — | &nbsp;&nbsp; (36808)<br>| &nbsp;&nbsp; 326410 | &nbsp;&nbsp; 304459 |
| Emerging Markets Social Core Equity <br> Portfolio<br>| &nbsp;&nbsp; 18258 | &nbsp;&nbsp; — | &nbsp;&nbsp; (71923)<br>| &nbsp;&nbsp; 397504 | &nbsp;&nbsp; 343839 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 471 | &nbsp;&nbsp; $179 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14684 | &nbsp;&nbsp; 15334 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 1506 | &nbsp;&nbsp; — | &nbsp;&nbsp; (37172)<br>| &nbsp;&nbsp; (27004)<br>| &nbsp;&nbsp; (62670)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the following Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $5177 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 36808 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 71923 |

---

------

---

| | |
|:---|:---|
|  | **Total** |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $37172 |

---

During the year ended October 31, 2024, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; $20642 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 137 |

---

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $919480 | &nbsp;&nbsp; $900478 | &nbsp;&nbsp; $(22917)<br>| &nbsp;&nbsp; $877561 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1295236 | &nbsp;&nbsp; 546742 | &nbsp;&nbsp; (90735)<br>| &nbsp;&nbsp; 456007 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 1209076 | &nbsp;&nbsp; 563222 | &nbsp;&nbsp; (146438)<br>| &nbsp;&nbsp; 416784 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 47129 | &nbsp;&nbsp; 13862 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13862 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 671380 | &nbsp;&nbsp; 5881 | &nbsp;&nbsp; (28858)<br>| &nbsp;&nbsp; (22977)<br>|

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in any of the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

2. Forward Currency Contracts: The DFA Social Fixed Income Portfolio hedges its foreign currency exposure to attempt to protect against uncertainty in the level of future foreign currency exchange rates. The DFA Social Fixed Income Portfolio may enter into forward foreign currency contracts to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another currency. The DFA Social Fixed Income Portfolio

------

also may enter into a forward contract to buy or sell the amount of foreign currency approximating the value of some or all of the portfolio securities quoted or denominated in such foreign currency. The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statement of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statement of Operations as a net realized gain or loss on forward currency contracts.

3. Futures Contracts: Each Portfolio may purchase or sell futures contracts and options on futures contracts for securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolios. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements.

The U.S. Social Core Equity 2 Portfolio, Global Social Core Equity Portfolio and the International Equity Portfolios entering into stock index futures are subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2025 was as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $68378<br>|

---

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

\* Average amount of Currency Purchased/Sold in USD.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of April 30, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $6<br>| &nbsp;&nbsp; $6<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

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

------

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $(854)<br>| &nbsp;&nbsp; $(854)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>\*,(2)</sup> <br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $44 | &nbsp;&nbsp; — | &nbsp;&nbsp; $44 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; (32)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (32)<br>|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 119 | &nbsp;&nbsp; — | &nbsp;&nbsp; 119 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 1758 | &nbsp;&nbsp; $1758 | &nbsp;&nbsp; — |

---

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

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; $(1752)<br>| &nbsp;&nbsp; $(1752)<br>|

---

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

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts. 

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

\* As of April 30, 2025, there were no futures contracts outstanding. During the six months ended April 30, 2025, the Portfolios had limited activity in futures contracts. 

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Portfolio entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Portfolio and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, a Portfolio does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

------

The following table presents each Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of April 30, 2025 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Social Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| State Street Bank and <br> Trust<br>|  |  |  |  |  |  | $387 | $387 |  |  |  | $387 |
| Royal Bank of Canada |  |  |  |  |  |  | 278 | 278 |  |  |  | 278 |
| Australia and New <br> Zealand Bank<br>|  |  |  |  |  |  | 186 | 186 |  |  |  | 186 |
| Citibank, N.A. | $4 | $4 | $(1)<br>|  |  | $3 | 1 | 1 | $(1)<br>|  |  |  |
| Bank of America Corp. | 2 | 2 | (2)<br>|  |  |  | 2 | 2 | (2)<br>|  |  |  |
| Total | $6 | $6 | $(3)<br>|  |  | $3 | $854 | $854 | $(3)<br>|  |  | $851 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) No
 amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

------

For the six months ended April 30, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| U.S. Social Core Equity 2 <br> Portfolio<br>| 5.12<br> %<br>| &nbsp;&nbsp; $5229 | &nbsp;&nbsp; 6 | &nbsp;&nbsp; $4 | &nbsp;&nbsp; $7422 | &nbsp;&nbsp; — |
| International Social Core <br> Equity Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 8163 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 13019 | &nbsp;&nbsp; — |
| Emerging Markets Social <br> Core Equity Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 4405 | &nbsp;&nbsp; 41 | &nbsp;&nbsp; 25 | &nbsp;&nbsp; 12786 | &nbsp;&nbsp; — |
| Global Social Core Equity <br> Portfolio<br>| 5.26<br> %<br>| &nbsp;&nbsp; 328 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; — | &nbsp;&nbsp; 563 | &nbsp;&nbsp; — |

---

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

\* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2025.

**I. Affiliated Trades:**

Cross trades for the six months ended April 30, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the six months ended April 30, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $13674 | &nbsp;&nbsp; $39339 | &nbsp;&nbsp; $579 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 10534 | &nbsp;&nbsp; 10987 | &nbsp;&nbsp; 1409 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 196 | &nbsp;&nbsp; 249 | &nbsp;&nbsp; (27)<br>|

---

------

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

**J. Securities Lending:** 

As of April 30, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; $23062 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 63655 |

---

The Portfolios invest the cash collateral, as described below, and record a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

------

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

**L. In-Kind Redemptions:**

During the six months ended April 30, 2025, the U.S. Social Core Equity 2 Portfolio realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

---

| | |
|:---|:---|
| U.S. Social Core Equity 2 Portfolio  | &nbsp;&nbsp; $76480 |
| International Social Core Equity Portfolio  | &nbsp;&nbsp; 867 |

---

**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i)engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 72<br> %<br>|
| International Social Core Equity Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 61<br> %<br>|
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 59<br> %<br>|
| Global Social Core Equity Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 92<br> %<br>|
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 83<br> %<br>|

---

------

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in a Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

During the six months ended ended April 30, 2025, the following Portfolio's activity in the program was as follows (amounts in thousands, except shares):

---

| | | | |
|:---|:---|:---|:---|
|  | **Value of Cash** <br> **and Value of** <br> **Securities** <br> **Sold**<br>| **Shares Sold** | **Service Fees** |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp; $66376 | &nbsp;&nbsp; 2436793 | &nbsp;&nbsp; $54 |
| International Social Core Equity Portfolio | &nbsp;&nbsp; 1764 | &nbsp;&nbsp; 120773 | &nbsp;&nbsp; 1 |

---

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements for each portfolio (collectively, the "Funds") and, if applicable, a Fund's sub-advisory agreements. For certain Funds, Dimensional Fund Advisors Ltd. and DFA Australia Limited serve as sub-advisors. (The investment management agreements and the sub-advisory agreements are referred to as the "Management Agreements," and the Advisor and sub-advisors are referred to as the "Advisor.")

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's global investment advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

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

------

DFA-043025-005S

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Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

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

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

**International Sustainability Core 1 Portfolio**

**Emerging Markets Sustainability Core 1 Portfolio**

**DFA Global Sustainability Fixed Income Portfolio**

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FC-FrontCoverImage-1363_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FC-FrontCoverImage-1363_1)**<br> **[Companies](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FC-FrontCoverImage-1363_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_AF-TOC-AbbreviationsandFootnotes-1363_1)** | 1 |
| [Schedules of Investments](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_SOI-TOC-ScheduleofInvestments-1363_1) |  |
| [U.S. Sustainability Core 1 Portfolio](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_SOI-TOC-ScheduleofInvestments-1363_1) | 3 |
| [U.S. Sustainability Targeted Value Portfolio](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_SOI-TOC-ScheduleofInvestments-1363_31) | 33 |
| [International Sustainability Core 1 Portfolio](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_SOI-TOC-ScheduleofInvestments-1363_50) | 52 |
| [Emerging Markets Sustainability Core 1 Portfolio](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_SOI-TOC-ScheduleofInvestments-1363_105) | 107 |
| [DFA Global Sustainability Fixed Income Portfolio](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_SOI-TOC-ScheduleofInvestments-1363_210) | 212 |
| [Statements of Assets and Liabilities](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FS-StatementofAssetsandLiabilities_1) | 220 |
| [Statements of Operations](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FS-StatementofAssetsandLiabilities_2) | 221 |
| [Statements of Changes in Net Assets](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FS-StatementofAssetsandLiabilities_3) | 222 |
| [Financial Highlights](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_FIHI_L-TOC-FinancialHighlights_L-1363_1) | 224 |
| [Notes to Financial Statements](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_NTF-NotestoFinancialStatements-1363_1) | 229 |
| **[Item 8 –](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_1)**<br>| 245 |
| **[Item 9 –](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_2)** | 246 |
| **[Item 10 –](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_3)**<br>| 247 |
| **[Item 11 –](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_2d5b11b7-d754-42fb-b32c-a04a14de4093_DISCLOSE-ChangesandDisagreements_4)** | 248 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**Schedules of Investments** 

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| GDR | Global Depositary Receipt |
| SOFR | Secured Overnight Financing Rate  |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| EUR | Euro |
| GBP | British Pounds |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of April 30, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| ^ | Denominated in USD, unless otherwise noted. |
| (r) | The adjustable rate shown is effective as of April 30, 2025. |
| Δ | Zero Coupon Security. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

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

------

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |
| Ʊ | Commencement of Operations |

---

------

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

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) |
| COMMUNICATION SERVICES — (9.4%) | COMMUNICATION SERVICES — (9.4%) | COMMUNICATION SERVICES — (9.4%) | COMMUNICATION SERVICES — (9.4%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 633075 | $101855437 |
|  | Alphabet, Inc. <br> (GOOGL US), <br> Class A<br>| 740804 | 117639675 |
| \* | AMC Networks, Inc., <br> Class A<br>| 11720 | 75008 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 505 | 21942 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 7502 | 299030 |
| \* | Bandwidth, Inc., <br> Class A<br>| 7440 | 92405 |
| \* | Boston Omaha Corp., <br> Class A<br>| 12683 | 196967 |
| \* | Bumble, Inc., Class A | 31032 | 130955 |
| \* | Cargurus, Inc. | 28283 | 790793 |
| \* | Cars.com, Inc. | 38098 | 443461 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 20691 | 8107975 |
| # | Cinemark Holdings, <br> Inc.<br>| 34608 | 1035125 |
| \* | Cineverse Corp. | 3509 | 10387 |
|  | Comcast Corp., <br> Class A<br>| 578715 | 19792053 |
|  | Electronic Arts, Inc. | 49195 | 7137703 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 22631 | 41415 |
| \* | Eventbrite, Inc., <br> Class A<br>| 23633 | 50102 |
| \* | EverQuote, Inc., <br> Class A<br>| 9016 | 214040 |
| \* | EW Scripps Co., <br> Class A<br>| 1353 | 2720 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 22772 | 1052977 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 77250 | 3846277 |
|  | Gray Media, Inc. | 33919 | 113629 |
| \* | Harte Hanks, Inc. | 2751 | 13755 |
|  | IDT Corp., Class B | 818 | 41104 |
| \* | IMAX Corp. | 15868 | 386068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Integral Ad Science <br> Holding Corp.<br>| 39809 | $281450 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 169705 | 4262990 |
|  | Iridium <br> Communications, <br> Inc.<br>| 46240 | 1115771 |
| \* | IZEA Worldwide, Inc. | 3667 | 7591 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 20601 | 899028 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 4807 | 428063 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 24169 | 2184636 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 67880 | 743286 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 57231 | 649000 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 6945 | 559420 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 75174 | 6665679 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 5315 | 371944 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 12804 | 915614 |
| \* | Lions Gate <br> Entertainment Corp. <br> (LGF/A US), <br> Class A<br>| 8322 | 73899 |
| \* | Live Nation <br> Entertainment, Inc.<br>| 16721 | 2214696 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| #\* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 6637 | $215304 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 2528 | 486817 |
| \* | Magnite, Inc. | 62773 | 746371 |
|  | Match Group, Inc. | 108850 | 3228491 |
|  | Meta Platforms, Inc., <br> Class A<br>| 406872 | 223372728 |
|  | National CineMedia, <br> Inc.<br>| 3203 | 18353 |
| \* | Netflix, Inc. | 50365 | 56999078 |
|  | New York Times Co., <br> Class A<br>| 49129 | 2557656 |
| # | News Corp. (NWS <br> US), Class B<br>| 49823 | 1565439 |
|  | News Corp. (NWSA <br> US), Class A<br>| 102701 | 2785251 |
|  | Nexstar Media Group, <br> Inc.<br>| 17893 | 2677866 |
|  | Omnicom Group, Inc. | 76745 | 5844899 |
| \* | Outbrain, Inc. | 2425 | 8584 |
| # | Paramount Global <br> (PARA US), <br> Class B<br>| 127312 | 1494643 |
|  | Paramount Global <br> (PARAA US), <br> Class A<br>| 1311 | 29707 |
| \* | Pinterest, Inc., <br> Class A<br>| 152917 | 3871858 |
|  | Playtika Holding <br> Corp.<br>| 34041 | 179396 |
| \* | PubMatic, Inc., <br> Class A<br>| 24857 | 242853 |
| \* | QuinStreet, Inc. | 23828 | 417467 |
| \* | Reservoir Media, Inc. | 7410 | 55575 |
| \* | ROBLOX Corp., <br> Class A<br>| 38058 | 2551789 |
| \* | Roku, Inc. | 18516 | 1262421 |
|  | Scholastic Corp. | 12297 | 221715 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 4587 | 51099 |
|  | Shutterstock, Inc. | 13380 | 213545 |
|  | Sinclair, Inc. | 26440 | 380736 |
| # | Sirius XM Holdings, <br> Inc.<br>| 64637 | 1384525 |
| #\* | Snap, Inc., Class A | 439310 | 3496908 |
| \* | Sphere Entertainment <br> Co.<br>| 2626 | 71558 |
|  | Spok Holdings, Inc. | 1735 | 24880 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Spotify Technology <br> SA<br>| 21828 | $13401955 |
| \* | Stagwell, Inc. | 56000 | 312480 |
| \* | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 14507 | 782217 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 24539 | 5725439 |
| \* | TechTarget, Inc. | 6809 | 54268 |
|  | TEGNA, Inc. | 37675 | 611465 |
| \* | Thryv Holdings, Inc. | 16195 | 221871 |
|  | TKO Group Holdings, <br> Inc.<br>| 6435 | 1048326 |
|  | T-Mobile U.S., Inc. | 6994 | 1727168 |
| #\* | Trade Desk, Inc., <br> Class A<br>| 33855 | 1815644 |
| \* | Travelzoo | 800 | 11096 |
| \* | TripAdvisor, Inc. | 47031 | 585536 |
|  | Verizon <br> Communications, <br> Inc.<br>| 585625 | 25802637 |
| \* | Vimeo, Inc. | 81139 | 408941 |
|  | Walt Disney Co. | 150249 | 13665147 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 378635 | 3282765 |
| # | Warner Music Group <br> Corp., Class A<br>| 30393 | 925467 |
| \* | WideOpenWest, Inc. | 15337 | 67176 |
| \* | Yelp, Inc. | 23492 | 824099 |
| \* | Zedge, Inc., Class B | 148 | 358 |
| \* | Ziff Davis, Inc. | 21874 | 645939 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 152126 | 1302199 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 674443775 |
| CONSUMER DISCRETIONARY — (11.5%) | CONSUMER DISCRETIONARY — (11.5%) | CONSUMER DISCRETIONARY — (11.5%) | CONSUMER DISCRETIONARY — (11.5%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 16230 | 89752 |
| \* | 1stdibs.com, Inc. | 2009 | 4962 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 24879 | 1727100 |
| # | Academy Sports & <br> Outdoors, Inc.<br>| 35706 | 1345402 |
| # | Acushnet Holdings <br> Corp.<br>| 27826 | 1842638 |
| \* | Adient PLC | 36199 | 457917 |
|  | ADT, Inc. | 238510 | 1912850 |
| \* | Adtalem Global <br> Education, Inc.<br>| 19656 | 2087467 |
| # | Advance Auto Parts, <br> Inc.<br>| 10170 | 332762 |
| \* | Airbnb, Inc., Class A | 51813 | 6317041 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | A-Mark Precious <br> Metals, Inc.<br>| 12498 | $304451 |
| \* | Amazon.com, Inc. | 966853 | 178307030 |
|  | American Eagle <br> Outfitters, Inc.<br>| 72558 | 764036 |
| \* | American Public <br> Education, Inc.<br>| 3300 | 77550 |
| \* | America's Car-Mart, <br> Inc.<br>| 3515 | 166681 |
| \* | Aptiv PLC | 68538 | 3910778 |
|  | Aramark | 70364 | 2352269 |
|  | Arko Corp. | 5315 | 21393 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 9577 | 2089127 |
|  | Autoliv, Inc. | 20475 | 1908884 |
| \* | AutoNation, Inc. | 22848 | 3978979 |
| \* | AutoZone, Inc. | 1865 | 7017249 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 1000 | 17650 |
|  | Bath & Body Works, <br> Inc.<br>| 64995 | 1982997 |
| \* | Beazer Homes USA, <br> Inc.<br>| 16885 | 330271 |
|  | Best Buy Co., Inc. | 95240 | 6351556 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 237 | 55200 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 9 | 10323 |
| \* | Birkenstock Holding <br> PLC<br>| 4615 | 237349 |
|  | Booking Holdings, <br> Inc.<br>| 6994 | 35664364 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 10800 | 1126872 |
|  | BorgWarner, Inc. | 64713 | 1836555 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 15229 | 1910021 |
|  | Brunswick Corp. | 18788 | 865187 |
|  | Buckle, Inc. | 25077 | 871677 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 3599 | 126973 |
| \* | Burlington Stores, <br> Inc.<br>| 13963 | 3142234 |
|  | Caleres, Inc. | 16609 | 253121 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 21998 | 265296 |
| \* | Capri Holdings Ltd. | 71183 | 1070592 |
| \* | CarMax, Inc. | 63123 | 4082164 |
|  | Carriage Services, <br> Inc.<br>| 8915 | 356243 |
|  | Carter's, Inc. | 17393 | 574839 |
| \* | Carvana Co. | 19744 | 4824446 |
|  | Cato Corp., Class A | 7874 | 18583 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Cavco Industries, Inc. | 3956 | $1953671 |
|  | Century Communities, <br> Inc.<br>| 23309 | 1271273 |
| \* | Champion Homes, <br> Inc.<br>| 20941 | 1811396 |
| \* | Chewy, Inc., Class A | 36101 | 1353788 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 125350 | 6332682 |
| # | Choice Hotels <br> International, Inc.<br>| 3377 | 425873 |
| \* | Citi Trends, Inc. | 4712 | 105219 |
| # | Columbia Sportswear <br> Co.<br>| 24564 | 1527144 |
| \* | ContextLogic, Inc., <br> Class A<br>| 11775 | 84074 |
| \* | Coupang, Inc. | 168032 | 3926908 |
| \* | Coursera, Inc. | 99166 | 834978 |
| \* | Crocs, Inc. | 31903 | 3076087 |
|  | Crown Crafts, Inc. | 1603 | 4793 |
|  | Dana, Inc. | 48027 | 659891 |
| \* | Deckers Outdoor <br> Corp.<br>| 64965 | 7200071 |
|  | Designer Brands, Inc., <br> Class A<br>| 23730 | 66207 |
| \* | Destination XL Group, <br> Inc.<br>| 44316 | 43855 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 26215 | 4921604 |
| # | Dillard's, Inc., Class A | 5372 | 1862258 |
|  | Domino's Pizza, Inc. | 5094 | 2497945 |
| \* | DoorDash, Inc., <br> Class A<br>| 53380 | 10296468 |
| \* | Dorman Products, <br> Inc.<br>| 9684 | 1097197 |
|  | DR Horton, Inc. | 109909 | 13885903 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 9383 | 212619 |
| \* | Duolingo, Inc. | 3062 | 1192588 |
|  | eBay, Inc. | 145353 | 9907260 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 8900 | 83215 |
|  | Escalade, Inc. | 1044 | 15848 |
| \* | Etsy, Inc. | 34653 | 1506712 |
| \* | Everi Holdings, Inc. | 14851 | 208657 |
|  | Expedia Group, Inc. | 41098 | 6449509 |
| \* | Figs, Inc., Class A | 55198 | 222448 |
| \* | Five Below, Inc. | 14838 | 1126056 |
|  | Flanigan's <br> Enterprises, Inc.<br>| 8 | 196 |
|  | Flexsteel Industries, <br> Inc.<br>| 1661 | 55461 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 28457 | $2032968 |
| \* | Flutter Entertainment <br> PLC<br>| 15531 | 3742816 |
| #\* | Foot Locker, Inc. | 49333 | 605316 |
|  | Ford Motor Co. | 984086 | 9850701 |
| \* | Fox Factory Holding <br> Corp.<br>| 4772 | 96919 |
| \* | Frontdoor, Inc. | 44934 | 1847237 |
| \* | Funko, Inc., Class A | 29673 | 118989 |
| \* | GameStop Corp., <br> Class A<br>| 79251 | 2207933 |
|  | Gap, Inc. | 161101 | 3528112 |
|  | Garmin Ltd. | 30874 | 5769424 |
|  | Garrett Motion, Inc. | 59560 | 549143 |
|  | General Motors Co. | 314345 | 14220968 |
| \* | Genesco, Inc. | 5487 | 106448 |
|  | Gentex Corp. | 47928 | 1043872 |
| \* | Gentherm, Inc. | 13696 | 356233 |
|  | Genuine Parts Co. | 46061 | 5414471 |
| \* | G-III Apparel Group <br> Ltd.<br>| 19226 | 484880 |
| \* | Global Business <br> Travel Group I<br>| 18277 | 122639 |
| \* | Good Times <br> Restaurants, Inc.<br>| 3851 | 7509 |
|  | Graham Holdings Co., <br> Class B<br>| 48 | 44162 |
| \* | Grand Canyon <br> Education, Inc.<br>| 4427 | 789644 |
| \* | Green Brick Partners, <br> Inc.<br>| 19788 | 1167294 |
|  | Group 1 Automotive, <br> Inc.<br>| 9659 | 3898662 |
|  | Guess?, Inc. | 32446 | 365018 |
|  | H&R Block, Inc. | 31411 | 1896282 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 2900 | 57420 |
| \* | Hanesbrands, Inc. | 72533 | 332926 |
| # | Harley-Davidson, Inc. | 55383 | 1241687 |
|  | Hasbro, Inc. | 75312 | 4661813 |
| \* | Helen of Troy Ltd. | 7531 | 209814 |
|  | Home Depot, Inc. | 163348 | 58885321 |
|  | Hooker Furnishings <br> Corp.<br>| 4239 | 40694 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1200 | 116160 |
|  | Installed Building <br> Products, Inc.<br>| 5851 | 970271 |
|  | International Game <br> Technology PLC<br>| 41844 | 686242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | iRobot Corp. | 9694 | $23750 |
|  | J Jill, Inc. | 3245 | 49389 |
|  | JAKKS Pacific, Inc. | 6498 | 125346 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 4369 | 99744 |
|  | KB Home | 47050 | 2542111 |
| # | Kohl's Corp. | 55052 | 368848 |
|  | Kontoor Brands, Inc. | 20717 | 1246128 |
|  | Krispy Kreme, Inc. | 20413 | 83693 |
|  | Lakeland Industries, <br> Inc.<br>| 1175 | 19188 |
| \* | Lands' End, Inc. | 15955 | 141680 |
| \* | Landsea Homes <br> Corp.<br>| 9971 | 60823 |
|  | Las Vegas Sands <br> Corp.<br>| 2604 | 95489 |
| \* | Latham Group, Inc. | 5809 | 31746 |
| \* | Laureate Education, <br> Inc.<br>| 33931 | 680995 |
|  | La-Z-Boy, Inc. | 20910 | 825945 |
|  | LCI Industries | 10744 | 828148 |
|  | Lear Corp. | 20731 | 1777683 |
| \* | Legacy Housing <br> Corp.<br>| 4151 | 100973 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 70155 | 7619535 |
| # | Lennar Corp. (LENB <br> US), Class B<br>| 6006 | 620840 |
|  | Levi Strauss & Co., <br> Class A<br>| 33542 | 537007 |
| \* | LGI Homes, Inc. | 11406 | 622882 |
|  | Lifetime Brands, Inc. | 8691 | 31635 |
| \* | Light & Wonder, Inc. | 8548 | 729828 |
| \* | Lincoln Educational <br> Services Corp.<br>| 8065 | 136299 |
|  | Lithia Motors, Inc. | 11701 | 3425585 |
|  | LKQ Corp. | 70924 | 2710006 |
| \* | Lovesac Co. | 13762 | 267671 |
|  | Lowe's Cos., Inc. | 62747 | 14027719 |
| #\* | Lucid Group, Inc. | 263266 | 660798 |
| \* | Lululemon Athletica, <br> Inc.<br>| 36286 | 9825160 |
| \* | M/I Homes, Inc. | 4720 | 503530 |
|  | Macy's, Inc. | 144821 | 1653856 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 9823 | 280545 |
|  | Marine Products <br> Corp.<br>| 15321 | 128696 |
| \* | MarineMax, Inc. | 11036 | 236833 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 8081 | 132852 |
| \* | Mattel, Inc. | 78631 | 1249447 |
|  | McDonald's Corp. | 66182 | 21155076 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Meritage Homes <br> Corp.<br>| 14026 | $955732 |
| \* | MGM Resorts <br> International<br>| 39579 | 1245155 |
| \* | Mister Car Wash, Inc. | 25393 | 174196 |
| #\* | Mobileye Global, Inc., <br> Class A<br>| 30168 | 439849 |
|  | Monro, Inc. | 16085 | 224225 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 1259 | 11218 |
|  | Movado Group, Inc. | 6505 | 90354 |
| \* | National Vision <br> Holdings, Inc.<br>| 35815 | 442315 |
|  | Newell Brands, Inc. | 154964 | 740728 |
|  | NIKE, Inc., Class B | 354178 | 19975639 |
| \* | NVR, Inc. | 1239 | 8828804 |
| \* | ODP Corp. | 14226 | 194612 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 18614 | 1975132 |
|  | OneSpaWorld <br> Holdings Ltd.<br>| 18352 | 306478 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 3499 | 52520 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 3677 | 5203690 |
| # | Oxford Industries, Inc. | 6265 | 304479 |
|  | Papa John's <br> International, Inc.<br>| 6127 | 211565 |
|  | Penske Automotive <br> Group, Inc.<br>| 36841 | 5735038 |
|  | Perdoceo Education <br> Corp.<br>| 21373 | 536890 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 109788 | 323875 |
| \* | PetMed Express, Inc. | 3207 | 10840 |
|  | Phinia, Inc. | 1952 | 78373 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 15223 | 1439944 |
| \* | PlayAGS, Inc. | 2600 | 31512 |
|  | Polaris, Inc. | 24191 | 821526 |
| # | Pool Corp. | 10746 | 3150082 |
| \* | Potbelly Corp. | 2653 | 21489 |
|  | PulteGroup, Inc. | 74022 | 7593177 |
|  | PVH Corp. | 24808 | 1711256 |
|  | Ralph Lauren Corp. | 16310 | 3668934 |
| \* | Rave Restaurant <br> Group, Inc.<br>| 2343 | 5764 |
| \* | Rent the Runway, <br> Inc., Class A<br>| 319 | 1432 |
| \* | Revolve Group, Inc. | 12440 | 247307 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 163651 | 2235473 |
|  | Rocky Brands, Inc. | 2430 | 51978 |
|  | Ross Stores, Inc. | 77967 | 10837413 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Sabre Corp. | 185386 | $439365 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 54172 | 440960 |
|  | Service Corp. <br> International<br>| 19733 | 1576667 |
| \* | SharkNinja, Inc. | 72847 | 5864183 |
| # | Shoe Carnival, Inc. | 14453 | 251193 |
|  | Signet Jewelers Ltd. | 17900 | 1061470 |
| \* | Skechers USA, Inc., <br> Class A<br>| 44778 | 2150240 |
| \* | Sleep Number Corp. | 6945 | 54102 |
| # | Somnigroup <br> International, Inc.<br>| 32045 | 1956668 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 13722 | 833200 |
| \* | Sonos, Inc. | 63464 | 584503 |
|  | Standard Motor <br> Products, Inc.<br>| 9214 | 249699 |
|  | Starbucks Corp. | 60374 | 4832939 |
|  | Steven Madden Ltd. | 35041 | 735861 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 60518 | 197894 |
| \* | Stoneridge, Inc. | 8307 | 32065 |
| \* | Strattec Security <br> Corp.<br>| 717 | 23890 |
| \* | Stride, Inc. | 10312 | 1466882 |
|  | Superior Group of <br> Cos., Inc.<br>| 2597 | 26957 |
| #\* | Sweetgreen, Inc., <br> Class A<br>| 27900 | 543492 |
|  | Tandy Leather <br> Factory, Inc.<br>| 129 | 359 |
| # | Tapestry, Inc. | 124113 | 8768583 |
| \* | Taylor Morrison Home <br> Corp.<br>| 85510 | 4903998 |
| \* | Tesla, Inc. | 235968 | 66580731 |
| # | Thor Industries, Inc. | 23240 | 1683041 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 27025 | 153232 |
| #\* | Tilly's, Inc., Class A | 9904 | 15153 |
|  | TJX Cos., Inc. | 159422 | 20514423 |
|  | Toll Brothers, Inc. | 45066 | 4545807 |
| \* | TopBuild Corp. | 12569 | 3717407 |
| #\* | Topgolf Callaway <br> Brands Corp.<br>| 44910 | 296855 |
|  | Tractor Supply Co. | 113320 | 5736258 |
|  | Travel & Leisure Co. | 11102 | 487711 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 74908 | 2303421 |
| \* | Ulta Beauty, Inc. | 15968 | 6317580 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 100890 | 548842 |
| #\* | Under Armour, Inc. <br> (UAA US), Class A<br>| 100273 | 573562 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Universal Electronics, <br> Inc.<br>| 3365 | $16320 |
| \* | Universal Technical <br> Institute, Inc.<br>| 13937 | 391072 |
|  | Upbound Group, Inc. | 25061 | 498714 |
| \* | Urban Outfitters, Inc. | 55299 | 2918681 |
| \* | Valvoline, Inc. | 44467 | 1523439 |
| \* | Vera Bradley, Inc. | 10964 | 21380 |
| # | VF Corp. | 118923 | 1412805 |
| \* | Victoria's Secret & <br> Co.<br>| 38989 | 732993 |
| \* | Visteon Corp. | 9352 | 740585 |
| \* | Warby Parker, Inc., <br> Class A<br>| 29777 | 491618 |
| # | Wendy's Co. | 40524 | 506550 |
|  | Weyco Group, Inc. | 3454 | 103275 |
| # | Whirlpool Corp. | 18033 | 1375557 |
|  | Williams-Sonoma, <br> Inc.<br>| 41067 | 6343619 |
|  | Winmark Corp. | 1315 | 473413 |
|  | Winnebago Industries, <br> Inc.<br>| 14597 | 464477 |
|  | Wolverine World <br> Wide, Inc.<br>| 14296 | 186563 |
| \* | YETI Holdings, Inc. | 52458 | 1497676 |
|  | Yum! Brands, Inc. | 33004 | 4965122 |
| \* | Zumiez, Inc. | 11415 | 133556 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 827483754 |
| CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) | CONSUMER STAPLES — (5.9%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 207328 | 4557069 |
|  | Andersons, Inc. | 4847 | 182780 |
|  | B&G Foods, Inc. | 19668 | 135513 |
| \* | BellRing Brands, Inc. | 50435 | 3890556 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 52655 | 6190122 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 1134 | 278737 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 11748 | 406598 |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 59578 | 2075698 |
|  | Calavo Growers, Inc. | 6792 | 187595 |
|  | Campbell's Co. | 9479 | 345604 |
|  | Casey's General <br> Stores, Inc.<br>| 15277 | 7066987 |
| #\* | Celsius Holdings, Inc. | 34780 | 1215909 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 18055 | 1028593 |
|  | Church & Dwight Co., <br> Inc.<br>| 39230 | 3897108 |
|  | Clorox Co. | 28727 | 4087852 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Coca-Cola Co. | 580990 | $42150824 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 1651 | 2238442 |
| \* | Coffee Holding Co., <br> Inc.<br>| 3144 | 10847 |
|  | Colgate-Palmolive <br> Co.<br>| 96383 | 8885549 |
|  | Conagra Brands, Inc. | 63558 | 1570518 |
|  | Constellation Brands, <br> Inc., Class A<br>| 38406 | 7202661 |
|  | Costco Wholesale <br> Corp.<br>| 56061 | 55752664 |
| \* | Coty, Inc., Class A | 447499 | 2259870 |
|  | Dollar General Corp. | 65484 | 6135196 |
| \* | Dollar Tree, Inc. | 79999 | 6541518 |
|  | Edgewell Personal <br> Care Co.<br>| 22532 | 688353 |
| #\* | elf Beauty, Inc. | 23894 | 1478322 |
|  | Energizer Holdings, <br> Inc.<br>| 20067 | 542612 |
| # | Estee Lauder Cos., <br> Inc., Class A<br>| 68220 | 4090471 |
| \* | FitLife Brands, Inc. | 654 | 9875 |
|  | Flowers Foods, Inc. | 25222 | 443655 |
| \*» | Fresh Market, Inc. | 1517 | 0 |
| \* | Freshpet, Inc. | 8244 | 606264 |
|  | General Mills, Inc. | 134567 | 7635332 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 41183 | 691463 |
| \* | Hain Celestial Group, <br> Inc.<br>| 40275 | 122436 |
| \* | Herbalife Ltd. | 51567 | 371282 |
| \* | Honest Co., Inc. | 73444 | 351797 |
|  | Ingles Markets, Inc., <br> Class A<br>| 6895 | 425353 |
|  | Interparfums, Inc. | 12834 | 1401473 |
|  | J.M. Smucker Co. | 31531 | 3666109 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 3357 | 222468 |
|  | Kenvue, Inc. | 544394 | 12847698 |
|  | Keurig Dr. Pepper, <br> Inc.<br>| 240466 | 8317719 |
|  | Kraft Heinz Co. | 209682 | 6101746 |
|  | Kroger Co. | 234479 | 16931729 |
|  | Lancaster Colony <br> Corp.<br>| 5245 | 853781 |
| # | Lifevantage Corp. | 2374 | 29366 |
| \* | Lifeway Foods, Inc. | 1321 | 31281 |
|  | Limoneira Co. | 5200 | 78156 |
| \* | Mama's Creations, <br> Inc.<br>| 2572 | 16975 |
| \* | Mannatech, Inc. | 805 | 8308 |
| #\* | Maplebear, Inc. | 73267 | 2922621 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 55398 | $4246811 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 400 | 30676 |
| \* | Mission Produce, Inc. | 8172 | 85602 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 2000 | 115060 |
| \* | Monster Beverage <br> Corp.<br>| 271312 | 16311277 |
|  | National Beverage <br> Corp.<br>| 12523 | 556021 |
| \* | Natural Alternatives <br> International, Inc.<br>| 1014 | 3042 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 9429 | 472959 |
|  | Natural Health Trends <br> Corp.<br>| 187 | 928 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 6479 | 79821 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 27073 | 171372 |
|  | Oil-Dri Corp. of <br> America<br>| 2366 | 99585 |
|  | PepsiCo, Inc. | 115059 | 15599699 |
|  | PriceSmart, Inc. | 12402 | 1258679 |
|  | Procter & Gamble <br> Co.<br>| 235242 | 38243292 |
| \* | Simply Good Foods <br> Co.<br>| 55626 | 2008655 |
|  | SpartanNash Co. | 16618 | 329701 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 11999 | 757137 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 58387 | 9984177 |
|  | Sysco Corp. | 114179 | 8152381 |
|  | Target Corp. | 147711 | 14283654 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 8560 | 273920 |
| \* | U.S. Foods Holding <br> Corp.<br>| 83273 | 5467705 |
| \* | United Natural Foods, <br> Inc.<br>| 35839 | 957260 |
|  | United-Guardian, Inc. | 1797 | 14214 |
| \* | USANA Health <br> Sciences, Inc.<br>| 10221 | 287108 |
|  | Village Super Market, <br> Inc., Class A<br>| 2601 | 95847 |
| \* | Vita Coco Co., Inc. | 9423 | 311430 |
| \* | Vital Farms, Inc. | 17300 | 592352 |
| # | Walgreens Boots <br> Alliance, Inc.<br>| 215339 | 2362269 |
|  | Walmart, Inc. | 626977 | 60973513 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Weis Markets, Inc. | 13792 | $1185974 |
| # | WK Kellogg Co. | 3002 | 53826 |
| \* | Zevia PBC, Class A | 6995 | 15809 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 424563211 |
| ENERGY — (1.5%) | ENERGY — (1.5%) | ENERGY — (1.5%) | ENERGY — (1.5%) |
|  | Archrock, Inc. | 169989 | 3999841 |
|  | Aris Water Solutions, <br> Inc., Class A<br>| 3497 | 87285 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 21760 | 294413 |
|  | Baker Hughes Co. | 294758 | 10434433 |
| \* | Bristow Group, Inc. | 13175 | 382602 |
|  | Cactus, Inc., Class A | 30843 | 1170184 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 8197 | 567970 |
|  | ChampionX Corp. | 86096 | 2077497 |
|  | Core Laboratories, <br> Inc.<br>| 22033 | 250515 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 25963 | 338038 |
| \* | DMC Global, Inc. | 20221 | 131234 |
|  | Energy Services of <br> America Corp.<br>| 5812 | 49693 |
| \* | Expro Group Holdings <br> NV<br>| 61978 | 512558 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 10231 | 149884 |
| \* | Geospace <br> Technologies Corp.<br>| 3600 | 23184 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 8500 | 60775 |
|  | Halliburton Co. | 288257 | 5713254 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 125835 | 766335 |
|  | HF Sinclair Corp. | 23518 | 707186 |
| \* | Innovex International, <br> Inc.<br>| 8344 | 125994 |
|  | Kodiak Gas Services, <br> Inc.<br>| 34311 | 1166917 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 2903 | 7345 |
|  | Marathon Petroleum <br> Corp.<br>| 55790 | 7666104 |
| \* | MIND Technology, <br> Inc.<br>| 2233 | 14984 |
| \* | Natural Gas Services <br> Group, Inc.<br>| 14200 | 255174 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 500 | 14755 |
| # | New Fortress Energy, <br> Inc.<br>| 33694 | 182958 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Noble Corp. PLC | 13047 | $283642 |
|  | NOV, Inc. | 233126 | 2706593 |
| \* | NPK International, <br> Inc.<br>| 88168 | 509611 |
| \* | Oceaneering <br> International, Inc.<br>| 83861 | 1488533 |
| \* | Oil States <br> International, Inc.<br>| 58080 | 203861 |
|  | ONEOK, Inc. | 53626 | 4405912 |
|  | Phillips 66 | 75464 | 7852784 |
| #\* | ProFrac Holding <br> Corp., Class A<br>| 8893 | 36906 |
| \* | ProPetro Holding <br> Corp.<br>| 50454 | 251261 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 2845 | 31551 |
| \* | REX American <br> Resources Corp.<br>| 12978 | 515486 |
| # | RPC, Inc. | 130308 | 616357 |
|  | Schlumberger NV | 459217 | 15268965 |
|  | Select Water <br> Solutions, Inc.<br>| 63663 | 542409 |
|  | Smart Sand, Inc. | 4492 | 9433 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 15130 | 319848 |
| \* | Stabilis Solutions, Inc. | 1422 | 8276 |
|  | TechnipFMC PLC | 273545 | 7705763 |
| \* | TETRA Technologies, <br> Inc.<br>| 73498 | 209469 |
| # | Texas Pacific Land <br> Corp.<br>| 7586 | 9777368 |
| #\* | Transocean Ltd. | 145500 | 309915 |
| #\* | Uranium Energy <br> Corp.<br>| 202697 | 1064159 |
|  | Valero Energy Corp. | 97300 | 11295557 |
|  | Weatherford <br> International PLC<br>| 49221 | 2037749 |
|  | World Kinect Corp. | 48709 | 1222109 |
| TOTAL ENERGY | TOTAL ENERGY |  | 105824629 |
| FINANCIALS — (18.0%) | FINANCIALS — (18.0%) | FINANCIALS — (18.0%) | FINANCIALS — (18.0%) |
|  | 1st Source Corp. | 11484 | 688466 |
| \* | Acacia Research <br> Corp.<br>| 3512 | 10852 |
|  | Acadian Asset <br> Management, Inc.<br>| 13581 | 365872 |
|  | ACNB Corp. | 674 | 28247 |
|  | Affiliated Managers <br> Group, Inc.<br>| 19266 | 3191028 |
|  | Affinity Bancshares, <br> Inc.<br>| 498 | 9143 |
| \* | Affirm Holdings, Inc. | 76466 | 3804948 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Aflac, Inc. | 130944 | $14230994 |
|  | Alerus Financial <br> Corp.<br>| 750 | 14910 |
|  | Allstate Corp. | 51812 | 10278983 |
|  | Ally Financial, Inc. | 136692 | 4464361 |
|  | Amalgamated <br> Financial Corp.<br>| 19123 | 538504 |
| \* | Ambac Financial <br> Group, Inc.<br>| 31288 | 249678 |
|  | Amerant Bancorp, <br> Inc.<br>| 15767 | 265516 |
|  | American Coastal <br> Insurance Corp.<br>| 1774 | 20277 |
|  | American Express <br> Co.<br>| 120384 | 32071501 |
|  | American Financial <br> Group, Inc.<br>| 29278 | 3708351 |
|  | American International <br> Group, Inc.<br>| 189889 | 15479751 |
|  | Ameriprise Financial, <br> Inc.<br>| 25714 | 12111808 |
|  | Ameris Bancorp | 26452 | 1550087 |
|  | AMERISAFE, Inc. | 7337 | 341097 |
|  | AmeriServ Financial, <br> Inc.<br>| 3000 | 7230 |
|  | Ames National Corp. | 1387 | 24078 |
|  | Aon PLC, Class A | 24485 | 8687033 |
|  | Apollo Global <br> Management, Inc.<br>| 73632 | 10049295 |
|  | Arch Capital Group <br> Ltd.<br>| 109663 | 9944241 |
| # | ARES Management <br> Corp., Class A<br>| 19661 | 2998892 |
|  | Arrow Financial Corp. | 6059 | 148627 |
|  | Arthur J Gallagher & <br> Co.<br>| 16907 | 5421906 |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 26761 | 989622 |
|  | Associated <br> Banc-Corp.<br>| 14907 | 328848 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 670 | 24200 |
|  | Assurant, Inc. | 18171 | 3502279 |
|  | Assured Guaranty <br> Ltd.<br>| 31153 | 2733053 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 39744 | 1100909 |
| \* | Atlanticus Holdings <br> Corp.<br>| 6885 | 377436 |
| \* | AvidXchange <br> Holdings, Inc.<br>| 31318 | 254615 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Axis Capital Holdings <br> Ltd.<br>| 54623 | $5261287 |
| \* | Axos Financial, Inc. | 20580 | 1306418 |
| # | B Riley Financial, Inc. | 9799 | 28711 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 8637 | 359472 |
|  | Banc of California, <br> Inc.<br>| 33351 | 449571 |
|  | BancFirst Corp. | 11358 | 1338200 |
| \* | Bancorp, Inc. | 32595 | 1574664 |
|  | Bank First Corp. | 192 | 20963 |
|  | Bank of America <br> Corp.<br>| 770659 | 30733881 |
|  | Bank of Hawaii Corp. | 9496 | 627781 |
|  | Bank of Marin <br> Bancorp<br>| 4276 | 87744 |
|  | Bank of New York <br> Mellon Corp.<br>| 111951 | 9001980 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 22831 | 917350 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 4 | 54 |
|  | Bank OZK | 33333 | 1419986 |
|  | Bank7 Corp. | 640 | 23296 |
|  | BankFinancial Corp. | 1550 | 19049 |
|  | BankUnited, Inc. | 17776 | 581453 |
|  | Bankwell Financial <br> Group, Inc.<br>| 459 | 15565 |
|  | Banner Corp. | 26810 | 1639163 |
|  | Bar Harbor <br> Bankshares<br>| 5537 | 164117 |
|  | BayCom Corp. | 470 | 12225 |
|  | BCB Bancorp, Inc. | 10900 | 89598 |
|  | Berkshire Hills <br> Bancorp, Inc.<br>| 25083 | 622811 |
|  | BGC Group, Inc., <br> Class A<br>| 122947 | 1113900 |
|  | Blackrock, Inc. | 15683 | 14338340 |
|  | Blackstone, Inc. | 73635 | 9698466 |
| \* | Block, Inc. | 133686 | 7816620 |
| \* | Blue Foundry <br> Bancorp<br>| 1158 | 10816 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 4047 | 13881 |
|  | BOK Financial Corp. | 20901 | 1947346 |
|  | Bread Financial <br> Holdings, Inc.<br>| 21048 | 998728 |
|  | Bridge Investment <br> Group Holdings, <br> Inc., Class A<br>| 2254 | 21616 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 6348 | 97696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Brighthouse Financial, <br> Inc.<br>| 38015 | $2213233 |
| \* | Broadway Financial <br> Corp.<br>| 132 | 858 |
|  | Brookline Bancorp, <br> Inc.<br>| 50753 | 529861 |
|  | Brown & Brown, Inc. | 30598 | 3384139 |
|  | Business First <br> Bancshares, Inc.<br>| 3343 | 77056 |
| \* | BV Financial, Inc. | 887 | 13615 |
|  | Byline Bancorp, Inc. | 10918 | 278846 |
|  | C&F Financial Corp. | 215 | 13926 |
|  | Cadence Bank | 42848 | 1253732 |
| \* | California BanCorp | 1248 | 17435 |
|  | Camden National <br> Corp.<br>| 5650 | 217638 |
|  | Capital Bancorp, Inc. | 666 | 21039 |
|  | Capital City Bank <br> Group, Inc.<br>| 7273 | 265755 |
|  | Capital One Financial <br> Corp.<br>| 62410 | 11250027 |
|  | Capitol Federal <br> Financial, Inc.<br>| 41795 | 236978 |
| # | Carlyle Group, Inc. | 117021 | 4521691 |
| \* | Carter Bankshares, <br> Inc.<br>| 561 | 8589 |
|  | Cass Information <br> Systems, Inc.<br>| 3680 | 149923 |
|  | Cathay General <br> Bancorp<br>| 24046 | 1002478 |
|  | CB Financial Services, <br> Inc.<br>| 318 | 9120 |
|  | Cboe Global Markets, <br> Inc.<br>| 19392 | 4301146 |
|  | Central Pacific <br> Financial Corp.<br>| 1800 | 46242 |
|  | CF Bankshares, Inc. | 1038 | 23853 |
|  | Charles Schwab <br> Corp.<br>| 176457 | 14363600 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 484 | 13760 |
|  | Chubb Ltd. | 66669 | 19072667 |
|  | Cincinnati Financial <br> Corp.<br>| 28990 | 4035698 |
|  | Citigroup, Inc. | 175128 | 11975253 |
|  | Citizens & Northern <br> Corp.<br>| 11409 | 219623 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 4179 | 61933 |
|  | Citizens Financial <br> Group, Inc.<br>| 107987 | 3983640 |
|  | Citizens Financial <br> Services, Inc.<br>| 151 | 8219 |
| #\* | Citizens, Inc. | 4745 | 19122 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | City Holding Co. | 6390 | $740409 |
|  | Civista Bancshares, <br> Inc.<br>| 800 | 18008 |
|  | CME Group, Inc. | 27464 | 7609725 |
|  | CNB Financial Corp. | 9908 | 217481 |
|  | CNO Financial Group, <br> Inc.<br>| 23265 | 882674 |
| \* | Coastal Financial <br> Corp.<br>| 3619 | 297301 |
|  | Cohen & Steers, Inc. | 16268 | 1241574 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 23237 | 4714555 |
|  | Colony Bankcorp, Inc. | 1529 | 23730 |
| \* | Columbia Financial, <br> Inc.<br>| 25991 | 350099 |
|  | Comerica, Inc. | 12353 | 663974 |
|  | Commerce <br> Bancshares, Inc.<br>| 28656 | 1740565 |
|  | Community Financial <br> System, Inc.<br>| 15527 | 847619 |
|  | Community Trust <br> Bancorp, Inc.<br>| 9403 | 460371 |
|  | Community West <br> Bancshares<br>| 1166 | 20405 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 14523 | 327203 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 570 | 5261 |
|  | Corebridge Financial, <br> Inc.<br>| 246675 | 7308980 |
| \* | Corpay, Inc. | 5567 | 1811335 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 2485 | 27633 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 33605 | 358901 |
| #\* | Credit Acceptance <br> Corp.<br>| 3962 | 1931158 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 13748 | 1601230 |
| \* | Customers Bancorp, <br> Inc.<br>| 15155 | 757750 |
|  | CVB Financial Corp. | 33527 | 621591 |
| \* | Dave, Inc. | 3519 | 333672 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 1753 | 220843 |
|  | Dime Community <br> Bancshares, Inc.<br>| 18509 | 475496 |
|  | Discover Financial <br> Services<br>| 92239 | 16849298 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 18392 | $355885 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 7801 | 376008 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 956 | 16634 |
|  | Eagle Bancorp, Inc. | 7356 | 132040 |
|  | East West Bancorp, <br> Inc.<br>| 29629 | 2534761 |
|  | Eastern Bankshares, <br> Inc.<br>| 44552 | 664716 |
| \* | eHealth, Inc. | 11013 | 61232 |
|  | Employers Holdings, <br> Inc.<br>| 19411 | 943180 |
|  | Enact Holdings, Inc. | 7312 | 261696 |
| \* | Encore Capital Group, <br> Inc.<br>| 9985 | 343484 |
| \* | Enova International, <br> Inc.<br>| 16091 | 1476993 |
| \* | Enstar Group Ltd. | 8226 | 2750857 |
|  | Enterprise Bancorp, <br> Inc.<br>| 5281 | 196453 |
|  | Enterprise Financial <br> Services Corp.<br>| 14151 | 736135 |
|  | Equitable Holdings, <br> Inc.<br>| 122444 | 6054856 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 7700 | 296373 |
| # | Erie Indemnity Co., <br> Class A<br>| 6827 | 2448299 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 2258 | 187233 |
|  | ESSA Bancorp, Inc. | 1868 | 34558 |
|  | Essent Group Ltd. | 54202 | 3085720 |
| \* | Euronet Worldwide, <br> Inc.<br>| 7353 | 728682 |
|  | Evans Bancorp, Inc. | 568 | 21840 |
|  | Evercore, Inc., <br> Class A<br>| 21051 | 4321560 |
|  | Everest Group Ltd. | 20770 | 7452899 |
| #\* | EZCORP, Inc., <br> Class A<br>| 22641 | 370633 |
|  | F&G Annuities & Life, <br> Inc.<br>| 14226 | 495207 |
|  | FactSet Research <br> Systems, Inc.<br>| 7353 | 3178114 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 406 | 10625 |
|  | Farmers National <br> Banc Corp.<br>| 1526 | 19899 |
|  | FB Financial Corp. | 23306 | 991903 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 5226 | $916275 |
|  | Federated Hermes, <br> Inc.<br>| 40234 | 1633903 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 16353 | 267372 |
|  | Fidelity National <br> Financial, Inc.<br>| 137627 | 8815009 |
|  | Fidelity National <br> Information <br> Services, Inc.<br>| 53773 | 4241614 |
|  | Fifth Third Bancorp | 66107 | 2375886 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 674 | 14073 |
|  | Financial Institutions, <br> Inc.<br>| 3311 | 84066 |
|  | Finward Bancorp | 166 | 5090 |
| \* | Finwise Bancorp | 1434 | 21682 |
|  | First American <br> Financial Corp.<br>| 42310 | 2572871 |
|  | First BanCorp | 69795 | 1370774 |
|  | First Bancorp, Inc. | 623 | 15220 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 14232 | 575827 |
|  | First Bank | 14059 | 202168 |
|  | First Busey Corp. | 37315 | 775779 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 1369 | 65904 |
|  | First Capital, Inc. | 400 | 18044 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 1538 | 2736317 |
|  | First Commonwealth <br> Financial Corp.<br>| 50241 | 769692 |
|  | First Community <br> Bankshares, Inc.<br>| 6768 | 255018 |
|  | First Community <br> Corp.<br>| 1016 | 23876 |
|  | First Financial <br> Bancorp<br>| 49652 | 1149444 |
|  | First Financial <br> Bankshares, Inc.<br>| 26317 | 881883 |
|  | First Financial Corp. | 4517 | 223140 |
| \*» | First Financial <br> Northwest, Inc.<br>| 1300 | 1560 |
|  | First Foundation, Inc. | 25586 | 128442 |
|  | First Hawaiian, Inc. | 30488 | 696956 |
|  | First Horizon Corp. | 92765 | 1677191 |
|  | First Internet Bancorp | 909 | 19325 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 24920 | $652779 |
|  | First Merchants Corp. | 14255 | 508048 |
|  | First Mid Bancshares, <br> Inc.<br>| 9963 | 333063 |
|  | First National Corp. | 671 | 13084 |
|  | First Northwest <br> Bancorp<br>| 1253 | 12906 |
|  | First of Long Island <br> Corp.<br>| 9844 | 113403 |
|  | First Savings Financial <br> Group, Inc.<br>| 714 | 19021 |
|  | First U.S. Bancshares, <br> Inc.<br>| 626 | 7825 |
|  | First United Corp. | 402 | 11968 |
| \* | First Western <br> Financial, Inc.<br>| 900 | 18981 |
|  | FirstCash Holdings, <br> Inc.<br>| 16757 | 2244768 |
| \* | Fiserv, Inc. | 37373 | 6897935 |
|  | Five Star Bancorp | 1408 | 38973 |
| # | Flagstar Financial, <br> Inc.<br>| 9925 | 116222 |
|  | Flushing Financial <br> Corp.<br>| 12042 | 144143 |
| \* | Flywire Corp. | 19884 | 187108 |
|  | FNB Corp. | 121552 | 1591116 |
|  | Franklin Financial <br> Services Corp.<br>| 387 | 14938 |
| # | Franklin Resources, <br> Inc.<br>| 138716 | 2602312 |
|  | FS Bancorp, Inc. | 1212 | 47389 |
|  | Fulton Financial Corp. | 43358 | 723211 |
| \* | FVCBankcorp, Inc. | 522 | 5961 |
|  | GCM Grosvenor, Inc., <br> Class A<br>| 15969 | 200251 |
| \* | Genworth Financial, <br> Inc.<br>| 310878 | 2132623 |
|  | German American <br> Bancorp, Inc.<br>| 17033 | 645721 |
|  | Glacier Bancorp, Inc. | 26968 | 1099216 |
|  | Glen Burnie Bancorp | 192 | 1008 |
|  | Global Payments, Inc. | 24960 | 1904698 |
|  | Globe Life, Inc. | 33828 | 4172345 |
|  | Goldman Sachs <br> Group, Inc.<br>| 60155 | 32937870 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 2796 | 271799 |
|  | Great Southern <br> Bancorp, Inc.<br>| 2993 | 164615 |
| \* | Green Dot Corp., <br> Class A<br>| 28239 | 236360 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Greene County <br> Bancorp, Inc.<br>| 6632 | $147562 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 23678 | 310537 |
|  | Guaranty Bancshares, <br> Inc.<br>| 485 | 19138 |
|  | Guild Holdings Co., <br> Class A<br>| 395 | 5119 |
| \* | Hagerty, Inc., Class A | 948 | 8352 |
| # | Hamilton Lane, Inc., <br> Class A<br>| 12631 | 1951363 |
|  | Hancock Whitney <br> Corp.<br>| 13956 | 726968 |
|  | Hanmi Financial <br> Corp.<br>| 11684 | 267213 |
|  | Hanover Bancorp, <br> Inc.<br>| 891 | 20662 |
|  | Hanover Insurance <br> Group, Inc.<br>| 19433 | 3227821 |
|  | HarborOne Bancorp, <br> Inc.<br>| 17022 | 192689 |
|  | Hartford Insurance <br> Group, Inc.<br>| 140951 | 17290459 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 713 | 21048 |
|  | HBT Financial, Inc. | 898 | 20811 |
|  | HCI Group, Inc. | 4324 | 632601 |
|  | Hennessy Advisors, <br> Inc.<br>| 1267 | 13658 |
|  | Heritage Commerce <br> Corp.<br>| 21289 | 192453 |
| # | Heritage Financial <br> Corp.<br>| 11021 | 251499 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 7320 | 138348 |
|  | Hilltop Holdings, Inc. | 10662 | 314849 |
| # | Hingham Institution <br> For Savings<br>| 585 | 145993 |
| \* | Hippo Holdings, Inc. | 10666 | 246598 |
|  | Home Bancorp, Inc. | 898 | 45205 |
|  | Home BancShares, <br> Inc.<br>| 64598 | 1792594 |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 12 | 155 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 3167 | 108121 |
|  | Hope Bancorp, Inc. | 30219 | 301283 |
|  | Horace Mann <br> Educators Corp.<br>| 20290 | 842847 |
|  | Horizon Bancorp, Inc. | 10721 | 157384 |
|  | Houlihan Lokey, Inc. | 17924 | 2905122 |
|  | Huntington <br> Bancshares, Inc.<br>| 3 | 44 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | IF Bancorp, Inc. | 1300 | $30953 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 6401 | 194974 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 10133 | 598759 |
|  | Interactive Brokers <br> Group, Inc., <br> Class A<br>| 10417 | 1790161 |
|  | Intercontinental <br> Exchange, Inc.<br>| 31977 | 5371177 |
|  | International <br> Bancshares Corp.<br>| 23698 | 1446526 |
|  | Invesco Ltd. | 177284 | 2469566 |
|  | Investar Holding <br> Corp.<br>| 859 | 16433 |
|  | Investors Title Co. | 794 | 183565 |
|  | Jack Henry & <br> Associates, Inc.<br>| 1780 | 308705 |
|  | Jackson Financial, <br> Inc., Class A<br>| 34546 | 2691479 |
|  | James River Group <br> Holdings Ltd.<br>| 21155 | 100698 |
|  | Janus Henderson <br> Group PLC<br>| 84862 | 2818267 |
|  | Jefferies Financial <br> Group, Inc.<br>| 56976 | 2662488 |
|  | JPMorgan Chase & <br> Co.<br>| 482178 | 117950382 |
|  | Kearny Financial <br> Corp.<br>| 26285 | 164544 |
|  | Kemper Corp. | 30748 | 1817822 |
|  | KeyCorp | 278760 | 4136798 |
| \* | Kingstone Cos., Inc. | 9273 | 157641 |
|  | Kinsale Capital Group, <br> Inc.<br>| 5810 | 2528861 |
|  | KKR & Co., Inc. | 66038 | 7546162 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 663 | 9773 |
|  | Lakeland Financial <br> Corp.<br>| 7837 | 436286 |
|  | Landmark Bancorp, <br> Inc.<br>| 579 | 16334 |
| # | Lazard, Inc. | 34149 | 1328396 |
| \* | LendingClub Corp. | 52453 | 512466 |
| \* | LendingTree, Inc. | 2074 | 106998 |
|  | Lincoln National <br> Corp.<br>| 92824 | 2958301 |
|  | Live Oak Bancshares, <br> Inc.<br>| 12055 | 315118 |
|  | LPL Financial <br> Holdings, Inc.<br>| 31921 | 10208017 |
|  | M&T Bank Corp. | 24538 | 4165571 |
|  | Magyar Bancorp, Inc. | 1343 | 18507 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | MainStreet <br> Bancshares, Inc.<br>| 515 | $9847 |
|  | MarketAxess <br> Holdings, Inc.<br>| 9845 | 2181554 |
| \* | Marqeta, Inc., <br> Class A<br>| 44311 | 185220 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 49198 | 11092673 |
|  | Mastercard, Inc., <br> Class A<br>| 121971 | 66847426 |
|  | Mercantile Bank <br> Corp.<br>| 6280 | 265707 |
|  | Merchants Bancorp | 19746 | 593960 |
|  | Mercury General <br> Corp.<br>| 27263 | 1510915 |
|  | Meridian Corp. | 2100 | 28350 |
|  | MetLife, Inc. | 256792 | 19354413 |
|  | Metrocity Bankshares, <br> Inc.<br>| 1072 | 29555 |
| \* | Metropolitan Bank <br> Holding Corp.<br>| 2400 | 148632 |
|  | MGIC Investment <br> Corp.<br>| 160478 | 3997507 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 12010 | 348890 |
|  | Middlefield Banc <br> Corp.<br>| 25 | 648 |
|  | Midland States <br> Bancorp, Inc.<br>| 8032 | 130761 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 5831 | 161752 |
|  | Moelis & Co., Class A | 19936 | 1068171 |
|  | Moody's Corp. | 25596 | 11598059 |
|  | Morgan Stanley | 195438 | 22557454 |
|  | Morningstar, Inc. | 12452 | 3545333 |
| \* | Mr. Cooper Group, <br> Inc.<br>| 33693 | 4009804 |
|  | MSCI, Inc. | 15147 | 8256781 |
|  | MVB Financial Corp. | 8282 | 141291 |
|  | Nasdaq, Inc. | 84891 | 6469543 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 17216 | 622531 |
|  | National Bankshares, <br> Inc.<br>| 507 | 13065 |
|  | Navient Corp. | 88511 | 1095766 |
|  | NBT Bancorp, Inc. | 13306 | 563376 |
| \* | NCR Atleos Corp. | 27743 | 774585 |
|  | Nelnet, Inc., Class A | 12145 | 1288463 |
| \* | NerdWallet, Inc., <br> Class A<br>| 28448 | 254894 |
| \* | NI Holdings, Inc. | 2397 | 29962 |
|  | Nicolet Bankshares, <br> Inc.<br>| 5267 | 615238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | NMI Holdings, Inc. | 44940 | $1625480 |
|  | Northeast Bank | 1100 | 91102 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 1191 | 27107 |
|  | Northern Trust Corp. | 50538 | 4749561 |
|  | Northfield Bancorp, <br> Inc.<br>| 15762 | 166289 |
|  | Northrim BanCorp, <br> Inc.<br>| 480 | 38539 |
|  | Northwest <br> Bancshares, Inc.<br>| 36636 | 452455 |
|  | Norwood Financial <br> Corp.<br>| 600 | 15006 |
|  | OceanFirst Financial <br> Corp.<br>| 20138 | 333485 |
|  | OFG Bancorp | 16491 | 648921 |
|  | Ohio Valley Banc <br> Corp.<br>| 243 | 8753 |
| \* | Old Market Capital <br> Corp.<br>| 2510 | 14332 |
|  | Old National Bancorp | 99307 | 2044731 |
|  | Old Point Financial <br> Corp.<br>| 614 | 23848 |
|  | Old Republic <br> International Corp.<br>| 157302 | 5914555 |
|  | Old Second Bancorp, <br> Inc.<br>| 14321 | 226129 |
|  | OneMain Holdings, <br> Inc.<br>| 49318 | 2321398 |
| \* | Onity Group, Inc. | 3051 | 114443 |
|  | OP Bancorp | 965 | 12391 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 4778 | 281950 |
|  | OppFi, Inc. | 2742 | 25638 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 2226 | 9639 |
|  | Orange County <br> Bancorp, Inc.<br>| 492 | 11675 |
|  | Origin Bancorp, Inc. | 7350 | 235494 |
|  | Orrstown Financial <br> Services, Inc.<br>| 2 | 60 |
| \* | Oscar Health, Inc., <br> Class A<br>| 78768 | 1024772 |
|  | Pacific Premier <br> Bancorp, Inc.<br>| 40646 | 826740 |
| \* | Palomar Holdings, <br> Inc.<br>| 13413 | 1945153 |
|  | Park National Corp. | 4220 | 633422 |
|  | Parke Bancorp, Inc. | 2561 | 48275 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 900 | 12339 |
|  | Pathward Financial, <br> Inc.<br>| 13054 | 1036096 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | PayPal Holdings, Inc. | 182039 | $11985448 |
| \* | Paysafe Ltd. | 7757 | 118139 |
| \* | Paysign, Inc. | 3895 | 9348 |
| \* | PB Bankshares, Inc. | 705 | 11061 |
|  | PCB Bancorp | 724 | 14198 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 9037 | 250144 |
|  | Penns Woods <br> Bancorp, Inc.<br>| 497 | 14527 |
|  | PennyMac Financial <br> Services, Inc.<br>| 25311 | 2466304 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 1287 | 35547 |
|  | Peoples Bancorp, Inc. | 8688 | 252039 |
|  | Peoples Financial <br> Services Corp.<br>| 321 | 13874 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 21194 | 2124487 |
| \* | Pioneer Bancorp, Inc. | 1058 | 11871 |
|  | Piper Sandler Cos. | 5473 | 1319650 |
|  | PJT Partners, Inc., <br> Class A<br>| 3356 | 475579 |
|  | Plumas Bancorp | 230 | 10141 |
|  | PNC Financial <br> Services Group, <br> Inc.<br>| 25843 | 4152712 |
| \* | Ponce Financial <br> Group, Inc.<br>| 1223 | 15740 |
|  | Popular, Inc. | 22281 | 2126053 |
| \* | PRA Group, Inc. | 19251 | 352293 |
|  | Preferred Bank | 6166 | 492417 |
|  | Primerica, Inc. | 17830 | 4672708 |
|  | Primis Financial Corp. | 3200 | 26368 |
|  | Princeton Bancorp, <br> Inc.<br>| 272 | 8291 |
|  | Principal Financial <br> Group, Inc.<br>| 88156 | 6536767 |
| \* | Priority Technology <br> Holdings, Inc.<br>| 2039 | 14803 |
| \* | ProAssurance Corp. | 30967 | 718744 |
|  | PROG Holdings, Inc. | 27992 | 737869 |
|  | Progressive Corp. | 83273 | 23461335 |
|  | Prosperity <br> Bancshares, Inc.<br>| 22655 | 1538274 |
| \* | Provident Bancorp, <br> Inc.<br>| 1077 | 11955 |
|  | Provident Financial <br> Holdings, Inc.<br>| 415 | 6229 |
|  | Provident Financial <br> Services, Inc.<br>| 31109 | 509254 |
|  | Prudential Financial, <br> Inc.<br>| 156902 | 16115404 |
|  | QCR Holdings, Inc. | 7184 | 466601 |
|  | Radian Group, Inc. | 59705 | 1906978 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Raymond James <br> Financial, Inc.<br>| 42169 | $5778840 |
|  | RBB Bancorp | 574 | 8943 |
|  | Red River <br> Bancshares, Inc.<br>| 148 | 7800 |
|  | Regional Management <br> Corp.<br>| 504 | 16597 |
|  | Regions Financial <br> Corp.<br>| 96306 | 1965605 |
|  | Reinsurance Group of <br> America, Inc.<br>| 29244 | 5477694 |
| \* | Remitly Global, Inc. | 10867 | 219731 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 23862 | 5772934 |
| # | Renasant Corp. | 46483 | 1490710 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 2971 | 201582 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 919 | 10017 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 1351 | 18955 |
|  | Riverview Bancorp, <br> Inc.<br>| 8460 | 53467 |
|  | RLI Corp. | 42418 | 3139356 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 254180 | 12482780 |
| # | Rocket Cos., Inc., <br> Class A<br>| 10424 | 134574 |
|  | S&P Global, Inc. | 26595 | 13298830 |
|  | S&T Bancorp, Inc. | 17418 | 634712 |
|  | Safety Insurance <br> Group, Inc.<br>| 9470 | 724455 |
|  | SB Financial Group, <br> Inc.<br>| 1702 | 33087 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 18946 | 449210 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 1151 | 11786 |
|  | SEI Investments Co. | 41800 | 3272522 |
|  | Selective Insurance <br> Group, Inc.<br>| 26664 | 2325901 |
| \* | Selectquote, Inc. | 12612 | 39980 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 9735 | 693327 |
|  | Shore Bancshares, <br> Inc.<br>| 835 | 11548 |
|  | Sierra Bancorp | 1779 | 47072 |
|  | Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 953 | 14581 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Simmons First <br> National Corp., <br> Class A<br>| 43658 | $814658 |
| \* | SiriusPoint Ltd. | 104416 | 1754189 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 12706 | 674562 |
|  | SLM Corp. | 150849 | 4361045 |
|  | SmartFinancial, Inc. | 2470 | 75137 |
| #\* | SoFi Technologies, <br> Inc.<br>| 198233 | 2479895 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 200 | 10154 |
|  | South Plains <br> Financial, Inc.<br>| 1718 | 57914 |
| \* | Southern First <br> Bancshares, Inc.<br>| 550 | 19530 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 1543 | 81239 |
|  | Southside <br> Bancshares, Inc.<br>| 9309 | 262421 |
|  | SouthState Corp. | 48172 | 4180366 |
|  | SR Bancorp, Inc. | 714 | 9368 |
|  | State Street Corp. | 45941 | 4047402 |
|  | Stellar Bancorp, Inc. | 6481 | 161766 |
| \*» | Sterling Bancorp, Inc. | 817 | 3954 |
|  | Stewart Information <br> Services Corp.<br>| 15934 | 1043358 |
|  | Stifel Financial Corp. | 32104 | 2750992 |
| # | Stock Yards Bancorp, <br> Inc.<br>| 11062 | 805203 |
| \* | StoneX Group, Inc. | 17266 | 1529163 |
|  | Summit State Bank | 922 | 8335 |
|  | SWK Holdings Corp. | 691 | 9736 |
|  | Synchrony Financial | 156057 | 8107161 |
|  | Synovus Financial <br> Corp.<br>| 16952 | 734361 |
|  | T. Rowe Price Group, <br> Inc.<br>| 42877 | 3796758 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 16356 | 1114661 |
|  | TFS Financial Corp. | 44125 | 571860 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 659 | 19638 |
|  | Timberland Bancorp, <br> Inc.<br>| 618 | 18997 |
|  | Tiptree, Inc. | 18783 | 419049 |
| #\* | Toast, Inc., Class A | 90914 | 3234720 |
|  | Tompkins Financial <br> Corp.<br>| 4792 | 285603 |
|  | Towne Bank | 31019 | 1022076 |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 12590 | 1741197 |
|  | Travelers Cos., Inc. | 95487 | 25220981 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | TriCo Bancshares | 8028 | $309720 |
| \* | Triumph Financial, <br> Inc.<br>| 7191 | 384143 |
|  | Truist Financial Corp. | 189561 | 7267769 |
| \* | Trupanion, Inc. | 13336 | 488098 |
|  | TrustCo Bank Corp. | 5755 | 175240 |
|  | Trustmark Corp. | 41190 | 1381924 |
|  | U.S. Bancorp | 103883 | 4190640 |
|  | U.S. Global Investors, <br> Inc., Class A<br>| 4086 | 8703 |
|  | UMB Financial Corp. | 30421 | 2876914 |
|  | Union Bankshares, <br> Inc.<br>| 304 | 10056 |
|  | United Bancorp, Inc. | 1200 | 14940 |
|  | United Bancshares, <br> Inc.<br>| 300 | 8091 |
|  | United Bankshares, <br> Inc.<br>| 61785 | 2118608 |
|  | United Community <br> Banks, Inc.<br>| 28404 | 784234 |
|  | United Fire Group, <br> Inc.<br>| 14283 | 395211 |
|  | United Security <br> Bancshares<br>| 442 | 3934 |
|  | Unity Bancorp, Inc. | 961 | 39785 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 17456 | 423133 |
|  | Univest Financial <br> Corp.<br>| 11777 | 347893 |
|  | Unum Group | 90874 | 7057275 |
|  | USCB Financial <br> Holdings, Inc.<br>| 1422 | 24117 |
|  | UWM Holdings Corp. | 12843 | 60362 |
|  | Valley National <br> Bancorp<br>| 134843 | 1159650 |
| \* | Velocity Financial, <br> Inc.<br>| 574 | 10257 |
|  | Veritex Holdings, Inc. | 14836 | 345382 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 27509 | 1575991 |
|  | Virginia National <br> Bankshares Corp.<br>| 51 | 1876 |
|  | Virtu Financial, Inc., <br> Class A<br>| 37844 | 1481593 |
|  | Virtus Investment <br> Partners, Inc.<br>| 3852 | 591629 |
|  | Visa, Inc., Class A | 227830 | 78715265 |
|  | Voya Financial, Inc. | 47539 | 2814309 |
|  | W.R. Berkley Corp. | 79448 | 5695627 |
|  | WaFd, Inc. | 20545 | 586149 |
|  | Walker & Dunlop, Inc. | 13911 | 1064748 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 7092 | 195739 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Waterstone Financial, <br> Inc.<br>| 8901 | $107702 |
|  | Webster Financial <br> Corp.<br>| 37019 | 1750999 |
|  | Wells Fargo & Co. | 284793 | 20223151 |
|  | WesBanco, Inc. | 61461 | 1830309 |
|  | West BanCorp, Inc. | 2186 | 42419 |
|  | Westamerica <br> BanCorp<br>| 6351 | 307579 |
|  | Western Alliance <br> Bancorp<br>| 19963 | 1391621 |
|  | Western New England <br> Bancorp, Inc.<br>| 2300 | 21229 |
| # | Western Union Co. | 127851 | 1267003 |
|  | Westwood Holdings <br> Group, Inc.<br>| 1000 | 16700 |
| \* | WEX, Inc. | 16862 | 2198299 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 1380 | 2439081 |
|  | William Penn <br> Bancorp<br>| 3918 | 48270 |
|  | Willis Towers Watson <br> PLC<br>| 28125 | 8656875 |
|  | Wintrust Financial <br> Corp.<br>| 14736 | 1638201 |
|  | WisdomTree, Inc. | 57348 | 498928 |
| \* | World Acceptance <br> Corp.<br>| 3007 | 388264 |
|  | WSFS Financial <br> Corp.<br>| 20365 | 1049816 |
|  | WVS Financial Corp. | 100 | 1233 |
|  | Zions Bancorp NA | 35169 | 1581550 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 1294461017 |
| HEALTH CARE — (11.4%) | HEALTH CARE — (11.4%) | HEALTH CARE — (11.4%) | HEALTH CARE — (11.4%) |
| \* | 10X Genomics, Inc., <br> Class A<br>| 16759 | 138597 |
|  | Abbott Laboratories | 97794 | 12786565 |
|  | AbbVie, Inc. | 257703 | 50277855 |
| †† | Abiomed, Inc. | 5835 | 91084 |
| \* | Acrivon Therapeutics, <br> Inc.<br>| 1416 | 1982 |
| \* | AdaptHealth Corp. | 68669 | 584373 |
| \* | Adaptive <br> Biotechnologies <br> Corp.<br>| 27431 | 201892 |
| \* | Addus HomeCare <br> Corp.<br>| 1265 | 132256 |
|  | Agilent Technologies, <br> Inc.<br>| 50093 | 5390007 |
| †† | Albireo Pharma, Inc. | 3349 | 19458 |
| \* | Align Technology, Inc. | 15922 | 2759283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 9192 | $2419702 |
| \* | Amedisys, Inc. | 2407 | 228424 |
| \* | American Shared <br> Hospital Services<br>| 603 | 1628 |
|  | Amgen, Inc. | 87500 | 25455500 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 21352 | 436221 |
| \* | AngioDynamics, Inc. | 20215 | 187797 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 589 | 41713 |
| \* | Anika Therapeutics, <br> Inc.<br>| 5680 | 82530 |
| \* | Astrana Health, Inc. | 12543 | 390965 |
| \* | AtriCure, Inc. | 18588 | 555967 |
| \* | Aura Biosciences, <br> Inc.<br>| 2240 | 13059 |
| \* | Avanos Medical, Inc. | 12200 | 153110 |
| \* | Avantor, Inc. | 233272 | 3030203 |
| #\* | Axogen, Inc. | 9935 | 161642 |
| \* | Azenta, Inc. | 15169 | 399551 |
|  | Becton Dickinson & <br> Co.<br>| 18138 | 3756198 |
| \* | Biogen, Inc. | 25719 | 3114057 |
| #\* | BioLife Solutions, Inc. | 9105 | 219522 |
| \* | BioMarin <br> Pharmaceutical, <br> Inc.<br>| 51143 | 3257298 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 6766 | 1651445 |
| \* | Biote Corp., Class A | 13313 | 44332 |
|  | Bio-Techne Corp. | 47196 | 2376319 |
| \* | Boston Scientific <br> Corp.<br>| 142564 | 14665559 |
|  | Bristol-Myers Squibb <br> Co.<br>| 479909 | 24091432 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 46178 | 302928 |
|  | Bruker Corp. | 59270 | 2374356 |
|  | Cardinal Health, Inc. | 66978 | 9463322 |
| \* | CareDx, Inc. | 11257 | 190018 |
| \* | Castle Biosciences, <br> Inc.<br>| 13600 | 272680 |
|  | Cencora, Inc. | 49655 | 14532529 |
| \* | Centene Corp. | 139453 | 8346262 |
| \* | Certara, Inc. | 81975 | 1136173 |
| \* | Champions Oncology, <br> Inc.<br>| 1220 | 8723 |
|  | Chemed Corp. | 2621 | 1524138 |
| †† | Chinook Therapeutics, <br> Inc.<br>| 11306 | 22612 |
|  | Cigna Group | 68560 | 23313142 |
| \* | Claritev Corp. | 1258 | 28217 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Clover Health <br> Investments Corp.<br>| 38934 | $132376 |
| \* | Community Health <br> Systems, Inc.<br>| 6196 | 16915 |
| # | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 13614 | 296105 |
| # | CONMED Corp. | 10283 | 504998 |
| \* | Cooper Cos., Inc. | 29145 | 2380272 |
| \* | CorVel Corp. | 17695 | 1924508 |
| \* | Coya Therapeutics, <br> Inc.<br>| 195 | 1285 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 23224 | 314685 |
| \* | CryoPort, Inc. | 19005 | 106048 |
|  | CVS Health Corp. | 163259 | 10891008 |
| \* | Cytek Biosciences, <br> Inc.<br>| 43008 | 159560 |
|  | Danaher Corp. | 50282 | 10022711 |
| \* | DaVita, Inc. | 21110 | 2988120 |
| \* | Definitive Healthcare <br> Corp.<br>| 38735 | 105359 |
|  | Dentsply Sirona, Inc. | 75481 | 1049186 |
| \* | Design Therapeutics, <br> Inc.<br>| 2193 | 10658 |
| \* | Dexcom, Inc. | 55536 | 3964160 |
| \* | Doximity, Inc., <br> Class A<br>| 62922 | 3579003 |
| \* | Dynavax Technologies <br> Corp.<br>| 19778 | 232392 |
| \* | Edwards Lifesciences <br> Corp.<br>| 87027 | 6569668 |
| \* | Electromed, Inc. | 2300 | 52969 |
| \* | Eledon <br> Pharmaceuticals, <br> Inc.<br>| 3722 | 11762 |
|  | Elevance Health, Inc. | 56252 | 23658466 |
|  | Eli Lilly & Co. | 111619 | 100339900 |
|  | Embecta Corp. | 14601 | 177986 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 9237 | 49326 |
|  | Encompass Health <br> Corp.<br>| 5431 | 635373 |
| \* | Enhabit, Inc. | 12300 | 98277 |
| \* | Enovis Corp. | 4140 | 143203 |
|  | Ensign Group, Inc. | 3764 | 485518 |
| \* | Envista Holdings <br> Corp.<br>| 72350 | 1163388 |
| \* | Evolent Health, Inc., <br> Class A<br>| 44287 | 436670 |
| \* | Exact Sciences Corp. | 54662 | 2494774 |
| \* | Exagen, Inc. | 755 | 4704 |
| \* | FONAR Corp. | 776 | 9739 |
| \* | Fortrea Holdings, Inc. | 26676 | 166191 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Fulgent Genetics, Inc. | 9606 | $166664 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 111375 | 7833004 |
|  | Gilead Sciences, Inc. | 260829 | 27788722 |
| \* | Glaukos Corp. | 10102 | 952113 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 47924 | 221888 |
| #\* | GRAIL, Inc. | 3414 | 117766 |
| \* | Haemonetics Corp. | 9557 | 602282 |
|  | HCA Healthcare, Inc. | 12611 | 4351804 |
| \* | Health Catalyst, Inc. | 37632 | 148646 |
| \* | HealthEquity, Inc. | 28074 | 2406503 |
|  | HealthStream, Inc. | 14850 | 499406 |
| \* | Henry Schein, Inc. | 46491 | 3020520 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 40757 | 1349057 |
| \* | Hologic, Inc. | 83510 | 4860282 |
|  | Humana, Inc. | 24448 | 6411244 |
| \* | ICON PLC | 29233 | 4427046 |
| \* | ICU Medical, Inc. | 7570 | 1033986 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 14239 | 6160503 |
| \* | Illumina, Inc. | 31510 | 2445176 |
| \* | Incyte Corp. | 67123 | 4205927 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 2116 | 9988 |
| \* | Inogen, Inc. | 5653 | 40306 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 5491 | 869665 |
| \* | Insulet Corp. | 18466 | 4658787 |
| \* | Integer Holdings <br> Corp.<br>| 13826 | 1746362 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 18636 | 305444 |
| \* | Intuitive Surgical, Inc. | 21491 | 11085058 |
| \* | IQVIA Holdings, Inc. | 52408 | 8126909 |
|  | iRadimed Corp. | 1652 | 86581 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 991 | 115907 |
|  | Johnson & Johnson | 411470 | 64316876 |
| \* | KalVista <br> Pharmaceuticals, <br> Inc.<br>| 12280 | 169096 |
| \* | Kewaunee Scientific <br> Corp.<br>| 2477 | 78447 |
|  | Labcorp Holdings, <br> Inc.<br>| 17811 | 4292629 |
| \* | Lantern Pharma, Inc. | 2216 | 7800 |
|  | LeMaitre Vascular, <br> Inc.<br>| 6941 | 629826 |
| \* | LENSAR, Inc. | 1319 | 18532 |
| \* | LifeStance Health <br> Group, Inc.<br>| 87460 | 574612 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Lisata Therapeutics, <br> Inc.<br>| 1157 | $2742 |
| \* | LivaNova PLC | 13700 | 506900 |
| \* | Maravai LifeSciences <br> Holdings, Inc., <br> Class A<br>| 52971 | 107001 |
| \* | Masimo Corp. | 12285 | 1977394 |
| \* | MaxCyte, Inc. | 20830 | 59157 |
|  | McKesson Corp. | 22124 | 15769766 |
| \* | Medpace Holdings, <br> Inc.<br>| 9407 | 2901025 |
|  | Medtronic PLC | 142929 | 12114662 |
|  | Merck & Co., Inc. | 224347 | 19114364 |
| \* | Merit Medical <br> Systems, Inc.<br>| 18161 | 1715306 |
| \*†† | Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 2200 | 0 |
|  | Mesa Laboratories, <br> Inc.<br>| 1518 | 174950 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 2211 | 2367030 |
| †† | Mirati Therapeutics, <br> Inc.<br>| 8088 | 24102 |
| #\* | Moderna, Inc. | 99759 | 2847122 |
| \* | Molina Healthcare, <br> Inc.<br>| 31084 | 10164779 |
| \* | Myriad Genetics, Inc. | 50735 | 375946 |
| \* | Natera, Inc. | 9871 | 1489830 |
|  | National HealthCare <br> Corp.<br>| 3734 | 352826 |
|  | National Research <br> Corp.<br>| 4399 | 49973 |
| \* | NeoGenomics, Inc. | 54380 | 347760 |
| \* | Niagen Bioscience, <br> Inc.<br>| 3862 | 30317 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 72785 | 123735 |
| \* | Omnicell, Inc. | 23182 | 724669 |
| \* | OptimizeRx Corp. | 4481 | 40867 |
| \* | Option Care Health, <br> Inc.<br>| 31450 | 1016149 |
| \* | Orchestra BioMed <br> Holdings, Inc.<br>| 3893 | 11562 |
|  | Organon & Co. | 82044 | 1060829 |
| \* | Orthofix Medical, Inc. | 120 | 1669 |
| \* | Owens & Minor, Inc. | 39920 | 281835 |
| #\*†† | PDL BioPharma, Inc. | 17391 | 9043 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 61528 | 792481 |
| \* | Pennant Group, Inc. | 7526 | 192816 |
| \* | Penumbra, Inc. | 6035 | 1767289 |
| \* | Performant <br> Healthcare, Inc.<br>| 4894 | 11550 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Perrigo Co. PLC | 33259 | $855421 |
| \* | Personalis, Inc. | 10588 | 40023 |
|  | Pfizer, Inc. | 379849 | 9272114 |
| \* | Phreesia, Inc. | 4923 | 122878 |
| # | Premier, Inc., Class A | 68917 | 1402461 |
| \* | Privia Health Group, <br> Inc.<br>| 20249 | 475447 |
| \* | Pro-Dex, Inc. | 1452 | 95367 |
| \* | Progyny, Inc. | 14739 | 336639 |
| \* | Protalix <br> BioTherapeutics, <br> Inc.<br>| 6690 | 20538 |
| \* | Protara Therapeutics, <br> Inc.<br>| 11300 | 39550 |
| \* | Quanterix Corp. | 19606 | 112931 |
|  | Quest Diagnostics, <br> Inc.<br>| 12241 | 2181591 |
| \* | QuidelOrtho Corp. | 6902 | 191807 |
| \* | RadNet, Inc. | 16545 | 866627 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 12687 | 7596468 |
| \* | Repligen Corp. | 15222 | 2100484 |
| # | ResMed, Inc. | 34828 | 8239957 |
|  | Revvity, Inc. | 38700 | 3615741 |
| \* | Rezolute, Inc. | 5021 | 18879 |
|  | Royalty Pharma PLC, <br> Class A<br>| 59886 | 1965459 |
| \* | Sanara Medtech, Inc. | 432 | 13798 |
| # | Select Medical <br> Holdings Corp.<br>| 23511 | 428841 |
| #\* | Semler Scientific, Inc. | 3301 | 106721 |
| \* | Sensus Healthcare, <br> Inc.<br>| 2529 | 10875 |
| \* | Sight Sciences, Inc. | 1259 | 3840 |
|  | Simulations Plus, Inc. | 4415 | 151655 |
| \* | Solventum Corp. | 5592 | 369743 |
| \* | Sotera Health Co. | 42089 | 484024 |
| \* | STAAR Surgical Co. | 5882 | 107405 |
|  | STERIS PLC | 8141 | 1829608 |
|  | Stryker Corp. | 29392 | 10990257 |
| #\* | Summit Therapeutics, <br> Inc.<br>| 17104 | 412548 |
| \* | Surgery Partners, Inc. | 8844 | 194126 |
| \* | Talkspace, Inc. | 39092 | 120012 |
| \* | Teladoc Health, Inc. | 92275 | 663457 |
|  | Teleflex, Inc. | 11518 | 1578542 |
| \* | Tenet Healthcare <br> Corp.<br>| 21815 | 3118454 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 29574 | 12687246 |
| \* | Third Harmonic Bio, <br> Inc.<br>| 903 | 4669 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | TransMedics Group, <br> Inc.<br>| 3274 | $301241 |
| \* | TruBridge, Inc. | 7089 | 184527 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 3407 | 242272 |
|  | UnitedHealth Group, <br> Inc.<br>| 154069 | 63390149 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 10663 | 1888097 |
|  | Utah Medical <br> Products, Inc.<br>| 407 | 21062 |
| \* | Varex Imaging Corp. | 14775 | 122928 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 30492 | 7125675 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 26948 | 13730006 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 1311 | 10829 |
| \* | Waters Corp. | 11045 | 3840678 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 21814 | 2247933 |
| \* | Zimvie, Inc. | 8156 | 73893 |
|  | Zoetis, Inc. | 27479 | 4297716 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 820775908 |
| INDUSTRIALS — (12.7%) | INDUSTRIALS — (12.7%) | INDUSTRIALS — (12.7%) | INDUSTRIALS — (12.7%) |
|  | 3M Co. | 46849 | 6507795 |
|  | A.O. Smith Corp. | 35383 | 2401090 |
|  | AAON, Inc. | 25528 | 2329941 |
| \* | AAR Corp. | 12924 | 690917 |
|  | ABM Industries, Inc. | 38932 | 1897546 |
|  | ACCO Brands Corp. | 60624 | 234009 |
|  | Acme United Corp. | 500 | 19260 |
|  | Acuity, Inc. | 10503 | 2558636 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 35590 | 522817 |
| # | Advanced Drainage <br> Systems, Inc.<br>| 14676 | 1665579 |
|  | AECOM | 74950 | 7393818 |
| \* | AeroVironment, Inc. | 7310 | 1107611 |
| \* | AerSale Corp. | 2003 | 13961 |
| # | AGCO Corp. | 34492 | 2925956 |
| \* | Air Industries Group | 2099 | 7430 |
|  | Air Lease Corp. | 78701 | 3680059 |
|  | Alamo Group, Inc. | 4755 | 793990 |
|  | Albany International <br> Corp., Class A<br>| 9939 | 653589 |
| # | Alight, Inc., Class A | 135339 | 691582 |
|  | Allegion PLC | 28545 | 3973464 |
|  | Allient, Inc. | 4558 | 97313 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 27843 | 2568238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Alpha Pro Tech Ltd. | 1109 | $4857 |
|  | Alta Equipment <br> Group, Inc.<br>| 6300 | 26775 |
| \* | Amentum Holdings, <br> Inc.<br>| 46588 | 1016550 |
| \* | Ameresco, Inc., <br> Class A<br>| 6493 | 69021 |
| \* | American <br> Superconductor <br> Corp.<br>| 9413 | 186848 |
| \* | American Woodmark <br> Corp.<br>| 4726 | 278834 |
|  | AMETEK, Inc. | 34279 | 5813033 |
| \* | API Group Corp. | 99820 | 3776191 |
|  | Apogee Enterprises, <br> Inc.<br>| 8543 | 338901 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 13457 | 3273819 |
|  | ArcBest Corp. | 6940 | 406129 |
|  | Arcosa, Inc. | 8448 | 676431 |
|  | Argan, Inc. | 6356 | 973294 |
|  | Armstrong World <br> Industries, Inc.<br>| 7643 | 1108388 |
|  | Astec Industries, Inc. | 9809 | 355380 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 12713 | 288458 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 988 | 22477 |
| \* | Asure Software, Inc. | 16620 | 168859 |
|  | Atkore, Inc. | 16989 | 1085087 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 13398 | 464509 |
|  | Automatic Data <br> Processing, Inc.<br>| 93961 | 28244677 |
| \* | AZEK Co., Inc. | 27132 | 1344662 |
|  | AZZ, Inc. | 9432 | 818320 |
|  | Barrett Business <br> Services, Inc.<br>| 16800 | 681408 |
| \* | BGSF, Inc. | 2055 | 6782 |
| \* | BlackSky Technology, <br> Inc.<br>| 4746 | 39677 |
| \* | Blue Bird Corp. | 7351 | 256329 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 5699 | 371233 |
|  | Boise Cascade Co. | 13711 | 1278962 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 60043 | 7206361 |
|  | Brady Corp., Class A | 8696 | 611242 |
| \* | BrightView Holdings, <br> Inc.<br>| 24550 | 336826 |
|  | Brink's Co. | 8720 | 778173 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 25671 | 6222650 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Builders FirstSource, <br> Inc.<br>| 60929 | $7288936 |
|  | BWX Technologies, <br> Inc.<br>| 19005 | 2073826 |
| \* | Byrna Technologies, <br> Inc.<br>| 3684 | 82485 |
| #\* | CACI International, <br> Inc., Class A<br>| 10640 | 4871737 |
|  | Cadre Holdings, Inc. | 3368 | 98177 |
|  | Carlisle Cos., Inc. | 16022 | 6080029 |
|  | Carrier Global Corp. | 161036 | 10071191 |
|  | Caterpillar, Inc. | 89778 | 27765642 |
| \* | CBIZ, Inc. | 1065 | 72527 |
| \* | CECO Environmental <br> Corp.<br>| 8369 | 199099 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 52633 | 4695916 |
| \* | Chart Industries, Inc. | 12676 | 1711006 |
| \* | Cimpress PLC | 8369 | 351665 |
|  | Cintas Corp. | 27637 | 5850200 |
|  | Civeo Corp. | 3841 | 72941 |
| #\* | Clarivate PLC | 395499 | 1704601 |
|  | CNH Industrial NV | 564213 | 6527944 |
|  | Columbus McKinnon <br> Corp.<br>| 12349 | 183383 |
|  | Comfort Systems <br> USA, Inc.<br>| 14676 | 5834444 |
| # | Concentrix Corp. | 12177 | 621758 |
| \* | Conduent, Inc. | 126948 | 267860 |
| #\* | Construction Partners, <br> Inc., Class A<br>| 12594 | 1034471 |
| \* | Copart, Inc. | 108483 | 6620717 |
| \* | Core & Main, Inc., <br> Class A<br>| 80137 | 4221617 |
|  | Covenant Logistics <br> Group, Inc.<br>| 7938 | 157966 |
| \*» | CPI Aerostructures, <br> Inc.<br>| 3057 | 9844 |
|  | CRA International, <br> Inc.<br>| 4534 | 735415 |
|  | Crane Co. | 18899 | 3042361 |
|  | CSG Systems <br> International, Inc.<br>| 13761 | 827449 |
|  | CSW Industrials, Inc. | 2666 | 833072 |
|  | CSX Corp. | 132133 | 3708973 |
|  | Cummins, Inc. | 31008 | 9111391 |
|  | Curtiss-Wright Corp. | 12400 | 4276636 |
| \* | Custom Truck One <br> Source, Inc.<br>| 4700 | 18941 |
| \* | Dayforce, Inc. | 65474 | 3788980 |
|  | Deere & Co. | 52409 | 24294716 |
|  | Deluxe Corp. | 14964 | 218474 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 5762 | 150042 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | DLH Holdings Corp. | 3807 | $15000 |
| \* | DNOW, Inc. | 62622 | 993811 |
|  | Donaldson Co., Inc. | 41807 | 2747974 |
|  | Douglas Dynamics, <br> Inc.<br>| 9728 | 233277 |
|  | Dover Corp. | 25416 | 4337240 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 26353 | 435352 |
| \* | Ducommun, Inc. | 6150 | 352518 |
|  | Dun & Bradstreet <br> Holdings, Inc.<br>| 238900 | 2142933 |
| \* | DXP Enterprises, Inc. | 8736 | 772787 |
| \* | Dycom Industries, <br> Inc.<br>| 10439 | 1749054 |
|  | Eastern Co. | 406 | 8522 |
|  | Eaton Corp. PLC | 48798 | 14364667 |
|  | EMCOR Group, Inc. | 17482 | 7005037 |
|  | Emerson Electric Co. | 53871 | 5662381 |
| \* | Energy Recovery, Inc. | 16964 | 262094 |
|  | Enerpac Tool Group <br> Corp.<br>| 18237 | 736228 |
|  | EnerSys | 12751 | 1104237 |
|  | Ennis, Inc. | 9841 | 176646 |
|  | Enpro, Inc. | 7584 | 1133050 |
| \* | Enviri Corp. | 18453 | 126772 |
|  | Equifax, Inc. | 36753 | 9560558 |
|  | Esab Corp. | 17481 | 2099818 |
|  | ESCO Technologies, <br> Inc.<br>| 10261 | 1605333 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 1085 | 33375 |
| \* | Everus Construction <br> Group, Inc.<br>| 17809 | 716634 |
|  | EVI Industries, Inc. | 546 | 8807 |
| \* | ExlService Holdings, <br> Inc.<br>| 54191 | 2627180 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 73596 | 8088936 |
|  | Exponent, Inc. | 14864 | 1169500 |
|  | Fastenal Co. | 116564 | 9438187 |
|  | Federal Signal Corp. | 20117 | 1638127 |
|  | FedEx Corp. | 32570 | 6850448 |
|  | Ferguson Enterprises, <br> Inc.<br>| 61919 | 10505178 |
| \* | First Advantage Corp. | 15467 | 218085 |
|  | Flowserve Corp. | 50725 | 2294292 |
| #\* | Fluence Energy, Inc. | 24319 | 99465 |
| \* | Fluor Corp. | 89632 | 3127260 |
| \* | Forrester Research, <br> Inc.<br>| 6479 | 60579 |
|  | Fortive Corp. | 70184 | 4891123 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 50482 | 2716941 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Franklin Covey Co. | 1000 | $20310 |
|  | Franklin Electric Co., <br> Inc.<br>| 15053 | 1278903 |
| \* | FreightCar America, <br> Inc.<br>| 1380 | 7976 |
| # | FTAI Aviation Ltd. | 22983 | 2461709 |
|  | FTAI Infrastructure, <br> Inc.<br>| 15175 | 65556 |
| \* | FTI Consulting, Inc. | 15128 | 2515484 |
| \* | Gates Industrial Corp. <br> PLC<br>| 57234 | 1082867 |
|  | GATX Corp. | 14179 | 2069567 |
|  | GE Vernova, Inc. | 15567 | 5772555 |
| \* | Gencor Industries, <br> Inc.<br>| 1295 | 16434 |
| \* | Generac Holdings, <br> Inc.<br>| 19071 | 2181341 |
|  | General Dynamics <br> Corp.<br>| 36473 | 9925033 |
|  | General Electric Co. | 95229 | 19192453 |
|  | Genpact Ltd. | 65648 | 3299468 |
| \* | Gibraltar Industries, <br> Inc.<br>| 11471 | 607389 |
|  | Global Industrial Co. | 13866 | 356079 |
| \* | GMS, Inc. | 23585 | 1727837 |
|  | Gorman-Rupp Co. | 10775 | 386392 |
|  | Graco, Inc. | 47441 | 3871660 |
| \* | Graham Corp. | 890 | 27127 |
|  | Granite Construction, <br> Inc.<br>| 11223 | 912318 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 43551 | 395879 |
|  | Greenbrier Cos., Inc. | 16711 | 708881 |
|  | Griffon Corp. | 11346 | 772776 |
| \* | GXO Logistics, Inc. | 42772 | 1550057 |
|  | H&E Equipment <br> Services, Inc.<br>| 22820 | 2049464 |
| \* | Hayward Holdings, <br> Inc.<br>| 52331 | 697572 |
| \* | Healthcare Services <br> Group, Inc.<br>| 24678 | 350674 |
|  | Heartland Express, <br> Inc.<br>| 21648 | 164525 |
|  | HEICO Corp. (HEI <br> US)<br>| 6817 | 1709431 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 10599 | 2129657 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 16069 | 627012 |
|  | Helios Technologies, <br> Inc.<br>| 12985 | 353971 |
| # | Herc Holdings, Inc. | 12835 | 1404662 |
|  | Hexcel Corp. | 14470 | 701361 |
|  | Hillenbrand, Inc. | 30207 | 611088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Hillman Solutions <br> Corp.<br>| 52836 | $369324 |
|  | HireQuest, Inc. | 835 | 8584 |
|  | HNI Corp. | 12569 | 531669 |
|  | Honeywell <br> International, Inc.<br>| 64598 | 13597879 |
|  | Howmet Aerospace, <br> Inc.<br>| 44416 | 6155169 |
|  | Hub Group, Inc., <br> Class A<br>| 26554 | 838841 |
|  | Hubbell, Inc. | 17812 | 6468962 |
| \* | Hudson Technologies, <br> Inc.<br>| 20363 | 136228 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 12628 | 2908734 |
|  | Hurco Cos., Inc. | 600 | 10008 |
| \* | Huron Consulting <br> Group, Inc.<br>| 14310 | 1928845 |
|  | Hyster-Yale, Inc. | 6410 | 246336 |
| \* | IBEX Holdings Ltd. | 2261 | 56615 |
|  | ICF International, Inc. | 11598 | 985366 |
|  | IDEX Corp. | 19690 | 3425469 |
| #\* | IES Holdings, Inc. | 8832 | 1737078 |
|  | Illinois Tool Works, <br> Inc.<br>| 44756 | 10737412 |
|  | Ingersoll Rand, Inc. | 57599 | 4344693 |
| \* | Innodata, Inc. | 2967 | 112212 |
| \* | INNOVATE Corp. | 1616 | 10698 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 2956 | 19923 |
|  | Insperity, Inc. | 11743 | 763412 |
|  | Insteel Industries, Inc. | 6002 | 203528 |
|  | Interface, Inc. | 35321 | 664035 |
|  | ITT, Inc. | 18922 | 2592692 |
|  | Jacobs Solutions, Inc. | 53889 | 6671458 |
| \* | Janus International <br> Group, Inc.<br>| 31465 | 216479 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 20488 | 2675323 |
|  | JBT Marel Corp. | 2495 | 262624 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 23906 | 131961 |
|  | Johnson Controls <br> International PLC<br>| 103866 | 8714357 |
|  | Kadant, Inc. | 3836 | 1131620 |
|  | KBR, Inc. | 82358 | 4349326 |
|  | Kelly Services, Inc., <br> Class A<br>| 25820 | 298221 |
|  | Kennametal, Inc. | 24160 | 470637 |
|  | Kforce, Inc. | 10903 | 416495 |
| \* | Kirby Corp. | 1000 | 96370 |
|  | Korn Ferry | 33969 | 2095887 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 50196 | $1695872 |
| \* | L.B. Foster Co., <br> Class A<br>| 1777 | 35487 |
|  | L3Harris <br> Technologies, Inc.<br>| 32194 | 7083324 |
|  | Landstar System, Inc. | 18782 | 2519605 |
| \* | Legalzoom.com, Inc. | 19387 | 141913 |
|  | Leidos Holdings, Inc. | 51631 | 7599051 |
|  | Lennox International, <br> Inc.<br>| 5357 | 2928940 |
|  | Leonardo DRS, Inc. | 15168 | 560609 |
| #\* | Limbach Holdings, <br> Inc.<br>| 5502 | 526761 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 12006 | 2115457 |
|  | Lindsay Corp. | 4477 | 577802 |
| \* | Liquidity Services, <br> Inc.<br>| 12769 | 405799 |
|  | LSI Industries, Inc. | 11378 | 171694 |
|  | Luxfer Holdings PLC | 2637 | 28374 |
| \* | Lyft, Inc., Class A | 113815 | 1411306 |
| \* | Manitowoc Co., Inc. | 25263 | 199072 |
|  | ManpowerGroup, Inc. | 28144 | 1212162 |
|  | Marten Transport Ltd. | 18264 | 234510 |
|  | Masco Corp. | 64201 | 3891223 |
| \* | MasTec, Inc. | 29617 | 3770836 |
| \* | Mastech Digital, Inc. | 667 | 4909 |
| \* | Masterbrand, Inc. | 30355 | 368813 |
| \* | Matrix Service Co. | 11781 | 136660 |
|  | Matson, Inc. | 7707 | 840757 |
|  | Matthews International <br> Corp., Class A<br>| 9754 | 199469 |
|  | Maximus, Inc. | 26900 | 1801224 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 3376 | 43145 |
|  | McGrath RentCorp | 13124 | 1399937 |
| \* | Mercury Systems, <br> Inc.<br>| 21623 | 1081150 |
| \* | Middleby Corp. | 19737 | 2631929 |
|  | Miller Industries, Inc. | 3803 | 155200 |
|  | MillerKnoll, Inc. | 28960 | 474944 |
| \* | Mistras Group, Inc. | 7899 | 72039 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 11869 | 173643 |
|  | Moog, Inc., Class A | 9335 | 1561279 |
| \* | MRC Global, Inc. | 50709 | 590760 |
|  | MSA Safety, Inc. | 13202 | 2078259 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 25696 | 1965230 |
|  | Mueller Industries, <br> Inc.<br>| 21548 | 1585071 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 29792 | $781742 |
| \* | MYR Group, Inc. | 7511 | 918746 |
| \* | Net Power, Inc. | 4038 | 6865 |
| \* | NEXTracker, Inc., <br> Class A<br>| 85500 | 3472155 |
|  | NL Industries, Inc. | 3400 | 29172 |
| \* | NN, Inc. | 3823 | 7684 |
|  | Nordson Corp. | 19567 | 3709316 |
|  | Northrop Grumman <br> Corp.<br>| 16085 | 7825353 |
| \* | Northwest Pipe Co. | 1100 | 46596 |
| \* | NV5 Global, Inc. | 27400 | 508270 |
|  | nVent Electric PLC | 50940 | 2797115 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 26493 | 4060847 |
|  | Omega Flex, Inc. | 4891 | 146534 |
| \* | OPENLANE, Inc. | 54148 | 1002279 |
| \* | Optex Systems <br> Holdings, Inc.<br>| 711 | 4536 |
| \* | Orion Group Holdings, <br> Inc.<br>| 4256 | 27196 |
|  | Oshkosh Corp. | 24608 | 2061166 |
|  | Otis Worldwide Corp. | 57097 | 5496728 |
|  | PACCAR, Inc. | 127644 | 11514765 |
| \* | PAMT Corp. | 6042 | 84407 |
|  | Park Aerospace Corp. | 14265 | 186444 |
|  | Parker-Hannifin Corp. | 13024 | 7880301 |
|  | Park-Ohio Holdings <br> Corp.<br>| 3500 | 69685 |
| \* | Parsons Corp. | 56697 | 3790761 |
|  | Paychex, Inc. | 86044 | 12658793 |
|  | Paycom Software, <br> Inc.<br>| 12208 | 2763769 |
| \* | Paylocity Holding <br> Corp.<br>| 19521 | 3749984 |
|  | Pentair PLC | 53787 | 4880095 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 2400 | 28800 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 3818 | 10194 |
|  | Pitney Bowes, Inc. | 7093 | 61567 |
| \* | Planet Labs PBC | 58214 | 191524 |
| # | Powell Industries, Inc. | 5778 | 1058010 |
| #\* | Power Solutions <br> International, Inc.<br>| 2037 | 51373 |
|  | Preformed Line <br> Products Co.<br>| 1786 | 245343 |
|  | Primoris Services <br> Corp.<br>| 25253 | 1514422 |
| \* | Proto Labs, Inc. | 12400 | 435984 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 3695 | $108227 |
|  | Quad/Graphics, Inc. | 7409 | 35341 |
|  | Quanex Building <br> Products Corp.<br>| 3969 | 65250 |
|  | Quanta Services, Inc. | 15859 | 4641771 |
| \* | Radiant Logistics, Inc. | 10535 | 61630 |
| \* | RBC Bearings, Inc. | 7971 | 2619031 |
| \* | RCM Technologies, <br> Inc.<br>| 4300 | 74992 |
|  | Regal Rexnord Corp. | 11978 | 1267752 |
| \* | Resideo Technologies, <br> Inc.<br>| 72923 | 1223648 |
|  | Resources <br> Connection, Inc.<br>| 25615 | 146902 |
|  | REV Group, Inc. | 27233 | 890519 |
| # | Robert Half, Inc. | 52513 | 2326326 |
| #\* | Rocket Lab USA, Inc. | 45436 | 990050 |
|  | Rockwell Automation, <br> Inc.<br>| 26037 | 6448844 |
|  | Rollins, Inc. | 38571 | 2203561 |
|  | RTX Corp. | 167010 | 21064971 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 34148 | 1741207 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 9332 | 539763 |
| \* | RXO, Inc. | 13761 | 193892 |
|  | Ryder System, Inc. | 12510 | 1722252 |
| \* | Saia, Inc. | 4278 | 1043832 |
| # | Schneider National, <br> Inc., Class B<br>| 24897 | 535037 |
|  | Science Applications <br> International Corp.<br>| 32190 | 3895956 |
|  | Sensata Technologies <br> Holding PLC<br>| 36028 | 770999 |
| \* | Shoals Technologies <br> Group, Inc., <br> Class A<br>| 51561 | 186135 |
|  | Shyft Group, Inc. | 9151 | 77417 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 12099 | 1859495 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 13929 | 1599188 |
|  | Snap-on, Inc. | 14497 | 4549304 |
| \* | SPX Technologies, <br> Inc.<br>| 14335 | 1923040 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 79293 | 5994551 |
|  | Standex International <br> Corp.<br>| 4182 | 591418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Stanley Black & <br> Decker, Inc.<br>| 45559 | $2734451 |
|  | Steelcase, Inc., <br> Class A<br>| 43039 | 426947 |
| \* | Sterling Infrastructure, <br> Inc.<br>| 12473 | 1863840 |
| \* | Stratasys Ltd. | 24138 | 227863 |
| #\* | Sunrun, Inc. | 68635 | 472895 |
| #\* | Symbotic, Inc. | 8226 | 177517 |
| \* | TaskUS, Inc., Class A | 6019 | 84025 |
| \* | Taylor Devices, Inc. | 260 | 8294 |
| \* | Team, Inc. | 331 | 6792 |
| \* | TechPrecision Corp. | 3904 | 9526 |
|  | Tecnoglass, Inc. | 8988 | 640575 |
|  | Tennant Co. | 6351 | 458288 |
|  | Terex Corp. | 26702 | 939910 |
|  | Tetra Tech, Inc. | 81819 | 2551935 |
|  | Textron, Inc. | 44390 | 3123724 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 15854 | 415850 |
|  | Timken Co. | 16646 | 1069506 |
| \* | Titan International, <br> Inc.<br>| 19800 | 145530 |
| \* | Titan Machinery, Inc. | 12204 | 202464 |
|  | Toro Co. | 32519 | 2220397 |
|  | Trane Technologies <br> PLC<br>| 29540 | 11322977 |
| \* | Transcat, Inc. | 1249 | 99083 |
|  | TransDigm Group, <br> Inc.<br>| 6038 | 8532117 |
|  | TransUnion | 80307 | 6662269 |
| #\* | Trex Co., Inc. | 18825 | 1088462 |
|  | TriNet Group, Inc. | 15778 | 1235891 |
|  | Trinity Industries, Inc. | 46807 | 1174856 |
| \* | Triumph Group, Inc. | 2219 | 56363 |
| \* | TrueBlue, Inc. | 26951 | 116967 |
|  | TTEC Holdings, Inc. | 34998 | 139992 |
| \* | Tutor Perini Corp. | 27914 | 599034 |
|  | Twin Disc, Inc. | 3200 | 23488 |
| \* | Uber Technologies, <br> Inc.<br>| 253492 | 20535387 |
|  | UFP Industries, Inc. | 19695 | 1946851 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 9888 | 607024 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 77260 | 4233848 |
| \* | Ultralife Corp. | 1376 | 6164 |
|  | UniFirst Corp. | 3569 | 636959 |
|  | United Parcel Service, <br> Inc., Class B<br>| 65776 | 6268453 |
|  | United Rentals, Inc. | 22847 | 14426738 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 7757 | 168637 |
| \* | Upwork, Inc. | 40498 | 532549 |
| \* | V2X, Inc. | 5839 | 290549 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Valmont Industries, <br> Inc.<br>| 4853 | $1422997 |
|  | Veralto Corp. | 43792 | 4199653 |
|  | Verisk Analytics, Inc. | 47467 | 14070643 |
| \* | Verra Mobility Corp. | 74744 | 1629419 |
|  | Vertiv Holdings Co., <br> Class A<br>| 63297 | 5404298 |
|  | Vestis Corp. | 30696 | 268897 |
| \* | Vicor Corp. | 3380 | 134879 |
|  | Virco Mfg. Corp. | 1602 | 14722 |
| \* | VirTra, Inc. | 3125 | 14625 |
| # | VSE Corp. | 7084 | 811260 |
|  | Wabash National <br> Corp.<br>| 13445 | 92905 |
| # | Watsco, Inc. (WSO <br> US)<br>| 5938 | 2730530 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 9849 | 2046130 |
|  | WESCO International, <br> Inc.<br>| 28097 | 4578687 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 35139 | 6491579 |
| \* | Willdan Group, Inc. | 6500 | 254800 |
|  | Willis Lease Finance <br> Corp.<br>| 623 | 96391 |
|  | WillScot Holdings <br> Corp.<br>| 93246 | 2342340 |
|  | Woodward, Inc. | 16317 | 3060580 |
|  | Worthington <br> Enterprises, Inc.<br>| 6200 | 313906 |
|  | WW Grainger, Inc. | 16017 | 16406373 |
| \* | Xometry, Inc., <br> Class A<br>| 6805 | 174480 |
| \* | XPO, Inc. | 28610 | 3036093 |
|  | Xylem, Inc. | 38012 | 4583107 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 32016 | 1087263 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 914738101 |
| INFORMATION TECHNOLOGY — (23.7%) | INFORMATION TECHNOLOGY — (23.7%) | INFORMATION TECHNOLOGY — (23.7%) | INFORMATION TECHNOLOGY — (23.7%) |
| \* | 8x8, Inc. | 12175 | 21550 |
|  | A10 Networks, Inc. | 27790 | 457979 |
|  | Accenture PLC, <br> Class A<br>| 73723 | 22054235 |
| \* | ACI Worldwide, Inc. | 40380 | 2154677 |
|  | Adeia, Inc. | 55088 | 678133 |
| \* | Adobe, Inc. | 53251 | 19968060 |
|  | Advanced Energy <br> Industries, Inc.<br>| 8783 | 855552 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 136943 | 13331401 |
| \* | Agilysys, Inc. | 6275 | 466546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Airgain, Inc. | 1196 | $4485 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 14108 | 756189 |
| #\* | Alkami Technology, <br> Inc.<br>| 20928 | 558568 |
|  | Amdocs Ltd. | 35445 | 3139718 |
|  | Amphenol Corp., <br> Class A<br>| 96274 | 7408284 |
| \* | Amtech Systems, Inc. | 2892 | 9977 |
|  | Analog Devices, Inc. | 13967 | 2722448 |
| \* | ANSYS, Inc. | 2857 | 919611 |
| \* | Appfolio, Inc., Class A | 5650 | 1166838 |
|  | Apple, Inc. | 2017594 | 428738540 |
|  | Applied Materials, <br> Inc.<br>| 98382 | 14827151 |
| \* | AppLovin Corp., <br> Class A<br>| 50092 | 13490277 |
| \* | Arista Networks, Inc. | 94062 | 7738481 |
| \* | Arrow Electronics, <br> Inc.<br>| 24568 | 2735892 |
| \* | ASGN, Inc. | 18356 | 924775 |
| \* | AstroNova, Inc. | 663 | 5510 |
| \* | Atlassian Corp., <br> Class A<br>| 3158 | 721003 |
| #\* | Aurora Innovation, <br> Inc.<br>| 232644 | 1684343 |
| \* | Autodesk, Inc. | 37701 | 10339499 |
| \* | AvePoint, Inc. | 25788 | 421634 |
| \* | Aviat Networks, Inc. | 3288 | 57737 |
|  | Avnet, Inc. | 53232 | 2501372 |
| \* | Axcelis Technologies, <br> Inc.<br>| 5242 | 256753 |
|  | Badger Meter, Inc. | 4896 | 1081135 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 2066 | 135881 |
|  | Belden, Inc. | 8794 | 906749 |
|  | Benchmark <br> Electronics, Inc.<br>| 15479 | 503532 |
|  | Bentley Systems, Inc., <br> Class B<br>| 52503 | 2257104 |
| \* | Bill Holdings, Inc. | 22215 | 1012338 |
| \* | BK Technologies <br> Corp.<br>| 207 | 9236 |
| \* | Blackbaud, Inc. | 18328 | 1109577 |
| \* | BlackLine, Inc. | 13324 | 629293 |
| \* | Box, Inc., Class A | 43941 | 1371838 |
|  | Broadcom, Inc. | 498713 | 95987291 |
| \* | Cadence Design <br> Systems, Inc.<br>| 20307 | 6046206 |
| \* | Calix, Inc. | 12725 | 520580 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 167404 | 1550161 |
|  | CDW Corp. | 29613 | 4754663 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Cerence, Inc. | 21011 | $190360 |
| \* | CEVA, Inc. | 9381 | 245876 |
| \* | Ciena Corp. | 45374 | 3047318 |
| \* | Cipher Mining, Inc. | 81388 | 231956 |
| \* | Cirrus Logic, Inc. | 16433 | 1578225 |
|  | Cisco Systems, Inc. | 538922 | 31111967 |
| # | Clear Secure, Inc., <br> Class A<br>| 22384 | 552437 |
| \* | Clearfield, Inc. | 2900 | 83143 |
| \* | Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 5372 | 122144 |
|  | Climb Global <br> Solutions, Inc.<br>| 233 | 24558 |
|  | Cognex Corp. | 39957 | 1090826 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 91418 | 6725622 |
| \* | Cohu, Inc. | 15484 | 247744 |
| \* | Commvault Systems, <br> Inc.<br>| 5101 | 852530 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 5008 | 6861 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 5537 | 109965 |
| #\* | Core Scientific, Inc. | 77664 | 629078 |
| \* | Corsair Gaming, Inc. | 33081 | 234213 |
|  | Crane NXT Co. | 8403 | 394269 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 26279 | 1131311 |
| \* | Crexendo, Inc. | 3157 | 15564 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 7404 | 3175353 |
| \* | CS Disco, Inc. | 7679 | 28643 |
|  | CSP, Inc. | 1100 | 18304 |
| \* | Daily Journal Corp. | 490 | 185700 |
| \* | Daktronics, Inc. | 27724 | 351818 |
| \* | Data Storage Corp. | 848 | 2985 |
| \* | Datadog, Inc., <br> Class A<br>| 28252 | 2886224 |
|  | Dell Technologies, <br> Inc., Class C<br>| 37645 | 3454305 |
| \* | Diebold Nixdorf, Inc. | 6843 | 303350 |
| \* | Digi International, Inc. | 22292 | 606342 |
| \* | Digital Turbine, Inc. | 45994 | 137982 |
| \* | Docusign, Inc. | 36614 | 2993195 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 14978 | 1150161 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 43738 | 579966 |
| \* | Dropbox, Inc., <br> Class A<br>| 60938 | 1739780 |
| \* | DXC Technology Co. | 53632 | 832369 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Dynatrace, Inc. | 78927 | $3707201 |
| \* | E2open Parent <br> Holdings, Inc.<br>| 94249 | 185671 |
| \* | Eastman Kodak Co. | 16868 | 106100 |
| \* | eGain Corp. | 5400 | 27756 |
| \* | Electro-Sensors, Inc. | 1026 | 4340 |
| \* | Enphase Energy, Inc. | 2943 | 131228 |
|  | Entegris, Inc. | 12112 | 958301 |
| \* | EPAM Systems, Inc. | 16779 | 2632793 |
| \* | ePlus, Inc. | 10393 | 648107 |
| \* | EverCommerce, Inc. | 3102 | 30276 |
| \* | Evolv Technologies <br> Holdings, Inc.<br>| 4190 | 18394 |
| \* | Expensify, Inc., <br> Class A<br>| 3177 | 9404 |
| \* | Extreme Networks, <br> Inc.<br>| 27934 | 367611 |
| \* | F5, Inc. | 20080 | 5315979 |
| \* | Fair Isaac Corp. | 3517 | 6997705 |
| \* | FARO Technologies, <br> Inc.<br>| 8676 | 255161 |
| \* | Five9, Inc. | 5368 | 134952 |
| \* | Flex Ltd. | 72882 | 2502768 |
| \* | FormFactor, Inc. | 18445 | 519042 |
| \* | Fortinet, Inc. | 90979 | 9439981 |
| \* | Franklin Wireless <br> Corp.<br>| 1509 | 7424 |
|  | Frequency <br> Electronics, Inc.<br>| 619 | 11513 |
| \* | Freshworks, Inc., <br> Class A<br>| 51499 | 760640 |
| \* | Gartner, Inc. | 15549 | 6547373 |
|  | Gen Digital, Inc. | 199161 | 5152295 |
| #\* | Globant SA | 19547 | 2298141 |
| \* | GoDaddy, Inc., <br> Class A<br>| 28362 | 5341415 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 37052 | 524656 |
| \* | Guidewire Software, <br> Inc.<br>| 16161 | 3309288 |
|  | Hackett Group, Inc. | 10466 | 267302 |
| \* | Harmonic, Inc. | 37729 | 338806 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 247770 | 4018829 |
|  | HP, Inc. | 155240 | 3969487 |
| \* | HubSpot, Inc. | 4646 | 2841029 |
| \* | Ichor Holdings Ltd. | 8681 | 171710 |
| \* | Identiv, Inc. | 2402 | 7975 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 72735 | 144743 |
| \* | Informatica, Inc., <br> Class A<br>| 38444 | 723901 |
|  | Information Services <br> Group, Inc.<br>| 10339 | 40115 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Inseego Corp. | 2698 | $21962 |
| \* | Insight Enterprises, <br> Inc.<br>| 12393 | 1713704 |
| \* | Intapp, Inc. | 16634 | 902561 |
|  | Intel Corp. | 291460 | 5858346 |
| \* | Intellicheck, Inc. | 3718 | 9890 |
| # | InterDigital, Inc. | 14728 | 2960328 |
| \* | Interlink Electronics, <br> Inc.<br>| 231 | 1439 |
|  | International Business <br> Machines Corp.<br>| 152154 | 36793880 |
|  | Intuit, Inc. | 27257 | 17102950 |
| \* | Itron, Inc. | 15418 | 1715869 |
| \* | Jamf Holding Corp. | 30550 | 353464 |
| \* | JFrog Ltd. | 30420 | 1027283 |
| \* | Key Tronic Corp. | 5838 | 14361 |
| \* | Keysight <br> Technologies, Inc.<br>| 18937 | 2753440 |
| \* | Kimball Electronics, <br> Inc.<br>| 1207 | 17308 |
|  | KLA Corp. | 19143 | 13451595 |
| \* | Klaviyo, Inc., Class A | 16138 | 491241 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 19480 | 627840 |
| \* | KVH Industries, Inc. | 1119 | 5718 |
| \* | Kyndryl Holdings, Inc. | 55335 | 1793961 |
|  | Lam Research Corp. | 141220 | 10121237 |
| \* | Lantronix, Inc. | 3255 | 6933 |
| \* | Lattice Semiconductor <br> Corp.<br>| 22535 | 1102638 |
| \* | LGL Group, Inc. | 400 | 2740 |
| #\* | Life360, Inc. | 13895 | 596096 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 36863 | 964336 |
| \* | Lumentum Holdings, <br> Inc.<br>| 7855 | 463759 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 7805 | 809769 |
| \* | Manhattan Associates, <br> Inc.<br>| 11871 | 2105797 |
|  | Marvell Technology, <br> Inc.<br>| 92196 | 5381481 |
| \* | MaxLinear, Inc. | 24201 | 241768 |
| \* | Meridianlink, Inc. | 17764 | 300389 |
|  | Methode Electronics, <br> Inc.<br>| 16000 | 100320 |
|  | Microsoft Corp. | 427560 | 168997366 |
| \* | Mirion Technologies, <br> Inc.<br>| 80775 | 1274630 |
| \* | Mitek Systems, Inc. | 19733 | 163389 |
|  | MKS Instruments, <br> Inc.<br>| 12033 | 843995 |
| \* | MongoDB, Inc. | 4024 | 692812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Monolithic Power <br> Systems, Inc.<br>| 5010 | $2971431 |
|  | Motorola Solutions, <br> Inc.<br>| 18324 | 8069706 |
| \* | N-able, Inc. | 60486 | 427031 |
|  | Napco Security <br> Technologies, Inc.<br>| 7858 | 179555 |
| #\* | nCino, Inc. | 28824 | 668717 |
|  | NetApp, Inc. | 46046 | 4132629 |
| \* | NETGEAR, Inc. | 11673 | 281553 |
| \* | NetScout Systems, <br> Inc.<br>| 18660 | 392233 |
| \* | NetSol Technologies, <br> Inc.<br>| 26556 | 65859 |
| \* | Nortech Systems, Inc. | 126 | 1113 |
| \* | Novanta, Inc. | 9669 | 1149257 |
| \* | Nutanix, Inc., Class A | 65376 | 4491331 |
|  | NVIDIA Corp. | 3324898 | 362147890 |
| \* | Okta, Inc. | 53264 | 5974090 |
| \* | Olo, Inc., Class A | 70734 | 438551 |
| \* | ON24, Inc. | 32970 | 154300 |
| \* | One Stop Systems, <br> Inc.<br>| 3548 | 8196 |
|  | OneSpan, Inc. | 19500 | 289965 |
| \* | Onto Innovation, Inc. | 3608 | 440068 |
| \* | Optical Cable Corp. | 1610 | 4814 |
|  | Oracle Corp. | 207214 | 29159154 |
| \* | Ouster, Inc. | 12330 | 91612 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 104386 | 12363478 |
| \* | Palo Alto Networks, <br> Inc.<br>| 72874 | 13622337 |
| \* | PAR Technology <br> Corp.<br>| 12391 | 723634 |
|  | PC Connection, Inc. | 13067 | 810677 |
| \* | PDF Solutions, Inc. | 9700 | 177995 |
|  | Pegasystems, Inc. | 22023 | 2027878 |
| \* | Penguin Solutions, <br> Inc.<br>| 24297 | 414750 |
| \* | Perfect Corp. | 3929 | 7387 |
| \* | Photronics, Inc. | 24055 | 439485 |
| \* | Plexus Corp. | 7348 | 899616 |
|  | Power Integrations, <br> Inc.<br>| 14868 | 730316 |
| \* | Powerfleet, Inc. NJ | 40837 | 205818 |
| \* | Procore Technologies, <br> Inc.<br>| 26226 | 1680824 |
|  | Progress Software <br> Corp.<br>| 22730 | 1362891 |
| \* | PTC, Inc. | 20003 | 3099865 |
| \* | Pure Storage, Inc., <br> Class A<br>| 52181 | 2366930 |
| \* | Q2 Holdings, Inc. | 13211 | 1046972 |
|  | QUALCOMM, Inc. | 193091 | 28666290 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Qualys, Inc. | 6072 | $763311 |
| \* | Rambus, Inc. | 28529 | 1391930 |
|  | Red Violet, Inc. | 1433 | 55973 |
| \* | Research Solutions, <br> Inc.<br>| 1852 | 5074 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 11503 | 36925 |
|  | Richardson <br> Electronics Ltd.<br>| 500 | 4330 |
| \* | RingCentral, Inc., <br> Class A<br>| 22898 | 583899 |
|  | Roper Technologies, <br> Inc.<br>| 10474 | 5866278 |
|  | Salesforce, Inc. | 96888 | 26034774 |
| \* | Samsara, Inc., <br> Class A<br>| 19671 | 780152 |
|  | Sapiens International <br> Corp. NV<br>| 19558 | 535694 |
| \* | ScanSource, Inc. | 12018 | 396474 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 29843 | 306786 |
| \* | SentinelOne, Inc., <br> Class A<br>| 6700 | 123950 |
| \* | ServiceNow, Inc. | 12307 | 11753308 |
| \* | Silicon Laboratories, <br> Inc.<br>| 10373 | 1055556 |
| \* | SiTime Corp. | 5972 | 877048 |
|  | Skyworks Solutions, <br> Inc.<br>| 26331 | 1692557 |
| #\* | SolarEdge <br> Technologies, Inc.<br>| 22090 | 270271 |
| \* | SoundThinking, Inc. | 2086 | 32375 |
| \* | Sprinklr, Inc., Class A | 33445 | 257192 |
| \* | SPS Commerce, Inc. | 8128 | 1166449 |
| \* | Synaptics, Inc. | 14903 | 829501 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 12000 | 126000 |
| #\* | Synopsys, Inc. | 12955 | 5946475 |
|  | TD SYNNEX Corp. | 31223 | 3459508 |
|  | TE Connectivity PLC | 28590 | 4185004 |
| \* | Teledyne <br> Technologies, Inc.<br>| 5013 | 2336208 |
| \* | Telos Corp. | 10632 | 29025 |
| \* | Teradata Corp. | 27074 | 582091 |
|  | Teradyne, Inc. | 47370 | 3515328 |
| #\* | Terawulf, Inc. | 171377 | 476428 |
| \* | TransAct <br> Technologies, Inc.<br>| 300 | 1044 |
| \* | Trimble, Inc. | 65300 | 4057742 |
| \* | Trio-Tech <br> International<br>| 1792 | 9247 |
| \* | Twilio, Inc., Class A | 55937 | 5409667 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Tyler Technologies, <br> Inc.<br>| 5455 | $2963702 |
| \* | UiPath, Inc., Class A | 113697 | 1357542 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 11669 | 218269 |
| \* | Unisys Corp. | 24085 | 95617 |
| #\* | Unity Software, Inc. | 146398 | 3084606 |
|  | Universal Display <br> Corp.<br>| 13224 | 1661331 |
| \* | Veeco Instruments, <br> Inc.<br>| 3623 | 67750 |
| \* | Verint Systems, Inc. | 25544 | 450596 |
| \* | VeriSign, Inc. | 1675 | 472551 |
| #\* | Vertex, Inc., Class A | 18063 | 723062 |
| \* | Viant Technology, Inc., <br> Class A<br>| 1806 | 25844 |
| \* | Viasat, Inc. | 5260 | 48760 |
| \* | Viavi Solutions, Inc. | 39618 | 419158 |
| \* | Vishay Precision <br> Group, Inc.<br>| 335 | 8355 |
|  | Vontier Corp. | 63776 | 2028715 |
| \* | WidePoint Corp. | 3408 | 14552 |
| \* | Workday, Inc., <br> Class A<br>| 12131 | 2972095 |
|  | Xerox Holdings Corp. | 36283 | 160008 |
| \* | Xperi, Inc. | 22459 | 165972 |
| \* | Yext, Inc. | 35168 | 239142 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 16125 | 4036410 |
| \* | Zeta Global Holdings <br> Corp., Class A<br>| 32133 | 419657 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 38985 | 3022897 |
| \* | Zscaler, Inc. | 6047 | 1367650 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 1701485266 |
| MATERIALS — (2.6%) | MATERIALS — (2.6%) | MATERIALS — (2.6%) | MATERIALS — (2.6%) |
| # | Albemarle Corp. | 18782 | 1099686 |
| # | Amcor PLC | 874068 | 8041426 |
|  | American Vanguard <br> Corp.<br>| 32321 | 136395 |
|  | AptarGroup, Inc. | 25933 | 3888653 |
|  | Ardagh Metal <br> Packaging SA<br>| 14145 | 52478 |
|  | Ashland, Inc. | 9923 | 539712 |
| \* | Aspen Aerogels, Inc. | 24830 | 134082 |
| \* | ATI, Inc. | 46810 | 2545528 |
|  | Avery Dennison Corp. | 36285 | 6208726 |
|  | Avient Corp. | 44900 | 1495619 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 120982 | 3931915 |
|  | Balchem Corp. | 11386 | 1782478 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Ball Corp. | 108040 | $5611598 |
| \* | Bioceres Crop <br> Solutions Corp.<br>| 2888 | 12274 |
|  | Caledonia Mining <br> Corp. PLC<br>| 1217 | 16028 |
|  | Carpenter Technology <br> Corp.<br>| 17405 | 3404592 |
|  | Celanese Corp. | 22389 | 996534 |
| \* | Coeur Mining, Inc. | 45578 | 252958 |
|  | Commercial Metals <br> Co.<br>| 23386 | 1041612 |
|  | Compass Minerals <br> International, Inc.<br>| 12065 | 162154 |
|  | Corteva, Inc. | 140491 | 8709037 |
|  | Crown Holdings, Inc. | 54092 | 5210682 |
|  | DuPont de Nemours, <br> Inc.<br>| 74802 | 4936184 |
|  | Ecolab, Inc. | 31027 | 7801119 |
|  | Element Solutions, <br> Inc.<br>| 146782 | 2995821 |
| \* | Flexible Solutions <br> International, Inc.<br>| 3279 | 12362 |
| \* | Flotek Industries, Inc. | 2421 | 16850 |
|  | FMC Corp. | 43715 | 1832533 |
|  | Graphic Packaging <br> Holding Co.<br>| 102706 | 2599489 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 13296 | 697774 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 1339 | 74408 |
| # | Hawkins, Inc. | 11697 | 1424461 |
|  | HB Fuller Co. | 26607 | 1437842 |
|  | Hecla Mining Co. | 246700 | 1411124 |
|  | Huntsman Corp. | 71859 | 956443 |
| \* | Ingevity Corp. | 8256 | 272283 |
|  | Innospec, Inc. | 11994 | 1073223 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 45214 | 3547490 |
| \* | Intrepid Potash, Inc. | 1876 | 61983 |
| \* | Ivanhoe Electric, Inc. | 1297 | 8171 |
|  | Kaiser Aluminum <br> Corp.<br>| 4150 | 267509 |
| \* | Knife River Corp. | 14137 | 1320113 |
|  | Koppers Holdings, <br> Inc.<br>| 7836 | 196370 |
|  | Louisiana-Pacific <br> Corp.<br>| 27192 | 2346942 |
| \* | Magnera Corp. | 9300 | 136431 |
|  | Materion Corp. | 8010 | 664910 |
| \* | McEwen Mining, Inc. | 1454 | 11341 |
|  | Minerals <br> Technologies, Inc.<br>| 17358 | 895499 |
|  | Mosaic Co. | 64323 | 1955419 |
| #\* | MP Materials Corp. | 38889 | 951225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Myers Industries, Inc. | 11436 | $120078 |
|  | NewMarket Corp. | 2471 | 1520406 |
|  | Newmont Corp. | 111213 | 5858701 |
|  | Northern Technologies <br> International Corp.<br>| 2004 | 14930 |
|  | Nucor Corp. | 22524 | 2688690 |
|  | Olympic Steel, Inc. | 6698 | 216011 |
|  | Packaging Corp. of <br> America<br>| 18075 | 3354901 |
| \* | Perimeter Solutions, <br> Inc.<br>| 19808 | 200655 |
|  | PPG Industries, Inc. | 62182 | 6769133 |
|  | Quaker Chemical <br> Corp.<br>| 3209 | 339961 |
|  | Radius Recycling, <br> Inc.<br>| 14549 | 426722 |
| \* | Ranpak Holdings <br> Corp.<br>| 39464 | 162197 |
|  | Reliance, Inc. | 31395 | 9048981 |
| †† | Resolute Forest <br> Products, Inc.<br>| 1960 | 522 |
|  | Royal Gold, Inc. | 33152 | 6057202 |
|  | RPM International, <br> Inc.<br>| 69812 | 7452431 |
|  | Ryerson Holding <br> Corp.<br>| 20975 | 490395 |
|  | Scotts Miracle-Gro <br> Co.<br>| 20077 | 1011479 |
|  | Sealed Air Corp. | 63593 | 1752623 |
|  | Sensient Technologies <br> Corp.<br>| 13086 | 1229430 |
|  | Sherwin-Williams Co. | 63108 | 22272075 |
|  | Silgan Holdings, Inc. | 43954 | 2270224 |
|  | Smurfit WestRock <br> PLC<br>| 35793 | 1504022 |
|  | Sonoco Products Co. | 33695 | 1381495 |
| # | Southern Copper <br> Corp.<br>| 6209 | 555830 |
|  | Steel Dynamics, Inc. | 27812 | 3607495 |
|  | Stepan Co. | 10334 | 522487 |
|  | Sylvamo Corp. | 14418 | 859601 |
|  | TriMas Corp. | 29612 | 712169 |
|  | Vulcan Materials Co. | 22594 | 5927084 |
|  | Worthington Steel, <br> Inc.<br>| 23049 | 591437 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 184098853 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 308 | 6945 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 29618 | 102478 |
| \* | CBRE Group, Inc., <br> Class A<br>| 55570 | 6789543 |
| \* | CoStar Group, Inc. | 58933 | 4371061 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Cushman & Wakefield <br> PLC<br>| 93135 | $872675 |
|  | eXp World Holdings, <br> Inc.<br>| 14656 | 134249 |
| \* | Forestar Group, Inc. | 10714 | 206352 |
| \* | FRP Holdings, Inc. | 237 | 6301 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 12620 | 839609 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 21099 | 4798123 |
|  | Marcus & Millichap, <br> Inc.<br>| 9545 | 290168 |
| \* | Maui Land & <br> Pineapple Co., Inc.<br>| 7404 | 114984 |
| \* | Millrose Properties, <br> Inc.<br>| 32393 | 811121 |
|  | Newmark Group, Inc., <br> Class A<br>| 49923 | 548654 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 781 | 1234 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 6670 | 51025 |
|  | RMR Group, Inc., <br> Class A<br>| 4376 | 64240 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 3179 | 60878 |
| \* | Star Holdings | 1403 | 9456 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 70680 | 4758884 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 21990 | 1450900 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 26288880 |
| UTILITIES — (0.8%) | UTILITIES — (0.8%) | UTILITIES — (0.8%) | UTILITIES — (0.8%) |
|  | American States <br> Water Co.<br>| 16212 | 1314955 |
|  | American Water <br> Works Co., Inc.<br>| 39837 | 5856437 |
|  | Artesian Resources <br> Corp., Class A<br>| 381 | 13533 |
|  | Atmos Energy Corp. | 27083 | 4350342 |
|  | Brookfield Renewable <br> Corp.<br>| 64121 | 1824884 |
|  | California Water <br> Service Group<br>| 24812 | 1256728 |
|  | Chesapeake Utilities <br> Corp.<br>| 3888 | 511933 |
|  | Consolidated Edison, <br> Inc.<br>| 53991 | 6087485 |
|  | Consolidated Water <br> Co. Ltd.<br>| 2963 | 68860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Edison International | 84186 | $4504793 |
|  | Essential Utilities, Inc. | 46702 | 1920853 |
|  | Eversource Energy | 75543 | 4493298 |
|  | Exelon Corp. | 106172 | 4979467 |
|  | Genie Energy Ltd., <br> Class B<br>| 21350 | 315340 |
|  | Global Water <br> Resources, Inc.<br>| 1296 | 13517 |
|  | MDU Resources <br> Group, Inc.<br>| 24022 | 411737 |
|  | Middlesex Water Co. | 7528 | 475167 |
| \* | Montauk Renewables, <br> Inc.<br>| 5801 | 12182 |
|  | New Jersey <br> Resources Corp.<br>| 62660 | 3066581 |
|  | Northwest Natural <br> Holding Co.<br>| 17207 | 741622 |
|  | ONE Gas, Inc. | 18334 | 1439402 |
|  | Ormat Technologies, <br> Inc.<br>| 14747 | 1070632 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 39223 | 3135094 |
| \* | Pure Cycle Corp. | 16610 | 164439 |
|  | RGC Resources, Inc. | 517 | 10842 |
|  | SJW Group | 15217 | 863413 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 29363 | 2120302 |
|  | Spire, Inc. | 21510 | 1646376 |
|  | UGI Corp. | 91076 | 2986382 |
|  | Unitil Corp. | 4502 | 264087 |
|  | York Water Co. | 1961 | 69027 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 55989710 |
| TOTAL COMMON <br> STOCKS <br>Cost ($4021376230) | TOTAL COMMON <br> STOCKS <br>Cost ($4021376230) |  | 7030153104 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 12703606 | 12703606 |
| SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 11949011 | 138190314 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,172,280,849) | (Cost $4,172,280,849) |  | $7181047024 |

---

------

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

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $674443775 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $674443775 |
| Consumer Discretionary | &nbsp;&nbsp; 827483754 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 827483754 |
| Consumer Staples | &nbsp;&nbsp; 424563211 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 424563211 |
| Energy | &nbsp;&nbsp; 105824629 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 105824629 |
| Financials | &nbsp;&nbsp; 1294455503 | &nbsp;&nbsp; $5514 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1294461017 |
| Health Care | &nbsp;&nbsp; 820609609 | &nbsp;&nbsp; — | &nbsp;&nbsp; $166299 | &nbsp;&nbsp; 820775908 |
| Industrials | &nbsp;&nbsp; 914728257 | &nbsp;&nbsp; 9844 | &nbsp;&nbsp; — | &nbsp;&nbsp; 914738101 |
| Information Technology | &nbsp;&nbsp; 1701485266 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1701485266 |
| Materials | &nbsp;&nbsp; 184098331 | &nbsp;&nbsp; — | &nbsp;&nbsp; 522 | &nbsp;&nbsp; 184098853 |
| Real Estate | &nbsp;&nbsp; 26288880 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 26288880 |
| Utilities | &nbsp;&nbsp; 55989710 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 55989710 |
| Temporary Cash Investments | &nbsp;&nbsp; 12703606 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 12703606 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 138190314 | &nbsp;&nbsp; — | &nbsp;&nbsp; 138190314 |
| Total Investments in Securities | &nbsp;&nbsp; $7042674531 | &nbsp;&nbsp; $138205672 | &nbsp;&nbsp; $166,821˂˃ | &nbsp;&nbsp; $7181047024 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

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

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (96.9%) | COMMON STOCKS — (96.9%) | COMMON STOCKS — (96.9%) | COMMON STOCKS — (96.9%) |
| COMMUNICATION SERVICES — (4.6%) | COMMUNICATION SERVICES — (4.6%) | COMMUNICATION SERVICES — (4.6%) | COMMUNICATION SERVICES — (4.6%) |
| \* | Advantage Solutions, <br> Inc.<br>| 44707 | $59907 |
| \* | AMC Networks, Inc., <br> Class A<br>| 10306 | 65958 |
| \* | Angi, Inc. | 14689 | 168336 |
|  | ATN International, <br> Inc.<br>| 4582 | 81056 |
| \* | Bandwidth, Inc., <br> Class A<br>| 8289 | 102949 |
| \* | Boston Omaha Corp., <br> Class A<br>| 8898 | 138186 |
| \* | Bumble, Inc., Class A | 24409 | 103006 |
|  | Cable One, Inc. | 1504 | 401974 |
| \* | Cars.com, Inc. | 20124 | 234243 |
| \* | DHI Group, Inc. | 11057 | 15590 |
| \* | EchoStar Corp., <br> Class A<br>| 2693 | 60539 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 16255 | 29747 |
| \* | Eventbrite, Inc., <br> Class A<br>| 5338 | 11317 |
| \* | EW Scripps Co., <br> Class A<br>| 8300 | 16683 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 52610 | 1907112 |
| \* | Gambling.com Group <br> Ltd.<br>| 5426 | 69833 |
| \* | Gannett Co., Inc. | 35853 | 114730 |
|  | Gray Media, Inc. | 24373 | 81650 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 42067 | 297414 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 70426 | 1769101 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 9401 | 410260 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 4030 | 358871 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 24656 | 2228656 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 36090 | 395185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 38193 | $433109 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 9626 | 52173 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 48846 | 268653 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 2178 | 152416 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 1982 | 141733 |
| \* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 2443 | 79251 |
| \* | Magnite, Inc. | 33680 | 400455 |
|  | Marcus Corp. | 7615 | 124201 |
|  | National CineMedia, <br> Inc.<br>| 14611 | 83721 |
|  | Nexstar Media Group, <br> Inc.<br>| 9244 | 1383457 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 13367 | 19649 |
| \* | Outbrain, Inc. | 2244 | 7944 |
| # | Paramount Global <br> (PARA US), <br> Class B<br>| 36864 | 432783 |
| # | Paramount Global <br> (PARAA US), <br> Class A<br>| 4246 | 96214 |
| \* | PubMatic, Inc., <br> Class A<br>| 11087 | 108320 |
| \* | Reservoir Media, Inc. | 1646 | 12345 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 900 | 10215 |
|  | Scholastic Corp. | 9082 | 163748 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 15301 | 170453 |
|  | Shutterstock, Inc. | 4436 | 70799 |
|  | Sinclair, Inc. | 976 | 14054 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| # | Sirius XM Holdings, <br> Inc.<br>| 40372 | $864768 |
| \* | Sphere Entertainment <br> Co.<br>| 8832 | 240672 |
|  | Spok Holdings, Inc. | 3568 | 51165 |
| \* | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 10528 | 567670 |
| \* | TechTarget, Inc. | 2108 | 16801 |
|  | TEGNA, Inc. | 46978 | 762453 |
|  | Telephone & Data <br> Systems, Inc.<br>| 28105 | 1053656 |
| \* | Thryv Holdings, Inc. | 2527 | 34620 |
| \* | TripAdvisor, Inc. | 21699 | 270153 |
| \* | TrueCar, Inc. | 11290 | 16822 |
| \* | U.S. Cellular Corp. | 15565 | 1068693 |
| \* | Vimeo, Inc. | 47066 | 237213 |
| \* | Vivid Seats, Inc., <br> Class A<br>| 12185 | 34240 |
| \* | WideOpenWest, Inc. | 6256 | 27401 |
| \* | Yelp, Inc. | 11851 | 415733 |
| \* | Ziff Davis, Inc. | 12459 | 367914 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 45210 | 386998 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 19764968 |
| CONSUMER DISCRETIONARY — (16.5%) | CONSUMER DISCRETIONARY — (16.5%) | CONSUMER DISCRETIONARY — (16.5%) | CONSUMER DISCRETIONARY — (16.5%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 12741 | 70458 |
| \* | 1stdibs.com, Inc. | 6833 | 16878 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 1564 | 108573 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 21145 | 796744 |
| \* | Adient PLC | 21740 | 275011 |
|  | ADT, Inc. | 146394 | 1174080 |
| \* | Adtalem Global <br> Education, Inc.<br>| 15236 | 1618063 |
|  | Advance Auto Parts, <br> Inc.<br>| 12026 | 393491 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 6700 | 163212 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 34590 | 132134 |
|  | American Eagle <br> Outfitters, Inc.<br>| 51762 | 545054 |
| \* | American Public <br> Education, Inc.<br>| 5674 | 133339 |
| \* | America's Car-Mart, <br> Inc.<br>| 2224 | 105462 |
| \* | Aptiv PLC | 40634 | 2318576 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Aramark | 34616 | $1157213 |
|  | Arko Corp. | 24049 | 96797 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 5412 | 1180574 |
|  | Autoliv, Inc. | 7799 | 727101 |
| \* | AutoNation, Inc. | 10667 | 1857658 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 2964 | 52315 |
| \* | Beazer Homes USA, <br> Inc.<br>| 9699 | 189712 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 673 | 156748 |
| \* | Birkenstock Holding <br> PLC<br>| 10081 | 518466 |
| \* | BJ's Restaurants, Inc. | 7274 | 242151 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 917 | 95680 |
|  | BorgWarner, Inc. | 64192 | 1821769 |
|  | Brunswick Corp. | 14455 | 665653 |
| \* | Caesars <br> Entertainment, Inc.<br>| 44221 | 1196620 |
|  | Caleres, Inc. | 9310 | 141884 |
| \* | Capri Holdings Ltd. | 22585 | 339678 |
|  | Carriage Services, <br> Inc.<br>| 3320 | 132667 |
|  | Carter's, Inc. | 7283 | 240703 |
|  | Cato Corp., Class A | 6492 | 15321 |
| \* | Cavco Industries, Inc. | 162 | 80004 |
|  | Century Communities, <br> Inc.<br>| 9462 | 516057 |
| \* | Citi Trends, Inc. | 2972 | 66365 |
|  | Columbia Sportswear <br> Co.<br>| 10353 | 643646 |
| \* | ContextLogic, Inc., <br> Class A<br>| 5427 | 38749 |
|  | Cracker Barrel Old <br> Country Store, Inc.<br>| 3671 | 156752 |
|  | Cricut, Inc., Class A | 5847 | 29118 |
| \* | Crocs, Inc. | 516 | 49753 |
| \* | Culp, Inc. | 4000 | 15200 |
|  | Dana, Inc. | 41049 | 564013 |
| # | Designer Brands, Inc., <br> Class A<br>| 14068 | 39250 |
| \* | Destination XL Group, <br> Inc.<br>| 16408 | 16237 |
|  | Dillard's, Inc., Class A | 1317 | 456551 |
| \* | Dorman Products, <br> Inc.<br>| 6099 | 691017 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 5191 | 117628 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 10787 | 100858 |
|  | Escalade, Inc. | 2840 | 43111 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Ethan Allen Interiors, <br> Inc.<br>| 8291 | $235713 |
| \* | Figs, Inc., Class A | 34411 | 138676 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 16339 | 288547 |
| \* | Five Below, Inc. | 2164 | 164226 |
|  | Flexsteel Industries, <br> Inc.<br>| 1294 | 43207 |
| \* | Foot Locker, Inc. | 26731 | 327989 |
| \* | Fox Factory Holding <br> Corp.<br>| 563 | 11435 |
| \* | Full House Resorts, <br> Inc.<br>| 7991 | 25811 |
| \* | Funko, Inc., Class A | 11017 | 44178 |
|  | Gap, Inc. | 84257 | 1845228 |
| \* | Genesco, Inc. | 3333 | 64660 |
|  | Gentex Corp. | 34977 | 761799 |
| \* | Gentherm, Inc. | 7165 | 186362 |
| \* | G-III Apparel Group <br> Ltd.<br>| 13642 | 344051 |
| \* | Global Business <br> Travel Group I<br>| 4134 | 27739 |
|  | Golden Entertainment, <br> Inc.<br>| 3441 | 88434 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 75715 | 823779 |
|  | Graham Holdings Co., <br> Class B<br>| 1065 | 979853 |
| \* | Green Brick Partners, <br> Inc.<br>| 12789 | 754423 |
|  | Group 1 Automotive, <br> Inc.<br>| 4074 | 1644389 |
|  | Guess?, Inc. | 14234 | 160133 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 3030 | 59994 |
|  | Harley-Davidson, Inc. | 37314 | 836580 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 4883 | 88675 |
| \* | Helen of Troy Ltd. | 2971 | 82772 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 22673 | 762493 |
| \* | Holley, Inc. | 25043 | 53842 |
|  | Hooker Furnishings <br> Corp.<br>| 3752 | 36019 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1507 | 145878 |
| \* | iRobot Corp. | 4421 | 10831 |
|  | J Jill, Inc. | 1222 | 18599 |
|  | JAKKS Pacific, Inc. | 2878 | 55517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 2153 | $49153 |
|  | KB Home | 16955 | 916079 |
| # | Kohl's Corp. | 28844 | 193255 |
|  | Krispy Kreme, Inc. | 39814 | 163237 |
|  | Lakeland Industries, <br> Inc.<br>| 2662 | 43470 |
| \* | Lands' End, Inc. | 8069 | 71653 |
| \* | Landsea Homes <br> Corp.<br>| 8705 | 53101 |
| \* | Latham Group, Inc. | 20733 | 113306 |
| \* | Laureate Education, <br> Inc.<br>| 22510 | 451776 |
|  | La-Z-Boy, Inc. | 12947 | 511407 |
|  | LCI Industries | 6246 | 481442 |
|  | Lear Corp. | 15737 | 1349448 |
| \* | Legacy Housing <br> Corp.<br>| 6100 | 148383 |
| \* | LGI Homes, Inc. | 6773 | 369874 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 38202 | 1171273 |
|  | Lifetime Brands, Inc. | 6271 | 22826 |
| \* | Lincoln Educational <br> Services Corp.<br>| 9167 | 154922 |
|  | Lithia Motors, Inc. | 6799 | 1990475 |
|  | LKQ Corp. | 50904 | 1945042 |
| \* | Lovesac Co. | 4311 | 83849 |
|  | Macy's, Inc. | 85319 | 974343 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 5929 | 169332 |
|  | Marine Products <br> Corp.<br>| 4814 | 40438 |
| \* | MarineMax, Inc. | 6679 | 143331 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 10340 | 566735 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 4007 | 65875 |
| \* | Mattel, Inc. | 48080 | 763991 |
| \* | MGM Resorts <br> International<br>| 4892 | 153902 |
| \* | Mister Car Wash, Inc. | 35540 | 243804 |
| #\* | Mobileye Global, Inc., <br> Class A<br>| 28131 | 410150 |
| \* | Mohawk Industries, <br> Inc.<br>| 17220 | 1831347 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 1391 | 108762 |
|  | Monro, Inc. | 8192 | 114196 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 5047 | 44969 |
|  | Movado Group, Inc. | 5303 | 73659 |
| \* | National Vision <br> Holdings, Inc.<br>| 21814 | 269403 |
|  | Newell Brands, Inc. | 117233 | 560374 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | ODP Corp. | 8840 | $120931 |
| # | OneSpaWorld <br> Holdings Ltd.<br>| 14112 | 235670 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 3425 | 51409 |
|  | Oxford Industries, Inc. | 4423 | 214958 |
|  | Patrick Industries, <br> Inc.<br>| 10439 | 803594 |
| \* | Penn Entertainment, <br> Inc.<br>| 17997 | 273914 |
|  | Penske Automotive <br> Group, Inc.<br>| 13917 | 2166459 |
|  | Perdoceo Education <br> Corp.<br>| 20573 | 516794 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 53057 | 156518 |
| \* | PetMed Express, Inc. | 3703 | 12516 |
|  | Phinia, Inc. | 12294 | 493604 |
| \* | Playa Hotels & <br> Resorts NV<br>| 16569 | 222356 |
|  | Polaris, Inc. | 7733 | 262613 |
| #\* | Portillo's, Inc., <br> Class A<br>| 15113 | 156268 |
|  | PVH Corp. | 15733 | 1085262 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 1296 | 51425 |
|  | Rocky Brands, Inc. | 2544 | 54416 |
| #\* | Sally Beauty Holdings, <br> Inc.<br>| 29185 | 237566 |
| \* | Savers Value Village, <br> Inc.<br>| 2231 | 21395 |
|  | Shoe Carnival, Inc. | 9081 | 157828 |
|  | Signet Jewelers Ltd. | 11767 | 697783 |
| \* | Skechers USA, Inc., <br> Class A<br>| 20139 | 967075 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 7204 | 437427 |
|  | Standard Motor <br> Products, Inc.<br>| 6061 | 164253 |
|  | Steven Madden Ltd. | 13150 | 276150 |
| \* | Stoneridge, Inc. | 8561 | 33045 |
|  | Strategic Education, <br> Inc.<br>| 7143 | 582726 |
| \* | Strattec Security <br> Corp.<br>| 1052 | 35053 |
|  | Superior Group of <br> Cos., Inc.<br>| 3288 | 34129 |
| \* | Target Hospitality <br> Corp.<br>| 7206 | 49001 |
| \* | Taylor Morrison Home <br> Corp.<br>| 29782 | 1707998 |
| # | Thor Industries, Inc. | 14697 | 1064357 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 11776 | 66770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Tilly's, Inc., Class A | 7075 | $10825 |
|  | Toll Brothers, Inc. | 28980 | 2923213 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 46821 | 309487 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 27021 | 830896 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 56566 | 307719 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 51824 | 296433 |
| \* | Unifi, Inc. | 6055 | 30820 |
| \* | Universal Electronics, <br> Inc.<br>| 3207 | 15554 |
|  | Upbound Group, Inc. | 12419 | 247138 |
| \* | Urban Outfitters, Inc. | 25412 | 1341245 |
| \* | Vera Bradley, Inc. | 3367 | 6566 |
| \* | Victoria's Secret & <br> Co.<br>| 1202 | 22598 |
| \* | Visteon Corp. | 5507 | 436099 |
|  | Weyco Group, Inc. | 3084 | 92212 |
| # | Whirlpool Corp. | 9052 | 690487 |
|  | Winnebago Industries, <br> Inc.<br>| 8471 | 269547 |
| \* | Zumiez, Inc. | 6138 | 71815 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 71548425 |
| CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 295 | 6484 |
|  | Andersons, Inc. | 10801 | 407306 |
|  | B&G Foods, Inc. | 23175 | 159676 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 1696 | 416877 |
|  | Bunge Global SA | 10537 | 829473 |
|  | Calavo Growers, Inc. | 4813 | 132935 |
|  | Campbell's Co. | 40939 | 1492636 |
| \* | Central Garden & Pet <br> Co. (CENT US)<br>| 3200 | 107392 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 15767 | 466230 |
| \* | Coty, Inc., Class A | 90378 | 456409 |
|  | Dole PLC | 23202 | 352438 |
|  | Edgewell Personal <br> Care Co.<br>| 14529 | 443861 |
|  | Flowers Foods, Inc. | 26999 | 474913 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 26318 | 441879 |
| \* | Hain Celestial Group, <br> Inc.<br>| 22082 | 67129 |
|  | Ingles Markets, Inc., <br> Class A<br>| 4152 | 256137 |
|  | Ingredion, Inc. | 16011 | 2126581 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | J&J Snack Foods <br> Corp.<br>| 2404 | $311534 |
|  | J.M. Smucker Co. | 27536 | 3201611 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 2247 | 148909 |
|  | Limoneira Co. | 1776 | 26693 |
| \* | Mission Produce, Inc. | 14749 | 154496 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 52744 | 3034362 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 5004 | 61649 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 7949 | 50317 |
|  | Oil-Dri Corp. of <br> America<br>| 4158 | 175010 |
| # | PriceSmart, Inc. | 8259 | 838206 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 1485 | 133190 |
| \* | Simply Good Foods <br> Co.<br>| 22629 | 817133 |
|  | SpartanNash Co. | 10163 | 201634 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 8084 | 510100 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 6546 | 209472 |
| \* | TreeHouse Foods, <br> Inc.<br>| 14211 | 330974 |
| \* | United Natural Foods, <br> Inc.<br>| 17075 | 456073 |
| \* | USANA Health <br> Sciences, Inc.<br>| 4700 | 132023 |
|  | Utz Brands, Inc. | 7011 | 93176 |
|  | Village Super Market, <br> Inc., Class A<br>| 3681 | 135645 |
|  | Walgreens Boots <br> Alliance, Inc.<br>| 18138 | 198974 |
| # | Weis Markets, Inc. | 7829 | 673216 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 20532753 |
| ENERGY — (3.0%) | ENERGY — (3.0%) | ENERGY — (3.0%) | ENERGY — (3.0%) |
| \* | Antero Resources <br> Corp.<br>| 59944 | 2087849 |
|  | Archrock, Inc. | 30594 | 719877 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 20781 | 281167 |
| \* | Bristow Group, Inc. | 8628 | 250557 |
|  | Cactus, Inc., Class A | 1749 | 66357 |
|  | ChampionX Corp. | 5423 | 130857 |
| \* | Clean Energy Fuels <br> Corp.<br>| 64734 | 93864 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Core Laboratories, <br> Inc.<br>| 11534 | $131142 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 7682 | 100020 |
| \* | DMC Global, Inc. | 7150 | 46403 |
|  | Energy Services of <br> America Corp.<br>| 3774 | 32268 |
| \* | Expro Group Holdings <br> NV<br>| 33282 | 275242 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 3806 | 55758 |
| \* | Geospace <br> Technologies Corp.<br>| 3758 | 24202 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 6400 | 45760 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 47280 | 287935 |
|  | HF Sinclair Corp. | 49727 | 1495291 |
| \* | Innovex International, <br> Inc.<br>| 8321 | 125647 |
|  | Kodiak Gas Services, <br> Inc.<br>| 16886 | 574293 |
| \* | Kosmos Energy Ltd. | 109217 | 168194 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 8954 | 22654 |
| \* | Nabors Industries Ltd. | 2005 | 53814 |
| \* | National Energy <br> Services Reunited <br> Corp.<br>| 14261 | 88846 |
| \* | Natural Gas Services <br> Group, Inc.<br>| 4461 | 80164 |
|  | Noble Corp. PLC | 600 | 13044 |
|  | NOV, Inc. | 103011 | 1195958 |
| \* | NPK International, <br> Inc.<br>| 31317 | 181012 |
| \* | Oceaneering <br> International, Inc.<br>| 18252 | 323973 |
| \* | Oil States <br> International, Inc.<br>| 15718 | 55170 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 116751 | 658476 |
| \* | ProPetro Holding <br> Corp.<br>| 32120 | 159958 |
|  | Range Resources <br> Corp.<br>| 214 | 7261 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 6338 | 70288 |
| \* | REX American <br> Resources Corp.<br>| 5981 | 237565 |
|  | RPC, Inc. | 64111 | 303245 |
|  | Select Water <br> Solutions, Inc.<br>| 32037 | 272955 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Sitio Royalties Corp., <br> Class A<br>| 13642 | $231368 |
|  | TechnipFMC PLC | 30441 | 857523 |
| \* | TETRA Technologies, <br> Inc.<br>| 19800 | 56430 |
| #\* | Transocean Ltd. | 241170 | 513692 |
|  | Weatherford <br> International PLC<br>| 1704 | 70546 |
|  | World Kinect Corp. | 22121 | 555016 |
| TOTAL ENERGY | TOTAL ENERGY |  | 13001641 |
| FINANCIALS — (29.5%) | FINANCIALS — (29.5%) | FINANCIALS — (29.5%) | FINANCIALS — (29.5%) |
|  | 1st Source Corp. | 5188 | 311021 |
| \* | Acacia Research <br> Corp.<br>| 17209 | 53176 |
|  | ACNB Corp. | 2280 | 95555 |
|  | Affiliated Managers <br> Group, Inc.<br>| 7249 | 1200652 |
|  | Alerus Financial <br> Corp.<br>| 4356 | 86597 |
|  | Ally Financial, Inc. | 68958 | 2252168 |
| \* | AlTi Global, Inc. | 2937 | 10074 |
|  | Amalgamated <br> Financial Corp.<br>| 7220 | 203315 |
| \* | Ambac Financial <br> Group, Inc.<br>| 13700 | 109326 |
|  | Amerant Bancorp, <br> Inc.<br>| 7261 | 122275 |
|  | American Coastal <br> Insurance Corp.<br>| 3609 | 41251 |
|  | American Financial <br> Group, Inc.<br>| 4900 | 620634 |
|  | Ameris Bancorp | 15570 | 912402 |
|  | Ames National Corp. | 2367 | 41091 |
|  | Arrow Financial Corp. | 3500 | 85855 |
|  | Associated <br> Banc-Corp.<br>| 36898 | 813970 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 306 | 11053 |
|  | Assurant, Inc. | 2042 | 393575 |
|  | Assured Guaranty <br> Ltd.<br>| 13489 | 1183390 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 32124 | 889835 |
| \* | Atlanticus Holdings <br> Corp.<br>| 3806 | 208645 |
|  | Axis Capital Holdings <br> Ltd.<br>| 20660 | 1989971 |
| \* | Axos Financial, Inc. | 14261 | 905288 |
|  | Bank First Corp. | 1396 | 152415 |
|  | Bank of Hawaii Corp. | 3106 | 205338 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Bank of Marin <br> Bancorp<br>| 3417 | $70117 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 7131 | 286524 |
|  | Bank OZK | 25115 | 1069899 |
|  | Bank7 Corp. | 1903 | 69269 |
|  | BankFinancial Corp. | 3100 | 38099 |
|  | BankUnited, Inc. | 16474 | 538865 |
|  | Bankwell Financial <br> Group, Inc.<br>| 1826 | 61920 |
|  | Banner Corp. | 7594 | 464297 |
|  | Bar Harbor <br> Bankshares<br>| 4147 | 122917 |
|  | BayCom Corp. | 3607 | 93818 |
|  | BCB Bancorp, Inc. | 4329 | 35584 |
|  | Berkshire Hills <br> Bancorp, Inc.<br>| 10733 | 266500 |
| \* | Blue Foundry <br> Bancorp<br>| 4624 | 43188 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 16260 | 55772 |
|  | BOK Financial Corp. | 12814 | 1193880 |
|  | Bread Financial <br> Holdings, Inc.<br>| 10820 | 513409 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 5951 | 91586 |
| \* | Brighthouse Financial, <br> Inc.<br>| 14152 | 823929 |
|  | Brookline Bancorp, <br> Inc.<br>| 19919 | 207954 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 1631 | 91189 |
|  | Business First <br> Bancshares, Inc.<br>| 6189 | 142656 |
|  | Byline Bancorp, Inc. | 9356 | 238952 |
|  | C&F Financial Corp. | 728 | 47153 |
|  | Cadence Bank | 41688 | 1219791 |
| \* | California BanCorp | 1658 | 23162 |
|  | Camden National <br> Corp.<br>| 3847 | 148186 |
|  | Capital Bancorp, Inc. | 2331 | 73636 |
|  | Capital City Bank <br> Group, Inc.<br>| 5210 | 190373 |
|  | Capitol Federal <br> Financial, Inc.<br>| 30094 | 170633 |
| \* | Carter Bankshares, <br> Inc.<br>| 6178 | 94585 |
|  | Cass Information <br> Systems, Inc.<br>| 2575 | 104906 |
|  | Cathay General <br> Bancorp<br>| 17782 | 741332 |
|  | Central Pacific <br> Financial Corp.<br>| 7383 | 189669 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Chemung Financial <br> Corp.<br>| 1081 | $47932 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 937 | 26639 |
|  | Citizens & Northern <br> Corp.<br>| 3770 | 72573 |
|  | Citizens Financial <br> Services, Inc.<br>| 296 | 16111 |
|  | City Holding Co. | 1843 | 213548 |
|  | Civista Bancshares, <br> Inc.<br>| 3868 | 87069 |
|  | CNB Financial Corp. | 4521 | 99236 |
|  | CNO Financial Group, <br> Inc.<br>| 21516 | 816317 |
| \* | Coastal Financial <br> Corp.<br>| 1706 | 140148 |
|  | Colony Bankcorp, Inc. | 4760 | 73875 |
|  | Columbia Banking <br> System, Inc.<br>| 34865 | 781673 |
| \* | Columbia Financial, <br> Inc.<br>| 13551 | 182532 |
|  | Comerica, Inc. | 29493 | 1585249 |
|  | Commerce <br> Bancshares, Inc.<br>| 12091 | 734407 |
|  | Community Financial <br> System, Inc.<br>| 9861 | 538312 |
|  | Community Trust <br> Bancorp, Inc.<br>| 5338 | 261348 |
|  | Community West <br> Bancshares<br>| 3839 | 67183 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 10514 | 236880 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 5067 | 46768 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 8865 | 1032507 |
| \* | Customers Bancorp, <br> Inc.<br>| 6870 | 343500 |
|  | CVB Financial Corp. | 33015 | 612098 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 203 | 25574 |
|  | DigitalBridge Group, <br> Inc.<br>| 15355 | 128982 |
|  | Dime Community <br> Bancshares, Inc.<br>| 10819 | 277940 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 7840 | 151704 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 1400 | 24360 |
|  | Eagle Bancorp, Inc. | 6488 | 116460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | East West Bancorp, <br> Inc.<br>| 21537 | $1842490 |
|  | Eastern Bankshares, <br> Inc.<br>| 41855 | 624477 |
| \* | eHealth, Inc. | 4688 | 26065 |
|  | Employers Holdings, <br> Inc.<br>| 7389 | 359032 |
|  | Enact Holdings, Inc. | 14464 | 517667 |
| \* | Encore Capital Group, <br> Inc.<br>| 5833 | 200655 |
| \* | Enova International, <br> Inc.<br>| 9073 | 832811 |
| \* | Enstar Group Ltd. | 1017 | 340095 |
|  | Enterprise Bancorp, <br> Inc.<br>| 2368 | 88090 |
|  | Enterprise Financial <br> Services Corp.<br>| 8183 | 425680 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 4772 | 183674 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 1185 | 98260 |
|  | Essent Group Ltd. | 23911 | 1361253 |
|  | Evans Bancorp, Inc. | 1450 | 55753 |
| #\* | EZCORP, Inc., <br> Class A<br>| 12979 | 212466 |
|  | F&G Annuities & Life, <br> Inc.<br>| 3457 | 120338 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 2596 | 67937 |
|  | Farmers National <br> Banc Corp.<br>| 7927 | 103368 |
|  | FB Financial Corp. | 9850 | 419216 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 2063 | 361706 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 1467 | 23985 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 1438 | 30025 |
|  | Financial Institutions, <br> Inc.<br>| 4235 | 107527 |
|  | First American <br> Financial Corp.<br>| 22790 | 1385860 |
|  | First BanCorp | 40277 | 791040 |
|  | First Bancorp, Inc. | 2747 | 67109 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 9111 | 368631 |
|  | First Bank | 5876 | 84497 |
|  | First Busey Corp. | 21238 | 441538 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 2501 | 120398 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Commonwealth <br> Financial Corp.<br>| 21455 | $328691 |
|  | First Community <br> Bankshares, Inc.<br>| 4987 | 187910 |
|  | First Community <br> Corp.<br>| 1027 | 24135 |
|  | First Financial <br> Bancorp<br>| 25997 | 601831 |
|  | First Financial Corp. | 3398 | 167861 |
|  | First Foundation, Inc. | 18604 | 93392 |
|  | First Hawaiian, Inc. | 28186 | 644332 |
|  | First Horizon Corp. | 118822 | 2148302 |
|  | First Internet Bancorp | 2330 | 49536 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 23116 | 605524 |
|  | First Merchants Corp. | 12819 | 456869 |
|  | First Mid Bancshares, <br> Inc.<br>| 4899 | 163774 |
|  | First Northwest <br> Bancorp<br>| 1286 | 13246 |
|  | First of Long Island <br> Corp.<br>| 5557 | 64017 |
|  | First United Corp. | 1585 | 47185 |
| \* | First Western <br> Financial, Inc.<br>| 1560 | 32900 |
|  | FirstCash Holdings, <br> Inc.<br>| 1697 | 227330 |
|  | Five Star Bancorp | 2572 | 71193 |
|  | Flushing Financial <br> Corp.<br>| 8161 | 97687 |
|  | FNB Corp. | 80047 | 1047815 |
| # | Franklin Resources, <br> Inc.<br>| 86317 | 1619307 |
|  | FS Bancorp, Inc. | 2327 | 90986 |
|  | Fulton Financial Corp. | 39963 | 666583 |
| \* | FVCBankcorp, Inc. | 731 | 8348 |
| \* | Genworth Financial, <br> Inc.<br>| 110404 | 757371 |
|  | German American <br> Bancorp, Inc.<br>| 6638 | 251647 |
|  | Glacier Bancorp, Inc. | 2279 | 92892 |
|  | Globe Life, Inc. | 11732 | 1447025 |
|  | Great Southern <br> Bancorp, Inc.<br>| 3335 | 183425 |
| \* | Green Dot Corp., <br> Class A<br>| 10197 | 85349 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 8700 | 114101 |
|  | Guaranty Bancshares, <br> Inc.<br>| 2732 | 107805 |
|  | Hancock Whitney <br> Corp.<br>| 19027 | 991116 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Hanmi Financial <br> Corp.<br>| 8841 | $202194 |
|  | HarborOne Bancorp, <br> Inc.<br>| 9845 | 111445 |
|  | HBT Financial, Inc. | 6139 | 142271 |
|  | Heritage Commerce <br> Corp.<br>| 13437 | 121470 |
|  | Heritage Financial <br> Corp.<br>| 7764 | 177174 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 874 | 16519 |
| # | Hingham Institution <br> For Savings<br>| 293 | 73121 |
| \* | Hippo Holdings, Inc. | 4803 | 111045 |
|  | Home Bancorp, Inc. | 2324 | 116990 |
|  | Home BancShares, <br> Inc.<br>| 34883 | 968003 |
| \* | HomeStreet, Inc. | 3100 | 35216 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 3920 | 133829 |
|  | Hope Bancorp, Inc. | 26605 | 265252 |
|  | Horace Mann <br> Educators Corp.<br>| 8820 | 366383 |
|  | Horizon Bancorp, Inc. | 10969 | 161025 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 6289 | 191563 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 9344 | 552137 |
|  | International <br> Bancshares Corp.<br>| 14332 | 874825 |
|  | Invesco Ltd. | 98316 | 1369542 |
|  | Investar Holding <br> Corp.<br>| 2295 | 43903 |
|  | Investors Title Co. | 499 | 115364 |
|  | Jackson Financial, <br> Inc., Class A<br>| 18669 | 1454502 |
|  | James River Group <br> Holdings Ltd.<br>| 4747 | 22596 |
|  | Janus Henderson <br> Group PLC<br>| 35256 | 1170852 |
|  | Jefferies Financial <br> Group, Inc.<br>| 16803 | 785204 |
|  | Kearny Financial <br> Corp.<br>| 13977 | 87496 |
|  | Kemper Corp. | 13896 | 821532 |
| \* | Kingstone Cos., Inc. | 2445 | 41565 |
|  | Lakeland Financial <br> Corp.<br>| 3400 | 189278 |
|  | LCNB Corp. | 2465 | 37024 |
| \* | LendingClub Corp. | 24990 | 244152 |
|  | Lincoln National <br> Corp.<br>| 369 | 11760 |
|  | Live Oak Bancshares, <br> Inc.<br>| 7833 | 204755 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | MainStreet <br> Bancshares, Inc.<br>| 866 | $16558 |
|  | Mercantile Bank <br> Corp.<br>| 4671 | 197630 |
|  | Merchants Bancorp | 9013 | 271111 |
|  | Mercury General <br> Corp.<br>| 12207 | 676512 |
|  | Meridian Corp. | 1862 | 25137 |
|  | Metrocity Bankshares, <br> Inc.<br>| 4512 | 124396 |
| \* | Metropolitan Bank <br> Holding Corp.<br>| 2679 | 165910 |
|  | MGIC Investment <br> Corp.<br>| 60822 | 1515076 |
| # | Mid Penn Bancorp, <br> Inc.<br>| 3685 | 107049 |
|  | Midland States <br> Bancorp, Inc.<br>| 5990 | 97517 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 4260 | 118172 |
| \* | Mr. Cooper Group, <br> Inc.<br>| 10331 | 1229492 |
|  | MVB Financial Corp. | 2600 | 44356 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 8544 | 308951 |
|  | National Bankshares, <br> Inc.<br>| 833 | 21466 |
|  | Navient Corp. | 31054 | 384449 |
|  | NBT Bancorp, Inc. | 10398 | 440251 |
|  | Nelnet, Inc., Class A | 6405 | 679506 |
| \* | NerdWallet, Inc., <br> Class A<br>| 7900 | 70784 |
|  | Nicolet Bankshares, <br> Inc.<br>| 3733 | 436052 |
| \* | NMI Holdings, Inc. | 22575 | 816538 |
|  | Northeast Bank | 2260 | 187173 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 3060 | 69646 |
|  | Northfield Bancorp, <br> Inc.<br>| 10583 | 111651 |
|  | Northrim BanCorp, <br> Inc.<br>| 1563 | 125493 |
|  | Northwest <br> Bancshares, Inc.<br>| 31243 | 385851 |
|  | Norwood Financial <br> Corp.<br>| 406 | 10154 |
|  | Oak Valley Bancorp | 1180 | 30916 |
|  | OceanFirst Financial <br> Corp.<br>| 16078 | 266252 |
|  | OFG Bancorp | 12504 | 492032 |
|  | Old National Bancorp | 75769 | 1560084 |
|  | Old Republic <br> International Corp.<br>| 55350 | 2081160 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Old Second Bancorp, <br> Inc.<br>| 9604 | $151647 |
|  | OneMain Holdings, <br> Inc.<br>| 26665 | 1255122 |
| \* | Onity Group, Inc. | 2286 | 85748 |
|  | OP Bancorp | 4129 | 53016 |
| \* | Oportun Financial <br> Corp.<br>| 6699 | 34299 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 2246 | 132536 |
|  | Orange County <br> Bancorp, Inc.<br>| 1392 | 33032 |
|  | Origin Bancorp, Inc. | 6286 | 201403 |
|  | Orrstown Financial <br> Services, Inc.<br>| 5375 | 161089 |
|  | Pacific Premier <br> Bancorp, Inc.<br>| 23146 | 470790 |
|  | Park National Corp. | 3707 | 556421 |
|  | Parke Bancorp, Inc. | 2375 | 44769 |
|  | Pathward Financial, <br> Inc.<br>| 5084 | 403517 |
| \* | Paysafe Ltd. | 13319 | 202848 |
|  | PCB Bancorp | 3867 | 75832 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 4526 | 125280 |
|  | Penns Woods <br> Bancorp, Inc.<br>| 1210 | 35368 |
|  | PennyMac Financial <br> Services, Inc.<br>| 12220 | 1190717 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 700 | 19334 |
|  | Peoples Bancorp, Inc. | 8185 | 237447 |
|  | Peoples Financial <br> Services Corp.<br>| 2077 | 89768 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 14884 | 1491972 |
| \* | Ponce Financial <br> Group, Inc.<br>| 5951 | 76589 |
|  | Popular, Inc. | 16010 | 1527674 |
| \* | PRA Group, Inc. | 8814 | 161296 |
|  | Preferred Bank | 3603 | 287736 |
|  | Primis Financial Corp. | 6655 | 54837 |
|  | Princeton Bancorp, <br> Inc.<br>| 25 | 762 |
| \* | ProAssurance Corp. | 11478 | 266404 |
|  | PROG Holdings, Inc. | 231 | 6089 |
|  | Prosperity <br> Bancshares, Inc.<br>| 21303 | 1446474 |
| \* | Provident Bancorp, <br> Inc.<br>| 3770 | 41847 |
|  | Provident Financial <br> Services, Inc.<br>| 29907 | 489578 |
|  | QCR Holdings, Inc. | 4338 | 281753 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Radian Group, Inc. | 31438 | $1004130 |
|  | RBB Bancorp | 4729 | 73678 |
|  | Red River <br> Bancshares, Inc.<br>| 1569 | 82686 |
|  | Regional Management <br> Corp.<br>| 2260 | 74422 |
|  | Reinsurance Group of <br> America, Inc.<br>| 5541 | 1037885 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 7501 | 1814717 |
|  | Renasant Corp. | 22274 | 714327 |
| \* | Repay Holdings Corp. | 21002 | 84008 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 4245 | 288023 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 550 | 7717 |
|  | Riverview Bancorp, <br> Inc.<br>| 4900 | 30968 |
|  | S&T Bancorp, Inc. | 9881 | 360064 |
|  | Safety Insurance <br> Group, Inc.<br>| 3227 | 246866 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 18358 | 435268 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 2842 | 29102 |
| \* | Selectquote, Inc. | 34717 | 110053 |
|  | Shore Bancshares, <br> Inc.<br>| 7289 | 100807 |
|  | Sierra Bancorp | 4635 | 122642 |
|  | Simmons First <br> National Corp., <br> Class A<br>| 27763 | 518058 |
| \* | SiriusPoint Ltd. | 40518 | 680702 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 23 | 1221 |
|  | SmartFinancial, Inc. | 4132 | 125695 |
| #\* | SoFi Technologies, <br> Inc.<br>| 91974 | 1150595 |
|  | South Plains <br> Financial, Inc.<br>| 3123 | 105276 |
| \* | Southern First <br> Bancshares, Inc.<br>| 1200 | 42612 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 2534 | 133415 |
|  | Southern States <br> Bancshares, Inc.<br>| 1582 | 52855 |
|  | Southside <br> Bancshares, Inc.<br>| 6632 | 186956 |
|  | SouthState Corp. | 22551 | 1956976 |
|  | Stellar Bancorp, Inc. | 7456 | 186102 |
|  | Stewart Information <br> Services Corp.<br>| 6712 | 439502 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Stifel Financial Corp. | 3899 | $334105 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 3787 | 275656 |
| \* | StoneX Group, Inc. | 10606 | 939320 |
|  | Synovus Financial <br> Corp.<br>| 20264 | 877836 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 12830 | 874365 |
|  | TFS Financial Corp. | 24338 | 315420 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 1729 | 51524 |
|  | Timberland Bancorp, <br> Inc.<br>| 2200 | 67628 |
|  | Tiptree, Inc. | 10446 | 233050 |
|  | Tompkins Financial <br> Corp.<br>| 2820 | 168072 |
|  | Towne Bank | 16686 | 549804 |
|  | TriCo Bancshares | 7053 | 272105 |
| \* | Triumph Financial, <br> Inc.<br>| 3826 | 204385 |
|  | TrustCo Bank Corp. | 5545 | 168845 |
|  | Trustmark Corp. | 13392 | 449302 |
|  | UMB Financial Corp. | 12080 | 1142406 |
|  | United Bankshares, <br> Inc.<br>| 31583 | 1082981 |
|  | United Community <br> Banks, Inc.<br>| 26291 | 725895 |
|  | United Fire Group, <br> Inc.<br>| 5293 | 146457 |
|  | United Security <br> Bancshares<br>| 1700 | 15130 |
|  | Unity Bancorp, Inc. | 2451 | 101471 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 7418 | 179812 |
|  | Univest Financial <br> Corp.<br>| 7243 | 213958 |
|  | Unum Group | 22654 | 1759310 |
|  | USCB Financial <br> Holdings, Inc.<br>| 1170 | 19843 |
|  | Valley National <br> Bancorp<br>| 121658 | 1046259 |
| \* | Velocity Financial, <br> Inc.<br>| 3648 | 65190 |
|  | Veritex Holdings, Inc. | 11619 | 270490 |
|  | Virginia National <br> Bankshares Corp.<br>| 813 | 29902 |
|  | Virtus Investment <br> Partners, Inc.<br>| 1211 | 185998 |
|  | Voya Financial, Inc. | 9287 | 549790 |
|  | WaFd, Inc. | 17936 | 511714 |
|  | Walker & Dunlop, Inc. | 5918 | 452964 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 4693 | 129527 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Waterstone Financial, <br> Inc.<br>| 3929 | $47541 |
|  | Webster Financial <br> Corp.<br>| 37711 | 1783730 |
|  | WesBanco, Inc. | 24512 | 729967 |
|  | West BanCorp, Inc. | 4789 | 92931 |
|  | Westamerica <br> BanCorp<br>| 3878 | 187812 |
|  | Western Alliance <br> Bancorp<br>| 15712 | 1095284 |
|  | Western New England <br> Bancorp, Inc.<br>| 5200 | 47996 |
|  | Westwood Holdings <br> Group, Inc.<br>| 546 | 9118 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 584 | 1032191 |
|  | Wintrust Financial <br> Corp.<br>| 15229 | 1693008 |
| \* | World Acceptance <br> Corp.<br>| 1270 | 163982 |
|  | WSFS Financial <br> Corp.<br>| 14092 | 726443 |
|  | Zions Bancorp NA | 33088 | 1487967 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 128000793 |
| HEALTH CARE — (7.8%) | HEALTH CARE — (7.8%) | HEALTH CARE — (7.8%) | HEALTH CARE — (7.8%) |
| \* | 2seventy bio, Inc. | 10426 | 52026 |
| \* | AC Immune SA | 4090 | 7076 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 9818 | 229741 |
| \* | AdaptHealth Corp. | 25496 | 216971 |
| \* | Addus HomeCare <br> Corp.<br>| 4928 | 515222 |
| \* | Adverum <br> Biotechnologies, <br> Inc.<br>| 2863 | 9333 |
| \* | Alector, Inc. | 7785 | 9342 |
| \* | Align Technology, Inc. | 500 | 86650 |
| \* | Aligos Therapeutics, <br> Inc.<br>| 960 | 5357 |
| \* | Allogene <br> Therapeutics, Inc.<br>| 34225 | 57498 |
| \* | Amedisys, Inc. | 5253 | 498510 |
| \* | American Well Corp., <br> Class A<br>| 1391 | 10196 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 4966 | 101455 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 7017 | 171285 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 338 | $1727 |
| \* | AngioDynamics, Inc. | 10541 | 97926 |
| \* | Anika Therapeutics, <br> Inc.<br>| 3278 | 47629 |
| \* | Annexon, Inc. | 14161 | 26339 |
| \* | Astrana Health, Inc. | 2038 | 63524 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 21815 | 64354 |
| \* | Aura Biosciences, <br> Inc.<br>| 3136 | 18283 |
| \* | Avanos Medical, Inc. | 12901 | 161908 |
| \* | Avidity Biosciences, <br> Inc.<br>| 4020 | 131253 |
| \* | Azenta, Inc. | 15168 | 399525 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 5112 | 1247737 |
| \* | Black Diamond <br> Therapeutics, Inc.<br>| 8396 | 14273 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 27069 | 177573 |
| \* | Castle Biosciences, <br> Inc.<br>| 7878 | 157954 |
| \* | Certara, Inc. | 53118 | 736215 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 9443 | 1120129 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 7504 | 163212 |
|  | CONMED Corp. | 4230 | 207735 |
| \* | CRISPR Therapeutics <br> AG<br>| 635 | 24555 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 9662 | 130920 |
| \* | CryoPort, Inc. | 9739 | 54344 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 17497 | 144875 |
| \* | Cytek Biosciences, <br> Inc.<br>| 21190 | 78615 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 14054 | 109340 |
| \* | Definitive Healthcare <br> Corp.<br>| 11795 | 32082 |
|  | Dentsply Sirona, Inc. | 34817 | 483956 |
| \* | Design Therapeutics, <br> Inc.<br>| 5303 | 25773 |
| \* | DocGo, Inc. | 7967 | 17766 |
| \* | Dynavax Technologies <br> Corp.<br>| 15134 | 177824 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Elanco Animal Health, <br> Inc.<br>| 110535 | $1047872 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 12877 | 68763 |
| \* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 1894 | 11534 |
| \* | Enhabit, Inc. | 14914 | 119163 |
| \* | Enovis Corp. | 14413 | 498546 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 5442 | 49685 |
| \* | Envista Holdings <br> Corp.<br>| 45284 | 728167 |
| \* | Erasca, Inc. | 40267 | 58790 |
| \* | Evolent Health, Inc., <br> Class A<br>| 16409 | 161793 |
| \* | Fate Therapeutics, <br> Inc.<br>| 11159 | 14284 |
| \* | FONAR Corp. | 1044 | 13102 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 9621 | 37041 |
| \* | Fulgent Genetics, Inc. | 8879 | 154051 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 14514 | 67200 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 760 | 22397 |
| \* | Harvard Bioscience, <br> Inc.<br>| 1007 | 359 |
| \* | Health Catalyst, Inc. | 14727 | 58172 |
|  | HealthStream, Inc. | 8084 | 271865 |
| \* | Hologic, Inc. | 4147 | 241355 |
| \* | ICON PLC | 2775 | 420246 |
| #\* | ICU Medical, Inc. | 3032 | 414141 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 3612 | 17049 |
| \* | Innoviva, Inc. | 23400 | 437346 |
| \* | Inogen, Inc. | 6700 | 47771 |
| \* | Instil Bio, Inc. | 1129 | 14508 |
| \* | Integer Holdings <br> Corp.<br>| 8105 | 1023743 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 18618 | 305149 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 18157 | 161053 |
| \* | iTeos Therapeutics, <br> Inc.<br>| 9434 | 68396 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 11155 | 1304689 |
| \* | Kewaunee Scientific <br> Corp.<br>| 778 | 24639 |
| \* | Kodiak Sciences, Inc. | 8592 | 37461 |
| \* | Kura Oncology, Inc. | 9492 | 62268 |
| \* | LENSAR, Inc. | 858 | 12055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | LifeStance Health <br> Group, Inc.<br>| 25623 | $168343 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 4483 | 492502 |
| \* | LivaNova PLC | 2631 | 97347 |
| \* | MacroGenics, Inc. | 1996 | 3463 |
| \* | MaxCyte, Inc. | 22438 | 63724 |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 8803 | 43223 |
| \* | Myriad Genetics, Inc. | 21100 | 156351 |
|  | National HealthCare <br> Corp.<br>| 4992 | 471694 |
| \* | Neogen Corp. | 53861 | 271998 |
| \* | NeoGenomics, Inc. | 20488 | 131021 |
| \* | Neumora <br> Therapeutics, Inc.<br>| 16157 | 12599 |
| \* | Nkarta, Inc. | 16547 | 35080 |
| \* | Nuvation Bio, Inc. | 54541 | 122717 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 11243 | 58014 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 907 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 907 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 30768 | 52306 |
| \* | Omnicell, Inc. | 9867 | 308442 |
| \* | OptimizeRx Corp. | 4689 | 42764 |
| \* | OraSure <br> Technologies, Inc.<br>| 20002 | 59806 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 30657 | 150526 |
| \* | ORIC <br> Pharmaceuticals, <br> Inc.<br>| 2838 | 16205 |
| \* | Orthofix Medical, Inc. | 8345 | 116079 |
| #\* | OrthoPediatrics Corp. | 5557 | 115697 |
| \* | Owens & Minor, Inc. | 22914 | 161773 |
| \* | Pacira BioSciences, <br> Inc.<br>| 13991 | 376358 |
| #\*†† | PDL BioPharma, Inc. | 11311 | 5882 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 11010 | 141809 |
|  | Perrigo Co. PLC | 35763 | 919824 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 5400 | 100494 |
| # | Premier, Inc., Class A | 28241 | 574704 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 9727 | 790124 |
| \* | Protara Therapeutics, <br> Inc.<br>| 2995 | 10483 |
| \* | Prothena Corp. PLC | 10821 | 99553 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Puma Biotechnology, <br> Inc.<br>| 10275 | $32675 |
| \* | Quanterix Corp. | 7488 | 43131 |
| \* | QuidelOrtho Corp. | 13673 | 379973 |
| \* | REGENXBIO, Inc. | 11500 | 110515 |
| \* | Relay Therapeutics, <br> Inc.<br>| 26222 | 87319 |
| \* | Replimune Group, <br> Inc.<br>| 8149 | 79697 |
|  | Revvity, Inc. | 94 | 8782 |
| \* | Sage Therapeutics, <br> Inc.<br>| 7424 | 54121 |
| \* | Sagimet Biosciences, <br> Inc., Class A<br>| 4432 | 15290 |
| #\* | Sana Biotechnology, <br> Inc.<br>| 33962 | 64528 |
|  | Select Medical <br> Holdings Corp.<br>| 27043 | 493264 |
| \* | Sensus Healthcare, <br> Inc.<br>| 2727 | 11726 |
|  | SIGA Technologies, <br> Inc.<br>| 13013 | 71832 |
| \* | Sight Sciences, Inc. | 4200 | 12810 |
|  | Simulations Plus, Inc. | 2379 | 81719 |
| \* | Solid Biosciences, <br> Inc.<br>| 5367 | 17765 |
| \* | STAAR Surgical Co. | 674 | 12307 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 15452 | 501881 |
| \* | Surgery Partners, Inc. | 26469 | 580995 |
| \* | Sutro Biopharma, Inc. | 11860 | 12453 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 5669 | 80046 |
| \* | Tango Therapeutics, <br> Inc.<br>| 11693 | 16487 |
| \* | Teladoc Health, Inc. | 43170 | 310392 |
|  | Teleflex, Inc. | 1449 | 198585 |
| \* | Tenet Healthcare <br> Corp.<br>| 17276 | 2469604 |
| \* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 22833 | 75349 |
| \* | Tourmaline Bio, Inc. | 3699 | 63660 |
| \* | TruBridge, Inc. | 4455 | 115964 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 1361 | 96781 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 10444 | 1849319 |
|  | Utah Medical <br> Products, Inc.<br>| 718 | 37156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 17253 | $77811 |
| \* | Varex Imaging Corp. | 11638 | 96828 |
| \* | Veracyte, Inc. | 19468 | 593774 |
|  | Viatris, Inc. | 275678 | 2321209 |
| \* | Vir Biotechnology, <br> Inc.<br>| 27589 | 168845 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 13775 | 49039 |
| \* | Xencor, Inc. | 12558 | 138389 |
| \* | Zimvie, Inc. | 7431 | 67325 |
| \* | Zymeworks, Inc. | 10493 | 136514 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 33869426 |
| INDUSTRIALS — (16.9%) | INDUSTRIALS — (16.9%) | INDUSTRIALS — (16.9%) | INDUSTRIALS — (16.9%) |
| \* | 3D Systems Corp. | 38500 | 70840 |
| \* | AAR Corp. | 11705 | 625749 |
|  | ABM Industries, Inc. | 17763 | 865769 |
|  | ACCO Brands Corp. | 28063 | 108323 |
|  | Acme United Corp. | 800 | 30816 |
|  | Acuity, Inc. | 4107 | 1000506 |
| \* | AerSale Corp. | 10098 | 70383 |
|  | AGCO Corp. | 18509 | 1570118 |
|  | Air Lease Corp. | 37705 | 1763086 |
|  | Alamo Group, Inc. | 3558 | 594115 |
|  | Albany International <br> Corp., Class A<br>| 5059 | 332680 |
|  | Alight, Inc., Class A | 150175 | 767394 |
|  | Allient, Inc. | 4747 | 101348 |
| \* | Alpha Pro Tech Ltd. | 1796 | 7867 |
|  | Alta Equipment <br> Group, Inc.<br>| 6851 | 29117 |
| \* | Ameresco, Inc., <br> Class A<br>| 8612 | 91546 |
| \* | American Woodmark <br> Corp.<br>| 4573 | 269807 |
| \* | API Group Corp. | 651 | 24627 |
|  | Apogee Enterprises, <br> Inc.<br>| 6087 | 241471 |
|  | ArcBest Corp. | 7233 | 423275 |
|  | Arcosa, Inc. | 13644 | 1092475 |
|  | Astec Industries, Inc. | 6597 | 239009 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 8264 | 187510 |
| \* | Asure Software, Inc. | 7807 | 79319 |
|  | Atkore, Inc. | 1500 | 95805 |
|  | AZZ, Inc. | 6573 | 570274 |
| \* | BGSF, Inc. | 1600 | 5280 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 2911 | 189623 |
|  | Boise Cascade Co. | 11682 | 1089697 |
| #\* | Bowman Consulting <br> Group Ltd.<br>| 3915 | 86600 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Brady Corp., Class A | 9439 | $663467 |
| \* | BrightView Holdings, <br> Inc.<br>| 26888 | 368903 |
| \* | CACI International, <br> Inc., Class A<br>| 2646 | 1211524 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 1975 | 41218 |
| \* | Chart Industries, Inc. | 4360 | 588513 |
|  | Civeo Corp. | 3828 | 72694 |
| \* | Clarivate PLC | 177030 | 762999 |
|  | Columbus McKinnon <br> Corp.<br>| 9205 | 136694 |
|  | Concentrix Corp. | 7514 | 383665 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 13849 | 83094 |
| \* | Conduent, Inc. | 55327 | 116740 |
|  | Covenant Logistics <br> Group, Inc.<br>| 6408 | 127519 |
| \* | Custom Truck One <br> Source, Inc.<br>| 40371 | 162695 |
|  | Deluxe Corp. | 12913 | 188530 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 3023 | 78719 |
| \* | DLH Holdings Corp. | 2945 | 11603 |
| \* | DNOW, Inc. | 35551 | 564194 |
|  | Douglas Dynamics, <br> Inc.<br>| 4083 | 97910 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 2225 | 36757 |
| \* | Ducommun, Inc. | 5134 | 294281 |
|  | Dun & Bradstreet <br> Holdings, Inc.<br>| 123902 | 1111401 |
| \* | DXP Enterprises, Inc. | 5281 | 467157 |
|  | Eastern Co. | 1614 | 33878 |
|  | EnerSys | 7634 | 661104 |
|  | Ennis, Inc. | 8289 | 148788 |
|  | Enpro, Inc. | 5292 | 790625 |
| \* | Enviri Corp. | 24248 | 166584 |
|  | ESCO Technologies, <br> Inc.<br>| 3302 | 516598 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 439 | 13504 |
|  | EVI Industries, Inc. | 201 | 3242 |
| #\* | First Advantage Corp. | 26820 | 378162 |
|  | Flowserve Corp. | 4745 | 214616 |
| \* | Fluor Corp. | 3110 | 108508 |
| #\* | Forrester Research, <br> Inc.<br>| 4277 | 39990 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 900 | 48438 |
|  | FTAI Infrastructure, <br> Inc.<br>| 19615 | 84737 |
| \* | FTI Consulting, Inc. | 1985 | 330066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Gates Industrial Corp. <br> PLC<br>| 42206 | $798538 |
|  | GATX Corp. | 7870 | 1148705 |
| \* | Gencor Industries, <br> Inc.<br>| 3292 | 41776 |
| \* | Generac Holdings, <br> Inc.<br>| 676 | 77321 |
|  | Genpact Ltd. | 1693 | 85090 |
| \* | Gibraltar Industries, <br> Inc.<br>| 8491 | 449598 |
|  | Global Industrial Co. | 4382 | 112530 |
| \* | GMS, Inc. | 10857 | 795384 |
|  | Gorman-Rupp Co. | 7266 | 260559 |
| \* | Graham Corp. | 3300 | 100584 |
|  | Granite Construction, <br> Inc.<br>| 6736 | 547569 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 21061 | 191445 |
|  | Greenbrier Cos., Inc. | 9305 | 394718 |
| \* | GXO Logistics, Inc. | 5349 | 193848 |
|  | H&E Equipment <br> Services, Inc.<br>| 4420 | 396960 |
| \* | Hayward Holdings, <br> Inc.<br>| 35443 | 472455 |
| \* | Healthcare Services <br> Group, Inc.<br>| 17632 | 250551 |
|  | Heartland Express, <br> Inc.<br>| 23523 | 178775 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 7441 | 290348 |
|  | Helios Technologies, <br> Inc.<br>| 9131 | 248911 |
|  | Herc Holdings, Inc. | 2403 | 262984 |
|  | Hexcel Corp. | 4602 | 223059 |
|  | Hillenbrand, Inc. | 17850 | 361106 |
| \* | Hillman Solutions <br> Corp.<br>| 48901 | 341818 |
|  | HNI Corp. | 9979 | 422112 |
|  | Hub Group, Inc., <br> Class A<br>| 17199 | 543316 |
| \* | Hudson Global, Inc. | 783 | 7885 |
| \* | Hudson Technologies, <br> Inc.<br>| 13777 | 92168 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 6454 | 1486614 |
|  | Hurco Cos., Inc. | 1672 | 27889 |
|  | Hyster-Yale, Inc. | 2887 | 110947 |
| \* | IBEX Holdings Ltd. | 3896 | 97556 |
|  | ICF International, Inc. | 4351 | 369661 |
|  | Insteel Industries, Inc. | 6591 | 223501 |
|  | Interface, Inc. | 18398 | 345882 |
| \* | Janus International <br> Group, Inc.<br>| 26034 | 179114 |
|  | JBT Marel Corp. | 1949 | 205152 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | JELD-WEN Holding, <br> Inc.<br>| 22738 | $125514 |
|  | Kelly Services, Inc., <br> Class A<br>| 9787 | 113040 |
|  | Kennametal, Inc. | 25752 | 501649 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 108 | 4230 |
|  | Korn Ferry | 15978 | 985843 |
| \* | L.B. Foster Co., <br> Class A<br>| 3570 | 71293 |
|  | Lindsay Corp. | 873 | 112669 |
|  | LSI Industries, Inc. | 8254 | 124553 |
|  | Luxfer Holdings PLC | 7317 | 78731 |
| \* | Manitowoc Co., Inc. | 10482 | 82598 |
|  | ManpowerGroup, Inc. | 13187 | 567964 |
|  | Marten Transport Ltd. | 23976 | 307852 |
| \* | Mastech Digital, Inc. | 560 | 4122 |
| \* | Masterbrand, Inc. | 35086 | 426295 |
| \* | Matrix Service Co. | 4679 | 54276 |
|  | Matson, Inc. | 8211 | 895738 |
|  | Matthews International <br> Corp., Class A<br>| 8137 | 166402 |
|  | Maximus, Inc. | 8676 | 580945 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 6491 | 82955 |
|  | McGrath RentCorp | 4939 | 526843 |
| \* | Mercury Systems, <br> Inc.<br>| 14439 | 721950 |
| \* | Middleby Corp. | 8362 | 1115073 |
|  | Miller Industries, Inc. | 3650 | 148957 |
|  | MillerKnoll, Inc. | 19276 | 316126 |
| \* | Mistras Group, Inc. | 9639 | 87908 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 4218 | 61709 |
|  | Moog, Inc., Class A | 3268 | 546573 |
| \* | MRC Global, Inc. | 19737 | 229936 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 3155 | 241294 |
|  | Mueller Industries, <br> Inc.<br>| 15511 | 1140989 |
| \* | MYR Group, Inc. | 2928 | 358153 |
| \* | Net Power, Inc. | 12372 | 21032 |
|  | NL Industries, Inc. | 5312 | 45577 |
| \* | NN, Inc. | 10605 | 21316 |
| \* | Northwest Pipe Co. | 3517 | 148980 |
| \* | NV5 Global, Inc. | 13957 | 258902 |
|  | nVent Electric PLC | 355 | 19493 |
| \* | OPENLANE, Inc. | 33467 | 619474 |
| \* | Orion Group Holdings, <br> Inc.<br>| 9300 | 59427 |
|  | Oshkosh Corp. | 16062 | 1345353 |
|  | Owens Corning | 4633 | 673685 |
| \* | PAMT Corp. | 4920 | 68732 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Park Aerospace Corp. | 5583 | $72970 |
|  | Park-Ohio Holdings <br> Corp.<br>| 3791 | 75479 |
| \* | Planet Labs PBC | 37443 | 123187 |
|  | Preformed Line <br> Products Co.<br>| 1615 | 221853 |
|  | Primoris Services <br> Corp.<br>| 16553 | 992683 |
| \* | Proto Labs, Inc. | 7511 | 264087 |
|  | Quanex Building <br> Products Corp.<br>| 10484 | 172357 |
| \* | Radiant Logistics, Inc. | 14977 | 87615 |
|  | Regal Rexnord Corp. | 14395 | 1523567 |
| \* | Resideo Technologies, <br> Inc.<br>| 45349 | 760956 |
|  | Resources <br> Connection, Inc.<br>| 9959 | 57115 |
|  | REV Group, Inc. | 1893 | 61901 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 18587 | 947751 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 4081 | 236045 |
|  | Ryder System, Inc. | 10944 | 1506661 |
|  | Schneider National, <br> Inc., Class B<br>| 29545 | 634922 |
|  | Science Applications <br> International Corp.<br>| 1155 | 139790 |
|  | Sensata Technologies <br> Holding PLC<br>| 37501 | 802521 |
|  | Shyft Group, Inc. | 9515 | 80497 |
| \* | Skillsoft Corp. | 1357 | 25959 |
|  | Standex International <br> Corp.<br>| 560 | 79195 |
|  | Stanley Black & <br> Decker, Inc.<br>| 25691 | 1541974 |
|  | Steelcase, Inc., <br> Class A<br>| 27585 | 273643 |
| \* | Stratasys Ltd. | 2251 | 21249 |
| \* | Sunrun, Inc. | 63810 | 439651 |
| \* | TaskUS, Inc., Class A | 4974 | 69437 |
| \* | Taylor Devices, Inc. | 698 | 22266 |
|  | Tennant Co. | 2596 | 187327 |
|  | Terex Corp. | 19285 | 678832 |
|  | Textron, Inc. | 2039 | 143484 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 10515 | 275808 |
|  | Timken Co. | 13601 | 873864 |
| \* | Titan International, <br> Inc.<br>| 18619 | 136850 |
| \* | Titan Machinery, Inc. | 6985 | 115881 |
| \* | Transcat, Inc. | 302 | 23958 |
|  | Trinity Industries, Inc. | 22199 | 557195 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | TrueBlue, Inc. | 9044 | $39251 |
|  | TTEC Holdings, Inc. | 7241 | 28964 |
| \* | Tutor Perini Corp. | 14838 | 318424 |
|  | Twin Disc, Inc. | 4046 | 29698 |
|  | UFP Industries, Inc. | 12828 | 1268048 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 4292 | 263486 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 30589 | 1676277 |
| \* | Ultralife Corp. | 4895 | 21930 |
|  | UniFirst Corp. | 3941 | 703350 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 7152 | 155485 |
| \* | V2X, Inc. | 6306 | 313787 |
|  | Vestis Corp. | 29942 | 262292 |
|  | Virco Mfg. Corp. | 2762 | 25383 |
| \* | VirTra, Inc. | 1814 | 8490 |
| # | VSE Corp. | 4221 | 483389 |
|  | Wabash National <br> Corp.<br>| 7723 | 53366 |
|  | WESCO International, <br> Inc.<br>| 13716 | 2235159 |
| \* | Willdan Group, Inc. | 4391 | 172127 |
|  | Willis Lease Finance <br> Corp.<br>| 977 | 151161 |
|  | Worthington <br> Enterprises, Inc.<br>| 12627 | 639305 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 73212028 |
| INFORMATION TECHNOLOGY — (8.7%) | INFORMATION TECHNOLOGY — (8.7%) | INFORMATION TECHNOLOGY — (8.7%) | INFORMATION TECHNOLOGY — (8.7%) |
| \* | 8x8, Inc. | 28880 | 51118 |
| \* | 908 Devices, Inc. | 8901 | 48332 |
|  | Advanced Energy <br> Industries, Inc.<br>| 1187 | 115626 |
| #\* | Akamai Technologies, <br> Inc.<br>| 24306 | 1958578 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 8300 | 156289 |
|  | Amdocs Ltd. | 18656 | 1652548 |
|  | Amkor Technology, <br> Inc.<br>| 67342 | 1175118 |
| \* | Amtech Systems, Inc. | 200 | 690 |
| \* | Arrow Electronics, <br> Inc.<br>| 18273 | 2034881 |
| \* | ASGN, Inc. | 9795 | 493472 |
| \* | AstroNova, Inc. | 670 | 5568 |
| \* | Aviat Networks, Inc. | 2896 | 50854 |
|  | Avnet, Inc. | 33784 | 1587510 |
| \* | Axcelis Technologies, <br> Inc.<br>| 2974 | 145667 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 3300 | 217041 |
|  | Belden, Inc. | 3696 | 381095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Benchmark <br> Electronics, Inc.<br>| 12099 | $393580 |
| \* | Bill Holdings, Inc. | 9141 | 416555 |
| \* | Calix, Inc. | 323 | 13214 |
| \* | Cerence, Inc. | 5447 | 49350 |
| \* | CEVA, Inc. | 5343 | 140040 |
| \* | Cipher Mining, Inc. | 8607 | 24530 |
| \* | Cirrus Logic, Inc. | 6696 | 643084 |
| \* | Clearfield, Inc. | 2357 | 67575 |
| \* | Coherent Corp. | 22014 | 1415940 |
| \* | Cohu, Inc. | 13254 | 212064 |
| \* | CoreCard Corp. | 532 | 10331 |
| \* | Corsair Gaming, Inc. | 16152 | 114356 |
|  | Crane NXT Co. | 5749 | 269743 |
| \* | Crexendo, Inc. | 4183 | 20622 |
|  | CTS Corp. | 7488 | 285143 |
| \* | Daily Journal Corp. | 335 | 126958 |
| \* | Daktronics, Inc. | 13790 | 174995 |
| \* | Diebold Nixdorf, Inc. | 4753 | 210701 |
| #\* | Digi International, Inc. | 10179 | 276869 |
| \* | Diodes, Inc. | 12096 | 464486 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 23135 | 306770 |
| \* | DXC Technology Co. | 53114 | 824329 |
| \* | E2open Parent <br> Holdings, Inc.<br>| 59163 | 116551 |
| \* | Eastman Kodak Co. | 16440 | 103408 |
| \* | eGain Corp. | 5430 | 27910 |
| \* | ePlus, Inc. | 6880 | 429037 |
| \* | EverCommerce, Inc. | 353 | 3445 |
| \* | Everspin <br> Technologies, Inc.<br>| 6741 | 35727 |
| \* | Expensify, Inc., <br> Class A<br>| 7334 | 21709 |
| \* | FARO Technologies, <br> Inc.<br>| 5505 | 161902 |
| #\* | Fastly, Inc., Class A | 34331 | 197403 |
| \* | Flex Ltd. | 51736 | 1776614 |
| \* | FormFactor, Inc. | 8629 | 242820 |
|  | Frequency <br> Electronics, Inc.<br>| 756 | 14062 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 2700 | 38232 |
| \* | Harmonic, Inc. | 3047 | 27362 |
| \* | Ichor Holdings Ltd. | 10822 | 214059 |
| \* | Identiv, Inc. | 2730 | 9064 |
|  | Information Services <br> Group, Inc.<br>| 17853 | 69270 |
| \* | Insight Enterprises, <br> Inc.<br>| 3196 | 441943 |
| \* | inTEST Corp. | 3000 | 18600 |
| \* | IPG Photonics Corp. | 8517 | 510083 |
|  | Juniper Networks, <br> Inc.<br>| 11572 | 420295 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Kimball Electronics, <br> Inc.<br>| 7123 | $102144 |
| \* | Knowles Corp. | 31372 | 493795 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 8706 | 280594 |
| \* | KVH Industries, Inc. | 4701 | 24022 |
| \* | Lantronix, Inc. | 9117 | 19419 |
|  | Littelfuse, Inc. | 2170 | 395613 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 16901 | 442130 |
|  | Methode Electronics, <br> Inc.<br>| 8001 | 50166 |
| \* | Mirion Technologies, <br> Inc.<br>| 32125 | 506933 |
| \* | Mitek Systems, Inc. | 10716 | 88728 |
|  | MKS Instruments, <br> Inc.<br>| 1175 | 82415 |
| \* | N-able, Inc. | 13814 | 97527 |
| \* | nCino, Inc. | 4858 | 112706 |
| \* | NCR Voyix Corp. | 24266 | 207960 |
| \* | NETGEAR, Inc. | 8022 | 193491 |
| \* | NetScout Systems, <br> Inc.<br>| 19824 | 416700 |
| \* | nLight, Inc. | 6600 | 50886 |
| \* | Olo, Inc., Class A | 17012 | 105474 |
| \* | ON24, Inc. | 12540 | 58687 |
|  | OneSpan, Inc. | 3489 | 51881 |
|  | PC Connection, Inc. | 8964 | 556127 |
| \* | Penguin Solutions, <br> Inc.<br>| 7837 | 133778 |
| \* | Photronics, Inc. | 19774 | 361271 |
| \* | Plexus Corp. | 7987 | 977848 |
| \* | Powerfleet, Inc. NJ | 15020 | 75701 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 34016 | 109191 |
|  | Richardson <br> Electronics Ltd.<br>| 4279 | 37056 |
| #\* | Riot Platforms, Inc. | 15423 | 111663 |
| \* | Rogers Corp. | 5286 | 326728 |
| \* | Sanmina Corp. | 17147 | 1316718 |
| \* | ScanSource, Inc. | 9180 | 302848 |
|  | Skyworks Solutions, <br> Inc.<br>| 5060 | 325257 |
| \* | SoundThinking, Inc. | 2566 | 39824 |
| \* | Synaptics, Inc. | 7524 | 418786 |
|  | TD SYNNEX Corp. | 22872 | 2534218 |
| \* | Telos Corp. | 13383 | 36536 |
| \* | TTM Technologies, <br> Inc.<br>| 36410 | 728928 |
| \* | Twilio, Inc., Class A | 23683 | 2290383 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 16595 | 310409 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Veeco Instruments, <br> Inc.<br>| 13048 | $243998 |
| \* | Verint Systems, Inc. | 13851 | 244332 |
| \* | Viasat, Inc. | 15455 | 143268 |
| \* | Viavi Solutions, Inc. | 30943 | 327377 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 33564 | 435996 |
| \* | Vishay Precision <br> Group, Inc.<br>| 4379 | 109212 |
|  | Xerox Holdings Corp. | 35050 | 154571 |
| \* | Xperi, Inc. | 12774 | 94400 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 37942813 |
| MATERIALS — (3.6%) | MATERIALS — (3.6%) | MATERIALS — (3.6%) | MATERIALS — (3.6%) |
|  | American Vanguard <br> Corp.<br>| 7188 | 30333 |
| \* | Arq, Inc. | 4841 | 18347 |
|  | Ashland, Inc. | 13057 | 710170 |
| \* | Aspen Aerogels, Inc. | 14420 | 77868 |
|  | Avient Corp. | 25575 | 851903 |
| \* | Bioceres Crop <br> Solutions Corp.<br>| 2405 | 10221 |
|  | Caledonia Mining <br> Corp. PLC<br>| 3217 | 42368 |
| \* | Coeur Mining, Inc. | 52923 | 293723 |
|  | Commercial Metals <br> Co.<br>| 32834 | 1462426 |
| \* | Flotek Industries, Inc. | 6313 | 43939 |
|  | Graphic Packaging <br> Holding Co.<br>| 48788 | 1234824 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 7728 | 405566 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 3492 | 194050 |
|  | HB Fuller Co. | 10154 | 548722 |
|  | Hecla Mining Co. | 170422 | 974814 |
|  | Huntsman Corp. | 48081 | 639958 |
|  | Innospec, Inc. | 6895 | 616965 |
| \* | Intrepid Potash, Inc. | 542 | 17908 |
|  | Kaiser Aluminum <br> Corp.<br>| 3442 | 221871 |
| \* | Knife River Corp. | 1050 | 98049 |
|  | Koppers Holdings, <br> Inc.<br>| 5412 | 135625 |
| \* | Magnera Corp. | 4791 | 70284 |
|  | Materion Corp. | 5724 | 475149 |
| #\* | McEwen Mining, Inc. | 12448 | 97094 |
|  | Minerals <br> Technologies, Inc.<br>| 9081 | 468489 |
|  | Mosaic Co. | 15057 | 457733 |
|  | Myers Industries, Inc. | 7247 | 76094 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Northern Technologies <br> International Corp.<br>| 2067 | $15399 |
|  | Olympic Steel, Inc. | 3097 | 99878 |
| \* | Perimeter Solutions, <br> Inc.<br>| 30555 | 309522 |
|  | Quaker Chemical <br> Corp.<br>| 3452 | 365705 |
|  | Radius Recycling, <br> Inc.<br>| 9021 | 264586 |
| \* | Ranpak Holdings <br> Corp.<br>| 21511 | 88410 |
|  | Ryerson Holding <br> Corp.<br>| 9825 | 229709 |
|  | Sensient Technologies <br> Corp.<br>| 8113 | 762216 |
|  | Silgan Holdings, Inc. | 22745 | 1174779 |
|  | Sonoco Products Co. | 18530 | 759730 |
|  | Stepan Co. | 6391 | 323129 |
|  | Sylvamo Corp. | 5954 | 354978 |
|  | TriMas Corp. | 12503 | 300697 |
|  | Worthington Steel, <br> Inc.<br>| 12116 | 310897 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 15634128 |
| REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) |
| \* | AMREP Corp. | 1060 | 23903 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 33226 | 114962 |
| \* | Cushman & Wakefield <br> PLC<br>| 64801 | 607185 |
| \* | Douglas Elliman, Inc. | 18914 | 31397 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 11599 | 61011 |
| \* | Forestar Group, Inc. | 14830 | 285626 |
| \* | FRP Holdings, Inc. | 5276 | 140262 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 13550 | 901482 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 6457 | 1468386 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 40399 | 258554 |
|  | Marcus & Millichap, <br> Inc.<br>| 9068 | 275667 |
|  | Newmark Group, Inc., <br> Class A<br>| 37900 | 416521 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 4179 | $31969 |
|  | RMR Group, Inc., <br> Class A<br>| 4411 | 64753 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 3412 | 65340 |
| \* | Star Holdings | 1928 | 12995 |
| \* | Stratus Properties, <br> Inc.<br>| 1919 | 30455 |
| \* | Tejon Ranch Co. | 9668 | 163679 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 4954147 |
| UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) |
|  | Brookfield Renewable <br> Corp.<br>| 4692 | 133534 |
|  | Genie Energy Ltd., <br> Class B<br>| 4514 | 66672 |
|  | MDU Resources <br> Group, Inc.<br>| 15579 | 267024 |
|  | New Jersey <br> Resources Corp.<br>| 19776 | 967837 |
|  | Ormat Technologies, <br> Inc.<br>| 10343 | 750902 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 2185969 |
| TOTAL COMMON <br> STOCKS <br>Cost ($396923782) | TOTAL COMMON <br> STOCKS <br>Cost ($396923782) |  | 420647091 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 1160001 | 1160001 |
| SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1045944 | 12096337 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $410,180,847) | (Cost $410,180,847) |  | $433903429 |

---

------

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

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $19764968 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $19764968 |
| Consumer Discretionary | &nbsp;&nbsp; 71548425 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 71548425 |
| Consumer Staples | &nbsp;&nbsp; 20532753 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 20532753 |
| Energy | &nbsp;&nbsp; 13001641 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 13001641 |
| Financials | &nbsp;&nbsp; 128000793 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 128000793 |
| Health Care | &nbsp;&nbsp; 33863544 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5882 | &nbsp;&nbsp; 33869426 |
| Industrials | &nbsp;&nbsp; 73212028 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 73212028 |
| Information Technology | &nbsp;&nbsp; 37942813 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 37942813 |
| Materials | &nbsp;&nbsp; 15634128 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 15634128 |
| Real Estate | &nbsp;&nbsp; 4954147 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4954147 |
| Utilities | &nbsp;&nbsp; 2185969 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2185969 |
| Temporary Cash Investments | &nbsp;&nbsp; 1160001 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1160001 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $12096337 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12096337 |
| Total Investments in Securities | &nbsp;&nbsp; $421801210 | &nbsp;&nbsp; $12096337 | &nbsp;&nbsp; $5,882˂˃ | &nbsp;&nbsp; $433903429 |

---

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

---

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

---

------

**International Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (93.9%) | COMMON STOCKS — (93.9%) | COMMON STOCKS — (93.9%) | COMMON STOCKS — (93.9%) |
| AUSTRALIA — (4.8%) | AUSTRALIA — (4.8%) | AUSTRALIA — (4.8%) | AUSTRALIA — (4.8%) |
|  | Accent Group Ltd. | 218106 | $258852 |
|  | Acrow Ltd. | 99753 | 66417 |
| # | Adairs Ltd. | 89569 | 135457 |
| \* | Ainsworth Game <br> Technology Ltd.<br>| 22621 | 13876 |
| \* | Alkane Resources <br> Ltd.<br>| 63205 | 32523 |
|  | ALS Ltd. | 115890 | 1271599 |
|  | Amotiv Ltd. | 61164 | 303290 |
|  | AMP Ltd. | 1218515 | 1006440 |
|  | Ampol Ltd. | 168575 | 2559678 |
|  | ANZ Group Holdings <br> Ltd.<br>| 293814 | 5618387 |
| #\* | Appen Ltd. | 95865 | 49203 |
| #\* | Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 218267 | 28571 |
| # | ARB Corp. Ltd. | 19706 | 397116 |
|  | Aristocrat Leisure Ltd. | 153519 | 6556650 |
| # | ARN Media Ltd. | 113080 | 40508 |
| \* | Articore Group Ltd. | 58802 | 5796 |
|  | Atlas Arteria Ltd. | 234015 | 775141 |
| #\* | Audinate Group Ltd. | 6858 | 26922 |
| \* | Aurelia Metals Ltd. | 203048 | 38221 |
|  | Aussie Broadband <br> Ltd.<br>| 70152 | 184297 |
| \* | Austal Ltd. | 168865 | 572120 |
| # | Austin Engineering <br> Ltd.<br>| 59853 | 16714 |
|  | Australian Clinical <br> Labs Ltd.<br>| 99927 | 199508 |
| # | Australian Ethical <br> Investment Ltd.<br>| 60020 | 199146 |
| # | Australian Finance <br> Group Ltd.<br>| 149104 | 173768 |
| # | Autosports Group Ltd. | 7525 | 9292 |
| #†† | AVZ Minerals Ltd. | 69347 | 7271 |
| # | Baby Bunting Group <br> Ltd.<br>| 51599 | 51727 |
|  | Bank of Queensland <br> Ltd.<br>| 251901 | 1203297 |
|  | Bapcor Ltd. | 41755 | 135667 |
| # | Beacon Lighting <br> Group Ltd.<br>| 40361 | 85463 |
|  | Bega Cheese Ltd. | 78096 | 282503 |
| \* | Bellevue Gold Ltd. | 227047 | 132180 |
|  | Brambles Ltd. | 414055 | 5441369 |
|  | Bravura Solutions <br> Ltd.<br>| 146038 | 205323 |
| # | Breville Group Ltd. | 59733 | 1095224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| \* | Capricorn Metals Ltd. | 111750 | $661165 |
|  | CAR Group Ltd. | 49768 | 1062263 |
| #\* | Carnarvon Energy <br> Ltd.<br>| 83876 | 5916 |
| #\* | Catapult Group <br> International Ltd.<br>| 40885 | 107071 |
|  | Cedar Woods <br> Properties Ltd.<br>| 38041 | 136411 |
| #\* | Cettire Ltd. | 116586 | 33522 |
|  | Challenger Ltd. | 288452 | 1307023 |
|  | Champion Iron Ltd. | 209667 | 612913 |
| \* | Chrysos Corp. Ltd. | 4376 | 10773 |
|  | Civmec Australia Ltd. | 50600 | 28498 |
|  | Clover Corp. Ltd. | 30399 | 8576 |
| #\* | Coast Entertainment <br> Holdings Ltd.<br>| 69563 | 18036 |
|  | Cochlear Ltd. | 17567 | 3076519 |
|  | Codan Ltd. | 45688 | 460185 |
| #\* | Cogstate Ltd. | 11856 | 10122 |
|  | Coles Group Ltd. | 168615 | 2289759 |
|  | Collins Foods Ltd. | 35174 | 185177 |
|  | Commonwealth Bank <br> of Australia<br>| 96001 | 10232659 |
|  | Computershare Ltd. | 176357 | 4608456 |
|  | Credit Corp. Group <br> Ltd.<br>| 10829 | 93703 |
|  | CSL Ltd. | 27712 | 4448134 |
|  | Dalrymple Bay <br> Infrastructure Ltd.<br>| 110805 | 292165 |
|  | Data#3 Ltd. | 90027 | 419265 |
|  | Deterra Royalties Ltd. | 135878 | 316805 |
| \* | Develop Global Ltd. | 5983 | 12413 |
|  | Dicker Data Ltd. | 22286 | 120414 |
|  | Domain Holdings <br> Australia Ltd.<br>| 79465 | 218494 |
|  | Downer EDI Ltd. | 180376 | 658674 |
| #\* | DUG Technology Ltd. | 6526 | 4323 |
| # | Duratec Ltd. | 24684 | 27083 |
|  | Eagers Automotive <br> Ltd.<br>| 66134 | 780522 |
| #\* | Emeco Holdings Ltd. | 163382 | 79690 |
| \* | Emerald Resources <br> NL<br>| 205719 | 528233 |
|  | Endeavour Group <br> Ltd.<br>| 398334 | 1018902 |
|  | EQT Holdings Ltd. | 6775 | 140797 |
|  | Evolution Mining Ltd. | 288124 | 1444948 |
|  | Fiducian Group Ltd. | 4858 | 30112 |
| \* | FleetPartners Group <br> Ltd.<br>| 137030 | 244510 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Fleetwood Ltd. | 63521 | $118263 |
| # | Flight Centre Travel <br> Group Ltd.<br>| 59181 | 485593 |
|  | Fortescue Ltd. | 387914 | 4006254 |
|  | G8 Education Ltd. | 368199 | 296041 |
| \* | Genesis Minerals Ltd. | 125351 | 309547 |
|  | Gold Road Resources <br> Ltd.<br>| 470581 | 912993 |
| # | GR Engineering <br> Services Ltd.<br>| 74581 | 134228 |
|  | GrainCorp Ltd., <br> Class A<br>| 105630 | 449725 |
|  | GWA Group Ltd. | 126104 | 191689 |
|  | Hansen Technologies <br> Ltd.<br>| 69232 | 240239 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 132091 | 441627 |
| \* | Healius Ltd. | 425809 | 396440 |
|  | Helia Group Ltd. | 256449 | 794840 |
| #\* | Hot Chili Ltd. | 5149 | 1518 |
|  | HUB24 Ltd. | 25406 | 1173727 |
| # | IDP Education Ltd. | 44197 | 250657 |
| # | IGO Ltd. | 207731 | 520490 |
|  | Imdex Ltd. | 304982 | 576963 |
| #\* | Immutep Ltd. (IMM <br> AU)<br>| 246179 | 42484 |
| #\* | Immutep Ltd. (IMMP <br> US), Sponsored <br> ADR<br>| 4300 | 7353 |
|  | Infomedia Ltd. | 158228 | 125586 |
| \* | Insignia Financial Ltd. | 468153 | 1128084 |
|  | Insurance Australia <br> Group Ltd.<br>| 738219 | 3877474 |
| # | Integral Diagnostics <br> Ltd.<br>| 71449 | 110492 |
| #\* | ioneer Ltd. | 107905 | 9996 |
|  | IPH Ltd. | 100731 | 294221 |
|  | IRESS Ltd. | 75973 | 386883 |
|  | IVE Group Ltd. | 54371 | 91711 |
|  | JB Hi-Fi Ltd. | 40944 | 2713266 |
| # | Johns Lyng Group <br> Ltd.<br>| 93322 | 132719 |
| \* | Judo Capital Holdings <br> Ltd.<br>| 84232 | 96034 |
|  | Jumbo Interactive <br> Ltd.<br>| 3096 | 20237 |
| # | Jupiter Mines Ltd. | 547686 | 52510 |
| # | Kogan.com Ltd. | 18141 | 52270 |
| # | Lendlease Corp. Ltd. | 296294 | 998367 |
|  | Liberty Financial <br> Group Ltd.<br>| 4265 | 9022 |
| # | Lifestyle Communities <br> Ltd.<br>| 34756 | 158760 |
| # | Lindsay Australia Ltd. | 56728 | 25812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Lottery Corp. Ltd.  | 385259 | $1283886 |
|  | Lovisa Holdings Ltd. | 29476 | 470570 |
| # | Lycopodium Ltd. | 16294 | 113072 |
| \* | Lynas Rare Earths <br> Ltd.<br>| 140468 | 767904 |
|  | MA Financial Group <br> Ltd.<br>| 23353 | 99163 |
|  | Maas Group Holdings <br> Ltd.<br>| 13618 | 34484 |
|  | Macmahon Holdings <br> Ltd.<br>| 632150 | 109585 |
|  | Macquarie Group Ltd. | 34775 | 4297349 |
| # | Mader Group Ltd. | 4543 | 18536 |
|  | Magellan Financial <br> Group Ltd.<br>| 105470 | 517072 |
|  | McMillan Shakespeare <br> Ltd.<br>| 44304 | 434067 |
| \* | McPherson's Ltd. | 32460 | 5495 |
|  | Medibank Pvt Ltd. | 846153 | 2517072 |
| #\* | Mesoblast Ltd. (MSB <br> AU)<br>| 230100 | 264891 |
| \* | Metals X Ltd. | 132918 | 48061 |
|  | Metcash Ltd. | 829804 | 1709206 |
| \* | Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 39511 | 10113 |
| #\* | Mineral Resources <br> Ltd.<br>| 59247 | 779156 |
|  | Monadelphous Group <br> Ltd.<br>| 39190 | 405254 |
|  | Monash IVF Group <br> Ltd.<br>| 140227 | 75497 |
|  | Myer Holdings Ltd. | 540195 | 249208 |
| # | MyState Ltd. | 52441 | 130992 |
| \* | Nanosonics Ltd. | 23645 | 72604 |
|  | National Australia <br> Bank Ltd.<br>| 368289 | 8504052 |
|  | Navigator Global <br> Investments Ltd.<br>| 117612 | 131830 |
|  | Netwealth Group Ltd. | 66300 | 1191215 |
|  | nib holdings Ltd. | 323631 | 1411887 |
| # | Nick Scali Ltd. | 24349 | 277281 |
|  | Northern Star <br> Resources Ltd.<br>| 95646 | 1174884 |
| #\* | Novonix Ltd. | 27728 | 7566 |
|  | Nufarm Ltd. | 286912 | 708348 |
| \* | Nuix Ltd. | 62171 | 96960 |
|  | Objective Corp. Ltd. | 12027 | 120561 |
| #\* | OFX Group Ltd. | 91001 | 65978 |
|  | Orica Ltd. | 108114 | 1122207 |
|  | Orora Ltd. | 781572 | 905547 |
|  | Pacific Current Group <br> Ltd.<br>| 18366 | 130537 |
| #\* | Paragon Care Ltd. | 56430 | 15178 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Peet Ltd. | 185175 | $168600 |
|  | Perenti Ltd. | 657127 | 574699 |
| # | Perpetual Ltd. | 35458 | 376681 |
|  | Perseus Mining Ltd. | 673318 | 1443062 |
| \* | PEXA Group Ltd. | 60201 | 463848 |
| #\* | Pilbara Minerals Ltd. | 669105 | 644641 |
|  | Pinnacle Investment <br> Management Group <br> Ltd.<br>| 17852 | 205880 |
| # | Platinum Asset <br> Management Ltd.<br>| 248522 | 90511 |
| \* | PointsBet Holdings <br> Ltd.<br>| 36380 | 25590 |
| # | Praemium Ltd. | 78103 | 37164 |
|  | Premier Investments <br> Ltd.<br>| 48151 | 641383 |
|  | Pro Medicus Ltd. | 31434 | 4609178 |
| # | Propel Funeral <br> Partners Ltd.<br>| 4529 | 14989 |
|  | PWR Holdings Ltd. | 14264 | 62525 |
|  | QBE Insurance Group <br> Ltd.<br>| 513438 | 7095673 |
|  | Ramelius Resources <br> Ltd.<br>| 319189 | 537133 |
| # | Ramsay Health Care <br> Ltd.<br>| 41111 | 875280 |
|  | REA Group Ltd. | 18274 | 2903368 |
| \* | ReadyTech Holdings <br> Ltd.<br>| 14937 | 20139 |
| # | Reece Ltd. | 53431 | 538813 |
| \* | Regis Resources Ltd. | 174540 | 504611 |
|  | Reject Shop Ltd. | 6652 | 27768 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 264412 | 710813 |
| \* | Resolute Mining Ltd. | 353804 | 115495 |
| \* | Retail Food Group <br> Ltd.<br>| 22684 | 25421 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 69599 | 122782 |
| \* | Sandfire Resources <br> Ltd.<br>| 218869 | 1393952 |
|  | SEEK Ltd. | 85191 | 1159790 |
|  | Servcorp Ltd. | 6571 | 21244 |
|  | Service Stream Ltd. | 250257 | 299728 |
| #\* | Seven West Media <br> Ltd.<br>| 342179 | 30624 |
|  | SGH Ltd. | 50119 | 1639125 |
|  | Shaver Shop Group <br> Ltd.<br>| 14608 | 11906 |
|  | Sigma Healthcare <br> Ltd.<br>| 1828981 | 3529332 |
|  | Sims Ltd. (SGM AU) | 83375 | 778222 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Sims Ltd. (SMSMY <br> US), Sponsored <br> ADR<br>| 419 | $3794 |
|  | SmartGroup Corp. <br> Ltd.<br>| 60655 | 304174 |
|  | Solvar Ltd. | 61496 | 63800 |
|  | Sonic Healthcare Ltd. | 75953 | 1268184 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 30707 | 36826 |
| \* | Southern Cross Media <br> Group Ltd.<br>| 66545 | 28419 |
|  | SRG Global Ltd. | 118317 | 97928 |
| #\* | St Barbara Ltd. | 265679 | 49306 |
|  | Steadfast Group Ltd. | 344133 | 1293205 |
|  | Suncorp Group Ltd. | 226030 | 2939313 |
|  | Super Retail Group <br> Ltd.<br>| 61818 | 530171 |
|  | Supply Network Ltd. | 531 | 12954 |
| #\* | Syrah Resources Ltd. | 69307 | 11091 |
|  | Tabcorp Holdings Ltd. | 679689 | 242255 |
|  | Technology One Ltd. | 148017 | 2857049 |
| #\* | Telix Pharmaceuticals <br> Ltd.<br>| 23876 | 415057 |
| \* | Temple & Webster <br> Group Ltd.<br>| 6467 | 73798 |
|  | Transurban Group | 226449 | 2040616 |
| # | Treasury Wine <br> Estates Ltd.<br>| 217504 | 1243250 |
| #\* | Tyro Payments Ltd. | 124212 | 64286 |
|  | Universal Store <br> Holdings Ltd.<br>| 2327 | 11470 |
| \* | Vault Minerals Ltd. | 1787698 | 491920 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 377683 | 1022571 |
| Ω | Viva Energy Group <br> Ltd.<br>| 731546 | 804353 |
| #\* | WEB Travel Group <br> Ltd.<br>| 105200 | 289285 |
| #\* | Webjet Group Ltd. | 105200 | 43092 |
|  | Wesfarmers Ltd. | 115152 | 5768683 |
| \* | West African <br> Resources Ltd.<br>| 230109 | 352161 |
|  | Westgold Resources <br> Ltd.<br>| 156501 | 297309 |
|  | Westpac Banking <br> Corp.<br>| 388958 | 8162346 |
|  | WiseTech Global Ltd. | 35761 | 2033475 |
|  | Woolworths Group <br> Ltd.<br>| 204917 | 4135765 |
|  | Worley Ltd. | 162711 | 1296332 |
|  | XRF Scientific Ltd. | 26910 | 26382 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Zip Co. Ltd. | 244811 | $274253 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 187109973 |
| AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
|  | ANDRITZ AG | 28047 | 2015449 |
| Ω | BAWAG Group AG | 34582 | 3790464 |
|  | CA Immobilien <br> Anlagen AG<br>| 8358 | 226274 |
| \* | CPI Europe AG | 8306 | 164315 |
| \* | DO & Co. AG | 1810 | 289125 |
|  | Erste Group Bank AG | 47996 | 3250366 |
| \* | Eurotelesites AG | 17066 | 96903 |
|  | EVN AG | 6689 | 175046 |
|  | Fabasoft AG | 2482 | 48403 |
| \* | FACC AG | 2711 | 21541 |
| \* | Immofinanz AG (IIA <br> AV)<br>| 25524 | 0 |
| \* | Kapsch TrafficCom <br> AG<br>| 705 | 5206 |
|  | Kontron AG | 15395 | 374100 |
| \* | Lenzing AG | 1239 | 38966 |
|  | Oesterreichische Post <br> AG<br>| 11975 | 403733 |
|  | Palfinger AG | 6724 | 219159 |
|  | Porr AG | 7322 | 256385 |
|  | Raiffeisen Bank <br> International AG<br>| 27193 | 726360 |
|  | Schoeller-Bleckmann <br> Oilfield Equipment <br> AG<br>| 5941 | 211094 |
|  | Strabag SE (STR AV) | 2037 | 178712 |
|  | Telekom Austria AG | 25959 | 274227 |
| \* | UBM Development <br> AG<br>| 2066 | 45245 |
|  | UNIQA Insurance <br> Group AG<br>| 47884 | 554864 |
|  | Verbund AG | 18499 | 1421666 |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 11240 | 534602 |
|  | Wienerberger AG | 9530 | 334616 |
|  | Zumtobel Group AG | 11802 | 61895 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 15718716 |
| BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) | BELGIUM — (0.9%) |
|  | Ackermans & van <br> Haaren NV<br>| 402 | 98324 |
|  | Ageas SA | 86834 | 5445902 |
|  | Anheuser-Busch <br> InBev SA (ABI BB)<br>| 39100 | 2577040 |
|  | Azelis Group NV | 77000 | 1193118 |
|  | Barco NV | 18894 | 258523 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  | Bekaert SA | 16249 | $626991 |
|  | Cie <br> d'Entreprises CFE<br>| 3294 | 28728 |
|  | Colruyt Group NV | 35469 | 1705621 |
|  | Deceuninck NV | 24834 | 60276 |
|  | D'ieteren Group | 3677 | 734300 |
|  | Econocom Group SA <br> NV<br>| 47983 | 99507 |
| # | Elia Group SA | 13708 | 1486215 |
|  | EVS Broadcast <br> Equipment SA<br>| 5830 | 243877 |
|  | Fagron | 36632 | 853931 |
| \* | Galapagos NV (GLPG <br> BB)<br>| 9005 | 245208 |
| \* | Galapagos NV (GLPG <br> NA)<br>| 110 | 2995 |
|  | Gimv NV | 13783 | 620645 |
|  | Greenyard NV | 6722 | 54354 |
| \* | Hyloris <br> Pharmaceuticals <br> SA<br>| 1301 | 8619 |
| #\* | Immobel SA | 2162 | 44368 |
| # | Ion Beam <br> Applications<br>| 5863 | 69845 |
|  | KBC Group NV | 77818 | 7175501 |
|  | Lotus Bakeries NV | 177 | 1701868 |
|  | Melexis NV | 6028 | 361731 |
| \* | Orange Belgium SA | 5355 | 91546 |
|  | Proximus SADP | 63269 | 485946 |
|  | Recticel SA | 18862 | 228403 |
|  | Roularta Media Group <br> NV<br>| 104 | 1809 |
|  | Tessenderlo Group <br> SA<br>| 8253 | 244273 |
|  | UCB SA | 31702 | 5812217 |
|  | Umicore SA | 96172 | 874207 |
|  | Van de Velde NV | 2854 | 106778 |
|  | VGP NV | 5660 | 523699 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 34066365 |
| CANADA — (9.4%) | CANADA — (9.4%) | CANADA — (9.4%) | CANADA — (9.4%) |
| \* | 5N Plus, Inc. | 56299 | 271163 |
|  | Acadian Timber Corp. | 3700 | 46351 |
| \* | ACT Energy <br> Technologies Ltd.<br>| 11457 | 40307 |
|  | ADENTRA, Inc. | 10229 | 200410 |
|  | Aecon Group, Inc. | 17217 | 201568 |
| # | Ag Growth <br> International, Inc.<br>| 8573 | 206583 |
|  | AGF Management <br> Ltd., Class B<br>| 16300 | 121310 |
|  | Agnico Eagle Mines <br> Ltd. (AEM CN)<br>| 4051 | 476106 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 75659 | $8896000 |
| #\* | Aimia, Inc. | 19431 | 36646 |
|  | AirBoss of America <br> Corp.<br>| 3500 | 9901 |
|  | Alamos Gold, Inc. <br> (AGI CN), Class A<br>| 24858 | 710615 |
|  | Alamos Gold, Inc. <br> (AGI US), Class A<br>| 117606 | 3354123 |
|  | AltaGas Ltd. | 73034 | 2161459 |
|  | Altus Group Ltd. | 9257 | 344737 |
|  | Amerigo Resources <br> Ltd.<br>| 17500 | 21961 |
|  | Andrew Peller Ltd., <br> Class A<br>| 11700 | 37936 |
| \* | Aritzia, Inc. | 44981 | 1582133 |
| \* | Arizona Sonoran <br> Copper Co., Inc.<br>| 9500 | 14471 |
| \* | Ascot Resources Ltd. | 48000 | 4352 |
|  | Atco Ltd., Class I | 26256 | 987123 |
|  | AtkinsRealis Group, <br> Inc.<br>| 68615 | 3397901 |
| \* | ATS Corp. (ATS CN) | 17221 | 433960 |
|  | Aura Minerals, Inc. | 2700 | 55817 |
| #\* | AutoCanada, Inc. | 2455 | 27763 |
|  | B2Gold Corp. (BTG <br> US)<br>| 132950 | 413474 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 69987 | 218806 |
| #\* | Ballard Power <br> Systems, Inc. <br> (BLDP CN)<br>| 1927 | 2348 |
| #\* | Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 55814 | 68093 |
| # | Bank of Montreal <br> (BMO CN)<br>| 40616 | 3891606 |
|  | Bank of Montreal <br> (BMO US)<br>| 69857 | 6669946 |
|  | Bank of Nova Scotia <br> (BNS CN)<br>| 100854 | 5046358 |
|  | Bank of Nova Scotia <br> (BNS US)<br>| 75921 | 3794532 |
| \* | Bausch & Lomb <br> Corp.<br>| 4972 | 57476 |
| #\* | Bausch Health Cos., <br> Inc. (BHC CN)<br>| 4900 | 26053 |
| \* | Bausch Health Cos., <br> Inc. (BHC US)<br>| 35950 | 190535 |
|  | BCE, Inc. (BCE US) | 15161 | 337332 |
|  | Bird Construction, <br> Inc.<br>| 35657 | 546003 |
|  | Black Diamond Group <br> Ltd.<br>| 17200 | 101558 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | BlackBerry Ltd. | 23151 | $78713 |
|  | BMTC Group, Inc. | 1803 | 15367 |
| \* | Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 1100 | 73129 |
| \* | Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 35712 | 2360422 |
|  | Boralex, Inc., Class A | 48106 | 1068479 |
|  | Boyd Group Services, <br> Inc.<br>| 6792 | 975494 |
| #\* | Bragg Gaming Group, <br> Inc.<br>| 7442 | 29098 |
|  | Brookfield Corp. (BN <br> US)<br>| 154957 | 8316542 |
|  | Brookfield <br> Infrastructure Corp., <br> Class A<br>| 24243 | 908083 |
|  | Brookfield Renewable <br> Corp.<br>| 23600 | 671656 |
| # | BRP, Inc. (DOO CN) | 8687 | 294272 |
|  | BRP, Inc. (DOOO <br> US)<br>| 2100 | 71169 |
| \* | CAE, Inc. (CAE US) | 78330 | 1959817 |
| \* | Calfrac Well Services <br> Ltd.<br>| 21100 | 50661 |
|  | Calian Group Ltd. | 3442 | 118795 |
| # | Cameco Corp. (CCJ <br> US)<br>| 39737 | 1794126 |
|  | Canaccord Genuity <br> Group, Inc.<br>| 37949 | 232605 |
| #\* | Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 14965 | 125269 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 74337 | 4688526 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 55673 | 3504615 |
| # | Canadian Tire Corp. <br> Ltd., Class A<br>| 23303 | 2550382 |
|  | Canadian Utilities Ltd., <br> Class A<br>| 36610 | 1024793 |
| #\* | Canfor Corp. | 24048 | 229735 |
|  | Cascades, Inc. | 30019 | 192273 |
|  | CCL Industries, Inc., <br> Class B<br>| 78499 | 4102037 |
| \* | Celestica, Inc. (CLS <br> CN)<br>| 10522 | 897797 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 33617 | 2869211 |
|  | Centerra Gold, Inc. | 122360 | 819222 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | CES Energy Solutions <br> Corp.<br>| 162478 | $716572 |
|  | CGI, Inc. (GIB US) | 41426 | 4393642 |
|  | CGI, Inc. (GIBA CN) | 14620 | 1550233 |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 34632 | 216293 |
|  | CI Financial Corp. | 71306 | 1616359 |
| \* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 6600 | 64727 |
| # | Cogeco <br> Communications, <br> Inc.<br>| 6425 | 315984 |
|  | Cogeco, Inc. | 1429 | 66464 |
| \* | Colabor Group, Inc. | 30300 | 21759 |
|  | Colliers International <br> Group, Inc. (CIGI <br> CN)<br>| 1837 | 219611 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 20322 | 2425837 |
|  | Computer Modelling <br> Group Ltd.<br>| 30323 | 174864 |
|  | Constellation <br> Software, Inc.<br>| 3958 | 14264275 |
| # | Corby Spirit & Wine <br> Ltd.<br>| 4000 | 44248 |
| \* | Culico Metals, Inc. | 10226 | 927 |
|  | Definity Financial <br> Corp.<br>| 45295 | 2260807 |
| # | dentalcorp Holdings <br> Ltd.<br>| 17804 | 108611 |
| \* | Descartes Systems <br> Group, Inc. (DSG <br> CN)<br>| 600 | 63186 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 14620 | 1540802 |
| \* | Docebo, Inc. | 4036 | 126414 |
|  | Dollarama, Inc. | 68197 | 8414558 |
| # | Doman Building <br> Materials Group <br> Ltd.<br>| 38876 | 194013 |
| \* | Dorel Industries, Inc., <br> Class B<br>| 9728 | 11714 |
|  | DREAM Unlimited <br> Corp., Class A<br>| 11846 | 163349 |
|  | Dundee Precious <br> Metals, Inc.<br>| 33886 | 444161 |
| # | Dye & Durham Ltd. | 8956 | 58078 |
|  | Dynacor Group, Inc. | 4300 | 14816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | ECN Capital Corp. | 11800 | $23881 |
|  | E-L Financial Corp. <br> Ltd.<br>| 600 | 588510 |
| \* | Eldorado Gold Corp. <br> (EGO US)<br>| 56162 | 1058092 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 38946 | 732804 |
|  | Element Fleet <br> Management Corp.<br>| 327791 | 7178304 |
|  | Empire Co. Ltd., <br> Class A<br>| 79878 | 2966599 |
|  | Enbridge, Inc. (ENB <br> CN)<br>| 857 | 40090 |
|  | Enbridge, Inc. (ENB <br> US)<br>| 135809 | 6340922 |
| #\* | Endeavour Silver <br> Corp. (EDR CN)<br>| 26913 | 97610 |
| \* | Endeavour Silver <br> Corp. (EXK US)<br>| 22917 | 83418 |
|  | Enerflex Ltd. (EFX <br> CN)<br>| 44158 | 288920 |
|  | Enerflex Ltd. (EFXT <br> US)<br>| 31418 | 205788 |
|  | Enghouse Systems <br> Ltd.<br>| 19586 | 355889 |
| \* | Ensign Energy <br> Services, Inc.<br>| 14114 | 18428 |
| # | EQB, Inc. | 16583 | 1146472 |
| #\* | Equinox Gold Corp. <br> (EQX CN)<br>| 2987 | 20085 |
| #\* | Equinox Gold Corp. <br> (EQX US)<br>| 142540 | 955018 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 27628 | 345099 |
| \* | ERO Copper Corp. <br> (ERO US)<br>| 23233 | 289715 |
|  | Evertz Technologies <br> Ltd.<br>| 8130 | 64693 |
|  | Extendicare, Inc. | 18000 | 180183 |
|  | Fairfax Financial <br> Holdings Ltd.<br>| 2824 | 4408890 |
|  | Finning International, <br> Inc.<br>| 84789 | 2393109 |
| \* | Firan Technology <br> Group Corp.<br>| 8000 | 52227 |
| # | First Majestic Silver <br> Corp. (AG US)<br>| 120130 | 752014 |
|  | First Majestic Silver <br> Corp. (FR CN)<br>| 8237 | 51444 |
|  | First National <br> Financial Corp.<br>| 9343 | 253737 |
|  | FirstService Corp. <br> (FSV CN)<br>| 4098 | 719246 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | FirstService Corp. <br> (FSV US)<br>| 11754 | $2063180 |
| \* | Fortuna Mining Corp. <br> (FSM US)<br>| 110451 | 690319 |
| \* | Fortuna Mining Corp. <br> (FVI CN)<br>| 34368 | 214395 |
| #\* | Galiano Gold, Inc. | 52 | 71 |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 2338 | 53269 |
|  | George Weston Ltd. | 17760 | 3460276 |
|  | Gibson Energy, Inc. | 126457 | 1989593 |
| \* | GoGold Resources, <br> Inc.<br>| 53771 | 69037 |
|  | Great-West Lifeco, <br> Inc.<br>| 33064 | 1285769 |
| \* | Greenfire Resources <br> Ltd.<br>| 3530 | 16587 |
| \* | Haivision Systems, <br> Inc.<br>| 6900 | 20321 |
|  | Hammond <br> Manufacturing Co. <br> Ltd., Class A<br>| 600 | 3721 |
|  | Hammond Power <br> Solutions, Inc.<br>| 4267 | 284136 |
| \*†† | Hanfeng Evergreen, <br> Inc.<br>| 2300 | 0 |
|  | High Liner Foods, <br> Inc.<br>| 6336 | 77856 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 83923 | 610584 |
|  | Hudbay Minerals, Inc. <br> (HBM US)<br>| 125149 | 909833 |
| Ω | Hydro One Ltd. | 73989 | 2846639 |
|  | iA Financial Corp., <br> Inc.<br>| 46171 | 4485145 |
| \* | IAMGOLD Corp. (IAG <br> US)<br>| 33494 | 237137 |
| \* | IAMGOLD Corp. (IMG <br> CN)<br>| 91446 | 648069 |
|  | IGM Financial, Inc. | 48909 | 1554260 |
| \* | Illumin Holdings, Inc. | 8200 | 11420 |
|  | Information Services <br> Corp.<br>| 7543 | 145979 |
|  | Innergex Renewable <br> Energy, Inc.<br>| 71700 | 706286 |
|  | Intact Financial Corp. | 21553 | 4786655 |
| \* | Interfor Corp. | 22125 | 213129 |
| #\* | Ivanhoe Mines Ltd., <br> Class A<br>| 12130 | 107697 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 7169 | 166146 |
| \* | K92 Mining, Inc. | 98472 | 905720 |
|  | K-Bro Linen, Inc. | 3622 | 91982 |
|  | Keyera Corp. | 81786 | 2538534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Kinaxis, Inc. | 4975 | $671766 |
|  | Kinross Gold Corp. (K <br> CN)<br>| 140151 | 2068818 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 147109 | 2171329 |
|  | KP Tissue, Inc. | 2300 | 13330 |
|  | Labrador Iron Ore <br> Royalty Corp.<br>| 49501 | 1072175 |
| \* | Laramide Resources <br> Ltd.<br>| 9500 | 4824 |
|  | Lassonde Industries, <br> Inc., Class A<br>| 700 | 105239 |
|  | Laurentian Bank of <br> Canada<br>| 19325 | 383528 |
| #\* | Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 88815 | 870387 |
|  | Loblaw Cos. Ltd. | 32194 | 5226303 |
| \* | Lucara Diamond <br> Corp.<br>| 91530 | 23238 |
|  | Lundin Gold, Inc. | 86829 | 3541560 |
|  | Lundin Mining Corp. | 293972 | 2405342 |
| # | MAG Silver Corp. | 7121 | 110803 |
| # | Magna International, <br> Inc. (MG CN)<br>| 6000 | 208472 |
|  | Magna International, <br> Inc. (MGA US)<br>| 58977 | 2050040 |
|  | Mainstreet Equity <br> Corp.<br>| 800 | 108046 |
| \* | Major Drilling Group <br> International, Inc.<br>| 38043 | 240632 |
| \* | Mandalay Resources <br> Corp.<br>| 9600 | 37464 |
| \* | Mattr Corp. | 33516 | 231447 |
| \* | MDA Space Ltd. | 23824 | 465040 |
|  | Melcor Developments <br> Ltd.<br>| 6227 | 54609 |
|  | Metro, Inc. | 60368 | 4652156 |
|  | Morguard Corp. | 1053 | 88595 |
|  | MTY Food Group, <br> Inc.<br>| 4336 | 136408 |
|  | National Bank of <br> Canada<br>| 145844 | 12809203 |
|  | Neo Performance <br> Materials, Inc.<br>| 12000 | 97577 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 439237 | 1749174 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 10160 | 40437 |
| \* | NFI Group, Inc. | 2427 | 20422 |
|  | North West Co., Inc. | 29605 | 1187550 |
|  | Nutrien Ltd. (NTR <br> US)<br>| 71434 | 4075310 |
|  | OceanaGold Corp. | 215114 | 761465 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Onex Corp. | 28047 | $1985832 |
|  | Open Text Corp. <br> (OTEX CN)<br>| 24170 | 654305 |
| # | Open Text Corp. <br> (OTEX US)<br>| 57265 | 1551881 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 16751 | 184261 |
|  | Osisko Gold Royalties <br> Ltd. (OR CN)<br>| 5604 | 134307 |
|  | Osisko Gold Royalties <br> Ltd. (OR US)<br>| 61256 | 1471982 |
| # | Pan American Silver <br> Corp. (PAAS CN)<br>| 43283 | 1089776 |
|  | Pan American Silver <br> Corp. (PAAS US)<br>| 97382 | 2452081 |
|  | Parkland Corp. | 89843 | 2263345 |
|  | Pason Systems, Inc. | 64724 | 515501 |
|  | Pet Valu Holdings <br> Ltd.<br>| 6352 | 131823 |
|  | PHX Energy Services <br> Corp.<br>| 36100 | 198228 |
|  | Polaris Renewable <br> Energy, Inc.<br>| 4001 | 34740 |
|  | Pollard Banknote Ltd. | 2929 | 43512 |
| \* | Precision Drilling <br> Corp. (PD CN)<br>| 1462 | 61182 |
| #\* | Precision Drilling <br> Corp. (PDS US)<br>| 9606 | 400764 |
|  | Premium Brands <br> Holdings Corp.<br>| 17868 | 1016011 |
|  | Pulse Seismic, Inc. | 6600 | 12495 |
| \* | Quarterhill, Inc. | 42151 | 43111 |
|  | Quebecor, Inc., <br> Class B<br>| 88894 | 2438685 |
|  | RB Global, Inc. (RBA <br> US)<br>| 31242 | 3146069 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 5770 | 371790 |
| # | Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 55646 | 3583602 |
|  | Richelieu Hardware <br> Ltd.<br>| 27450 | 649314 |
|  | Rogers <br> Communications, <br> Inc. (RCI US), <br> Class B<br>| 41011 | 1069977 |
| # | Rogers <br> Communications, <br> Inc. (RCIB CN), <br> Class B<br>| 49847 | 1299508 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Royal Bank of Canada <br> (RY CN)<br>| 133492 | $16022720 |
|  | Royal Bank of Canada <br> (RY US)<br>| 123085 | 14755430 |
|  | Russel Metals, Inc. | 31041 | 900653 |
|  | Sandstorm Gold Ltd. <br> (SAND US)<br>| 55781 | 485295 |
|  | Sandstorm Gold Ltd. <br> (SSL CN)<br>| 41000 | 356586 |
| \* | Sangoma <br> Technologies Corp.<br>| 3900 | 21896 |
|  | Savaria Corp. | 18711 | 235618 |
| #\* | Seabridge Gold, Inc. <br> (SA US)<br>| 13094 | 162758 |
|  | Secure Waste <br> Infrastructure Corp.<br>| 211260 | 2012073 |
| \* | Shopify, Inc. (SHOP <br> US), Class A<br>| 103293 | 9812835 |
|  | Sienna Senior Living, <br> Inc.<br>| 22839 | 280476 |
| \* | SNDL, Inc. | 4981 | 7421 |
| \* | Source Energy <br> Services Ltd.<br>| 1500 | 9880 |
| Ω | Spin Master Corp. | 17374 | 307252 |
|  | Sprott, Inc. (SII CN) | 1170 | 61470 |
|  | Sprott, Inc. (SII US) | 4300 | 225793 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 7400 | 78799 |
| \* | SSR Mining, Inc. <br> (SSRM US)<br>| 24249 | 258009 |
|  | Stantec, Inc. (STN <br> CN)<br>| 23133 | 2030388 |
|  | Stantec, Inc. (STN <br> US)<br>| 19321 | 1696384 |
|  | Stella-Jones, Inc. | 20758 | 1017874 |
|  | StorageVault Canada, <br> Inc.<br>| 41557 | 113644 |
|  | Sun Life Financial, <br> Inc. (SLF CN)<br>| 67719 | 4035337 |
|  | Sun Life Financial, <br> Inc. (SLF US)<br>| 77593 | 4620663 |
|  | Superior Plus Corp. | 122523 | 615015 |
|  | Supremex, Inc. | 7100 | 19828 |
|  | Sylogist Ltd. | 9900 | 61112 |
| #\* | Taiga Building <br> Products Ltd.<br>| 5000 | 14000 |
| #\* | Taseko Mines Ltd. <br> (TGB US)<br>| 21700 | 49476 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 39300 | 89227 |
|  | TELUS Corp. | 23749 | 365555 |
|  | TerraVest Industries, <br> Inc.<br>| 8657 | 902310 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | TFI International, Inc. <br> (TFII CN)<br>| 12211 | $992664 |
|  | TFI International, Inc. <br> (TFII US)<br>| 4813 | 391441 |
|  | Thomson Reuters <br> Corp. (TRI CN)<br>| 83 | 15445 |
|  | Thomson Reuters <br> Corp. (TRI US)<br>| 23378 | 4347840 |
|  | Timbercreek Financial <br> Corp.<br>| 40030 | 200934 |
|  | TMX Group Ltd. | 73300 | 2970601 |
| \* | Torex Gold <br> Resources, Inc.<br>| 49388 | 1599575 |
|  | Toromont Industries <br> Ltd.<br>| 37999 | 3215003 |
| # | Toronto-Dominion <br> Bank (TD CN)<br>| 92172 | 5889621 |
|  | Toronto-Dominion <br> Bank (TD US)<br>| 130774 | 8340766 |
|  | Total Energy Services, <br> Inc.<br>| 29409 | 189005 |
|  | Transcontinental, Inc., <br> Class A<br>| 39333 | 536385 |
| # | Trican Well Service <br> Ltd.<br>| 87285 | 256423 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 1100 | 22828 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 18862 | 392142 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 17381 | 477202 |
| \* | Valeura Energy, Inc. | 3904 | 21296 |
|  | VersaBank (VBNK <br> US)<br>| 3158 | 34991 |
| \* | VerticalScope <br> Holdings, Inc.<br>| 5100 | 17387 |
| \*†† | Victoria Gold <br> Corp./Vancouver<br>| 1006 | 131 |
| \* | Viemed Healthcare, <br> Inc.<br>| 9359 | 66168 |
| \* | Vitalhub Corp. | 8100 | 66100 |
|  | Wajax Corp. | 10700 | 136835 |
| \* | Wall Financial Corp. | 1000 | 9082 |
| \* | Well Health <br> Technologies Corp.<br>| 84882 | 243822 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 103095 | 1268309 |
|  | West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 24293 | 1798626 |
| \* | Western Forest <br> Products, Inc.<br>| 221461 | 61847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Westgold Resources <br> Ltd.<br>| 86038 | $164138 |
| # | Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 51774 | 4324164 |
|  | Winpak Ltd. | 12700 | 393455 |
|  | WSP Global, Inc. | 28196 | 4997805 |
|  | Yellow Pages Ltd. | 3240 | 23784 |
| TOTAL CANADA | TOTAL CANADA |  | 366902703 |
| DENMARK — (3.0%) | DENMARK — (3.0%) | DENMARK — (3.0%) | DENMARK — (3.0%) |
| \* | ALK-Abello AS | 50170 | 1169487 |
|  | Alm Brand AS | 365365 | 865729 |
|  | Ambu AS, Class B | 37565 | 678067 |
| \* | Bang & Olufsen AS | 54475 | 107523 |
| \* | Bavarian Nordic AS | 39564 | 940686 |
| #\* | Better Collective AS | 18297 | 240807 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 1008 | 21037 |
|  | Carlsberg AS, <br> Class B<br>| 14803 | 2016963 |
| # | cBrain AS | 2987 | 77537 |
|  | Chemometec AS | 4818 | 347127 |
| # | Coloplast AS, Class B | 22361 | 2530439 |
|  | Columbus AS | 33734 | 60351 |
|  | Danske Bank AS | 165759 | 5816078 |
| \* | Demant AS | 31304 | 1139994 |
|  | DSV AS | 32018 | 6786473 |
|  | FLSmidth & Co. AS | 25906 | 1226448 |
| \* | Genmab AS (GMAB <br> DC)<br>| 32909 | 6977979 |
| #\* | GN Store Nord AS | 66727 | 1007461 |
|  | H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 18301 | 75589 |
|  | H Lundbeck AS <br> (HLUNB DC)<br>| 127242 | 608918 |
| #\* | H&H International AS, <br> Class B<br>| 5321 | 97890 |
| \* | Huscompagniet AS | 3263 | 25297 |
|  | ISS AS | 77651 | 1948376 |
|  | Jeudan AS | 785 | 23506 |
|  | Jyske Bank AS | 21728 | 1782096 |
|  | Matas AS | 19079 | 393777 |
|  | MT Hoejgaard Holding <br> AS<br>| 299 | 11663 |
| \* | Napatech AS | 3698 | 6870 |
| \*Ω | Netcompany Group <br> AS<br>| 22492 | 1015376 |
| #\* | Nilfisk Holding AS | 5922 | 78464 |
| \* | NKT AS | 27364 | 2228029 |
| #\*Ω | NNIT AS | 3672 | 40397 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 660210 | $44142638 |
|  | Novonesis <br> Novozymes B, <br> Class B<br>| 122099 | 7931225 |
| \* | NTG Nordic Transport <br> Group AS<br>| 3952 | 150219 |
| #\*Ω | Orsted AS | 33066 | 1315794 |
|  | Pandora AS | 40536 | 6034305 |
|  | Parken Sport & <br> Entertainment AS<br>| 758 | 15460 |
|  | Per Aarsleff Holding <br> AS<br>| 7791 | 627731 |
|  | Ringkjoebing <br> Landbobank AS<br>| 16712 | 3195363 |
|  | Royal Unibrew AS | 21210 | 1686576 |
| \* | RTX AS | 2621 | 24854 |
|  | Schouw & Co. AS | 4762 | 434055 |
|  | Solar AS, Class B | 3287 | 126554 |
|  | SP Group AS | 6285 | 257548 |
| \* | Spar Nord Bank AS | 35908 | 1152307 |
|  | Sparekassen <br> Sjaelland-Fyn AS<br>| 4968 | 214706 |
|  | Sydbank AS | 24097 | 1543180 |
|  | TCM Group AS | 3151 | 37317 |
|  | Tivoli AS | 528 | 49491 |
|  | Tryg AS | 127255 | 3035074 |
|  | Vestas Wind Systems <br> AS<br>| 158155 | 2108554 |
|  | Vestjysk Bank AS | 35503 | 23164 |
| \* | Zealand Pharma AS | 8118 | 574155 |
| TOTAL DENMARK | TOTAL DENMARK |  | 115026704 |
| FINLAND — (1.9%) | FINLAND — (1.9%) | FINLAND — (1.9%) | FINLAND — (1.9%) |
|  | Aktia Bank OYJ | 27365 | 310231 |
|  | Alandsbanken Abp, <br> Class B<br>| 263 | 10942 |
|  | Alma Media OYJ | 17897 | 234399 |
| # | Anora Group OYJ | 9982 | 37159 |
| # | Citycon OYJ | 8489 | 34088 |
|  | Digia OYJ | 6198 | 46847 |
|  | Elisa OYJ | 41065 | 2190736 |
| #Ω | Enento Group OYJ | 6886 | 132968 |
|  | eQ OYJ | 1422 | 16429 |
| # | Evli OYJ, Class B | 498 | 10268 |
|  | Fiskars OYJ Abp | 3215 | 53421 |
|  | Fortum OYJ | 179611 | 3011457 |
|  | F-Secure OYJ | 43507 | 95728 |
| #\* | Glaston OYJ Abp | 3454 | 5407 |
|  | Gofore OYJ | 3493 | 62491 |
| # | Harvia OYJ | 6433 | 297656 |
|  | Hiab OYJ | 26891 | 1279548 |
|  | Huhtamaki OYJ | 44397 | 1634595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Ilkka OYJ | 2760 | $10420 |
| \* | Incap OYJ | 1295 | 14182 |
|  | Kalmar OYJ, Class B | 26891 | 851933 |
| # | Kamux Corp. | 10602 | 28005 |
|  | Kemira OYJ | 52787 | 1089210 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 61177 | 1368046 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 167954 | 3856026 |
| \* | Kojamo OYJ | 25433 | 296039 |
|  | Kone OYJ, Class B | 80307 | 4973558 |
|  | Konecranes OYJ | 35033 | 2347142 |
| # | Lassila & Tikanoja <br> OYJ<br>| 7150 | 76685 |
| \* | Lindex Group OYJ | 26585 | 79792 |
| # | Mandatum OYJ | 134442 | 950173 |
|  | Marimekko OYJ | 15410 | 213108 |
| # | Metsa Board OYJ <br> (METSA FH), <br> Class A<br>| 133 | 905 |
|  | Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 49012 | 178940 |
| # | Metso OYJ | 353148 | 3837202 |
|  | Neste OYJ | 116494 | 1208431 |
|  | NoHo Partners OYJ | 1829 | 19669 |
| # | Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 68512 | 341875 |
|  | Nokia OYJ (NOKIA <br> FH)<br>| 515756 | 2578353 |
|  | Nokia OYJ (NOKIA <br> FP)<br>| 4241 | 21191 |
| # | Nokian Renkaat OYJ | 28526 | 226919 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 891633 | 12348179 |
|  | Nordea Bank Abp <br> (NDA SS)<br>| 126848 | 1740704 |
|  | Olvi OYJ, Class A | 3986 | 149457 |
| # | Oma Saastopankki <br> OYJ<br>| 2848 | 29418 |
|  | Oriola OYJ (OKDBV <br> FH), Class B<br>| 77450 | 95947 |
|  | Orion OYJ (ORNAV <br> FH), Class A<br>| 10006 | 621916 |
|  | Orion OYJ (ORNBV <br> FH), Class B<br>| 46366 | 2903046 |
| # | Outokumpu OYJ | 194622 | 749125 |
|  | Pihlajalinna OYJ | 7347 | 115908 |
|  | Ponsse OYJ | 4654 | 142963 |
|  | Puuilo OYJ | 30785 | 438394 |
| \* | QT Group OYJ | 11637 | 759337 |
|  | Raisio OYJ, Class V | 71434 | 199106 |
| \* | Remedy <br> Entertainment OYJ<br>| 787 | 14659 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
|  | Revenio Group OYJ | 8647 | $270457 |
|  | Sampo OYJ, Class A | 643989 | 6447543 |
|  | Sanoma OYJ | 43245 | 476394 |
|  | Scanfil OYJ | 6480 | 63930 |
|  | Stora Enso OYJ, <br> Class R<br>| 255814 | 2376100 |
| # | Taaleri PLC | 5611 | 45546 |
| # | Talenom OYJ | 4208 | 17010 |
| Ω | Terveystalo OYJ | 103507 | 1438515 |
| # | TietoEVRY OYJ | 42105 | 754312 |
| # | Tokmanni Group <br> Corp.<br>| 21513 | 339429 |
|  | UPM-Kymmene OYJ | 56794 | 1504252 |
|  | Vaisala OYJ, Class A | 13918 | 741047 |
| # | Valmet OYJ | 62513 | 1908777 |
|  | Wartsila OYJ Abp | 235487 | 4350939 |
| #\* | WithSecure OYJ | 30765 | 32807 |
| #\* | YIT OYJ | 56931 | 166156 |
| TOTAL FINLAND | TOTAL FINLAND |  | 75273547 |
| FRANCE — (7.7%) | FRANCE — (7.7%) | FRANCE — (7.7%) | FRANCE — (7.7%) |
| \* | 74Software SA | 7592 | 292919 |
|  | Aeroports de Paris <br> SA<br>| 10824 | 1353506 |
|  | AKWEL SADIR | 2084 | 17442 |
| \* | Alstom SA | 136727 | 3301843 |
|  | Altamir | 2530 | 66269 |
|  | Alten SA | 12197 | 1033858 |
| Ω | Amundi SA | 28934 | 2285531 |
|  | Arkema SA | 25931 | 1971416 |
| # | Assystem SA | 1932 | 83954 |
|  | Aubay | 2680 | 139808 |
|  | AXA SA | 200919 | 9502644 |
| Ω | Ayvens SA | 11319 | 114737 |
| #\* | Bastide le Confort <br> Medical<br>| 1130 | 34940 |
|  | Beneteau SACA | 11368 | 104005 |
|  | BioMerieux | 12372 | 1669977 |
|  | BNP Paribas SA | 110305 | 9346085 |
|  | Boiron SA | 1876 | 51640 |
|  | Bouygues SA | 51143 | 2248006 |
|  | Bureau Veritas SA | 129551 | 4112344 |
| \* | Canal & SA | 258055 | 586367 |
|  | Capgemini SE | 52981 | 8458542 |
|  | Carrefour SA | 300378 | 4632943 |
| # | Catana Group | 7575 | 29215 |
|  | CBo Territoria | 19983 | 84172 |
| \* | Cegedim SA | 4449 | 60336 |
|  | Cie des Alpes | 7941 | 156260 |
|  | Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 40250 | 1471771 |
| \* | Claranova SE | 24407 | 65953 |
| #\* | Clariane SE | 44394 | 188635 |
|  | Coface SA | 53480 | 1096166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Credit Agricole SA | 185981 | $3488369 |
|  | Danone SA | 39396 | 3389885 |
|  | Dassault Aviation SA | 2624 | 946127 |
|  | Dassault Systemes <br> SE<br>| 78029 | 2924226 |
|  | Derichebourg SA | 44483 | 305987 |
|  | Edenred SE | 38355 | 1196176 |
|  | Eiffage SA | 38638 | 5257579 |
| \*Ω | Elior Group SA | 49414 | 149692 |
|  | Elis SA | 51341 | 1317876 |
|  | Equasens | 495 | 21828 |
|  | EssilorLuxottica SA | 12599 | 3630439 |
|  | Esso SA Francaise | 1820 | 292553 |
|  | Eurazeo SE | 20491 | 1498293 |
| #\* | Eutelsat <br> Communications <br> SACA<br>| 68601 | 280159 |
|  | Exel Industries SA, <br> Class A<br>| 353 | 14100 |
| \* | Figeac Aero | 664 | 6522 |
|  | Fnac Darty SA (FNAC <br> FP)<br>| 6683 | 232691 |
| \* | Foraco International <br> SA<br>| 33964 | 43853 |
|  | Forvia SE (1EO IM) | 2574 | 19928 |
|  | Forvia SE (FRVIA <br> FP)<br>| 38724 | 299132 |
|  | Gaztransport Et <br> Technigaz SA<br>| 26974 | 4396837 |
|  | Getlink SE | 143245 | 2719967 |
|  | GL Events SACA | 4130 | 102987 |
|  | Groupe Crit SA | 1898 | 146442 |
|  | Groupe SFPI | 8310 | 20341 |
| # | Guerbet | 1951 | 44387 |
| \* | Haulotte Group SA | 9012 | 27317 |
|  | Hermes International <br> SCA<br>| 7522 | 20686854 |
| \* | ID Logistics Group <br> SACA<br>| 865 | 389611 |
|  | Imerys SA | 4897 | 163580 |
|  | Infotel SA | 2372 | 117803 |
|  | Interparfums SA | 7488 | 296800 |
|  | Ipsen SA | 19303 | 2244998 |
|  | IPSOS SA | 18582 | 879759 |
|  | Jacquet Metals SACA | 6987 | 164348 |
| \* | JCDecaux SE | 32150 | 559546 |
|  | Kaufman & Broad SA | 9766 | 383449 |
|  | Kering SA | 10909 | 2219465 |
| Ω | La Francaise des <br> Jeux SACA<br>| 74047 | 2639341 |
|  | Laurent-Perrier | 972 | 106942 |
|  | Lectra | 3437 | 89256 |
|  | Legrand SA | 44344 | 4873397 |
|  | Linedata Services | 233 | 19458 |
|  | LISI SA | 2079 | 65102 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | L'Oreal SA | 50782 | $22438821 |
| \* | Louis Hachette Group | 55144 | 86945 |
| #\* | Lumibird | 1274 | 16399 |
|  | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 63354 | 35093638 |
| #Ω | Maisons du Monde <br> SA<br>| 8847 | 27586 |
|  | Manitou BF SA | 4378 | 100957 |
|  | Metropole Television <br> SA<br>| 15263 | 239825 |
|  | Nexans SA | 14399 | 1581851 |
| #\* | Nexity SA | 27907 | 292619 |
|  | Oeneo SA | 5443 | 56201 |
|  | Opmobility | 14920 | 167212 |
|  | Orange SA (ORA FP) | 882909 | 12809281 |
|  | Pernod Ricard SA | 21061 | 2282917 |
| #\* | Pierre Et Vacances <br> SA<br>| 19662 | 30835 |
|  | Publicis Groupe SA <br> (PUB FP)<br>| 54329 | 5527812 |
|  | Quadient SA | 14021 | 265402 |
|  | Renault SA | 61501 | 3266391 |
|  | Rexel SA | 127326 | 3537578 |
|  | Robertet SA | 304 | 281958 |
|  | Rubis SCA | 49507 | 1611491 |
|  | SA d'Explosifs et de <br> Produits Chimiques<br>| 59 | 13683 |
|  | Safran SA | 54414 | 14480635 |
|  | Samse SACA | 200 | 31957 |
|  | Sanofi SA (SAN FP) | 113576 | 12424286 |
|  | Sartorius Stedim <br> Biotech<br>| 2088 | 492749 |
|  | Savencia SA | 208 | 15752 |
|  | Schneider Electric SE <br> (0NWV LI)<br>| 278 | 64699 |
|  | Schneider Electric SE <br> (SU FP)<br>| 54213 | 12666637 |
|  | SCOR SE | 101067 | 3184539 |
|  | SEB SA | 7384 | 696525 |
| \*Ω | SMCP SA | 26506 | 95555 |
|  | Societe BIC SA | 9374 | 606512 |
|  | Societe Generale SA | 183619 | 9573706 |
| \* | Solutions 30 SE | 17753 | 29933 |
|  | Sopra Steria Group | 8580 | 1759234 |
|  | SPIE SA | 67490 | 3307857 |
|  | Stef SA | 917 | 132220 |
| \* | Synergie SE | 4886 | 168920 |
|  | Teleperformance SE | 22577 | 2475682 |
|  | Television Francaise 1 <br> SA<br>| 28402 | 271394 |
|  | TFF Group | 240 | 5689 |
|  | Thales SA | 18857 | 5282267 |
|  | Thermador Groupe | 3472 | 259940 |
| # | Tikehau Capital SCA | 14025 | 302901 |
|  | Trigano SA | 3869 | 459623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| \* | Ubisoft Entertainment <br> SA<br>| 41453 | $488412 |
|  | Valeo SE | 48369 | 480361 |
| \* | Vallourec SACA | 86392 | 1596761 |
|  | Vetoquinol SA | 373 | 31516 |
|  | VIEL & Cie SA | 5994 | 91851 |
|  | Vinci SA | 76416 | 10733951 |
|  | Virbac SACA | 1494 | 526735 |
| \* | Viridien | 4950 | 293671 |
|  | Vivendi SE | 258056 | 804736 |
| #\* | Voltalia SA | 18127 | 150224 |
|  | Vranken-Pommery <br> Monopole SA<br>| 127 | 1691 |
| # | Wavestone | 4861 | 259460 |
| \*Ω | Worldline SA | 74470 | 412604 |
| TOTAL FRANCE | TOTAL FRANCE |  | 297625273 |
| GERMANY — (7.6%) | GERMANY — (7.6%) | GERMANY — (7.6%) | GERMANY — (7.6%) |
|  | 7C Solarparken AG | 25419 | 58015 |
|  | Adesso SE | 1578 | 175267 |
|  | adidas AG | 36164 | 8321030 |
|  | Adtran Networks SE | 4294 | 98739 |
|  | All for One Group SE | 1306 | 83930 |
|  | Allgeier SE | 3172 | 73031 |
|  | Allianz SE (ALV GR) | 37331 | 15439232 |
|  | AlzChem Group AG | 4255 | 549106 |
|  | Amadeus Fire AG | 4082 | 347009 |
|  | Atoss Software SE | 3950 | 593788 |
|  | Aumann AG | 766 | 12366 |
| # | Aurubis AG | 16913 | 1476649 |
| \*Ω | Auto1 Group SE | 2643 | 63505 |
| \* | Basler AG | 3400 | 34408 |
|  | Bayerische Motoren <br> Werke AG<br>| 74154 | 6289555 |
| #\* | BayWa AG (BYW6 <br> GR)<br>| 7917 | 72642 |
|  | Bechtle AG | 46174 | 1969905 |
|  | Beiersdorf AG | 21721 | 3060445 |
|  | Bertrandt AG | 2343 | 50577 |
|  | Bijou Brigitte AG | 991 | 47645 |
|  | Bilfinger SE | 12322 | 1047985 |
| # | Borussia Dortmund <br> GmbH & Co. KGaA<br>| 35134 | 130509 |
| #\* | BRANICKS Group <br> AG<br>| 12592 | 27297 |
|  | Brenntag SE | 62046 | 4143671 |
| Ω | Brockhaus <br> Technologies AG<br>| 416 | 6763 |
|  | CANCOM SE (COK <br> GR)<br>| 10650 | 327001 |
|  | Carl Zeiss Meditec <br> AG<br>| 581 | 39931 |
| \* | Ceconomy AG | 86488 | 307368 |
|  | CENIT AG | 2917 | 27360 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 3319 | $383821 |
|  | Commerzbank AG | 224966 | 5954310 |
| \* | CompuGroup Medical <br> SE & Co. KGaA<br>| 11525 | 287234 |
|  | Continental AG | 30124 | 2354933 |
| \* | Covestro AG | 65635 | 4417849 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 27822 | 3296545 |
|  | Daimler Truck Holding <br> AG<br>| 208064 | 8359279 |
|  | Dermapharm Holding <br> SE<br>| 3022 | 132018 |
|  | Deutsche Bank AG <br> (DBK GR)<br>| 137737 | 3611511 |
| \* | Deutsche Beteiligungs <br> AG<br>| 5743 | 164154 |
|  | Deutsche Boerse AG | 34209 | 11018509 |
| \*Ω | Deutsche <br> Pfandbriefbank AG<br>| 73161 | 448724 |
|  | Deutsche Post AG | 178186 | 7613531 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 337881 | 12135852 |
|  | Deutsche Wohnen <br> SE<br>| 9457 | 240329 |
|  | Deutz AG | 27374 | 212543 |
|  | Draegerwerk AG & <br> Co. KGaA<br>| 1079 | 60804 |
|  | Duerr AG | 24062 | 569640 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 19199 | 1010701 |
|  | E.ON SE | 694608 | 12148410 |
|  | Elmos Semiconductor <br> SE<br>| 1905 | 129777 |
|  | ElringKlinger AG | 8425 | 47032 |
|  | Energiekontor AG | 1757 | 84638 |
|  | Evonik Industries AG | 92967 | 2089233 |
| #\* | Evotec SE | 19828 | 165969 |
|  | Fielmann Group AG | 7266 | 412889 |
|  | flatexDEGIRO AG | 39205 | 1031751 |
|  | FORTEC Elektronik <br> AG<br>| 383 | 6635 |
| #\* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 13920 | 922500 |
|  | Freenet AG | 63008 | 2620068 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 40462 | 2058527 |
| \* | Fresenius SE & Co. <br> KGaA<br>| 51589 | 2450318 |
|  | Friedrich Vorwerk <br> Group SE<br>| 1342 | 91634 |
|  | FUCHS SE | 23091 | 887685 |
|  | GEA Group AG | 92131 | 6010598 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Gesco SE | 3348 | $61170 |
|  | GFT Technologies SE | 4517 | 127574 |
|  | H&R GmbH & Co. <br> KGaA<br>| 8388 | 38739 |
|  | Hannover Rueck SE | 27771 | 8914479 |
|  | Hawesko Holding SE | 1210 | 34062 |
| \* | Heidelberger <br> Druckmaschinen <br> AG<br>| 82259 | 113236 |
|  | Hella GmbH & Co. <br> KGaA<br>| 2084 | 209471 |
| \* | HelloFresh SE | 95152 | 990799 |
|  | Henkel AG & Co. <br> KGaA<br>| 28403 | 2004687 |
|  | Hensoldt AG | 26191 | 2028985 |
|  | HOCHTIEF AG | 10134 | 1917304 |
|  | Hornbach Holding AG <br> & Co. KGaA<br>| 4368 | 491781 |
|  | HUGO BOSS AG | 18047 | 752728 |
|  | Indus Holding AG | 6677 | 188100 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 207508 | 6873297 |
| Ω | Instone Real Estate <br> Group SE<br>| 22434 | 207509 |
|  | IVU Traffic <br> Technologies AG<br>| 4593 | 97710 |
|  | Jenoptik AG | 20965 | 418562 |
| Ω | JOST Werke SE | 6051 | 340525 |
|  | KION Group AG | 32805 | 1396048 |
|  | Kloeckner & Co. SE | 11670 | 93933 |
| # | Knaus Tabbert AG | 2630 | 39376 |
|  | Knorr-Bremse AG | 41140 | 4080131 |
| \* | Koenig & Bauer AG | 3611 | 66818 |
|  | Krones AG | 7777 | 1136750 |
|  | KWS Saat SE & Co. <br> KGaA<br>| 4116 | 259713 |
|  | Lanxess AG | 34736 | 1042913 |
|  | Leifheit AG | 1957 | 48220 |
| \* | LPKF Laser & <br> Electronics SE<br>| 3567 | 33201 |
| \* | Medios AG | 7126 | 94634 |
|  | Mercedes-Benz Group <br> AG<br>| 152592 | 9123294 |
|  | MLP SE | 28411 | 257605 |
|  | MTU Aero Engines <br> AG<br>| 10359 | 3585307 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 19748 | 13519668 |
| # | Mutares SE & Co. <br> KGaA<br>| 4664 | 170531 |
| #\* | Nagarro SE | 4112 | 293149 |
|  | Nemetschek SE | 27202 | 3614731 |
| \* | Nordex SE | 55299 | 1035382 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Norma Group SE | 8633 | $108500 |
|  | Patrizia SE | 26565 | 222799 |
| \* | Pentixapharm Holding <br> AG<br>| 5983 | 19655 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 1776 | 312895 |
| # | PNE AG | 4117 | 72004 |
|  | ProSiebenSat.1 Media <br> SE<br>| 68543 | 478342 |
|  | Puma SE (PUM GR) | 44039 | 1137125 |
| #\* | PVA TePla AG | 4827 | 89740 |
| \* | q.beyond AG | 13143 | 11939 |
|  | Qiagen NV | 15973 | 685477 |
|  | Rational AG | 3199 | 2744851 |
|  | Rheinmetall AG | 7601 | 12944900 |
|  | SAF-Holland SE | 6396 | 116050 |
|  | SAP SE (SAP GR) | 81135 | 23739185 |
|  | SAP SE (SAP US), <br> Sponsored ADR<br>| 1458 | 426013 |
|  | Secunet Security <br> Networks AG<br>| 470 | 109596 |
| #\* | SFC Energy AG | 1752 | 45449 |
|  | Siemens AG (SIE <br> GR)<br>| 74214 | 17088621 |
| \* | Siemens Energy AG | 125241 | 9666559 |
| Ω | Siemens Healthineers <br> AG<br>| 33439 | 1802608 |
|  | Sixt SE | 4450 | 423076 |
|  | SMA Solar Technology <br> AG<br>| 5600 | 97122 |
|  | Stabilus SE | 7379 | 204680 |
|  | STRATEC SE | 2512 | 68348 |
|  | Stroeer SE & Co. <br> KGaA<br>| 12956 | 773621 |
| \* | Surteco Group SE | 706 | 12842 |
|  | SUSS MicroTec SE | 8081 | 311169 |
|  | Symrise AG | 61893 | 7138209 |
| \* | TAG Immobilien AG | 74482 | 1212637 |
|  | Takkt AG | 13480 | 116433 |
| \* | Talanx AG | 23490 | 2695903 |
| \*Ω | TeamViewer SE | 81503 | 1252108 |
|  | Technotrans SE | 1764 | 36027 |
|  | United Internet AG | 39002 | 884441 |
| # | Verbio SE | 9842 | 116159 |
|  | Volkswagen AG | 5973 | 666798 |
|  | Vossloh AG | 2950 | 233063 |
|  | Wacker Chemie AG | 2649 | 200253 |
|  | Wacker Neuson SE | 12495 | 336000 |
|  | Washtec AG | 4609 | 222091 |
| \* | Westwing Group SE | 1169 | 10164 |
|  | Wuestenrot & <br> Wuerttembergische <br> AG<br>| 12782 | 205875 |
| \*Ω | Zalando SE | 84478 | 3084822 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Zeal Network SE | 1283 | $65365 |
| TOTAL GERMANY | TOTAL GERMANY |  | 296196316 |
| HONG KONG — (0.8%) | HONG KONG — (0.8%) | HONG KONG — (0.8%) | HONG KONG — (0.8%) |
|  | Aeon Credit Service <br> Asia Co. Ltd.<br>| 18000 | 14410 |
|  | AIA Group Ltd. | 1385200 | 10379181 |
|  | Analogue Holdings <br> Ltd.<br>| 192000 | 18538 |
|  | APAC Resources Ltd. | 88628 | 12620 |
| \* | Apollo Future Mobility <br> Group Ltd.<br>| 86400 | 11396 |
|  | ASMPT Ltd. | 48400 | 325610 |
|  | Best Mart 360 <br> Holdings Ltd.<br>| 48000 | 10629 |
|  | BOC Hong Kong <br> Holdings Ltd.<br>| 282000 | 1169843 |
| Ω | Budweiser Brewing <br> Co. APAC Ltd.<br>| 150000 | 158494 |
|  | Build King Holdings <br> Ltd.<br>| 40000 | 5814 |
|  | China Motor Bus Co. <br> Ltd.<br>| 800 | 5825 |
| \* | China Star <br> Entertainment Ltd.<br>| 130000 | 26357 |
| \* | Chinese Estates <br> Holdings Ltd.<br>| 140000 | 23231 |
|  | Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 163000 | 159743 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 444000 | 135068 |
|  | CK Asset Holdings <br> Ltd.<br>| 188823 | 771410 |
| #\* | C-Mer Medical <br> Holdings Ltd.<br>| 204000 | 44409 |
| #†† | Convoy, Inc. | 528000 | 2131 |
| \* | CSC Holdings Ltd. | 12550000 | 30691 |
| \* | CSI Properties Ltd. | 966000 | 20854 |
|  | CTF Services Ltd. | 455242 | 431121 |
| #\*†† | CW Group Holdings <br> Ltd.<br>| 85500 | 0 |
|  | Dah Sing Banking <br> Group Ltd.<br>| 112800 | 121552 |
|  | Dah Sing Financial <br> Holdings Ltd.<br>| 54000 | 197165 |
|  | Dickson Concepts <br> International Ltd.<br>| 63000 | 55708 |
|  | DL Holdings Group <br> Ltd.<br>| 37000 | 16735 |
|  | Dynamic Holdings <br> Ltd.<br>| 38000 | 69157 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Emperor Watch & <br> Jewellery Ltd.<br>| 490000 | $13675 |
| \* | ENM Holdings Ltd. | 376000 | 12094 |
| \* | Esprit Holdings Ltd. | 1098100 | 13876 |
|  | Far East Consortium <br> International Ltd.<br>| 489043 | 56104 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 50000 | 35596 |
|  | Giordano International <br> Ltd.<br>| 560000 | 107812 |
|  | Glorious Sun <br> Enterprises Ltd.<br>| 129000 | 21279 |
| #\*†† | Gold Financial <br> Holdings Ltd.<br>| 44000 | 0 |
|  | Great Eagle Holdings <br> Ltd.<br>| 62693 | 104802 |
| \*†† | Greentech Technology <br> International Ltd.<br>| 62000 | 839 |
|  | G-Resources Group <br> Ltd.<br>| 130050 | 106042 |
|  | Guoco Group Ltd. | 10000 | 81310 |
|  | Guotai Junan <br> International <br> Holdings Ltd.<br>| 1443000 | 185834 |
|  | Hang Lung Group <br> Ltd.<br>| 34000 | 48806 |
|  | Hang Lung Properties <br> Ltd.<br>| 385635 | 316275 |
|  | Hang Seng Bank Ltd. | 78800 | 1099952 |
| \* | Hanison Construction <br> Holdings Ltd.<br>| 9806 | 319 |
|  | HKBN Ltd. | 89000 | 58179 |
|  | Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 92000 | 49689 |
| \* | Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 88794 | 23755 |
| Ω | Honma Golf Ltd. | 11500 | 5124 |
|  | Hysan Development <br> Co. Ltd.<br>| 122000 | 198872 |
|  | IGG, Inc. | 261000 | 125742 |
| Ω | Impro Precision <br> Industries Ltd.<br>| 135000 | 40014 |
|  | Johnson Electric <br> Holdings Ltd.<br>| 90000 | 163962 |
|  | K Wah International <br> Holdings Ltd.<br>| 572000 | 128157 |
|  | Kerry Properties Ltd. | 250500 | 588282 |
|  | KLN Logistics Group <br> Ltd.<br>| 113500 | 91547 |
|  | Kowloon Development <br> Co. Ltd.<br>| 200932 | 77846 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Liu Chong Hing <br> Investment Ltd.<br>| 96000 | $49862 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 155000 | 338227 |
|  | Man Wah Holdings <br> Ltd.<br>| 430400 | 228732 |
| #\* | Melco International <br> Development Ltd.<br>| 44000 | 18229 |
|  | MGM China Holdings <br> Ltd.<br>| 158000 | 204755 |
| \* | Midland Holdings Ltd. | 251026 | 31991 |
|  | Modern Dental Group <br> Ltd.<br>| 116000 | 62301 |
| \* | NagaCorp Ltd. | 377140 | 160194 |
| \* | New Focus Auto Tech <br> Holdings Ltd.<br>| 1520000 | 8403 |
| \* | New World <br> Development Co. <br> Ltd.<br>| 463000 | 283533 |
| \*†† | NewOcean Energy <br> Holdings Ltd.<br>| 550000 | 0 |
|  | Oriental Watch <br> Holdings<br>| 186476 | 84241 |
|  | Paradise <br> Entertainment Ltd.<br>| 48000 | 10189 |
|  | PAX Global <br> Technology Ltd.<br>| 252000 | 151753 |
|  | PC Partner Group <br> Ltd.<br>| 98000 | 92145 |
| # | Perfect Medical Health <br> Management Ltd.<br>| 183000 | 51013 |
|  | Pico Far East <br> Holdings Ltd.<br>| 406000 | 100013 |
|  | Playmates Toys Ltd. | 96000 | 6531 |
|  | Plover Bay <br> Technologies Ltd.<br>| 80000 | 54731 |
|  | Power Assets <br> Holdings Ltd.<br>| 255500 | 1689672 |
| # | Sa Sa International <br> Holdings Ltd.<br>| 410000 | 31001 |
| \* | Sands China Ltd. | 161600 | 289417 |
| #\* | Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 439000 | 359020 |
| \* | Shun Tak Holdings <br> Ltd.<br>| 264000 | 19039 |
|  | Singamas Container <br> Holdings Ltd.<br>| 542000 | 42485 |
|  | Sino Land Co. Ltd. | 567822 | 583551 |
| #\* | SJM Holdings Ltd. | 254000 | 70859 |
|  | Soundwill Holdings <br> Ltd.<br>| 11500 | 12091 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Sun Hung Kai <br> Properties Ltd.<br>| 157707 | $1496074 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 62000 | 536155 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 87500 | 120432 |
|  | Swire Properties Ltd. | 83600 | 184754 |
|  | Techtronic Industries <br> Co. Ltd.<br>| 239500 | 2410324 |
| \* | Television Broadcasts <br> Ltd.<br>| 145800 | 58117 |
| # | Theme International <br> Holdings Ltd.<br>| 2880000 | 144775 |
|  | Town Health <br> International <br> Medical Group Ltd.<br>| 952000 | 30510 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 224000 | 27474 |
|  | Tycoon Group <br> Holdings Ltd.<br>| 64000 | 4127 |
| \* | Value Partners Group <br> Ltd.<br>| 387000 | 67774 |
|  | Vesync Co. Ltd. | 153000 | 109883 |
|  | Viva Goods Co. Ltd. | 760000 | 35196 |
| \* | Vobile Group Ltd. | 174000 | 73092 |
|  | VSTECS Holdings <br> Ltd.<br>| 186400 | 143518 |
|  | VTech Holdings Ltd. | 41500 | 278804 |
| \* | Wai Kee Holdings <br> Ltd.<br>| 120000 | 9012 |
|  | Wharf Real Estate <br> Investment Co. Ltd.<br>| 259000 | 619411 |
|  | Wing Tai Properties <br> Ltd.<br>| 18000 | 3376 |
| \* | Yunfeng Financial <br> Group Ltd.<br>| 28000 | 4872 |
| \* | Zhaobangji Lifestyle <br> Holdings Ltd.<br>| 376000 | 6699 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 29371833 |
| IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) | IRELAND — (0.7%) |
|  | AIB Group PLC | 722280 | 4854488 |
|  | Bank of Ireland Group <br> PLC<br>| 414757 | 4869851 |
|  | C&C Group PLC | 188276 | 345828 |
|  | Cairn Homes PLC | 358413 | 789594 |
|  | Dalata Hotel Group <br> PLC<br>| 45332 | 259818 |
|  | DCC PLC | 49545 | 3238155 |
|  | FBD Holdings PLC <br> (FBD ID)<br>| 14225 | 207366 |
| \* | Flutter Entertainment <br> PLC<br>| 11279 | 2737601 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |
|  | Glanbia PLC (GLB <br> ID)<br>| 53426 | $691610 |
| \*Ω | Glenveagh Properties <br> PLC<br>| 263160 | 493227 |
|  | Grafton Group PLC, <br> CDI<br>| 71709 | 868042 |
|  | Greencore Group <br> PLC<br>| 170785 | 421140 |
| \* | James Hardie <br> Industries PLC <br> (JHX AU), CDI<br>| 113015 | 2652710 |
|  | Kerry Group PLC <br> (KYGA ID), Class A<br>| 11394 | 1206189 |
|  | Kingspan Group PLC <br> (KSP ID)<br>| 44267 | 3735445 |
| \* | Permanent TSB <br> Group Holdings <br> PLC<br>| 6807 | 11916 |
|  | Smurfit WestRock <br> PLC<br>| 16341 | 686649 |
| TOTAL IRELAND | TOTAL IRELAND |  | 28069629 |
| ISRAEL — (0.7%) | ISRAEL — (0.7%) | ISRAEL — (0.7%) | ISRAEL — (0.7%) |
| \* | AFI Properties Ltd. | 6869 | 347457 |
|  | Africa Israel <br> Residences Ltd.<br>| 1645 | 108833 |
| \* | Airport City Ltd. | 15757 | 234209 |
| \* | Allot Ltd. | 5136 | 30345 |
|  | Alony Hetz Properties <br> & Investments Ltd.<br>| 16750 | 139905 |
|  | Altshuler Shaham <br> Finance Ltd.<br>| 9944 | 14241 |
|  | Amos Luzon <br> Development & <br> Energy Group Ltd.<br>| 25438 | 19309 |
|  | Arad Ltd. | 4385 | 62130 |
| \* | Ashdod Refinery Ltd. | 1321 | 21711 |
|  | Ashtrom Group Ltd. | 11089 | 174387 |
|  | Atreyu Capital <br> Markets Ltd.<br>| 794 | 15497 |
|  | AudioCodes Ltd. <br> (AUDC IT)<br>| 772 | 7297 |
|  | AudioCodes Ltd. <br> (AUDC US)<br>| 6136 | 57556 |
|  | Aura Investments Ltd. | 53611 | 281114 |
|  | Automatic Bank <br> Services Ltd.<br>| 3721 | 23006 |
| \* | Avgol Industries 1953 <br> Ltd.<br>| 36631 | 15304 |
|  | Ayalon Holdings Ltd. | 1303 | 17836 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 17797 | $82005 |
|  | Bank Hapoalim BM | 102634 | 1505496 |
|  | Bank Leumi Le-Israel <br> BM<br>| 157351 | 2234546 |
| \* | Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 2007 | 268599 |
|  | Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 313188 | 476245 |
| \* | Big Shopping Centers <br> Ltd.<br>| 954 | 139295 |
|  | Blue Square Real <br> Estate Ltd.<br>| 1661 | 141453 |
| \* | Brainsway Ltd. (BWAY <br> IT)<br>| 3680 | 16510 |
| # | Camtek Ltd. | 1965 | 130485 |
|  | Carasso Motors Ltd. | 14778 | 113814 |
|  | Clal Insurance <br> Enterprises <br> Holdings Ltd.<br>| 31127 | 854066 |
| #\* | Compugen Ltd. | 14192 | 20450 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 2260 | 244250 |
|  | Danya Cebus Ltd. | 2199 | 63445 |
|  | Delta Galil Ltd. | 4359 | 205541 |
|  | Delta Israel Brands <br> Ltd.<br>| 1130 | 25478 |
|  | Diplomat Holdings <br> Ltd.<br>| 790 | 9093 |
|  | Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 128 | 19052 |
| \* | Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 1328 | 42990 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 55139 | 183534 |
|  | Duniec Brothers Ltd. | 246 | 14837 |
| # | E&M Computing Ltd. | 5670 | 14079 |
|  | Elbit Systems Ltd. <br> (ESLT US)<br>| 1786 | 709917 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 4431 | 122032 |
| # | Electra Ltd. | 908 | 480321 |
|  | Electra Real Estate <br> Ltd.<br>| 4172 | 51773 |
| \* | Ellomay Capital Ltd. | 2313 | 33683 |
|  | Energix-Renewable <br> Energies Ltd.<br>| 72572 | 214930 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> IT)<br>| 20678 | $334918 |
| \* | Enlight Renewable <br> Energy Ltd. (ENLT <br> US)<br>| 11932 | 194611 |
|  | First International <br> Bank of Israel Ltd.<br>| 8433 | 463177 |
|  | FMS Enterprises <br> Migun Ltd.<br>| 1725 | 83220 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 3085 | 272377 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> US), Sponsored <br> ADR<br>| 1495 | 129482 |
|  | Fox Wizel Ltd. | 3912 | 329030 |
|  | Gav-Yam Lands Corp. <br> Ltd.<br>| 14852 | 132042 |
| \* | Gilat Satellite <br> Networks Ltd.<br>| 1534 | 9731 |
| \* | Hagag Group Real <br> Estate <br> Development<br>| 15231 | 70030 |
|  | Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 34522 | 573823 |
|  | Hilan Ltd. | 6150 | 392650 |
|  | Hiper Global Ltd. | 5670 | 24542 |
|  | ICL Group Ltd. | 40955 | 273392 |
|  | IDI Insurance Co. Ltd. | 4267 | 199831 |
| \* | IES Holdings Ltd. | 1251 | 74537 |
|  | Ilex Medical Ltd. | 2010 | 33304 |
|  | Inrom Construction <br> Industries Ltd.<br>| 23884 | 100104 |
|  | Isracard Ltd. | 70682 | 332860 |
|  | Israel Canada TR <br> Ltd.<br>| 34847 | 113426 |
|  | Israel Shipyards <br> Industries Ltd.<br>| 1109 | 40134 |
| \* | Israir Group Ltd. | 35939 | 20986 |
|  | Isras Investment Co. <br> Ltd.<br>| 699 | 150749 |
|  | Isrotel Ltd. | 952 | 19251 |
|  | Kamada Ltd. (KMDA <br> IT)<br>| 4386 | 28556 |
|  | Kvutzat Acro Ltd. | 7152 | 96679 |
|  | Land Development <br> Nimrodi Group Ltd.<br>| 7139 | 56096 |
| # | Lapidoth Capital Ltd. | 2897 | 49942 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | M Yochananof & Sons <br> Ltd.<br>| 2246 | $151900 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 312 | 4315 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 20236 | 280066 |
| \* | Malam - Team Ltd. | 1445 | 29519 |
|  | Matrix IT Ltd. | 13031 | 318960 |
|  | Max Stock Ltd. | 15933 | 60879 |
|  | Maytronics Ltd. | 9928 | 11226 |
|  | Mediterranean Towers <br> Ltd.<br>| 19996 | 60543 |
|  | Mega Or Holdings <br> Ltd.<br>| 5424 | 184427 |
|  | Melisron Ltd. | 3104 | 264080 |
|  | MENIF - Financial <br> Services Ltd.<br>| 9819 | 50087 |
|  | Menora Mivtachim <br> Holdings Ltd.<br>| 10987 | 581948 |
|  | Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 498 | 52819 |
|  | Mivne Real Estate KD <br> Ltd.<br>| 106523 | 310810 |
|  | Mivtach Shamir <br> Holdings Ltd.<br>| 800 | 55379 |
|  | Nawi Group Ltd. | 2062 | 28137 |
| \* | Nayax Ltd. | 808 | 33923 |
|  | Neto Malinda Trading <br> Ltd.<br>| 1682 | 50877 |
|  | Next Vision Stabilized <br> Systems Ltd.<br>| 16681 | 439409 |
| \* | Nice Ltd. (NICE IT) | 528 | 82486 |
| #\* | Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 4410 | 687321 |
|  | Novolog Ltd. | 129670 | 54024 |
|  | Oil Refineries Ltd. | 976151 | 245086 |
|  | One Software <br> Technologies Ltd.<br>| 16381 | 309473 |
| \* | OY Nofar Energy Ltd. | 2907 | 68040 |
|  | Palram Industries <br> 1990 Ltd.<br>| 5815 | 123731 |
| # | Partner <br> Communications <br> Co. Ltd.<br>| 65428 | 434684 |
|  | Paz Retail & Energy <br> Ltd.<br>| 6028 | 851190 |
| #\* | Perion Network Ltd. | 13706 | 129360 |
|  | Phoenix Financial <br> Ltd.<br>| 78881 | 1553407 |
|  | Plasson Industries <br> Ltd.<br>| 847 | 46477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Plus500 Ltd. | 60436 | $2477411 |
|  | Polyram Plastic <br> Industries Ltd.<br>| 14681 | 39816 |
|  | Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 1245 | 32083 |
| \* | Priortech Ltd. | 1051 | 42697 |
| # | Qualitau Ltd. | 1588 | 89193 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 3808 | 291353 |
| \* | Rani Zim Shopping <br> Centers Ltd.<br>| 20347 | 24826 |
|  | Rapac Communication <br> & Infrastructure <br> Ltd.<br>| 1869 | 21610 |
|  | Retailors Ltd. | 4734 | 97710 |
|  | Sano-Brunos <br> Enterprises Ltd.<br>| 805 | 71251 |
| \* | Scope Metals Group <br> Ltd.<br>| 3137 | 108427 |
| \* | Shikun & Binui Soltec <br> Renewable Energy<br>| 40195 | 26037 |
|  | Shufersal Ltd. | 60356 | 565105 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 14714 | 217045 |
|  | Tadiran Group Ltd. | 1128 | 62624 |
| \* | TAT Technologies Ltd. | 916 | 25244 |
|  | Telsys Ltd. | 818 | 38541 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 37384 | 579700 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 59061 | 916036 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 6800 | 14292 |
|  | Turpaz Industries Ltd. | 5911 | 43083 |
| \* | Veridis Environment <br> Ltd.<br>| 4021 | 25940 |
|  | Victory Supermarket <br> Chain Ltd.<br>| 2615 | 31284 |
|  | Villar International <br> Ltd.<br>| 206 | 9571 |
|  | YD More Investments <br> Ltd.<br>| 9397 | 41799 |
|  | YH Dimri Construction <br> & Development <br> Ltd.<br>| 2970 | 250609 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 28285406 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (2.0%) | ITALY — (2.0%) | ITALY — (2.0%) | ITALY — (2.0%) |
|  | A2A SpA | 288723 | $734300 |
| \* | Abitare In SpA | 2232 | 8119 |
|  | ACEA SpA | 27501 | 646071 |
|  | Amplifon SpA | 56962 | 1090193 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 81401 | 198123 |
|  | Ascopiave SpA | 41478 | 155225 |
|  | Avio SpA | 3269 | 71044 |
|  | Azimut Holding SpA | 69440 | 1929677 |
|  | B&C Speakers SpA | 956 | 16529 |
|  | Banca Generali SpA | 29500 | 1750168 |
|  | Banca IFIS SpA | 10903 | 273188 |
|  | Banca Mediolanum <br> SpA<br>| 89019 | 1330821 |
|  | Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 23608 | 199648 |
|  | Banca Popolare di <br> Sondrio SpA<br>| 42186 | 528628 |
| Ω | Banca Sistema SpA | 11045 | 20693 |
|  | Banco BPM SpA | 124140 | 1385715 |
|  | BasicNet SpA | 14461 | 121464 |
| Ω | BFF Bank SpA | 86415 | 818679 |
| # | Biesse SpA | 4084 | 32694 |
|  | BPER Banca SpA | 452881 | 3678337 |
| # | Brunello Cucinelli <br> SpA<br>| 13427 | 1515904 |
|  | Cairo Communication <br> SpA<br>| 29771 | 97259 |
| Ω | Carel Industries SpA | 7220 | 144707 |
|  | Cembre SpA | 670 | 37053 |
| \* | CIR SpA-Compagnie <br> Industriali<br>| 136243 | 90391 |
|  | Comer Industries SpA | 320 | 10774 |
|  | Credito Emiliano SpA | 22111 | 303978 |
|  | Datalogic SpA | 6610 | 31980 |
|  | Emak SpA | 20039 | 17947 |
| Ω | Enav SpA | 41833 | 185244 |
|  | Enel SpA | 630087 | 5462207 |
| # | ERG SpA | 3595 | 73546 |
| \* | Esprinet SpA | 19730 | 117826 |
| # | Ferretti SpA | 27158 | 77764 |
|  | Fila SpA | 7599 | 99002 |
|  | FinecoBank Banca <br> Fineco SpA<br>| 345969 | 6923160 |
| # | FNM SpA | 22102 | 10018 |
| \* | Garofalo Health Care <br> SpA<br>| 4444 | 27185 |
|  | Gefran SpA | 856 | 8858 |
|  | GPI SpA | 2000 | 20887 |
|  | Hera SpA | 510606 | 2417324 |
| # | IMMSI SpA | 75654 | 42813 |
|  | Intercos SpA | 8316 | 125174 |
|  | Interpump Group SpA | 12616 | 432701 |
|  | Intesa Sanpaolo SpA | 1461393 | 7801331 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Iren SpA | 103840 | $296456 |
|  | Italgas SpA | 229375 | 1884549 |
| # | Italian Sea Group <br> SpA<br>| 2613 | 16726 |
|  | Italmobiliare SpA | 4148 | 115487 |
|  | Leonardo SpA | 48967 | 2545712 |
|  | LU-VE SpA | 1230 | 39791 |
|  | Maire SpA | 82336 | 889274 |
| # | MARR SpA | 11918 | 131841 |
|  | Mediobanca Banca di <br> Credito Finanziario <br> SpA<br>| 184020 | 3763949 |
|  | Moncler SpA | 64956 | 4009141 |
| #\*Ω | Nexi SpA | 144818 | 845890 |
| Ω | OVS SpA | 100260 | 361865 |
|  | Pharmanutra SpA | 1644 | 100690 |
| # | Piaggio & C SpA | 34873 | 68458 |
|  | PRADA SpA | 132100 | 824813 |
|  | Prysmian SpA | 30244 | 1661370 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 30527 | 1801347 |
|  | Reply SpA | 8787 | 1568738 |
| \* | Revo SpA | 3451 | 54066 |
|  | Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 61164 | 68097 |
| #\* | Safilo Group SpA | 87662 | 71679 |
| #\* | Saipem SpA | 1135846 | 2623769 |
| # | Salvatore Ferragamo <br> SpA<br>| 10503 | 65805 |
| # | Sanlorenzo SpA | 6170 | 198079 |
|  | Sesa SpA | 4115 | 347797 |
|  | Snam SpA | 325204 | 1866502 |
| # | Sogefi SpA | 10917 | 25675 |
|  | SOL SpA | 17027 | 777396 |
|  | Spaxs SpA | 23291 | 92002 |
|  | Tamburi Investment <br> Partners SpA<br>| 40366 | 345555 |
| Ω | Technogym SpA | 54150 | 731720 |
| \* | Telecom Italia SpA <br> (TIT IM)<br>| 3623263 | 1434937 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 1598949 | 711162 |
|  | Terna - Rete Elettrica <br> Nazionale<br>| 79454 | 790075 |
|  | Tinexta SpA | 4730 | 50441 |
|  | TXT e-solutions SpA | 4111 | 146963 |
|  | Unipol Assicurazioni <br> SpA<br>| 168219 | 3017289 |
| # | Webuild SpA | 155398 | 563794 |
| # | Zignago Vetro SpA | 1524 | 15330 |
| TOTAL ITALY | TOTAL ITALY |  | 75988579 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (18.7%) | JAPAN — (18.7%) | JAPAN — (18.7%) | JAPAN — (18.7%) |
|  | &Do Holdings Co. <br> Ltd.<br>| 2700 | $25831 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 8800 | 110137 |
|  | AB & Company Co. <br> Ltd.<br>| 3400 | 21572 |
|  | ABC-Mart, Inc. | 25000 | 464949 |
| #\* | Access Co. Ltd. | 4000 | 21550 |
|  | Achilles Corp. | 6500 | 61319 |
|  | Acom Co. Ltd. | 98800 | 276848 |
|  | AD Works Group Co. <br> Ltd.<br>| 19300 | 35715 |
|  | Adastria Co. Ltd. | 11900 | 243140 |
|  | ADEKA Corp. | 42500 | 766144 |
| # | Ad-sol Nissin Corp. | 7800 | 55158 |
|  | Advan Group Co. Ltd. | 8700 | 49529 |
|  | Advanced Media, Inc. | 3000 | 18556 |
|  | Advantest Corp. | 127000 | 5313164 |
|  | Adventure, Inc. | 700 | 18483 |
|  | Adways, Inc. | 5500 | 10195 |
|  | Aeon Co. Ltd. | 94499 | 2794446 |
|  | Aeon Fantasy Co. <br> Ltd.<br>| 2500 | 41199 |
|  | AEON Financial <br> Service Co. Ltd.<br>| 29600 | 244938 |
| # | Aeon Hokkaido Corp. | 15400 | 94288 |
| # | Aeon Kyushu Co. Ltd. | 1900 | 33752 |
|  | Aeon Mall Co. Ltd. | 16700 | 320433 |
|  | Ai Holdings Corp. | 9300 | 137623 |
|  | Aica Kogyo Co. Ltd. | 20600 | 477597 |
| # | Aichi Corp. | 13000 | 116994 |
| # | Aichi Steel Corp. | 8200 | 483313 |
|  | Aichi Tokei Denki Co. <br> Ltd.<br>| 2000 | 27533 |
|  | Aida Engineering Ltd. | 22000 | 136523 |
| # | Ain Holdings, Inc. | 13200 | 508785 |
|  | Aiphone Co. Ltd. | 3600 | 63370 |
|  | Air Water, Inc. | 57300 | 781366 |
| # | Airman Corp. | 9300 | 120855 |
|  | Airtech Japan Ltd. | 2700 | 19926 |
|  | Airtrip Corp. | 4100 | 27091 |
|  | Aisan Industry Co. <br> Ltd.<br>| 14500 | 195969 |
|  | AIT Corp. | 8400 | 103218 |
|  | Ajis Co. Ltd. | 2400 | 43278 |
|  | Akatsuki Corp. | 10000 | 34107 |
|  | Akatsuki, Inc. | 2500 | 60956 |
| #\* | Akebono Brake <br> Industry Co. Ltd.<br>| 30700 | 22152 |
|  | Akita Bank Ltd. | 4200 | 71894 |
|  | Albis Co. Ltd. | 3200 | 66652 |
|  | Alconix Corp. | 1300 | 14040 |
|  | Alfresa Holdings <br> Corp.<br>| 79900 | 1206181 |
|  | Alinco, Inc. | 5700 | 40195 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Alleanza Holdings Co. <br> Ltd.<br>| 5900 | $42871 |
|  | Almado, Inc. | 1000 | 7784 |
|  | Alpen Co. Ltd. | 6900 | 114992 |
| # | Alpha Systems, Inc. | 3400 | 77788 |
|  | Alps Alpine Co. Ltd. | 63516 | 645211 |
| # | Altech Corp. | 13900 | 261094 |
|  | Amada Co. Ltd. | 114800 | 1149496 |
|  | Amano Corp. | 22200 | 646378 |
| # | Amiyaki Tei Co. Ltd. | 4800 | 48157 |
| # | Amuse, Inc. | 1300 | 14758 |
|  | Amvis Holdings, Inc. | 13500 | 43470 |
| # | Anabuki Kosan, Inc. | 2300 | 35420 |
|  | Anest Iwata Corp. | 17000 | 132870 |
|  | Anicom Holdings, Inc. | 13071 | 54563 |
| \* | Anrakutei Co. Ltd. | 400 | 19763 |
|  | Anycolor, Inc. | 7500 | 193378 |
|  | Aoyama Trading Co. <br> Ltd.<br>| 8900 | 127806 |
|  | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 15000 | 202904 |
|  | Arakawa Chemical <br> Industries Ltd.<br>| 9100 | 67666 |
|  | Arata Corp. | 12400 | 276319 |
|  | ARCLANDS Corp. | 7819 | 95049 |
|  | Arcs Co. Ltd. | 15523 | 312303 |
|  | ARE Holdings, Inc. | 41100 | 510630 |
|  | Arealink Co. Ltd. | 10800 | 166146 |
|  | Argo Graphics, Inc. | 6100 | 215666 |
|  | Artience Co. Ltd. | 26000 | 536554 |
|  | Artnature, Inc. | 4600 | 25759 |
|  | Artner Co. Ltd. | 4500 | 59287 |
|  | As One Corp. | 26500 | 419989 |
|  | Asahi Co. Ltd. | 6200 | 59995 |
|  | Asahi Diamond <br> Industrial Co. Ltd.<br>| 14700 | 75991 |
|  | Asahi Group Holdings <br> Ltd.<br>| 117397 | 1622695 |
|  | Asahi Intelligence <br> Service Co. Ltd.<br>| 1400 | 9791 |
|  | Asahi Kasei Corp. | 370600 | 2582615 |
| # | Asahi Kogyosha Co. <br> Ltd.<br>| 11200 | 167252 |
|  | Asahi Net, Inc. | 11600 | 56222 |
| # | Asahi Yukizai Corp. | 9500 | 249000 |
|  | Asanuma Corp. | 25000 | 131556 |
|  | Asics Corp. | 149600 | 3215509 |
|  | ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 3600 | 58722 |
| # | ASKUL Corp. | 21200 | 225642 |
|  | Astellas Pharma, Inc. | 266500 | 2668770 |
|  | Astena Holdings Co. <br> Ltd.<br>| 14100 | 47731 |
|  | Atrae, Inc. | 4800 | 23621 |
| # | Aucnet, Inc. | 12800 | 111397 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Autobacs Seven Co. <br> Ltd.<br>| 33600 | $348684 |
|  | Aval Data Corp. | 1300 | 18241 |
|  | Avant Group Corp. | 8900 | 110968 |
|  | Avex, Inc. | 4000 | 36908 |
|  | Axial Retailing, Inc. | 20400 | 155184 |
|  | Azbil Corp. | 157200 | 1353695 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 17500 | 161887 |
|  | AZOOM Co. Ltd. | 900 | 49233 |
|  | Bandai Namco <br> Holdings, Inc.<br>| 107900 | 3749797 |
|  | Bando Chemical <br> Industries Ltd.<br>| 8500 | 88847 |
| #\* | Bank of Innovation, <br> Inc.<br>| 900 | 65672 |
|  | Bank of Saga Ltd. | 3300 | 50463 |
|  | Base Co. Ltd. | 4900 | 106530 |
| \* | baudroie, Inc. | 300 | 11910 |
|  | BayCurrent, Inc. | 43600 | 2349324 |
| # | Beauty Garage, Inc. | 3800 | 39752 |
| # | Beenos, Inc. | 4900 | 137071 |
|  | Belc Co. Ltd. | 4700 | 232425 |
|  | Bell System24 <br> Holdings, Inc.<br>| 19100 | 158065 |
|  | Belluna Co. Ltd. | 13273 | 90972 |
| # | Bewith, Inc. | 2200 | 25895 |
|  | Bic Camera, Inc. | 34600 | 371036 |
|  | BIPROGY, Inc. | 39200 | 1280200 |
|  | B-Lot Co. Ltd. | 2000 | 18479 |
|  | BML, Inc. | 6708 | 139917 |
| # | Bookoff Group <br> Holdings Ltd.<br>| 2900 | 30533 |
| # | Br Holdings Corp. | 8900 | 20970 |
| # | BrainPad, Inc. | 7200 | 53458 |
| # | BRONCO BILLY Co. <br> Ltd.<br>| 600 | 15005 |
|  | Brother Industries <br> Ltd.<br>| 40700 | 715244 |
|  | Buffalo, Inc. | 1700 | 24603 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 27200 | 389402 |
|  | Business Brain <br> Showa-Ota, Inc.<br>| 5400 | 102126 |
|  | Business Engineering <br> Corp.<br>| 2400 | 63961 |
|  | BuySell Technologies <br> Co. Ltd.<br>| 1000 | 21727 |
|  | C Uyemura & Co. <br> Ltd.<br>| 5000 | 323580 |
|  | CAC Holdings Corp. | 5100 | 73917 |
|  | Canon Electronics, <br> Inc.<br>| 3300 | 53781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Canon Marketing <br> Japan, Inc.<br>| 17700 | $626578 |
| # | Canon, Inc. (7751 JP) | 41700 | 1286851 |
|  | Canon, Inc. (CAJ US), <br> Sponsored ADR<br>| 12866 | 395244 |
|  | Capcom Co. Ltd. | 77200 | 2234979 |
|  | Career Design Center <br> Co. Ltd.<br>| 1900 | 23830 |
|  | Careerlink Co. Ltd. | 4900 | 73553 |
| # | Carenet, Inc. | 13100 | 67495 |
|  | Carlit Co. Ltd. | 10600 | 79610 |
|  | Casio Computer Co. <br> Ltd.<br>| 42700 | 333938 |
|  | Cawachi Ltd. | 6000 | 117522 |
|  | CDS Co. Ltd. | 1300 | 16719 |
|  | Celsys, Inc. | 16700 | 151786 |
|  | Central Automotive <br> Products Ltd.<br>| 19500 | 231006 |
|  | Central Japan Railway <br> Co.<br>| 45275 | 952760 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 3900 | 73610 |
| # | Central Sports Co. <br> Ltd.<br>| 1100 | 18487 |
| # | Ceres, Inc. | 3300 | 50004 |
| # | Change Holdings, <br> Inc.<br>| 33200 | 315226 |
|  | Charm Care Corp. <br> KK<br>| 7900 | 69746 |
|  | Chiba Bank Ltd.  | 30300 | 269412 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 1800 | 16210 |
| # | Chino Corp. | 3100 | 41647 |
|  | Chiyoda Co. Ltd. | 5400 | 46220 |
|  | Chiyoda Integre Co. <br> Ltd.<br>| 2700 | 51237 |
|  | Chofu Seisakusho Co. <br> Ltd.<br>| 5400 | 68113 |
|  | Chori Co. Ltd. | 1600 | 40588 |
|  | Chudenko Corp. | 14100 | 346719 |
|  | Chugai <br> Pharmaceutical Co. <br> Ltd.<br>| 108800 | 6267915 |
|  | Chugai Ro Co. Ltd. | 3400 | 90318 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 23700 | 344236 |
|  | CKD Corp. | 12500 | 182202 |
|  | CK-San-Etsu Co. Ltd. | 2300 | 59471 |
|  | Cleanup Corp. | 13500 | 61052 |
|  | Coca-Cola Bottlers <br> Japan Holdings, <br> Inc.<br>| 33300 | 625601 |
|  | COLOPL, Inc. | 23200 | 76967 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 5000 | $74479 |
|  | Computer Institute of <br> Japan Ltd.<br>| 16560 | 54051 |
|  | COMSYS Holdings <br> Corp.<br>| 37521 | 831618 |
|  | Comture Corp. | 10400 | 121521 |
|  | Concordia Financial <br> Group Ltd.<br>| 81100 | 524551 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 900 | 10544 |
| # | Core Corp. | 2600 | 32180 |
| # | Corona Corp. | 6600 | 42499 |
| # | Cosel Co. Ltd. | 13300 | 100211 |
|  | Cosmos Initia Co. <br> Ltd.<br>| 4300 | 36764 |
| # | Cosmos <br> Pharmaceutical <br> Corp.<br>| 21800 | 1402603 |
| # | Cota Co. Ltd. | 6189 | 61899 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 17600 | 171574 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 10847 | 231111 |
|  | Creek & River Co. <br> Ltd.<br>| 9000 | 97532 |
|  | Cresco Ltd. | 14200 | 119334 |
| # | Cross Cat Co. Ltd. | 1300 | 9543 |
|  | CrowdWorks, Inc. | 2100 | 16609 |
|  | CTI Engineering Co. <br> Ltd.<br>| 13400 | 223567 |
|  | CTS Co. Ltd. | 8700 | 48800 |
| \* | CUC, Inc. | 3200 | 25160 |
|  | Curves Holdings Co. <br> Ltd.<br>| 17900 | 86715 |
| #\* | Cyber Security Cloud, <br> Inc.<br>| 1300 | 15584 |
|  | CyberAgent, Inc. | 154754 | 1324698 |
|  | Cybozu, Inc. | 11300 | 234377 |
|  | Dai Nippon Printing <br> Co. Ltd.<br>| 40800 | 568700 |
|  | Dai Nippon Toryo Co. <br> Ltd.<br>| 14600 | 129850 |
|  | Dai-Dan Co. Ltd. | 13300 | 386609 |
|  | Daido Steel Co. Ltd. | 66700 | 502579 |
|  | Daifuku Co. Ltd. | 75400 | 1994667 |
| # | Daihatsu Diesel <br> Manufacturing Co. <br> Ltd.<br>| 9500 | 119872 |
|  | Daihen Corp. | 3600 | 158848 |
| # | Daiho Corp. | 13000 | 72921 |
|  | Dai-Ichi Cutter Kogyo <br> KK<br>| 3000 | 29132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Daiichi Jitsugyo Co. <br> Ltd.<br>| 10200 | $163231 |
|  | Daiichi Kensetsu <br> Corp.<br>| 2300 | 41818 |
| # | Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 12400 | 58300 |
|  | Dai-ichi Life Holdings, <br> Inc.<br>| 502000 | 3624664 |
|  | Daiichi Sankyo Co. <br> Ltd.<br>| 174400 | 4461258 |
|  | Daiken Medical Co. <br> Ltd.<br>| 4300 | 14345 |
|  | Daiki Aluminium <br> Industry Co. Ltd.<br>| 15300 | 100463 |
|  | Daikin Industries Ltd. | 24300 | 2768334 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 2800 | 148620 |
|  | Daikyonishikawa <br> Corp.<br>| 9400 | 37514 |
|  | Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 6850 | 145115 |
|  | Daiseki Co. Ltd. | 10780 | 274737 |
|  | Daisue Construction <br> Co. Ltd.<br>| 4800 | 68861 |
|  | Daisyo Corp. | 1400 | 11176 |
|  | Daito Pharmaceutical <br> Co. Ltd.<br>| 1760 | 25656 |
|  | Daito Trust <br> Construction Co. <br> Ltd.<br>| 20000 | 2226740 |
|  | Daitron Co. Ltd. | 1900 | 42508 |
|  | Daiwa House Industry <br> Co. Ltd.<br>| 117300 | 4244257 |
|  | Daiwa Industries Ltd. | 13400 | 153492 |
|  | Daiwa Securities <br> Group, Inc.<br>| 124300 | 817387 |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 35700 | 604509 |
|  | DCM Holdings Co. <br> Ltd.<br>| 40100 | 381294 |
| #\* | DD GROUP Co. Ltd. | 3500 | 30257 |
|  | Dear Life Co. Ltd. | 22000 | 171756 |
| #\* | Demae-Can Co. Ltd. | 10300 | 17232 |
| #\* | DeNA Co. Ltd. | 4100 | 110846 |
| # | Densan System <br> Holdings Co. Ltd.<br>| 3700 | 64702 |
|  | Denso Corp. | 100500 | 1297649 |
|  | Dentsu Group, Inc. | 34400 | 721234 |
|  | Dentsu Soken, Inc. | 11000 | 481712 |
| # | Denyo Co. Ltd. | 8200 | 135080 |
|  | DIC Corp. | 41800 | 815722 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Digital Arts, Inc. | 5100 | $252416 |
| # | Digital Hearts <br> Holdings Co. Ltd.<br>| 10800 | 74961 |
| # | Digital Holdings, Inc. | 4300 | 41636 |
|  | Digital Information <br> Technologies Corp.<br>| 1800 | 30783 |
|  | Dip Corp. | 22200 | 322577 |
|  | Disco Corp. | 10600 | 2050882 |
|  | DKK Co. Ltd. | 2600 | 34428 |
|  | DKS Co. Ltd. | 4000 | 73758 |
|  | DMG Mori Co. Ltd. | 74600 | 1296675 |
|  | DMS, Inc. | 1100 | 22302 |
|  | DMW Corp. | 300 | 8577 |
|  | Doshisha Co. Ltd. | 10300 | 161427 |
|  | Double Standard, Inc. | 1000 | 10416 |
|  | Dowa Holdings Co. <br> Ltd.<br>| 24100 | 773238 |
|  | DTS Corp. | 20500 | 583058 |
|  | Duskin Co. Ltd. | 17500 | 460000 |
|  | DyDo Group Holdings, <br> Inc.<br>| 6600 | 134870 |
|  | Eagle Industry Co. <br> Ltd.<br>| 6900 | 88917 |
| # | Earth Corp. | 6700 | 241266 |
| # | EAT&HOLDINGS Co. <br> Ltd.<br>| 3100 | 45003 |
|  | Ebara Corp. | 154200 | 2316359 |
|  | Ebara Foods Industry, <br> Inc.<br>| 1900 | 35475 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 4200 | 105255 |
|  | Ebase Co. Ltd. | 9600 | 35886 |
| # | Eco's Co. Ltd. | 4400 | 75274 |
|  | EDION Corp. | 34000 | 453728 |
|  | eGuarantee, Inc. | 14500 | 179861 |
|  | Eisai Co. Ltd. | 28500 | 823763 |
|  | Eizo Corp. | 14600 | 208893 |
| # | EJ Holdings, Inc. | 5000 | 56439 |
|  | Elan Corp. | 2900 | 14624 |
|  | Elecom Co. Ltd. | 15300 | 179520 |
| # | EM Systems Co. Ltd. | 13800 | 72767 |
|  | en Japan, Inc. | 20900 | 239982 |
|  | Endo Lighting Corp. | 4900 | 53381 |
| # | Envipro Holdings, Inc. | 3000 | 10116 |
| # | eRex Co. Ltd. | 12500 | 73416 |
|  | ERI Holdings Co. Ltd. | 1200 | 18199 |
|  | ES-Con Japan Ltd. | 13100 | 97535 |
|  | Eslead Corp. | 4000 | 119075 |
|  | ESPEC Corp. | 4200 | 67061 |
|  | Eternal Hospitality <br> Group Co. Ltd.<br>| 1600 | 31564 |
|  | EXEO Group, Inc. | 85900 | 1003066 |
|  | Ezaki Glico Co. Ltd. | 9400 | 310128 |
|  | F&M Co. Ltd. | 3000 | 44879 |
|  | FaithNetwork Co. Ltd. | 1400 | 19186 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FALCO HOLDINGS <br> Co. Ltd.<br>| 2800 | $45422 |
|  | FANUC Corp. | 58300 | 1479634 |
|  | Fast Fitness Japan, <br> Inc.<br>| 1400 | 14596 |
|  | Fast Retailing Co. <br> Ltd.<br>| 33900 | 11151228 |
| \* | FDK Corp. | 1200 | 3198 |
|  | Ferrotec Holdings <br> Corp.<br>| 19600 | 338382 |
| # | FFRI Security, Inc. | 1800 | 42867 |
| # | Fibergate, Inc. | 6000 | 41579 |
|  | FIDEA Holdings Co. <br> Ltd.<br>| 6500 | 68242 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 31900 | 503417 |
|  | FINDEX, Inc. | 6900 | 33950 |
| # | First Bank of Toyama <br> Ltd.<br>| 8100 | 62424 |
| # | Fixstars Corp. | 10300 | 126539 |
|  | FJ Next Holdings Co. <br> Ltd.<br>| 8800 | 74603 |
| # | Focus Systems Corp. | 3300 | 25672 |
|  | Forum Engineering, <br> Inc.<br>| 5200 | 38080 |
| # | Forval Corp. | 2800 | 28648 |
|  | FP Corp. | 25700 | 554199 |
| # | France Bed Holdings <br> Co. Ltd.<br>| 12845 | 114702 |
| # | Freebit Co. Ltd. | 2300 | 24487 |
|  | FTGroup Co. Ltd. | 3600 | 27560 |
|  | Fudo Tetra Corp. | 3500 | 57206 |
|  | Fuji Co. Ltd. | 7100 | 103728 |
|  | Fuji Corp. (6134 JP) | 18500 | 275114 |
|  | Fuji Corp. (7605 JP) | 5500 | 74297 |
|  | Fuji Corp. Ltd. | 15400 | 75912 |
|  | Fuji Electric Co. Ltd. | 22190 | 986717 |
|  | Fuji Kosan Co. Ltd. | 2900 | 27129 |
|  | Fuji Media Holdings, <br> Inc.<br>| 16281 | 337137 |
| # | Fuji Oil Co. Ltd. | 21900 | 42488 |
|  | Fuji Pharma Co. Ltd. | 3600 | 34548 |
|  | Fuji Seal International, <br> Inc.<br>| 20400 | 364243 |
|  | Fuji Soft, Inc. | 11700 | 803478 |
| # | Fujikura Kasei Co. <br> Ltd.<br>| 16600 | 55379 |
|  | Fujikura Ltd. | 43100 | 1603616 |
|  | Fujimi, Inc. | 19500 | 255241 |
| # | Fujio Food Group, <br> Inc.<br>| 3000 | 25230 |
|  | Fujishoji Co. Ltd. | 2500 | 18947 |
|  | Fujitsu Ltd. | 171000 | 3798843 |
|  | Fujiya Co. Ltd. | 3400 | 56110 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Fukuda Corp. | 3400 | $126639 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 6100 | 258882 |
|  | Fukui Bank Ltd. | 4938 | 60653 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 5000 | 123578 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 13700 | 153365 |
|  | Fumakilla Ltd. | 1700 | 13182 |
|  | Funai Soken Holdings, <br> Inc.<br>| 21750 | 347713 |
|  | Furukawa Co. Ltd. | 21000 | 310588 |
|  | Furukawa Electric Co. <br> Ltd.<br>| 17500 | 552678 |
|  | Furuno Electric Co. <br> Ltd.<br>| 3300 | 58803 |
|  | Furyu Corp. | 10100 | 65997 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 9400 | 228093 |
|  | Futaba Industrial Co. <br> Ltd.<br>| 20200 | 111787 |
|  | Future Corp. | 20500 | 258488 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 37800 | 1054789 |
|  | G-7 Holdings, Inc. | 11500 | 114849 |
| #\* | GA Technologies Co. <br> Ltd.<br>| 8400 | 84371 |
|  | Gakken Holdings Co. <br> Ltd.<br>| 9800 | 69110 |
|  | Gakkyusha Co. Ltd. | 3400 | 52103 |
| # | Gakujo Co. Ltd. | 6300 | 73480 |
|  | Galilei Co. Ltd. | 7800 | 156524 |
|  | Gecoss Corp. | 7500 | 61264 |
|  | Genki Global Dining <br> Concepts Corp.<br>| 5200 | 119979 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 8600 | 220529 |
|  | Geo Holdings Corp. | 9100 | 123753 |
| # | Gift Holdings, Inc. | 2000 | 50731 |
|  | giftee, Inc. | 11100 | 120621 |
|  | Giken Ltd. | 3200 | 32112 |
|  | Global Link <br> Management KK<br>| 1000 | 13516 |
| # | GLOBERIDE, Inc. | 6700 | 87858 |
|  | Glory Ltd. | 24300 | 427867 |
|  | GLtechno Holdings, <br> Inc.<br>| 1630 | 31939 |
|  | GMO Financial Gate, <br> Inc.<br>| 1600 | 59965 |
| # | GMO Financial <br> Holdings, Inc.<br>| 20500 | 110358 |
|  | GMO GlobalSign <br> Holdings KK<br>| 2700 | 41928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | GMO internet group, <br> Inc.<br>| 43962 | $1033777 |
|  | GMO Payment <br> Gateway, Inc.<br>| 17700 | 1108609 |
| #\* | GNI Group Ltd. | 9300 | 153963 |
| \* | Gokurakuyu Holdings <br> Co. Ltd.<br>| 5600 | 19363 |
| # | Goldcrest Co. Ltd. | 7500 | 172174 |
|  | Goldwin, Inc. | 13900 | 796919 |
| # | Gourmet Kineya Co. <br> Ltd.<br>| 1500 | 10519 |
|  | Grandy House Corp. | 7300 | 28170 |
|  | GREE Holdings, Inc. | 32600 | 122411 |
|  | gremz, Inc. | 5400 | 89378 |
|  | GS Yuasa Corp. | 17100 | 300360 |
|  | GSI Creos Corp. | 3600 | 48522 |
|  | G-Tekt Corp. | 5500 | 63139 |
| # | Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 2100 | 46047 |
|  | GungHo Online <br> Entertainment, Inc.<br>| 16510 | 349361 |
|  | Gunma Bank Ltd. | 35300 | 294393 |
|  | H.U. Group Holdings, <br> Inc.<br>| 10600 | 207988 |
|  | H2O Retailing Corp. | 27160 | 371487 |
| # | Hagihara Industries, <br> Inc.<br>| 6700 | 67836 |
|  | Hagiwara Electric <br> Holdings Co. Ltd.<br>| 5400 | 117004 |
|  | Hakudo Co. Ltd. | 1400 | 21059 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 102900 | 773645 |
|  | Halows Co. Ltd. | 4400 | 133935 |
|  | Hamamatsu Photonics <br> KK<br>| 64700 | 598287 |
|  | Hamee Corp. | 1300 | 10867 |
|  | Handsman Co. Ltd. | 300 | 1693 |
|  | Hankyu Hanshin <br> Holdings, Inc.<br>| 29400 | 838552 |
|  | Hanwa Co. Ltd. | 24300 | 805663 |
|  | Happinet Corp. | 11900 | 446603 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 4300 | 56500 |
|  | Harima Chemicals <br> Group, Inc.<br>| 7600 | 42600 |
|  | Haseko Corp. | 99000 | 1413979 |
| # | Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 4800 | 41738 |
|  | Hazama Ando Corp. | 59100 | 588613 |
|  | Heiwa Corp. | 14600 | 227261 |
|  | Heiwa Real Estate <br> Co. Ltd.<br>| 7500 | 247154 |
|  | Heiwado Co. Ltd. | 11700 | 217832 |
| # | Hennge KK | 4600 | 55266 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hibino Corp. | 900 | $14718 |
| # | Hibiya Engineering <br> Ltd.<br>| 8700 | 212726 |
|  | Hikari Tsushin, Inc. | 2700 | 748919 |
|  | Himacs Ltd. | 2480 | 21931 |
|  | Hioki EE Corp. | 4700 | 187402 |
|  | Hirakawa Hewtech <br> Corp.<br>| 4935 | 41395 |
| # | Hirano Tecseed Co. <br> Ltd.<br>| 4200 | 46704 |
| # | Hirata Corp. | 12000 | 123814 |
|  | Hirose Electric Co. <br> Ltd.<br>| 4925 | 557084 |
| \* | Hirose Tusyo, Inc. | 1400 | 40771 |
| # | Hiroshima Gas Co. <br> Ltd.<br>| 26300 | 65234 |
| # | HIS Co. Ltd. | 36600 | 436198 |
|  | Hisaka Works Ltd. | 8100 | 57851 |
|  | Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 7224 | 219198 |
|  | Hitachi Construction <br> Machinery Co. Ltd.<br>| 56000 | 1673553 |
|  | Hitachi Ltd. (6501 JP) | 585300 | 14465989 |
|  | Hochiki Corp. | 4700 | 80440 |
| # | Hodogaya Chemical <br> Co. Ltd.<br>| 7000 | 73000 |
|  | Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 2200 | 49807 |
|  | Hokkaido Gas Co. <br> Ltd.<br>| 31800 | 124287 |
|  | Hokkan Holdings Ltd. | 2300 | 29278 |
|  | Hokko Chemical <br> Industry Co. Ltd.<br>| 10800 | 92498 |
| # | Hokuetsu Corp. | 31300 | 239551 |
|  | Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 7319 | 60877 |
|  | Honda Motor Co. Ltd. <br> (7267 JP)<br>| 330900 | 3366821 |
| # | Honda Motor Co. Ltd. <br> (HMC US), <br> Sponsored ADR<br>| 25574 | 780263 |
|  | H-One Co. Ltd. | 6200 | 48932 |
|  | Honeys Holdings Co. <br> Ltd.<br>| 4300 | 48804 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 13800 | 114721 |
|  | Horiba Ltd. | 18100 | 1237168 |
|  | Hoshizaki Corp. | 23500 | 999128 |
|  | Hosiden Corp. | 9200 | 123521 |
|  | Hosokawa Micron <br> Corp.<br>| 5000 | 139351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Hotland Holdings Co. <br> Ltd.<br>| 5300 | $80734 |
|  | House Foods Group, <br> Inc.<br>| 12603 | 247113 |
|  | Hulic Co. Ltd. | 138300 | 1446190 |
|  | IBJ, Inc. | 7000 | 31991 |
|  | Ichigo, Inc. | 22800 | 61487 |
|  | Ichiken Co. Ltd. | 2500 | 49592 |
| # | Ichikoh Industries Ltd. | 7500 | 20652 |
|  | Ichinen Holdings Co. <br> Ltd.<br>| 10700 | 126784 |
|  | Icom, Inc. | 1700 | 32215 |
|  | ID Holdings Corp. | 5199 | 71591 |
|  | Idec Corp. | 10200 | 163415 |
|  | IDOM, Inc. | 36600 | 281852 |
|  | IHI Corp. | 16000 | 1253314 |
|  | Iida Group Holdings <br> Co. Ltd.<br>| 45620 | 722110 |
| # | IKK Holdings, Inc. | 4500 | 24929 |
|  | I'll, Inc. | 3300 | 53764 |
|  | Imagica Group, Inc. | 6500 | 25969 |
|  | i-mobile Co. Ltd. | 24300 | 93739 |
| # | Imuraya Group Co. <br> Ltd.<br>| 800 | 13810 |
|  | Inaba Denki Sangyo <br> Co. Ltd.<br>| 18400 | 484715 |
|  | Inaba Seisakusho Co. <br> Ltd.<br>| 4300 | 51203 |
|  | Inabata & Co. Ltd. | 5800 | 124454 |
| # | I-NE Co. Ltd. | 2400 | 27534 |
|  | Ines Corp. | 8300 | 95393 |
| # | I-Net Corp. | 3900 | 52852 |
|  | Infomart Corp. | 83100 | 221498 |
|  | INFRONEER <br> Holdings, Inc.<br>| 62080 | 529499 |
|  | Innotech Corp. | 3900 | 32906 |
|  | Insource Co. Ltd. | 14400 | 92205 |
| # | Intage Holdings, Inc. | 1300 | 15288 |
|  | Intelligent Wave, Inc. | 3200 | 24063 |
|  | Internet Initiative <br> Japan, Inc.<br>| 41200 | 763987 |
| # | Inui Global Logistics <br> Co. Ltd.<br>| 4700 | 47948 |
| # | IPS, Inc. | 3300 | 48672 |
|  | ISB Corp. | 4700 | 44550 |
| # | Ise Chemicals Corp. | 900 | 140704 |
|  | Iseki & Co. Ltd. | 6000 | 43347 |
|  | Isetan Mitsukoshi <br> Holdings Ltd.<br>| 9800 | 125974 |
| # | Ishihara Chemical Co. <br> Ltd.<br>| 3900 | 56980 |
|  | Ishihara Sangyo <br> Kaisha Ltd.<br>| 4100 | 50522 |
| #\* | Istyle, Inc. | 38700 | 127500 |
|  | Isuzu Motors Ltd. | 290000 | 3900046 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Itfor, Inc. | 15000 | $155015 |
| # | ITmedia, Inc. | 6200 | 67216 |
| # | Ito En Ltd. | 25991 | 621815 |
|  | Itochu Enex Co. Ltd. | 40000 | 431713 |
|  | Itochu-Shokuhin Co. <br> Ltd.<br>| 3000 | 202742 |
|  | Itoki Corp. | 17500 | 220076 |
| # | Iwaki Co. Ltd. | 4300 | 73031 |
|  | Izumi Co. Ltd. | 8500 | 195695 |
|  | J Front Retailing Co. <br> Ltd.<br>| 62700 | 767457 |
|  | J Trust Co. Ltd. | 12800 | 35105 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 42000 | 244174 |
| #\* | Jade Group, Inc. | 2200 | 18898 |
|  | JAFCO Group Co. <br> Ltd.<br>| 31200 | 525378 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 17600 | 506228 |
| # | Japan Cash Machine <br> Co. Ltd.<br>| 6000 | 43062 |
| \* | Japan <br> Communications, <br> Inc.<br>| 51700 | 58057 |
| # | Japan Electronic <br> Materials Corp.<br>| 1700 | 22326 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 23600 | 510212 |
|  | Japan Exchange <br> Group, Inc.<br>| 60400 | 671996 |
|  | Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 7800 | 38152 |
|  | Japan Investment <br> Adviser Co. Ltd.<br>| 6300 | 72163 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 27700 | 296584 |
|  | Japan Material Co. <br> Ltd.<br>| 24700 | 207065 |
|  | Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 8100 | 31686 |
|  | Japan Post Bank Co. <br> Ltd.<br>| 143900 | 1479572 |
|  | Japan Post Insurance <br> Co. Ltd.<br>| 50600 | 1017220 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 9500 | 77845 |
|  | Japan Pulp & Paper <br> Co. Ltd.<br>| 23000 | 98899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Japan Pure Chemical <br> Co. Ltd.<br>| 1900 | $37983 |
|  | Japan Securities <br> Finance Co. Ltd.<br>| 16300 | 195042 |
|  | Japan Steel Works <br> Ltd.<br>| 7800 | 321400 |
|  | Japan System <br> Techniques Co. <br> Ltd.<br>| 6800 | 89316 |
|  | Japan Wool Textile <br> Co. Ltd.<br>| 18100 | 187358 |
|  | JBCC Holdings, Inc. | 18400 | 154357 |
|  | JCR Pharmaceuticals <br> Co. Ltd.<br>| 4400 | 15337 |
|  | JCU Corp. | 12900 | 284871 |
|  | JDC Corp. | 15700 | 52882 |
|  | Jeol Ltd. | 21000 | 675386 |
|  | JFE Systems, Inc. | 5600 | 62197 |
|  | JGC Holdings Corp. | 83600 | 668625 |
|  | Jichodo Co. Ltd. | 300 | 20316 |
|  | JINS Holdings, Inc. | 4600 | 288481 |
|  | JINUSHI Co. Ltd. | 7600 | 109577 |
|  | JK Holdings Co. Ltd. | 5600 | 39945 |
|  | J-Lease Co. Ltd. | 2200 | 21100 |
|  | JM Holdings Co. Ltd. | 6100 | 105273 |
|  | JMS Co. Ltd. | 2400 | 7694 |
|  | Joshin Denki Co. Ltd. | 7400 | 115389 |
|  | Joyful Honda Co. Ltd. | 9600 | 136214 |
|  | JP-Holdings, Inc. | 12800 | 56834 |
|  | JSP Corp. | 4400 | 60664 |
|  | JTEKT Corp. | 48000 | 370707 |
| \* | Juki Corp. | 10400 | 28998 |
|  | Justsystems Corp. | 15000 | 358992 |
|  | JVCKenwood Corp. | 83620 | 624062 |
|  | Kadokawa Corp. | 21303 | 572888 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 20800 | 372546 |
|  | Kajima Corp. | 65701 | 1568797 |
|  | Kakaku.com, Inc. | 54900 | 970954 |
|  | Kaken Pharmaceutical <br> Co. Ltd.<br>| 4700 | 133817 |
| # | Kamakura Shinsho <br> Ltd.<br>| 12400 | 40994 |
|  | Kamigumi Co. Ltd. | 24600 | 602196 |
|  | Kanaden Corp. | 10000 | 102415 |
|  | Kanadevia Corp. | 85200 | 546469 |
|  | Kanamic Network Co. <br> Ltd.<br>| 5500 | 16100 |
| # | Kanamoto Co. Ltd. | 13600 | 304940 |
|  | Kandenko Co. Ltd. | 47700 | 945537 |
|  | Kaneka Corp. | 20100 | 491229 |
| # | Kaneko Seeds Co. <br> Ltd.<br>| 1500 | 15060 |
|  | Kanematsu Corp. | 41200 | 715501 |
|  | Kanemi Co. Ltd. | 1000 | 22615 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Kanro, Inc. | 1600 | $46251 |
| # | Kansai Paint Co. Ltd. | 77000 | 1160644 |
| # | Kanto Denka Kogyo <br> Co. Ltd.<br>| 6690 | 40581 |
| # | Kappa Create Co. <br> Ltd.<br>| 2600 | 26832 |
|  | Katakura Industries <br> Co. Ltd.<br>| 6900 | 104311 |
|  | Katitas Co. Ltd. | 32100 | 465099 |
|  | Kato Sangyo Co. Ltd. | 13900 | 486294 |
|  | Kato Works Co. Ltd. | 3900 | 32603 |
|  | Kawada Technologies, <br> Inc.<br>| 4200 | 95301 |
|  | Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 1600 | 30606 |
|  | Kawasaki Heavy <br> Industries Ltd.<br>| 34133 | 2036090 |
|  | KDDI Corp. | 357800 | 6341507 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 8500 | 246876 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 22900 | 560863 |
|  | Keihanshin Building <br> Co. Ltd.<br>| 9000 | 94806 |
|  | Keikyu Corp. | 48700 | 506804 |
|  | Keio Corp. | 19018 | 517328 |
|  | KEIWA, Inc. | 1600 | 10315 |
|  | Kewpie Corp. | 21900 | 498122 |
|  | Keyence Corp. | 19200 | 8027357 |
|  | KH Neochem Co. Ltd. | 4865 | 86221 |
| # | Kibun Foods, Inc. | 1400 | 10690 |
|  | Kikkoman Corp. | 70900 | 694052 |
|  | Kimoto Co. Ltd. | 12900 | 20885 |
|  | Kimura Chemical <br> Plants Co. Ltd.<br>| 4600 | 22235 |
|  | Kinden Corp. | 40000 | 1035370 |
| # | King Jim Co. Ltd. | 4300 | 26238 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 3200 | 44727 |
|  | Kintetsu Group <br> Holdings Co. Ltd.<br>| 35100 | 755790 |
|  | Kirin Holdings Co. <br> Ltd.<br>| 107400 | 1624605 |
|  | Kissei Pharmaceutical <br> Co. Ltd.<br>| 6800 | 178459 |
| # | Ki-Star Real Estate <br> Co. Ltd.<br>| 4100 | 142331 |
|  | Kitagawa Corp. | 2700 | 23470 |
| # | Kita-Nippon Bank Ltd. | 1500 | 32129 |
|  | Kitano Construction <br> Corp.<br>| 1200 | 36073 |
| # | Kitanotatsujin Corp. | 10100 | 10144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kitz Corp. | 23100 | $176175 |
|  | Koa Shoji Holdings <br> Co. Ltd.<br>| 1600 | 7579 |
| # | Koatsu Gas Kogyo <br> Co. Ltd.<br>| 1700 | 11272 |
| # | Kobayashi <br> Pharmaceutical Co. <br> Ltd.<br>| 14400 | 549359 |
|  | Koei Tecmo Holdings <br> Co. Ltd.<br>| 28000 | 480349 |
|  | Kohnan Shoji Co. Ltd. | 10200 | 268758 |
|  | Kohsoku Corp. | 6000 | 89083 |
| # | Koike-ya, Inc. | 600 | 19604 |
|  | Koito Manufacturing <br> Co. Ltd.<br>| 70600 | 855146 |
|  | Kojima Co. Ltd. | 11500 | 85123 |
| # | Kokusai Electric <br> Corp.<br>| 48000 | 886327 |
|  | Kokuyo Co. Ltd. | 32500 | 666002 |
|  | Komatsu Ltd. | 178100 | 5150574 |
|  | Komatsu Matere Co. <br> Ltd.<br>| 11300 | 60991 |
|  | Komatsu Wall Industry <br> Co. Ltd.<br>| 5200 | 64642 |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 20300 | 410342 |
|  | Komehyo Holdings <br> Co. Ltd.<br>| 3100 | 62358 |
|  | Komeri Co. Ltd. | 9100 | 193919 |
|  | Komori Corp. | 21600 | 192366 |
|  | Konami Group Corp. | 22500 | 3213358 |
|  | Kondotec, Inc. | 5200 | 52179 |
| \* | Konica Minolta, Inc. | 118300 | 363099 |
|  | Konishi Co. Ltd. | 40000 | 314246 |
|  | Konoike Transport Co. <br> Ltd.<br>| 6500 | 119338 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 3700 | 33442 |
| # | Kosaido Holdings Co. <br> Ltd.<br>| 14000 | 48483 |
|  | Kose Corp. | 10959 | 472672 |
| # | Kotobuki Spirits Co. <br> Ltd.<br>| 39200 | 583467 |
| #\* | Kourakuen Corp. | 6300 | 45997 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3600 | 64779 |
|  | KPP Group Holdings <br> Co. Ltd.<br>| 9600 | 43897 |
|  | Krosaki Harima Corp. | 4000 | 70216 |
|  | KRS Corp. | 4200 | 53913 |
|  | K's Holdings Corp. | 41476 | 397217 |
|  | KU Holdings Co. Ltd. | 5300 | 40219 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kubota Corp. (6326 <br> JP)<br>| 223300 | $2594833 |
|  | Kumagai Gumi Co. <br> Ltd.<br>| 15400 | 458925 |
|  | Kumiai Chemical <br> Industry Co. Ltd.<br>| 39800 | 212508 |
|  | Kunimine Industries <br> Co. Ltd.<br>| 3100 | 22178 |
| # | Kura Sushi, Inc. | 5000 | 111531 |
| # | Kureha Corp. | 21300 | 372821 |
|  | Kurimoto Ltd. | 5200 | 172173 |
|  | Kurita Water <br> Industries Ltd.<br>| 41291 | 1367048 |
|  | Kuriyama Holdings <br> Corp.<br>| 9700 | 89232 |
| # | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 27100 | 645410 |
|  | Kyodo Printing Co. <br> Ltd.<br>| 10400 | 77464 |
|  | Kyoei Steel Ltd. | 17300 | 243849 |
|  | Kyokuto Boeki Kaisha <br> Ltd.<br>| 6600 | 71933 |
|  | Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 16100 | 270443 |
|  | Kyokuyo Co. Ltd. | 5700 | 168087 |
|  | Kyorin Pharmaceutical <br> Co. Ltd.<br>| 11000 | 113733 |
|  | Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 21800 | 73118 |
| # | Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 3500 | 12307 |
|  | Kyowa Kirin Co. Ltd. | 40336 | 629831 |
|  | Kyowa Leather Cloth <br> Co. Ltd.<br>| 5700 | 27250 |
|  | Kyudenko Corp. | 16900 | 567655 |
|  | Kyushu Leasing <br> Service Co. Ltd.<br>| 4700 | 34470 |
|  | Kyushu Railway Co. | 26200 | 678091 |
|  | LA Holdings Co. Ltd. | 1700 | 82143 |
|  | Lacto Japan Co. Ltd. | 1500 | 36963 |
| # | Lasertec Corp. | 16600 | 1543307 |
|  | Leopalace21 Corp. | 128100 | 524794 |
|  | Life Corp. | 18800 | 272324 |
|  | Lifedrink Co., Inc. | 7600 | 90449 |
|  | LIFULL Co. Ltd. | 46600 | 49455 |
| # | LIKE, Inc. | 6900 | 72536 |
|  | Link & Motivation, <br> Inc.<br>| 13000 | 52160 |
|  | Lintec Corp. | 18100 | 346230 |
|  | Lion Corp. | 37400 | 458410 |
| # | LITALICO, Inc. | 4800 | 41928 |
|  | Lixil Corp. | 61800 | 728227 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Loadstar Capital KK | 4300 | $76452 |
|  | Look Holdings, Inc. | 1900 | 32485 |
| #\* | Luckland Co. Ltd. | 800 | 9474 |
|  | LY Corp. | 305832 | 1156663 |
| \* | M3, Inc. | 92470 | 1158888 |
|  | Mabuchi Motor Co. <br> Ltd.<br>| 25200 | 368151 |
| # | Macbee Planet, Inc. | 700 | 13983 |
|  | Macnica Holdings, <br> Inc.<br>| 87900 | 1222115 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 9400 | 134008 |
|  | Maezawa Industries, <br> Inc.<br>| 4100 | 40344 |
|  | Maezawa Kasei <br> Industries Co. Ltd.<br>| 4500 | 55104 |
|  | Maezawa Kyuso <br> Industries Co. Ltd.<br>| 7400 | 64863 |
|  | Makino Milling <br> Machine Co. Ltd.<br>| 10600 | 835826 |
|  | Makita Corp. (6586 <br> JP)<br>| 37300 | 1090803 |
| # | Mammy Mart Corp. | 800 | 31317 |
| # | Management <br> Solutions Co. Ltd.<br>| 4400 | 59576 |
|  | Mandom Corp. | 10500 | 100170 |
|  | Mani, Inc. | 28500 | 229507 |
|  | MarkLines Co. Ltd. | 3900 | 62379 |
| # | Marubun Corp. | 7100 | 46064 |
| # | Maruchiyo Yamaokaya <br> Corp.<br>| 1800 | 56030 |
|  | Maruha Nichiro Corp. | 20800 | 475269 |
|  | Maruichi Steel Tube <br> Ltd.<br>| 12600 | 297661 |
|  | MARUKA FURUSATO <br> Corp.<br>| 11041 | 177248 |
|  | Maruyama <br> Manufacturing Co., <br> Inc.<br>| 700 | 9713 |
|  | Maruzen Co. Ltd. | 4500 | 103665 |
|  | Maruzen Showa Unyu <br> Co. Ltd.<br>| 3400 | 142952 |
|  | Marvelous, Inc. | 4100 | 13601 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 3600 | 22949 |
|  | Matsuda Sangyo Co. <br> Ltd.<br>| 5600 | 142444 |
|  | Matsui Construction <br> Co. Ltd.<br>| 10300 | 69872 |
|  | Matsui Securities Co. <br> Ltd.<br>| 54700 | 282073 |
|  | MatsukiyoCocokara & <br> Co.<br>| 97060 | 1781694 |
|  | Matsuya Co. Ltd. | 7000 | 44210 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Matsuyafoods <br> Holdings Co. Ltd.<br>| 2100 | $87386 |
|  | Max Co. Ltd. | 10000 | 294920 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 4000 | 84875 |
|  | Mazda Motor Corp. | 257799 | 1541331 |
|  | MCJ Co. Ltd. | 25100 | 234655 |
|  | MEC Co. Ltd. | 10300 | 170467 |
| # | Media Do Co. Ltd. | 4300 | 52653 |
| # | Medical System <br> Network Co. Ltd.<br>| 10545 | 34698 |
|  | Medikit Co. Ltd. | 1500 | 25898 |
|  | Medipal Holdings <br> Corp.<br>| 92100 | 1560697 |
| # | Medius Holdings Co. <br> Ltd.<br>| 6200 | 41920 |
| #\* | Medley, Inc. | 4900 | 118215 |
|  | MedPeer, Inc. | 6100 | 19698 |
|  | Megachips Corp. | 5100 | 165935 |
|  | Meidensha Corp. | 14000 | 384615 |
| # | Meiho Facility Works <br> Ltd.<br>| 1900 | 11868 |
|  | Meiji Electric <br> Industries Co. Ltd.<br>| 3900 | 42017 |
|  | MEIJI Holdings Co. <br> Ltd.<br>| 30052 | 738884 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 16000 | 156979 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 36300 | 745079 |
|  | Meiwa Corp. | 9600 | 45894 |
|  | Meiwa Estate Co. <br> Ltd.<br>| 4200 | 27574 |
|  | Menicon Co. Ltd. | 14600 | 144458 |
| \* | Mercari, Inc. | 58300 | 944766 |
|  | Mercuria Holdings Co. <br> Ltd.<br>| 3100 | 18016 |
|  | METAWATER Co. <br> Ltd.<br>| 5400 | 77026 |
|  | Mie Kotsu Group <br> Holdings, Inc.<br>| 8400 | 29411 |
| # | Migalo Holdings, Inc. | 7000 | 100801 |
|  | Milbon Co. Ltd. | 9600 | 182543 |
|  | MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 10700 | 108509 |
|  | Minebea Mitsumi, Inc. | 63341 | 928327 |
| # | Mirai Industry Co. <br> Ltd.<br>| 3300 | 82065 |
|  | Mirait One Corp. | 40000 | 629041 |
|  | Mirarth Holdings, Inc. | 49500 | 171326 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 7297 | 94729 |
|  | MISUMI Group, Inc. | 47800 | 669642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitani Corp. | 11200 | $148291 |
| # | Mitani Sangyo Co. <br> Ltd.<br>| 12600 | 30896 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 1100 | 52189 |
|  | Mitsuba Corp. | 8400 | 49327 |
|  | Mitsubishi Chemical <br> Group Corp.<br>| 256000 | 1244558 |
|  | Mitsubishi Electric <br> Corp.<br>| 190600 | 3687232 |
|  | Mitsubishi Estate Co. <br> Ltd.<br>| 124600 | 2188721 |
|  | Mitsubishi Gas <br> Chemical Co., Inc.<br>| 60000 | 914188 |
|  | Mitsubishi HC Capital, <br> Inc.<br>| 461500 | 3264714 |
|  | Mitsubishi Heavy <br> Industries Ltd.<br>| 321000 | 6327822 |
|  | Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 4500 | 40054 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 19300 | 271104 |
|  | Mitsubishi Logistics <br> Corp.<br>| 99995 | 690104 |
|  | Mitsubishi Motors <br> Corp.<br>| 290200 | 803393 |
| # | Mitsubishi Pencil Co. <br> Ltd.<br>| 13300 | 206402 |
|  | Mitsubishi Research <br> Institute, Inc.<br>| 4000 | 125605 |
|  | Mitsubishi Shokuhin <br> Co. Ltd.<br>| 9300 | 348161 |
|  | Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2600 | 28666 |
|  | Mitsubishi UFJ <br> Financial Group, <br> Inc. (8306 JP)<br>| 671400 | 8459050 |
|  | Mitsui Chemicals, Inc. | 31500 | 692203 |
|  | Mitsui E&S Co. Ltd. | 47200 | 602240 |
|  | Mitsui Fudosan Co. <br> Ltd.<br>| 247500 | 2452885 |
|  | Mitsui Mining & <br> Smelting Co. Ltd.<br>| 14000 | 380618 |
| # | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 24600 | 507037 |
|  | Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 21100 | 266525 |
|  | Miura Co. Ltd. | 17500 | 372758 |
|  | MIXI, Inc. | 16400 | 364403 |
|  | Miyaji Engineering <br> Group, Inc.<br>| 7200 | 92287 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 51100 | $1277646 |
|  | Mizuho Leasing Co. <br> Ltd.<br>| 71800 | 529023 |
|  | Mizuho Medy Co. Ltd. | 3600 | 37996 |
|  | Mizuno Corp. | 26700 | 476522 |
|  | Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 6298 | 136332 |
|  | Modec, Inc. | 19300 | 585713 |
|  | MonotaRO Co. Ltd. | 88500 | 1702109 |
|  | MORESCO Corp. | 2300 | 18888 |
|  | Morinaga & Co. Ltd. | 22000 | 392257 |
|  | Morinaga Milk Industry <br> Co. Ltd.<br>| 20600 | 489510 |
| # | Moriroku Co. Ltd. | 4200 | 64801 |
|  | Morita Holdings Corp. | 13200 | 196960 |
|  | Morito Co. Ltd. | 7100 | 70864 |
|  | Morozoff Ltd. | 1800 | 22525 |
|  | MOS Food Services, <br> Inc.<br>| 2900 | 75172 |
| # | MrMax Holdings Ltd. | 11600 | 54836 |
|  | MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 177456 | 4033539 |
|  | Mugen Estate Co. <br> Ltd.<br>| 8500 | 131889 |
|  | m-up Holdings, Inc. | 13200 | 174500 |
| # | Murakami Corp. | 2000 | 77656 |
|  | Muto Seiko Co. | 800 | 8072 |
|  | Nabtesco Corp. | 18800 | 282170 |
| # | NAC Co. Ltd. | 7200 | 30744 |
|  | Nachi-Fujikoshi Corp. | 4100 | 87772 |
| # | Nafco Co. Ltd. | 6100 | 77534 |
| # | Nagano Keiki Co. Ltd. | 4800 | 63593 |
|  | Nagase & Co. Ltd. | 51700 | 910623 |
|  | Nagase Brothers, Inc. | 3400 | 43787 |
|  | Nagawa Co. Ltd. | 600 | 25839 |
|  | Nagoya Railroad Co. <br> Ltd.<br>| 44000 | 536588 |
| # | Nakabayashi Co. Ltd. | 10000 | 36191 |
|  | Nakakita Seisakusho <br> Co. Ltd.<br>| 500 | 11107 |
|  | Nakamoto Packs Co. <br> Ltd.<br>| 1600 | 19067 |
|  | Nakanishi, Inc. | 15900 | 207581 |
| # | Nakano Corp. | 6500 | 36439 |
|  | Nakano Refrigerators <br> Co. Ltd.<br>| 400 | 15129 |
| # | Namura Shipbuilding <br> Co. Ltd.<br>| 20000 | 282232 |
|  | Nanyo Corp. | 2400 | 19882 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nasu Denki Tekko Co. <br> Ltd.<br>| 500 | $44790 |
|  | Natori Co. Ltd. | 3300 | 47596 |
| # | NCD Co. <br> Ltd./Shinagawa<br>| 2000 | 37760 |
|  | NEC Capital Solutions <br> Ltd.<br>| 6000 | 170217 |
|  | NEC Corp. | 124700 | 3035549 |
| \* | Net Protections <br> Holdings, Inc.<br>| 7500 | 24525 |
| # | New Art Holdings Co. <br> Ltd.<br>| 2860 | 27803 |
| # | New Cosmos Electric <br> Co. Ltd.<br>| 200 | 3265 |
| # | Nexon Co. Ltd. | 47600 | 746828 |
| # | Nextage Co. Ltd. | 22900 | 285421 |
|  | NHK Spring Co. Ltd. | 83400 | 926846 |
|  | Nicca Chemical Co. <br> Ltd.<br>| 3100 | 28717 |
|  | Nice Corp. | 3400 | 37548 |
|  | Nichias Corp. | 15000 | 504628 |
| # | Nichiban Co. Ltd. | 800 | 11448 |
|  | Nichiden Corp. | 6300 | 125874 |
|  | Nichimo Co. Ltd. | 800 | 11102 |
| # | Nichireki Group Co. <br> Ltd.<br>| 4500 | 77820 |
|  | Nichirin Co. Ltd. | 3430 | 84385 |
|  | NIDEC Corp. (6594 <br> JP)<br>| 61178 | 1087214 |
|  | NIDEC Corp. (NJDCY <br> US), Sponsored <br> ADR<br>| 2902 | 12653 |
|  | Nifco, Inc. | 48700 | 1207558 |
|  | Nihon Chouzai Co. <br> Ltd.<br>| 6400 | 132022 |
|  | Nihon Dengi Co. Ltd. | 4400 | 121004 |
|  | Nihon Denkei Co. <br> Ltd.<br>| 1100 | 14795 |
|  | Nihon Flush Co. Ltd. | 8200 | 46992 |
| # | Nihon House Holdings <br> Co. Ltd.<br>| 22100 | 50826 |
|  | Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 8000 | 83471 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 151400 | 617521 |
|  | Nihon Parkerizing Co. <br> Ltd.<br>| 43700 | 364029 |
|  | Nihon Tokushu Toryo <br> Co. Ltd.<br>| 5600 | 58404 |
|  | Nihon Trim Co. Ltd. | 1200 | 34552 |
|  | Nihon Yamamura <br> Glass Co. Ltd.<br>| 2300 | 36136 |
|  | Nikkiso Co. Ltd. | 21800 | 182006 |
|  | Nikko Co. Ltd. | 13500 | 64243 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nikkon Holdings Co. <br> Ltd.<br>| 29200 | $602720 |
|  | Nikon Corp. | 51900 | 499042 |
|  | Nintendo Co. Ltd. | 118200 | 9812963 |
|  | Nippi, Inc. | 600 | 23249 |
|  | Nippn Corp. | 10000 | 157621 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 4500 | 31982 |
|  | Nippon Aqua Co. Ltd. | 4300 | 22325 |
| # | Nippon Avionics Co. <br> Ltd.<br>| 3000 | 62882 |
|  | Nippon Carbide <br> Industries Co., Inc.<br>| 2900 | 34200 |
|  | Nippon Care Supply <br> Co. Ltd.<br>| 1200 | 17135 |
| # | Nippon Chemical <br> Industrial Co. Ltd.<br>| 2000 | 29581 |
|  | Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 14900 | 226450 |
|  | Nippon Dry-Chemical <br> Co. Ltd.<br>| 2100 | 61589 |
|  | Nippon Express <br> Holdings, Inc.<br>| 94300 | 1683996 |
|  | Nippon Filcon Co. <br> Ltd.<br>| 3100 | 10982 |
| # | Nippon Fine Chemical <br> Co. Ltd.<br>| 5100 | 76344 |
|  | Nippon Gas Co. Ltd. | 66500 | 1226578 |
|  | Nippon Kayaku Co. <br> Ltd.<br>| 68600 | 646322 |
|  | Nippon Light Metal <br> Holdings Co. Ltd.<br>| 29160 | 304020 |
|  | Nippon Paint Holdings <br> Co. Ltd.<br>| 257300 | 1960309 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 78100 | 130310 |
|  | Nippon Rietec Co. <br> Ltd.<br>| 7800 | 88298 |
|  | Nippon Road Co. Ltd. | 4000 | 54788 |
|  | Nippon Seiki Co. Ltd. | 12700 | 97244 |
|  | Nippon Seisen Co. <br> Ltd.<br>| 5000 | 37163 |
|  | Nippon Sharyo Ltd. | 3700 | 52282 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 20567 | 530308 |
|  | Nippon Shokubai Co. <br> Ltd.<br>| 26300 | 308213 |
|  | Nippon Signal Co. <br> Ltd.<br>| 14800 | 101528 |
|  | Nippon Soda Co. Ltd. | 22200 | 416519 |
|  | Nippon Telegraph & <br> Telephone Corp.<br>| 2588000 | 2705175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nippon Television <br> Holdings, Inc.<br>| 12900 | $298738 |
|  | Nippon Thompson Co. <br> Ltd.<br>| 15600 | 53227 |
|  | Nireco Corp. | 1000 | 11493 |
|  | Nishimatsu <br> Construction Co. <br> Ltd.<br>| 13100 | 487415 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 15500 | 239853 |
|  | Nishi-Nippon Railroad <br> Co. Ltd.<br>| 11400 | 175259 |
|  | Nishio Holdings Co. <br> Ltd.<br>| 8200 | 235949 |
|  | Nissan Chemical <br> Corp.<br>| 62404 | 1825231 |
| \* | Nissan Motor Co. Ltd. | 293900 | 699667 |
| # | Nissan Shatai Co. <br> Ltd.<br>| 16300 | 120597 |
|  | Nissan Tokyo Sales <br> Holdings Co. Ltd.<br>| 5300 | 18116 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 2700 | 85998 |
| # | Nissei Plastic <br> Industrial Co. Ltd.<br>| 5900 | 34403 |
| # | Nisshin Group <br> Holdings Co. Ltd.<br>| 19600 | 70190 |
|  | Nisshin Seifun Group, <br> Inc.<br>| 40480 | 522261 |
|  | Nisshinbo Holdings, <br> Inc.<br>| 34604 | 206852 |
|  | Nissin Corp. | 7900 | 266251 |
|  | Nisso Holdings Co. <br> Ltd.<br>| 11600 | 56032 |
|  | Nissui Corp. | 98700 | 600317 |
|  | Nitori Holdings Co. <br> Ltd.<br>| 7200 | 856690 |
|  | Nitta Corp. | 5100 | 131105 |
|  | Nitta Gelatin, Inc. | 7100 | 40694 |
|  | Nitto Denko Corp. | 247500 | 4350261 |
|  | Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 400 | 19243 |
|  | Nitto Kogyo Corp. | 10900 | 228823 |
| # | Nitto Kohki Co. Ltd. | 5500 | 65733 |
|  | Nitto Seiko Co. Ltd. | 10500 | 43500 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 6500 | 47485 |
| # | Nittoku Co. Ltd. | 2100 | 29834 |
|  | NJS Co. Ltd. | 3300 | 95590 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 6300 | 182138 |
|  | Nohmi Bosai Ltd. | 3000 | 69818 |
|  | Nojima Corp. | 30800 | 553775 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nomura Holdings, Inc. <br> (8604 JP)<br>| 366500 | $2042710 |
|  | Nomura Holdings, Inc. <br> (NMR US), <br> Sponsored ADR<br>| 30971 | 171889 |
|  | Nomura Real Estate <br> Holdings, Inc.<br>| 151000 | 898064 |
|  | Nomura Research <br> Institute Ltd.<br>| 50666 | 1918591 |
|  | Noritake Co. Ltd. | 4400 | 114674 |
|  | Noritsu Koki Co. Ltd. | 8500 | 268405 |
|  | Noritz Corp. | 11900 | 146326 |
|  | NPR-RIKEN Corp. | 3900 | 64679 |
|  | NS Solutions Corp. | 19800 | 469751 |
|  | NS Tool Co. Ltd. | 3800 | 18847 |
|  | NSD Co. Ltd. | 33500 | 788672 |
|  | NSK Ltd. | 77500 | 338527 |
|  | NSW, Inc. | 3100 | 67297 |
|  | NTN Corp. | 112600 | 173417 |
|  | NTT Data Group <br> Corp.<br>| 102500 | 2035690 |
|  | Oat Agrio Co. Ltd. | 5000 | 71849 |
| # | Obara Group, Inc. | 2500 | 58202 |
|  | Obayashi Corp. | 104200 | 1616681 |
|  | OBIC Business <br> Consultants Co. <br> Ltd.<br>| 6300 | 302851 |
|  | Obic Co. Ltd. | 57200 | 2002657 |
| # | Ochi Holdings Co. <br> Ltd.<br>| 1800 | 17174 |
|  | Odakyu Electric <br> Railway Co. Ltd.<br>| 61100 | 674562 |
|  | Oenon Holdings, Inc. | 11900 | 38593 |
| # | Ohashi Technica, Inc. | 2500 | 34415 |
|  | Ohba Co. Ltd. | 4500 | 33690 |
|  | Ohmoto Gumi Co. <br> Ltd.<br>| 3000 | 27223 |
|  | OIE Sangyo Co. Ltd. | 2000 | 27664 |
|  | Oiles Corp. | 5300 | 79297 |
|  | Okabe Co. Ltd. | 11500 | 71496 |
|  | Okada Aiyon Corp. | 2000 | 26190 |
|  | Okamoto Industries, <br> Inc.<br>| 3700 | 130441 |
|  | Okamoto Machine <br> Tool Works Ltd.<br>| 1100 | 26940 |
|  | Okamura Corp. | 24100 | 334632 |
|  | Oki Electric Industry <br> Co. Ltd.<br>| 26100 | 173833 |
|  | Okinawa Cellular <br> Telephone Co.<br>| 8800 | 260936 |
|  | OKUMA Corp. | 21200 | 476291 |
|  | Okumura Corp. | 14600 | 452845 |
|  | Okura Industrial Co. <br> Ltd.<br>| 4000 | 115769 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Olba Healthcare <br> Holdings, Inc.<br>| 800 | $12181 |
|  | Olympus Corp. | 235100 | 3080513 |
|  | Omron Corp. | 14040 | 416777 |
|  | Ono Pharmaceutical <br> Co. Ltd.<br>| 102800 | 1183323 |
| # | Onoken Co. Ltd. | 10300 | 107868 |
|  | Onward Holdings Co. <br> Ltd.<br>| 40800 | 165205 |
|  | Ootoya Holdings Co. <br> Ltd.<br>| 1100 | 40255 |
|  | Open House Group <br> Co. Ltd.<br>| 55300 | 2452107 |
|  | Open Up Group, Inc. | 35700 | 459865 |
|  | Optex Group Co. Ltd. | 9900 | 105930 |
| #\* | Optim Corp. | 7000 | 32059 |
|  | Optimus Group Co. <br> Ltd.<br>| 4900 | 11833 |
|  | Optorun Co. Ltd. | 4700 | 46719 |
|  | Oracle Corp. Japan | 8700 | 1045926 |
|  | Organo Corp. | 14700 | 703673 |
|  | Oricon, Inc. | 4000 | 22509 |
|  | Oriental Consultants <br> Holdings Co. Ltd.<br>| 2100 | 74274 |
|  | Oriental Land Co. <br> Ltd.<br>| 96900 | 2052293 |
|  | Oriental Shiraishi <br> Corp.<br>| 40000 | 105381 |
| # | Oro Co. Ltd. | 3400 | 56930 |
|  | Osaka Gas Co. Ltd. | 39300 | 996572 |
| # | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3293 | 55503 |
|  | Osaki Electric Co. <br> Ltd.<br>| 9400 | 55946 |
|  | Otsuka Corp. | 62900 | 1395063 |
|  | OUG Holdings, Inc. | 1000 | 22083 |
|  | Oyo Corp. | 9900 | 185587 |
|  | Ozu Corp. | 1500 | 18798 |
|  | Pacific Industrial Co. <br> Ltd.<br>| 10500 | 92206 |
|  | Pack Corp. | 8900 | 202287 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 19400 | 533788 |
|  | PALTAC Corp. | 10900 | 302275 |
|  | Pan Pacific <br> International <br> Holdings Corp.<br>| 50000 | 1539372 |
|  | Panasonic Holdings <br> Corp.<br>| 197500 | 2264528 |
|  | Paraca, Inc. | 2000 | 26266 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 12900 | 207799 |
|  | Park24 Co. Ltd. | 31326 | 443833 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Parker Corp. | 7900 | $44246 |
|  | Pasona Group, Inc. | 17600 | 273029 |
|  | Pegasus Co. Ltd. | 13300 | 44215 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 73200 | 419922 |
| # | People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 3600 | 44712 |
| \* | PeptiDream, Inc. | 20000 | 272261 |
|  | Persol Holdings Co. <br> Ltd.<br>| 1105200 | 2001818 |
| # | Pharma Foods <br> International Co. <br> Ltd.<br>| 10100 | 64747 |
|  | PHC Holdings Corp. | 6700 | 45206 |
| #\* | PIA Corp. | 2100 | 38832 |
|  | Pigeon Corp. | 42000 | 508614 |
|  | PILLAR Corp. | 13400 | 340952 |
|  | Pilot Corp. | 11101 | 309842 |
| #\* | PKSHA Technology, <br> Inc.<br>| 700 | 13925 |
|  | Plus Alpha Consulting <br> Co. Ltd.<br>| 10800 | 125669 |
| # | Port, Inc. | 3500 | 45830 |
|  | PR Times Corp. | 1800 | 28670 |
|  | Press Kogyo Co. Ltd. | 12000 | 45778 |
|  | Prestige International, <br> Inc.<br>| 47200 | 221634 |
|  | Procrea Holdings, <br> Inc.<br>| 8725 | 99788 |
| # | Pronexus, Inc. | 4500 | 38434 |
| # | Pro-Ship, Inc. | 5300 | 78754 |
|  | PS Construction Co. <br> Ltd.<br>| 4640 | 49672 |
|  | QB Net Holdings Co. <br> Ltd.<br>| 3500 | 27211 |
|  | Qol Holdings Co. Ltd. | 15100 | 242813 |
|  | Quick Co. Ltd. | 9900 | 145869 |
| # | Raccoon Holdings, <br> Inc.<br>| 7100 | 40871 |
|  | Raito Kogyo Co. Ltd. | 15900 | 295732 |
|  | Raiznext Corp. | 5500 | 57459 |
|  | Raksul, Inc. | 30200 | 243603 |
|  | Rakus Co. Ltd. | 32400 | 492312 |
| \* | Rakuten Bank Ltd. | 19800 | 832742 |
| \* | Rakuten Group, Inc. | 161600 | 952847 |
|  | Rasa Corp. | 2500 | 24957 |
|  | Rasa Industries Ltd. | 4800 | 92260 |
|  | Recruit Holdings Co. <br> Ltd.<br>| 375900 | 20830593 |
|  | Relo Group, Inc. | 49844 | 658602 |
|  | Renaissance, Inc. | 1500 | 11075 |
|  | Rengo Co. Ltd. | 95500 | 533128 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | RENOVA, Inc. | 26000 | $119096 |
|  | Resona Holdings, Inc. | 109900 | 881595 |
|  | Resonac Holdings <br> Corp.<br>| 45400 | 825733 |
|  | Restar Corp. | 5100 | 79943 |
|  | Retail Partners Co. <br> Ltd.<br>| 6900 | 66333 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 3700 | 30143 |
|  | Ricoh Co. Ltd. | 73900 | 777288 |
|  | Ricoh Leasing Co. <br> Ltd.<br>| 9700 | 373558 |
|  | Ride On Express <br> Holdings Co. Ltd.<br>| 2400 | 16982 |
|  | Riken Keiki Co. Ltd. | 10800 | 201417 |
|  | Riken Technos Corp. | 21600 | 151800 |
|  | Riken Vitamin Co. <br> Ltd.<br>| 6200 | 108162 |
|  | Rinnai Corp. | 17500 | 391973 |
|  | Rion Co. Ltd. | 3400 | 56792 |
| \* | Rise Consulting <br> Group, Inc.<br>| 3800 | 24908 |
|  | Riso Kagaku Corp. | 1800 | 15402 |
|  | Rix Corp. | 900 | 18550 |
|  | Roland Corp. | 7100 | 157615 |
|  | Rorze Corp. | 33000 | 332138 |
| # | RYODEN Corp. | 8900 | 150715 |
|  | Ryohin Keikaku Co. <br> Ltd.<br>| 62900 | 2126054 |
|  | Ryoyo Ryosan <br> Holdings, Inc.<br>| 9511 | 159730 |
|  | S&B Foods, Inc. | 5800 | 114866 |
| # | Sac's Bar Holdings, <br> Inc.<br>| 7300 | 42707 |
|  | Saibu Gas Holdings <br> Co. Ltd.<br>| 11800 | 142145 |
|  | Sakai Chemical <br> Industry Co. Ltd.<br>| 3600 | 63386 |
|  | Sakai Heavy <br> Industries Ltd.<br>| 3800 | 53996 |
|  | Sakata INX Corp. | 28900 | 375091 |
|  | Sala Corp. | 10100 | 64690 |
|  | San Holdings, Inc. | 1500 | 12649 |
|  | San-A Co. Ltd. | 14600 | 289918 |
|  | San-Ai Obbli Co. Ltd. | 39900 | 468558 |
|  | Sangetsu Corp. | 26100 | 530844 |
| #\* | SANIX HOLDINGS, <br> Inc.<br>| 12100 | 19394 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 26600 | 679656 |
|  | Sanko Gosei Ltd. | 5600 | 23937 |
|  | Sanko Metal Industrial <br> Co. Ltd.<br>| 1300 | 53826 |
|  | Sankyo Co. Ltd. | 110400 | 1680348 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 2800 | $37664 |
|  | Sankyo Seiko Co. <br> Ltd.<br>| 20200 | 89997 |
|  | Sankyo Tateyama, <br> Inc.<br>| 4300 | 19212 |
|  | Sankyu, Inc. | 16700 | 730892 |
| # | Sanoh Industrial Co. <br> Ltd.<br>| 5900 | 25552 |
|  | Sanrio Co. Ltd. | 46600 | 1856833 |
|  | Sansei Technologies, <br> Inc.<br>| 4600 | 40720 |
|  | Sanshin Electronics <br> Co. Ltd.<br>| 5000 | 69233 |
|  | Santen <br> Pharmaceutical Co. <br> Ltd.<br>| 134400 | 1361255 |
|  | Sanwa Holdings <br> Corp.<br>| 56000 | 1838070 |
|  | Sanyo Chemical <br> Industries Ltd.<br>| 6100 | 153678 |
|  | Sanyo Denki Co. Ltd. | 3800 | 261155 |
|  | Sanyo Shokai Ltd. | 4300 | 83016 |
|  | Sanyo Trading Co. <br> Ltd.<br>| 10700 | 105247 |
| # | Sapporo Holdings <br> Ltd.<br>| 13300 | 738596 |
| # | Sata Construction Co. <br> Ltd.<br>| 7700 | 59157 |
|  | Sato Corp. | 10500 | 151948 |
| # | Sato Shoji Corp. | 6100 | 62885 |
|  | Satori Electric Co. <br> Ltd.<br>| 4000 | 46305 |
|  | Sawai Group Holdings <br> Co. Ltd.<br>| 26100 | 376086 |
|  | SAXA, Inc. | 1300 | 27525 |
| \* | SBI ARUHI Corp. | 7300 | 40305 |
|  | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 4600 | 20558 |
|  | SBI Holdings, Inc. | 37200 | 978154 |
|  | SBI Insurance Group <br> Co. Ltd.<br>| 1900 | 14626 |
|  | SBS Holdings, Inc. | 5300 | 106384 |
|  | SCREEN Holdings <br> Co. Ltd.<br>| 14800 | 984156 |
|  | Scroll Corp. | 10400 | 74797 |
|  | SCSK Corp. | 29029 | 759266 |
|  | SEC Carbon Ltd. | 1000 | 13871 |
|  | Secom Co. Ltd. | 51600 | 1897354 |
|  | Sega Sammy <br> Holdings, Inc.<br>| 50500 | 1059918 |
|  | Segue Group Co. Ltd. | 2500 | 9442 |
|  | Seika Corp. | 4900 | 150776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Seikitokyu Kogyo Co. <br> Ltd.<br>| 5800 | $63095 |
|  | Seiko Epson Corp. | 46100 | 639549 |
|  | Seiko Group Corp. | 7500 | 197975 |
|  | Seino Holdings Co. <br> Ltd.<br>| 21900 | 344668 |
|  | Sekisui Chemical Co. <br> Ltd.<br>| 33000 | 576639 |
|  | Sekisui House Ltd. | 115000 | 2643873 |
|  | Sekisui Jushi Corp. | 6200 | 81050 |
|  | Sekisui Kasei Co. <br> Ltd.<br>| 12400 | 28436 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 43020 | 511404 |
| # | Senshu Electric Co. <br> Ltd.<br>| 7400 | 227883 |
| \* | Senshukai Co. Ltd. | 11400 | 21225 |
|  | Septeni Holdings Co. <br> Ltd.<br>| 12300 | 31482 |
|  | Seria Co. Ltd. | 17600 | 357318 |
|  | Seven & i Holdings <br> Co. Ltd.<br>| 431900 | 6357836 |
|  | Seven Bank Ltd. | 355328 | 639420 |
|  | SG Holdings Co. Ltd. | 66700 | 702328 |
| \* | Sharp Corp. | 38400 | 227652 |
|  | Shibaura Machine Co. <br> Ltd.<br>| 9000 | 227209 |
|  | Shibaura <br> Mechatronics Corp.<br>| 5100 | 239202 |
|  | Shibuya Corp. | 5000 | 108554 |
| \* | SHIFT, Inc. | 94500 | 864693 |
|  | Shikoku Kasei <br> Holdings Corp.<br>| 16000 | 206099 |
|  | Shima Seiki <br> Manufacturing Ltd.<br>| 9700 | 59490 |
|  | Shimadaya Corp. | 1700 | 22266 |
|  | Shimadzu Corp. | 43000 | 1100689 |
|  | Shimamura Co. Ltd. | 11700 | 778506 |
|  | Shimano, Inc. | 5600 | 788958 |
| # | Shimizu Bank Ltd. | 1700 | 16771 |
|  | Shimizu Corp. | 98800 | 1055489 |
| # | Shimojima Co. Ltd. | 4600 | 39756 |
|  | Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 8600 | 127060 |
|  | Shinagawa <br> Refractories Co. <br> Ltd.<br>| 14000 | 161471 |
|  | Shin-Etsu Chemical <br> Co. Ltd.<br>| 128200 | 3901314 |
|  | Shin-Etsu Polymer <br> Co. Ltd.<br>| 22000 | 225418 |
|  | Shinko Shoji Co. Ltd. | 18100 | 112839 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Shinmaywa Industries <br> Ltd.<br>| 23100 | $217674 |
|  | Shinnihon Corp. | 9900 | 114409 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 7300 | 122494 |
|  | Shinsho Corp. | 6000 | 79085 |
|  | Shinwa Co. Ltd. (3447 <br> JP)<br>| 2600 | 13219 |
|  | Shinwa Co. Ltd. (7607 <br> JP)<br>| 3900 | 82728 |
|  | Shionogi & Co. Ltd. | 69700 | 1170996 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 42500 | 616567 |
|  | Shiseido Co. Ltd. | 52096 | 856523 |
|  | Shizuoka Financial <br> Group, Inc.<br>| 34300 | 381160 |
|  | Shizuoka Gas Co. <br> Ltd.<br>| 24900 | 205192 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 17300 | 621008 |
|  | Shoei Co. Ltd. | 12000 | 140939 |
| # | Shoei Foods Corp. | 2700 | 76855 |
|  | Shofu, Inc. | 1800 | 27539 |
|  | Sigma Koki Co. Ltd. | 700 | 6466 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 23600 | 172976 |
|  | Siix Corp. | 9400 | 69219 |
| \* | Simplex Holdings, <br> Inc.<br>| 18900 | 400029 |
|  | Sinanen Holdings Co. <br> Ltd.<br>| 3300 | 153461 |
|  | Sinfonia Technology <br> Co. Ltd.<br>| 8600 | 367727 |
|  | Sinko Industries Ltd. | 15300 | 129334 |
|  | Sintokogio Ltd. | 8900 | 51878 |
|  | SK Kaken Co. Ltd. | 3200 | 199839 |
|  | SK-Electronics Co. <br> Ltd.<br>| 3800 | 61286 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 63700 | 514959 |
|  | SMC Corp. | 3500 | 1132743 |
|  | SMS Co. Ltd. | 32600 | 302135 |
|  | Socionext, Inc. | 87800 | 944339 |
| # | Soda Nikka Co. Ltd. | 6600 | 47565 |
|  | Sodick Co. Ltd. | 13800 | 72530 |
|  | SoftBank Corp. | 4538000 | 6867105 |
|  | SoftBank Group <br> Corp.<br>| 169468 | 8569955 |
|  | Softcreate Holdings <br> Corp.<br>| 11100 | 152630 |
|  | Software Service, Inc. | 1300 | 114548 |
|  | Sohgo Security <br> Services Co. Ltd.<br>| 134400 | 1062252 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 10200 | $108416 |
|  | Solasto Corp. | 16700 | 51597 |
|  | Soliton Systems KK | 5500 | 48162 |
|  | Sompo Holdings, Inc. | 79900 | 2618411 |
|  | Sony Group Corp. <br> (6758 JP)<br>| 1021500 | 26950014 |
|  | Sotetsu Holdings, Inc. | 15500 | 236326 |
| # | Space Co. Ltd. | 6900 | 52812 |
|  | Sparx Group Co. Ltd. | 10360 | 104801 |
|  | SPK Corp. | 3600 | 52054 |
|  | Square Enix Holdings <br> Co. Ltd.<br>| 11000 | 636053 |
|  | SRA Holdings | 7000 | 213154 |
| # | SRE Holdings Corp. | 4000 | 98703 |
|  | SRS Holdings Co. <br> Ltd.<br>| 11500 | 95878 |
| # | ST Corp. | 4400 | 46244 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 15200 | 103839 |
|  | Star Micronics Co. <br> Ltd.<br>| 9000 | 103210 |
|  | Starts Corp., Inc. | 16500 | 448770 |
|  | Stella Chemifa Corp. | 5100 | 133196 |
|  | STI Foods Holdings, <br> Inc.<br>| 2400 | 20715 |
|  | Strike Co. Ltd. | 3406 | 70060 |
|  | Studio Alice Co. Ltd. | 3900 | 57590 |
|  | Subaru Corp. | 291200 | 5273026 |
|  | Subaru Enterprise Co. <br> Ltd.<br>| 2500 | 57663 |
|  | Sugi Holdings Co. <br> Ltd.<br>| 48900 | 1027185 |
| # | Sugimoto & Co. Ltd. | 9800 | 110373 |
|  | Sumitomo Bakelite <br> Co. Ltd.<br>| 36600 | 850983 |
|  | Sumitomo Chemical <br> Co. Ltd.<br>| 282131 | 681998 |
|  | Sumitomo Densetsu <br> Co. Ltd.<br>| 8800 | 323416 |
|  | Sumitomo Electric <br> Industries Ltd.<br>| 97200 | 1562334 |
| # | Sumitomo Forestry <br> Co. Ltd.<br>| 38900 | 1120095 |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 47600 | 991118 |
|  | Sumitomo Metal <br> Mining Co. Ltd.<br>| 56900 | 1262441 |
|  | Sumitomo Mitsui <br> Financial Group, <br> Inc. (8316 JP)<br>| 315312 | 7522466 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Sumitomo Mitsui <br> Financial Group, <br> Inc. (SMFG US), <br> Sponsored ADR<br>| 2798 | $39732 |
|  | Sumitomo Mitsui Trust <br> Group, Inc.<br>| 96100 | 2377392 |
|  | Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 54400 | 2026197 |
|  | Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 4100 | 136736 |
|  | Sumitomo Warehouse <br> Co. Ltd.<br>| 6800 | 132085 |
|  | Sun Frontier <br> Fudousan Co. Ltd.<br>| 15400 | 210747 |
|  | Sundrug Co. Ltd. | 33400 | 1112964 |
|  | Suntory Beverage & <br> Food Ltd.<br>| 20600 | 719781 |
|  | Sun-Wa Technos <br> Corp.<br>| 9800 | 145182 |
| # | SUNWELS Co. Ltd. | 1700 | 6813 |
|  | Suzuden Corp. | 3700 | 50372 |
|  | Suzuken Co. Ltd. | 33790 | 1220753 |
|  | Suzuki Motor Corp. | 138700 | 1662133 |
|  | SWCC Corp. | 12300 | 558943 |
|  | Sysmex Corp. | 126700 | 2351951 |
|  | System Research Co. <br> Ltd.<br>| 5700 | 70014 |
|  | System Support <br> Holdings, Inc.<br>| 2500 | 35195 |
| # | Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 1000 | 31130 |
|  | Systena Corp. | 107700 | 281711 |
|  | Syuppin Co. Ltd. | 13500 | 103772 |
|  | T Hasegawa Co. Ltd. | 11600 | 232486 |
|  | T&D Holdings, Inc. | 84600 | 1800170 |
|  | Tachikawa Corp. | 2200 | 23122 |
|  | Tachi-S Co. Ltd. | 10700 | 118040 |
|  | Tadano Ltd. | 44900 | 311070 |
|  | Taihei Dengyo Kaisha <br> Ltd.<br>| 5000 | 170997 |
|  | Taiho Kogyo Co. Ltd. | 4100 | 18692 |
|  | Taikisha Ltd. | 19800 | 324086 |
|  | Taiko Bank Ltd. | 1100 | 10880 |
|  | Taisei Corp. | 26700 | 1447727 |
| # | Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 2800 | 48579 |
| # | Taisei Oncho Co. Ltd. | 1900 | 49846 |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 30596 | 1132785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 7500 | $151929 |
| # | Takamiya Co. Ltd. | 13900 | 37340 |
| # | Takano Co. Ltd. | 1800 | 8980 |
|  | Takaoka Toko Co. <br> Ltd.<br>| 4100 | 65939 |
|  | Takara & Co. Ltd. | 5100 | 123583 |
|  | Takara Bio, Inc. | 7500 | 42934 |
|  | Takara Holdings, Inc. | 54423 | 439251 |
|  | Takara Standard Co. <br> Ltd.<br>| 8400 | 106168 |
|  | Takasago International <br> Corp.<br>| 8000 | 375782 |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 16600 | 734451 |
| # | Takashima & Co. Ltd. | 5200 | 47642 |
|  | Takashimaya Co. Ltd. | 67600 | 521206 |
|  | Take & Give Needs <br> Co. Ltd.<br>| 2500 | 15114 |
| # | TAKEBISHI Corp. | 1700 | 21187 |
|  | Takeda <br> Pharmaceutical Co. <br> Ltd. (4502 JP)<br>| 232530 | 7033707 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 20600 | 644828 |
|  | Takuma Co. Ltd. | 15100 | 194566 |
| # | Tama Home Co. Ltd. | 8100 | 226748 |
|  | Tanseisha Co. Ltd. | 2000 | 14532 |
|  | Tayca Corp. | 3500 | 31869 |
|  | Tazmo Co. Ltd. | 2000 | 24525 |
|  | TBS Holdings, Inc. | 10500 | 352226 |
|  | TDC Soft, Inc. | 13000 | 115155 |
|  | TechMatrix Corp. | 20400 | 291323 |
|  | Techno Medica Co. <br> Ltd.<br>| 2500 | 31703 |
|  | Techno Ryowa Ltd. | 4800 | 95810 |
|  | Techno Smart Corp. | 1700 | 19019 |
|  | Technoflex Corp. | 1200 | 9849 |
|  | TechnoPro Holdings, <br> Inc.<br>| 68100 | 1518603 |
|  | Teijin Ltd. | 42642 | 357540 |
|  | Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 4000 | 78243 |
| # | Teikoku Sen-I Co. <br> Ltd.<br>| 5800 | 100344 |
|  | Tekken Corp. | 3800 | 73746 |
|  | Temairazu, Inc. | 1300 | 32270 |
| # | Tenma Corp. | 2100 | 52396 |
|  | Terumo Corp. | 24000 | 459377 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tess Holdings Co. <br> Ltd.<br>| 32500 | $75938 |
|  | THK Co. Ltd. | 23300 | 573995 |
|  | Tigers Polymer Corp. | 2500 | 15237 |
|  | TIS, Inc. | 43100 | 1244003 |
|  | TKC Corp. | 11699 | 329761 |
|  | Toa Corp. (1885 JP) | 18000 | 173906 |
|  | Toa Corp. (6809 JP) | 9200 | 59756 |
|  | TOA ROAD Corp. | 6900 | 73774 |
|  | Toagosei Co. Ltd. | 46400 | 436550 |
|  | TOBISHIMA <br> HOLDINGS, Inc.<br>| 10130 | 127415 |
|  | Tobu Railway Co. Ltd. | 36100 | 658751 |
|  | Tocalo Co. Ltd. | 21400 | 246484 |
|  | Tochigi Bank Ltd. | 22300 | 50510 |
|  | Toda Corp. | 96300 | 613519 |
|  | Toei Animation Co. <br> Ltd.<br>| 18200 | 440093 |
|  | Toei Co. Ltd. | 8200 | 300421 |
| # | Toell Co. Ltd. | 3900 | 21009 |
|  | Toenec Corp. | 23500 | 186109 |
|  | Togami Electric <br> Manufacturing Co. <br> Ltd.<br>| 800 | 19404 |
|  | Toho Co. Ltd. (8142 <br> JP)<br>| 3300 | 75502 |
|  | Toho Co. Ltd. (9602 <br> JP)<br>| 12800 | 730771 |
| # | Toho Gas Co. Ltd. | 43700 | 1307192 |
| # | Toho Holdings Co. <br> Ltd.<br>| 21500 | 702865 |
|  | Toho Titanium Co. <br> Ltd.<br>| 6300 | 44915 |
|  | Tokai Corp. | 6000 | 88247 |
|  | TOKAI Holdings <br> Corp.<br>| 29800 | 208965 |
|  | Tokai Rika Co. Ltd. | 13500 | 201063 |
| # | Token Corp. | 1520 | 142065 |
|  | Tokio Marine <br> Holdings, Inc. (8766 <br> JP)<br>| 288300 | 11555742 |
|  | Tokushu Tokai Paper <br> Co. Ltd.<br>| 2800 | 73142 |
|  | Tokyo Century Corp. | 63700 | 670846 |
|  | Tokyo Electron Device <br> Ltd.<br>| 13100 | 271585 |
|  | Tokyo Electron Ltd. | 54200 | 8070289 |
|  | Tokyo Energy & <br> Systems, Inc.<br>| 12500 | 98719 |
|  | Tokyo Gas Co. Ltd. | 70900 | 2355496 |
| # | Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 11500 | 25244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tokyo Ohka Kogyo <br> Co. Ltd.<br>| 34400 | $756796 |
|  | Tokyo Sangyo Co. <br> Ltd.<br>| 11000 | 53434 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 14900 | 831466 |
|  | Tokyo Tatemono Co. <br> Ltd.<br>| 95800 | 1717533 |
|  | Tokyotokeiba Co. Ltd. | 2300 | 67593 |
|  | Tokyu Construction <br> Co. Ltd.<br>| 35700 | 207272 |
|  | Tokyu Corp. | 47783 | 579509 |
|  | Tokyu Fudosan <br> Holdings Corp.<br>| 307000 | 2150171 |
|  | Toli Corp. | 19900 | 68042 |
|  | Tomato Bank Ltd. | 1200 | 9926 |
| # | Tomen Devices Corp. | 900 | 33631 |
| # | Tomoe Corp. | 6300 | 65521 |
| # | Tomoe Engineering <br> Co. Ltd.<br>| 11100 | 107483 |
|  | Tomoku Co. Ltd. | 4400 | 75404 |
|  | Tomy Co. Ltd. | 43900 | 966546 |
|  | Topcon Corp. | 55200 | 1253639 |
|  | TOPPAN Holdings, <br> Inc.<br>| 24740 | 694515 |
|  | Topre Corp. | 9900 | 120962 |
|  | Toray Industries, Inc. | 162207 | 1035937 |
|  | Torii Pharmaceutical <br> Co. Ltd.<br>| 6100 | 199890 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 6500 | 89655 |
|  | Tosei Corp. | 14000 | 235954 |
|  | Toshiba TEC Corp. | 14500 | 273309 |
|  | Totech Corp. | 18200 | 330244 |
|  | Totetsu Kogyo Co. <br> Ltd.<br>| 10900 | 240538 |
|  | TOTO Ltd. | 22000 | 580106 |
| # | Tottori Bank Ltd. | 1500 | 13478 |
|  | Toukei Computer Co. <br> Ltd.<br>| 900 | 27640 |
|  | Tow Co. Ltd. | 18500 | 40944 |
| # | Towa Corp. | 12900 | 120419 |
|  | Towa Pharmaceutical <br> Co. Ltd.<br>| 5900 | 109479 |
|  | Toyo Construction Co. <br> Ltd.<br>| 19400 | 181975 |
|  | Toyo Engineering <br> Corp.<br>| 23300 | 110007 |
| # | Toyo Gosei Co. Ltd. | 1700 | 57526 |
| # | Toyo Innovex Co. Ltd. | 5800 | 23453 |
|  | Toyo Kanetsu KK | 5100 | 126717 |
|  | Toyo Seikan Group <br> Holdings Ltd.<br>| 56400 | 984670 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Toyo Suisan Kaisha <br> Ltd.<br>| 9200 | $594741 |
|  | Toyobo Co. Ltd. | 52723 | 327082 |
|  | Toyota Boshoku <br> Corp.<br>| 39700 | 569645 |
|  | Toyota Industries <br> Corp.<br>| 17300 | 2028855 |
|  | Toyota Motor Corp. <br> (7203 JP)<br>| 1607600 | 30704214 |
|  | Toyota Tsusho Corp. | 188100 | 3738059 |
|  | TPR Co. Ltd. | 6900 | 102759 |
| # | Transaction Co. Ltd. | 7000 | 124439 |
| \* | Transaction Media <br> Networks, Inc.<br>| 6100 | 11954 |
|  | Transcosmos, Inc. | 9200 | 201032 |
|  | TRE Holdings Corp. | 6700 | 72205 |
|  | Treasure Factory Co. <br> Ltd.<br>| 5100 | 68735 |
|  | Trend Micro, Inc. <br> (4704 JP)<br>| 32100 | 2303194 |
|  | Trusco Nakayama <br> Corp.<br>| 22100 | 329710 |
|  | TRYT, Inc. | 8200 | 27604 |
|  | TS Tech Co. Ltd. | 38100 | 430633 |
|  | TSI Holdings Co. Ltd. | 23500 | 176851 |
| # | Tsubaki Nakashima <br> Co. Ltd.<br>| 21200 | 60350 |
|  | Tsubakimoto Chain <br> Co.<br>| 22500 | 273337 |
| # | Tsubakimoto Kogyo <br> Co. Ltd.<br>| 7200 | 109115 |
|  | Tsuburaya Fields <br> Holdings, Inc.<br>| 17900 | 233673 |
|  | Tsugami Corp. | 15900 | 195866 |
|  | Tsukishima Holdings <br> Co. Ltd.<br>| 1200 | 16841 |
|  | Tsuruha Holdings, <br> Inc.<br>| 18500 | 1488124 |
|  | Tsurumi Manufacturing <br> Co. Ltd.<br>| 4900 | 113709 |
|  | Tsutsumi Jewelry Co. <br> Ltd.<br>| 2500 | 40525 |
| # | Tsuzuki Denki Co. <br> Ltd.<br>| 5300 | 90894 |
|  | TV Asahi Holdings <br> Corp.<br>| 9700 | 176432 |
|  | Tv Tokyo Holdings <br> Corp.<br>| 4300 | 119550 |
|  | TYK Corp. | 7300 | 25135 |
|  | UACJ Corp. | 17100 | 576926 |
|  | Ubicom Holdings, Inc. | 1900 | 16958 |
|  | Uchida Yoko Co. Ltd. | 2700 | 147706 |
|  | Ueki Corp. | 1200 | 15964 |
|  | Ukai Co. Ltd. | 100 | 2506 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | ULS Group, Inc. | 1400 | $48652 |
| # | U-Next Holdings Co. <br> Ltd.<br>| 24300 | 347741 |
|  | Unicharm Corp. | 118900 | 1104003 |
|  | Unipres Corp. | 10900 | 76583 |
|  | United Arrows Ltd. | 9900 | 156284 |
|  | United Super Markets <br> Holdings, Inc.<br>| 28433 | 182869 |
|  | UNITED, Inc. | 8800 | 43015 |
| # | Urbanet Corp. Co. <br> Ltd.<br>| 14400 | 46289 |
| # | User Local, Inc. | 1000 | 11658 |
|  | Ushio, Inc. | 37500 | 451045 |
|  | USS Co. Ltd. | 84600 | 843271 |
|  | UT Group Co. Ltd. | 18300 | 257232 |
|  | V Technology Co. <br> Ltd.<br>| 2300 | 32416 |
|  | Valor Holdings Co. <br> Ltd.<br>| 18600 | 325436 |
|  | Valqua Ltd. | 10100 | 212480 |
| # | Value HR Co. Ltd. | 5400 | 59065 |
|  | ValueCommerce Co. <br> Ltd.<br>| 14800 | 84080 |
|  | Vector, Inc. | 15800 | 98262 |
|  | Vertex Corp. | 4800 | 64860 |
|  | Vision, Inc. | 16700 | 150518 |
| \* | Visional, Inc. | 13300 | 804632 |
|  | Vital KSK Holdings, <br> Inc.<br>| 22300 | 205278 |
|  | VT Holdings Co. Ltd. | 37300 | 131991 |
|  | Wacoal Holdings <br> Corp.<br>| 16600 | 579373 |
|  | Wacom Co. Ltd. | 67200 | 257250 |
|  | Wakachiku <br> Construction Co. <br> Ltd.<br>| 2300 | 64311 |
|  | Wakita & Co. Ltd. | 15300 | 189063 |
| # | Waseda Academy Co. <br> Ltd.<br>| 3600 | 55822 |
| # | Watahan & Co. Ltd. | 7500 | 85222 |
| # | WDB Holdings Co. <br> Ltd.<br>| 6209 | 79245 |
|  | Weathernews, Inc. | 3200 | 79371 |
|  | Welcia Holdings Co. <br> Ltd.<br>| 41000 | 722876 |
|  | Wellnet Corp. | 4700 | 23886 |
|  | West Holdings Corp. | 14884 | 164799 |
| # | Will Group, Inc. | 11800 | 80587 |
| \* | WingArc1st, Inc. | 8400 | 224492 |
|  | With U.S. Corp. | 1100 | 18921 |
| # | Workman Co. Ltd. | 8134 | 256309 |
|  | World Co. Ltd. | 10200 | 189472 |
|  | World Holdings Co. <br> Ltd.<br>| 4000 | 56040 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Xebio Holdings Co. <br> Ltd.<br>| 13400 | $122246 |
| # | YAC Holdings Co. <br> Ltd.<br>| 4599 | 25702 |
|  | Yahagi Construction <br> Co. Ltd.<br>| 12700 | 129202 |
|  | Yakult Honsha Co. <br> Ltd.<br>| 26800 | 550526 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 4300 | 61101 |
|  | YAMABIKO Corp. | 14200 | 212505 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 7800 | 95617 |
|  | Yamada Corp. | 300 | 10287 |
|  | Yamada Holdings Co. <br> Ltd.<br>| 110562 | 356317 |
| # | Yamae Group <br> Holdings Co. Ltd.<br>| 6000 | 108834 |
|  | Yamaha Corp. | 61500 | 449499 |
|  | Yamaha Motor Co. <br> Ltd.<br>| 200100 | 1571532 |
|  | Yamatane Corp. | 1600 | 50342 |
|  | Yamato Corp. | 10100 | 116625 |
|  | Yamato Holdings Co. <br> Ltd.<br>| 35400 | 502601 |
|  | Yamato Kogyo Co. <br> Ltd.<br>| 8200 | 488299 |
| # | Yamaura Corp. | 2700 | 23023 |
|  | Yamaya Corp. | 1000 | 20128 |
|  | Yamazaki Baking Co. <br> Ltd.<br>| 27700 | 663098 |
|  | Yamazen Corp. | 26000 | 255643 |
|  | Yaoko Co. Ltd. | 11000 | 736756 |
|  | Yaskawa Electric <br> Corp.<br>| 33300 | 701607 |
| # | Yasuda Logistics <br> Corp.<br>| 5700 | 67871 |
| # | YE DIGITAL Corp. | 4400 | 18805 |
|  | Yellow Hat Ltd. | 29000 | 276377 |
|  | Yodogawa Steel <br> Works Ltd.<br>| 10200 | 412978 |
|  | Yokogawa Bridge <br> Holdings Corp.<br>| 14300 | 261990 |
|  | Yokogawa Electric <br> Corp.<br>| 23800 | 515035 |
| # | Yokorei Co. Ltd. | 16100 | 96166 |
|  | Yokowo Co. Ltd. | 4600 | 39418 |
|  | Yomeishu Seizo Co. <br> Ltd.<br>| 800 | 17192 |
|  | Yondenko Corp. | 17400 | 164070 |
|  | Yonex Co. Ltd. | 23600 | 386161 |
| \* | Yoshimura Food <br> Holdings KK<br>| 1600 | 10175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yoshinoya Holdings <br> Co. Ltd.<br>| 12100 | $265216 |
| # | Yossix Holdings Co. <br> Ltd.<br>| 1900 | 36973 |
| # | Yotai Refractories Co. <br> Ltd.<br>| 5200 | 64706 |
|  | Yuasa Trading Co. <br> Ltd.<br>| 7200 | 220339 |
|  | Yurtec Corp. | 19500 | 251801 |
|  | Yushin Co. | 6100 | 27243 |
|  | Yutaka Giken Co. Ltd. | 1500 | 22736 |
|  | Zacros Corp. | 7800 | 216290 |
|  | Zaoh Co. Ltd. | 2300 | 39057 |
| # | Zenitaka Corp. | 900 | 27050 |
| # | Zenkoku Hosho Co. <br> Ltd.<br>| 49700 | 1078294 |
|  | Zenrin Co. Ltd. | 9950 | 83738 |
|  | Zeon Corp. | 59600 | 584451 |
|  | ZIGExN Co. Ltd. | 40500 | 126017 |
| # | Zojirushi Corp. | 2400 | 23054 |
|  | ZOZO, Inc. | 89700 | 910947 |
| # | Zuiko Corp. | 6500 | 49382 |
| TOTAL JAPAN | TOTAL JAPAN |  | 725216434 |
| LIECHTENSTEIN — (0.0%) | LIECHTENSTEIN — (0.0%) | LIECHTENSTEIN — (0.0%) | LIECHTENSTEIN — (0.0%) |
|  | Liechtensteinische <br> Landesbank AG<br>| 5939 | 545281 |
|  | VP Bank AG, Class A | 362 | 36091 |
| TOTAL LIECHTENSTEIN | TOTAL LIECHTENSTEIN |  | 581372 |
| LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) | LUXEMBOURG — (0.3%) |
|  | Aperam SA | 21849 | 635750 |
| \* | Aroundtown SA | 279506 | 835054 |
|  | B&M European Value <br> Retail SA<br>| 389358 | 1751091 |
| Ω | B&S Group SARL | 19796 | 130438 |
| # | Eurofins Scientific SE | 32355 | 2041806 |
| \* | Grand City Properties <br> SA<br>| 16915 | 201884 |
| \* | InPost SA | 102593 | 1732989 |
| # | RTL Group SA | 18061 | 740691 |
| Ω | Samsonite Group SA | 578700 | 1036879 |
| # | SES SA | 153657 | 814689 |
|  | Subsea 7 SA | 49612 | 751177 |
|  | Sword Group | 3554 | 126035 |
|  | Tenaris SA (TEN IM) | 47641 | 794411 |
|  | Tenaris SA (TS US), <br> ADR<br>| 14302 | 476113 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | 12069007 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MONACO — (0.0%) | MONACO — (0.0%) | MONACO — (0.0%) | MONACO — (0.0%) |
|  | Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 419 | $48330 |
| NETHERLANDS — (5.8%) | NETHERLANDS — (5.8%) | NETHERLANDS — (5.8%) | NETHERLANDS — (5.8%) |
|  | Aalberts NV | 18991 | 630627 |
| #Ω | ABN AMRO Bank NV | 170841 | 3540312 |
|  | Acomo NV | 13989 | 343811 |
| # | Aegon Ltd. (AEG US) | 290070 | 1865150 |
|  | Aegon Ltd. (AGN NA) | 376088 | 2418977 |
|  | Airbus SE | 93989 | 15949041 |
|  | Akzo Nobel NV | 85978 | 5428209 |
| #\*Ω | Alfen NV | 12238 | 215176 |
| # | AMG Critical Materials <br> NV<br>| 10526 | 187610 |
|  | Arcadis NV | 36472 | 1768567 |
| \* | Argenx SE (ARGX <br> BB)<br>| 3256 | 2104839 |
| \* | Argenx SE (ARGX <br> US), ADR<br>| 3779 | 2437984 |
| \* | Argo Properties NV | 2122 | 65307 |
|  | Ariston Holding NV | 28539 | 128690 |
|  | ASM International NV | 9126 | 4460670 |
|  | ASML Holding NV <br> (ASML NA)<br>| 6365 | 4260937 |
|  | ASML Holding NV <br> (ASML US)<br>| 67911 | 45369981 |
|  | ASR Nederland NV | 140206 | 8846833 |
| #\*Ω | Basic-Fit NV | 10968 | 249298 |
| # | BE Semiconductor <br> Industries NV<br>| 21865 | 2368060 |
| # | Brunel International <br> NV<br>| 12079 | 127423 |
| \* | CM.com NV | 1729 | 12992 |
|  | Corbion NV | 31140 | 665942 |
| #Ω | CTP NV | 39163 | 735600 |
| # | Davide <br> Campari-Milano NV<br>| 72461 | 486231 |
| Ω | Euronext NV | 14296 | 2389536 |
|  | Ferrari NV (RACE IM) | 8345 | 3820455 |
|  | Ferrari NV (RACE <br> US)<br>| 11040 | 5098051 |
|  | Ferrovial SE | 49232 | 2401660 |
|  | Flow Traders Ltd. | 10009 | 296354 |
|  | Fugro NV | 35053 | 411088 |
| \* | Havas NV | 258055 | 429289 |
|  | Heineken NV | 22722 | 2033964 |
|  | IMCD NV | 29886 | 3974260 |
|  | ING Groep NV (INGA <br> NA)<br>| 587920 | 11417006 |
|  | Iveco Group NV | 78399 | 1252509 |
|  | JDE Peet's NV | 26067 | 631054 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Ω | Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 35087 | $764754 |
| \*Ω | Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 47885 | 1047968 |
| # | Kendrion NV | 5802 | 67560 |
|  | Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 240765 | 9885581 |
|  | Koninklijke BAM <br> Groep NV<br>| 132137 | 895068 |
|  | Koninklijke Heijmans <br> NV<br>| 16526 | 846446 |
|  | Koninklijke KPN NV | 2139452 | 9952417 |
| #\* | Koninklijke Philips NV <br> (PHG US)<br>| 112327 | 2847485 |
| \* | Koninklijke Philips NV <br> (PHIA NA)<br>| 160799 | 4081049 |
|  | Koninklijke Vopak NV | 17407 | 719791 |
|  | Lastminute.com NV | 3748 | 57311 |
|  | MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 98634 | 358760 |
|  | MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 13189 | 64189 |
| # | Nedap NV | 1163 | 80304 |
|  | NN Group NV | 147303 | 9032678 |
| #\* | NX Filtration NV | 989 | 3973 |
| #\* | Pharming Group NV | 52106 | 46085 |
|  | Pluxee NV | 29836 | 671000 |
| # | PostNL NV | 118620 | 121113 |
|  | Prosus NV (PRX NA) | 166825 | 7821522 |
|  | Qiagen NV | 34465 | 1473379 |
|  | Randstad NV | 64857 | 2603341 |
|  | SBM Offshore NV | 117153 | 2463033 |
| Ω | Signify NV | 36192 | 750227 |
|  | Sligro Food Group <br> NV<br>| 9151 | 123612 |
|  | Stellantis NV (STLA <br> US)<br>| 97814 | 907714 |
| # | Stellantis NV (STLA <br> UX)<br>| 313369 | 2908064 |
|  | Technip Energies NV | 100562 | 3431591 |
|  | TKH Group NV | 18066 | 713790 |
| #\* | TomTom NV | 15263 | 80674 |
| # | Universal Music <br> Group NV<br>| 218881 | 6436301 |
|  | Van Lanschot Kempen <br> NV<br>| 15885 | 927485 |
|  | Wolters Kluwer NV | 80997 | 14300745 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 225308503 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) |
|  | a2 Milk Co. Ltd.  | 31776 | $165415 |
|  | Auckland International <br> Airport Ltd.<br>| 171332 | 765433 |
| # | Briscoe Group Ltd. | 8008 | 20085 |
| # | Channel Infrastructure <br> NZ Ltd.<br>| 239796 | 270714 |
|  | Chorus Ltd. (CHRYY <br> US), ADR<br>| 880 | 20662 |
| # | Chorus Ltd. (CNU <br> NZ)<br>| 190810 | 899917 |
| # | Contact Energy Ltd. | 82530 | 434766 |
|  | EBOS Group Ltd. | 65018 | 1415014 |
|  | Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 73142 | 1475495 |
|  | Freightways Group <br> Ltd.<br>| 79257 | 463341 |
| \* | Gentrack Group Ltd. | 9619 | 67017 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 25558 | 110394 |
| # | Heartland Group <br> Holdings Ltd.<br>| 312134 | 142899 |
| # | Investore Property <br> Ltd.<br>| 154214 | 93556 |
| \* | KMD Brands Ltd. | 256380 | 50094 |
|  | Mainfreight Ltd. | 10461 | 345223 |
|  | Manawa Energy Ltd. | 38745 | 111672 |
|  | Mercury NZ Ltd. | 98067 | 325418 |
|  | Meridian Energy Ltd. | 164100 | 534174 |
|  | Napier Port Holdings <br> Ltd.<br>| 4632 | 7055 |
| # | NZME Ltd. (NZM AU) | 3265 | 2026 |
|  | NZME Ltd. (NZM NZ) | 18316 | 11564 |
|  | NZX Ltd. | 189265 | 173087 |
| \* | Oceania Healthcare <br> Ltd.<br>| 181831 | 70317 |
|  | Port of Tauranga Ltd. | 34021 | 124492 |
| \* | Ryman Healthcare <br> Ltd.<br>| 147164 | 193027 |
|  | Scales Corp. Ltd. | 49584 | 122504 |
| \* | Serko Ltd. | 22697 | 48685 |
|  | Skellerup Holdings <br> Ltd.<br>| 85434 | 214294 |
|  | SKY Network <br> Television Ltd.<br>| 76616 | 112269 |
|  | SKYCITY <br> Entertainment <br> Group Ltd.<br>| 161901 | 109921 |
|  | Spark New Zealand <br> Ltd.<br>| 402863 | 499117 |
|  | Summerset Group <br> Holdings Ltd.<br>| 55513 | 355241 |
|  | TOWER Ltd. | 146697 | 115676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Turners Automotive <br> Group Ltd.<br>| 13218 | $45523 |
|  | Vector Ltd. | 66685 | 157453 |
| \* | Vista Group <br> International Ltd.<br>| 74611 | 157032 |
|  | Vulcan Steel Ltd. | 2324 | 10992 |
| #\* | Warehouse Group <br> Ltd.<br>| 49483 | 24069 |
| \* | Xero Ltd. | 44656 | 4702860 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 14968493 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
| # | 2020 Bulkers Ltd. | 5417 | 57897 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 123021 | 77691 |
|  | AF Gruppen ASA | 13278 | 190574 |
|  | Aker Solutions ASA | 141208 | 383253 |
|  | AKVA Group ASA | 1484 | 8976 |
| \* | Archer Ltd. | 26888 | 52911 |
| \* | ArcticZymes <br> Technologies ASA<br>| 5394 | 8576 |
|  | Arendals <br> Fossekompani ASA<br>| 734 | 9123 |
|  | Atea ASA | 44322 | 606419 |
| #\*Ω | AutoStore Holdings <br> Ltd.<br>| 69671 | 31398 |
|  | B2 Impact ASA | 72702 | 79619 |
| \* | BEWi ASA | 13631 | 28392 |
|  | Borregaard ASA | 30459 | 524072 |
|  | Bouvet ASA | 31928 | 246405 |
| \* | Cloudberry Clean <br> Energy ASA<br>| 121222 | 144970 |
| \*Ω | Crayon Group Holding <br> ASA<br>| 16003 | 191673 |
|  | DNB Bank ASA | 161006 | 4024845 |
| \* | DOF Group ASA | 26689 | 209301 |
| \* | Edda Wind ASA | 2055 | 4522 |
| Ω | Elmera Group ASA | 70924 | 252809 |
|  | Elopak ASA | 67241 | 274526 |
| \* | Endur ASA | 3592 | 28706 |
| \*Ω | Entra ASA | 26998 | 311378 |
| Ω | Europris ASA | 101496 | 752528 |
|  | Gjensidige Forsikring <br> ASA<br>| 31942 | 747406 |
|  | Grieg Seafood ASA | 17155 | 108246 |
| \* | Hexagon Composites <br> ASA<br>| 33877 | 61089 |
|  | Himalaya Shipping <br> Ltd.<br>| 2488 | 12987 |
| Ω | Kid ASA | 12875 | 180893 |
|  | Kitron ASA | 67277 | 333310 |
|  | Kongsberg Gruppen <br> ASA<br>| 19890 | 3204452 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Leroy Seafood Group <br> ASA<br>| 22262 | $97577 |
| \* | LINK Mobility Group <br> Holding ASA<br>| 102460 | 241276 |
|  | Magnora ASA | 16615 | 35237 |
|  | Medistim ASA | 2470 | 38154 |
|  | Morrow Bank ASA | 50288 | 48552 |
|  | Mowi ASA | 31958 | 586000 |
| Ω | Multiconsult ASA | 5960 | 108936 |
| #\* | NEL ASA | 235947 | 51088 |
|  | Norbit ASA | 2130 | 29253 |
| \* | Nordic Semiconductor <br> ASA<br>| 29568 | 296490 |
|  | Norsk Hydro ASA | 79855 | 423584 |
| \* | Northern Ocean Ltd. | 10938 | 6190 |
| \* | NRC Group ASA | 21505 | 10225 |
|  | Odfjell Drilling Ltd. | 29230 | 152150 |
|  | Odfjell Technology <br> Ltd.<br>| 3913 | 15569 |
|  | Olav Thon <br> Eiendomsselskap <br> ASA<br>| 2629 | 65402 |
|  | Orkla ASA | 47569 | 530511 |
|  | Paratus Energy <br> Services Ltd.<br>| 6431 | 22133 |
|  | Pareto Bank ASA | 11115 | 78897 |
|  | Pexip Holding ASA | 12536 | 47649 |
| \* | PhotoCure ASA | 6697 | 34663 |
|  | Protector Forsikring <br> ASA<br>| 35403 | 1246025 |
|  | Rana Gruber ASA | 5863 | 41737 |
|  | Reach Subsea ASA | 19395 | 12606 |
|  | Salmar ASA | 12685 | 626821 |
| \* | SATS ASA | 12194 | 44052 |
| \*Ω | Scatec ASA | 77015 | 587751 |
|  | Schibsted ASA (SCHA <br> NO), Class A<br>| 9650 | 293676 |
|  | Schibsted ASA (SCHB <br> NO), Class B<br>| 9897 | 285797 |
|  | Sea1 offshore, Inc. | 28559 | 54024 |
|  | Selvaag Bolig ASA | 22992 | 77175 |
| #\*Ω | Shelf Drilling Ltd. | 17298 | 7839 |
| #\* | SmartCraft ASA | 7109 | 17742 |
| \* | Solstad Offshore ASA | 14544 | 53097 |
|  | Sparebank 1 <br> Oestlandet<br>| 19503 | 324795 |
|  | SpareBank 1 <br> Sor-Norge ASA<br>| 65535 | 1045762 |
|  | Sparebanken More | 18957 | 182213 |
|  | Sparebanken Sor | 4751 | 92954 |
|  | Storebrand ASA | 215885 | 2606511 |
|  | TGS ASA | 95494 | 712232 |
|  | TOMRA Systems <br> ASA<br>| 34003 | 536474 |
|  | Veidekke ASA | 40140 | 603986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 5667 | $211186 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 1503 | 54602 |
| \* | Zalaris ASA | 5204 | 42049 |
| \* | Zaptec ASA | 6781 | 11614 |
| TOTAL NORWAY | TOTAL NORWAY |  | 25841203 |
| PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |
| # | Altri SGPS SA | 30604 | 210589 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 2116286 | 1353573 |
|  | Corticeira Amorim <br> SGPS SA<br>| 15139 | 130778 |
|  | CTT-Correios de <br> Portugal SA<br>| 33316 | 293465 |
|  | EDP SA (EDP PL) | 927198 | 3654702 |
| # | Ibersol SGPS SA | 5326 | 56138 |
| # | Mota-Engil SGPS SA | 14157 | 56193 |
|  | Navigator Co. SA | 51006 | 193565 |
|  | NOS SGPS SA | 74962 | 312850 |
|  | REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 167843 | 550890 |
|  | Sonae SGPS SA | 418269 | 531175 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 7343918 |
| SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |
| \* | AEM Holdings Ltd. | 56643 | 51299 |
|  | Aztech Global Ltd. | 48500 | 19693 |
|  | Boustead Singapore <br> Ltd.<br>| 110607 | 88002 |
|  | BRC Asia Ltd. | 23800 | 57939 |
|  | Bukit Sembawang <br> Estates Ltd.<br>| 79000 | 214121 |
| Ω | BW LPG Ltd. | 4341 | 43608 |
|  | Centurion Corp. Ltd. | 94500 | 91124 |
|  | China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 148900 | 96932 |
|  | China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 198500 | 82898 |
|  | City Developments <br> Ltd.<br>| 272900 | 1039078 |
|  | CSE Global Ltd. | 223003 | 71485 |
|  | DBS Group Holdings <br> Ltd.<br>| 275304 | 8944402 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 47000 | $118635 |
| \*†† | Ezion Holdings Ltd. | 350280 | 0 |
| #\*†† | Ezra Holdings Ltd. | 140402 | 0 |
|  | Food Empire Holdings <br> Ltd.<br>| 66800 | 77231 |
|  | Frasers Property Ltd. | 118400 | 73943 |
|  | Frencken Group Ltd. | 117100 | 90963 |
| \* | Fu Yu Corp. Ltd. | 192800 | 14682 |
| \* | Gallant Venture Ltd. | 272800 | 15874 |
|  | Genting Singapore <br> Ltd.<br>| 994600 | 564005 |
| # | Grand Venture <br> Technology Ltd.<br>| 41400 | 23307 |
|  | GuocoLand Ltd. | 129966 | 140305 |
|  | Haw Par Corp. Ltd. | 43500 | 431809 |
|  | Ho Bee Land Ltd. | 82800 | 114086 |
|  | Hong Fok Corp. Ltd. | 87200 | 49062 |
|  | Hong Leong Finance <br> Ltd.<br>| 37900 | 74761 |
|  | Hongkong Land <br> Holdings Ltd.<br>| 152900 | 748293 |
|  | Hour Glass Ltd. | 84500 | 101592 |
|  | HRnetgroup Ltd. | 119200 | 63376 |
|  | iFAST Corp. Ltd. | 33200 | 158142 |
|  | ISDN Holdings Ltd. | 58689 | 14193 |
|  | Keppel Ltd. | 196100 | 985932 |
|  | Metro Holdings Ltd. | 128400 | 36376 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 22100 | 27698 |
| #\*†† | Midas Holdings Ltd. | 200100 | 0 |
|  | Nanofilm Technologies <br> International Ltd.<br>| 22400 | 9020 |
| # | Netlink NBN Trust | 744100 | 521114 |
|  | OUE Ltd. | 49300 | 35481 |
|  | Oversea-Chinese <br> Banking Corp. Ltd.<br>| 232945 | 2882872 |
| \* | Oxley Holdings Ltd. | 373865 | 19371 |
|  | Pacific Century <br> Regional <br> Developments Ltd.<br>| 48300 | 15491 |
|  | Pan-United Corp. Ltd. | 105900 | 54639 |
|  | Propnex Ltd. | 69200 | 55651 |
|  | PSC Corp. Ltd. | 60700 | 16025 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 53280 | 11836 |
|  | Raffles Medical Group <br> Ltd.<br>| 154100 | 119300 |
| \* | Seatrium Ltd. | 568120 | 834313 |
|  | Sheng Siong Group <br> Ltd.<br>| 141000 | 189973 |
|  | SIA Engineering Co. <br> Ltd.<br>| 44900 | 77017 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Singapore Land <br> Group Ltd.<br>| 68500 | $105054 |
| # | Singapore Post Ltd. | 471600 | 206397 |
|  | Singapore <br> Technologies <br> Engineering Ltd.<br>| 316400 | 1796595 |
|  | Straits Trading Co. <br> Ltd.<br>| 76379 | 83702 |
| \*†† | Swiber Holdings Ltd. | 50250 | 0 |
| \* | Thomson Medical <br> Group Ltd.<br>| 916800 | 29481 |
|  | United Overseas Bank <br> Ltd.<br>| 94500 | 2509810 |
|  | UOL Group Ltd. | 152151 | 673067 |
|  | Valuetronics Holdings <br> Ltd.<br>| 154710 | 75948 |
|  | Venture Corp. Ltd. | 55600 | 493562 |
|  | Vicom Ltd. | 32400 | 33447 |
|  | Wee Hur Holdings <br> Ltd.<br>| 274100 | 110110 |
|  | Wing Tai Holdings <br> Ltd.<br>| 246500 | 220782 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 718400 | 1230593 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 27135497 |
| SPAIN — (3.1%) | SPAIN — (3.1%) | SPAIN — (3.1%) | SPAIN — (3.1%) |
|  | Acciona SA | 16847 | 2455001 |
|  | Acerinox SA | 63330 | 715710 |
|  | ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 95713 | 5996881 |
| Ω | Aedas Homes SA | 1874 | 60480 |
| #Ω | Aena SME SA | 8940 | 2245870 |
|  | Almirall SA | 19698 | 218564 |
|  | Amadeus IT Group <br> SA<br>| 143660 | 11307909 |
|  | Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 39441 | 248987 |
|  | Audax Renovables <br> SA<br>| 89063 | 152994 |
|  | Azkoyen SA | 4058 | 35086 |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 491782 | 6749235 |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA US), <br> Sponsored ADR<br>| 52384 | 717661 |
|  | Banco de Sabadell <br> SA<br>| 2576618 | 7518015 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| # | Banco Santander SA <br> (SAN SM)<br>| 2061320 | $14513467 |
| # | Banco Santander SA <br> (SAN US), <br> Sponsored ADR<br>| 69983 | 489880 |
| # | Bankinter SA | 184429 | 2148402 |
| # | CaixaBank SA | 1667471 | 12779841 |
| Ω | Cellnex Telecom SA | 58302 | 2359444 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 13228 | 646558 |
| # | Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 20340 | 380220 |
| # | EDP Renovaveis SA | 128546 | 1203802 |
| \* | eDreams ODIGEO <br> SA<br>| 18315 | 153198 |
|  | Elecnor SA | 17817 | 381969 |
|  | Enagas SA | 22883 | 356788 |
|  | Ence Energia y <br> Celulosa SA<br>| 24710 | 79686 |
|  | Endesa SA | 34501 | 1036154 |
|  | Ercros SA | 13714 | 46418 |
|  | Faes Farma SA | 97892 | 475327 |
|  | Fluidra SA | 22481 | 520471 |
| Ω | Gestamp Automocion <br> SA<br>| 49585 | 148118 |
| Ω | Global Dominion <br> Access SA<br>| 36899 | 121867 |
| \* | Grenergy Renovables <br> SA<br>| 3309 | 190094 |
| \* | Grifols SA | 58236 | 551415 |
|  | Grupo Catalana <br> Occidente SA<br>| 21968 | 1223457 |
|  | Iberdrola SA | 561273 | 10117421 |
|  | Indra Sistemas SA | 40975 | 1306442 |
| # | Industria de Diseno <br> Textil SA<br>| 303676 | 16330171 |
|  | Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 11777 | 690426 |
|  | Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 153281 | 222653 |
|  | Mapfre SA | 447822 | 1594246 |
| # | Naturgy Energy Group <br> SA<br>| 17717 | 527826 |
| Ω | Neinor Homes SA | 14848 | 258466 |
| #\* | Obrascon Huarte Lain <br> SA<br>| 181636 | 63799 |
|  | Pharma Mar SA | 1779 | 150702 |
|  | Prim SA | 1123 | 13019 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| \* | Promotora de <br> Informaciones SA, <br> Class A<br>| 51144 | $23004 |
| Ω | Prosegur Cash SA | 43253 | 37634 |
|  | Realia Business SA | 163953 | 167397 |
|  | Redeia Corp. SA | 147722 | 3097773 |
|  | Sacyr SA | 107160 | 393077 |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 47470 | 357807 |
| #\*†† | Soltec Power Holdings <br> SA<br>| 4800 | 6520 |
| \*Ω | Talgo SA | 18976 | 68781 |
| \* | Tecnicas Reunidas <br> SA<br>| 38833 | 651740 |
| # | Telefonica SA (TEF <br> SM)<br>| 1313913 | 6749890 |
| # | Tubacex SA | 61124 | 252077 |
| #Ω | Unicaja Banco SA | 502777 | 958318 |
| TOTAL SPAIN | TOTAL SPAIN |  | 122268158 |
| SWEDEN — (3.9%) | SWEDEN — (3.9%) | SWEDEN — (3.9%) | SWEDEN — (3.9%) |
|  | AAK AB | 17148 | 448452 |
| Ω | AcadeMedia AB | 36502 | 300363 |
| # | AddLife AB, Class B | 43022 | 816431 |
| # | Addnode Group AB | 45365 | 390555 |
|  | AddTech AB, Class B | 88465 | 2976178 |
|  | AFRY AB | 67994 | 1177957 |
|  | Alfa Laval AB | 55481 | 2301120 |
| Ω | Alimak Group AB | 28194 | 356838 |
| # | Alleima AB | 87037 | 684313 |
|  | Alligo AB, Class B | 9012 | 102900 |
| Ω | Ambea AB | 54102 | 653582 |
| \* | Annehem Fastigheter <br> AB, Class B<br>| 20118 | 32868 |
|  | AQ Group AB | 12285 | 197684 |
|  | Arise AB | 18466 | 65932 |
|  | Arjo AB, Class B | 60821 | 203754 |
| \* | Asmodee Group AB, <br> Class B<br>| 37385 | 411929 |
|  | Assa Abloy AB, <br> Class B<br>| 86434 | 2623615 |
| # | Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 490008 | 7584685 |
|  | Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 274818 | 3816046 |
| # | Atrium Ljungberg AB, <br> Class B<br>| 75650 | 267871 |
| Ω | Attendo AB | 47275 | 321821 |
| # | Avanza Bank Holding <br> AB<br>| 99161 | 3295136 |
| # | Axfood AB | 47948 | 1340451 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Beijer Alma AB | 16990 | $353423 |
| # | Beijer Ref AB | 36411 | 555390 |
|  | Bergman & Beving <br> AB<br>| 16194 | 491652 |
|  | Betsson AB, Class B | 84940 | 1485521 |
| \* | BHG Group AB | 62928 | 150370 |
|  | Bilia AB, Class A | 51649 | 646407 |
|  | Billerud Aktiebolag | 84633 | 893050 |
|  | BioGaia AB, Class B | 36515 | 388712 |
|  | Biotage AB | 14832 | 215911 |
|  | Bjorn Borg AB | 8728 | 51484 |
| \* | Boliden AB | 73561 | 2253911 |
| \* | Bonava AB, Class B | 78500 | 104533 |
| \*Ω | Boozt AB | 23237 | 202601 |
| Ω | Bravida Holding AB | 105011 | 1000630 |
|  | BTS Group AB, <br> Class B<br>| 885 | 21256 |
|  | Bufab AB | 11252 | 465078 |
|  | Bure Equity AB | 41867 | 1410619 |
|  | Byggmax Group AB | 33690 | 166381 |
| \* | Camurus AB | 12788 | 821845 |
| \* | Carasent AB | 7011 | 17922 |
| \* | Castellum AB | 48636 | 591910 |
|  | Catella AB | 30701 | 93974 |
|  | Catena AB | 11657 | 548769 |
|  | Cellavision AB | 2712 | 56539 |
|  | Cibus Nordic Real <br> Estate AB publ<br>| 12386 | 214367 |
| \* | Cint Group AB | 88523 | 66787 |
|  | Clas Ohlson AB, <br> Class B<br>| 39038 | 1105871 |
|  | Cloetta AB, Class B | 56728 | 165033 |
| #Ω | Coor Service <br> Management <br> Holding AB<br>| 59669 | 240335 |
| # | Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 195859 | 99043 |
|  | Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 2536 | 54652 |
| \* | Ctek AB | 5741 | 7418 |
|  | CTT Systems AB | 3004 | 63420 |
|  | Dios Fastigheter AB | 36499 | 253458 |
| Ω | Dometic Group AB | 111140 | 400687 |
| #\*Ω | Dustin Group AB | 155604 | 55107 |
| \* | Dynavox Group AB | 15679 | 141966 |
|  | Eastnine AB | 14357 | 66699 |
|  | Elanders AB, Class B | 6728 | 37455 |
| \* | Electrolux AB, <br> Class B<br>| 76570 | 478022 |
| # | Electrolux <br> Professional AB, <br> Class B<br>| 105894 | 613559 |
|  | Elekta AB, Class B | 123208 | 627390 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Embracer Group AB | 37385 | $471790 |
|  | Enad Global 7 AB | 8884 | 10987 |
| \* | Enea AB | 6109 | 41793 |
|  | Engcon AB | 11770 | 112766 |
|  | Eolus Vind AB, <br> Class B<br>| 4899 | 23614 |
|  | Ependion AB | 3773 | 45114 |
|  | Epiroc AB (EPIA SS), <br> Class A<br>| 119387 | 2582903 |
|  | Epiroc AB (EPIB SS), <br> Class B<br>| 73342 | 1438351 |
| # | EQT AB | 20316 | 587082 |
| #Ω | Evolution AB | 29246 | 2026005 |
|  | Ework Group AB | 5246 | 79145 |
| # | Fabege AB | 110445 | 943509 |
| # | Fagerhult Group AB | 20861 | 90159 |
| \* | Fastighets AB Balder, <br> Class B<br>| 79516 | 571596 |
| \* | Fastighets AB Trianon | 12292 | 24630 |
| \* | Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 324 | 1533 |
|  | FastPartner AB <br> (FPARA SS), <br> Class A<br>| 26872 | 157896 |
|  | FastPartner AB <br> (FPARD SS), <br> Class D<br>| 6387 | 46679 |
|  | FormPipe Software <br> AB<br>| 5484 | 15022 |
|  | Fortnox AB | 263433 | 2385367 |
|  | G5 Entertainment AB | 965 | 13015 |
| # | Getinge AB, Class B | 46369 | 896174 |
|  | Granges AB | 59043 | 737485 |
| \*Ω | Green Landscaping <br> Group AB<br>| 1854 | 11519 |
| \* | Gruvaktiebolaget <br> Viscaria<br>| 8929 | 21440 |
| # | H & M Hennes & <br> Mauritz AB, <br> Class B<br>| 98108 | 1421642 |
|  | Hanza AB | 4885 | 36188 |
|  | Heba Fastighets AB, <br> Class B<br>| 22173 | 66979 |
|  | Hemnet Group AB | 61828 | 2122290 |
|  | Hexagon AB, Class B | 164378 | 1599819 |
| #\* | Hexatronic Group AB | 71168 | 188322 |
| # | Hexpol AB | 92334 | 802887 |
| #\* | HMS Networks AB | 13738 | 615793 |
| \*Ω | Hoist Finance AB | 36279 | 325688 |
|  | Holmen AB (HOLMB <br> SS), Class B<br>| 17008 | 672479 |
|  | Hufvudstaden AB, <br> Class A<br>| 39757 | 484076 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Humana AB | 18614 | $78706 |
|  | Husqvarna AB <br> (HUSQA SS), <br> Class A<br>| 6401 | 29760 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 102261 | 475642 |
|  | Indutrade AB | 59512 | 1610016 |
| # | Instalco AB | 108086 | 299671 |
|  | INVISIO AB | 18243 | 733196 |
|  | Inwido AB | 24189 | 512630 |
|  | ITAB Shop Concept <br> AB<br>| 35246 | 92713 |
|  | JM AB | 37306 | 595169 |
| \* | John Mattson <br> Fastighetsforetagen <br> AB<br>| 8820 | 56001 |
|  | Kabe Group AB, <br> Class B<br>| 1160 | 29900 |
| #\* | Karnov Group AB | 25012 | 234765 |
| #\* | K-fast Holding AB | 41087 | 53308 |
| \* | Klarabo Sverige AB, <br> Class B<br>| 19376 | 32497 |
| # | KNOW IT AB | 16681 | 249242 |
|  | Lagercrantz Group <br> AB, Class B<br>| 85860 | 1956389 |
| # | Lifco AB, Class B | 46402 | 1796442 |
| # | Lime Technologies <br> AB<br>| 6782 | 273766 |
|  | Lindab International <br> AB<br>| 28206 | 593022 |
|  | Loomis AB | 18478 | 769081 |
| \* | Medcap AB | 4193 | 189145 |
|  | Medicover AB, <br> Class B<br>| 16981 | 423748 |
|  | MEKO AB | 16482 | 216413 |
|  | Micro Systemation AB, <br> Class B<br>| 5726 | 29275 |
| \* | Midsona AB, Class B | 13356 | 12546 |
| # | MIPS AB | 3872 | 136470 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 51612 | 618372 |
|  | Momentum Group AB | 5204 | 85927 |
| Ω | Munters Group AB | 55652 | 712251 |
|  | Mycronic AB | 28873 | 1152928 |
| # | NCAB Group AB | 71672 | 315851 |
|  | NCC AB, Class B | 44361 | 825889 |
|  | Nederman Holding <br> AB<br>| 7369 | 128582 |
| \* | Net Insight AB, <br> Class B<br>| 46248 | 14002 |
|  | New Wave Group AB, <br> Class B<br>| 35622 | 435901 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| # | Nibe Industrier AB, <br> Class B<br>| 155070 | $661281 |
|  | Nilorngruppen AB, <br> Class B<br>| 1618 | 9927 |
| \* | Nivika Fastigheter AB, <br> Class B<br>| 9301 | 38555 |
| #\* | Nobia AB | 179884 | 62080 |
|  | Nolato AB, Class B | 14872 | 83558 |
|  | Nordnet AB publ | 62336 | 1650172 |
| \* | Norion Bank AB | 47759 | 194419 |
| \* | Norva24 Group AB | 4117 | 15422 |
| # | NP3 Fastigheter AB | 10674 | 278140 |
| \* | Nyfosa AB | 59337 | 556992 |
|  | OEM International AB, <br> Class B<br>| 42397 | 606802 |
| #\* | Orron Energy AB | 107701 | 53735 |
|  | Pandox AB | 40276 | 674373 |
|  | Peab AB, Class B | 57607 | 479180 |
|  | Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 30544 | 240039 |
|  | Prevas AB, Class B | 3001 | 30323 |
|  | Ratos AB, Class B | 182308 | 622180 |
|  | RaySearch <br> Laboratories AB<br>| 14641 | 396437 |
|  | Rejlers AB | 5502 | 102123 |
|  | Rusta AB | 17884 | 147486 |
|  | Rvrc Holding AB | 45114 | 234092 |
|  | Saab AB, Class B | 27844 | 1296542 |
|  | Sagax AB (SAGAA <br> SS), Class A<br>| 309 | 6980 |
| # | Sagax AB (SAGAB <br> SS), Class B<br>| 43876 | 997270 |
| # | Samhallsbyggnadsbolaget <br> i Norden AB<br>| 300861 | 122139 |
|  | Samhallsbyggnadsbolaget <br> i Norden AB, <br> Class D<br>| 18499 | 13008 |
| # | Sandvik AB | 131644 | 2717715 |
| Ω | Scandic Hotels Group <br> AB<br>| 91538 | 712462 |
| \* | Sdiptech AB, Class B | 9910 | 221939 |
|  | Sectra AB, Class B | 69215 | 2123564 |
| # | Securitas AB, Class B | 126576 | 2005818 |
| \* | Sedana Medical AB | 13026 | 13744 |
| \* | Sensys Gatso Group <br> AB<br>| 3064 | 13496 |
| \*Ω | Sinch AB | 295484 | 686933 |
|  | SinterCast AB | 1838 | 19874 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), <br> Class A<br>| 348250 | 5525916 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBC SS), <br> Class C<br>| 3672 | $62138 |
| # | Skanska AB, Class B | 71874 | 1670110 |
|  | SKF AB (SKFA SS), <br> Class A<br>| 2962 | 58774 |
|  | SKF AB (SKFB SS), <br> Class B<br>| 49068 | 961800 |
|  | SkiStar AB | 27008 | 467755 |
|  | Solid Forsakring AB | 5045 | 40293 |
| \* | Stendorren <br> Fastigheter AB<br>| 3617 | 77154 |
| \* | Stillfront Group AB | 212710 | 109056 |
|  | Storskogen Group AB, <br> Class B<br>| 613315 | 808058 |
|  | Svedbergs Group AB | 12363 | 64557 |
|  | Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 5252 | 67613 |
|  | Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 106623 | 1378694 |
|  | Svenska <br> Handelsbanken AB <br> (SHBA SS), <br> Class A<br>| 195015 | 2552709 |
| # | Svenska <br> Handelsbanken AB <br> (SHBB SS), <br> Class B<br>| 4821 | 94750 |
|  | Sweco AB, Class B | 71955 | 1265828 |
|  | Swedbank AB, <br> Class A<br>| 138165 | 3449130 |
| \* | Swedish Logistic <br> Property AB, <br> Class B<br>| 8692 | 35492 |
| \* | Swedish Orphan <br> Biovitrum AB<br>| 49382 | 1501939 |
|  | Synsam AB | 43570 | 221689 |
|  | Systemair AB | 33125 | 283669 |
|  | Tele2 AB, Class B | 243542 | 3593225 |
|  | Telefonaktiebolaget <br> LM Ericsson (ERIC <br> US), Sponsored <br> ADR<br>| 51015 | 420364 |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICA SS), <br> Class A<br>| 6510 | 54523 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Telefonaktiebolaget <br> LM Ericsson <br> (ERICB SS), <br> Class B<br>| 476061 | $4021468 |
|  | Telia Co. AB | 519083 | 1949919 |
| Ω | Thule Group AB | 29701 | 677002 |
|  | Trelleborg AB, <br> Class B<br>| 20576 | 709495 |
|  | Troax Group AB | 9144 | 126726 |
|  | Truecaller AB, <br> Class B<br>| 65748 | 494784 |
|  | VBG Group AB, <br> Class B<br>| 6802 | 190411 |
| \* | Vestum AB | 15230 | 16325 |
| #\* | Viaplay Group AB | 337248 | 19388 |
|  | Vitec Software Group <br> AB, Class B<br>| 12334 | 563553 |
|  | Vitrolife AB | 31238 | 508434 |
|  | Volati AB | 9287 | 114392 |
|  | Volvo AB (VOLVA SS), <br> Class A<br>| 48000 | 1309270 |
|  | Volvo AB (VOLVB <br> SS), Class B<br>| 335482 | 9119582 |
| #\* | Volvo Car AB, <br> Class B<br>| 215668 | 367871 |
| # | Wallenstam AB, <br> Class B<br>| 147862 | 731082 |
| # | Wihlborgs Fastigheter <br> AB<br>| 119878 | 1243418 |
|  | XANO Industri AB, <br> Class B<br>| 4020 | 17852 |
| #\* | XSpray Pharma AB | 4490 | 16209 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 150541808 |
| SWITZERLAND — (8.0%) | SWITZERLAND — (8.0%) | SWITZERLAND — (8.0%) | SWITZERLAND — (8.0%) |
|  | ABB Ltd. | 257472 | 13597288 |
| # | Accelleron Industries <br> AG (ACLLY US), <br> ADR<br>| 1336 | 72017 |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 42178 | 2264288 |
| # | Adecco Group AG | 92117 | 2397456 |
| # | Alcon AG | 51496 | 5026525 |
|  | Allreal Holding AG | 6863 | 1512194 |
|  | ALSO Holding AG | 3802 | 1161151 |
|  | APG SGA SA | 611 | 164851 |
|  | Arbonia AG | 858 | 6511 |
|  | Ascom Holding AG | 16764 | 65749 |
|  | Baloise Holding AG | 22991 | 5114865 |
|  | Banque Cantonale de <br> Geneve<br>| 494 | 148023 |
| # | Banque Cantonale <br> Vaudoise<br>| 12119 | 1491578 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Belimo Holding AG | 4126 | $3505703 |
|  | Bellevue Group AG | 2469 | 25692 |
|  | Berner Kantonalbank <br> AG<br>| 2328 | 715996 |
|  | BKW AG | 8476 | 1699330 |
| # | Bossard Holding AG, <br> Class A<br>| 2376 | 518134 |
|  | Bucher Industries AG | 2910 | 1256899 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 1898 | 1290432 |
|  | Burkhalter Holding <br> AG<br>| 2537 | 377409 |
|  | Bystronic AG | 344 | 105016 |
| # | Calida Holding AG | 727 | 13998 |
|  | Carlo Gavazzi Holding <br> AG<br>| 142 | 33465 |
| \* | Cavotec SA | 12463 | 19624 |
|  | Cembra Money Bank <br> AG<br>| 15276 | 1843947 |
| # | Cham Swiss <br> Properties AG<br>| 1743 | 46671 |
| \* | Cicor Technologies <br> Ltd.<br>| 223 | 30071 |
|  | Cie Financiere <br> Tradition SA<br>| 443 | 117150 |
| # | Clariant AG | 113235 | 1267442 |
|  | Coca-Cola HBC AG | 23634 | 1230710 |
|  | Coltene Holding AG | 840 | 63722 |
|  | Daetwyler Holding AG | 1487 | 214709 |
|  | DKSH Holding AG | 23649 | 1742208 |
| #\* | DocMorris AG | 8389 | 236502 |
|  | dormakaba Holding <br> AG<br>| 1316 | 1110121 |
|  | DSM-Firmenich AG | 20907 | 2271193 |
|  | EFG International AG | 46629 | 705419 |
|  | Emmi AG | 963 | 947270 |
|  | EMS-Chemie Holding <br> AG<br>| 450 | 331786 |
| #\* | Feintool International <br> Holding AG<br>| 840 | 11310 |
|  | Fenix Outdoor <br> International AG<br>| 1370 | 86395 |
|  | Flughafen Zurich AG | 8362 | 2107079 |
|  | Forbo Holding AG | 225 | 215877 |
| Ω | Galenica AG | 35154 | 3682123 |
| \* | GAM Holding AG | 28717 | 3640 |
|  | Geberit AG | 10434 | 7227843 |
| # | Georg Fischer AG | 17520 | 1266778 |
|  | Givaudan SA | 2064 | 9957478 |
| # | Glarner Kantonalbank | 1134 | 30273 |
| \* | Gurit Holding AG, <br> Class BR<br>| 970 | 15271 |
|  | Helvetia Holding AG | 19614 | 4326800 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Hiag Immobilien <br> Holding AG<br>| 723 | $87623 |
|  | Huber & Suhner AG | 8082 | 711160 |
|  | Implenia AG | 4981 | 281713 |
|  | Inficon Holding AG | 6000 | 636647 |
|  | Interroll Holding AG | 150 | 329194 |
|  | Intershop Holding AG | 2180 | 357685 |
|  | Investis Holding SA | 1724 | 253897 |
|  | Julius Baer Group <br> Ltd.<br>| 61468 | 3986079 |
|  | Jungfraubahn Holding <br> AG<br>| 459 | 110399 |
|  | Kardex Holding AG | 2187 | 550956 |
| \* | Komax Holding AG | 1162 | 144566 |
| #\* | Kudelski SA | 3540 | 5163 |
|  | Kuehne & Nagel <br> International AG<br>| 11897 | 2739844 |
|  | Landis & Gyr Group <br> AG<br>| 10056 | 646772 |
|  | LEM Holding SA | 150 | 125172 |
| # | Logitech International <br> SA (LOGI US)<br>| 13255 | 999294 |
|  | Logitech International <br> SA (LOGN SW)<br>| 29073 | 2209259 |
|  | Luzerner <br> Kantonalbank AG<br>| 4251 | 359366 |
| Ω | Medacta Group SA | 1150 | 186690 |
| #Ω | Medmix AG | 2102 | 26301 |
| # | Meier Tobler Group <br> AG<br>| 2096 | 88138 |
|  | Metall Zug AG, <br> Class B<br>| 62 | 77278 |
|  | Mikron Holding AG | 1314 | 25513 |
| # | Mobilezone Holding <br> AG<br>| 14860 | 204274 |
|  | Mobimo Holding AG | 3322 | 1283094 |
| \*Ω | Montana Aerospace <br> AG<br>| 3287 | 65644 |
|  | Naturenergie Holding <br> AG<br>| 3587 | 140758 |
|  | Novartis AG (NOVN <br> SW)<br>| 13040 | 1487306 |
| # | Novartis AG (NVS <br> US), Sponsored <br> ADR<br>| 344168 | 39059626 |
| # | Novavest Real Estate <br> AG<br>| 964 | 43668 |
|  | OC Oerlikon Corp. AG <br> Pfaffikon<br>| 50966 | 216205 |
|  | Orell Fuessli AG | 246 | 29200 |
| # | Orior AG | 1050 | 23776 |
|  | Partners Group <br> Holding AG<br>| 6159 | 8069961 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| #\* | Peach Property Group <br> AG<br>| 1866 | $14191 |
|  | Phoenix Mecano AG | 277 | 142655 |
| \*Ω | PolyPeptide Group <br> AG<br>| 1208 | 27990 |
|  | PSP Swiss Property <br> AG<br>| 19021 | 3387080 |
| # | Rieter Holding AG | 795 | 67727 |
|  | Roche Holding AG <br> (RO SW)<br>| 5281 | 1837137 |
|  | Roche Holding AG <br> (ROG SW)<br>| 116234 | 38006932 |
|  | Romande Energie <br> Holding SA<br>| 3048 | 158376 |
|  | Sandoz Group AG <br> (SDZ SW)<br>| 102366 | 4440092 |
| \* | Santhera <br> Pharmaceuticals <br> Holding AG<br>| 1180 | 20790 |
|  | Schindler Holding AG | 4589 | 1627002 |
|  | Schweiter <br> Technologies AG<br>| 215 | 98977 |
| \*Ω | Sensirion Holding AG | 233 | 18055 |
|  | SF Urban Properties <br> AG<br>| 145 | 16321 |
| # | SFS Group AG | 4928 | 666146 |
|  | SGS SA | 52256 | 5103382 |
|  | Siegfried Holding AG | 8140 | 969120 |
| # | SIG Group AG | 188575 | 3637602 |
|  | Sika AG | 42089 | 10518359 |
|  | SKAN Group AG | 1871 | 153326 |
|  | Softwareone Holding <br> AG<br>| 23949 | 165780 |
|  | Sonova Holding AG | 16555 | 5089238 |
|  | St. Galler <br> Kantonalbank AG<br>| 1018 | 613254 |
| # | Stadler Rail AG | 18111 | 477714 |
|  | Straumann Holding <br> AG<br>| 19784 | 2412398 |
|  | Sulzer AG | 8243 | 1395212 |
| # | Swatch Group AG <br> (UHR SW)<br>| 10557 | 1832085 |
| # | Swatch Group AG <br> (UHRN SW)<br>| 18807 | 653637 |
|  | Swiss Life Holding <br> AG<br>| 9783 | 9767933 |
|  | Swiss Prime Site AG | 33648 | 4744570 |
|  | Swiss Re AG | 103571 | 18591431 |
|  | Swisscom AG | 9657 | 6440090 |
|  | Swissquote Group <br> Holding SA<br>| 6994 | 3610281 |
|  | Tecan Group AG | 1583 | 308303 |
|  | Temenos AG | 21311 | 1526515 |
| \* | Trifork Group AG | 4385 | 62269 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | TX Group AG | 1340 | $301457 |
|  | u-blox Holding AG | 4017 | 407153 |
|  | UBS Group AG (UBS <br> US)<br>| 29234 | 883760 |
|  | UBS Group AG <br> (UBSG SW)<br>| 269211 | 8171998 |
|  | Valiant Holding AG | 6872 | 1012094 |
| # | Varia U.S. Properties <br> AG<br>| 791 | 19662 |
| Ω | VAT Group AG | 5827 | 2103489 |
|  | Vaudoise Assurances <br> Holding SA<br>| 433 | 315912 |
|  | Vontobel Holding AG | 16069 | 1161203 |
|  | VZ Holding AG | 5795 | 1195778 |
|  | V-ZUG Holding AG | 925 | 77893 |
|  | Walliser <br> Kantonalbank<br>| 803 | 120578 |
| # | Warteck Invest AG | 38 | 88791 |
|  | Ypsomed Holding AG | 1282 | 546219 |
|  | Zehnder Group AG | 1233 | 82077 |
|  | Zug Estates Holding <br> AG, Class B<br>| 122 | 313562 |
|  | Zuger Kantonalbank | 37 | 380706 |
|  | Zurich Insurance <br> Group AG<br>| 19902 | 14115902 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 309136407 |
| UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) |
|  | 3i Group PLC | 156054 | 8846860 |
|  | 4imprint Group PLC | 12496 | 572363 |
|  | Aberdeen Group PLC | 638917 | 1261866 |
| \* | Accesso Technology <br> Group PLC<br>| 5610 | 35635 |
|  | Admiral Group PLC | 72653 | 3159858 |
|  | Advanced Medical <br> Solutions Group <br> PLC<br>| 46080 | 118729 |
|  | AG Barr PLC | 33913 | 313806 |
| Ω | Airtel Africa PLC | 434917 | 995305 |
|  | AJ Bell PLC | 136933 | 779319 |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 62251 | 185078 |
|  | Allfunds Group PLC | 195185 | 1101902 |
| \* | Alliance Pharma PLC | 18054 | 15566 |
|  | Antofagasta PLC | 35601 | 781283 |
| \* | AO World PLC | 118657 | 155751 |
|  | Ashmore Group PLC | 83278 | 160930 |
|  | Ashtead Group PLC | 77699 | 4159415 |
| # | Ashtead Technology <br> Holdings PLC<br>| 33238 | 221654 |
| #\* | ASOS PLC | 32779 | 125887 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| #\*Ω | Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 59183 | $53349 |
|  | AstraZeneca PLC <br> (AZN LN)<br>| 25658 | 3675940 |
|  | AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 337697 | 24243268 |
|  | Atalaya Mining <br> Copper SA<br>| 43021 | 209790 |
| \* | Auction Technology <br> Group PLC<br>| 22216 | 173003 |
| Ω | Auto Trader Group <br> PLC<br>| 462102 | 5191649 |
|  | Aviva PLC | 454322 | 3403963 |
|  | Avon Technologies <br> PLC<br>| 6389 | 116135 |
|  | Babcock International <br> Group PLC<br>| 225580 | 2430125 |
|  | BAE Systems PLC | 252624 | 5856491 |
| Ω | Bakkavor Group PLC | 53124 | 122042 |
|  | Balfour Beatty PLC | 188688 | 1154086 |
|  | Barclays PLC (BARC <br> LN)<br>| 1252014 | 4987574 |
| # | Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 251315 | 4036119 |
|  | Barratt Redrow PLC | 612559 | 3818808 |
|  | Beazley PLC | 398001 | 4715782 |
|  | Begbies Traynor <br> Group PLC<br>| 34007 | 41530 |
|  | Bellway PLC | 63366 | 2274949 |
|  | Berkeley Group <br> Holdings PLC<br>| 47493 | 2647446 |
|  | Bloomsbury <br> Publishing PLC<br>| 42088 | 334896 |
| #\* | boohoo Group PLC | 332375 | 95932 |
|  | Brickability Group <br> PLC<br>| 16122 | 15044 |
| Ω | Bridgepoint Group <br> PLC<br>| 13466 | 48273 |
|  | Brooks Macdonald <br> Group PLC<br>| 2856 | 55766 |
|  | BT Group PLC | 2033589 | 4719870 |
|  | Bunzl PLC | 60468 | 1900177 |
|  | Burberry Group PLC | 153055 | 1490568 |
|  | Burford Capital Ltd. | 71092 | 972966 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 139250 | 946920 |
| \* | Capita PLC | 13141 | 32230 |
|  | Capital Ltd. | 37907 | 34083 |
|  | Card Factory PLC | 138000 | 174898 |
|  | Carr's Group PLC | 25228 | 42940 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Castings PLC | 3885 | $13276 |
|  | Central Asia Metals <br> PLC<br>| 80782 | 165757 |
|  | Chemring Group PLC | 78841 | 421117 |
|  | Chesnara PLC | 58057 | 199290 |
|  | Clarkson PLC | 11351 | 498916 |
| \* | Close Brothers Group <br> PLC<br>| 83764 | 364264 |
| Ω | CMC Markets PLC | 27299 | 88627 |
|  | Coca-Cola Europacific <br> Partners PLC<br>| 44682 | 4025545 |
|  | Cohort PLC | 6022 | 110873 |
|  | Compass Group PLC | 302533 | 10199838 |
|  | Computacenter PLC | 49401 | 1597791 |
|  | Conduit Holdings Ltd. | 21061 | 96945 |
| Ω | ConvaTec Group PLC | 419916 | 1459905 |
|  | Costain Group PLC | 81407 | 119238 |
|  | Crest Nicholson <br> Holdings PLC<br>| 138281 | 333057 |
|  | Croda International <br> PLC<br>| 15147 | 597899 |
| \* | Currys PLC | 850183 | 1260004 |
|  | CVS Group PLC | 28112 | 404017 |
| \* | De La Rue PLC | 33140 | 57170 |
| \* | DFS Furniture PLC | 84939 | 165479 |
|  | Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 80451 | 9012121 |
|  | Diageo PLC (DGE <br> LN)<br>| 22401 | 629029 |
| \* | Dialight PLC | 4837 | 6891 |
|  | Diploma PLC | 40010 | 2122992 |
|  | Direct Line Insurance <br> Group PLC<br>| 455406 | 1720068 |
|  | DiscoverIE Group <br> PLC<br>| 24389 | 184838 |
|  | Domino's Pizza Group <br> PLC<br>| 93633 | 336812 |
|  | dotdigital group PLC | 72032 | 79683 |
|  | Dr. Martens PLC | 251750 | 185548 |
|  | Drax Group PLC | 225933 | 1863711 |
|  | Dunelm Group PLC | 45981 | 675240 |
| \* | EKF Diagnostics <br> Holdings PLC<br>| 91050 | 26132 |
|  | Elementis PLC | 217555 | 365672 |
|  | Endeavour Mining <br> PLC<br>| 67955 | 1841073 |
|  | Entain PLC | 157762 | 1348693 |
|  | Epwin Group PLC | 48473 | 59795 |
|  | Essentra PLC | 67810 | 81508 |
|  | Experian PLC | 275710 | 13716860 |
|  | FDM Group Holdings <br> PLC<br>| 56476 | 168996 |
|  | Firstgroup PLC | 220220 | 507960 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Flowtech Fluidpower <br> PLC<br>| 100 | $71 |
|  | Foresight Group <br> Holdings Ltd.<br>| 27631 | 137176 |
|  | Foxtons Group PLC | 116990 | 92438 |
| \* | Frasers Group PLC | 28697 | 253740 |
|  | Fresnillo PLC | 69174 | 927109 |
|  | Fuller Smith & Turner <br> PLC, Class A<br>| 4475 | 33600 |
| #\* | Fund Technologies <br> PLC<br>| 3729 | 88744 |
| \*Ω | Funding Circle <br> Holdings PLC<br>| 43359 | 65892 |
|  | Future PLC | 64490 | 613306 |
|  | Galliford Try Holdings <br> PLC<br>| 34108 | 177433 |
|  | Games Workshop <br> Group PLC<br>| 12710 | 2617527 |
| \* | Gaming Realms PLC | 107480 | 56945 |
|  | Gamma <br> Communications <br> PLC<br>| 25048 | 447152 |
|  | GB Group PLC | 159732 | 523485 |
|  | Genuit Group PLC | 71526 | 364232 |
| \* | Georgia Capital PLC | 11623 | 251819 |
|  | Gooch & Housego <br> PLC<br>| 6576 | 33036 |
|  | Grainger PLC | 458902 | 1316566 |
|  | Greggs PLC | 30491 | 759073 |
| \* | Griffin Mining Ltd. | 5707 | 14542 |
|  | GSK PLC (GSK LN) | 279586 | 5530961 |
| # | GSK PLC (GSK US), <br> Sponsored ADR<br>| 81069 | 3230616 |
| \* | Gulf Marine Services <br> PLC<br>| 55690 | 12702 |
| \*Ω | Gym Group PLC | 34826 | 67139 |
|  | Haleon PLC (HLN <br> LN)<br>| 812434 | 4088062 |
|  | Haleon PLC (HLN <br> US), ADR<br>| 45689 | 463743 |
|  | Halfords Group PLC | 77447 | 160313 |
|  | Halma PLC | 54192 | 2000315 |
|  | Harworth Group PLC | 68062 | 159443 |
|  | Hays PLC | 639100 | 610533 |
|  | Headlam Group PLC | 23382 | 24528 |
|  | Helical PLC | 46922 | 135169 |
|  | Henry Boot PLC | 43597 | 126692 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 23273 | 616724 |
|  | Hill & Smith PLC | 34274 | 823955 |
|  | Hilton Food Group <br> PLC<br>| 41977 | 499344 |
|  | Hiscox Ltd. | 129263 | 1902444 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Hochschild Mining <br> PLC<br>| 190661 | $717971 |
|  | Hollywood Bowl <br> Group PLC<br>| 46439 | 181356 |
| \*Ω | Hostelworld Group <br> PLC<br>| 39268 | 56233 |
|  | Howden Joinery <br> Group PLC<br>| 278689 | 2865898 |
|  | HSBC Holdings PLC <br> (HSBA LN)<br>| 536883 | 5984838 |
| # | HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 295612 | 16577921 |
|  | Hunting PLC | 109130 | 376540 |
| Ω | Ibstock PLC | 30625 | 73561 |
| # | IDOX PLC | 187403 | 137167 |
|  | IG Group Holdings <br> PLC<br>| 128079 | 1825507 |
|  | IMI PLC | 114629 | 2720477 |
|  | Impax Asset <br> Management Group <br> PLC<br>| 39038 | 79602 |
|  | Inchcape PLC | 228924 | 2051293 |
| \* | Indivior PLC | 27926 | 316897 |
|  | Informa PLC | 204402 | 1996792 |
|  | IntegraFin Holdings <br> PLC<br>| 77851 | 317941 |
|  | Intermediate Capital <br> Group PLC<br>| 124915 | 3142120 |
|  | International <br> Distribution <br> Services PLC<br>| 221617 | 1083035 |
| # | International Paper <br> Co.<br>| 60474 | 2751012 |
|  | International <br> Workplace Group <br> PLC<br>| 157597 | 390208 |
|  | Intertek Group PLC | 27381 | 1681602 |
| \* | IP Group PLC | 331705 | 187996 |
|  | ITV PLC | 1306017 | 1407615 |
|  | J D Wetherspoon <br> PLC<br>| 21332 | 186541 |
|  | J Sainsbury PLC | 756370 | 2688224 |
| # | James Halstead PLC | 48573 | 99520 |
|  | JD Sports Fashion <br> PLC<br>| 871655 | 917683 |
| \* | John Wood Group <br> PLC<br>| 473199 | 116447 |
|  | Johnson Matthey <br> PLC<br>| 88563 | 1524831 |
|  | Jupiter Fund <br> Management PLC<br>| 232206 | 224453 |
|  | Just Group PLC | 670745 | 1265143 |
|  | Kainos Group PLC | 48598 | 473077 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Keller Group PLC | 21231 | $404285 |
|  | Kier Group PLC | 187414 | 364374 |
|  | Kingfisher PLC | 717173 | 2756451 |
|  | Kitwave Group PLC | 11216 | 44611 |
|  | Knights Group <br> Holdings PLC<br>| 6242 | 11244 |
|  | Lancashire Holdings <br> Ltd.<br>| 113747 | 856185 |
|  | Legal & General <br> Group PLC<br>| 1464619 | 4612204 |
|  | Lion Finance Group <br> PLC<br>| 11242 | 901753 |
|  | Liontrust Asset <br> Management PLC<br>| 13438 | 59164 |
|  | Lloyds Banking Group <br> PLC (LLOY LN)<br>| 12049868 | 11838726 |
|  | London Investment <br> Group PLC<br>| 5154 | 24575 |
|  | LSL Property Services <br> PLC<br>| 32720 | 121990 |
| Ω | Luceco PLC | 33081 | 61170 |
|  | M&C Saatchi PLC | 14575 | 30716 |
|  | M&G PLC | 1304539 | 3619946 |
|  | Macfarlane Group <br> PLC<br>| 29086 | 40243 |
|  | Man Group PLC | 592060 | 1292265 |
|  | Marks & Spencer <br> Group PLC<br>| 733454 | 3811426 |
|  | Marshalls PLC | 86978 | 326212 |
| \* | Marston's PLC | 137174 | 66011 |
| \* | McBride PLC | 108739 | 209030 |
|  | Mears Group PLC | 46241 | 239366 |
|  | Melrose Industries <br> PLC<br>| 239415 | 1391793 |
| \* | Metro Bank Holdings <br> PLC<br>| 30646 | 41138 |
|  | Midwich Group PLC | 22780 | 60058 |
| \* | Mitchells & Butlers <br> PLC<br>| 97664 | 324115 |
|  | MJ Gleeson PLC | 12606 | 85290 |
|  | Mondi PLC | 105198 | 1596820 |
|  | MONY Group PLC | 367641 | 995010 |
|  | Moonpig Group PLC | 131406 | 402173 |
|  | Morgan Sindall Group <br> PLC<br>| 29327 | 1386267 |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 9135 | 99119 |
|  | National Grid PLC <br> (NG LN)<br>| 184547 | 2663769 |
| # | National Grid PLC <br> (NGG US), <br> Sponsored ADR<br>| 54344 | 3967112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | NatWest Group PLC <br> (NWG LN)<br>| 1411415 | $9078628 |
|  | NCC Group PLC | 111566 | 218289 |
|  | Next 15 Group PLC | 58483 | 202836 |
|  | Next PLC | 29404 | 4850969 |
| \* | Nexxen International <br> Ltd.<br>| 5893 | 59009 |
|  | Nichols PLC | 727 | 11881 |
|  | Ninety One PLC | 97363 | 192720 |
|  | Norcros PLC | 14489 | 46954 |
| \* | Ocado Group PLC | 81533 | 308037 |
| Ω | On the Beach Group <br> PLC<br>| 51184 | 180885 |
|  | OSB Group PLC | 202129 | 1284782 |
|  | Oxford Instruments <br> PLC<br>| 23145 | 509221 |
| #\* | Oxford Nanopore <br> Technologies PLC<br>| 53118 | 84452 |
|  | Pagegroup PLC | 257436 | 928483 |
|  | Paragon Banking <br> Group PLC<br>| 107844 | 1218322 |
|  | PayPoint PLC | 36753 | 331819 |
|  | Pearson PLC (PSON <br> LN)<br>| 86936 | 1393691 |
|  | Pennon Group PLC | 194672 | 1303200 |
|  | Persimmon PLC | 88067 | 1524085 |
|  | Pets at Home Group <br> PLC<br>| 120072 | 380281 |
|  | Phoenix Group <br> Holdings PLC<br>| 252684 | 2021557 |
| \* | Phoenix Spree <br> Deutschland Ltd.<br>| 5580 | 12836 |
| \* | Pinewood <br> Technologies Group <br> PLC<br>| 22409 | 108170 |
| \* | Playtech PLC | 95104 | 965149 |
|  | Polar Capital Holdings <br> PLC<br>| 52531 | 275566 |
|  | Pollen Street Group <br> Ltd.<br>| 5155 | 50330 |
|  | Porvair PLC | 5022 | 49680 |
|  | PPHE Hotel Group <br> Ltd.<br>| 3969 | 66084 |
|  | Premier Foods PLC | 241065 | 639115 |
|  | Prudential PLC (PRU <br> LN)<br>| 146374 | 1556362 |
|  | Prudential PLC (PUK <br> US), ADR<br>| 46100 | 979625 |
| \* | PureTech Health PLC <br> (PRTC LN)<br>| 35409 | 57826 |
|  | PZ Cussons PLC | 23551 | 24508 |
|  | QinetiQ Group PLC | 157582 | 829446 |
| Ω | Quilter PLC | 683313 | 1229513 |
|  | Rank Group PLC | 41335 | 47149 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Rathbones Group <br> PLC<br>| 15992 | $336685 |
|  | Reach PLC | 248913 | 252319 |
|  | Reckitt Benckiser <br> Group PLC<br>| 144769 | 9344337 |
|  | Record PLC | 31963 | 22652 |
|  | RELX PLC (REL LN) | 28808 | 1572201 |
|  | RELX PLC (RELX <br> US), Sponsored <br> ADR<br>| 397933 | 21739068 |
|  | RELX PLC (REN NA) | 26000 | 1415421 |
|  | Renew Holdings PLC | 44466 | 450092 |
|  | Renishaw PLC | 1675 | 50175 |
|  | Renold PLC | 60850 | 38659 |
|  | Rentokil Initial PLC | 193789 | 887804 |
|  | Ricardo PLC | 9596 | 31498 |
|  | Rightmove PLC | 634492 | 6266341 |
|  | Robert Walters PLC | 34121 | 103268 |
|  | Rolls-Royce Holdings <br> PLC<br>| 1160557 | 11747705 |
|  | Rotork PLC | 332257 | 1352874 |
|  | RS Group PLC | 158502 | 1092872 |
|  | RWS Holdings PLC | 106895 | 95517 |
|  | S&U PLC | 2061 | 39401 |
| #\* | S4 Capital PLC | 78707 | 28530 |
| Ω | Sabre Insurance <br> Group PLC<br>| 49447 | 83364 |
|  | Sage Group PLC | 198418 | 3289501 |
|  | Savills PLC | 52277 | 648285 |
|  | Schroders PLC | 219220 | 965922 |
|  | Secure Trust Bank <br> PLC<br>| 5821 | 46012 |
|  | Senior PLC | 68446 | 126403 |
|  | Severfield PLC | 101799 | 32622 |
|  | Severn Trent PLC | 78347 | 2914294 |
| \* | SIG PLC | 206768 | 42902 |
|  | Smith & Nephew PLC <br> (SN LN)<br>| 61518 | 865717 |
|  | Smith & Nephew PLC <br> (SNN US), <br> Sponsored ADR<br>| 20995 | 588280 |
|  | Smiths Group PLC | 79771 | 1987861 |
|  | Smiths News PLC | 70564 | 50098 |
|  | Softcat PLC | 83716 | 1869762 |
| \* | SolGold PLC | 379122 | 34304 |
|  | Spectris PLC | 21695 | 580782 |
|  | Speedy Hire PLC | 234031 | 61276 |
|  | Spirax Group PLC | 13197 | 1040137 |
| Ω | Spire Healthcare <br> Group PLC<br>| 108964 | 281741 |
| \* | Spirent <br> Communications <br> PLC<br>| 166488 | 410484 |
|  | SSE PLC | 96217 | 2169315 |
|  | SSP Group PLC | 125677 | 248911 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | St. James's Place <br> PLC<br>| 511949 | $6453293 |
|  | Standard Chartered <br> PLC<br>| 361518 | 5207036 |
|  | SThree PLC | 54301 | 176538 |
| \*†† | Studio Retail Group <br> PLC<br>| 11005 | 0 |
|  | STV Group PLC | 18564 | 40307 |
| \* | Synthomer PLC | 54205 | 59613 |
|  | Tatton Asset <br> Management PLC<br>| 10566 | 87420 |
|  | Taylor Wimpey PLC | 1472848 | 2314297 |
| # | Team Internet Group <br> PLC<br>| 64745 | 49139 |
|  | Telecom Plus PLC | 53796 | 1360152 |
|  | Tesco PLC | 2344732 | 11604083 |
| \* | THG PLC | 201582 | 66544 |
|  | Topps Tiles PLC | 74684 | 31285 |
|  | TP ICAP Group PLC | 264848 | 909472 |
| \*Ω | Trainline PLC | 196177 | 768433 |
|  | Travis Perkins PLC | 133319 | 995172 |
|  | Treatt PLC | 12756 | 43476 |
|  | Tribal Group PLC | 2667 | 1481 |
|  | Trifast PLC | 41274 | 36813 |
|  | TT Electronics PLC | 65939 | 64236 |
| # | Unilever PLC (UL <br> US), Sponsored <br> ADR<br>| 417065 | 26504481 |
|  | Unilever PLC (ULVR <br> LN)<br>| 32472 | 2067488 |
|  | Unilever PLC (UNA <br> NA)<br>| 57621 | 3674499 |
|  | United Utilities Group <br> PLC<br>| 230936 | 3471975 |
| \* | Vanquis Banking <br> Group PLC<br>| 102823 | 88022 |
|  | Vertu Motors PLC | 143701 | 118292 |
|  | Victorian Plumbing <br> Group PLC<br>| 53102 | 69285 |
|  | Victrex PLC | 19624 | 217826 |
| \* | Videndum PLC | 19343 | 20699 |
| \* | Vistry Group PLC | 78044 | 657985 |
| # | Volex PLC | 38975 | 132611 |
|  | Volution Group PLC | 79713 | 603653 |
|  | Vp PLC | 4543 | 35758 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 122860 | 584544 |
| \* | Watkin Jones PLC | 139552 | 58847 |
|  | Weir Group PLC  | 50360 | 1518027 |
|  | WH Smith PLC | 63059 | 763084 |
|  | Whitbread PLC | 27543 | 956597 |
|  | Wickes Group PLC | 124621 | 316769 |
|  | Wilmington PLC | 6992 | 34430 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| \* | Wise PLC, Class A | 83187 | $1091114 |
|  | WPP PLC (WPP LN) | 193212 | 1497887 |
| # | WPP PLC (WPP US), <br> Sponsored ADR<br>| 37838 | 1459033 |
| \* | Xaar PLC | 20538 | 28504 |
|  | XPS Pensions Group <br> PLC<br>| 71166 | 364944 |
|  | Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 6129 | 72059 |
|  | Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 1593 | 12470 |
| \* | Zegona <br> Communications <br> PLC<br>| 31377 | 283582 |
|  | Zigup PLC | 110361 | 460811 |
|  | Zotefoams PLC | 14752 | 48607 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 474180655 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \* | ADTRAN Holdings, <br> Inc.<br>| 21378 | 163876 |
| \* | Coeur Mining, Inc. | 23307 | 129354 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 293230 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 3644568059 |
| PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |
| GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) |
|  | Bayerische Motoren <br> Werke AG, 8.479%<br>| 13668 | 1102963 |
| Ω | Dr. Ing hc F Porsche <br> AG, 5.225%<br>| 32286 | 1623070 |
|  | Draegerwerk AG & <br> Co. KGaA, 3.010%<br>| 3515 | 239513 |
|  | Einhell Germany AG, <br> 1.478%<br>| 1437 | 107275 |
|  | FUCHS SE, 2.506% | 54384 | 2726957 |
|  | Henkel AG & Co. <br> KGaA, 2.969%<br>| 46259 | 3592768 |
|  | Jungheinrich AG, <br> 2.370%<br>| 24631 | 895159 |
|  | Porsche Automobil <br> Holding SE, <br> 7.072%<br>| 38969 | 1606725 |
|  | Sartorius AG, 0.326% | 1862 | 483365 |
|  | Sixt SE, 6.712% | 9384 | 624979 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | STO SE & Co. KGaA, <br> 3.994%<br>| 1606 | $229675 |
|  | Villeroy & Boch AG, <br> 6.140%<br>| 866 | 16974 |
|  | Volkswagen AG, <br> 9.469%<br>| 44605 | 4853486 |
| TOTAL GERMANY | TOTAL GERMANY |  | 18102909 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | Constellation <br> Software, Inc. <br> Warrants <br> 03/31/2040<br>| 3758 | 0 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | APAC Resources Ltd. <br> Warrants <br> 12/15/2027<br>| 17726 | 309 |
| \* | CSI Properties Ltd. <br> Warrants <br> 04/07/2027<br>| 34500 | 58 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 367 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | Webuild SpA Warrants <br> 08/02/2030<br>| 1134 | 0 |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |
| #\* | EDP Renovaveis SA <br> Rights 05/07/2025<br>| 128546 | 13106 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | Obrascon Huarte Lain <br> SA Rights <br> 05/15/2025<br>| 181636 | 967 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 14440 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,593,614,785) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $2,593,614,785) |  | 3662685408 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (5.6%) | SECURITIES LENDING COLLATERAL — (5.6%) | SECURITIES LENDING COLLATERAL — (5.6%) | SECURITIES LENDING COLLATERAL — (5.6%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 18945628 | 219106191 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $2,812,730,415) | (Cost $2,812,730,415) |  | $3881791599 |

---

------

**International Sustainability Core 1 Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $77,207,740 or 2.1% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $11147 | &nbsp;&nbsp; $187091555 | &nbsp;&nbsp; $7271 | &nbsp;&nbsp; $187109973 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 15718716 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15718716 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 34066365 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34066365 |
| Canada | &nbsp;&nbsp; 366879784 | &nbsp;&nbsp; 22788 | &nbsp;&nbsp; 131 | &nbsp;&nbsp; 366902703 |
| Denmark | &nbsp;&nbsp; 21037 | &nbsp;&nbsp; 115005667 | &nbsp;&nbsp; — | &nbsp;&nbsp; 115026704 |
| Finland | &nbsp;&nbsp; 341875 | &nbsp;&nbsp; 74931672 | &nbsp;&nbsp; — | &nbsp;&nbsp; 75273547 |
| France | &nbsp;&nbsp; 43853 | &nbsp;&nbsp; 297581420 | &nbsp;&nbsp; — | &nbsp;&nbsp; 297625273 |
| Germany | &nbsp;&nbsp; 426013 | &nbsp;&nbsp; 295770303 | &nbsp;&nbsp; — | &nbsp;&nbsp; 296196316 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 29368863 | &nbsp;&nbsp; 2970 | &nbsp;&nbsp; 29371833 |
| Ireland | &nbsp;&nbsp; 686649 | &nbsp;&nbsp; 27382980 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28069629 |
| Israel | &nbsp;&nbsp; 2974989 | &nbsp;&nbsp; 25310417 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28285406 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 75988579 | &nbsp;&nbsp; — | &nbsp;&nbsp; 75988579 |
| Japan | &nbsp;&nbsp; 1399781 | &nbsp;&nbsp; 723816653 | &nbsp;&nbsp; — | &nbsp;&nbsp; 725216434 |
| Liechtenstein | &nbsp;&nbsp; — | &nbsp;&nbsp; 581372 | &nbsp;&nbsp; — | &nbsp;&nbsp; 581372 |
| Luxembourg | &nbsp;&nbsp; 476113 | &nbsp;&nbsp; 11592894 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12069007 |
| Monaco | &nbsp;&nbsp; — | &nbsp;&nbsp; 48330 | &nbsp;&nbsp; — | &nbsp;&nbsp; 48330 |
| Netherlands | &nbsp;&nbsp; 62907808 | &nbsp;&nbsp; 162400695 | &nbsp;&nbsp; — | &nbsp;&nbsp; 225308503 |
| New Zealand | &nbsp;&nbsp; 20662 | &nbsp;&nbsp; 14947831 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14968493 |
| Norway | &nbsp;&nbsp; 12987 | &nbsp;&nbsp; 25828216 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25841203 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 7343918 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7343918 |
| Singapore | &nbsp;&nbsp; 29481 | &nbsp;&nbsp; 27106016 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27135497 |
| Spain | &nbsp;&nbsp; 1207541 | &nbsp;&nbsp; 121054097 | &nbsp;&nbsp; 6520 | &nbsp;&nbsp; 122268158 |
| Sweden | &nbsp;&nbsp; 832293 | &nbsp;&nbsp; 149709515 | &nbsp;&nbsp; — | &nbsp;&nbsp; 150541808 |
| Switzerland | &nbsp;&nbsp; 46041222 | &nbsp;&nbsp; 263095185 | &nbsp;&nbsp; — | &nbsp;&nbsp; 309136407 |
| United Kingdom | &nbsp;&nbsp; 114695029 | &nbsp;&nbsp; 359485626 | &nbsp;&nbsp; — | &nbsp;&nbsp; 474180655 |
| United States | &nbsp;&nbsp; 129354 | &nbsp;&nbsp; 163876 | &nbsp;&nbsp; — | &nbsp;&nbsp; 293230 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 18102909 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18102909 |
| Rights/Warrants |  |  |  |  |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 367 | &nbsp;&nbsp; — | &nbsp;&nbsp; 367 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 13106 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13106 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 967 | &nbsp;&nbsp; — | &nbsp;&nbsp; 967 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 219106191 | &nbsp;&nbsp; — | &nbsp;&nbsp; 219106191 |
| Total Investments in Securities | &nbsp;&nbsp; $599137618 | &nbsp;&nbsp; $3282637089 | &nbsp;&nbsp; $16,892˂˃ | &nbsp;&nbsp; $3881791599 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

**Emerging Markets Sustainability Core 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) | COMMON STOCKS — (98.2%) |
| BRAZIL — (3.3%) | BRAZIL — (3.3%) | BRAZIL — (3.3%) | BRAZIL — (3.3%) |
| \* | Allianca Saude e <br> Participacoes SA<br>| 2000 | $2058 |
|  | Allied Tecnologia SA | 18800 | 23222 |
|  | Allos SA | 46200 | 173072 |
| \* | Allpark <br> Empreendimentos <br> Participacoes e <br> Servicos SA<br>| 5900 | 3098 |
|  | Alupar Investimento <br> SA<br>| 62936 | 341786 |
| # | Ambev SA (ABEV <br> US), ADR<br>| 220998 | 559125 |
|  | Ambev SA (ABEV3 <br> BZ)<br>| 9200 | 23619 |
| \* | Ambipar Participacoes <br> e Empreendimentos <br> SA<br>| 1597 | 34331 |
|  | Anima Holding SA | 46900 | 26362 |
|  | Armac Locacao <br> Logistica E Servicos <br> SA<br>| 13600 | 10496 |
|  | Atacadao SA | 184020 | 277239 |
|  | Auren Energia SA | 76535 | 120430 |
| \* | Automob <br> Participacoes SA<br>| 152107 | 7237 |
|  | B3 SA - Brasil Bolsa <br> Balcao<br>| 631253 | 1500507 |
|  | Banco Bradesco SA <br> (BBDC3 BZ)<br>| 184029 | 396584 |
|  | Banco BTG Pactual <br> SA<br>| 149192 | 1001860 |
|  | Banco do Brasil SA | 226772 | 1156007 |
|  | Banco Santander <br> Brasil SA<br>| 216126 | 1124206 |
|  | BB Seguridade <br> Participacoes SA<br>| 95054 | 716362 |
|  | Bemobi Mobile Tech <br> SA<br>| 13617 | 45373 |
| \* | Blau Farmaceutica <br> SA<br>| 12400 | 28208 |
|  | Boa Safra Sementes <br> SA<br>| 10400 | 18930 |
|  | BR Advisory Partners <br> Participacoes SA<br>| 4400 | 11397 |
|  | Brisanet Servicos de <br> Telecomunicacoes <br> SA<br>| 21500 | 10532 |
|  | C&A Modas SA | 42650 | 100028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Caixa Seguridade <br> Participacoes SA<br>| 89488 | $257971 |
|  | Camil Alimentos SA | 37242 | 28612 |
|  | CCR SA | 305757 | 724638 |
|  | Centrais Eletricas <br> Brasileiras SA<br>| 46749 | 362038 |
| \* | Cia Brasileira de <br> Aluminio<br>| 33667 | 23314 |
| \* | Cia Brasileira de <br> Distribuicao<br>| 77936 | 58090 |
| \* | Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBS US), <br> ADR<br>| 5079 | 103256 |
|  | Cia de Saneamento <br> Basico do Estado <br> de Sao Paulo <br> SABESP (SBSP3 <br> BZ)<br>| 22350 | 448524 |
|  | Cia de Saneamento <br> de Minas Gerais <br> Copasa MG<br>| 43700 | 165093 |
|  | Cia De Sanena Do <br> Parana (SAPR11 <br> BZ)<br>| 39700 | 214969 |
|  | Cia De Sanena Do <br> Parana (SAPR3 <br> BZ)<br>| 21300 | 23082 |
|  | Cia Energetica de <br> Minas Gerais (CIG <br> US), Sponsored <br> ADR<br>| 11964 | 22612 |
|  | Cia Energetica de <br> Minas Gerais <br> (CMIG3 BZ)<br>| 107341 | 288253 |
|  | Cia Paranaense de <br> Energia - Copel<br>| 117192 | 215586 |
|  | Cogna Educacao SA | 632876 | 287714 |
|  | Cosan SA | 53151 | 72770 |
|  | CPFL Energia SA | 52595 | 353929 |
|  | Cruzeiro do Sul <br> Educacional SA<br>| 22000 | 15855 |
|  | CSU Digital SA | 3600 | 10892 |
|  | Cury Construtora e <br> Incorporadora SA<br>| 67099 | 325732 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Cyrela Brazil Realty <br> SA <br> Empreendimentos e <br> Participacoes<br>| 106577 | $465546 |
| Ω | Desktop SA | 13800 | 22444 |
|  | Dexco SA | 141691 | 138067 |
| \* | Diagnosticos da <br> America SA<br>| 26313 | 8160 |
|  | Dimed SA <br> Distribuidora da <br> Medicamentos<br>| 22448 | 36311 |
|  | Direcional Engenharia <br> SA<br>| 21775 | 139471 |
|  | EcoRodovias <br> Infraestrutura e <br> Logistica SA<br>| 72209 | 84104 |
|  | Eletromidia SA | 6317 | 34039 |
| \* | Embraer SA (EMBR3 <br> BZ)<br>| 187474 | 2144580 |
|  | Empreendimentos <br> Pague Menos SA<br>| 20589 | 11972 |
|  | Energisa SA | 89581 | 725153 |
|  | Engie Brasil Energia <br> SA<br>| 45896 | 336184 |
|  | Equatorial Energia <br> SA<br>| 198797 | 1289432 |
|  | Even Construtora e <br> Incorporadora SA<br>| 44580 | 45168 |
|  | Ez Tec <br> Empreendimentos e <br> Participacoes SA<br>| 40196 | 94060 |
|  | Fleury SA | 86649 | 198334 |
|  | Fras-Le SA | 12182 | 62765 |
|  | Gerdau SA, <br> Sponsored ADR<br>| 55511 | 144884 |
| Ω | GPS Participacoes e <br> Empreendimentos <br> SA<br>| 61042 | 162416 |
|  | Grendene SA | 41217 | 40381 |
|  | Grupo Mateus SA | 96585 | 131046 |
|  | Grupo SBF SA | 33476 | 62585 |
|  | Guararapes <br> Confeccoes SA<br>| 19565 | 28062 |
| \*Ω | Hapvida Participacoes <br> e Investimentos SA<br>| 1660697 | 678892 |
| \* | Hidrovias do Brasil <br> SA<br>| 116565 | 62235 |
|  | Hypera SA | 99305 | 422057 |
|  | Iochpe Maxion SA | 22800 | 49496 |
|  | Irani Papel e <br> Embalagem SA<br>| 33400 | 47259 |
| \* | IRB-Brasil Resseguros <br> SA<br>| 18102 | 152563 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | JHSF Participacoes <br> SA<br>| 91696 | $82888 |
|  | JSL SA | 14248 | 16921 |
|  | Kepler Weber SA | 41740 | 55161 |
|  | Klabin SA | 429675 | 1402937 |
|  | Lavvi <br> Empreendimentos <br> Imobiliarios SA<br>| 12800 | 23547 |
|  | Localiza Rent a Car <br> SA<br>| 93543 | 708106 |
| \* | Log-in Logistica <br> Intermodal SA<br>| 6000 | 23598 |
|  | Lojas Quero-Quero <br> SA<br>| 65757 | 31980 |
|  | Lojas Renner SA | 209643 | 539701 |
| Ω | LWSA SA | 91971 | 58503 |
|  | M Dias Branco SA | 14332 | 64069 |
|  | Magazine Luiza SA | 61363 | 100773 |
|  | Marcopolo SA | 45600 | 43871 |
|  | Melnick Even <br> Desenvolvimento <br> Imobiliario SA<br>| 16200 | 9249 |
|  | Mills Locacao <br> Servicos e Logistica <br> SA<br>| 41800 | 74833 |
|  | Moura Dubeux <br> Engenharia SA<br>| 10100 | 29294 |
|  | Movida Participacoes <br> SA<br>| 69411 | 86471 |
| \* | MRV Engenharia e <br> Participacoes SA<br>| 153080 | 159684 |
|  | Multiplan <br> Empreendimentos <br> Imobiliarios SA<br>| 12106 | 54907 |
|  | Natura & Co. Holding <br> SA<br>| 265548 | 444986 |
|  | Neoenergia SA | 60609 | 244565 |
| \* | Oceanpact Servicos <br> Maritimos SA<br>| 15900 | 15185 |
|  | Odontoprev SA | 106697 | 200792 |
| \* | Oncoclinicas do Brasil <br> Servicos Medicos <br> SA<br>| 12800 | 13645 |
| \* | Orizon Valorizacao de <br> Residuos SA<br>| 4050 | 34997 |
|  | Pet Center Comercio <br> e Participacoes SA<br>| 37800 | 30972 |
|  | Plano & Plano <br> Desenvolvimento <br> Imobiliario SA<br>| 12079 | 24860 |
|  | Porto Seguro SA | 92118 | 714038 |
|  | Positivo Tecnologia <br> SA<br>| 30352 | 32892 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| \* | Qualicorp Consultoria <br> e Corretora de <br> Seguros SA<br>| 72400 | $26280 |
|  | Raia Drogasil SA | 359301 | 1256096 |
| Ω | Rede D'Or Sao Luiz <br> SA<br>| 46712 | 263553 |
|  | Romi SA | 17940 | 28956 |
|  | Rumo SA | 22700 | 77598 |
|  | Santos Brasil <br> Participacoes SA<br>| 89891 | 214466 |
| # | Sendas Distribuidora <br> SA (ASAI US), <br> ADR<br>| 2192 | 17799 |
|  | Sendas Distribuidora <br> SA (ASAI3 BZ)<br>| 237812 | 385099 |
| Ω | Ser Educacional SA | 18800 | 19843 |
| \* | Serena Energia SA | 85508 | 147658 |
| \* | Simpar SA | 101351 | 95723 |
|  | Smartfit Escola de <br> Ginastica e Danca <br> SA<br>| 23883 | 102894 |
|  | Suzano SA (SUZB3 <br> BZ)<br>| 158959 | 1402724 |
|  | SYN prop e tech SA | 20226 | 18034 |
|  | Tegma Gestao <br> Logistica SA<br>| 19200 | 120644 |
| # | Telefonica Brasil SA <br> (VIV US), ADR<br>| 18532 | 179946 |
|  | Telefonica Brasil SA <br> (VIVT3 BZ)<br>| 46400 | 227211 |
|  | TIM SA | 222851 | 744126 |
|  | TOTVS SA | 66708 | 442201 |
|  | Transmissora Alianca <br> de Energia Eletrica <br> SA<br>| 80252 | 507943 |
|  | Tres Tentos <br> Agroindustrial SA<br>| 16800 | 47956 |
|  | Trisul SA | 40600 | 49792 |
|  | Tupy SA | 13700 | 51781 |
| # | Ultrapar Participacoes <br> SA (UGP US), <br> Sponsored ADR<br>| 55886 | 176041 |
|  | Ultrapar Participacoes <br> SA (UGPA3 BZ)<br>| 235566 | 740093 |
|  | Unifique <br> Telecomunicacoes <br> SA<br>| 10600 | 7303 |
|  | Unipar Carbocloro SA | 6409 | 56544 |
| \* | Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 19861 | 19283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Valid Solucoes e <br> Servicos de <br> Seguranca em <br> Meios de <br> Pagamento e <br> Identificacao SA<br>| 25379 | $110681 |
|  | Vamos Locacao de <br> Caminhoes <br> Maquinas e <br> Equipamentos SA<br>| 132110 | 114531 |
|  | Veste SA Estilo | 4700 | 5441 |
|  | Vibra Energia SA | 517833 | 1715419 |
|  | Vivara Participacoes <br> SA<br>| 29900 | 116488 |
|  | Vulcabras SA | 13526 | 40041 |
|  | WEG SA | 195278 | 1536032 |
|  | Wilson Sons SA | 43916 | 132557 |
|  | XP, Inc., BDR | 2473 | 39998 |
|  | YDUQS Participacoes <br> SA<br>| 48164 | 121277 |
| \* | Zamp SA | 40132 | 22205 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | 36238347 |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (2099 HK)<br>| 58900 | 371759 |
| CHILE — (0.7%) | CHILE — (0.7%) | CHILE — (0.7%) | CHILE — (0.7%) |
|  | Aguas Andinas SA, <br> Class A<br>| 968737 | 357973 |
|  | Banco de Chile (BCH <br> US), ADR<br>| 22937 | 677095 |
|  | Banco de Chile <br> (CHILE CI)<br>| 1082723 | 158940 |
|  | Banco de Credito e <br> Inversiones SA<br>| 15031 | 595278 |
|  | Banco Santander <br> Chile (BSAC US), <br> ADR<br>| 7781 | 187444 |
|  | Banco Santander <br> Chile (BSAN CI)<br>| 4731162 | 286051 |
|  | Besalco SA | 118298 | 91826 |
|  | Bicecorp SA | 450755 | 124246 |
|  | Camanchaca SA | 228863 | 9632 |
| \* | CAP SA | 10063 | 51755 |
|  | Cencosud SA | 251235 | 859658 |
|  | Cencosud Shopping <br> SA<br>| 80676 | 170402 |
|  | Cia Cervecerias <br> Unidas SA (CCU <br> CI)<br>| 24702 | 189656 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |
|  | Embotelladora Andina <br> SA, ADR, Class B<br>| 10551 | $273271 |
|  | Empresa Nacional de <br> Telecomunicaciones <br> SA<br>| 39535 | 114402 |
|  | Empresas CMPC SA | 230620 | 361679 |
|  | Empresas Copec SA | 47299 | 324688 |
| \* | Empresas Hites SA | 95679 | 8185 |
|  | Enel Americas SA <br> (ENELAM CI)<br>| 1739674 | 170828 |
|  | Enel Chile SA <br> (ENELCHIL CI)<br>| 2666449 | 188672 |
|  | Enel Chile SA (ENIC <br> US), ADR<br>| 11968 | 41888 |
|  | Falabella SA | 46895 | 212939 |
|  | Forus SA | 22023 | 52880 |
|  | Instituto de <br> Diagnostico SA<br>| 1346 | 2860 |
|  | Inversiones Aguas <br> Metropolitanas SA<br>| 121480 | 110333 |
|  | Inversiones La <br> Construccion SA<br>| 7731 | 89909 |
| \* | Masisa SA | 657534 | 9444 |
|  | Multiexport Foods SA | 74232 | 19854 |
|  | Parque Arauco SA | 133407 | 307139 |
|  | PAZ Corp. SA | 19614 | 10875 |
|  | Plaza SA | 83322 | 195790 |
| \* | Ripley Corp. SA | 285198 | 131863 |
|  | Salfacorp SA | 180426 | 128809 |
|  | Sigdo Koppers SA | 84902 | 99393 |
|  | SMU SA | 812541 | 159180 |
|  | Sociedad Matriz <br> SAAM SA<br>| 1197624 | 150511 |
| # | Sociedad Quimica y <br> Minera de Chile SA, <br> Sponsored ADR<br>| 7002 | 239468 |
|  | SONDA SA | 176889 | 71466 |
|  | Vina Concha y Toro <br> SA<br>| 102802 | 127459 |
| TOTAL CHILE | TOTAL CHILE |  | 7363741 |
| CHINA — (27.2%) | CHINA — (27.2%) | CHINA — (27.2%) | CHINA — (27.2%) |
|  | 360 Security <br> Technology, Inc., <br> Class A<br>| 41400 | 58395 |
|  | 361 Degrees <br> International Ltd.<br>| 278000 | 152669 |
|  | 37 Interactive <br> Entertainment <br> Network Technology <br> Group Co. Ltd., <br> Class A<br>| 42500 | 88807 |
| Ω | 3SBio, Inc. | 552500 | 851887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | AAC Technologies <br> Holdings, Inc.<br>| 87500 | $418859 |
|  | ABA Chemicals Corp., <br> Class A<br>| 20700 | 18580 |
|  | Accelink Technologies <br> Co. Ltd., Class A<br>| 6500 | 38642 |
| \* | ADAMA Ltd., Class A | 25800 | 22003 |
| \* | Addsino Co. Ltd., <br> Class A<br>| 27000 | 25392 |
|  | Advanced Fiber <br> Resources Zhuhai <br> Ltd., Class A<br>| 5000 | 27924 |
|  | Advanced <br> Micro-Fabrication <br> Equipment, Inc. <br> China, Class A<br>| 1310 | 34004 |
|  | Advanced Technology <br> & Materials Co. <br> Ltd., Class A<br>| 17320 | 26714 |
| \* | AECC Aero Science & <br> Technology Co. <br> Ltd., Class A<br>| 9500 | 32151 |
|  | AECC Aero-Engine <br> Control Co. Ltd., <br> Class A<br>| 19600 | 48304 |
|  | AECC Aviation Power <br> Co. Ltd., Class A<br>| 11400 | 51558 |
| \* | Aerospace Hi-Tech <br> Holdings Group <br> Ltd., Class A<br>| 7900 | 11136 |
| \* | Agile Group Holdings <br> Ltd.<br>| 376000 | 21910 |
| \* | Agora, Inc., ADR | 14112 | 46287 |
|  | Agricultural Bank of <br> China Ltd., Class H<br>| 2533000 | 1545679 |
|  | Aier Eye Hospital <br> Group Co. Ltd., <br> Class A<br>| 77158 | 138028 |
| #\*Ω | AInnovation <br> Technology Group <br> Co. Ltd.<br>| 49500 | 25391 |
|  | Aisino Corp., Class A | 33000 | 37389 |
|  | Ajisen China Holdings <br> Ltd.<br>| 95000 | 9398 |
| Ω | AK Medical Holdings <br> Ltd.<br>| 78000 | 56757 |
| \*Ω | Akeso, Inc. | 82000 | 909259 |
|  | Alibaba Group Holding <br> Ltd. (9988 HK)<br>| 1069400 | 15966171 |
| #\* | Alibaba Health <br> Information <br> Technology Ltd.<br>| 32000 | 20701 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Alibaba Pictures <br> Group Ltd.<br>| 5130000 | $335073 |
| Ω | A-Living Smart City <br> Services Co. Ltd.<br>| 146750 | 56865 |
|  | All Winner Technology <br> Co. Ltd., Class A<br>| 4420 | 24554 |
|  | Allmed Medical <br> Products Co. Ltd., <br> Class A<br>| 14300 | 15835 |
| \* | Alpha Group, Class A | 24400 | 30047 |
| \* | Amlogic Shanghai Co. <br> Ltd., Class A<br>| 3216 | 32043 |
|  | Amoy Diagnostics Co. <br> Ltd., Class A<br>| 7380 | 21109 |
| \* | ANE Cayman, Inc. | 108000 | 114806 |
|  | Angel Yeast Co. Ltd., <br> Class A<br>| 13900 | 67444 |
|  | Anhui Anfu Battery <br> Technology Co. <br> Ltd., Class A<br>| 3200 | 11645 |
|  | Anhui Anke <br> Biotechnology <br> Group Co. Ltd., <br> Class A<br>| 36800 | 41336 |
|  | Anhui Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 54000 | 34223 |
|  | Anhui Expressway Co. <br> Ltd., Class H<br>| 88000 | 133001 |
|  | Anhui Guangxin <br> Agrochemical Co. <br> Ltd., Class A<br>| 34468 | 51237 |
|  | Anhui Gujing Distillery <br> Co. Ltd., Class A<br>| 3500 | 79232 |
|  | Anhui Heli Co. Ltd., <br> Class A<br>| 15200 | 33199 |
|  | Anhui Honglu Steel <br> Construction Group <br> Co. Ltd., Class A<br>| 21540 | 55526 |
|  | Anhui Huilong <br> Agricultural Means <br> of Production Co. <br> Ltd., Class A<br>| 28200 | 20837 |
|  | Anhui Jianghuai <br> Automobile Group <br> Corp. Ltd., Class A<br>| 8700 | 43749 |
|  | Anhui Jiangnan <br> Chemical Industry <br> Co. Ltd., Class A<br>| 59440 | 43802 |
| \* | Anhui Tatfook <br> Technology Co. <br> Ltd., Class A<br>| 15000 | 23109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Anhui Truchum <br> Advanced Materials <br> & Technology Co. <br> Ltd., Class A<br>| 39800 | $46461 |
|  | Anhui Xinhua Media <br> Co. Ltd., Class A<br>| 24800 | 23923 |
|  | Anhui Yingjia Distillery <br> Co. Ltd., Class A<br>| 8500 | 51405 |
|  | Anhui Yingliu <br> Electromechanical <br> Co. Ltd., Class A<br>| 9800 | 26682 |
|  | Anhui Zhongding <br> Sealing Parts Co. <br> Ltd., Class A<br>| 26300 | 65656 |
|  | Anji Microelectronics <br> Technology <br> Shanghai Co. Ltd., <br> Class A<br>| 2257 | 57467 |
|  | Anjoy Foods Group <br> Co. Ltd., Class A<br>| 4800 | 50418 |
|  | Anker Innovations <br> Technology Co. <br> Ltd., Class A<br>| 3120 | 38288 |
|  | ANTA Sports Products <br> Ltd.<br>| 203000 | 2398611 |
|  | Anton Oilfield Services <br> Group<br>| 1062000 | 131232 |
|  | Aoshikang Technology <br> Co. Ltd., Class A<br>| 7200 | 24674 |
|  | Aotecar New Energy <br> Technology Co. <br> Ltd., Class A<br>| 45000 | 17668 |
|  | Apeloa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 27100 | 51220 |
|  | ApicHope <br> Pharmaceutical <br> Group Co. Ltd.<br>| 11200 | 61494 |
|  | Appotronics Corp. <br> Ltd., Class A<br>| 11197 | 21737 |
| \* | Asia - Potash <br> International <br> Investment <br> Guangzhou Co. <br> Ltd., Class A<br>| 10900 | 43062 |
| #Ω | AsiaInfo Technologies <br> Ltd.<br>| 97200 | 117261 |
|  | Asian Star Anchor <br> Chain Co. Ltd. <br> Jiangsu, Class A<br>| 19700 | 23368 |
| \* | ASR Microelectronics <br> Co. Ltd., Class A<br>| 4399 | 58213 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Aurisco <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6200 | $17753 |
|  | Autel Intelligent <br> Technology Corp. <br> Ltd., Class A<br>| 11975 | 68875 |
|  | Autobio Diagnostics <br> Co. Ltd., Class A<br>| 8800 | 46633 |
|  | Avary Holding <br> Shenzhen Co. Ltd., <br> Class A<br>| 29500 | 116535 |
|  | AviChina Industry & <br> Technology Co. <br> Ltd., Class H<br>| 736000 | 338692 |
|  | Avicopter PLC, <br> Class A<br>| 8800 | 43012 |
| Ω | BAIC Motor Corp. <br> Ltd., Class H<br>| 511500 | 125737 |
| \* | Baidu, Inc. (9888 HK), <br> Class A<br>| 119200 | 1314420 |
| \* | Baidu, Inc. (BIDU US), <br> Sponsored ADR<br>| 8149 | 715645 |
| \*Ω | Bairong, Inc. | 118500 | 118883 |
|  | Bank of Beijing Co. <br> Ltd., Class A<br>| 182900 | 151130 |
|  | Bank of Changsha <br> Co. Ltd., Class A<br>| 58200 | 72606 |
|  | Bank of Chengdu Co. <br> Ltd., Class A<br>| 46900 | 109712 |
|  | Bank of China Ltd., <br> Class H<br>| 4939000 | 2757806 |
|  | Bank of Chongqing <br> Co. Ltd., Class H<br>| 300500 | 292574 |
|  | Bank of <br> Communications <br> Co. Ltd., Class H<br>| 1138000 | 995134 |
|  | Bank of Guiyang Co. <br> Ltd., Class A<br>| 65936 | 52445 |
|  | Bank of Hangzhou <br> Co. Ltd., Class A<br>| 76900 | 155775 |
|  | Bank of Jiangsu Co. <br> Ltd., Class A<br>| 173880 | 243409 |
|  | Bank of Nanjing Co. <br> Ltd., Class A<br>| 114522 | 164343 |
|  | Bank of Ningbo Co. <br> Ltd., Class A<br>| 61758 | 203399 |
| Ω | Bank of Qingdao Co. <br> Ltd., Class H<br>| 303500 | 144123 |
|  | Bank of Shanghai Co. <br> Ltd., Class A<br>| 122600 | 175320 |
|  | Bank of Suzhou Co. <br> Ltd., Class A<br>| 33130 | 36696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Bank of Xi'an Co. Ltd., <br> Class A<br>| 53300 | $25415 |
| #\*Ω | Bank of Zhengzhou <br> Co. Ltd., Class H<br>| 47916 | 5683 |
| \* | Baoding Tianwei <br> Baobian Electric <br> Co. Ltd., Class A<br>| 14700 | 15209 |
|  | Baoji Titanium <br> Industry Co. Ltd., <br> Class A<br>| 6000 | 24147 |
| \* | Baosheng Science & <br> Technology <br> Innovation Co. Ltd., <br> Class A<br>| 15900 | 9789 |
|  | Baowu Magnesium <br> Technology Co. <br> Ltd., Class A<br>| 16940 | 27867 |
|  | Baoxiniao Holding Co. <br> Ltd., Class A<br>| 22100 | 11624 |
| \* | Baoye Group Co. Ltd., <br> Class H<br>| 66000 | 38031 |
| \* | Baozun, Inc. (9991 <br> HK), Class A<br>| 14300 | 12223 |
| \* | Baozun, Inc. (BZUN <br> US), Sponsored <br> ADR<br>| 13006 | 33946 |
| \* | Be Friends Holding <br> Ltd.<br>| 198000 | 20797 |
|  | Bear Electric <br> Appliance Co. Ltd., <br> Class A<br>| 5800 | 36129 |
|  | Befar Group Co. Ltd., <br> Class A<br>| 28200 | 15867 |
|  | Beibuwan Port Co. <br> Ltd., Class A<br>| 31000 | 36018 |
| \* | BeiGene Ltd. (6160 <br> HK)<br>| 18000 | 363771 |
| \* | BeiGene Ltd. (BGNE <br> US), ADR<br>| 1982 | 514943 |
|  | Beijing Balance <br> Medical Technology <br> Co. Ltd., Class A<br>| 1204 | 18592 |
|  | Beijing BDStar <br> Navigation Co. Ltd., <br> Class A<br>| 5000 | 17603 |
|  | Beijing Bei Mo Gao <br> Ke Friction Material <br> Co. Ltd., Class A<br>| 2860 | 10338 |
| \* | Beijing Capital <br> Development Co. <br> Ltd., Class A<br>| 56800 | 18542 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Capital <br> Eco-Environment <br> Protection Group <br> Co. Ltd., Class A<br>| 148370 | $64578 |
| # | Beijing Chunlizhengda <br> Medical Instruments <br> Co. Ltd., Class H<br>| 36250 | 43550 |
|  | Beijing CTJ <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 3580 | 11433 |
|  | Beijing Dahao <br> Technology Corp. <br> Ltd., Class A<br>| 7300 | 13334 |
|  | Beijing Easpring <br> Material Technology <br> Co. Ltd., Class A<br>| 7321 | 38133 |
|  | Beijing eGOVA Co. <br> Ltd., Class A<br>| 9200 | 20702 |
|  | Beijing Energy <br> International <br> Holding Co. Ltd.<br>| 174800 | 22772 |
|  | Beijing Enlight Media <br> Co. Ltd., Class A<br>| 21700 | 57650 |
|  | Beijing Enterprises <br> Water Group Ltd.<br>| 1268000 | 400498 |
|  | Beijing Fengjing <br> Automotive Parts <br> Co. Ltd.<br>| 42700 | 21110 |
|  | Beijing Gehua CATV <br> Network Co. Ltd., <br> Class A<br>| 23000 | 22812 |
| \* | Beijing Haixin Energy <br> Technology Co. <br> Ltd., Class A<br>| 42100 | 16863 |
|  | Beijing Huafeng Test <br> & Control <br> Technology Co. <br> Ltd., Class A<br>| 1813 | 36243 |
| \* | Beijing Jetsen <br> Technology Co. <br> Ltd., Class A<br>| 107200 | 78065 |
|  | Beijing Jingyuntong <br> Technology Co. <br> Ltd., Class A<br>| 63900 | 20924 |
|  | Beijing Kingsoft Office <br> Software, Inc., <br> Class A<br>| 1868 | 75883 |
| \* | Beijing Leike Defense <br> Technology Co. <br> Ltd., Class A<br>| 49500 | 29364 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing North Star Co. <br> Ltd., Class H<br>| 198000 | $17598 |
| \* | Beijing Orient National <br> Communication <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 21800 | 29575 |
|  | Beijing Oriental <br> Jicheng Co. Ltd., <br> Class A<br>| 3101 | 11328 |
|  | Beijing Originwater <br> Technology Co. <br> Ltd., Class A<br>| 43400 | 26503 |
|  | Beijing Roborock <br> Technology Co. <br> Ltd., Class A<br>| 2324 | 62049 |
|  | Beijing Sanlian Hope <br> Shin-Gosen <br> Technical Service <br> Co. Ltd., Class A<br>| 6800 | 16115 |
|  | Beijing Shiji <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 21770 | 24983 |
|  | Beijing Sifang <br> Automation Co. <br> Ltd., Class A<br>| 9500 | 22563 |
|  | Beijing Sinnet <br> Technology Co. <br> Ltd., Class A<br>| 18800 | 37466 |
|  | Beijing SL <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19200 | 17005 |
| \* | Beijing Sojo Electric <br> Co. Ltd., Class A<br>| 21800 | 19088 |
|  | Beijing SPC <br> Environment <br> Protection Tech Co. <br> Ltd., Class A<br>| 35700 | 17384 |
|  | Beijing Strong <br> Biotechnologies, <br> Inc., Class A<br>| 12600 | 24273 |
| \* | Beijing Teamsun <br> Technology Co. <br> Ltd., Class A<br>| 8100 | 10147 |
| \* | Beijing Thunisoft <br> Corp. Ltd., Class A<br>| 16500 | 18213 |
|  | Beijing Tiantan <br> Biological Products <br> Corp. Ltd., Class A<br>| 7200 | 18918 |
|  | Beijing Tong Ren Tang <br> Co. Ltd., Class A<br>| 12600 | 63196 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Beijing Tongtech Co. <br> Ltd., Class A<br>| 12100 | $6931 |
|  | Beijing Ultrapower <br> Software Co. Ltd., <br> Class A<br>| 48101 | 72450 |
|  | Beijing United <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 26772 | 87253 |
| Ω | Beijing Urban <br> Construction Design <br> & Development <br> Group Co. Ltd., <br> Class H<br>| 38000 | 6739 |
|  | Beijing Wandong <br> Medical Technology <br> Co. Ltd., Class A<br>| 13400 | 32356 |
|  | Beijing Wantai <br> Biological Pharmacy <br> Enterprise Co. Ltd., <br> Class A<br>| 4873 | 43913 |
| \* | Beijing Watertek <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 40200 | 20324 |
|  | Beijing Yuanliu <br> Hongyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 4800 | 34548 |
|  | Beijing Zhong Ke San <br> Huan High-Tech Co. <br> Ltd., Class A<br>| 20520 | 29637 |
|  | Beijing-Shanghai High <br> Speed Railway Co. <br> Ltd., Class A<br>| 201600 | 161096 |
| \* | Beiqi Foton Motor Co. <br> Ltd., Class A<br>| 67300 | 24294 |
|  | Bestore Co. Ltd., <br> Class A<br>| 14500 | 23544 |
| \* | Bestway Marine & <br> Energy Technology <br> Co. Ltd., Class A<br>| 40700 | 33099 |
|  | Bethel Automotive <br> Safety Systems Co. <br> Ltd., Class A<br>| 10360 | 82348 |
|  | Betta Pharmaceuticals <br> Co. Ltd., Class A<br>| 4300 | 29999 |
|  | Beyondsoft Corp., <br> Class A<br>| 19400 | 35176 |
|  | BGI Genomics Co. <br> Ltd., Class A<br>| 6500 | 43150 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Biem.L.Fdlkk Garment <br> Co. Ltd., Class A<br>| 15376 | $34960 |
| \* | Bilibili, Inc., Class Z | 28600 | 502046 |
|  | Binhai Investment Co. <br> Ltd.<br>| 48774 | 6731 |
|  | Binjiang Service <br> Group Co. Ltd.<br>| 5000 | 17274 |
|  | Black Peony Group <br> Co. Ltd., Class A<br>| 20700 | 14874 |
|  | Bloomage <br> Biotechnology Corp. <br> Ltd. (688363 C1), <br> Class A<br>| 3409 | 22913 |
| #Ω | Blue Moon Group <br> Holdings Ltd.<br>| 274500 | 135033 |
| \* | Blue Sail Medical Co. <br> Ltd., Class A<br>| 24900 | 17302 |
|  | Bluefocus Intelligent <br> Communications <br> Group Co. Ltd., <br> Class A<br>| 26700 | 31519 |
|  | Bluestar Adisseo Co., <br> Class A<br>| 9500 | 12552 |
|  | BOC International <br> China Co. Ltd., <br> Class A<br>| 34700 | 47171 |
| \* | BOE HC SemiTek <br> Corp.<br>| 23000 | 20944 |
|  | BOE Varitronix Ltd. | 97000 | 68168 |
| \* | Bohai Leasing Co. <br> Ltd., Class A<br>| 149500 | 64948 |
|  | Bomin Electronics Co. <br> Ltd., Class A<br>| 17400 | 17960 |
|  | Bosideng International <br> Holdings Ltd.<br>| 1644000 | 850688 |
| # | Boyaa Interactive <br> International Ltd.<br>| 101000 | 59004 |
|  | BrightGene <br> Bio-Medical <br> Technology Co. <br> Ltd., Class A<br>| 6773 | 45385 |
| \* | Brii Biosciences Ltd. | 78000 | 19572 |
| # | Brilliance China <br> Automotive <br> Holdings Ltd.<br>| 716000 | 253428 |
|  | Bros Eastern Co. Ltd., <br> Class A<br>| 27900 | 19051 |
|  | B-Soft Co. Ltd., <br> Class A<br>| 32770 | 25702 |
|  | BTG Hotels Group <br> Co. Ltd., Class A<br>| 20700 | 40821 |
|  | BYD Co. Ltd., <br> Class H<br>| 64000 | 3039757 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | By-health Co. Ltd., <br> Class A<br>| 27500 | $41642 |
| \* | C C Land Holdings <br> Ltd.<br>| 321000 | 53430 |
|  | C&D International <br> Investment Group <br> Ltd.<br>| 238456 | 498712 |
|  | C&D Property <br> Management Group <br> Co. Ltd.<br>| 252000 | 82255 |
|  | Cabbeen Fashion <br> Ltd.<br>| 40000 | 6124 |
|  | Caitong Securities Co. <br> Ltd., Class A<br>| 53950 | 54204 |
| \* | Cambricon <br> Technologies Corp. <br> Ltd., Class A<br>| 279 | 27084 |
|  | Camel Group Co. Ltd., <br> Class A<br>| 34000 | 39313 |
|  | Cangzhou Mingzhu <br> Plastic Co. Ltd., <br> Class A<br>| 52600 | 25012 |
|  | Canmax Technologies <br> Co. Ltd., Class A<br>| 11570 | 28397 |
|  | Canny Elevator Co. <br> Ltd., Class A<br>| 12500 | 12472 |
|  | Castech, Inc., <br> Class A<br>| 10560 | 50355 |
|  | CECEP Solar Energy <br> Co. Ltd., Class A<br>| 83300 | 49492 |
|  | CECEP Wind-Power <br> Corp., Class A<br>| 260430 | 102951 |
|  | Central China Land <br> Media Co. Ltd., <br> Class A<br>| 16200 | 27661 |
|  | Central China <br> Securities Co. Ltd., <br> Class H<br>| 402000 | 74006 |
| \* | CETC Chips <br> Technology, Inc., <br> Class A<br>| 12300 | 20306 |
|  | CETC Cyberspace <br> Security Technology <br> Co. Ltd., Class A<br>| 14300 | 29643 |
|  | CETC Digital <br> Technology Co. <br> Ltd., Class A<br>| 13230 | 43884 |
|  | CETC Potevio <br> Science&Technology <br> Co. Ltd., Class A<br>| 7300 | 20702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | CGN Nuclear <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 22300 | $21476 |
| Ω | CGN Power Co. Ltd., <br> Class H<br>| 1287000 | 409669 |
|  | Changchun Faway <br> Automobile <br> Components Co. <br> Ltd., Class A<br>| 11474 | 14874 |
|  | Changchun High-Tech <br> Industry Group Co. <br> Ltd., Class A<br>| 3700 | 44804 |
|  | Changchun UP <br> Optotech Co. Ltd., <br> Class A<br>| 5900 | 30792 |
|  | Changhong Meiling <br> Co. Ltd., Class A<br>| 16000 | 16523 |
|  | Changjiang Publishing <br> & Media Co. Ltd., <br> Class A<br>| 37400 | 49276 |
|  | Changzhou Qianhong <br> Biopharma Co. Ltd., <br> Class A<br>| 28400 | 23782 |
|  | Changzhou Xingyu <br> Automotive Lighting <br> Systems Co. Ltd., <br> Class A<br>| 2500 | 45674 |
| \* | Chanjet Information <br> Technology Co. <br> Ltd., Class H<br>| 26100 | 22530 |
|  | Chaowei Power <br> Holdings Ltd.<br>| 107000 | 18326 |
|  | Chaozhou <br> Three-Circle Group <br> Co. Ltd., Class A<br>| 14200 | 67229 |
| Ω | Cheerwin Group Ltd. | 105500 | 31207 |
| \* | Chen Lin Education <br> Group Holdings <br> Ltd.<br>| 66000 | 11626 |
|  | Cheng De Lolo Co. <br> Ltd., Class A<br>| 40100 | 51734 |
|  | Chengdu ALD Aviation <br> Manufacturing <br> Corp., Class A<br>| 4800 | 11687 |
| \* | Chengdu CORPRO <br> Technology Co. <br> Ltd., Class A<br>| 8000 | 17971 |
|  | Chengdu Fusen <br> Noble-House <br> Industrial Co. Ltd., <br> Class A<br>| 9200 | 16644 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chengdu Guibao <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 9600 | $24289 |
|  | Chengdu Kanghong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 15300 | 58806 |
|  | Chengdu Kanghua <br> Biological Products <br> Co. Ltd., Class A<br>| 1200 | 8327 |
|  | Chengdu Leejun <br> Industrial Co. Ltd., <br> Class A<br>| 9780 | 8795 |
|  | Chengdu Wintrue <br> Holding Co. Ltd., <br> Class A<br>| 31800 | 36435 |
|  | Chengdu Xingrong <br> Environment Co. <br> Ltd., Class A<br>| 27000 | 26365 |
|  | Chenguang Biotech <br> Group Co. Ltd., <br> Class A<br>| 10000 | 14848 |
| \* | Chengxin Lithium <br> Group Co. Ltd., <br> Class A<br>| 17800 | 27471 |
|  | Chengzhi Co. Ltd., <br> Class A<br>| 35500 | 36926 |
|  | Chifeng Jilong Gold <br> Mining Co. Ltd., <br> Class A<br>| 48000 | 174456 |
|  | China Aircraft Leasing <br> Group Holdings <br> Ltd.<br>| 117000 | 62004 |
|  | China Automotive <br> Engineering <br> Research Institute <br> Co. Ltd., Class A<br>| 15600 | 40777 |
|  | China Baoan Group <br> Co. Ltd., Class A<br>| 33400 | 35582 |
|  | China Bester Group <br> Telecom Co. Ltd., <br> Class A<br>| 6370 | 20245 |
| \*Ω | China Bohai Bank Co. <br> Ltd., Class H<br>| 531500 | 62400 |
|  | China CAMC <br> Engineering Co. <br> Ltd., Class A<br>| 19900 | 21715 |
|  | China CITIC Bank <br> Corp. Ltd., Class H<br>| 1486000 | 1175316 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China <br> Communications <br> Services Corp. Ltd., <br> Class H<br>| 760000 | $395808 |
|  | China Conch <br> Environment <br> Protection Holdings <br> Ltd.<br>| 330500 | 22845 |
|  | China Conch Venture <br> Holdings Ltd.<br>| 448000 | 459813 |
|  | China Construction <br> Bank Corp., <br> Class H<br>| 7852000 | 6449852 |
|  | China CSSC Holdings <br> Ltd., Class A<br>| 25400 | 102434 |
|  | China CYTS Tours <br> Holding Co. Ltd., <br> Class A<br>| 14200 | 19005 |
| # | China Datang Corp. <br> Renewable Power <br> Co. Ltd., Class H<br>| 690000 | 192818 |
|  | China Design Group <br> Co. Ltd., Class A<br>| 16900 | 17391 |
| Ω | China Development <br> Bank Financial <br> Leasing Co. Ltd., <br> Class H<br>| 834000 | 127822 |
|  | China Dongxiang <br> Group Co. Ltd.<br>| 754000 | 38442 |
| #Ω | China East Education <br> Holdings Ltd.<br>| 82000 | 62094 |
|  | China Electronics <br> Huada Technology <br> Co. Ltd.<br>| 214000 | 38306 |
|  | China Electronics <br> Optics Valley Union <br> Holding Co. Ltd.<br>| 776000 | 19604 |
|  | China Energy <br> Engineering Corp. <br> Ltd. (3996 HK), <br> Class H<br>| 828000 | 105449 |
|  | China Everbright Bank <br> Co. Ltd., Class H<br>| 693000 | 300915 |
| \* | China Express Airlines <br> Co. Ltd., Class A<br>| 16900 | 16968 |
|  | China Film Co. Ltd., <br> Class A<br>| 28300 | 39897 |
| \* | China First Heavy <br> Industries Co. Ltd., <br> Class A<br>| 89100 | 31656 |
|  | China Foods Ltd. | 296000 | 118292 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Galaxy <br> Securities Co. Ltd., <br> Class H<br>| 924000 | $839390 |
|  | China Gas Holdings <br> Ltd.<br>| 922098 | 833699 |
|  | China Great Wall <br> Securities Co. Ltd., <br> Class A<br>| 30800 | 32780 |
| \* | China Greatwall <br> Technology Group <br> Co. Ltd., Class A<br>| 21800 | 43932 |
|  | China Green <br> Electricity <br> Investment of <br> Tianjin Co. Ltd., <br> Class A<br>| 35400 | 41775 |
|  | China Haisum <br> Engineering Co. <br> Ltd., Class A<br>| 13300 | 17536 |
|  | China Harmony Auto <br> Holding Ltd.<br>| 245500 | 20085 |
| \* | China High Speed <br> Railway Technology <br> Co. Ltd., Class A<br>| 45900 | 17037 |
| #\* | China High Speed <br> Transmission <br> Equipment Group <br> Co. Ltd.<br>| 57000 | 6096 |
| Ω | China International <br> Capital Corp. Ltd., <br> Class H<br>| 337200 | 580047 |
|  | China International <br> Marine Containers <br> Group Co. Ltd., <br> Class H<br>| 215490 | 135370 |
|  | China Isotope & <br> Radiation Corp.<br>| 15600 | 22607 |
|  | China Jushi Co. Ltd., <br> Class A<br>| 54771 | 88398 |
|  | China Leadshine <br> Technology Co. <br> Ltd., Class A<br>| 8500 | 55809 |
|  | China Lesso Group <br> Holdings Ltd.<br>| 209000 | 111268 |
| # | China Lilang Ltd. | 145000 | 69810 |
| \*Ω | China Literature Ltd. | 31400 | 109035 |
|  | China Medical System <br> Holdings Ltd.<br>| 479000 | 511256 |
|  | China Meheco Group <br> Co. Ltd., Class A<br>| 41620 | 58112 |
|  | China Meidong Auto <br> Holdings Ltd.<br>| 202000 | 54082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Merchants <br> Bank Co. Ltd., <br> Class H<br>| 537500 | $2931870 |
|  | China Merchants <br> Expressway <br> Network & <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 30800 | 54426 |
|  | China Merchants Land <br> Ltd.<br>| 606000 | 17267 |
|  | China Merchants <br> Property Operation <br> & Service Co. Ltd., <br> Class A<br>| 25547 | 41483 |
| Ω | China Merchants <br> Securities Co. Ltd., <br> Class H<br>| 66540 | 100919 |
|  | China Merchants <br> Shekou Industrial <br> Zone Holdings Co. <br> Ltd., Class A<br>| 52700 | 66407 |
|  | China Minsheng <br> Banking Corp. Ltd., <br> Class H<br>| 864000 | 405440 |
|  | China National Accord <br> Medicines Corp. <br> Ltd., Class A<br>| 22490 | 75977 |
|  | China National <br> Chemical <br> Engineering Co. <br> Ltd., Class A<br>| 61400 | 63822 |
|  | China National Gold <br> Group Gold <br> Jewellery Co. Ltd., <br> Class A<br>| 19900 | 22527 |
|  | China National <br> Medicines Corp. <br> Ltd., Class A<br>| 12300 | 49097 |
|  | China National <br> Nuclear Power Co. <br> Ltd., Class A<br>| 299600 | 380903 |
| Ω | China New Higher <br> Education Group <br> Ltd.<br>| 186618 | 20226 |
| \* | China Nonferrous <br> Metal Industry's <br> Foreign Engineering <br> & Construction Co. <br> Ltd., Class A<br>| 31400 | 20001 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Northern Rare <br> Earth Group <br> High-Tech Co. Ltd., <br> Class A<br>| 16449 | $52758 |
| \* | China Nuclear Energy <br> Technology Corp. <br> Ltd.<br>| 326000 | 14303 |
|  | China Oilfield Services <br> Ltd., Class H<br>| 638000 | 498923 |
|  | China Pacific <br> Insurance Group <br> Co. Ltd., Class H<br>| 671000 | 1825633 |
|  | China Petroleum <br> Engineering Corp., <br> Class A<br>| 48700 | 20522 |
|  | China Publishing & <br> Media Co. Ltd., <br> Class A<br>| 22400 | 19504 |
|  | China Railway Group <br> Ltd., Class H<br>| 707000 | 304198 |
|  | China Railway Hi-tech <br> Industry Co. Ltd., <br> Class A<br>| 27400 | 27534 |
|  | China Railway <br> Materials Co. Ltd., <br> Class A<br>| 108000 | 37149 |
| Ω | China Railway Signal <br> & Communication <br> Corp. Ltd., Class H<br>| 464000 | 186598 |
|  | China Railway Tielong <br> Container Logistics <br> Co. Ltd., Class A<br>| 28100 | 21761 |
| \* | China Rare Earth <br> Holdings Ltd.<br>| 436000 | 21619 |
|  | China Rare Earth <br> Resources & <br> Technology Co. <br> Ltd., Class A<br>| 6200 | 26657 |
|  | China Reinsurance <br> Group Corp., <br> Class H<br>| 1874000 | 217322 |
|  | China Resources <br> Boya <br> Bio-pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 4200 | 15354 |
|  | China Resources <br> Double Crane <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 17100 | 44439 |
|  | China Resources Gas <br> Group Ltd.<br>| 448700 | 1253399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Resources <br> Land Ltd.<br>| 532000 | $1789971 |
|  | China Resources <br> Medical Holdings <br> Co. Ltd.<br>| 162500 | 76500 |
| Ω | China Resources Mixc <br> Lifestyle Services <br> Ltd.<br>| 230400 | 1103773 |
|  | China Resources <br> Sanjiu Medical & <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8450 | 47860 |
| \* | China Ruyi Holdings <br> Ltd.<br>| 1924000 | 505664 |
|  | China Science <br> Publishing & Media <br> Ltd., Class A<br>| 7400 | 18888 |
|  | China Shineway <br> Pharmaceutical <br> Group Ltd.<br>| 93000 | 86793 |
| \* | China Silver Group <br> Ltd.<br>| 494000 | 14643 |
|  | China South <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 33100 | 64930 |
|  | China Southern Power <br> Grid Energy <br> Efficiency&Clean <br> Energy Co. Ltd. <br> (003035 C2), <br> Class A<br>| 40400 | 23925 |
|  | China Southern Power <br> Grid Technology <br> Co. Ltd., Class A<br>| 4497 | 17783 |
|  | China State <br> Construction <br> Engineering Corp. <br> Ltd., Class A<br>| 366183 | 277851 |
|  | China State <br> Construction <br> International <br> Holdings Ltd.<br>| 580000 | 854934 |
| # | China Suntien Green <br> Energy Corp. Ltd., <br> Class H<br>| 693000 | 370403 |
|  | China Testing & <br> Certification <br> International Group <br> Co. Ltd., Class A<br>| 12381 | 10535 |
|  | China Tianying, Inc., <br> Class A<br>| 55800 | 32413 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| #Ω | China Tourism Group <br> Duty Free Corp. <br> Ltd. (1880 HK), <br> Class H<br>| 23600 | $159732 |
|  | China Tourism Group <br> Duty Free Corp. <br> Ltd. (601888 C1), <br> Class A<br>| 5241 | 45748 |
| Ω | China Tower Corp. <br> Ltd., Class H<br>| 1021600 | 1479764 |
|  | China TransInfo <br> Technology Co. <br> Ltd., Class A<br>| 40500 | 51072 |
|  | China Tungsten & <br> Hightech Materials <br> Co. Ltd., Class A<br>| 23530 | 30974 |
| \* | China Union Holdings <br> Ltd., Class A<br>| 17000 | 8521 |
| \* | China Vanke Co. Ltd., <br> Class H<br>| 644004 | 441482 |
|  | China Wafer <br> Level CSP Co. Ltd., <br> Class A<br>| 8900 | 35219 |
| # | China Water Affairs <br> Group Ltd.<br>| 204000 | 157063 |
|  | China World Trade <br> Center Co. Ltd., <br> Class A<br>| 4000 | 11997 |
|  | China Yangtze Power <br> Co. Ltd., Class A<br>| 213697 | 867766 |
|  | China Yongda <br> Automobiles <br> Services Holdings <br> Ltd.<br>| 372000 | 118596 |
| \*Ω | China Yuhua <br> Education Corp. <br> Ltd.<br>| 172000 | 6650 |
|  | China Zhenhua Group <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 5000 | 35319 |
|  | China Zheshang Bank <br> Co. Ltd., Class H<br>| 568800 | 192308 |
|  | Chinasoft International <br> Ltd.<br>| 804000 | 512439 |
|  | Chinese Universe <br> Publishing & Media <br> Group Co. Ltd., <br> Class A<br>| 17300 | 25000 |
|  | Chongqing Brewery <br> Co. Ltd., Class A<br>| 6466 | 51410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chongqing Changan <br> Automobile Co. <br> Ltd., Class A<br>| 61500 | $103868 |
|  | Chongqing Chuanyi <br> Automation Co. <br> Ltd., Class A<br>| 15510 | 43583 |
|  | Chongqing <br> Department Store <br> Co. Ltd., Class A<br>| 5700 | 24915 |
|  | Chongqing Fuling <br> Electric Power <br> Industrial Co. Ltd., <br> Class A<br>| 63665 | 82999 |
|  | Chongqing Fuling <br> Zhacai Group Co. <br> Ltd., Class A<br>| 18850 | 34033 |
|  | Chongqing Gas Group <br> Corp. Ltd., Class A<br>| 21600 | 16255 |
|  | Chongqing Machinery <br> & Electric Co. Ltd., <br> Class H<br>| 328000 | 39100 |
|  | Chongqing Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 720000 | 552775 |
|  | Chongqing Zhifei <br> Biological Products <br> Co. Ltd., Class A<br>| 17950 | 46697 |
|  | Chongqing Zongshen <br> Power Machinery <br> Co. Ltd., Class A<br>| 17000 | 49303 |
| # | Chow Tai Fook <br> Jewellery Group <br> Ltd.<br>| 218400 | 291960 |
|  | Chow Tai Seng <br> Jewellery Co. Ltd., <br> Class A<br>| 41950 | 75208 |
|  | CIG Shanghai Co. <br> Ltd., Class A<br>| 4700 | 21982 |
|  | CIMC Enric Holdings <br> Ltd.<br>| 154000 | 120774 |
|  | Cisen Pharmaceutical <br> Co. Ltd., Class A<br>| 10900 | 20158 |
|  | CITIC Heavy <br> Industries Co. Ltd., <br> Class A<br>| 72600 | 43736 |
|  | CITIC Securities Co. <br> Ltd., Class H<br>| 175850 | 434618 |
| \* | Citychamp Watch & <br> Jewellery Group <br> Ltd.<br>| 440000 | 26043 |
| \* | ClouDr Group Ltd. | 51500 | 7198 |
| #\* | CMGE Technology <br> Group Ltd.<br>| 562000 | 24198 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | CMOC Group Ltd., <br> Class H<br>| 1473000 | $1156414 |
|  | CMST Development <br> Co. Ltd., Class A<br>| 59100 | 47791 |
|  | CNGR Advanced <br> Material Co. Ltd., <br> Class A<br>| 10500 | 45641 |
|  | CNNC Hua Yuan <br> Titanium Dioxide <br> Co. Ltd., Class A<br>| 69890 | 39298 |
|  | CNOOC Energy <br> Technology & <br> Services Ltd., <br> Class A<br>| 70800 | 38711 |
|  | CNSIG Inner Mongolia <br> Chemical Industry <br> Co. Ltd., Class A<br>| 34840 | 33633 |
| \* | COFCO <br> Biotechnology Co. <br> Ltd., Class A<br>| 39000 | 29369 |
|  | Cofoe Medical <br> Technology Co. <br> Ltd., Class A<br>| 5200 | 23976 |
| \* | COL Group Co. Ltd., <br> Class A<br>| 6900 | 20564 |
| #\* | Comba Telecom <br> Systems Holdings <br> Ltd.<br>| 530000 | 100089 |
|  | Concord New Energy <br> Group Ltd.<br>| 2630000 | 159281 |
|  | Consun <br> Pharmaceutical <br> Group Ltd.<br>| 99000 | 117902 |
|  | Contemporary <br> Amperex <br> Technology Co. <br> Ltd., Class A<br>| 35160 | 1124192 |
|  | COSCO SHIPPING <br> Development Co. <br> Ltd., Class H<br>| 558000 | 63189 |
|  | COSCO SHIPPING <br> Holdings Co. Ltd., <br> Class H<br>| 419050 | 632361 |
|  | COSCO SHIPPING <br> International Hong <br> Kong Co. Ltd.<br>| 214000 | 129756 |
|  | COSCO SHIPPING <br> Ports Ltd.<br>| 235480 | 121890 |
|  | COSCO SHIPPING <br> Technology Co. <br> Ltd., Class A<br>| 8600 | 16787 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | CQ Pharmaceutical <br> Holding Co. Ltd., <br> Class A<br>| 59800 | $39955 |
| \* | Crazy Sports Group <br> Ltd.<br>| 1092000 | 11168 |
|  | CRRC Corp. Ltd., <br> Class H<br>| 583000 | 359798 |
| Ω | CSC Financial Co. <br> Ltd., Class H<br>| 97000 | 109753 |
|  | CSG Holding Co. Ltd., <br> Class A<br>| 66910 | 43673 |
|  | CSSC Science & <br> Technology Co. <br> Ltd., Class A<br>| 18300 | 29371 |
|  | CTS International <br> Logistics Corp. Ltd., <br> Class A<br>| 33000 | 27865 |
|  | Cybrid Technologies, <br> Inc., Class A<br>| 13100 | 16721 |
|  | Daan Gene Co. Ltd., <br> Class A<br>| 29780 | 23085 |
|  | Dajin Heavy Industry <br> Co. Ltd., Class A<br>| 7000 | 26594 |
|  | Dalian Huarui Heavy <br> Industry Group Co. <br> Ltd., Class A<br>| 58500 | 48299 |
|  | Dalipal Holdings Ltd. | 30000 | 31958 |
|  | Daqin Railway Co. <br> Ltd., Class A<br>| 60100 | 53639 |
|  | Dashang Co. Ltd., <br> Class A<br>| 8140 | 28066 |
|  | DaShenLin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 44216 | 115144 |
| \* | Datang Telecom <br> Technology Co. <br> Ltd., Class A<br>| 14800 | 15985 |
|  | DBG Technology Co. <br> Ltd., Class A<br>| 7300 | 24877 |
|  | DeHua TB New <br> Decoration <br> Materials Co. Ltd., <br> Class A<br>| 28100 | 39905 |
|  | Deppon Logistics Co. <br> Ltd., Class A<br>| 7400 | 13208 |
| \* | Dezhan Healthcare <br> Co. Ltd., Class A<br>| 57500 | 23526 |
|  | DHC Software Co. <br> Ltd., Class A<br>| 35300 | 47897 |
|  | Dian Diagnostics <br> Group Co. Ltd., <br> Class A<br>| 26300 | 50779 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Digital China Group <br> Co. Ltd., Class A<br>| 11648 | $65593 |
| # | Digital China Holdings <br> Ltd.<br>| 209000 | 66299 |
|  | Digital China <br> Information Service <br> Group Co. Ltd., <br> Class A<br>| 17500 | 25772 |
|  | Do-Fluoride New <br> Materials Co. Ltd., <br> Class A<br>| 32200 | 51558 |
|  | Dong-E-E-Jiao Co. <br> Ltd., Class A<br>| 3700 | 27687 |
|  | Dongfang Electric <br> Corp. Ltd., Class H<br>| 102000 | 139223 |
|  | Dongfang Electronics <br> Co. Ltd., Class A<br>| 28400 | 37318 |
|  | DongFeng Automobile <br> Co. Ltd., Class A<br>| 26300 | 25445 |
| # | Dongfeng Motor <br> Group Co. Ltd., <br> Class H<br>| 430000 | 238002 |
|  | Dongguan Aohai <br> Technology Co. <br> Ltd., Class A<br>| 2910 | 14890 |
|  | Dongguan <br> Development <br> Holdings Co. Ltd., <br> Class A<br>| 19700 | 27928 |
|  | Dongguan Rural <br> Commercial Bank <br> Co. Ltd., Class H<br>| 24000 | 9888 |
|  | Dongguan Yutong <br> Optical Technology <br> Co. Ltd., Class A<br>| 8379 | 24724 |
|  | Dongxing Securities <br> Co. Ltd., Class A<br>| 50235 | 69375 |
|  | Double Medical <br> Technology, Inc., <br> Class A<br>| 4600 | 23441 |
|  | DouYu International <br> Holdings Ltd., ADR<br>| 4502 | 33539 |
|  | Dynagreen <br> Environmental <br> Protection Group <br> Co. Ltd., Class H<br>| 148000 | 83330 |
|  | Eaglerise Electric & <br> Electronic China <br> Co. Ltd., Class A<br>| 8100 | 17141 |
|  | East Money <br> Information Co. <br> Ltd., Class A<br>| 63255 | 179418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Eastern <br> Communications <br> Co. Ltd., Class A<br>| 14800 | $20665 |
|  | Easyhome New Retail <br> Group Co. Ltd., <br> Class A<br>| 91000 | 41340 |
|  | Ecovacs Robotics Co. <br> Ltd., Class A<br>| 7900 | 55995 |
|  | Edan Instruments, <br> Inc., Class A<br>| 12500 | 20086 |
|  | Edifier Technology Co. <br> Ltd., Class A<br>| 15400 | 27565 |
|  | Edvantage Group <br> Holdings Ltd.<br>| 38000 | 6862 |
|  | EEKA Fashion <br> Holdings Ltd.<br>| 64000 | 61483 |
|  | Electric Connector <br> Technology Co. <br> Ltd., Class A<br>| 9100 | 60174 |
| \*†† | Elion Energy Co. Ltd., <br> Class A<br>| 87620 | 3499 |
|  | ENN Energy Holdings <br> Ltd.<br>| 275400 | 2174111 |
|  | Eoptolink Technology, <br> Inc. Ltd., Class A<br>| 6671 | 83894 |
|  | Era Co. Ltd., Class A | 28400 | 15570 |
|  | Espressif Systems <br> Shanghai Co. Ltd., <br> Class A<br>| 1645 | 49536 |
|  | Essex Bio-technology <br> Ltd.<br>| 88000 | 51071 |
|  | Estun Automation Co. <br> Ltd., Class A<br>| 7800 | 21467 |
|  | Eternal Asia Supply <br> Chain Management <br> Ltd., Class A<br>| 97000 | 64816 |
|  | EVA Precision <br> Industrial Holdings <br> Ltd.<br>| 320000 | 31077 |
|  | Eve Energy Co. Ltd., <br> Class A<br>| 7300 | 41316 |
|  | Ever Sunshine <br> Services Group <br> Ltd.<br>| 406000 | 99005 |
| Ω | Everbright Securities <br> Co. Ltd., Class H<br>| 64400 | 56150 |
|  | Excellence <br> Commercial <br> Property & Facilities <br> Management Group <br> Ltd.<br>| 51000 | 8803 |
|  | Explosive Co. Ltd., <br> Class A<br>| 14500 | 24275 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Eyebright Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 1992 | $21642 |
|  | Fangda Carbon New <br> Material Co. Ltd., <br> Class A<br>| 44220 | 28104 |
|  | Fangda Special Steel <br> Technology Co. <br> Ltd., Class A<br>| 79310 | 48580 |
|  | Far East Smarter <br> Energy Co. Ltd., <br> Class A<br>| 45000 | 29744 |
| \* | Farasis Energy Gan <br> Zhou Co. Ltd., <br> Class A<br>| 11645 | 19537 |
|  | FAW Jiefang Group <br> Co. Ltd., Class A<br>| 30600 | 30340 |
|  | FAWER Automotive <br> Parts Co. Ltd., <br> Class A<br>| 49400 | 39927 |
|  | Ferrotec Anhui <br> Technology <br> Development Co. <br> Ltd., Class A<br>| 2600 | 13727 |
|  | Fibocom Wireless, <br> Inc., Class A<br>| 28440 | 99833 |
| \* | FIH Mobile Ltd. | 986000 | 95407 |
| \* | Financial Street <br> Holdings Co. Ltd., <br> Class A<br>| 51600 | 19598 |
|  | FinVolution Group, <br> ADR<br>| 52068 | 411858 |
|  | First Capital Securities <br> Co. Ltd., Class A<br>| 38800 | 36283 |
| # | First Tractor Co. Ltd., <br> Class H<br>| 88000 | 68761 |
|  | Focus Lightings Tech <br> Co. Ltd., Class A<br>| 17200 | 26867 |
|  | Focus Media <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 195000 | 193562 |
|  | Focuslight <br> Technologies, Inc., <br> Class A<br>| 2433 | 21754 |
|  | Foryou Corp., <br> Class A<br>| 10500 | 45072 |
|  | Foshan Haitian <br> Flavouring & Food <br> Co. Ltd., Class A<br>| 24277 | 140170 |
|  | Foshan Nationstar <br> Optoelectronics Co. <br> Ltd., Class A<br>| 10500 | 12361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Foshan Yowant <br> Technology Co. <br> Ltd., Class A<br>| 42300 | $33952 |
| \* | Founder Holdings <br> Ltd.<br>| 332000 | 40104 |
|  | Founder Securities <br> Co. Ltd., Class A<br>| 49800 | 51106 |
|  | Foxconn Industrial <br> Internet Co. Ltd., <br> Class A<br>| 109100 | 275010 |
| # | Fu Shou Yuan <br> International Group <br> Ltd.<br>| 359000 | 162712 |
|  | Fujian Apex Software <br> Co. Ltd., Class A<br>| 5700 | 33177 |
|  | Fujian Boss Software <br> Development Co. <br> Ltd., Class A<br>| 14940 | 31112 |
|  | Fujian Foxit Software <br> Development JSC <br> Ltd., Class A<br>| 2807 | 25951 |
|  | Fujian Kuncai Material <br> Technology Co. <br> Ltd., Class A<br>| 6400 | 17838 |
|  | Fujian Longking Co. <br> Ltd., Class A<br>| 16500 | 26291 |
|  | Fujian Star-net <br> Communication Co. <br> Ltd., Class A<br>| 10900 | 29078 |
|  | Fujian Tianma <br> Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 12000 | 21470 |
| \* | Fulin Precision Co. <br> Ltd., Class A<br>| 10300 | 28445 |
| \* | Fullshare Holdings <br> Ltd.<br>| 14899 | 920 |
|  | Fushun Special Steel <br> Co. Ltd., Class A<br>| 23800 | 16364 |
|  | Gan & Lee <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 2700 | 17728 |
| Ω | Ganfeng Lithium <br> Group Co. Ltd., <br> Class H<br>| 97360 | 237370 |
|  | Gansu Shangfeng <br> Cement Co. Ltd., <br> Class A<br>| 30240 | 36578 |
|  | Gaona Aero Material <br> Co. Ltd., Class A<br>| 6240 | 12755 |
|  | G-bits Network <br> Technology Xiamen <br> Co. Ltd., Class A<br>| 2200 | 72327 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | GCL Energy <br> Technology Co. <br> Ltd., Class A<br>| 44100 | $43545 |
| \* | GCL New Energy <br> Holdings Ltd.<br>| 206000 | 9544 |
| \* | GCL System <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 67200 | 19524 |
|  | Geely Automobile <br> Holdings Ltd.<br>| 1291000 | 2710198 |
|  | GEM Co. Ltd., <br> Class A<br>| 42600 | 35912 |
|  | Gemdale Corp., <br> Class A<br>| 40500 | 23907 |
|  | Gemdale Properties & <br> Investment Corp. <br> Ltd.<br>| 1966000 | 61686 |
| \* | Genimous Technology <br> Co. Ltd., Class A<br>| 18400 | 19736 |
|  | Geovis Technology <br> Co. Ltd., Class A<br>| 4358 | 31938 |
|  | Getein Biotech, Inc., <br> Class A<br>| 9212 | 10071 |
|  | GF Securities Co. <br> Ltd., Class H<br>| 260600 | 339465 |
| Ω | Giant Biogene Holding <br> Co. Ltd.<br>| 79400 | 820345 |
|  | Giant Network Group <br> Co. Ltd., Class A<br>| 36500 | 72936 |
|  | Giantec <br> Semiconductor <br> Corp., Class A<br>| 2336 | 23401 |
| \* | GigaDevice <br> Semiconductor, Inc., <br> Class A<br>| 3560 | 63154 |
|  | Ginlong Technologies <br> Co. Ltd., Class A<br>| 5350 | 38689 |
|  | Glarun Technology <br> Co. Ltd., Class A<br>| 17900 | 51480 |
| #\* | Global New Material <br> International <br> Holdings Ltd.<br>| 45000 | 22268 |
|  | GoerTek, Inc., <br> Class A<br>| 20300 | 59376 |
|  | Goke Microelectronics <br> Co. Ltd., Class A<br>| 3000 | 28592 |
|  | Goldcard Smart Group <br> Co. Ltd., Class A<br>| 5100 | 8144 |
|  | Goldenmax <br> International Group <br> Ltd., Class A<br>| 29400 | 32746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Goldwind Science & <br> Technology Co. <br> Ltd., Class H<br>| 200156 | $137919 |
|  | Goneo Group Co. <br> Ltd., Class A<br>| 2320 | 22742 |
| \* | Goodbaby <br> International <br> Holdings Ltd.<br>| 121000 | 17305 |
|  | GoodWe Technologies <br> Co. Ltd. (688390 <br> C1), Class A<br>| 4380 | 23998 |
| \* | Gosuncn Technology <br> Group Co. Ltd., <br> Class A<br>| 24600 | 15989 |
|  | Gotion High-tech Co. <br> Ltd., Class A<br>| 10400 | 29575 |
| \* | Grandjoy Holdings <br> Group Co. Ltd., <br> Class A<br>| 70700 | 25456 |
|  | Great Wall Motor Co. <br> Ltd., Class H<br>| 196000 | 280082 |
|  | Gree Electric <br> Appliances, Inc. of <br> Zhuhai, Class A<br>| 27017 | 169526 |
|  | Greentown China <br> Holdings Ltd.<br>| 476000 | 607415 |
| #Ω | Greentown <br> Management <br> Holdings Co. Ltd.<br>| 127000 | 43531 |
|  | Greentown Service <br> Group Co. Ltd.<br>| 514000 | 293021 |
|  | GRG Banking <br> Equipment Co. Ltd., <br> Class A<br>| 51100 | 86978 |
|  | GRG Metrology & Test <br> Group Co. Ltd., <br> Class A<br>| 3900 | 9289 |
|  | Grinm Advanced <br> Materials Co. Ltd., <br> Class A<br>| 16100 | 40105 |
|  | Guangdong <br> Advertising Group <br> Co. Ltd., Class A<br>| 52400 | 52398 |
|  | Guangdong Aofei <br> Data Technology <br> Co. Ltd., Class A<br>| 16063 | 52555 |
|  | Guangdong <br> Construction <br> Engineering Group <br> Co. Ltd., Class A<br>| 91300 | 43546 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Guangdong Create <br> Century Intelligent <br> Equipment Group <br> Corp. Ltd., Class A<br>| 24100 | $28495 |
|  | Guangdong DFP New <br> Material Group Co. <br> Ltd.<br>| 48400 | 26625 |
| \* | Guangdong Dongfang <br> Precision Science & <br> Technology Co. <br> Ltd., Class A<br>| 30700 | 54763 |
|  | Guangdong Dongpeng <br> Holdings Co. Ltd., <br> Class A<br>| 14700 | 12570 |
|  | Guangdong Dowstone <br> Technology Co. <br> Ltd., Class A<br>| 16800 | 32379 |
|  | Guangdong Goworld <br> Co. Ltd., Class A<br>| 15000 | 20340 |
| \* | Guangdong Guanhao <br> High-Tech Co. Ltd., <br> Class A<br>| 9800 | 4064 |
|  | Guangdong Hongtu <br> Technology <br> Holdings Co. Ltd., <br> Class A<br>| 15700 | 25352 |
|  | Guangdong Jia Yuan <br> Technology Shares <br> Co. Ltd., Class A<br>| 11136 | 28857 |
|  | Guangdong Kinlong <br> Hardware Products <br> Co. Ltd., Class A<br>| 6100 | 19044 |
| \* | Guangdong Land <br> Holdings Ltd.<br>| 74112 | 2179 |
|  | Guangdong Lingxiao <br> Pump Industry Co. <br> Ltd., Class A<br>| 7600 | 16508 |
|  | Guangdong Provincial <br> Expressway <br> Development Co. <br> Ltd., Class A<br>| 48600 | 93793 |
| \* | Guangdong Shenglu <br> Telecommunication <br> Tech Co. Ltd., <br> Class A<br>| 23300 | 20548 |
|  | Guangdong South <br> New Media Co. <br> Ltd., Class A<br>| 6900 | 37018 |
| \* | Guangdong TCL <br> Smart Home <br> Appliances Co. Ltd.<br>| 22200 | 31153 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangdong Vanward <br> New Electric Co. <br> Ltd., Class A<br>| 17500 | $27045 |
|  | Guangdong Xinbao <br> Electrical <br> Appliances Holdings <br> Co. Ltd., Class A<br>| 18700 | 35626 |
|  | Guangdong <br> Zhongsheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 14700 | 22565 |
|  | Guangshen Railway <br> Co. Ltd., Class H<br>| 236000 | 51711 |
| \* | Guangxi Huaxi <br> Nonferrous Metal <br> Co. Ltd., Class A<br>| 18600 | 49200 |
|  | Guangxi Liugong <br> Machinery Co. Ltd., <br> Class A<br>| 58800 | 80554 |
|  | Guangxi LiuYao <br> Group Co. Ltd., <br> Class A<br>| 9500 | 22133 |
|  | Guangxi Wuzhou <br> Zhongheng Group <br> Co. Ltd., Class A<br>| 112900 | 37775 |
| \* | GuangYuYuan <br> Chinese Herbal <br> Medicine Co. Ltd., <br> Class A<br>| 8900 | 23343 |
|  | Guangzhou <br> Automobile Group <br> Co. Ltd., Class H<br>| 300800 | 106312 |
|  | Guangzhou Baiyun <br> International Airport <br> Co. Ltd., Class A<br>| 31500 | 39138 |
| # | Guangzhou <br> Baiyunshan <br> Pharmaceutical <br> Holdings Co. Ltd., <br> Class H<br>| 68000 | 148485 |
|  | Guangzhou Great <br> Power Energy & <br> Technology Co. <br> Ltd., Class A<br>| 5700 | 18033 |
|  | Guangzhou Haige <br> Communications <br> Group, Inc. Co., <br> Class A<br>| 38900 | 55643 |
|  | Guangzhou Haoyang <br> Electronic Co. Ltd., <br> Class A<br>| 1350 | 6096 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangzhou KDT <br> Machinery Co. Ltd., <br> Class A<br>| 8400 | $19723 |
|  | Guangzhou Kingmed <br> Diagnostics Group <br> Co. Ltd., Class A<br>| 9500 | 38009 |
|  | Guangzhou <br> Restaurant Group <br> Co. Ltd., Class A<br>| 12136 | 25916 |
|  | Guangzhou Shiyuan <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 8500 | 39351 |
|  | Guangzhou Sie <br> Consulting Co. Ltd., <br> Class A<br>| 12500 | 55619 |
|  | Guangzhou Tinci <br> Materials <br> Technology Co. <br> Ltd., Class A<br>| 11780 | 28320 |
|  | Guangzhou Wondfo <br> Biotech Co. Ltd., <br> Class A<br>| 11115 | 31512 |
|  | Guangzhou Yuexiu <br> Capital Holdings <br> Group Co. Ltd., <br> Class A<br>| 45642 | 39676 |
|  | Guangzhou Zhujiang <br> Brewery Co. Ltd., <br> Class A<br>| 10900 | 15884 |
|  | Guilin Layn Natural <br> Ingredients Corp., <br> Class A<br>| 22400 | 22556 |
|  | Guilin Sanjin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8900 | 16744 |
|  | Guizhou Sanli <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 11300 | 18448 |
|  | Guizhou Tyre Co. Ltd., <br> Class A<br>| 35000 | 21025 |
|  | Guizhou Xinbang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 62500 | 29404 |
|  | Guizhou Zhenhua <br> E-chem, Inc., <br> Class A<br>| 4330 | 6805 |
|  | Guocheng Mining Co. <br> Ltd., Class A<br>| 12400 | 19767 |
| \* | Guoguang Electric Co. <br> Ltd., Class A<br>| 13500 | 26515 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guomai Technologies, <br> Inc., Class A<br>| 11900 | $18104 |
|  | Guosen Securities Co. <br> Ltd., Class A<br>| 27640 | 41361 |
| Ω | Guotai Haitong <br> Securities Co. Ltd., <br> Class H<br>| 315560 | 449745 |
|  | Guoyuan Securities <br> Co. Ltd., Class A<br>| 20000 | 20533 |
| # | Gushengtang <br> Holdings Ltd.<br>| 23900 | 96099 |
|  | H World Group Ltd. <br> (1179 HK)<br>| 263700 | 925101 |
| Ω | Haidilao International <br> Holding Ltd.<br>| 208000 | 468323 |
|  | Haier Smart Home <br> Co. Ltd. (600690 <br> C1), Class A<br>| 36800 | 125786 |
|  | Haier Smart Home <br> Co. Ltd. (6690 HK), <br> Class H<br>| 495199 | 1437082 |
| \* | Hainan Drinda New <br> Energy Technology <br> Co. Ltd., Class A<br>| 1700 | 9333 |
|  | Hainan Haide Capital <br> Management Co. <br> Ltd., Class A<br>| 41491 | 30993 |
|  | Hainan Jinpan Smart <br> Technology Co. <br> Ltd., Class A<br>| 3323 | 14651 |
| #\* | Hainan Meilan <br> International Airport <br> Co. Ltd., Class H<br>| 44000 | 54399 |
|  | Hainan Mining Co. <br> Ltd., Class A<br>| 20800 | 20052 |
|  | Haisco <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 5700 | 33629 |
|  | Haitian International <br> Holdings Ltd.<br>| 173000 | 400746 |
| Ω | Haitong UniTrust <br> International <br> Leasing Co. Ltd., <br> Class H<br>| 414000 | 43632 |
|  | Hand Enterprise <br> Solutions Co. Ltd., <br> Class A<br>| 25700 | 69320 |
|  | Hangcha Group Co. <br> Ltd., Class A<br>| 22947 | 59452 |
|  | Hangjin Technology <br> Co. Ltd., Class A<br>| 12400 | 41508 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hangxiao Steel <br> Structure Co. Ltd., <br> Class A<br>| 31000 | $10735 |
|  | Hangzhou Binjiang <br> Real Estate Group <br> Co. Ltd., Class A<br>| 31600 | 45128 |
|  | Hangzhou Chang <br> Chuan Technology <br> Co. Ltd., Class A<br>| 6283 | 36321 |
|  | Hangzhou Dptech <br> Technologies Co. <br> Ltd., Class A<br>| 12900 | 29197 |
|  | Hangzhou GreatStar <br> Industrial Co. Ltd.<br>| 17400 | 55829 |
|  | Hangzhou Haoyue <br> Personal Care Co. <br> Ltd., Class A<br>| 4200 | 33856 |
|  | Hangzhou Honghua <br> Digital Technology <br> Stock Co. Ltd., <br> Class A<br>| 2200 | 18767 |
|  | Hangzhou Lion <br> Microelectronics Co. <br> Ltd., Class A<br>| 5500 | 19703 |
|  | Hangzhou Onechance <br> Tech Corp., <br> Class A<br>| 4960 | 16358 |
|  | Hangzhou Oxygen <br> Plant Group Co. <br> Ltd., Class A<br>| 15900 | 43617 |
|  | Hangzhou Robam <br> Appliances Co. Ltd., <br> Class A<br>| 11200 | 30178 |
| \*Ω | Hangzhou SF <br> Intra-City Industrial <br> Co. Ltd., Class H<br>| 8200 | 8371 |
|  | Hangzhou Shunwang <br> Technology Co. <br> Ltd., Class A<br>| 14500 | 37393 |
|  | Hangzhou Sunrise <br> Technology Co. <br> Ltd., Class A<br>| 7900 | 17256 |
| #Ω | Hangzhou Tigermed <br> Consulting Co. Ltd. <br> (3347 HK), Class H<br>| 23900 | 81951 |
|  | Hangzhou Zhongtai <br> Cryogenic <br> Technology Corp., <br> Class A<br>| 11800 | 22074 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Han's Laser <br> Technology Industry <br> Group Co. Ltd., <br> Class A<br>| 8500 | $27081 |
| Ω | Hansoh <br> Pharmaceutical <br> Group Co. Ltd.<br>| 180000 | 557815 |
|  | Hanwei Electronics <br> Group Corp., <br> Class A<br>| 7600 | 43334 |
|  | Haohua Chemical <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 13050 | 45928 |
| \*Ω | Harbin Bank Co. Ltd., <br> Class H<br>| 462000 | 17295 |
|  | Harbin Boshi <br> Automation Co. <br> Ltd., Class A<br>| 20800 | 47835 |
|  | Harbin Electric Co. <br> Ltd., Class H<br>| 160000 | 98623 |
|  | Harbin Electric Corp. <br> Jiamusi Electric <br> Machine Co. Ltd., <br> Class A<br>| 12200 | 17136 |
| \* | Harbin Gloria <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 74500 | 25243 |
| \* | Harbin Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 61800 | 30630 |
|  | HBIS Resources Co. <br> Ltd., Class A<br>| 30300 | 54113 |
| \*Ω | HBM Holdings Ltd. | 147000 | 162188 |
|  | Health & Happiness <br> H&H International <br> Holdings Ltd.<br>| 100500 | 114416 |
| \* | Hebei Changshan <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 21900 | 63423 |
| \* | Hebei Construction <br> Group Corp. Ltd., <br> Class H<br>| 143000 | 7886 |
|  | Hebei Hengshui <br> Laobaigan Liquor <br> Co. Ltd., Class A<br>| 19000 | 45413 |
|  | Hefei Meiya <br> Optoelectronic <br> Technology, Inc., <br> Class A<br>| 19630 | 45448 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hefei Urban <br> Construction <br> Development Co. <br> Ltd., Class A<br>| 31800 | $27952 |
|  | HeiLongJiang ZBD <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 9900 | 14624 |
|  | Helens International <br> Holdings Co. Ltd.<br>| 10000 | 2131 |
|  | Hello Group, Inc., <br> Sponsored ADR<br>| 56593 | 323146 |
|  | Henan Lingrui <br> Pharmaceutical Co., <br> Class A<br>| 21600 | 68055 |
|  | Henan Mingtai Al <br> Industrial Co. Ltd., <br> Class A<br>| 11000 | 18202 |
|  | Henan Pinggao <br> Electric Co. Ltd., <br> Class A<br>| 14900 | 33305 |
|  | Henan Thinker <br> Automatic <br> Equipment Co. Ltd., <br> Class A<br>| 9520 | 33836 |
| \* | Henan Yicheng New <br> Energy Co. Ltd., <br> Class A<br>| 45700 | 22368 |
|  | Henan Yuguang Gold <br> & Lead Co. Ltd., <br> Class A<br>| 27100 | 25771 |
| \* | Henan Zhongfu <br> Industry Co. Ltd., <br> Class A<br>| 90100 | 48800 |
|  | Henan Zhongyuan <br> Expressway Co. <br> Ltd., Class A<br>| 41000 | 25670 |
| \* | Hengdeli Holdings <br> Ltd.<br>| 190780 | 2364 |
|  | Hengli Petrochemical <br> Co. Ltd., Class A<br>| 59100 | 124396 |
|  | Hengyi Petrochemical <br> Co. Ltd., Class A<br>| 28034 | 23507 |
|  | Hesteel Co. Ltd., <br> Class A<br>| 100275 | 29965 |
|  | Hexing Electrical Co. <br> Ltd., Class A<br>| 9100 | 33137 |
| \* | Hi Sun Technology <br> China Ltd.<br>| 693000 | 27686 |
|  | Hisense Home <br> Appliances Group <br> Co. Ltd., Class H<br>| 124000 | 376043 |
|  | Hitevision Co. Ltd., <br> Class A<br>| 7100 | 23320 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hithink RoyalFlush <br> Information Network <br> Co. Ltd., Class A<br>| 4500 | $159658 |
|  | HLA Group Corp. Ltd., <br> Class A<br>| 30700 | 35090 |
|  | HMT Xiamen New <br> Technical Materials <br> Co. Ltd., Class A<br>| 7100 | 33875 |
| \* | HNA Technology Co. <br> Ltd., Class A<br>| 80800 | 31131 |
|  | Homeland Interactive <br> Technology Ltd.<br>| 104000 | 13852 |
|  | Hongfa Technology <br> Co. Ltd., Class A<br>| 14980 | 67859 |
| \* | Honghua Group Ltd. | 1048000 | 19316 |
|  | Hongli Zhihui Group <br> Co. Ltd., Class A<br>| 23200 | 19800 |
| \* | Hongmian Zhihui <br> Science & <br> Technology <br> Innovation Co. Ltd. <br> Guangzhou<br>| 58400 | 25508 |
|  | Hongta Securities Co. <br> Ltd., Class A<br>| 18800 | 19091 |
| \* | Hopson Development <br> Holdings Ltd.<br>| 342846 | 128342 |
|  | Horizon Construction <br> Development Ltd.<br>| 47000 | 6710 |
|  | Hoymiles Power <br> Electronics, Inc., <br> Class A<br>| 1130 | 15119 |
|  | Huaan Securities Co. <br> Ltd., Class A<br>| 48480 | 36891 |
|  | Huada Automotive <br> Technology Corp. <br> Ltd., Class A<br>| 5500 | 26429 |
|  | Huadian Heavy <br> Industries Co. Ltd., <br> Class A<br>| 37700 | 31168 |
|  | Huadong Medicine <br> Co. Ltd., Class A<br>| 19000 | 101554 |
|  | Huafon Chemical Co. <br> Ltd., Class A<br>| 111602 | 102846 |
| \* | Huafon Microfibre <br> Shanghai <br> Technology Co. <br> Ltd., Class A<br>| 44308 | 44219 |
|  | Huafu Fashion Co. <br> Ltd., Class A<br>| 29500 | 25167 |
|  | Huagong Tech Co. <br> Ltd., Class A<br>| 6800 | 37983 |
|  | Huaihe Energy Group <br> Co. Ltd., Class A<br>| 68500 | 32732 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hualan Biological <br> Engineering, Inc., <br> Class A<br>| 18900 | $42618 |
|  | Huaming Power <br> Equipment Co. Ltd., <br> Class A<br>| 12400 | 25595 |
|  | Huangshan Novel Co. <br> Ltd., Class A<br>| 15600 | 22968 |
|  | Huangshan Tourism <br> Development Co. <br> Ltd., Class A<br>| 12700 | 20722 |
|  | Huapont Life Sciences <br> Co. Ltd., Class A<br>| 52633 | 29436 |
| Ω | Huatai Securities Co. <br> Ltd., Class H<br>| 247400 | 366647 |
|  | Huaxi Securities Co. <br> Ltd., Class A<br>| 35340 | 39124 |
|  | Huaxia Bank Co. Ltd., <br> Class A<br>| 91008 | 91163 |
|  | Huayu Automotive <br> Systems Co. Ltd., <br> Class A<br>| 23200 | 56949 |
| \* | Hubei Biocause <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 121800 | 45689 |
|  | Hubei Chutian Smart <br> Communication Co. <br> Ltd., Class A<br>| 34100 | 20784 |
| \* | Hubei Dinglong Co. <br> Ltd., Class A<br>| 11600 | 47621 |
|  | Hubei Feilihua Quartz <br> Glass Co. Ltd., <br> Class A<br>| 4050 | 26873 |
|  | Hubei Jumpcan <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15600 | 56484 |
|  | Hubei Xingfa <br> Chemicals Group <br> Co. Ltd., Class A<br>| 30500 | 85771 |
|  | Hubei Yihua Chemical <br> Industry Co. Ltd., <br> Class A<br>| 12800 | 19202 |
| # | Huishang Bank Corp. <br> Ltd., Class H<br>| 60000 | 22531 |
| #\*Ω | Huitongda Network <br> Co. Ltd., Class H<br>| 4100 | 6202 |
|  | Huizhou Desay Sv <br> Automotive Co. <br> Ltd., Class A<br>| 4900 | 70437 |
|  | Humanwell Healthcare <br> Group Co. Ltd., <br> Class A<br>| 27200 | 78109 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hunan Aihua Group <br> Co. Ltd., Class A<br>| 8100 | $16852 |
| \* | Hunan Er-Kang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 41200 | 16255 |
|  | Hunan Gold Corp. <br> Ltd., Class A<br>| 26900 | 83250 |
|  | Hunan Jiudian <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 6000 | 13204 |
| \* | Hunan Silver Co. Ltd., <br> Class A<br>| 47998 | 23381 |
|  | Hunan TV & <br> Broadcast <br> Intermediary Co. <br> Ltd., Class A<br>| 40800 | 40547 |
|  | Hunan Valin Steel Co. <br> Ltd., Class A<br>| 78100 | 52524 |
|  | Hunan Zhongke <br> Electric Co. Ltd., <br> Class A<br>| 6600 | 13741 |
|  | Hundsun <br> Technologies, Inc., <br> Class A<br>| 9457 | 33908 |
|  | HUYA, Inc., ADR | 32142 | 120854 |
| #\*Ω | Hygeia Healthcare <br> Holdings Co. Ltd.<br>| 118600 | 213852 |
|  | Hymson Laser <br> Technology Group <br> Co. Ltd., Class A<br>| 5288 | 19707 |
| \* | Hytera <br> Communications <br> Corp. Ltd., Class A<br>| 32700 | 50281 |
| \* | HyUnion Holding Co. <br> Ltd., Class A<br>| 18400 | 17630 |
| \* | IAT Automobile <br> Technology Co. <br> Ltd., Class A<br>| 12200 | 16766 |
| \*Ω | iDreamSky <br> Technology <br> Holdings Ltd.<br>| 154000 | 17226 |
|  | IEIT Systems Co. Ltd., <br> Class A<br>| 7900 | 55606 |
|  | Iflytek Co. Ltd., <br> Class A<br>| 11350 | 73656 |
| \* | I-Mab, Sponsored <br> ADR<br>| 9306 | 8380 |
| \*Ω | IMAX China Holding, <br> Inc.<br>| 28200 | 23492 |
|  | Imeik Technology <br> Development Co. <br> Ltd., Class A<br>| 3860 | 91807 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Industrial & <br> Commercial Bank of <br> China Ltd., Class H<br>| 3816000 | $2614003 |
|  | Industrial Bank Co. <br> Ltd., Class A<br>| 191400 | 550450 |
|  | Industrial Securities <br> Co. Ltd., Class A<br>| 78757 | 62754 |
|  | Infore Environment <br> Technology Group <br> Co. Ltd., Class A<br>| 53600 | 44083 |
| \*Ω | Ingdan, Inc. | 144000 | 22559 |
|  | Ingenic <br> Semiconductor Co. <br> Ltd., Class A<br>| 1600 | 14962 |
|  | Inkeverse Group Ltd. | 149000 | 27967 |
|  | Inmyshow Digital <br> Technology Group <br> Co. Ltd., Class A<br>| 41300 | 27175 |
| \* | Inner Mongolia <br> BaoTou Steel Union <br> Co. Ltd., Class A<br>| 123200 | 29329 |
| \* | Inner Mongolia Furui <br> Medical Science <br> Co. Ltd., Class A<br>| 7400 | 30547 |
|  | Inner Mongolia Xingye <br> Silver&Tin Mining <br> Co. Ltd., Class A<br>| 17800 | 32587 |
| \*Ω | InnoCare Pharma <br> Ltd.<br>| 102000 | 133272 |
| \*Ω | Innovent Biologics, <br> Inc.<br>| 96000 | 664888 |
|  | Insigma Technology <br> Co. Ltd., Class A<br>| 25800 | 37440 |
|  | Inspur Digital <br> Enterprise <br> Technology Ltd.<br>| 196000 | 197927 |
|  | Intron Technology <br> Holdings Ltd.<br>| 155000 | 26408 |
| #\* | iQIYI, Inc., ADR | 183499 | 337638 |
|  | iRay Group, Class A | 1526 | 25459 |
|  | IReader Technology <br> Co. Ltd., Class A<br>| 11800 | 31834 |
| \* | IRICO Display <br> Devices Co. Ltd., <br> Class A<br>| 19500 | 17982 |
|  | IVD Medical Holding <br> Ltd.<br>| 192000 | 42645 |
| \* | J&T Global Express <br> Ltd.<br>| 53600 | 41641 |
|  | Jade Bird Fire Co. <br> Ltd., Class A<br>| 24080 | 36778 |
|  | Jafron Biomedical Co. <br> Ltd., Class A<br>| 10600 | 31189 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jangho Group Co. <br> Ltd., Class A<br>| 32300 | $23682 |
|  | Jason Furniture <br> Hangzhou Co. Ltd., <br> Class A<br>| 9570 | 32874 |
|  | JCET Group Co. Ltd., <br> Class A<br>| 38800 | 178737 |
| \*Ω | JD Health <br> International, Inc.<br>| 330150 | 1566627 |
| \*Ω | JD Logistics, Inc. | 538700 | 844904 |
|  | JD.com, Inc. (9618 <br> HK), Class A<br>| 335328 | 5459618 |
|  | JD.com, Inc. (JD US), <br> ADR<br>| 7708 | 251435 |
|  | Jiajiayue Group Co. <br> Ltd., Class A<br>| 9900 | 14399 |
|  | Jiangling Motors Corp. <br> Ltd., Class A<br>| 11000 | 28504 |
|  | Jiangsu Asia-Pacific <br> Light Alloy <br> Technology Co. <br> Ltd., Class A<br>| 13800 | 10964 |
|  | Jiangsu Azure Corp., <br> Class A<br>| 25600 | 44810 |
|  | Jiangsu Changshu <br> Automotive Trim <br> Group Co. Ltd., <br> Class A<br>| 10600 | 18919 |
|  | Jiangsu Changshu <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 23320 | 23333 |
|  | Jiangsu Cnano <br> Technology Co. <br> Ltd., Class A<br>| 8202 | 49406 |
| \* | Jiangsu Dagang Co. <br> Ltd., Class A<br>| 13000 | 24833 |
|  | Jiangsu Dingsheng <br> New Energy <br> Materials Co. Ltd., <br> Class A<br>| 11400 | 13518 |
|  | Jiangsu Eastern <br> Shenghong Co. <br> Ltd., Class A<br>| 17000 | 20605 |
|  | Jiangsu Etern Co. <br> Ltd., Class A<br>| 35800 | 31125 |
|  | Jiangsu Expressway <br> Co. Ltd., Class H<br>| 336000 | 418112 |
|  | Jiangsu General <br> Science Technology <br> Co. Ltd., Class A<br>| 28600 | 17923 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Gian <br> Technology Co. <br> Ltd., Class A<br>| 5200 | $23356 |
|  | Jiangsu Guomao <br> Reducer Co. Ltd., <br> Class A<br>| 5600 | 12182 |
|  | Jiangsu Guotai <br> International Group <br> Co. Ltd., Class A<br>| 53000 | 52250 |
| \* | Jiangsu Haili Wind <br> Power Equipment <br> Technology Co. <br> Ltd., Class A<br>| 1200 | 9926 |
|  | Jiangsu Hengli <br> Hydraulic Co. Ltd., <br> Class A<br>| 5975 | 61527 |
|  | Jiangsu Hengrui <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 29668 | 208490 |
|  | Jiangsu Hengshun <br> Vinegar Industry <br> Co. Ltd., Class A<br>| 10200 | 11064 |
| \* | Jiangsu High Hope <br> International Group <br> Corp., Class A<br>| 57300 | 19528 |
|  | Jiangsu Hongdou <br> Industrial Co. Ltd., <br> Class A<br>| 60100 | 17554 |
|  | Jiangsu Huachang <br> Chemical Co. Ltd., <br> Class A<br>| 22500 | 21633 |
|  | Jiangsu Jiangyin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 78100 | 44613 |
|  | Jiangsu Jiejie <br> Microelectronics Co. <br> Ltd., Class A<br>| 14744 | 59437 |
|  | Jiangsu Kanion <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 8600 | 14987 |
|  | Jiangsu King's Luck <br> Brewery JSC Ltd., <br> Class A<br>| 13600 | 88742 |
|  | Jiangsu Linyang <br> Energy Co. Ltd., <br> Class A<br>| 46100 | 35150 |
|  | Jiangsu Nata <br> Opto-electronic <br> Material Co. Ltd., <br> Class A<br>| 9100 | 49569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Nhwa <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 12900 | $39652 |
|  | Jiangsu Provincial <br> Agricultural <br> Reclamation & <br> Development Corp., <br> Class A<br>| 24000 | 32151 |
|  | Jiangsu Shagang Co. <br> Ltd., Class A<br>| 11400 | 9216 |
|  | Jiangsu Shentong <br> Valve Co. Ltd., <br> Class A<br>| 10600 | 15819 |
|  | Jiangsu Shuangxing <br> Color Plastic New <br> Materials Co. Ltd., <br> Class A<br>| 34300 | 23400 |
| \* | Jiangsu Sopo <br> Chemical Co., <br> Class A<br>| 20200 | 22895 |
|  | Jiangsu Suzhou Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 33000 | 23835 |
|  | Jiangsu Yanghe <br> Distillery Co. Ltd., <br> Class A<br>| 7600 | 71793 |
|  | Jiangsu Yangnong <br> Chemical Co. Ltd., <br> Class A<br>| 8190 | 58161 |
|  | Jiangsu Yinhe <br> Electronics Co. Ltd., <br> Class A<br>| 26900 | 15433 |
|  | Jiangsu Yoke <br> Technology Co. <br> Ltd., Class A<br>| 2900 | 22039 |
|  | Jiangsu Yuyue <br> Medical Equipment <br> & Supply Co. Ltd., <br> Class A<br>| 9692 | 45994 |
|  | Jiangsu Zhangjiagang <br> Rural Commercial <br> Bank Co. Ltd., <br> Class A<br>| 68800 | 39810 |
|  | Jiangsu Zhongtian <br> Technology Co. <br> Ltd., Class A<br>| 51900 | 99688 |
|  | Jiangsu Zijin Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 59300 | 22060 |
|  | Jiangxi Bank Co. Ltd., <br> Class H<br>| 202000 | 19291 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Jiangxi Black Cat <br> Carbon Black Co. <br> Ltd., Class A<br>| 16700 | $25401 |
|  | Jiangxi Copper Co. <br> Ltd., Class H<br>| 384000 | 645233 |
|  | Jiangxi Ganyue <br> Expressway Co. <br> Ltd., Class A<br>| 46500 | 32918 |
|  | Jiangxi Lianchuang <br> Optoelectronic <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 5200 | 38733 |
|  | Jiangxi Xinyu Guoke <br> Technology Co. <br> Ltd., Class A<br>| 7600 | 28585 |
|  | Jiangyin Haida <br> Rubber & Plastic <br> Co. Ltd., Class A<br>| 19000 | 26404 |
|  | Jiangzhong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 13100 | 41302 |
|  | Jianmin <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 2700 | 15580 |
|  | Jiayou International <br> Logistics Co. Ltd., <br> Class A<br>| 17005 | 32616 |
|  | Jihua Group Corp. <br> Ltd., Class A<br>| 63300 | 22500 |
| \* | Jilin Chemical Fibre, <br> Class A<br>| 21700 | 10822 |
| # | Jinchuan Group <br> International <br> Resources Co. Ltd.<br>| 856000 | 70638 |
|  | Jinduicheng <br> Molybdenum Co. <br> Ltd., Class A<br>| 31100 | 42016 |
|  | Jinghua <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 21900 | 21006 |
|  | Jingjin Equipment, <br> Inc., Class A<br>| 8200 | 18376 |
|  | Jinhui Liquor Co. Ltd., <br> Class A<br>| 8400 | 22235 |
| #Ω | Jinxin Fertility Group <br> Ltd.<br>| 569500 | 212988 |
|  | Jinyu Bio-Technology <br> Co. Ltd., Class A<br>| 34300 | 32102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jinzai Food Group Co. <br> Ltd., Class A<br>| 11300 | $20102 |
|  | JiuGui Liquor Co. Ltd., <br> Class A<br>| 3100 | 18307 |
| Ω | Jiumaojiu International <br> Holdings Ltd.<br>| 156000 | 50604 |
|  | Jiuzhitang Co. Ltd., <br> Class A<br>| 6900 | 8787 |
| # | JL Mag Rare-Earth <br> Co. Ltd. (6680 HK), <br> Class H<br>| 23000 | 39207 |
|  | JNBY Design Ltd. | 107000 | 202343 |
| Ω | Joinn Laboratories <br> China Co. Ltd., <br> Class H<br>| 24400 | 30881 |
|  | Jointown <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 134132 | 99923 |
|  | Jolywood Suzhou <br> Sunwatt Co. Ltd., <br> Class A<br>| 38700 | 27402 |
|  | Jones Tech PLC, <br> Class A<br>| 7600 | 25526 |
|  | Jonjee Hi-Tech <br> Industrial & <br> Commercial Holding <br> Co. Ltd., Class A<br>| 13800 | 36644 |
|  | Joy City Property Ltd. | 552000 | 14808 |
|  | Joyoung Co. Ltd., <br> Class A<br>| 9850 | 12886 |
|  | JS Corrugating <br> Machinery Co. Ltd., <br> Class A<br>| 14400 | 21219 |
| \*Ω | JS Global Lifestyle <br> Co. Ltd.<br>| 276000 | 64021 |
|  | JSTI Group, Class A | 47100 | 57070 |
|  | Jutal Offshore Oil <br> Services Ltd.<br>| 236000 | 19744 |
| \* | JY Grandmark <br> Holdings Ltd.<br>| 59000 | 2420 |
|  | Kaishan Group Co. <br> Ltd., Class A<br>| 31900 | 38355 |
| # | Kangji Medical <br> Holdings Ltd.<br>| 111500 | 107596 |
| \* | KBC Corp. Ltd., <br> Class A<br>| 3945 | 13331 |
|  | Keda Industrial Group <br> Co. Ltd., Class A<br>| 27600 | 34449 |
|  | Kehua Data Co. Ltd., <br> Class A<br>| 15300 | 89598 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Keli Sensing <br> Technology Ningbo <br> Co. Ltd., Class A<br>| 5900 | $55302 |
|  | Kidswant Children <br> Products Co. Ltd., <br> Class A<br>| 22000 | 38607 |
|  | KingClean Electric Co. <br> Ltd., Class A<br>| 7480 | 21899 |
|  | Kingfa Sci & Tech Co. <br> Ltd., Class A<br>| 20900 | 31588 |
|  | Kingnet Network Co. <br> Ltd., Class A<br>| 9000 | 21021 |
|  | Kingsemi Co. Ltd., <br> Class A<br>| 2554 | 33510 |
|  | Kingsoft Corp. Ltd. | 224800 | 1120044 |
|  | Konfoong Materials <br> International Co. <br> Ltd., Class A<br>| 2900 | 29785 |
| \* | Konka Group Co. Ltd., <br> Class A<br>| 20600 | 15509 |
|  | KPC Pharmaceuticals, <br> Inc., Class A<br>| 15500 | 32657 |
|  | Kuaijishan Shaoxing <br> Wine Co. Ltd., <br> Class A<br>| 14200 | 29091 |
| \*Ω | Kuaishou Technology | 158400 | 1045486 |
|  | Kuang-Chi <br> Technologies Co. <br> Ltd., Class A<br>| 8100 | 47093 |
|  | Kuangda Technology <br> Group Co. Ltd., <br> Class A<br>| 41000 | 28410 |
|  | Kunlun Tech Co. Ltd., <br> Class A<br>| 8875 | 38984 |
|  | Kunshan Huguang <br> Auto Harness Co. <br> Ltd., Class A<br>| 2800 | 11582 |
|  | Kunshan Kinglai <br> Hygienic Materials <br> Co. Ltd., Class A<br>| 3960 | 17400 |
| \* | Kunwu Jiuding <br> Investment Holdings <br> Co. Ltd., Class A<br>| 10700 | 19206 |
|  | Kweichow Moutai Co. <br> Ltd., Class A<br>| 11700 | 2492689 |
|  | Lancy Co. Ltd., <br> Class A<br>| 8800 | 19254 |
| \* | Lanzhou LS Heavy <br> Equipment Co. Ltd., <br> Class A<br>| 36400 | 33279 |
|  | Lao Feng Xiang Co. <br> Ltd., Class A<br>| 11000 | 72697 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Laobaixing Pharmacy <br> Chain JSC, <br> Class A<br>| 19617 | $54293 |
|  | Launch Tech Co. Ltd., <br> Class H<br>| 50500 | 67661 |
|  | LB Group Co. Ltd., <br> Class A<br>| 39600 | 90465 |
|  | Leader Harmonious <br> Drive Systems Co. <br> Ltd., Class A<br>| 1453 | 29566 |
|  | Lee's Pharmaceutical <br> Holdings Ltd.<br>| 56000 | 9603 |
| \*Ω | Legend Holdings <br> Corp., Class H<br>| 178600 | 177294 |
|  | Lens Technology Co. <br> Ltd., Class A<br>| 43500 | 125132 |
|  | Leo Group Co. Ltd., <br> Class A<br>| 58437 | 30005 |
|  | Lepu Medical <br> Technology Beijing <br> Co. Ltd., Class A<br>| 32400 | 50048 |
|  | LexinFintech Holdings <br> Ltd., ADR<br>| 27864 | 218732 |
|  | Leyard Optoelectronic <br> Co. Ltd., Class A<br>| 55500 | 47014 |
| #\* | Li Auto, Inc. (LI US), <br> ADR<br>| 29401 | 717090 |
|  | Li Ning Co. Ltd. | 1134000 | 2137973 |
|  | Lianhe Chemical <br> Technology Co. <br> Ltd., Class A<br>| 21900 | 19072 |
| \* | Liao Ning <br> Oxiranchem, Inc. <br> (300082 CH), <br> Class A<br>| 11800 | 9811 |
|  | Liaoning Cheng Da <br> Co. Ltd., Class A<br>| 19200 | 26422 |
|  | Liaoning Port Co. Ltd., <br> Class H<br>| 236000 | 20362 |
| \* | Lier Chemical Co. <br> Ltd., Class A<br>| 23400 | 32886 |
| \* | Lifetech Scientific <br> Corp.<br>| 678000 | 125793 |
|  | Linewell Software Co. <br> Ltd., Class A<br>| 19400 | 32821 |
|  | Lingbao Gold Group <br> Co. Ltd., Class H<br>| 142000 | 156801 |
|  | Lingyi iTech <br> Guangdong Co., <br> Class A<br>| 54700 | 60258 |
| Ω | Linklogis, Inc., <br> Class B<br>| 231000 | 34529 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| # | LK Technology <br> Holdings Ltd.<br>| 105999 | $38090 |
|  | Loncin Motor Co. Ltd., <br> Class A<br>| 35900 | 61580 |
| Ω | Longfor Group <br> Holdings Ltd.<br>| 453000 | 605920 |
|  | Longhua Technology <br> Group Luoyang Co. <br> Ltd., Class A<br>| 21000 | 19627 |
|  | Longshine Technology <br> Group Co. Ltd., <br> Class A<br>| 20000 | 38718 |
|  | Lonking Holdings Ltd. | 456000 | 114822 |
| \* | Lotus Holdings Co. <br> Ltd.<br>| 38100 | 34584 |
|  | Luenmei Quantum Co. <br> Ltd., Class A<br>| 46100 | 37258 |
| \* | Luoxin <br> Pharmaceuticals <br> Group Stock Co. <br> Ltd., Class A<br>| 17700 | 10691 |
|  | Luoyang Xinqianglian <br> Slewing Bearing <br> Co. Ltd., Class A<br>| 4200 | 16575 |
|  | Lushang Freda <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15200 | 15530 |
|  | Luxi Chemical Group <br> Co. Ltd., Class A<br>| 40200 | 59144 |
|  | Luxin Venture Capital <br> Group Co. Ltd., <br> Class A<br>| 11200 | 17741 |
|  | Luxshare Precision <br> Industry Co. Ltd., <br> Class A<br>| 52754 | 224551 |
|  | Luyang Energy-Saving <br> Materials Co. Ltd.<br>| 8200 | 13541 |
| #\*Ω | Luye Pharma Group <br> Ltd.<br>| 561500 | 145781 |
|  | Luzhou Laojiao Co. <br> Ltd., Class A<br>| 11809 | 201231 |
|  | Maccura <br> Biotechnology Co. <br> Ltd., Class A<br>| 19300 | 30236 |
|  | Mango Excellent <br> Media Co. Ltd., <br> Class A<br>| 29205 | 91468 |
| #\*Ω | Maoyan <br> Entertainment<br>| 155400 | 136546 |
|  | Maxscend <br> Microelectronics Co. <br> Ltd., Class A<br>| 2400 | 24803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Maxvision Technology <br> Corp., Class A<br>| 7700 | $29975 |
|  | Mayinglong <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 7100 | 25043 |
| Ω | Medlive Technology <br> Co. Ltd.<br>| 57000 | 88750 |
|  | Meilleure Health <br> International <br> Industry Group Ltd.<br>| 594000 | 22599 |
|  | Meinian Onehealth <br> Healthcare Holdings <br> Co. Ltd., Class A<br>| 92600 | 68017 |
| Ω | Meitu, Inc. | 772500 | 544931 |
| \*Ω | Meituan, Class B | 472510 | 7823555 |
|  | Metallurgical Corp. of <br> China Ltd., Class H<br>| 768000 | 145216 |
|  | M-Grass Ecology & <br> Environment Group <br> Co. Ltd., Class A<br>| 48300 | 27819 |
| \*Ω | Microport Cardioflow <br> Medtech Corp.<br>| 94000 | 10929 |
| # | MicroPort <br> NeuroScientific <br> Corp.<br>| 34397 | 46473 |
| #\* | Microport Scientific <br> Corp.<br>| 30200 | 27269 |
|  | Micro-Tech Nanjing <br> Co. Ltd., Class A<br>| 5563 | 45870 |
|  | Midea Group Co. Ltd., <br> Class A<br>| 31300 | 317338 |
| #Ω | Midea Real Estate <br> Holding Ltd.<br>| 124600 | 64663 |
|  | Milkyway Intelligent <br> Supply Chain <br> Service Group Co. <br> Ltd., Class A<br>| 2100 | 13969 |
|  | Ming Yang Smart <br> Energy Group Ltd., <br> Class A<br>| 32200 | 45281 |
|  | Ming Yuan Cloud <br> Group Holdings <br> Ltd.<br>| 238000 | 89039 |
|  | MINISO Group <br> Holding Ltd.<br>| 183600 | 825453 |
| \* | Minmetals <br> Development Co. <br> Ltd., Class A<br>| 10100 | 9965 |
| \* | Minmetals Land Ltd. | 296000 | 16011 |
| \* | Minth Group Ltd. | 130000 | 310520 |
|  | MLS Co. Ltd., <br> Class A<br>| 25996 | 28267 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | Mobvista, Inc. | 314000 | $223966 |
| \* | MOG Digitech <br> Holdings Ltd.<br>| 130000 | 5450 |
|  | Montage Technology <br> Co. Ltd., Class A<br>| 4975 | 52665 |
|  | Moon Environment <br> Technology Co. <br> Ltd., Class A<br>| 18000 | 28536 |
|  | Motic Xiamen Electric <br> Group Co. Ltd., <br> Class A<br>| 5500 | 11649 |
| \* | Nanfang Zhongjin <br> Environment Co. <br> Ltd., Class A<br>| 50400 | 24158 |
|  | Nanhua Futures Co. <br> Ltd., Class A<br>| 7600 | 12462 |
|  | NanJi E-Commerce <br> Co. Ltd., Class A<br>| 47354 | 28695 |
|  | Nanjing Hanrui Cobalt <br> Co. Ltd., Class A<br>| 10200 | 44504 |
|  | Nanjing King-Friend <br> Biochemical <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 18877 | 26446 |
|  | Nanjing <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 42600 | 30576 |
| \* | Nanjing Tanker Corp., <br> Class A<br>| 44500 | 16354 |
|  | Nanjing Xinjiekou <br> Department Store <br> Co. Ltd., Class A<br>| 13300 | 11633 |
|  | Nantong Jianghai <br> Capacitor Co. Ltd., <br> Class A<br>| 11400 | 28646 |
|  | Nantong Jiangshan <br> Agrochemical & <br> Chemical LLC, <br> Class A<br>| 13680 | 30953 |
|  | NARI Technology Co. <br> Ltd., Class A<br>| 85624 | 261248 |
|  | NAURA Technology <br> Group Co. Ltd., <br> Class A<br>| 2400 | 149249 |
| \* | NavInfo Co. Ltd., <br> Class A<br>| 20500 | 23515 |
| \* | Nayuki Holdings Ltd. | 128500 | 18597 |
|  | NBTM New Materials <br> Group Co. Ltd., <br> Class A<br>| 10600 | 29210 |
|  | NetDragon Websoft <br> Holdings Ltd.<br>| 110000 | 140380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \*Ω | NetEase Cloud Music, <br> Inc.<br>| 5850 | $136813 |
|  | NetEase, Inc. (9999 <br> HK)<br>| 170600 | 3667278 |
|  | NetEase, Inc. (NTES <br> US), ADR<br>| 27458 | 2939653 |
|  | Neusoft Corp., <br> Class A<br>| 18600 | 25794 |
|  | Neutech Group Ltd. | 49600 | 19755 |
|  | New China Life <br> Insurance Co. Ltd., <br> Class H<br>| 316600 | 1156195 |
|  | New Hope Dairy Co. <br> Ltd., Class A<br>| 11300 | 25915 |
|  | New Trend <br> International <br> Logis-Tech Co. Ltd., <br> Class A<br>| 12700 | 19486 |
|  | Neway Valve Suzhou <br> Co. Ltd., Class A<br>| 16700 | 61675 |
| \* | Newborn Town, Inc. | 182000 | 191520 |
|  | Newland Digital <br> Technology Co. <br> Ltd., Class A<br>| 34100 | 125744 |
|  | Nexteer Automotive <br> Group Ltd.<br>| 256000 | 171606 |
| \* | Ninestar Corp., <br> Class A<br>| 9600 | 29098 |
|  | Ningbo Boway Alloy <br> Material Co. Ltd., <br> Class A<br>| 7900 | 18929 |
|  | Ningbo Haitian <br> Precision Machinery <br> Co. Ltd., Class A<br>| 8400 | 22011 |
|  | Ningbo Huaxiang <br> Electronic Co. Ltd., <br> Class A<br>| 8076 | 18589 |
| \* | Ningbo Jifeng Auto <br> Parts Co. Ltd., <br> Class A<br>| 25400 | 43348 |
|  | Ningbo Joyson <br> Electronic Corp., <br> Class A<br>| 23700 | 53703 |
|  | Ningbo Orient Wires & <br> Cables Co. Ltd., <br> Class A<br>| 11400 | 79350 |
|  | Ningbo Peacebird <br> Fashion Co. Ltd., <br> Class A<br>| 10200 | 22285 |
|  | Ningbo Ronbay New <br> Energy Technology <br> Co. Ltd., Class A<br>| 11540 | 31863 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Ningbo Sanxing <br> Medical Electric Co. <br> Ltd., Class A<br>| 15400 | $54237 |
|  | Ningbo Shanshan Co. <br> Ltd., Class A<br>| 37500 | 36238 |
|  | Ningbo Sunrise Elc <br> Technology Co. <br> Ltd., Class A<br>| 7200 | 17188 |
|  | Ningbo Tuopu Group <br> Co. Ltd., Class A<br>| 7975 | 57667 |
|  | Ningbo Xusheng <br> Group Co. Ltd., <br> Class A<br>| 8624 | 15346 |
|  | Ningbo Yunsheng Co. <br> Ltd., Class A<br>| 10200 | 10485 |
|  | Ningbo Zhoushan Port <br> Co. Ltd., Class A<br>| 57100 | 27969 |
|  | Ningxia Orient <br> Tantalum Industry <br> Co. Ltd., Class A<br>| 13600 | 27862 |
| \* | Niu Technologies, <br> Sponsored ADR<br>| 18045 | 60631 |
|  | NKY Medical Holdings <br> Ltd., Class A<br>| 14346 | 29323 |
|  | Noah Holdings Ltd., <br> Sponsored ADR<br>| 13970 | 128384 |
| Ω | Nongfu Spring Co. <br> Ltd., Class H<br>| 138800 | 638090 |
|  | Norinco International <br> Cooperation Ltd., <br> Class A<br>| 41710 | 58870 |
|  | North China <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30700 | 25530 |
|  | North Copper Co. <br> Ltd., Class A<br>| 77000 | 95195 |
|  | North Electro-Optic <br> Co. Ltd., Class A<br>| 11100 | 20846 |
|  | North Huajin Chemical <br> Industries Co. Ltd., <br> Class A<br>| 46290 | 33675 |
|  | North Industries <br> Group Red Arrow <br> Co. Ltd., Class A<br>| 19400 | 45038 |
|  | Northeast <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 30800 | 21787 |
|  | Northeast Securities <br> Co. Ltd., Class A<br>| 48600 | 50686 |
|  | Northking Information <br> Technology Co. <br> Ltd., Class A<br>| 11956 | 30895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | NSFOCUS <br> Technologies Group <br> Co. Ltd., Class A<br>| 23600 | $22745 |
| \* | Nuode New Materials <br> Co. Ltd., Class A<br>| 37200 | 15659 |
|  | NYOCOR Co. Ltd., <br> Class A<br>| 26500 | 20071 |
| \* | Offcn Education <br> Technology Co. <br> Ltd., Class A<br>| 63200 | 26223 |
|  | Offshore Oil <br> Engineering Co. <br> Ltd., Class A<br>| 113459 | 82973 |
|  | Onewo, Inc., Class H | 88600 | 244494 |
|  | Oppein Home Group, <br> Inc., Class A<br>| 2900 | 26416 |
|  | Opple Lighting Co. <br> Ltd., Class A<br>| 18600 | 43236 |
|  | ORG Technology Co. <br> Ltd., Class A<br>| 78900 | 58052 |
|  | Orient International <br> Enterprise Ltd., <br> Class A<br>| 25700 | 26376 |
|  | Orient Overseas <br> International Ltd.<br>| 21000 | 293338 |
| Ω | Orient Securities Co. <br> Ltd., Class H<br>| 197600 | 116376 |
| \* | Oriental Energy Co. <br> Ltd., Class A<br>| 55000 | 61950 |
|  | Oriental Pearl Group <br> Co. Ltd., Class A<br>| 41900 | 42557 |
| \* | Ourpalm Co. Ltd., <br> Class A<br>| 42100 | 27914 |
|  | Ovctek China, Inc., <br> Class A<br>| 20760 | 42072 |
| \* | Pacific Securities Co. <br> Ltd., Class A<br>| 44800 | 22073 |
|  | Pacific Shuanglin <br> Bio-pharmacy Co. <br> Ltd., Class A<br>| 10300 | 31084 |
| \* | Pangang Group <br> Vanadium Titanium <br> & Resources Co. <br> Ltd., Class A<br>| 68600 | 24082 |
|  | PCI Technology Group <br> Co. Ltd., Class A<br>| 51800 | 36980 |
| \* | PDD Holdings, Inc., <br> ADR<br>| 75080 | 7926196 |
| #\*Ω | Peijia Medical Ltd. | 53000 | 36329 |
| \* | Peking University <br> Resources Holdings <br> Co. Ltd.<br>| 148500 | 2916 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Pengxin International <br> Mining Co. Ltd., <br> Class A<br>| 57000 | $37792 |
|  | People.cn Co. Ltd., <br> Class A<br>| 10300 | 28102 |
|  | People's Insurance <br> Co. Group of China <br> Ltd. , Class H<br>| 1426000 | 843930 |
|  | Perfect World Co. <br> Ltd., Class A<br>| 31100 | 58282 |
| Ω | Pharmaron Beijing Co. <br> Ltd., Class H<br>| 49050 | 85054 |
|  | PICC Property & <br> Casualty Co. Ltd., <br> Class H<br>| 1817000 | 3345895 |
|  | Ping An Bank Co. <br> Ltd., Class A<br>| 152600 | 229419 |
| Ω | Ping An Healthcare & <br> Technology Co. <br> Ltd.<br>| 506394 | 486787 |
|  | Ping An Insurance <br> Group Co. of China <br> Ltd., Class H<br>| 865500 | 5180045 |
|  | PNC Process <br> Systems Co. Ltd., <br> Class A<br>| 4900 | 17269 |
|  | POCO Holding Co. <br> Ltd., Class A<br>| 3920 | 21838 |
| \* | Polaris Bay Group Co. <br> Ltd., Class A<br>| 39000 | 34092 |
|  | Poly Developments & <br> Holdings Group Co. <br> Ltd., Class A<br>| 91700 | 105620 |
|  | Poly Property <br> Services Co. Ltd., <br> Class H<br>| 38200 | 151682 |
| Ω | Pop Mart International <br> Group Ltd.<br>| 164400 | 4100340 |
|  | Porton Pharma <br> Solutions Ltd., <br> Class A<br>| 9400 | 19482 |
| Ω | Postal Savings Bank <br> of China Co. Ltd., <br> Class H<br>| 1051000 | 646136 |
|  | Pou Sheng <br> International <br> Holdings Ltd.<br>| 548000 | 33566 |
|  | Power Construction <br> Corp. of China Ltd., <br> Class A<br>| 79899 | 51949 |
| \* | Powerwin Tech Group <br> Ltd.<br>| 32000 | 13139 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | PW Medtech Group <br> Ltd.<br>| 171000 | $22554 |
|  | Pylon Technologies <br> Co. Ltd., Class A<br>| 3442 | 19443 |
| \* | Q Technology Group <br> Co. Ltd.<br>| 109000 | 91425 |
| \* | Qi An Xin Technology <br> Group, Inc., <br> Class A<br>| 13655 | 58152 |
|  | Qianhe Condiment & <br> Food Co. Ltd., <br> Class A<br>| 25204 | 39073 |
|  | Qifu Technology, Inc., <br> ADR<br>| 58118 | 2384582 |
| \* | Qinchuan Machine <br> Tool & Tool Group <br> Share Co. Ltd., <br> Class A<br>| 18000 | 31636 |
|  | Qingdao East Steel <br> Tower Stock Co. <br> Ltd., Class A<br>| 34800 | 36425 |
|  | Qingdao Eastsoft <br> Communication <br> Technology Co. <br> Ltd., Class A<br>| 10300 | 23402 |
|  | Qingdao Gaoce <br> Technology Co. <br> Ltd., Class A<br>| 19089 | 22829 |
|  | Qingdao Gon <br> Technology Co. <br> Ltd., Class A<br>| 8200 | 28340 |
|  | Qingdao Haier <br> Biomedical Co. Ltd., <br> Class A<br>| 6061 | 26301 |
|  | Qingdao Hanhe Cable <br> Co. Ltd., Class A<br>| 63200 | 27777 |
|  | Qingdao Huicheng <br> Environmental <br> Technology Group <br> Co. Ltd., Class A<br>| 1900 | 35627 |
| #Ω | Qingdao Port <br> International Co. <br> Ltd., Class H<br>| 38000 | 27469 |
|  | Qingdao Rural <br> Commercial Bank <br> Corp., Class A<br>| 91100 | 39297 |
|  | Qingdao Sentury Tire <br> Co. Ltd., Class A<br>| 5460 | 13904 |
|  | Qingdao TGOOD <br> Electric Co. Ltd., <br> Class A<br>| 13000 | 41419 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Qinghai Salt Lake <br> Industry Co. Ltd., <br> Class A<br>| 40600 | $89293 |
| \* | QuantumCTek Co. <br> Ltd., Class A<br>| 861 | 28459 |
|  | Queclink Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 9500 | 15700 |
|  | Quectel Wireless <br> Solutions Co. Ltd., <br> Class A<br>| 6379 | 66139 |
| #\* | Radiance Holdings <br> Group Co. Ltd.<br>| 166000 | 64273 |
|  | Rainbow Digital <br> Commercial Co. <br> Ltd., Class A<br>| 13600 | 9998 |
|  | Raytron Technology <br> Co. Ltd., Class A<br>| 3725 | 28683 |
|  | Realcan <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 25300 | 10258 |
|  | Renhe Pharmacy Co. <br> Ltd., Class A<br>| 50100 | 37118 |
|  | Richinfo Technology <br> Co. Ltd., Class A<br>| 6100 | 21433 |
|  | Risen Energy Co. <br> Ltd., Class A<br>| 30000 | 36575 |
|  | Riyue Heavy Industry <br> Co. Ltd., Class A<br>| 27100 | 44439 |
|  | Rizhao Port Co. Ltd., <br> Class A<br>| 48300 | 19968 |
|  | RoboTechnik <br> Intelligent <br> Technology Co. <br> Ltd., Class A<br>| 1960 | 35374 |
|  | Rockchip Electronics <br> Co. Ltd., Class A<br>| 2100 | 49444 |
|  | Rongsheng <br> Petrochemical Co. <br> Ltd., Class A<br>| 33100 | 37955 |
| \* | Roshow Technology <br> Co. Ltd., Class A<br>| 26494 | 26048 |
|  | Runjian Co. Ltd., <br> Class A<br>| 4700 | 32429 |
| \* | Sai Micro Electronics, <br> Inc., Class A<br>| 10400 | 23368 |
|  | SAIC Motor Corp. <br> Ltd., Class A<br>| 46200 | 103456 |
|  | Sanan Optoelectronics <br> Co. Ltd., Class A<br>| 14800 | 25046 |
|  | Sangfor Technologies, <br> Inc., Class A<br>| 1600 | 21726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sanquan Food Co. <br> Ltd., Class A<br>| 18800 | $29838 |
|  | Sansure Biotech, Inc., <br> Class A<br>| 5033 | 13740 |
|  | Sany Heavy <br> Equipment <br> International <br> Holdings Co. Ltd.<br>| 368000 | 268346 |
|  | Sany Heavy Industry <br> Co. Ltd., Class A<br>| 42650 | 111115 |
|  | Satellite Chemical Co. <br> Ltd., Class A<br>| 39603 | 99008 |
|  | SDIC Capital Co. Ltd., <br> Class A<br>| 21700 | 20444 |
|  | Sealand Securities <br> Co. Ltd., Class A<br>| 99400 | 52151 |
| \* | Seazen Group Ltd. | 768285 | 193232 |
| \* | Seazen Holdings Co. <br> Ltd., Class A<br>| 34226 | 63861 |
|  | Seres Group Co. Ltd., <br> Class A<br>| 4000 | 71898 |
|  | SF Holding Co. Ltd., <br> Class A<br>| 38524 | 230809 |
|  | SG Micro Corp., <br> Class A<br>| 2660 | 37106 |
|  | Shaanxi Construction <br> Engineering Group <br> Corp. Ltd., Class A<br>| 106600 | 57514 |
| \* | Shaanxi Heimao <br> Coking Co. Ltd., <br> Class A<br>| 45000 | 17979 |
|  | ShaanXi Provincial <br> Natural Gas Co. <br> Ltd., Class A<br>| 21800 | 25575 |
|  | Shandong Bohui <br> Paper Industrial Co. <br> Ltd., Class A<br>| 37730 | 22356 |
|  | Shandong Buchang <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 23600 | 51268 |
|  | Shandong Denghai <br> Seeds Co. Ltd., <br> Class A<br>| 10100 | 14093 |
| #Ω | Shandong Gold <br> Mining Co. Ltd., <br> Class H<br>| 247750 | 729867 |
|  | Shandong Haihua Co. <br> Ltd., Class A<br>| 17900 | 13111 |
|  | Shandong Head <br> Group Co. Ltd., <br> Class A<br>| 11200 | 17345 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shandong Himile <br> Mechanical Science <br> & Technology Co. <br> Ltd., Class A<br>| 17100 | $133721 |
|  | Shandong Hi-speed <br> Co. Ltd., Class A<br>| 22800 | 33997 |
|  | Shandong Hi-Speed <br> Road & Bridge <br> Group Co. Ltd., <br> Class A<br>| 24900 | 19202 |
|  | Shandong Huatai <br> Paper Industry <br> Shareholding Co. <br> Ltd., Class A<br>| 16500 | 7751 |
|  | Shandong Humon <br> Smelting Co. Ltd., <br> Class A<br>| 32600 | 48648 |
|  | Shandong Jinjing <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 26700 | 16735 |
|  | Shandong Lukang <br> Pharma, Class A<br>| 22800 | 31087 |
|  | Shandong <br> Pharmaceutical <br> Glass Co. Ltd., <br> Class A<br>| 11600 | 35455 |
|  | Shandong Publishing <br> & Media Co. Ltd., <br> Class A<br>| 26800 | 36226 |
|  | Shandong Sun Paper <br> Industry JSC Ltd., <br> Class A<br>| 24500 | 47239 |
|  | Shandong Weifang <br> Rainbow Chemical <br> Co. Ltd., Class A<br>| 9700 | 70285 |
|  | Shandong Weigao <br> Group Medical <br> Polymer Co. Ltd., <br> Class H<br>| 696000 | 512299 |
|  | Shandong WIT Dyne <br> Health Co. Ltd., <br> Class A<br>| 4700 | 19781 |
| \* | Shanghai Aerospace <br> Automobile <br> Electromechanical <br> Co. Ltd., Class A<br>| 31600 | 27939 |
| \* | Shanghai Aiko Solar <br> Energy Co. Ltd., <br> Class A<br>| 11900 | 17224 |
|  | Shanghai AtHub Co. <br> Ltd., Class A<br>| 19328 | 87093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Bailian <br> Group Co. Ltd., <br> Class A<br>| 31200 | $41117 |
| \* | Shanghai Bairun <br> Investment Holding <br> Group Co. Ltd., <br> Class A<br>| 16704 | 60098 |
|  | Shanghai Baolong <br> Automotive Corp., <br> Class A<br>| 3300 | 17023 |
|  | Shanghai Baosight <br> Software Co. Ltd., <br> Class A<br>| 19494 | 72198 |
|  | Shanghai Baosteel <br> Packaging Co. Ltd., <br> Class A<br>| 28200 | 18425 |
|  | Shanghai Belling Co. <br> Ltd., Class A<br>| 4900 | 23684 |
|  | Shanghai BOCHU <br> Electronic <br> Technology Corp. <br> Ltd., Class A<br>| 200 | 5357 |
|  | Shanghai Chlor-Alkali <br> Chemical Co. Ltd., <br> Class A<br>| 14900 | 18480 |
|  | Shanghai Construction <br> Group Co. Ltd., <br> Class A<br>| 141200 | 46815 |
|  | Shanghai Daimay <br> Automotive Interior <br> Co. Ltd., Class A<br>| 16500 | 18188 |
|  | Shanghai Dazhong <br> Public Utilities <br> Group Co. Ltd., <br> Class H<br>| 73000 | 17415 |
| \* | Shanghai Electric <br> Group Co. Ltd., <br> Class H<br>| 534000 | 175469 |
| \* | Shanghai Feilo <br> Acoustics Co. Ltd., <br> Class A<br>| 51100 | 27910 |
|  | Shanghai Fosun <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 50000 | 89920 |
| # | Shanghai Fudan <br> Microelectronics <br> Group Co. Ltd., <br> Class H<br>| 63000 | 226714 |
|  | Shanghai Fullhan <br> Microelectronics Co. <br> Ltd., Class A<br>| 4000 | 26679 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Ganglian <br> E-Commerce <br> Holdings Co. Ltd., <br> Class A<br>| 10584 | $30450 |
|  | Shanghai Gentech <br> Co. Ltd., Class A<br>| 4383 | 22484 |
|  | Shanghai Hanbell <br> Precise Machinery <br> Co. Ltd., Class A<br>| 15900 | 36326 |
| #Ω | Shanghai Haohai <br> Biological <br> Technology Co. <br> Ltd., Class H<br>| 8820 | 27791 |
| \*Ω | Shanghai Henlius <br> Biotech, Inc., <br> Class H<br>| 11100 | 55515 |
|  | Shanghai Huace <br> Navigation <br> Technology Ltd., <br> Class A<br>| 5300 | 31046 |
|  | Shanghai Huayi <br> Group Co. Ltd., <br> Class A<br>| 49600 | 46466 |
|  | Shanghai Industrial <br> Urban Development <br> Group Ltd.<br>| 504600 | 18896 |
|  | Shanghai INT Medical <br> Instruments Co. <br> Ltd.<br>| 6400 | 21872 |
|  | Shanghai International <br> Airport Co. Ltd., <br> Class A<br>| 4600 | 20313 |
|  | Shanghai Jahwa <br> United Co. Ltd., <br> Class A<br>| 9800 | 31582 |
|  | Shanghai Jinjiang <br> International Hotels <br> Co. Ltd., Class A<br>| 5600 | 18519 |
|  | Shanghai Jinqiao <br> Export Processing <br> Zone Development <br> Co. Ltd., Class A<br>| 24600 | 35433 |
|  | Shanghai Kaibao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 30000 | 24309 |
|  | Shanghai Liangxin <br> Electrical Co. Ltd., <br> Class A<br>| 36100 | 41517 |
|  | Shanghai Lingang <br> Holdings Corp. Ltd., <br> Class A<br>| 21840 | 27340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai M&G <br> Stationery, Inc., <br> Class A<br>| 14300 | $57860 |
|  | Shanghai Mechanical <br> & Electrical Industry <br> Co. Ltd., Class A<br>| 21300 | 65120 |
| \* | Shanghai Medicilon, <br> Inc., Class A<br>| 2965 | 12272 |
|  | Shanghai MicroPort <br> Endovascular <br> MedTech Group Co. <br> Ltd., Class A<br>| 1174 | 13670 |
|  | Shanghai Moons' <br> Electric Co. Ltd., <br> Class A<br>| 1300 | 11782 |
| # | Shanghai <br> Pharmaceuticals <br> Holding Co. Ltd., <br> Class H<br>| 230100 | 314667 |
|  | Shanghai Pret <br> Composites Co. <br> Ltd., Class A<br>| 17300 | 24671 |
|  | Shanghai Pudong <br> Construction Co. <br> Ltd., Class A<br>| 22700 | 19870 |
|  | Shanghai Pudong <br> Development Bank <br> Co. Ltd., Class A<br>| 254500 | 383919 |
|  | Shanghai Putailai New <br> Energy Technology <br> Co. Ltd., Class A<br>| 24776 | 57349 |
|  | Shanghai QiFan <br> Cable Co. Ltd., <br> Class A<br>| 9000 | 18150 |
|  | Shanghai RAAS Blood <br> Products Co. Ltd., <br> Class A<br>| 72100 | 66676 |
|  | Shanghai Runda <br> Medical Technology <br> Co. Ltd., Class A<br>| 17200 | 42749 |
|  | Shanghai Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 60700 | 70227 |
| \* | Shanghai Shibei <br> Hi-Tech Co. Ltd., <br> Class A<br>| 39100 | 23623 |
|  | Shanghai Shyndec <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 28500 | 40164 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Sinyang <br> Semiconductor <br> Materials Co. Ltd., <br> Class A<br>| 7600 | $39348 |
|  | Shanghai Stonehill <br> Technology Co. <br> Ltd., Class A<br>| 109100 | 78047 |
|  | Shanghai Tongji <br> Science & <br> Technology <br> Industrial Co. Ltd., <br> Class A<br>| 17300 | 22551 |
|  | Shanghai Tunnel <br> Engineering Co. <br> Ltd., Class A<br>| 46400 | 38002 |
|  | Shanghai Waigaoqiao <br> Free Trade Zone <br> Group Co. Ltd., <br> Class A<br>| 29509 | 45619 |
|  | Shanghai Wanye <br> Enterprises Co. <br> Ltd., Class A<br>| 18100 | 35961 |
|  | Shanghai Yaoji <br> Technology Co. <br> Ltd., Class A<br>| 14300 | 53364 |
|  | Shanghai Yuyuan <br> Tourist Mart Group <br> Co. Ltd., Class A<br>| 36300 | 28082 |
|  | Shanghai Zhangjiang <br> High-Tech Park <br> Development Co. <br> Ltd., Class A<br>| 10400 | 37475 |
|  | Shanghai Zhenhua <br> Heavy Industries <br> Co. Ltd., Class A<br>| 39500 | 23182 |
| \* | Shanghai Zhonggu <br> Logistics Co. Ltd., <br> Class A<br>| 18600 | 27546 |
|  | Shanghai Zijiang <br> Enterprise Group <br> Co. Ltd., Class A<br>| 33900 | 29291 |
|  | Shanjin International <br> Gold Co. Ltd., <br> Class A<br>| 43100 | 121162 |
|  | Shannon <br> Semiconductor <br> Technology Co. <br> Ltd., Class A<br>| 10200 | 43219 |
|  | Shantui Construction <br> Machinery Co. Ltd., <br> Class A<br>| 34500 | 41441 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanxi Guoxin Energy <br> Corp. Ltd., Class A<br>| 52500 | $18311 |
|  | Shanxi Hi-speed <br> Group Co. Ltd., <br> Class A<br>| 36800 | 25335 |
|  | Shanxi Securities Co. <br> Ltd., Class A<br>| 47230 | 36737 |
| \* | Shanxi Taigang <br> Stainless Steel Co. <br> Ltd., Class A<br>| 59400 | 28855 |
|  | Shanxi Xinghuacun <br> Fen Wine Factory <br> Co. Ltd., Class A<br>| 9440 | 265331 |
| \* | Shanxi Zhendong <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 31000 | 16294 |
|  | Sharetronic Data <br> Technology Co. <br> Ltd., Class A<br>| 2800 | 40767 |
|  | Shede Spirits Co. Ltd., <br> Class A<br>| 5100 | 39847 |
|  | Shengda Resources <br> Co. Ltd., Class A<br>| 21100 | 39409 |
|  | Shenghe Resources <br> Holding Co. Ltd., <br> Class A<br>| 41500 | 60489 |
| \*Ω | Shengjing Bank Co. <br> Ltd., Class H<br>| 59000 | 6950 |
|  | Shengyi Technology <br> Co. Ltd., Class A<br>| 12700 | 42617 |
|  | Shenma Industry Co. <br> Ltd., Class A<br>| 17300 | 19138 |
|  | Shennan Circuits Co. <br> Ltd., Class A<br>| 5900 | 89014 |
| Ω | Shenwan Hongyuan <br> Group Co. Ltd., <br> Class H<br>| 515200 | 136463 |
| \* | Shenyang Jinbei <br> Automotive Co. <br> Ltd., Class A<br>| 32300 | 23883 |
|  | Shenyang Xingqi <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 3740 | 41390 |
|  | Shenzhen Agricultural <br> Power Group Co. <br> Ltd., Class A<br>| 23800 | 20782 |
|  | Shenzhen Airport Co. <br> Ltd., Class A<br>| 45500 | 42431 |
|  | Shenzhen Aisidi Co. <br> Ltd., Class A<br>| 32000 | 51218 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Batian <br> Ecotypic <br> Engineering Co. <br> Ltd., Class A<br>| 14600 | $19480 |
|  | Shenzhen BSC <br> Technology Co. <br> Ltd., Class A<br>| 5600 | 21596 |
|  | Shenzhen Capchem <br> Technology Co. <br> Ltd., Class A<br>| 14780 | 64669 |
|  | Shenzhen Center <br> Power Tech Co. <br> Ltd., Class A<br>| 12100 | 23872 |
|  | Shenzhen Cereals <br> Holdings Co. Ltd., <br> Class A<br>| 18500 | 17124 |
|  | Shenzhen Changhong <br> Technology Co. <br> Ltd., Class A<br>| 10700 | 18729 |
|  | Shenzhen Click <br> Technology Co. <br> Ltd., Class A<br>| 9300 | 15645 |
|  | Shenzhen Colibri <br> Technologies Co. <br> Ltd., Class A<br>| 10900 | 22736 |
|  | Shenzhen Comix <br> Group Co. Ltd., <br> Class A<br>| 13700 | 13028 |
|  | Shenzhen Das <br> Intellitech Co. Ltd., <br> Class A<br>| 35800 | 15662 |
|  | Shenzhen Desay <br> Battery Technology <br> Co., Class A<br>| 6754 | 19687 |
| \* | Shenzhen Dynanonic <br> Co. Ltd., Class A<br>| 7752 | 29855 |
|  | Shenzhen Envicool <br> Technology Co. <br> Ltd., Class A<br>| 6240 | 27348 |
| \* | Shenzhen Everwin <br> Precision <br> Technology Co. <br> Ltd., Class A<br>| 31380 | 93272 |
|  | Shenzhen <br> Expressway Corp. <br> Ltd., Class H<br>| 158000 | 134306 |
|  | Shenzhen Fastprint <br> Circuit Tech Co. <br> Ltd., Class A<br>| 26000 | 44841 |
| \* | Shenzhen Fenda <br> Technology Co. <br> Ltd., Class A<br>| 39700 | 39115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Fortune <br> Trend Technology <br> Co. Ltd., Class A<br>| 657 | $12286 |
|  | Shenzhen FRD <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 11300 | 30451 |
|  | Shenzhen Fuanna <br> Bedding & <br> Furnishing Co. Ltd., <br> Class A<br>| 27100 | 29016 |
|  | Shenzhen Gas Corp. <br> Ltd., Class A<br>| 37900 | 33295 |
|  | Shenzhen Gongjin <br> Electronics Co. Ltd., <br> Class A<br>| 11100 | 13963 |
|  | Shenzhen Goodix <br> Technology Co. <br> Ltd., Class A<br>| 2000 | 19337 |
|  | Shenzhen H&T <br> Intelligent Control <br> Co. Ltd., Class A<br>| 15200 | 41079 |
| \*Ω | Shenzhen Hepalink <br> Pharmaceutical <br> Group Co. Ltd., <br> Class H<br>| 41500 | 23782 |
|  | Shenzhen Honor <br> Electronic Co. Ltd., <br> Class A<br>| 1500 | 22559 |
|  | Shenzhen Huaqiang <br> Industry Co. Ltd., <br> Class A<br>| 17300 | 60965 |
|  | Shenzhen Inovance <br> Technology Co. <br> Ltd., Class A<br>| 12050 | 118611 |
|  | Shenzhen <br> International <br> Holdings Ltd.<br>| 426351 | 436172 |
|  | Shenzhen Invt Electric <br> Co. Ltd., Class A<br>| 14100 | 14956 |
|  | Shenzhen Jieshun <br> Science & <br> Technology Industry <br> Co. Ltd., Class A<br>| 9900 | 14086 |
|  | Shenzhen Jufei <br> Optoelectronics Co. <br> Ltd., Class A<br>| 33600 | 27214 |
|  | Shenzhen Kaifa <br> Technology Co. <br> Ltd., Class A<br>| 21100 | 52100 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Kangtai <br> Biological Products <br> Co. Ltd., Class A<br>| 8669 | $16264 |
|  | Shenzhen Kedali <br> Industry Co. Ltd., <br> Class A<br>| 6300 | 114243 |
|  | Shenzhen Kingdom <br> Sci-Tech Co. Ltd., <br> Class A<br>| 13300 | 27028 |
|  | Shenzhen Kinwong <br> Electronic Co. Ltd., <br> Class A<br>| 9600 | 36925 |
|  | Shenzhen Kstar <br> Science & <br> Technology Co. <br> Ltd., Class A<br>| 13200 | 40964 |
|  | Shenzhen Laibao <br> Hi-tech Co. Ltd., <br> Class A<br>| 20100 | 26208 |
|  | Shenzhen Leaguer <br> Co. Ltd., Class A<br>| 35800 | 40575 |
|  | Shenzhen Lifotronic <br> Technology Co. <br> Ltd., Class A<br>| 8011 | 14228 |
|  | Shenzhen Megmeet <br> Electrical Co. Ltd., <br> Class A<br>| 10400 | 62165 |
|  | Shenzhen Microgate <br> Technology Co. <br> Ltd., Class A<br>| 14300 | 20160 |
|  | Shenzhen Mindray <br> Bio-Medical <br> Electronics Co. Ltd., <br> Class A<br>| 12200 | 368976 |
|  | Shenzhen MTC Co. <br> Ltd., Class A<br>| 40800 | 24228 |
| \* | Shenzhen Neptunus <br> Bioengineering Co. <br> Ltd., Class A<br>| 87100 | 27175 |
|  | Shenzhen New <br> Industries <br> Biomedical <br> Engineering Co. <br> Ltd., Class A<br>| 9400 | 67809 |
| \* | Shenzhen New <br> Nanshan Holding <br> Group Co. Ltd., <br> Class A<br>| 60900 | 21550 |
|  | Shenzhen Noposin <br> Crop Science Co. <br> Ltd., Class A<br>| 18400 | 23924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Shenzhen Overseas <br> Chinese Town Co. <br> Ltd., Class A<br>| 61900 | $20143 |
|  | Shenzhen Qingyi <br> Photomask Ltd., <br> Class A<br>| 4798 | 18138 |
|  | Shenzhen Salubris <br> Pharmaceuticals <br> Co. Ltd., Class A<br>| 8100 | 45615 |
|  | Shenzhen SC New <br> Energy Technology <br> Corp., Class A<br>| 5245 | 39702 |
|  | Shenzhen SED <br> Industry Co. Ltd., <br> Class A<br>| 17800 | 55344 |
|  | Shenzhen SEG Co. <br> Ltd., Class A<br>| 18200 | 20492 |
|  | Shenzhen Senior <br> Technology Material <br> Co. Ltd., Class A<br>| 29593 | 37050 |
|  | Shenzhen Sinexcel <br> Electric Co. Ltd., <br> Class A<br>| 2800 | 11460 |
|  | Shenzhen Sunlord <br> Electronics Co. Ltd., <br> Class A<br>| 10900 | 41844 |
|  | Shenzhen Sunnypol <br> Optoelectronics Co. <br> Ltd., Class A<br>| 3800 | 12991 |
|  | Shenzhen Suntak <br> Circuit Technology <br> Co. Ltd., Class A<br>| 22200 | 30844 |
|  | Shenzhen Sunway <br> Communication Co. <br> Ltd., Class A<br>| 13100 | 36021 |
|  | Shenzhen Tagen <br> Group Co. Ltd., <br> Class A<br>| 33700 | 16511 |
|  | Shenzhen Topband <br> Co. Ltd., Class A<br>| 25000 | 48205 |
|  | Shenzhen Topway <br> Video <br> Communication Co. <br> Ltd., Class A<br>| 17300 | 19122 |
|  | Shenzhen Transsion <br> Holdings Co. Ltd., <br> Class A<br>| 18544 | 191683 |
|  | Shenzhen Weiguang <br> Biological Products <br> Co. Ltd., Class A<br>| 5200 | 19954 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Woer <br> Heat-Shrinkable <br> Material Co. Ltd., <br> Class A<br>| 28300 | $71689 |
|  | Shenzhen Yan Tian <br> Port Holding Co. <br> Ltd., Class A<br>| 25000 | 15594 |
|  | Shenzhen Yinghe <br> Technology Co. <br> Ltd., Class A<br>| 18600 | 42256 |
| \* | Shenzhen Yitoa <br> Intelligent Control <br> Co. Ltd., Class A<br>| 17400 | 16615 |
|  | Shenzhen Ysstech <br> Info-tech Co. Ltd., <br> Class A<br>| 6800 | 19622 |
|  | Shenzhen YUTO <br> Packaging <br> Technology Co. <br> Ltd., Class A<br>| 21000 | 59927 |
|  | Shenzhen Zhongjin <br> Lingnan Nonfemet <br> Co. Ltd., Class A<br>| 79100 | 48612 |
| \* | Shijiazhuang <br> Changshan BeiMing <br> Technology Co. <br> Ltd., Class A<br>| 22200 | 68884 |
|  | Shijiazhuang Yiling <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20057 | 37955 |
|  | Shinva Medical <br> Instrument Co. Ltd., <br> Class A<br>| 11960 | 24223 |
| # | Shiyue Daotian Group <br> Co. Ltd.<br>| 30000 | 23373 |
| †† | Shouhang High-Tech <br> Energy Co. Ltd., <br> Class A<br>| 53900 | 520 |
|  | Shuangliang <br> Eco-Energy <br> Systems Co. Ltd., <br> Class A<br>| 39000 | 23563 |
|  | Shui On Land Ltd. | 940500 | 79942 |
| \* | Siasun Robot & <br> Automation Co. <br> Ltd., Class A<br>| 14500 | 33346 |
|  | Sichuan Chuantou <br> Energy Co. Ltd., <br> Class A<br>| 47100 | 110149 |
|  | Sichuan Development <br> Lomon Co. Ltd., <br> Class A<br>| 39300 | 59663 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sichuan EM <br> Technology Co. <br> Ltd., Class A<br>| 19100 | $23684 |
|  | Sichuan Expressway <br> Co. Ltd., Class H<br>| 234000 | 130483 |
|  | Sichuan Haite <br> High-tech Co. Ltd., <br> Class A<br>| 14200 | 18058 |
|  | Sichuan Hebang <br> Biotechnology Co. <br> Ltd., Class A<br>| 126600 | 29473 |
|  | Sichuan Injet Electric <br> Co. Ltd., Class A<br>| 1800 | 9911 |
|  | Sichuan Jiuyuan <br> Yinhai Software Co. <br> Ltd., Class A<br>| 8320 | 20317 |
|  | Sichuan Jiuzhou <br> Electric Co. Ltd., <br> Class A<br>| 16600 | 34691 |
| \* | Sichuan Lutianhua <br> Co. Ltd., Class A<br>| 38500 | 25625 |
|  | Sichuan New Energy <br> Power Co. Ltd., <br> Class A<br>| 30700 | 43209 |
|  | Sichuan Road & <br> Bridge Group Co. <br> Ltd., Class A<br>| 77080 | 92191 |
|  | Sichuan Swellfun Co. <br> Ltd., Class A<br>| 5600 | 35119 |
|  | Sichuan Teway Food <br> Group Co. Ltd., <br> Class A<br>| 14300 | 22091 |
|  | Sichuan Yahua <br> Industrial Group Co. <br> Ltd., Class A<br>| 24500 | 37737 |
|  | Sieyuan Electric Co. <br> Ltd., Class A<br>| 11400 | 113082 |
| \* | SIM Technology <br> Group Ltd.<br>| 262000 | 11510 |
|  | Sineng Electric Co. <br> Ltd., Class A<br>| 5700 | 21916 |
|  | Sino <br> Biopharmaceutical <br> Ltd.<br>| 2419000 | 1214820 |
|  | Sinocare, Inc., <br> Class A<br>| 9700 | 27582 |
| \* | Sinochem <br> International Corp., <br> Class A<br>| 21000 | 10359 |
|  | Sinofert Holdings Ltd. | 694000 | 104783 |
|  | Sinolink Securities Co. <br> Ltd., Class A<br>| 30800 | 34467 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Sinolink Worldwide <br> Holdings Ltd.<br>| 604800 | $13606 |
|  | Sinoma International <br> Engineering Co., <br> Class A<br>| 67300 | 84952 |
|  | Sinoma Science & <br> Technology Co. <br> Ltd., Class A<br>| 21700 | 41047 |
|  | Sinomach Automobile <br> Co. Ltd., Class A<br>| 45500 | 39667 |
|  | Sinomach Precision <br> Industry Group Co. <br> Ltd., Class A<br>| 16800 | 35521 |
|  | Sinomine Resource <br> Group Co. Ltd., <br> Class A<br>| 7952 | 31860 |
|  | Sinopec Engineering <br> Group Co. Ltd., <br> Class H<br>| 534500 | 380332 |
|  | Sinopec Kantons <br> Holdings Ltd.<br>| 336000 | 189193 |
| \* | Sinopec Oilfield <br> Equipment Corp., <br> Class A<br>| 25900 | 21295 |
| \* | Sinopec Oilfield <br> Service Corp., <br> Class H<br>| 906000 | 68868 |
| \* | Sinopec Shanghai <br> Petrochemical Co. <br> Ltd., Class H<br>| 402000 | 59542 |
|  | Sinopep-Allsino Bio <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2319 | 16942 |
|  | Sinopharm Group Co. <br> Ltd., Class H<br>| 641600 | 1512089 |
|  | Sino-Platinum Metals <br> Co. Ltd., Class A<br>| 10478 | 19027 |
|  | Sinoseal Holding Co. <br> Ltd., Class A<br>| 3600 | 17886 |
|  | Sinosoft Co. Ltd., <br> Class A<br>| 19880 | 52283 |
|  | Sinosteel Engineering <br> & Technology Co. <br> Ltd., Class A<br>| 43400 | 38535 |
|  | Sinosteel New <br> Materials Co. Ltd., <br> Class A<br>| 20800 | 22372 |
|  | Sinotrans Ltd., <br> Class H<br>| 879000 | 382015 |
|  | Sinotruk Jinan Truck <br> Co. Ltd., Class A<br>| 18000 | 42108 |
|  | Skshu Paint Co. Ltd., <br> Class A<br>| 5056 | 33712 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Skyworth Digital Co. <br> Ltd., Class A<br>| 29900 | $46156 |
| # | Skyworth Group Ltd. | 375694 | 144193 |
|  | Songcheng <br> Performance <br> Development Co. <br> Ltd., Class A<br>| 14900 | 19177 |
|  | Sonoscape Medical <br> Corp., Class A<br>| 8300 | 35463 |
|  | SooChow Securities <br> Co. Ltd., Class A<br>| 35340 | 38038 |
|  | Southern Publishing & <br> Media Co. Ltd., <br> Class A<br>| 11900 | 27038 |
|  | Southwest Securities <br> Co. Ltd., Class A<br>| 97700 | 55402 |
|  | SSY Group Ltd. | 422000 | 160144 |
|  | Stanley Agricultural <br> Group Co. Ltd., <br> Class A<br>| 22600 | 26104 |
|  | Star Lake Bioscience <br> Co., Inc. Zhaoqing <br> Guangdong, <br> Class A<br>| 27700 | 28834 |
|  | StarPower <br> Semiconductor Ltd., <br> Class A<br>| 2660 | 30199 |
|  | State Grid Information <br> & Communication <br> Co. Ltd., Class A<br>| 17400 | 43354 |
|  | STO Express Co. Ltd., <br> Class A<br>| 35000 | 51504 |
|  | Sufa Technology <br> Industry Co. Ltd. <br> CNNC, Class A<br>| 11400 | 26430 |
|  | Sumavision <br> Technologies Co. <br> Ltd., Class A<br>| 21300 | 15445 |
|  | Sumec Corp. Ltd., <br> Class A<br>| 48500 | 63185 |
| \* | Sun Create <br> Electronics Co. Ltd., <br> Class A<br>| 2704 | 6968 |
| \* | Sun King Technology <br> Group Ltd.<br>| 240000 | 34335 |
|  | Sunflower <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 14494 | 31323 |
|  | Sungrow Power <br> Supply Co. Ltd., <br> Class A<br>| 24640 | 205718 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Suning Universal Co. <br> Ltd., Class A<br>| 52000 | $15468 |
|  | Sunny Optical <br> Technology Group <br> Co. Ltd.<br>| 96200 | 809451 |
|  | Sunresin New <br> Materials Co. Ltd., <br> Class A<br>| 7875 | 47169 |
|  | Sunrise Group Co. <br> Ltd., Class A<br>| 26000 | 19351 |
|  | Sunward Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 21300 | 20517 |
|  | Sunwoda Electronic <br> Co. Ltd., Class A<br>| 13100 | 34260 |
|  | Suofeiya Home <br> Collection Co. Ltd., <br> Class A<br>| 12600 | 26425 |
|  | SUPCON Technology <br> Co. Ltd., Class A<br>| 3434 | 22327 |
|  | Suzhou Anjie <br> Technology Co. <br> Ltd., Class A<br>| 15000 | 26582 |
|  | Suzhou Dongshan <br> Precision <br> Manufacturing Co. <br> Ltd., Class A<br>| 37000 | 131669 |
|  | Suzhou Gold Mantis <br> Construction <br> Decoration Co. Ltd., <br> Class A<br>| 71600 | 34198 |
|  | Suzhou Good-Ark <br> Electronics Co. Ltd., <br> Class A<br>| 10100 | 12726 |
|  | Suzhou Maxwell <br> Technologies Co. <br> Ltd., Class A<br>| 896 | 8592 |
| \* | Suzhou Secote <br> Precision Electronic <br> Co. Ltd., Class A<br>| 3500 | 20857 |
|  | Suzhou Sushi Testing <br> Group Co. Ltd., <br> Class A<br>| 10600 | 22892 |
|  | Suzhou TFC Optical <br> Communication Co. <br> Ltd., Class A<br>| 6249 | 60036 |
| # | SY Holdings Group <br> Ltd.<br>| 86000 | 143756 |
|  | Symphony Holdings <br> Ltd.<br>| 330000 | 34806 |
|  | SYoung Group Co. <br> Ltd., Class A<br>| 10900 | 18990 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Taiji Computer Corp. <br> Ltd., Class A<br>| 10439 | $34648 |
| \* | Taiyuan Heavy <br> Industry Co. Ltd., <br> Class A<br>| 58500 | 18939 |
|  | TangShan Port Group <br> Co. Ltd., Class A<br>| 54500 | 30109 |
|  | Tangshan Sanyou <br> Chemical Industries <br> Co. Ltd., Class A<br>| 63350 | 42376 |
|  | Tansun Technology <br> Co. Ltd., Class A<br>| 12000 | 25027 |
|  | Tasly Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 15400 | 32277 |
|  | TCL Electronics <br> Holdings Ltd.<br>| 308000 | 389065 |
|  | TDG Holdings Co. <br> Ltd., Class A<br>| 24800 | 22223 |
|  | Telling <br> Telecommunication <br> Holding Co. Ltd., <br> Class A<br>| 25400 | 33917 |
|  | Ten Pao Group <br> Holdings Ltd.<br>| 140000 | 29128 |
|  | Tencent Holdings Ltd. | 672000 | 41160633 |
|  | Tencent Music <br> Entertainment <br> Group, ADR<br>| 114507 | 1536684 |
| # | Tenfu Cayman <br> Holdings Co. Ltd.<br>| 46000 | 19885 |
|  | Three Squirrels, Inc., <br> Class A<br>| 7900 | 29084 |
|  | Three's Co. Media <br> Group Co. Ltd., <br> Class A<br>| 6216 | 23714 |
|  | Thunder Software <br> Technology Co. <br> Ltd., Class A<br>| 6000 | 46177 |
|  | Tian Lun Gas <br> Holdings Ltd.<br>| 55500 | 18739 |
|  | Tiande Chemical <br> Holdings Ltd.<br>| 244000 | 33839 |
| # | Tiangong International <br> Co. Ltd.<br>| 216000 | 58685 |
|  | Tianjin 712 <br> Communication & <br> Broadcasting Co. <br> Ltd., Class A<br>| 16400 | 41629 |
|  | Tianjin Chase Sun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 44000 | 20507 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tianjin Port Co. Ltd., <br> Class A<br>| 70200 | $42755 |
|  | Tianjin Port <br> Development <br> Holdings Ltd.<br>| 304000 | 23867 |
|  | Tianjin Ringpu <br> Bio-Technology Co. <br> Ltd., Class A<br>| 8200 | 23046 |
|  | Tianjin Teda Co. Ltd., <br> Class A<br>| 32700 | 16613 |
| \* | Tianma <br> Microelectronics Co. <br> Ltd., Class A<br>| 32300 | 35488 |
| # | Tianneng Power <br> International Ltd.<br>| 184000 | 153171 |
|  | Tianqi Lithium Corp., <br> Class H<br>| 45600 | 135553 |
|  | Tianrun Industry <br> Technology Co. <br> Ltd., Class A<br>| 36500 | 31041 |
|  | Tianshui Huatian <br> Technology Co. <br> Ltd., Class A<br>| 36200 | 46241 |
|  | Tibet Mineral <br> Development Co. <br> Ltd., Class A<br>| 7900 | 20165 |
|  | Tibet Rhodiola <br> Pharmaceutical <br> Holding Co., <br> Class A<br>| 9480 | 46337 |
|  | Time Interconnect <br> Technology Ltd.<br>| 88000 | 46192 |
|  | Tingyi Cayman <br> Islands Holding <br> Corp.<br>| 398000 | 718920 |
|  | Titan Wind Energy <br> Suzhou Co. Ltd., <br> Class A<br>| 36100 | 31968 |
|  | TK Group Holdings <br> Ltd.<br>| 30000 | 7331 |
|  | Tofflon Science & <br> Technology Group <br> Co. Ltd., Class A<br>| 16700 | 27049 |
|  | Toly Bread Co. Ltd., <br> Class A<br>| 55029 | 41152 |
|  | Tomson Group Ltd. | 210981 | 73005 |
|  | Tongcheng Travel <br> Holdings Ltd.<br>| 354400 | 929597 |
|  | Tongdao Liepin <br> Group<br>| 70200 | 32878 |
|  | TongFu <br> Microelectronics Co. <br> Ltd., Class A<br>| 9700 | 34215 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| \* | Tongguan Gold Group <br> Ltd.<br>| 196000 | $30039 |
|  | Tonghua Dongbao <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19900 | 19812 |
| \* | Tonghua <br> Golden-Horse <br> Pharmaceutical <br> Industry Co. Ltd., <br> Class A<br>| 11000 | 26490 |
|  | Tongkun Group Co. <br> Ltd., Class A<br>| 31900 | 47798 |
|  | Tongling Jingda <br> Special Magnet <br> Wire Co. Ltd., <br> Class A<br>| 43100 | 39830 |
|  | Tongling Nonferrous <br> Metals Group Co. <br> Ltd., Class A<br>| 149100 | 64935 |
|  | Tongyu Heavy <br> Industry Co. Ltd., <br> Class A<br>| 50700 | 17033 |
|  | Topchoice Medical <br> Corp., Class A<br>| 7089 | 39233 |
|  | Topsec Technologies <br> Group, Inc., <br> Class A<br>| 38100 | 37931 |
| Ω | Topsports International <br> Holdings Ltd.<br>| 1050000 | 417435 |
|  | Toread Holdings <br> Group Co. Ltd., <br> Class A<br>| 26900 | 37789 |
|  | Towngas Smart <br> Energy Co. Ltd.<br>| 291551 | 131374 |
| \* | TPV Technology Co. <br> Ltd., Class A<br>| 142500 | 45313 |
|  | Transfar Zhilian Co. <br> Ltd., Class A<br>| 79500 | 57472 |
|  | TravelSky Technology <br> Ltd., Class H<br>| 97000 | 135030 |
|  | Triangle Tyre Co. Ltd., <br> Class A<br>| 10100 | 18836 |
| \* | Trigiant Group Ltd. | 272000 | 10559 |
|  | Trina Solar Co. Ltd., <br> Class A<br>| 13079 | 23607 |
|  | Trip.com Group Ltd. <br> (9961 HK)<br>| 30400 | 1831320 |
|  | Trip.com Group Ltd. <br> (TCOM US), ADR<br>| 38258 | 2256839 |
| #\* | Triumph New Energy <br> Co. Ltd., Class H<br>| 48000 | 21251 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Triumph Science & <br> Technology Co. <br> Ltd., Class A<br>| 7400 | $10899 |
|  | TRS Information <br> Technology Corp. <br> Ltd., Class A<br>| 10300 | 26131 |
|  | Truking Technology <br> Ltd., Class A<br>| 10500 | 10805 |
|  | Truly International <br> Holdings Ltd.<br>| 98000 | 12031 |
|  | Tsingtao Brewery Co. <br> Ltd., Class H<br>| 144000 | 1017572 |
|  | TSP Wind Power <br> Group Co. Ltd.<br>| 28400 | 24842 |
|  | Tuniu Corp., <br> Sponsored ADR<br>| 11396 | 10431 |
|  | Unigroup Guoxin <br> Microelectronics Co. <br> Ltd., Class A<br>| 3319 | 29291 |
|  | Unilumin Group Co. <br> Ltd., Class A<br>| 43100 | 41216 |
|  | Uni-President China <br> Holdings Ltd.<br>| 221000 | 265152 |
|  | Unisplendour Corp. <br> Ltd., Class A<br>| 37180 | 129114 |
|  | Universal Scientific <br> Industrial Shanghai <br> Co. Ltd., Class A<br>| 22300 | 42589 |
|  | Valiant Co. Ltd., <br> Class A<br>| 29200 | 43890 |
|  | Vats Liquor Chain <br> Store Management <br> JSC Ltd. (300755 <br> C2), Class A<br>| 4200 | 10122 |
|  | Vatti Corp. Ltd., <br> Class A<br>| 13500 | 12031 |
| \* | Vcanbio Cell & Gene <br> Engineering Corp. <br> Ltd., Class A<br>| 7200 | 20819 |
| \*Ω | Venus MedTech <br> Hangzhou, Inc., <br> Class H<br>| 39500 | 12987 |
|  | Venustech Group, <br> Inc., Class A<br>| 11700 | 24957 |
| \* | Verisilicon <br> Microelectronics <br> Shanghai Co. Ltd., <br> Class A<br>| 3130 | 41488 |
|  | Vipshop Holdings Ltd., <br> ADR<br>| 149155 | 2031491 |
|  | Visual China Group <br> Co. Ltd., Class A<br>| 5600 | 15818 |
| \*Ω | Viva Biotech Holdings | 172000 | 32595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Walvax Biotechnology <br> Co. Ltd., Class A<br>| 19100 | $26344 |
|  | Wangneng <br> Environment Co. <br> Ltd., Class A<br>| 8600 | 21140 |
|  | Wangsu Science & <br> Technology Co. <br> Ltd., Class A<br>| 17700 | 28597 |
|  | Wanguo Gold Group <br> Ltd.<br>| 98000 | 288202 |
|  | Wanhua Chemical <br> Group Co. Ltd., <br> Class A<br>| 8900 | 66770 |
|  | Want Want China <br> Holdings Ltd.<br>| 969000 | 634127 |
|  | Wanxiang Qianchao <br> Co. Ltd., Class A<br>| 55900 | 50086 |
|  | Warom Technology, <br> Inc. Co., Class A<br>| 7000 | 19807 |
|  | Wasion Holdings Ltd. | 134000 | 138623 |
|  | Weibo Corp. (9898 <br> HK), Class A<br>| 760 | 6281 |
| # | Weibo Corp. (WB <br> US), Sponsored <br> ADR<br>| 24604 | 199292 |
|  | Weichai Power Co. <br> Ltd., Class H<br>| 692000 | 1350023 |
|  | Weifu <br> High-Technology <br> Group Co. Ltd., <br> Class A<br>| 15600 | 41941 |
|  | Weihai Guangwei <br> Composites Co. <br> Ltd., Class A<br>| 12320 | 49304 |
|  | Wencan Group Co. <br> Ltd., Class A<br>| 5200 | 14627 |
|  | Wenzhou Yihua <br> Connector Co. Ltd., <br> Class A<br>| 4000 | 22688 |
|  | Western Metal <br> Materials Co. Ltd., <br> Class A<br>| 12000 | 30449 |
|  | Western Mining Co. <br> Ltd., Class A<br>| 31700 | 67251 |
| \* | Western Region Gold <br> Co. Ltd., Class A<br>| 14200 | 31669 |
|  | Western Securities <br> Co. Ltd., Class A<br>| 66300 | 68780 |
|  | Western <br> Superconducting <br> Technologies Co. <br> Ltd., Class A<br>| 6525 | 42207 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Will Semiconductor <br> Co. Ltd. Shanghai, <br> Class A<br>| 6287 | $114197 |
|  | Willfar Information <br> Technology Co. <br> Ltd., Class A<br>| 4219 | 20892 |
|  | Winall Hi-Tech Seed <br> Co. Ltd., Class A<br>| 28800 | 36452 |
|  | Windey Energy <br> Technology Group <br> Co. Ltd., Class A<br>| 7410 | 10728 |
|  | Wingtech Technology <br> Co. Ltd., Class A<br>| 13800 | 66279 |
|  | Winning Health <br> Technology Group <br> Co. Ltd., Class A<br>| 50800 | 71578 |
|  | Wolong Electric Group <br> Co. Ltd., Class A<br>| 33300 | 117709 |
| \* | World Union Group, <br> Inc., Class A<br>| 32800 | 10086 |
|  | Wuchan Zhongda <br> Group Co. Ltd., <br> Class A<br>| 108100 | 75725 |
|  | Wuhan Dr. Laser <br> Technology Corp. <br> Ltd., Class A<br>| 5036 | 39995 |
|  | Wuhan East Lake <br> High Technology <br> Group Co. Ltd., <br> Class A<br>| 28200 | 34115 |
|  | Wuhan Fingu <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 10000 | 16550 |
|  | Wuhan Guide Infrared <br> Co. Ltd., Class A<br>| 21106 | 23966 |
|  | Wuhan Jingce <br> Electronic Group <br> Co. Ltd., Class A<br>| 1900 | 15940 |
| \* | Wuhan P&S <br> Information <br> Technology Co. <br> Ltd., Class A<br>| 21500 | 30384 |
|  | Wuhan Raycus Fiber <br> Laser Technologies <br> Co. Ltd., Class A<br>| 5900 | 14515 |
|  | Wuhu Token Science <br> Co. Ltd., Class A<br>| 37700 | 29500 |
|  | Wuliangye Yibin Co. <br> Ltd., Class A<br>| 30812 | 546083 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | WUS Printed Circuit <br> Kunshan Co. Ltd., <br> Class A<br>| 22790 | $88176 |
| #Ω | WuXi AppTec Co. Ltd., <br> Class H<br>| 70400 | 544093 |
|  | Wuxi Autowell <br> Technology Co. <br> Ltd., Class A<br>| 8430 | 38409 |
|  | Wuxi Best Precision <br> Machinery Co. Ltd., <br> Class A<br>| 7000 | 26828 |
| \*Ω | Wuxi Biologics <br> Cayman, Inc.<br>| 649000 | 1884974 |
|  | Wuxi Boton <br> Technology Co. <br> Ltd., Class A<br>| 5900 | 18643 |
|  | Wuxi Huaguang <br> Environment & <br> Energy Group Co. <br> Ltd., Class A<br>| 24900 | 31309 |
|  | Wuxi Lead Intelligent <br> Equipment Co. Ltd., <br> Class A<br>| 12100 | 33215 |
|  | Wuxi NCE Power Co. <br> Ltd., Class A<br>| 5740 | 24474 |
|  | Wuxi Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 40800 | 31088 |
|  | Wuxi Taiji Industry Ltd. <br> Co., Class A<br>| 38600 | 33649 |
|  | XCMG Construction <br> Machinery Co. Ltd., <br> Class A<br>| 127100 | 154296 |
|  | XGD, Inc., Class A | 12100 | 36814 |
| Ω | Xiabuxiabu Catering <br> Management China <br> Holdings Co. Ltd.<br>| 74500 | 6956 |
|  | Xiamen Bank Co. Ltd., <br> Class A<br>| 41100 | 32615 |
|  | Xiamen C & D, Inc., <br> Class A<br>| 69000 | 98971 |
|  | Xiamen Changelight <br> Co. Ltd., Class A<br>| 10900 | 15928 |
|  | Xiamen Faratronic Co. <br> Ltd., Class A<br>| 2700 | 38698 |
|  | Xiamen International <br> Airport Co. Ltd., <br> Class A<br>| 11480 | 22294 |
|  | Xiamen Intretech, Inc., <br> Class A<br>| 16990 | 35787 |
|  | Xiamen ITG Group <br> Corp. Ltd., Class A<br>| 57300 | 49475 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xiamen Jihong <br> Technology Co. <br> Ltd., Class A<br>| 4100 | $7774 |
|  | Xiamen Kingdomway <br> Group Co., Class A<br>| 13000 | 28392 |
|  | Xiamen Port <br> Development Co. <br> Ltd., Class A<br>| 22300 | 22736 |
|  | Xiamen Tungsten Co. <br> Ltd., Class A<br>| 45700 | 115441 |
|  | Xiamen Xiangyu Co. <br> Ltd., Class A<br>| 74206 | 66232 |
|  | Xi'an Bright Laser <br> Technologies Co. <br> Ltd., Class A<br>| 3388 | 31667 |
|  | Xi'An Shaangu Power <br> Co. Ltd., Class A<br>| 34700 | 39620 |
|  | Xi'an Triangle Defense <br> Co. Ltd., Class A<br>| 5400 | 18425 |
|  | Xiandai Investment <br> Co. Ltd., Class A<br>| 41500 | 22627 |
| \* | Xiangtan Electric <br> Manufacturing Co. <br> Ltd., Class A<br>| 27900 | 38062 |
|  | Xiangtan <br> Electrochemical <br> Scientific Co. Ltd., <br> Class A<br>| 17900 | 24250 |
| \*Ω | Xiaomi Corp., <br> Class B<br>| 1338800 | 8571264 |
|  | Xilinmen Furniture Co. <br> Ltd., Class A<br>| 8000 | 16860 |
|  | Xinfengming Group <br> Co. Ltd., Class A<br>| 35700 | 53040 |
|  | Xingfa Aluminium <br> Holdings Ltd.<br>| 41000 | 40524 |
|  | Xinhua Winshare <br> Publishing & Media <br> Co. Ltd., Class H<br>| 134000 | 193973 |
|  | Xinhuanet Co. Ltd., <br> Class A<br>| 8200 | 25263 |
|  | Xinjiang <br> Communications <br> Construction Group <br> Co. Ltd., Class A<br>| 5700 | 8672 |
|  | Xinjiang Xuefeng <br> Sci-Tech Group Co. <br> Ltd., Class A<br>| 21300 | 28491 |
|  | Xinxiang Chemical <br> Fiber Co. Ltd., <br> Class A<br>| 26500 | 14221 |
| # | Xinyi Energy Holdings <br> Ltd.<br>| 645332 | 76420 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xinzhi Group Co. Ltd., <br> Class A<br>| 11200 | $26588 |
| \* | Xizang Zhufeng <br> Resources Co. Ltd., <br> Class A<br>| 15200 | 19599 |
|  | Xizi Clean Energy <br> Equipment <br> Manufacturing Co. <br> Ltd., Class A<br>| 14000 | 20901 |
| \* | XPeng, Inc., Class A | 195800 | 1822705 |
|  | Xtep International <br> Holdings Ltd.<br>| 537746 | 366716 |
|  | Xuji Electric Co. Ltd., <br> Class A<br>| 21100 | 61724 |
| #\* | Xunlei Ltd., ADR | 19606 | 82737 |
| Ω | Yadea Group Holdings <br> Ltd.<br>| 446653 | 806144 |
|  | Yangling Metron New <br> Material, Inc., <br> Class A<br>| 9162 | 23782 |
| Ω | Yangtze Optical Fibre <br> & Cable Joint Stock <br> Co. Ltd., Class H<br>| 6500 | 11466 |
|  | Yangzhou Yangjie <br> Electronic <br> Technology Co. <br> Ltd., Class A<br>| 6700 | 44692 |
|  | Yankershop Food Co. <br> Ltd., Class A<br>| 4830 | 59737 |
|  | Yantai Changyu <br> Pioneer Wine Co. <br> Ltd., Class A<br>| 6800 | 21159 |
|  | Yantai China Pet <br> Foods Co. Ltd., <br> Class A<br>| 5400 | 41977 |
|  | Yantai Dongcheng <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10300 | 21215 |
|  | Yantai Eddie Precision <br> Machinery Co. Ltd., <br> Class A<br>| 15380 | 39763 |
|  | Yantai Jereh Oilfield <br> Services Group Co. <br> Ltd., Class A<br>| 26600 | 115044 |
|  | Yantai Zhenghai <br> Magnetic Material <br> Co. Ltd., Class A<br>| 21600 | 36893 |
| \* | Yatsen Holding Ltd., <br> ADR<br>| 25009 | 107039 |
|  | YD Electronic <br> Technology Co. <br> Ltd., Class A<br>| 6600 | 17075 |
| #\* | Yeahka Ltd. | 59600 | 59617 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yealink Network <br> Technology Corp. <br> Ltd., Class A<br>| 12772 | $58416 |
|  | Yechiu Metal <br> Recycling China <br> Ltd., Class A<br>| 69400 | 22828 |
|  | Yeebo International <br> Holdings Ltd.<br>| 42000 | 8767 |
|  | YGSOFT, Inc., <br> Class A<br>| 25800 | 20240 |
|  | Yibin Tianyuan Group <br> Co. Ltd., Class A<br>| 33800 | 20419 |
| #\*Ω | YiChang HEC <br> ChangJiang <br> Pharmaceutical Co. <br> Ltd., Class H<br>| 91200 | 146260 |
|  | Yifan Pharmaceutical <br> Co. Ltd., Class A<br>| 27900 | 43583 |
|  | Yifeng Pharmacy <br> Chain Co. Ltd., <br> Class A<br>| 22041 | 85947 |
| # | Yihai International <br> Holding Ltd.<br>| 173000 | 298216 |
|  | Yinbang Clad Material <br> Co. Ltd., Class A<br>| 21100 | 29856 |
|  | Yindu Kitchen <br> Equipment Co. Ltd., <br> Class A<br>| 5800 | 17564 |
|  | Yiren Digital Ltd., <br> Sponsored ADR<br>| 11804 | 77198 |
| #Ω | Yixin Group Ltd. | 253500 | 69640 |
|  | Yixintang <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 21500 | 41990 |
|  | Yizumi Holdings Co. <br> Ltd., Class A<br>| 9100 | 25705 |
|  | Yonfer Agricultural <br> Technology Co. <br> Ltd., Class A<br>| 50100 | 93604 |
| \* | Yonghui Superstores <br> Co. Ltd., Class A<br>| 30400 | 21408 |
|  | Yotrio Group Co. Ltd., <br> Class A<br>| 40700 | 19534 |
|  | Youcare <br> Pharmaceutical <br> Group Co. Ltd., <br> Class A<br>| 9354 | 21265 |
|  | Youngor Fashion Co. <br> Ltd., Class A<br>| 66900 | 69039 |
|  | Youngy Co. Ltd., <br> Class A<br>| 6400 | 23942 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Youzu Interactive Co. <br> Ltd., Class A<br>| 21100 | $27377 |
| YTO Express Group <br> Co. Ltd., Class A<br>| 32600 | 58802 |
| Yuexiu Transport <br> Infrastructure Ltd.<br>| 262000 | 116027 |
| YUNDA Holding <br> Group Co. Ltd., <br> Class A<br>| 61380 | 57399 |
| Yunkang Group Ltd. | 8000 | 3117 |
| Yunnan Baiyao Group <br> Co. Ltd., Class A<br>| 12780 | 100760 |
| Yunnan Copper Co. <br> Ltd., Class A<br>| 74200 | 119045 |
| Yunnan Energy New <br> Material Co. Ltd., <br> Class A<br>| 5600 | 21386 |
| Yunnan Nantian <br> Electronics <br> Information Co. <br> Ltd., Class A<br>| 11800 | 27519 |
| Yunnan Tin Co. Ltd., <br> Class A<br>| 41800 | 79610 |
| Yusys Technologies <br> Co. Ltd., Class A<br>| 7040 | 23358 |
| Yutong Bus Co. Ltd., <br> Class A<br>| 28600 | 105690 |
| Zangge Mining Co. <br> Ltd., Class A<br>| 13900 | 69233 |
| ZBOM Home <br> Collection Co. Ltd., <br> Class A<br>| 5605 | 8427 |
| Zengame Technology <br> Holding Ltd.<br>| 112000 | 32658 |
| Zhangzhou <br> Pientzehuang <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 7029 | 198545 |
| Zhaojin Mining <br> Industry Co. Ltd., <br> Class H<br>| 182500 | 434778 |
| Zhe Jiang Li Zi Yuan <br> Food Co. Ltd., <br> Class A<br>| 5600 | 9538 |
| Zhefu Holding Group <br> Co. Ltd., Class A<br>| 75300 | 32621 |
| Zhejiang Asia-Pacific <br> Mechanical & <br> Electronic Co. Ltd., <br> Class A<br>| 21200 | 32100 |
| Zhejiang Ausun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 19180 | 20695 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Cfmoto <br> Power Co. Ltd., <br> Class A<br>| 1100 | $25164 |
|  | Zhejiang Changsheng <br> Sliding Bearings <br> Co. Ltd., Class A<br>| 9200 | 101440 |
|  | Zhejiang China <br> Commodities City <br> Group Co. Ltd., <br> Class A<br>| 26500 | 55880 |
|  | Zhejiang Chint <br> Electrics Co. Ltd., <br> Class A<br>| 24300 | 74605 |
|  | Zhejiang <br> Communications <br> Technology Co. <br> Ltd., Class A<br>| 76580 | 40576 |
|  | Zhejiang Conba <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 56400 | 34114 |
|  | Zhejiang <br> Crystal-Optech Co. <br> Ltd., Class A<br>| 12900 | 34961 |
|  | Zhejiang Dahua <br> Technology Co. <br> Ltd., Class A<br>| 29002 | 62917 |
|  | Zhejiang Daily Digital <br> Culture Group Co. <br> Ltd., Class A<br>| 32000 | 61962 |
|  | Zhejiang Dingli <br> Machinery Co. Ltd., <br> Class A<br>| 7500 | 44881 |
| \* | Zhejiang Dun'An <br> Artificial <br> Environment Co. <br> Ltd., Class A<br>| 28100 | 43727 |
|  | Zhejiang Expressway <br> Co. Ltd., Class H<br>| 484160 | 399061 |
|  | Zhejiang Garden <br> Biopharmaceutical <br> Co. Ltd., Class A<br>| 9000 | 18785 |
|  | Zhejiang <br> Guyuelongshan <br> Shaoxing Wine Co. <br> Ltd., Class A<br>| 28300 | 34441 |
|  | Zhejiang Haikong <br> Nanke Huatie <br> Digital Intelligence <br> & Technology Co. <br> Ltd.<br>| 50500 | 78292 |
|  | Zhejiang Hailiang Co. <br> Ltd., Class A<br>| 55700 | 73273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Hailide New <br> Material Co. Ltd., <br> Class A<br>| 33300 | $22524 |
|  | Zhejiang HangKe <br> Technology, Inc. <br> Co., Class A<br>| 10560 | 24842 |
|  | Zhejiang Hangmin Co. <br> Ltd., Class A<br>| 16190 | 15773 |
| \* | Zhejiang Hisoar <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 16500 | 11329 |
| \* | Zhejiang Hisun <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 20700 | 25269 |
|  | Zhejiang Huace Film <br> & Television Co. <br> Ltd., Class A<br>| 61800 | 61254 |
|  | Zhejiang Huayou <br> Cobalt Co. Ltd., <br> Class A<br>| 10620 | 49542 |
|  | Zhejiang Jiahua <br> Energy Chemical <br> Industry Co. Ltd., <br> Class A<br>| 47700 | 56142 |
|  | Zhejiang Jiecang <br> Linear Motion <br> Technology Co. <br> Ltd., Class A<br>| 5100 | 30122 |
|  | Zhejiang Jinggong <br> Integration <br> Technology Co. <br> Ltd., Class A<br>| 9400 | 22310 |
|  | Zhejiang Jingsheng <br> Mechanical & <br> Electrical Co. Ltd., <br> Class A<br>| 12400 | 46861 |
|  | Zhejiang Jingu Co. <br> Ltd., Class A<br>| 22000 | 41806 |
|  | Zhejiang Jingxin <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 22860 | 42986 |
|  | Zhejiang Jolly <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 10100 | 21809 |
|  | Zhejiang Juhua Co. <br> Ltd., Class A<br>| 14614 | 51269 |
|  | Zhejiang Lante Optics <br> Co. Ltd., Class A<br>| 5852 | 19230 |
| \*Ω | Zhejiang Leapmotor <br> Technology Co. <br> Ltd.<br>| 2200 | 15744 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Longsheng <br> Group Co. Ltd., <br> Class A<br>| 29600 | $40006 |
|  | Zhejiang Medicine Co. <br> Ltd., Class A<br>| 18416 | 33788 |
|  | Zhejiang Meida <br> Industrial Co. Ltd., <br> Class A<br>| 24300 | 23896 |
|  | Zhejiang Narada <br> Power Source Co. <br> Ltd., Class A<br>| 11200 | 21744 |
|  | Zhejiang NHU Co. <br> Ltd., Class A<br>| 40548 | 123487 |
|  | Zhejiang Orient <br> Financial Holdings <br> Group Co. Ltd., <br> Class A<br>| 60970 | 50484 |
| \* | Zhejiang Orient Gene <br> Biotech Co. Ltd., <br> Class A<br>| 3838 | 11593 |
|  | Zhejiang Qianjiang <br> Motorcycle Co. Ltd., <br> Class A<br>| 8600 | 17957 |
|  | Zhejiang Runtu Co. <br> Ltd., Class A<br>| 42100 | 40337 |
|  | Zhejiang Sanhua <br> Intelligent Controls <br> Co. Ltd., Class A<br>| 13000 | 48052 |
|  | Zhejiang Semir <br> Garment Co. Ltd., <br> Class A<br>| 59400 | 45956 |
|  | Zhejiang Shaoxing <br> RuiFeng Rural <br> Commercial Bank <br> Co. Ltd., Class A<br>| 32682 | 23337 |
|  | Zhejiang Shouxiangu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 5800 | 15560 |
|  | Zhejiang Songyuan <br> Automotive Safety <br> Systems Co. Ltd., <br> Class A<br>| 5900 | 27465 |
|  | Zhejiang Southeast <br> Space Frame Co. <br> Ltd., Class A<br>| 17900 | 10058 |
| \* | Zhejiang Sunriver <br> Culture Tourism Co. <br> Ltd., Class A<br>| 29900 | 39676 |
|  | Zhejiang Supor Co. <br> Ltd., Class A<br>| 3700 | 28651 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Taihua New <br> Material Group Co. <br> Ltd., Class A<br>| 5700 | $7480 |
|  | Zhejiang Tianyu <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 2880 | 8835 |
|  | Zhejiang Wanfeng <br> Auto Wheel Co. <br> Ltd., Class A<br>| 25500 | 58637 |
|  | Zhejiang Wanliyang <br> Co. Ltd., Class A<br>| 45600 | 46051 |
|  | Zhejiang Wanma Co. <br> Ltd., Class A<br>| 33300 | 67787 |
|  | Zhejiang Weiming <br> Environment <br> Protection Co. Ltd., <br> Class A<br>| 15500 | 41556 |
|  | Zhejiang Weixing <br> Industrial <br> Development Co. <br> Ltd., Class A<br>| 25600 | 39002 |
|  | Zhejiang Weixing New <br> Building Materials <br> Co. Ltd., Class A<br>| 27500 | 44655 |
|  | Zhejiang Wolwo <br> Bio-Pharmaceutical <br> Co. Ltd., Class A<br>| 8100 | 21921 |
|  | Zhejiang XCC Group <br> Co. Ltd., Class A<br>| 10100 | 52047 |
|  | Zhejiang Xianju <br> Pharmaceutical Co. <br> Ltd., Class A<br>| 15411 | 19076 |
|  | Zhejiang Xinan <br> Chemical Industrial <br> Group Co. Ltd., <br> Class A<br>| 25500 | 26623 |
|  | Zhejiang Xinao <br> Textiles, Inc., <br> Class A<br>| 9800 | 7990 |
|  | Zhejiang Yasha <br> Decoration Co. Ltd., <br> Class A<br>| 23500 | 11679 |
|  | Zhejiang Yinlun <br> Machinery Co. Ltd., <br> Class A<br>| 13500 | 47309 |
| \* | Zhejiang Yongtai <br> Technology Co. <br> Ltd., Class A<br>| 19300 | 27510 |
|  | Zhende Medical Co. <br> Ltd., Class A<br>| 2900 | 7643 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhengzhou Coal <br> Mining Machinery <br> Group Co. Ltd., <br> Class H<br>| 61800 | $102874 |
|  | Zhenjiang Dongfang <br> Electric Heating <br> Technology Co. <br> Ltd., Class A<br>| 20100 | 12962 |
|  | Zheshang Securities <br> Co. Ltd., Class A<br>| 20000 | 28934 |
|  | Zhewen Interactive <br> Group Co. Ltd., <br> Class A<br>| 49300 | 54374 |
| \* | Zhihu, Inc. | 18400 | 24105 |
| \*Ω | ZhongAn Online P&C <br> Insurance Co. Ltd., <br> Class H<br>| 318900 | 460491 |
|  | Zhongji Innolight Co. <br> Ltd., Class A<br>| 11900 | 139156 |
|  | Zhongjin Gold Corp. <br> Ltd., Class A<br>| 56900 | 107171 |
|  | ZhongMan Petroleum <br> & Natural Gas <br> Group Corp. Ltd., <br> Class A<br>| 6200 | 13715 |
| \* | Zhongnongfa Seed <br> Industry Group Co. <br> Ltd., Class A<br>| 23500 | 20651 |
|  | Zhongshan Broad <br> Ocean Motor Co. <br> Ltd., Class A<br>| 65800 | 62794 |
|  | Zhongshan Public <br> Utilities Group Co. <br> Ltd., Class A<br>| 19200 | 22574 |
|  | Zhongsheng Group <br> Holdings Ltd.<br>| 339500 | 510839 |
|  | Zhongtai Securities <br> Co. Ltd., Class A<br>| 11600 | 9754 |
| \*†† | Zhongtian Financial <br> Group Co. Ltd., <br> Class A<br>| 191400 | 0 |
|  | Zhongtong Bus <br> Holding Co. Ltd., <br> Class A<br>| 17300 | 26438 |
| \* | Zhongyu Energy <br> Holdings Ltd.<br>| 215000 | 118723 |
| \*Ω | Zhongyuan Bank Co. <br> Ltd., Class H<br>| 126000 | 5138 |
|  | Zhuhai Huafa <br> Properties Co. Ltd., <br> Class A<br>| 41600 | 29184 |
| \* | Zhuhai Zhumian <br> Group Co. Ltd.<br>| 23500 | 21228 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhuzhou CRRC Times <br> Electric Co. Ltd., <br> Class H<br>| 139500 | $559930 |
|  | Zhuzhou Hongda <br> Electronics Corp. <br> Ltd., Class A<br>| 8700 | 40361 |
|  | Zhuzhou Kibing Group <br> Co. Ltd., Class A<br>| 61100 | 45469 |
| \* | Zhuzhou Smelter <br> Group Co. Ltd., <br> Class A<br>| 18800 | 25962 |
|  | Zhuzhou Times New <br> Material Technology <br> Co. Ltd., Class A<br>| 15400 | 24066 |
|  | Zibo Qixiang Tengda <br> Chemical Co. Ltd., <br> Class A<br>| 65200 | 39994 |
|  | ZJAMP Group Co. <br> Ltd., Class A<br>| 17100 | 20537 |
| Ω | ZJLD Group, Inc. | 129000 | 107832 |
|  | Zoomlion Heavy <br> Industry Science & <br> Technology Co. <br> Ltd., Class H<br>| 323600 | 233180 |
| # | ZTE Corp., Class H | 152400 | 449905 |
|  | ZTO Express <br> Cayman, Inc. (2057 <br> HK)<br>| 43750 | 814795 |
|  | ZTO Express <br> Cayman, Inc. (ZTO <br> US), ADR<br>| 16402 | 303437 |
|  | ZWSOFT Co. Ltd. <br> Guangzhou, <br> Class A<br>| 2164 | 28229 |
| #\* | Zx, Inc. | 25400 | 27930 |
| \*Ω | Zylox-Tonbridge <br> Medical Technology <br> Co. Ltd.<br>| 29500 | 68721 |
| TOTAL CHINA | TOTAL CHINA |  | 295662760 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Almacenes Exito SA, <br> BDR<br>| 30741 | 56388 |
|  | Bancolombia SA <br> (BCOLO CB)<br>| 20019 | 237353 |
|  | Bancolombia SA (CIB <br> US), Sponsored <br> ADR<br>| 9294 | 374734 |
|  | Celsia SA ESP | 68693 | 65351 |
|  | Grupo Aval Acciones y <br> Valores SA, ADR<br>| 4349 | 11612 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | Grupo Energia Bogota <br> SA ESP<br>| 236930 | $164287 |
|  | Interconexion Electrica <br> SA ESP<br>| 52348 | 270067 |
|  | Mineros SA | 13708 | 19675 |
|  | Promigas SA ESP | 46475 | 73690 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 1273157 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
|  | Komercni Banka AS | 6954 | 337977 |
| Ω | Moneta Money Bank <br> AS<br>| 25098 | 155144 |
| TOTAL CZECH <br> REPUBLIC | TOTAL CZECH <br> REPUBLIC |  | 493121 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |
|  | Commercial <br> International Bank - <br> Egypt (CIB) (CBKD <br> LI), GDR<br>| 91950 | 143552 |
| GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) | GREECE — (0.5%) |
| \* | Aktor SA Holding <br> Company Technical <br> & Energy Projects<br>| 7411 | 41592 |
|  | Alpha Services & <br> Holdings SA<br>| 185968 | 453433 |
|  | Athens International <br> Airport SA<br>| 5095 | 52786 |
|  | Athens Water Supply <br> & Sewage Co. SA<br>| 6473 | 42703 |
|  | Autohellas Tourist & <br> Trading SA<br>| 5765 | 74017 |
| # | Avax SA | 7770 | 17680 |
|  | Bank of Greece | 4972 | 77316 |
|  | Ellaktor SA | 12375 | 18264 |
| # | ElvalHalcor SA | 22035 | 49431 |
|  | Eurobank Ergasias <br> Services & Holdings <br> SA<br>| 187823 | 533046 |
|  | Fourlis Holdings SA | 15072 | 68281 |
|  | GEK Terna SA | 8370 | 173721 |
|  | Hellenic Exchanges - <br> Athens Stock <br> Exchange SA<br>| 9382 | 56155 |
|  | Hellenic <br> Telecommunications <br> Organization SA<br>| 17341 | 329080 |
|  | Helleniq Energy <br> Holdings SA<br>| 31421 | 271403 |
|  | Ideal Holdings SA | 11319 | 80731 |
|  | Intracom Holdings SA | 12803 | 44840 |
|  | Jumbo SA | 22689 | 716348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | Kri-Kri Milk Industry <br> SA<br>| 2713 | $46932 |
| \* | LAMDA Development <br> SA<br>| 4426 | 33304 |
| #\* | Lavipharm SA | 13888 | 12607 |
|  | Metlen Energy & <br> Metals SA<br>| 1010 | 47801 |
|  | Motor Oil Hellas <br> Corinth Refineries <br> SA<br>| 27479 | 665819 |
|  | National Bank of <br> Greece SA<br>| 40552 | 430397 |
|  | OPAP SA | 33126 | 736034 |
|  | Piraeus Financial <br> Holdings SA<br>| 75398 | 423438 |
|  | Piraeus Port Authority <br> SA<br>| 1629 | 72930 |
|  | Profile Systems & <br> Software SA<br>| 3854 | 24264 |
|  | Quest Holdings SA | 8669 | 62196 |
|  | Sarantis SA | 5551 | 85099 |
|  | Thrace Plastics <br> Holding & Co.<br>| 3797 | 16323 |
| TOTAL GREECE | TOTAL GREECE |  | 5757971 |
| HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) |
|  | Amrita Global | 50000 | 3868 |
|  | Beijing Enterprises <br> Holdings Ltd.<br>| 144000 | 584291 |
|  | BYD Electronic <br> International Co. <br> Ltd.<br>| 265500 | 1101937 |
|  | Chervon Holdings <br> Ltd.<br>| 13500 | 22672 |
|  | China Everbright Ltd. | 380000 | 203210 |
|  | China Jinmao <br> Holdings Group <br> Ltd.<br>| 1797470 | 265969 |
|  | China Merchants Port <br> Holdings Co. Ltd.<br>| 350846 | 569592 |
|  | China Nonferrous <br> Mining Corp. Ltd.<br>| 528000 | 349462 |
|  | China Overseas <br> Grand Oceans <br> Group Ltd.<br>| 757638 | 167822 |
|  | China Overseas Land <br> & Investment Ltd.<br>| 594500 | 1054732 |
|  | China Resources Beer <br> Holdings Co. Ltd.<br>| 307000 | 1079167 |
| Ω | China Resources <br> Pharmaceutical <br> Group Ltd.<br>| 606000 | 382517 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | China Taiping <br> Insurance Holdings <br> Co. Ltd.<br>| 468200 | $648348 |
|  | China Travel <br> International <br> Investment Hong <br> Kong Ltd.<br>| 264000 | 34301 |
| \* | China Vered Financial <br> Holding Corp. Ltd.<br>| 3170000 | 19236 |
| #\*†† | China Zhongwang <br> Holdings Ltd.<br>| 437200 | 0 |
|  | CSPC Pharmaceutical <br> Group Ltd.<br>| 1186000 | 934140 |
|  | CSSC Hong Kong <br> Shipping Co. Ltd.<br>| 542000 | 118668 |
|  | Goldpac Group Ltd. | 147000 | 17316 |
|  | Guangdong <br> Investment Ltd.<br>| 384000 | 310739 |
| Ω | Hua Hong <br> Semiconductor Ltd.<br>| 19000 | 86884 |
|  | Lenovo Group Ltd. | 4562000 | 5276301 |
| \* | MMG Ltd. | 1640799 | 496650 |
| # | Morimatsu <br> International <br> Holdings Co. Ltd.<br>| 89000 | 63199 |
|  | PAX Global <br> Technology Ltd.<br>| 191000 | 115019 |
|  | Poly Property Group <br> Co. Ltd.<br>| 702362 | 132726 |
|  | Shenzhen Investment <br> Ltd.<br>| 825174 | 82880 |
| Ω | Simcere <br> Pharmaceutical <br> Group Ltd.<br>| 162000 | 183150 |
|  | Sinotruk Hong Kong <br> Ltd.<br>| 206000 | 494997 |
|  | Sun Art Retail Group <br> Ltd.<br>| 314500 | 75057 |
|  | Tian An China <br> Investment Co. Ltd.<br>| 112000 | 61670 |
| \*†† | Tian Shan <br> Development <br> Holding Ltd.<br>| 76000 | 0 |
|  | Tianjin Development <br> Holdings Ltd.<br>| 60000 | 14758 |
|  | Wharf Holdings Ltd. | 153000 | 384321 |
| # | Yuexiu Property Co. <br> Ltd.<br>| 476800 | 287764 |
|  | Yuexiu Services <br> Group Ltd.<br>| 77500 | 28739 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 15652102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |
| \* | 4iG Nyrt | 5746 | $28981 |
|  | Magyar Telekom <br> Telecommunications <br> PLC<br>| 97235 | 459769 |
| \* | MASTERPLAST Nyrt | 1147 | 7696 |
|  | OTP Bank Nyrt | 22647 | 1672889 |
|  | Richter Gedeon Nyrt | 15998 | 485197 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | 2654532 |
| INDIA — (18.5%) | INDIA — (18.5%) | INDIA — (18.5%) | INDIA — (18.5%) |
|  | 360 ONE WAM Ltd. | 55496 | 642488 |
|  | 3M India Ltd. | 587 | 208817 |
|  | 63 Moons <br> Technologies Ltd.<br>| 6370 | 48372 |
|  | Aarti Industries Ltd. | 20172 | 100223 |
|  | Aarti Pharmalabs Ltd. | 6634 | 56192 |
|  | ABB India Ltd. | 6445 | 417735 |
|  | Abbott India Ltd. | 126 | 44804 |
|  | Accelya Solutions <br> India Ltd.<br>| 1511 | 23903 |
|  | Action Construction <br> Equipment Ltd.<br>| 15331 | 212862 |
| \* | Adani Green Energy <br> Ltd.<br>| 17622 | 186343 |
|  | Adani Total Gas Ltd. | 42762 | 301205 |
|  | ADF Foods Ltd. | 12605 | 33004 |
| \* | Aditya Birla Capital <br> Ltd.<br>| 305852 | 708362 |
| \* | Aditya Birla Fashion & <br> Retail Ltd.<br>| 84080 | 260343 |
|  | Advanced Enzyme <br> Technologies Ltd.<br>| 11626 | 39320 |
|  | Aegis Logistics Ltd. | 43099 | 395862 |
| \* | Affle India Ltd. | 10674 | 199600 |
|  | Ahluwalia Contracts <br> India Ltd.<br>| 5052 | 50819 |
|  | AIA Engineering Ltd. | 2473 | 92427 |
|  | Ajanta Pharma Ltd. | 10574 | 336632 |
|  | Ajmera Realty & Infra <br> India Ltd.<br>| 2145 | 20790 |
|  | Akzo Nobel India Ltd. | 3858 | 155964 |
|  | Alembic <br> Pharmaceuticals <br> Ltd.<br>| 11164 | 114950 |
|  | Alkem Laboratories <br> Ltd.<br>| 7590 | 456130 |
| \* | Allcargo Gati Ltd. | 15561 | 11087 |
|  | Allcargo Logistics Ltd. | 123978 | 43352 |
|  | Allied Digital Services <br> Ltd.<br>| 4683 | 10302 |
|  | Amara Raja Energy & <br> Mobility Ltd.<br>| 25834 | 297117 |
| \* | Amber Enterprises <br> India Ltd.<br>| 2285 | 164466 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Ambika Cotton Mills <br> Ltd.<br>| 671 | $10606 |
|  | Anant Raj Ltd. | 23144 | 123243 |
|  | Angel One Ltd. | 14848 | 406949 |
|  | Anup Engineering <br> Ltd.<br>| 1400 | 49617 |
|  | Apar Industries Ltd. | 5951 | 394294 |
|  | APL Apollo Tubes <br> Ltd.<br>| 57568 | 1092415 |
|  | Apollo Tyres Ltd. | 30012 | 167035 |
|  | Aptech Ltd. | 4388 | 7798 |
|  | Aptus Value Housing <br> Finance India Ltd.<br>| 19676 | 74127 |
|  | Arvind Fashions Ltd. | 24134 | 113392 |
|  | Arvind SmartSpaces <br> Ltd.<br>| 4403 | 33779 |
| \* | Ashapura Minechem <br> Ltd.<br>| 2437 | 9564 |
|  | Ashiana Housing Ltd. | 10235 | 32650 |
|  | Ashok Leyland Ltd. | 531064 | 1422120 |
| \* | Ashoka Buildcon Ltd. | 41864 | 91464 |
|  | Asian Paints Ltd. | 69692 | 1993932 |
| Ω | Aster DM Healthcare <br> Ltd.<br>| 44244 | 265381 |
|  | Astra Microwave <br> Products Ltd.<br>| 7406 | 72052 |
|  | Astral Ltd. | 28717 | 455302 |
|  | AstraZeneca Pharma <br> India Ltd.<br>| 1479 | 151247 |
| \* | Atul Auto Ltd. | 1947 | 10590 |
| Ω | AU Small Finance <br> Bank Ltd.<br>| 50099 | 400685 |
|  | AurionPro Solutions <br> Ltd.<br>| 5307 | 89193 |
|  | Automotive Axles Ltd. | 548 | 10737 |
|  | Avadh Sugar & <br> Energy Ltd.<br>| 1668 | 11044 |
|  | Avantel Ltd. | 25471 | 34512 |
|  | Avanti Feeds Ltd. | 10804 | 111212 |
| \*Ω | Avenue Supermarts <br> Ltd.<br>| 12277 | 605190 |
| \* | AWL Agri Business <br> Ltd.<br>| 14560 | 45965 |
|  | Axis Bank Ltd. (AXSB <br> IN)<br>| 66855 | 936595 |
| \* | AXISCADES <br> Technologies Ltd.<br>| 6885 | 66477 |
|  | Bajaj Auto Ltd. | 9292 | 881156 |
| \* | Bajaj Consumer Care <br> Ltd.<br>| 26512 | 52004 |
|  | Bajaj Finance Ltd. | 25221 | 2567204 |
|  | Bajaj Finserv Ltd. | 45787 | 1057253 |
|  | Bajaj Holdings & <br> Investment Ltd.<br>| 3982 | 567255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Balaji Amines Ltd. | 3279 | $49182 |
|  | Balrampur Chini Mills <br> Ltd.<br>| 39453 | 255954 |
|  | Banco Products India <br> Ltd.<br>| 7160 | 31020 |
| Ω | Bandhan Bank Ltd. | 216689 | 422965 |
|  | Bank of Baroda | 153195 | 452713 |
|  | Bank of India | 138098 | 188099 |
|  | Bank of Maharashtra | 149303 | 89127 |
|  | Bannari Amman <br> Sugars Ltd.<br>| 614 | 30040 |
|  | BASF India Ltd. | 4885 | 251914 |
|  | Bata India Ltd. | 14808 | 210400 |
|  | Bayer CropScience <br> Ltd.<br>| 4956 | 274357 |
|  | BCL Industries Ltd. | 12912 | 5713 |
|  | BEML Ltd. | 5776 | 217405 |
|  | Berger Paints India <br> Ltd.<br>| 82416 | 530161 |
| \* | BF Utilities Ltd. | 6688 | 55900 |
|  | Bhansali Engineering <br> Polymers Ltd.<br>| 24745 | 31871 |
|  | Bharat Bijlee Ltd. | 1886 | 64731 |
|  | Bharat Electronics <br> Ltd.<br>| 673961 | 2497637 |
|  | Bharat Heavy <br> Electricals Ltd.<br>| 244241 | 651702 |
|  | Bharat Petroleum <br> Corp. Ltd.<br>| 290848 | 1065203 |
|  | Bharat Rasayan Ltd. | 293 | 32935 |
|  | Bharti Airtel Ltd. | 189241 | 4152605 |
|  | Biocon Ltd. | 45779 | 173474 |
|  | BirlaNu Ltd. | 812 | 18142 |
|  | Birlasoft Ltd. | 54584 | 251723 |
| \* | BL Kashyap & Sons <br> Ltd.<br>| 12089 | 9045 |
| \* | Black Box Ltd. | 20920 | 92068 |
|  | Blue Dart Express <br> Ltd.<br>| 1255 | 92479 |
|  | Blue Star Ltd. | 28323 | 571986 |
|  | Bluspring Enterprises <br> Ltd.<br>| 21752 | 49558 |
|  | Bombay Burmah <br> Trading Co.<br>| 6371 | 140122 |
|  | Bombay Dyeing & <br> Manufacturing Co. <br> Ltd.<br>| 30915 | 47348 |
| \* | Borosil Scientific Ltd. | 1998 | 3099 |
|  | Bosch Ltd. | 962 | 332448 |
|  | Brigade Enterprises <br> Ltd.<br>| 11908 | 143931 |
| \* | Brightcom Group Ltd. | 280280 | 34005 |
|  | Britannia Industries <br> Ltd.<br>| 16319 | 1046003 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Camlin Fine Sciences <br> Ltd.<br>| 33166 | $64008 |
|  | Campus Activewear <br> Ltd.<br>| 8701 | 24671 |
|  | Can Fin Homes Ltd. | 23469 | 198127 |
| \* | Capacit'e Infraprojects <br> Ltd.<br>| 12030 | 50411 |
|  | Caplin Point <br> Laboratories Ltd.<br>| 6971 | 153585 |
|  | Carborundum <br> Universal Ltd.<br>| 27964 | 337120 |
| \* | Cartrade Tech Ltd. | 6926 | 140207 |
|  | Carysil Ltd. | 1864 | 13427 |
|  | Castrol India Ltd. | 167976 | 391396 |
|  | CE Info Systems Ltd. | 3487 | 73324 |
|  | Ceat Ltd. | 3239 | 125960 |
|  | Cello World Ltd. | 1776 | 11508 |
|  | Central Depository <br> Services India Ltd.<br>| 29541 | 460471 |
|  | Centum Electronics <br> Ltd.<br>| 521 | 10357 |
|  | Century Enka Ltd. | 1684 | 10225 |
|  | Century Plyboards <br> India Ltd.<br>| 28028 | 231554 |
|  | Cera Sanitaryware <br> Ltd.<br>| 1360 | 85877 |
|  | CG Power & Industrial <br> Solutions Ltd.<br>| 157311 | 1161386 |
| \* | Chalet Hotels Ltd. | 5660 | 52562 |
|  | Chambal Fertilisers & <br> Chemicals Ltd.<br>| 35229 | 287673 |
| \* | Chemplast Sanmar <br> Ltd.<br>| 5512 | 26469 |
|  | Chennai Petroleum <br> Corp. Ltd.<br>| 16989 | 121269 |
| \* | Choice International <br> Ltd.<br>| 9080 | 65561 |
|  | Cholamandalam <br> Financial Holdings <br> Ltd.<br>| 26218 | 577924 |
|  | Cholamandalam <br> Investment & <br> Finance Co. Ltd.<br>| 82518 | 1457471 |
|  | CIE Automotive India <br> Ltd.<br>| 22908 | 108939 |
| \* | Cigniti Technologies <br> Ltd.<br>| 2958 | 46999 |
|  | Clean Science & <br> Technology Ltd.<br>| 2279 | 31647 |
|  | CMS Info Systems <br> Ltd.<br>| 22516 | 116417 |
| Ω | Cochin Shipyard Ltd. | 27260 | 512208 |
| \*Ω | Coffee Day <br> Enterprises Ltd.<br>| 35468 | 13354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Coforge Ltd. | 17142 | $1488473 |
|  | Colgate-Palmolive <br> India Ltd.<br>| 40596 | 1239165 |
|  | Computer Age <br> Management <br> Services Ltd.<br>| 9520 | 437051 |
|  | Confidence Petroleum <br> India Ltd.<br>| 15873 | 9683 |
|  | Container Corp. of <br> India Ltd.<br>| 42482 | 337746 |
|  | Coromandel <br> International Ltd.<br>| 47641 | 1248239 |
|  | Cosmo First Ltd. | 1123 | 7811 |
|  | Craftsman Automation <br> Ltd.<br>| 2885 | 157497 |
|  | CreditAccess <br> Grameen Ltd.<br>| 12386 | 158223 |
|  | CRISIL Ltd. | 4179 | 220270 |
|  | Crompton Greaves <br> Consumer <br> Electricals Ltd.<br>| 69066 | 275478 |
|  | Cummins India Ltd. | 28498 | 973605 |
| \* | Cupid Ltd. | 6796 | 6190 |
|  | Cyient Ltd. | 23643 | 330952 |
| \*Ω | D.P. Abhushan Ltd. | 943 | 15808 |
|  | Dabur India Ltd. | 89427 | 514583 |
|  | Datamatics Global <br> Services Ltd.<br>| 1949 | 13610 |
|  | DB Corp. Ltd. | 7571 | 21811 |
|  | DCM Shriram <br> Industries Ltd.<br>| 7514 | 15921 |
|  | Deep Industries Ltd. | 3825 | 19952 |
|  | Deepak Fertilisers & <br> Petrochemicals <br> Corp. Ltd.<br>| 15981 | 241491 |
|  | Deepak Nitrite Ltd. | 22380 | 512054 |
| \* | Delhivery Ltd. | 69980 | 252782 |
|  | Delta Corp. Ltd. | 19778 | 21637 |
| \* | DEN Networks Ltd. | 51088 | 19664 |
| \* | Devyani International <br> Ltd.<br>| 18798 | 39800 |
| \* | Dhanlaxmi Bank Ltd. | 78780 | 26267 |
|  | Dhanuka Agritech <br> Ltd.<br>| 4458 | 68564 |
|  | Digitide Solutions Ltd. | 21752 | 41226 |
| Ω | Dilip Buildcon Ltd. | 14000 | 70090 |
| \* | Dish TV India Ltd. | 417871 | 23827 |
| \* | Dishman Carbogen <br> Amcis Ltd.<br>| 13491 | 30695 |
|  | Dixon Technologies <br> India Ltd.<br>| 8519 | 1655489 |
|  | Dodla Dairy Ltd. | 2492 | 30784 |
|  | Dollar Industries Ltd. | 2411 | 10911 |
| Ω | Dr. Lal PathLabs Ltd. | 10906 | 355437 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Dr. Reddy's <br> Laboratories Ltd., <br> ADR<br>| 10840 | $150893 |
|  | Dr. Reddy's <br> Laboratories Ltd. <br> (DRRD IN)<br>| 69669 | 974320 |
|  | Dreamfolks Services <br> Ltd.<br>| 4379 | 12222 |
| \* | Dwarikesh Sugar <br> Industries Ltd.<br>| 24957 | 11792 |
|  | Dynacons Systems & <br> Solutions Ltd.<br>| 3186 | 39829 |
|  | Dynamatic <br> Technologies Ltd.<br>| 521 | 38709 |
| \*Ω | E2E Networks Ltd. | 1112 | 31096 |
|  | eClerx Services Ltd. | 8309 | 245046 |
|  | Eicher Motors Ltd. | 22412 | 1477585 |
| \* | EID Parry India Ltd. | 27259 | 263085 |
|  | Eimco Elecon India <br> Ltd.<br>| 645 | 13366 |
|  | Elecon Engineering <br> Co. Ltd.<br>| 19406 | 124750 |
|  | Elgi Equipments Ltd. | 41925 | 220327 |
|  | Emami Ltd. | 73976 | 541973 |
| \* | Embassy <br> Developments Ltd.<br>| 90498 | 104608 |
| Ω | Endurance <br> Technologies Ltd.<br>| 6416 | 142400 |
|  | Engineers India Ltd. | 84350 | 177370 |
|  | EPL Ltd. | 67370 | 151008 |
| Ω | Equitas Small Finance <br> Bank Ltd.<br>| 119737 | 94449 |
| Ω | Eris Lifesciences Ltd. | 11571 | 197350 |
|  | ESAB India Ltd. | 1334 | 72616 |
|  | Escorts Kubota Ltd. | 8042 | 308411 |
| \* | Eternal Ltd. | 425217 | 1158356 |
|  | Eveready Industries <br> India Ltd.<br>| 2554 | 9807 |
|  | Everest Kanto <br> Cylinder Ltd.<br>| 17487 | 24728 |
|  | Excel Industries Ltd. | 1401 | 17586 |
|  | Exide Industries Ltd. | 4697 | 19323 |
|  | Expleo Solutions Ltd. | 1493 | 15027 |
|  | FDC Ltd. | 13171 | 65614 |
|  | Federal Bank Ltd. | 105157 | 244148 |
|  | FIEM Industries Ltd. | 1360 | 23055 |
|  | Filatex India Ltd. | 43861 | 21893 |
|  | Fine Organic <br> Industries Ltd.<br>| 1963 | 95717 |
|  | Fineotex Chemical <br> Ltd.<br>| 10162 | 28555 |
| \* | Fino Payments Bank <br> Ltd.<br>| 970 | 2810 |
|  | Finolex Cables Ltd. | 17633 | 180556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Finolex Industries Ltd. | 65665 | $135098 |
|  | Firstsource Solutions <br> Ltd.<br>| 110374 | 439726 |
|  | Force Motors Ltd. | 1571 | 165758 |
|  | Fortis Healthcare Ltd. | 95400 | 767528 |
| \* | FSN E-Commerce <br> Ventures Ltd.<br>| 212455 | 486546 |
| \* | Fusion Finance Ltd. | 13749 | 22599 |
|  | G R Infraprojects Ltd. | 1451 | 17781 |
|  | Gabriel India Ltd. | 11003 | 70186 |
|  | Galaxy Surfactants <br> Ltd.<br>| 4918 | 121062 |
| \* | Ganesh Benzoplast <br> Ltd.<br>| 3712 | 5385 |
|  | Ganesh Housing <br> Corp. Ltd.<br>| 6076 | 78085 |
|  | Garware Hi-Tech <br> Films Ltd.<br>| 873 | 32766 |
|  | Gateway Distriparks <br> Ltd.<br>| 84005 | 59320 |
|  | GE Vernova T&D <br> India Ltd.<br>| 16801 | 307819 |
|  | GHCL Textiles Ltd. | 10074 | 9413 |
|  | GIC Housing Finance <br> Ltd.<br>| 13893 | 28797 |
|  | Gillette India Ltd. | 1864 | 177133 |
| Ω | Gland Pharma Ltd. | 2287 | 37890 |
|  | GlaxoSmithKline <br> Pharmaceuticals <br> Ltd.<br>| 11246 | 390435 |
|  | Glenmark <br> Pharmaceuticals <br> Ltd.<br>| 25958 | 422838 |
| \* | Global Health Ltd. | 17102 | 242745 |
|  | Globus Spirits Ltd. | 1069 | 12985 |
|  | GMM Pfaudler Ltd. | 6699 | 81173 |
| \* | GMR Airports Ltd. | 591850 | 608107 |
|  | GNA Axles Ltd. | 2031 | 7567 |
|  | Godrej Consumer <br> Products Ltd.<br>| 44434 | 664551 |
| \* | Godrej Properties Ltd. | 21424 | 541722 |
| \* | Gokaldas Exports <br> Ltd.<br>| 4885 | 49061 |
| \* | Gokul Agro Resources <br> Ltd.<br>| 7008 | 19193 |
|  | Goldiam International <br> Ltd.<br>| 9589 | 41141 |
|  | Goodyear India Ltd. | 675 | 7186 |
|  | Granules India Ltd. | 43108 | 230869 |
|  | Grauer & Weil India <br> Ltd.<br>| 45140 | 45043 |
|  | Gravita India Ltd. | 6503 | 134603 |
|  | Greaves Cotton Ltd. | 27270 | 63292 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Greenlam Industries <br> Ltd.<br>| 10968 | $26746 |
|  | Greenply Industries <br> Ltd.<br>| 28877 | 99003 |
|  | Grindwell Norton Ltd. | 7223 | 143610 |
|  | Gufic Biosciences <br> Ltd.<br>| 2091 | 9020 |
|  | Gujarat Gas Ltd. | 34519 | 182011 |
|  | Gujarat Narmada <br> Valley Fertilizers & <br> Chemicals Ltd.<br>| 21821 | 125614 |
|  | Gujarat Pipavav Port <br> Ltd.<br>| 75513 | 119547 |
|  | Gujarat State <br> Fertilizers & <br> Chemicals Ltd.<br>| 53885 | 118470 |
|  | Gujarat State Petronet <br> Ltd.<br>| 86224 | 326024 |
|  | Gulf Oil Lubricants <br> India Ltd.<br>| 3376 | 47503 |
| \* | Hathway Cable & <br> Datacom Ltd.<br>| 100039 | 15921 |
|  | Hatsun Agro Product <br> Ltd.<br>| 14046 | 151345 |
|  | Havells India Ltd. | 32078 | 607424 |
|  | HBL Engineering Ltd. | 31189 | 177375 |
|  | HCL Technologies <br> Ltd.<br>| 129196 | 2379499 |
| Ω | HDFC Asset <br> Management Co. <br> Ltd.<br>| 26743 | 1384500 |
|  | HDFC Bank Ltd. | 165510 | 3749816 |
| Ω | HDFC Life Insurance <br> Co. Ltd.<br>| 64413 | 567301 |
| \* | HealthCare Global <br> Enterprises Ltd.<br>| 14367 | 96526 |
|  | Heritage Foods Ltd. | 11224 | 51980 |
|  | Hero MotoCorp Ltd. <br> (HMCL IN)<br>| 31067 | 1410740 |
| \* | Heubach Colorants <br> India Ltd.<br>| 3739 | 25949 |
|  | HFCL Ltd. | 194533 | 181643 |
|  | HG Infra Engineering <br> Ltd.<br>| 3130 | 39806 |
|  | Himadri Speciality <br> Chemical Ltd.<br>| 67255 | 346723 |
|  | Himatsingka Seide <br> Ltd.<br>| 18367 | 30406 |
|  | Hinduja Global <br> Solutions Ltd.<br>| 5135 | 29731 |
|  | Hindustan Aeronautics <br> Ltd.<br>| 24949 | 1320679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Hindustan <br> Construction Co. <br> Ltd.<br>| 168598 | $51295 |
|  | Hindustan Copper <br> Ltd.<br>| 31109 | 78270 |
| \* | Hindustan Foods Ltd. | 5182 | 32731 |
|  | Hindustan Unilever <br> Ltd.<br>| 77554 | 2147051 |
|  | Hindware Home <br> Innovation Ltd.<br>| 4999 | 11668 |
|  | Hitachi Energy India <br> Ltd.<br>| 1840 | 313255 |
|  | Hle Glascoat Ltd. | 1785 | 5756 |
| Ω | Home First Finance <br> Co. India Ltd.<br>| 15090 | 221972 |
|  | Honda India Power <br> Products Ltd.<br>| 808 | 19532 |
|  | Honeywell Automation <br> India Ltd.<br>| 46 | 18739 |
|  | HPL Electric & Power <br> Ltd.<br>| 3653 | 17455 |
|  | Huhtamaki India Ltd. | 5375 | 12152 |
|  | I G Petrochemicals <br> Ltd.<br>| 1750 | 8428 |
|  | ICICI Bank Ltd. (IBN <br> US), Sponsored <br> ADR<br>| 185870 | 6237797 |
|  | ICICI Bank Ltd. <br> (ICICIBC IN)<br>| 116647 | 1957041 |
| Ω | ICICI Lombard <br> General Insurance <br> Co. Ltd.<br>| 28138 | 624702 |
| Ω | ICICI Prudential Life <br> Insurance Co. Ltd.<br>| 44368 | 321546 |
|  | ICRA Ltd. | 43 | 2829 |
| \* | IDFC First Bank Ltd. | 1239328 | 954006 |
| \* | IFB Industries Ltd. | 2098 | 32091 |
| \* | IFCI Ltd. | 156797 | 78595 |
|  | IIFL Capital Services <br> Ltd.<br>| 47129 | 123088 |
| \* | Imagicaaworld <br> Entertainment Ltd.<br>| 21746 | 16321 |
| Ω | IndiaMart InterMesh <br> Ltd.<br>| 4815 | 130697 |
|  | Indian Bank | 54819 | 364445 |
| Ω | Indian Energy <br> Exchange Ltd.<br>| 126033 | 284590 |
|  | Indian Railway <br> Catering & Tourism <br> Corp. Ltd.<br>| 63619 | 563940 |
| Ω | Indian Railway <br> Finance Corp. Ltd.<br>| 286818 | 420473 |
|  | Indigo Paints Ltd. | 5162 | 59568 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Indraprastha Gas Ltd. | 101672 | $230454 |
|  | Indraprastha Medical <br> Corp. Ltd.<br>| 14570 | 68369 |
|  | IndusInd Bank Ltd. | 24576 | 242507 |
|  | Infibeam Avenues <br> Ltd.<br>| 172173 | 34802 |
|  | Info Edge India Ltd. | 15357 | 1283239 |
|  | Infosys Ltd. (INFO IN) | 326432 | 5737560 |
|  | Infosys Ltd. (INFY <br> US), Sponsored <br> ADR<br>| 249310 | 4387856 |
| \* | Inox Wind Ltd. | 91016 | 180780 |
|  | Insecticides India Ltd. | 1206 | 9842 |
|  | Intellect Design Arena <br> Ltd.<br>| 21110 | 196150 |
|  | IOL Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 10585 | 8032 |
|  | ION Exchange India <br> Ltd.<br>| 17344 | 102591 |
|  | IRB Infrastructure <br> Developers Ltd.<br>| 401090 | 215777 |
| Ω | IRCON International <br> Ltd.<br>| 77768 | 139782 |
|  | ISGEC Heavy <br> Engineering Ltd.<br>| 4973 | 66008 |
|  | ITD Cementation India <br> Ltd.<br>| 23769 | 136046 |
|  | J Kumar Infraprojects <br> Ltd.<br>| 8288 | 64705 |
|  | Jagran Prakashan <br> Ltd.<br>| 8300 | 7112 |
| \* | Jai Balaji Industries <br> Ltd.<br>| 18590 | 25770 |
|  | Jai Corp. Ltd. | 4884 | 5131 |
| \* | Jain Irrigation <br> Systems Ltd.<br>| 40771 | 25449 |
|  | Jammu & Kashmir <br> Bank Ltd. <br>| 103452 | 115920 |
|  | Jamna Auto Industries <br> Ltd.<br>| 41400 | 39203 |
|  | Jash Engineering Ltd. | 3840 | 25497 |
|  | JB Chemicals & <br> Pharmaceuticals <br> Ltd.<br>| 19182 | 365969 |
|  | Jindal Poly Films Ltd. | 5639 | 42171 |
|  | Jindal Saw Ltd. | 40752 | 119425 |
|  | Jindal Stainless Ltd. | 20283 | 139312 |
| \* | Jio Financial Services <br> Ltd.<br>| 183847 | 564892 |
| \* | JITF Infralogistics Ltd. | 984 | 4732 |
|  | JK Paper Ltd. | 23570 | 87448 |
|  | JM Financial Ltd. | 166245 | 197556 |
|  | JTEKT India Ltd. | 6243 | 10485 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Jubilant Pharmova <br> Ltd.<br>| 12704 | $132913 |
|  | Jupiter Wagons Ltd. | 21015 | 87252 |
| \* | Just Dial Ltd. | 7135 | 78322 |
|  | Jyothy Labs Ltd. | 32517 | 143113 |
| \* | Jyoti Structures Ltd. | 183985 | 39619 |
|  | Kalpataru Projects <br> International Ltd.<br>| 27940 | 319478 |
|  | Kalyan Jewellers India <br> Ltd.<br>| 93034 | 565520 |
|  | Kamdhenu Ltd. | 17330 | 5530 |
|  | Kansai Nerolac Paints <br> Ltd.<br>| 62903 | 190761 |
|  | Karnataka Bank Ltd.  | 46083 | 106921 |
|  | Kaveri Seed Co. Ltd. | 5664 | 95779 |
|  | KDDL Ltd. | 1783 | 54591 |
|  | KEC International Ltd. | 32737 | 270866 |
|  | KEI Industries Ltd. | 16302 | 587667 |
| \* | Kellton Tech Solutions <br> Ltd.<br>| 25544 | 32230 |
|  | Kennametal India Ltd. | 1352 | 33046 |
| \* | Kiri Industries Ltd. | 4098 | 28467 |
|  | Kirloskar Brothers <br> Ltd.<br>| 5926 | 119887 |
| \* | Kirloskar Electric Co. <br> Ltd.<br>| 4425 | 6624 |
|  | Kirloskar Industries <br> Ltd.<br>| 167 | 5903 |
|  | Kirloskar Oil Engines <br> Ltd.<br>| 24296 | 214178 |
|  | Kirloskar Pneumatic <br> Co. Ltd.<br>| 3480 | 46297 |
|  | KNR Constructions <br> Ltd.<br>| 46503 | 119805 |
|  | Kolte-Patil Developers <br> Ltd.<br>| 8425 | 33653 |
|  | Kopran Ltd. | 3553 | 8147 |
|  | Kotak Mahindra Bank <br> Ltd.<br>| 57319 | 1493940 |
|  | Kovai Medical Center <br> & Hospital Ltd.<br>| 834 | 55049 |
|  | KPIT Technologies <br> Ltd.<br>| 54528 | 803967 |
|  | KPR Mill Ltd. | 15874 | 187794 |
|  | KRBL Ltd. | 2328 | 8586 |
| \*Ω | Krishna Institute of <br> Medical Sciences <br> Ltd.<br>| 42752 | 330946 |
|  | Krsnaa Diagnostics <br> Ltd.<br>| 1566 | 13566 |
|  | KSB Ltd. | 13940 | 119778 |
|  | Ksolves India Ltd. | 1522 | 7747 |
| \* | Latent View Analytics <br> Ltd.<br>| 3778 | 17425 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Laxmi Organic <br> Industries Ltd.<br>| 6427 | $13241 |
|  | LG Balakrishnan & <br> Bros Ltd.<br>| 3409 | 47820 |
|  | LIC Housing Finance <br> Ltd.<br>| 104346 | 740994 |
|  | Lloyds Engineering <br> Works Ltd.<br>| 65118 | 41933 |
|  | Lloyds Metals & <br> Energy Ltd.<br>| 24249 | 347040 |
|  | LMW Ltd. | 497 | 95259 |
|  | LT Foods Ltd. | 45711 | 186858 |
|  | Lumax Auto <br> Technologies Ltd.<br>| 5511 | 33882 |
|  | Lumax Industries Ltd. | 391 | 10889 |
|  | Lupin Ltd. | 26614 | 660644 |
|  | LUX Industries Ltd. | 742 | 12028 |
|  | Mahanagar Gas Ltd. | 13535 | 214486 |
|  | Maharashtra Scooters <br> Ltd.<br>| 348 | 47040 |
|  | Maharashtra <br> Seamless Ltd.<br>| 5712 | 44137 |
|  | Mahindra & Mahindra <br> Ltd.<br>| 117556 | 4060052 |
| \* | Mahindra Holidays & <br> Resorts India Ltd.<br>| 7103 | 25966 |
|  | Mahindra Lifespace <br> Developers Ltd.<br>| 18060 | 73188 |
| Ω | Mahindra Logistics <br> Ltd.<br>| 6841 | 24530 |
| \* | Man Industries India <br> Ltd.<br>| 4913 | 15894 |
|  | Man Infraconstruction <br> Ltd.<br>| 27104 | 48954 |
|  | Manappuram Finance <br> Ltd.<br>| 106552 | 290354 |
|  | Mangalore Refinery & <br> Petrochemicals Ltd.<br>| 52518 | 83257 |
| \* | Mankind Pharma Ltd. | 422 | 12260 |
|  | Manorama Industries <br> Ltd.<br>| 892 | 13409 |
|  | Marico Ltd. | 217075 | 1821304 |
|  | Marksans Pharma <br> Ltd.<br>| 60249 | 155465 |
|  | Maruti Suzuki India <br> Ltd.<br>| 7904 | 1142068 |
| Ω | MAS Financial <br> Services Ltd.<br>| 11088 | 34990 |
|  | Mastek Ltd. | 5221 | 129624 |
| Ω | Matrimony.com Ltd. | 647 | 3837 |
| \* | Max Financial <br> Services Ltd.<br>| 29521 | 453714 |
|  | Max Healthcare <br> Institute Ltd.<br>| 74226 | 962503 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Max India Ltd. | 3349 | $7519 |
|  | Mayur Uniquoters <br> Ltd.<br>| 7327 | 39908 |
|  | Mazagon Dock <br> Shipbuilders Ltd.<br>| 10184 | 367708 |
| Ω | Medi Assist <br> Healthcare Services <br> Ltd.<br>| 5543 | 29440 |
| \* | Medplus Health <br> Services Ltd.<br>| 3295 | 30702 |
| \* | Meghmani Organics <br> Ltd.<br>| 41024 | 32983 |
| \*Ω | Metropolis Healthcare <br> Ltd.<br>| 7810 | 157285 |
|  | Minda Corp. Ltd. | 13812 | 79601 |
| Ω | Mishra Dhatu Nigam <br> Ltd.<br>| 4384 | 15896 |
|  | MOIL Ltd. | 8698 | 32462 |
|  | Monte Carlo Fashions <br> Ltd.<br>| 2014 | 13608 |
| \* | Morepen Laboratories <br> Ltd.<br>| 11209 | 7950 |
|  | Motherson Sumi <br> Wiring India Ltd.<br>| 448743 | 295526 |
|  | Motilal Oswal <br> Financial Services <br> Ltd.<br>| 64352 | 496444 |
|  | Mphasis Ltd. | 31714 | 921278 |
|  | MPS Ltd. | 1347 | 36036 |
|  | Mrs Bectors Food <br> Specialities Ltd.<br>| 3601 | 63151 |
|  | Muthoot Finance Ltd. | 8161 | 209281 |
| \* | Nalwa Sons <br> Investments Ltd.<br>| 572 | 46759 |
|  | Narayana <br> Hrudayalaya Ltd.<br>| 24437 | 503909 |
|  | Natco Pharma Ltd. | 13148 | 132232 |
|  | Navin Fluorine <br> International Ltd.<br>| 1566 | 83640 |
| \*Ω | Navkar Corp. Ltd. | 12774 | 15147 |
|  | Navneet Education <br> Ltd.<br>| 15429 | 26004 |
|  | NBCC India Ltd. | 112297 | 125959 |
|  | NELCO Ltd. | 2476 | 24073 |
|  | NESCO Ltd. | 5512 | 61341 |
| \* | Network18 Media & <br> Investments Ltd.<br>| 11796 | 6122 |
|  | Newgen Software <br> Technologies Ltd.<br>| 13790 | 160935 |
|  | NHPC Ltd. | 666952 | 673298 |
|  | NIIT Learning <br> Systems Ltd.<br>| 26577 | 117141 |
|  | NIIT Ltd. | 22321 | 34063 |
|  | Nilkamal Ltd. | 2078 | 39418 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| Ω | Nippon Life India <br> Asset Management <br> Ltd.<br>| 50731 | $379702 |
|  | Nitin Spinners Ltd. | 2439 | 10119 |
|  | NOCIL Ltd. | 17104 | 35504 |
|  | Novartis India Ltd. | 2011 | 18253 |
|  | NRB Bearings Ltd. | 9283 | 23849 |
|  | Nucleus Software <br> Exports Ltd.<br>| 3864 | 39643 |
|  | Nuvama Wealth <br> Management Ltd.<br>| 1849 | 134194 |
|  | Oberoi Realty Ltd. | 27901 | 540313 |
| \* | Odigma Consultancy <br> Solutions Ltd.<br>| 1934 | 834 |
|  | One 97 <br> Communications <br> Ltd.<br>| 44851 | 454247 |
| \* | Onesource Specialty <br> Pharma Ltd.<br>| 8510 | 162798 |
| \* | OnMobile Global Ltd. | 3606 | 2052 |
| \* | Optiemus Infracom <br> Ltd.<br>| 1802 | 11046 |
|  | Oracle Financial <br> Services Software <br> Ltd.<br>| 7698 | 792635 |
|  | Orient Electric Ltd. | 29254 | 80373 |
|  | Page Industries Ltd. | 1682 | 899959 |
|  | Paisalo Digital Ltd. | 128021 | 48743 |
|  | Panama Petrochem <br> Ltd.<br>| 8339 | 36110 |
| \* | Paramount <br> Communications <br> Ltd.<br>| 12191 | 7004 |
|  | Patanjali Foods Ltd. | 7458 | 167626 |
| \* | Patel Engineering <br> Ltd.<br>| 91668 | 46420 |
| \* | PC Jeweller Ltd. | 869550 | 125853 |
|  | PCBL Chemical Ltd. | 16670 | 70546 |
|  | PDS Ltd. | 7840 | 34696 |
|  | Pearl Global <br> Industries Ltd.<br>| 4006 | 45735 |
| \* | Peninsula Land Ltd. | 8408 | 2814 |
|  | Persistent Systems <br> Ltd.<br>| 34187 | 2138409 |
|  | Petronet LNG Ltd. | 380211 | 1409552 |
|  | PG Electroplast Ltd. | 15037 | 150921 |
|  | Phoenix Mills Ltd.  | 32406 | 629315 |
|  | PI Industries Ltd. | 20858 | 894978 |
|  | Pidilite Industries Ltd. | 28407 | 1019920 |
|  | Piramal Enterprises <br> Ltd.<br>| 14725 | 167842 |
|  | Piramal Pharma Ltd. | 64175 | 160347 |
|  | Pitti Engineering Ltd. | 3818 | 42860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | PIX Transmissions <br> Ltd.<br>| 502 | $8607 |
| \*Ω | PNB Housing Finance <br> Ltd.<br>| 32496 | 389660 |
|  | PNC Infratech Ltd. | 26853 | 84242 |
|  | Pokarna Ltd. | 272 | 2905 |
|  | Poly Medicure Ltd. | 5938 | 181274 |
|  | Polycab India Ltd. | 10559 | 686156 |
|  | Polyplex Corp. Ltd. | 6178 | 89140 |
| \* | Poonawalla Fincorp <br> Ltd.<br>| 46243 | 205679 |
|  | Power Finance Corp. <br> Ltd.<br>| 462472 | 2229733 |
|  | Power Grid Corp. of <br> India Ltd.<br>| 448254 | 1616116 |
|  | Power Mech Projects <br> Ltd.<br>| 4158 | 129859 |
|  | Praj Industries Ltd. | 41695 | 227989 |
|  | Prakash Pipes Ltd. | 2972 | 14473 |
| Ω | Prataap Snacks Ltd. | 989 | 14172 |
|  | Precision Wires India <br> Ltd.<br>| 16037 | 25282 |
|  | Premier Explosives <br> Ltd. (PRE IN)<br>| 4205 | 20663 |
|  | Prestige Estates <br> Projects Ltd.<br>| 31659 | 511767 |
| \* | Pricol Ltd. | 12224 | 63385 |
|  | Prince Pipes & <br> Fittings Ltd.<br>| 1405 | 4194 |
|  | Privi Speciality <br> Chemicals Ltd.<br>| 1728 | 40573 |
|  | Procter & Gamble <br> Health Ltd.<br>| 2524 | 151076 |
|  | Procter & Gamble <br> Hygiene & Health <br> Care Ltd.<br>| 3035 | 512381 |
| \* | PSP Projects Ltd. | 1462 | 10973 |
| \* | PTC India Financial <br> Services Ltd.<br>| 92542 | 34922 |
|  | PTC India Ltd. | 119739 | 250123 |
| \* | Puravankara Ltd. | 12820 | 35019 |
| Ω | Quess Corp. Ltd. | 21752 | 84533 |
|  | R Systems <br> International Ltd.<br>| 11560 | 42845 |
|  | Radico Khaitan Ltd. | 7280 | 210159 |
|  | Rail Vikas Nigam Ltd. | 95639 | 394710 |
| \* | Rajesh Exports Ltd. | 19507 | 41708 |
|  | Rallis India Ltd. | 21613 | 60572 |
|  | Ram Ratna Wires <br> Ltd.<br>| 3007 | 18226 |
|  | Ramco Industries Ltd. | 3297 | 8959 |
| \* | Ramco Systems Ltd. | 2608 | 11529 |
|  | Ramkrishna Forgings <br> Ltd.<br>| 39375 | 276961 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
| \* | Ramky Infrastructure <br> Ltd.<br>| 2084 | $11501 |
|  | Rane Holdings Ltd. | 2135 | 32370 |
| \* | Rane Madras Ltd. | 711 | 6232 |
| \* | Rategain Travel <br> Technologies Ltd.<br>| 3124 | 15970 |
|  | Ratnamani Metals & <br> Tubes Ltd.<br>| 6847 | 219207 |
| \* | Raymond Lifestyle <br> Ltd.<br>| 2051 | 23314 |
|  | Raymond Ltd. | 2564 | 46122 |
| Ω | RBL Bank Ltd. | 87021 | 204966 |
|  | REC Ltd. | 372965 | 1851281 |
|  | Redington Ltd. | 247667 | 717688 |
|  | Redtape Ltd. | 42370 | 66067 |
| \* | Refex Industries Ltd. | 4340 | 20851 |
|  | Reliance Industrial <br> Infrastructure Ltd.<br>| 1327 | 13326 |
| \* | Religare Enterprises <br> Ltd.<br>| 23726 | 59142 |
|  | Rico Auto Industries <br> Ltd.<br>| 15958 | 12019 |
|  | RITES Ltd. | 28130 | 74907 |
|  | Route Mobile Ltd. | 6572 | 74017 |
|  | RPG Life Sciences <br> Ltd.<br>| 824 | 20413 |
| \* | RPSG Ventures Ltd. | 2544 | 24442 |
| \* | RSWM Ltd. | 4197 | 7185 |
|  | Safari Industries India <br> Ltd.<br>| 4559 | 107852 |
|  | Saksoft Ltd. | 13897 | 25159 |
| \*Ω | Salasar Techno <br> Engineering Ltd.<br>| 76968 | 7850 |
|  | Sammaan Capital <br> Ltd.<br>| 105775 | 151377 |
|  | Samvardhana <br> Motherson <br> International Ltd.<br>| 586988 | 923984 |
|  | Sandhar Technologies <br> Ltd.<br>| 3542 | 15466 |
|  | Sangam India Ltd. | 1378 | 6356 |
|  | Sanghvi Movers Ltd. | 12138 | 38002 |
|  | Sanofi Consumer <br> Healthcare India <br> Ltd.<br>| 2689 | 156821 |
|  | Sanofi India Ltd. | 2689 | 188994 |
| Ω | Sansera Engineering <br> Ltd.<br>| 6029 | 76672 |
|  | Saregama India Ltd. | 7887 | 48794 |
|  | Sasken Technologies <br> Ltd.<br>| 1565 | 28110 |
|  | Savita Oil <br> Technologies Ltd.<br>| 12025 | 52729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | SBI Cards & Payment <br> Services Ltd.<br>| 63105 | $649547 |
| Ω | SBI Life Insurance Co. <br> Ltd.<br>| 68816 | 1435556 |
|  | Schaeffler India Ltd. | 12188 | 498962 |
| \* | Schneider Electric <br> Infrastructure Ltd.<br>| 23603 | 161433 |
| \* | SEAMEC Ltd. | 2784 | 32125 |
|  | Senco Gold Ltd. | 9320 | 38048 |
| \* | SEPC Ltd. | 253243 | 42084 |
| Ω | SH Kelkar & Co. Ltd. | 22091 | 51935 |
|  | Shakti Pumps India <br> Ltd.<br>| 19098 | 190205 |
|  | Shalby Ltd. | 3933 | 8722 |
|  | Shankara Building <br> Products Ltd.<br>| 2509 | 17971 |
|  | Shanthi Gears Ltd. | 3701 | 20874 |
|  | Sharda Cropchem <br> Ltd.<br>| 11711 | 75738 |
|  | Share India Securities <br> Ltd.<br>| 8625 | 15097 |
| \* | Sheela Foam Ltd. | 4950 | 37545 |
| \* | Shilpa Medicare Ltd. | 7105 | 54174 |
|  | Shivalik Bimetal <br> Controls Ltd.<br>| 7392 | 38144 |
| \* | Shoppers Stop Ltd. | 8764 | 52934 |
| \* | Shree Renuka Sugars <br> Ltd.<br>| 107384 | 36538 |
|  | Siemens Energy India <br> Ltd.<br>| 3972 | 116510 |
|  | Siemens Ltd. | 3972 | 135213 |
| Ω | Sirca Paints India Ltd. | 3688 | 12664 |
| \* | SIS Ltd. | 11699 | 46742 |
|  | SJS Enterprises Ltd. | 3083 | 33883 |
|  | SJVN Ltd. | 175170 | 194313 |
|  | SKF India Ltd. | 6470 | 297038 |
|  | Skipper Ltd. | 2652 | 14276 |
|  | SML ISUZU Ltd. | 440 | 7993 |
|  | Snowman Logistics <br> Ltd.<br>| 32403 | 19860 |
|  | Sobha Ltd. | 8551 | 134106 |
|  | Somany Ceramics <br> Ltd.<br>| 3868 | 19287 |
|  | Sonata Software Ltd. | 74871 | 369853 |
|  | South Indian Bank <br> Ltd.<br>| 385651 | 117226 |
| \* | SP Apparels Ltd. | 525 | 4530 |
| \* | Spandana Sphoorty <br> Financial Ltd.<br>| 6230 | 20231 |
|  | SRF Ltd. | 26360 | 936631 |
|  | State Bank of India <br> (SBID LI), GDR<br>| 485 | 45285 |
|  | Stove Kraft Ltd. | 1809 | 12941 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Strides Pharma <br> Science Ltd.<br>| 17020 | $129503 |
| \* | Stylam Industries Ltd. | 1747 | 32507 |
|  | Styrenix Performance <br> Materials Ltd.<br>| 1162 | 37635 |
| \* | Subex Ltd. | 108975 | 15530 |
|  | Subros Ltd. | 3035 | 21566 |
|  | Sudarshan Chemical <br> Industries Ltd.<br>| 5116 | 61583 |
|  | Sumitomo Chemical <br> India Ltd.<br>| 11897 | 71335 |
|  | Sun Pharmaceutical <br> Industries Ltd. <br> (SUNP IN)<br>| 74863 | 1614188 |
|  | Sun TV Network Ltd. | 31011 | 227260 |
|  | Sundaram Finance <br> Ltd.<br>| 9248 | 572977 |
|  | Sundaram-Clayton <br> Ltd.<br>| 134 | 3140 |
|  | Sundrop Brands Ltd. | 1250 | 11398 |
|  | Sunteck Realty Ltd. | 12565 | 59611 |
|  | Suprajit Engineering <br> Ltd.<br>| 15139 | 68778 |
|  | Supreme Industries <br> Ltd.<br>| 19667 | 822850 |
|  | Supreme Petrochem <br> Ltd.<br>| 24390 | 188385 |
| \* | Suratwwala Business <br> Group Ltd.<br>| 9540 | 4952 |
|  | Surya Roshni Ltd. | 18449 | 55874 |
| \* | Suryoday Small <br> Finance Bank Ltd.<br>| 11567 | 17454 |
|  | Suyog Telematics Ltd. | 1545 | 16651 |
| \* | Suzlon Energy Ltd. | 1839852 | 1218111 |
|  | Swaraj Engines Ltd. | 2717 | 131107 |
|  | Swelect Energy <br> Systems Ltd.<br>| 1098 | 7745 |
|  | Symphony Ltd. | 5252 | 71502 |
| Ω | Syngene International <br> Ltd.<br>| 52515 | 391021 |
|  | Talbros Automotive <br> Components Ltd.<br>| 3456 | 10214 |
|  | Tamilnad Mercantile <br> Bank Ltd.<br>| 10727 | 55629 |
|  | Tanla Platforms Ltd. | 30563 | 172421 |
|  | Tata Communications <br> Ltd.<br>| 31818 | 596227 |
|  | Tata Consultancy <br> Services Ltd.<br>| 135654 | 5502267 |
|  | Tata Consumer <br> Products Ltd.<br>| 65140 | 894353 |
|  | Tata Elxsi Ltd. | 11196 | 759594 |
|  | Tata Motors Ltd. | 301394 | 2294158 |
|  | TCI Express Ltd. | 2376 | 19133 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | TCPL Packaging Ltd. | 151 | $6473 |
|  | TD Power Systems <br> Ltd.<br>| 26003 | 131719 |
| \* | TeamLease Services <br> Ltd.<br>| 1462 | 32521 |
|  | Tech Mahindra Ltd. | 98064 | 1738417 |
|  | Techno Electric & <br> Engineering Co. <br> Ltd.<br>| 2302 | 28885 |
|  | Tega Industries Ltd. | 2443 | 38873 |
|  | Texmaco Rail & <br> Engineering Ltd.<br>| 119190 | 190261 |
|  | Thanga Mayil <br> Jewellery Ltd.<br>| 3021 | 75042 |
|  | Thejo Engineering <br> Ltd.<br>| 340 | 7175 |
|  | Thermax Ltd. | 2737 | 106218 |
|  | Thirumalai Chemicals <br> Ltd.<br>| 19514 | 57073 |
|  | Thomas Cook India <br> Ltd.<br>| 39648 | 62981 |
| Ω | Thyrocare <br> Technologies Ltd.<br>| 5502 | 57001 |
|  | Tilaknagar Industries <br> Ltd.<br>| 26662 | 89750 |
|  | Time Technoplast Ltd. | 62992 | 250082 |
|  | Timken India Ltd. | 9812 | 284640 |
|  | Tips Music Ltd. | 12301 | 91746 |
|  | Titagarh Rail System <br> Ltd.<br>| 16121 | 142123 |
|  | Titan Co. Ltd. | 67161 | 2664637 |
|  | Torrent <br> Pharmaceuticals <br> Ltd.<br>| 25958 | 1022177 |
|  | Tourism Finance Corp. <br> of India Ltd.<br>| 20829 | 48848 |
|  | TransIndia Real <br> Estate Ltd.<br>| 19487 | 7756 |
|  | Transport Corp. of <br> India Ltd.<br>| 6877 | 84500 |
|  | Trent Ltd. | 19021 | 1154214 |
|  | Triveni Engineering & <br> Industries Ltd.<br>| 20609 | 99675 |
|  | Triveni Turbine Ltd. | 30616 | 186289 |
|  | TTK Prestige Ltd. | 6313 | 45334 |
|  | Tube Investments of <br> India Ltd.<br>| 19773 | 674836 |
|  | TVS Holdings Ltd. | 1521 | 163619 |
|  | TVS Motor Co. Ltd. | 56576 | 1776584 |
|  | Uflex Ltd. | 12421 | 81303 |
|  | United Breweries Ltd. | 10448 | 265350 |
|  | United Spirits Ltd. | 72794 | 1338610 |
|  | UNO Minda Ltd. | 30086 | 315487 |
| \* | UPL Ltd. | 217861 | 1666919 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Usha Martin Ltd. | 15934 | $54711 |
| \* | V2 Retail Ltd. | 1576 | 31577 |
| \* | VA Tech Wabag Ltd. | 17914 | 273633 |
|  | Vadilal Industries Ltd. | 537 | 40209 |
|  | Vaibhav Global Ltd. | 14609 | 37597 |
| \*Ω | Varroc Engineering <br> Ltd.<br>| 9736 | 49733 |
|  | Varun Beverages Ltd. | 162473 | 998000 |
| \* | Vascon Engineers <br> Ltd.<br>| 27423 | 12830 |
|  | Vedant Fashions Ltd. | 8558 | 78428 |
|  | Veedol Corporation <br> Ltd.<br>| 1780 | 30914 |
|  | Vesuvius India Ltd. | 2177 | 119680 |
|  | V-Guard Industries <br> Ltd.<br>| 45354 | 193366 |
|  | Vijaya Diagnostic <br> Centre Ltd.<br>| 2128 | 25267 |
|  | Vinati Organics Ltd. | 5149 | 98543 |
|  | Vindhya Telelinks Ltd. | 2422 | 38152 |
|  | Vishnu Chemicals <br> Ltd.<br>| 2254 | 11317 |
| \* | VL E-Governance & <br> IT Solutions Ltd.<br>| 15966 | 9075 |
| \* | Vodafone Idea Ltd. | 3089440 | 260213 |
|  | Voltamp Transformers <br> Ltd.<br>| 1855 | 160283 |
|  | Voltas Ltd. | 45021 | 657890 |
|  | VST Tillers Tractors <br> Ltd.<br>| 993 | 41519 |
|  | Welspun Corp. Ltd. | 48585 | 439751 |
|  | Welspun Enterprises <br> Ltd.<br>| 19581 | 109693 |
|  | West Coast Paper <br> Mills Ltd.<br>| 10620 | 56070 |
|  | Wheels India Ltd. | 1253 | 10000 |
|  | Whirlpool of India Ltd. | 3492 | 51660 |
|  | Windlas Biotech Ltd. | 1839 | 20956 |
|  | Wipro Ltd. | 320058 | 911466 |
| \* | Wockhardt Ltd. | 19314 | 296883 |
|  | Wonderla Holidays <br> Ltd.<br>| 6246 | 49819 |
| \* | Yes Bank Ltd. | 865947 | 181651 |
|  | Zee Entertainment <br> Enterprises Ltd.<br>| 270307 | 338272 |
|  | Zensar Technologies <br> Ltd.<br>| 43425 | 370831 |
|  | ZF Commercial <br> Vehicle Control <br> Systems India Ltd.<br>| 296 | 43837 |
|  | Zydus Lifesciences <br> Ltd.<br>| 53487 | 561317 |
|  | Zydus Wellness Ltd. | 4337 | 90310 |
| TOTAL INDIA | TOTAL INDIA |  | 201850981 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) | INDONESIA — (0.4%) |
|  | Adi Sarana Armada <br> Tbk. PT<br>| 440500 | $18217 |
| \* | Agung Semesta <br> Sejahtera Tbk. PT<br>| 344900 | 187 |
| \* | Alam Sutera Realty <br> Tbk. PT<br>| 2532800 | 19543 |
|  | Arwana Citramulia <br> Tbk. PT<br>| 996500 | 35245 |
|  | Aspirasi Hidup <br> Indonesia Tbk. PT<br>| 1335500 | 42997 |
|  | Astra Otoparts Tbk. <br> PT<br>| 208600 | 27397 |
|  | Avia Avian Tbk. PT | 3146700 | 78988 |
|  | Bank BTPN Syariah <br> Tbk. PT<br>| 785300 | 56066 |
| \* | Bank Neo Commerce <br> Tbk. PT<br>| 2335300 | 36598 |
|  | Bank OCBC Nisp Tbk. <br> PT<br>| 945900 | 74348 |
| \* | Bank Pembangunan <br> Daerah Jawa Timur <br> Tbk. PT<br>| 949100 | 29722 |
|  | Bank Tabungan <br> Negara Persero <br> Tbk. PT<br>| 848800 | 53956 |
|  | Barito Pacific Tbk. PT | 1765577 | 79203 |
|  | BFI Finance Indonesia <br> Tbk. PT<br>| 2332500 | 123250 |
|  | BISI International Tbk. <br> PT<br>| 170900 | 10404 |
|  | Blue Bird Tbk. PT | 152000 | 15862 |
| \* | Bukalapak.com Tbk. <br> PT<br>| 18983100 | 166075 |
| \* | Capital Financial <br> Indonesia Tbk. PT<br>| 237300 | 11448 |
|  | Chandra Asri Pacific <br> Tbk. PT<br>| 118600 | 56342 |
|  | Cisarua Mountain <br> Dairy Tbk. PT<br>| 248700 | 68601 |
|  | Dayamitra <br> Telekomunikasi PT<br>| 1834800 | 68483 |
| \* | Dian Swastatika <br> Sentosa Tbk. PT<br>| 10800 | 29603 |
|  | Elang Mahkota <br> Teknologi Tbk. PT<br>| 3757500 | 121378 |
|  | Erajaya Swasembada <br> Tbk. PT<br>| 3413900 | 95686 |
|  | ESSA Industries <br> Indonesia Tbk. PT<br>| 1425600 | 51960 |
|  | Gajah Tunggal Tbk. <br> PT<br>| 256600 | 17013 |
|  | Garudafood Putra <br> Putri Jaya Tbk. PT<br>| 2231400 | 51894 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Hexindo Adiperkasa <br> Tbk. PT<br>| 63500 | $18004 |
|  | Impack Pratama <br> Industri Tbk. PT<br>| 2765800 | 55963 |
|  | Indomobil Sukses <br> Internasional Tbk. <br> PT<br>| 502700 | 26231 |
|  | Indosat Tbk. PT | 858500 | 90368 |
|  | Industri Jamu Dan <br> Farmasi Sido <br> Muncul Tbk. PT<br>| 2017323 | 72320 |
| \*†† | Inti Agri Resources <br> Tbk. PT<br>| 550900 | 0 |
|  | Jasa Marga Persero <br> Tbk. PT<br>| 690400 | 178118 |
|  | Jaya Real Property <br> Tbk. PT<br>| 709100 | 30344 |
|  | Kalbe Farma Tbk. PT | 2381000 | 196254 |
| \* | Kawasan Industri <br> Jababeka Tbk. PT<br>| 1676900 | 17484 |
|  | KMI Wire & Cable <br> Tbk. PT<br>| 229100 | 5422 |
|  | Map Aktif Adiperkasa <br> PT<br>| 2105200 | 82370 |
|  | Mayora Indah Tbk. <br> PT<br>| 1696900 | 233005 |
|  | MD Entertainment <br> Tbk. PT<br>| 288500 | 43911 |
| \* | Media Nusantara Citra <br> Tbk. PT<br>| 2337100 | 36941 |
|  | Medikaloka Hermina <br> Tbk. PT<br>| 1968600 | 134151 |
| \* | Metro Healthcare <br> Indonesia Tbk. PT<br>| 3077400 | 38600 |
|  | Metrodata Electronics <br> Tbk. PT<br>| 2268400 | 76452 |
|  | Mitra Adiperkasa Tbk. <br> PT<br>| 2599500 | 214024 |
|  | Mitra Keluarga <br> Karyasehat Tbk. <br> PT<br>| 909500 | 137500 |
|  | Mitra Pinasthika <br> Mustika Tbk. PT<br>| 395200 | 24562 |
| \* | MNC Digital <br> Entertainment Tbk. <br> PT<br>| 1376000 | 39146 |
| \* | MNC Land Tbk. PT | 7894400 | 58995 |
|  | Nippon Indosari <br> Corpindo Tbk. PT<br>| 140600 | 7330 |
| Ω | Nusantara Sejahtera <br> Raya Tbk. PT<br>| 2386900 | 20440 |
| \* | Pacific Strategic <br> Financial Tbk. PT<br>| 408200 | 27278 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
| \* | Panin Financial Tbk. <br> PT<br>| 4046700 | $94165 |
| \* | Paninvest Tbk. PT | 332500 | 21265 |
|  | Petrosea Tbk. PT | 126000 | 21648 |
| \*†† | Pool Advista <br> Indonesia Tbk. PT<br>| 64100 | 36 |
|  | Prodia Widyahusada <br> Tbk. PT<br>| 96600 | 16174 |
| \* | Puradelta Lestari Tbk. <br> PT<br>| 4085000 | 42785 |
| \*†† | Rimo International <br> Lestari Tbk. PT<br>| 3949000 | 0 |
|  | Samudera Indonesia <br> Tbk. PT<br>| 584900 | 8955 |
| \* | Sarana Meditama <br> Metropolitan Tbk. <br> PT<br>| 696400 | 12930 |
|  | Sarana Menara <br> Nusantara Tbk. PT<br>| 6839100 | 234727 |
|  | Sariguna Primatirta <br> Tbk. PT<br>| 603400 | 52022 |
|  | Selamat Sempurna <br> Tbk. PT<br>| 570200 | 61223 |
|  | Siloam International <br> Hospitals Tbk. PT<br>| 222600 | 34850 |
| \*†† | Sri Rejeki Isman Tbk. <br> PT<br>| 1498800 | 2472 |
|  | Sumber Alfaria Trijaya <br> Tbk. PT<br>| 2611300 | 338045 |
|  | Summarecon Agung <br> Tbk. PT<br>| 2162145 | 56199 |
|  | Surya Citra Media <br> Tbk. PT<br>| 4856600 | 59753 |
|  | Surya Semesta <br> Internusa Tbk. PT<br>| 1772300 | 90162 |
|  | Tempo Scan Pacific <br> Tbk. PT<br>| 253800 | 40374 |
|  | Tower Bersama <br> Infrastructure Tbk. <br> PT<br>| 638400 | 76337 |
| \*†† | Trada Alam Minera <br> Tbk. PT<br>| 1606700 | 0 |
|  | Unilever Indonesia <br> Tbk. PT<br>| 2073200 | 213863 |
| \* | Waskita Beton <br> Precast Tbk. PT<br>| 2650700 | 2433 |
| \*†† | Waskita Karya <br> Persero Tbk. PT<br>| 2437341 | 5562 |
| \* | Wijaya Karya Persero <br> Tbk. PT<br>| 2100600 | 25815 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | 4817474 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) | KUWAIT — (0.7%) |
|  | A'ayan Real Estate <br> Co. SAK<br>| 53586 | $15610 |
| \* | Acico Industries Co. <br> KSC<br>| 74581 | 16945 |
|  | Agility Public <br> Warehousing Co. <br> KSC<br>| 277010 | 237903 |
|  | Al Ahli Bank of Kuwait <br> KSCP<br>| 146546 | 145197 |
|  | Ali Alghanim Sons <br> Automotive Co. <br> KSCC<br>| 44631 | 152683 |
| \* | Arabi Group Holding <br> KSC<br>| 28682 | 36027 |
|  | Arzan Financial Group <br> for Financing & <br> Investment KPSC<br>| 326532 | 313582 |
| \* | Asiya Capital <br> Investments Co. <br> KSCP<br>| 206003 | 23921 |
|  | Boubyan Bank KSCP | 81181 | 179904 |
|  | Boubyan <br> Petrochemicals Co. <br> KSCP<br>| 94328 | 213866 |
|  | Burgan Bank SAK | 229945 | 169150 |
|  | Combined Group <br> Contracting Co. <br> SAK<br>| 17825 | 37693 |
|  | Commercial Facilities <br> Co. SAKP<br>| 74507 | 66804 |
|  | Gulf Bank KSCP | 423582 | 464898 |
|  | Gulf Cables & <br> Electrical Industries <br> Group Co. KSCP<br>| 24645 | 181535 |
|  | Heavy Engineering & <br> Ship Building Co. <br> KSCP<br>| 51453 | 155998 |
|  | Humansoft Holding <br> Co. KSC<br>| 24673 | 191085 |
| \* | IFA Hotels & <br> Resorts-KPSC<br>| 6891 | 32485 |
|  | Integrated Holding Co. <br> KCSC<br>| 47085 | 87691 |
|  | KAMCO Investment <br> Co. KSC<br>| 54293 | 21121 |
|  | Kuwait Finance House <br> KSCP<br>| 737013 | 1740401 |
|  | Kuwait Financial <br> Centre SAK<br>| 66525 | 30466 |
|  | Kuwait Insurance Co. <br> SAK<br>| 34849 | 61460 |
|  | Kuwait Investment Co. <br> SAK<br>| 60453 | 33992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Kuwait Real Estate <br> Co. KSC<br>| 162595 | $199550 |
|  | Kuwait <br> Telecommunications <br> Co.<br>| 51876 | 91750 |
|  | Mezzan Holding Co. <br> KSCC<br>| 35057 | 109207 |
|  | National Bank of <br> Kuwait SAKP<br>| 544177 | 1692343 |
| \* | National Consumer <br> Holding Co. SAK<br>| 61028 | 23276 |
|  | National Industries <br> Group Holding SAK<br>| 367799 | 299133 |
| \* | Privatization Holding <br> Co. KSCP<br>| 149482 | 25755 |
|  | Salhia Real Estate <br> Co. KSCP<br>| 92366 | 135632 |
|  | Securities House <br> KSC<br>| 52514 | 11764 |
| \*†† | Sultan Center Food <br> Products Co. KSC<br>| 30168 | 3543 |
| \* | Warba Bank KSCP | 605755 | 439205 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | 7641575 |
| LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) | LUXEMBOURG — (0.0%) |
| \*Ω | Allegro.eu SA | 18368 | 161169 |
| MALAYSIA — (1.1%) | MALAYSIA — (1.1%) | MALAYSIA — (1.1%) | MALAYSIA — (1.1%) |
| # | Able Global Bhd. | 28800 | 10147 |
|  | Aeon Co. M Bhd. | 108000 | 36711 |
|  | AEON Credit Service <br> M Bhd.<br>| 13600 | 18787 |
| # | AFFIN Bank Bhd. | 128602 | 78907 |
|  | Ajinomoto Malaysia <br> Bhd.<br>| 4200 | 13905 |
|  | Allianz Malaysia Bhd. | 9500 | 40602 |
|  | AME Elite Consortium <br> Bhd.<br>| 38000 | 14091 |
|  | AMMB Holdings Bhd. <br> (AMM MK)<br>| 352900 | 422215 |
|  | Ancom Nylex Bhd. | 322057 | 72407 |
| \* | Astro Malaysia <br> Holdings Bhd.<br>| 288400 | 11744 |
|  | Aumas Resources <br> Bhd.<br>| 143100 | 24514 |
|  | Aurelius Technologies <br> Bhd.<br>| 23600 | 17294 |
| # | Bank Islam Malaysia <br> Bhd.<br>| 168500 | 95733 |
| #\* | Berjaya Corp. Bhd. | 475686 | 32502 |
| #\* | Berjaya Land Bhd. | 294800 | 19826 |
| #\* | Bermaz Auto Bhd. | 317700 | 77325 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | Cahya Mata Sarawak <br> Bhd.<br>| 150700 | $32897 |
|  | Cape Ems Bhd. | 186000 | 10580 |
|  | Carlsberg Brewery <br> Malaysia Bhd.<br>| 33900 | 148385 |
| \* | Chin Hin Group Bhd. | 64300 | 30487 |
|  | CIMB Group Holdings <br> Bhd.<br>| 362705 | 599154 |
| # | Coastal Contracts <br> Bhd.<br>| 57700 | 18425 |
| # | CTOS Digital Bhd. | 452900 | 103889 |
| # | D&O Green <br> Technologies Bhd.<br>| 126900 | 38260 |
| # | Dayang Enterprise <br> Holdings Bhd.<br>| 229720 | 91708 |
|  | Dialog Group Bhd. | 579300 | 196162 |
|  | DRB-Hicom Bhd. | 178400 | 34527 |
| # | Duopharma Biotech <br> Bhd.<br>| 106742 | 29913 |
|  | Dutch Lady Milk <br> Industries Bhd.<br>| 3900 | 25307 |
| # | Eastern & Oriental <br> Bhd.<br>| 171500 | 31391 |
| # | Eco World <br> Development Group <br> Bhd.<br>| 183900 | 80193 |
|  | Eco World <br> International Bhd.<br>| 120600 | 6001 |
| \* | Ekovest Bhd. | 499300 | 35887 |
| # | Formosa Prosonic <br> Industries Bhd.<br>| 55100 | 28740 |
|  | Fraser & Neave <br> Holdings Bhd.<br>| 35500 | 222300 |
|  | Frontken Corp. Bhd. | 304200 | 247525 |
|  | Gamuda Bhd. | 486122 | 478960 |
|  | Gas Malaysia Bhd. | 94400 | 92487 |
| # | Genting Malaysia <br> Bhd.<br>| 495700 | 197146 |
|  | Globetronics <br> Technology Bhd.<br>| 139600 | 15396 |
| \* | Greatech Technology <br> Bhd.<br>| 165800 | 56031 |
|  | Guan Chong Bhd. | 29500 | 23128 |
|  | Heineken Malaysia <br> Bhd.<br>| 35100 | 214512 |
| \* | Hengyuan Refining <br> Co. Bhd.<br>| 31700 | 11683 |
| # | Hextar Global Bhd. | 292400 | 61771 |
|  | Hong Leong Financial <br> Group Bhd.<br>| 26600 | 105861 |
|  | Hong Leong Industries <br> Bhd.<br>| 20200 | 63544 |
| # | Hup Seng Industries <br> Bhd.<br>| 52600 | 12682 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| # | IHH Healthcare Bhd. | 120700 | $193450 |
| # | IJM Corp. Bhd. | 67100 | 35342 |
|  | Inari Amertron Bhd. | 134400 | 60012 |
|  | IOI Properties Group <br> Bhd.<br>| 176500 | 74930 |
| # | ITMAX SYSTEM Bhd. | 21200 | 18165 |
|  | JAKS Resources <br> Bhd.<br>| 487500 | 10818 |
| \* | JCY International <br> Bhd.<br>| 193400 | 16197 |
|  | Kelington Group Bhd. | 146100 | 114269 |
|  | Kerjaya Prospek <br> Group Bhd.<br>| 130895 | 60441 |
|  | KPJ Healthcare Bhd. | 199700 | 133125 |
| \* | KSL Holdings Bhd. | 72900 | 26304 |
| # | LBS Bina Group Bhd. | 288730 | 33451 |
| #\*Ω | Lotte Chemical Titan <br> Holding Bhd.<br>| 127315 | 13006 |
|  | LPI Capital Bhd. | 61900 | 205744 |
| # | Magni-Tech Industries <br> Bhd.<br>| 50166 | 24690 |
| # | Magnum Bhd. | 216645 | 62540 |
|  | Mah Sing Group Bhd. | 316400 | 85740 |
|  | Malayan Banking <br> Bhd.<br>| 299309 | 693591 |
|  | Malaysian Resources <br> Corp. Bhd.<br>| 595329 | 63588 |
|  | Matrix Concepts <br> Holdings Bhd.<br>| 227025 | 74832 |
| # | MBM Resources Bhd. | 18900 | 24981 |
| # | MBSB Bhd. | 469531 | 77880 |
|  | MNRB Holdings Bhd. | 105800 | 49842 |
| #Ω | Mr. DIY Group M <br> Bhd.<br>| 416950 | 162556 |
| #\* | Muhibbah Engineering <br> M Bhd.<br>| 139200 | 19756 |
|  | My EG Services Bhd. | 2337334 | 487340 |
| # | NEXG Bhd. | 171900 | 13769 |
| †† | Nylex Malaysia Bhd. | 2285 | 24 |
| # | OCK Group Bhd. | 100800 | 9937 |
|  | OSK Holdings Bhd. | 267600 | 105589 |
|  | Padini Holdings Bhd. | 192000 | 92937 |
| # | Paramount Corp. <br> Bhd.<br>| 90300 | 21985 |
|  | PBA Holdings Bhd. | 17300 | 8233 |
|  | Pecca Group Bhd. | 38700 | 13193 |
| # | Perak Transit Bhd. | 59199 | 9812 |
| # | Petron Malaysia <br> Refining & <br> Marketing Bhd.<br>| 24600 | 18746 |
|  | Petronas Chemicals <br> Group Bhd.<br>| 108700 | 92751 |
| # | Petronas Dagangan <br> Bhd.<br>| 60800 | 278082 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Power Root Bhd. | 33600 | $10910 |
|  | Public Bank Bhd. | 1185500 | 1228953 |
| # | RCE Capital Bhd. | 121600 | 36995 |
| # | REDtone Digital Bhd. | 48400 | 6514 |
|  | RGB International <br> Bhd.<br>| 253600 | 20087 |
|  | RHB Bank Bhd. | 184256 | 284209 |
| \* | Salcon Bhd. | 121000 | 8829 |
|  | Sam Engineering & <br> Equipment M Bhd.<br>| 43000 | 33109 |
| \* | Sapura Energy Bhd. | 2096200 | 19311 |
|  | Scientex Bhd. | 225000 | 182450 |
|  | SFP Tech Holdings <br> Bhd.<br>| 58100 | 2833 |
|  | Sime Darby Bhd. | 893400 | 430554 |
| # | Sime Darby Property <br> Bhd.<br>| 518200 | 148837 |
| \* | Solarvest Holdings <br> Bhd.<br>| 32100 | 12422 |
|  | Southern Cable Group <br> Bhd.<br>| 106400 | 27697 |
| # | SP Setia Bhd. Group | 451564 | 115002 |
| # | Sports Toto Bhd. | 323082 | 103059 |
|  | Sunway Bhd. | 193700 | 204182 |
| # | Sunway Construction <br> Group Bhd.<br>| 78400 | 81066 |
| # | Syarikat Takaful <br> Malaysia Keluarga <br> Bhd.<br>| 132192 | 109196 |
|  | Taliworks Corp. Bhd. | 120500 | 18040 |
|  | TASCO Bhd. | 69700 | 8478 |
| # | TIME dotCom Bhd. | 244700 | 292055 |
| #\* | Tropicana Corp. Bhd. | 190196 | 52148 |
| # | Uchi Technologies <br> Bhd.<br>| 66700 | 47671 |
|  | UEM Sunrise Bhd. | 434700 | 72506 |
|  | Velesto Energy Bhd. | 854800 | 30725 |
|  | VS Industry Bhd. | 536900 | 97859 |
|  | Wasco Bhd. | 54800 | 11704 |
| \* | WCT Holdings Bhd. | 171415 | 26312 |
|  | Wellcall Holdings <br> Bhd.<br>| 99500 | 34464 |
|  | Westports Holdings <br> Bhd.<br>| 115100 | 113396 |
| # | Yinson Holdings Bhd. | 590430 | 255907 |
|  | YTL Corp. Bhd. | 233100 | 103670 |
| # | YTL Power <br> International Bhd.<br>| 141300 | 111936 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | 12162376 |
| MEXICO — (2.2%) | MEXICO — (2.2%) | MEXICO — (2.2%) | MEXICO — (2.2%) |
| # | Alpek SAB de CV | 153444 | 77620 |
|  | Alsea SAB de CV | 78647 | 176340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | America Movil SAB de <br> CV (2228390D US), <br> ADR<br>| 62004 | $1068949 |
|  | America Movil SAB de <br> CV (AMXB MM)<br>| 451926 | 391075 |
|  | Arca Continental SAB <br> de CV<br>| 50506 | 531909 |
| Ω | Banco del Bajio SA | 233352 | 559983 |
| # | Becle SAB de CV | 57550 | 66529 |
|  | Bolsa Mexicana de <br> Valores SAB de CV<br>| 97285 | 204983 |
|  | Coca-Cola Femsa <br> SAB de CV (KOF <br> US), Sponsored <br> ADR<br>| 1316 | 123875 |
|  | Coca-Cola Femsa <br> SAB de CV <br> (KOFUBL MM)<br>| 60165 | 567242 |
| \* | Consorcio ARA SAB <br> de CV<br>| 302667 | 51858 |
| # | Corp. Inmobiliaria <br> Vesta SAB de CV<br>| 205406 | 561631 |
|  | Corporativo Fragua <br> SAB de CV<br>| 1008 | 25701 |
|  | El Puerto de Liverpool <br> SAB de CV, <br> Class C1<br>| 43787 | 201647 |
|  | Fomento Economico <br> Mexicano SAB de <br> CV (FEMSAUBD <br> MM)<br>| 108726 | 1143174 |
|  | Fomento Economico <br> Mexicano SAB de <br> CV (FMX US), <br> Sponsored ADR<br>| 1140 | 120053 |
|  | Genomma Lab <br> Internacional SAB <br> de CV, Class B<br>| 379861 | 443967 |
|  | Gentera SAB de CV | 247530 | 431557 |
|  | Gruma SAB de CV, <br> Class B<br>| 42662 | 812863 |
|  | Grupo Aeroportuario <br> del Centro Norte <br> SAB de CV<br>| 95921 | 1055495 |
| # | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (GAPB MM), <br> Class B<br>| 72771 | 1474605 |
|  | Grupo Aeroportuario <br> del Pacifico SAB de <br> CV (PAC US), ADR<br>| 1900 | 390469 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASR US), ADR<br>| 3021 | $956267 |
|  | Grupo Aeroportuario <br> del Sureste SAB de <br> CV (ASURB MM), <br> Class B<br>| 8704 | 274859 |
| # | Grupo Bimbo SAB de <br> CV<br>| 211753 | 644313 |
|  | Grupo Carso SAB de <br> CV<br>| 18695 | 130013 |
| # | Grupo Comercial <br> Chedraui SA de CV<br>| 128356 | 829155 |
|  | Grupo Elektra SAB de <br> CV<br>| 2060 | 36766 |
|  | Grupo Financiero <br> Banorte SAB de <br> CV, Class O<br>| 283096 | 2427403 |
| \* | Grupo Financiero <br> Inbursa SAB de CV, <br> Class O<br>| 257293 | 661388 |
|  | Grupo Herdez SAB de <br> CV<br>| 47672 | 135890 |
| \* | Grupo Hotelero Santa <br> Fe SAB de CV<br>| 135595 | 25998 |
|  | Grupo Mexico SAB de <br> CV<br>| 277539 | 1440166 |
|  | Grupo Rotoplas SAB <br> de CV<br>| 27955 | 17277 |
| # | Grupo Televisa SAB <br> (TLEVICPO MM)<br>| 416039 | 151476 |
|  | Grupo Televisa SAB <br> (TV US), Sponsored <br> ADR<br>| 5685 | 10347 |
| \* | Industrias CH SAB de <br> CV<br>| 8871 | 79615 |
| \* | Industrias Penoles <br> SAB de CV<br>| 34695 | 695280 |
|  | KUO SAB de CV | 4600 | 9969 |
| # | La Comer SAB de <br> CV<br>| 155188 | 290505 |
|  | Megacable Holdings <br> SAB de CV<br>| 146363 | 356009 |
| \* | Ollamani SAB | 20801 | 49938 |
| # | Operadora De Sites <br> Mexicanos SAB de <br> CV, Class A-1<br>| 75389 | 62240 |
| # | Orbia Advance Corp. <br> SAB de CV<br>| 311938 | 210605 |
| \* | Organizacion Soriana <br> SAB de CV, <br> Class B<br>| 37341 | 49507 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRA <br> MM)<br>| 60763 | $679902 |
|  | Promotora y <br> Operadora de <br> Infraestructura SAB <br> de CV (PINFRAL <br> MM), Class L<br>| 5771 | 50616 |
|  | Qualitas Controladora <br> SAB de CV<br>| 43772 | 484248 |
|  | Regional SAB de CV | 68886 | 484403 |
| #\* | Sitios Latinoamerica <br> SAB de CV<br>| 95985 | 16593 |
|  | Wal-Mart de Mexico <br> SAB de CV<br>| 585330 | 1854443 |
| TOTAL MEXICO | TOTAL MEXICO |  | 23596716 |
| NETHERLANDS — (0.1%) | NETHERLANDS — (0.1%) | NETHERLANDS — (0.1%) | NETHERLANDS — (0.1%) |
|  | NEPI Rockcastle NV | 119220 | 914458 |
|  | Pepco Group NV | 44799 | 211996 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 1126454 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |
|  | Credicorp Ltd. | 4963 | 1003469 |
|  | Intercorp Financial <br> Services, Inc.<br>| 4167 | 141136 |
| TOTAL PERU | TOTAL PERU |  | 1144605 |
| PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) | PHILIPPINES — (0.3%) |
| \* | 8990 Holdings, Inc. | 281700 | 44242 |
|  | Alliance Global Group, <br> Inc.<br>| 432600 | 47462 |
|  | Apex Mining Co., Inc. | 538000 | 64702 |
|  | Ayala Land, Inc. | 201000 | 90169 |
| \* | AyalaLand Logistics <br> Holdings Corp.<br>| 407000 | 10652 |
|  | Bank of the Philippine <br> Islands<br>| 122482 | 307102 |
|  | BDO Unibank, Inc. | 87390 | 250814 |
|  | Bloomberry Resorts <br> Corp.<br>| 339900 | 20763 |
|  | Cebu Landmasters, <br> Inc.<br>| 258680 | 11666 |
|  | China Banking Corp. | 12200 | 19876 |
|  | Converge Information <br> & Communications <br> Technology <br> Solutions, Inc.<br>| 600900 | 205295 |
|  | Cosco Capital, Inc. | 555300 | 58677 |
|  | D&L Industries, Inc. | 536700 | 54734 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | DigiPlus Interactive <br> Corp.<br>| 245600 | $175261 |
| \* | DITO CME Holdings <br> Corp.<br>| 492100 | 11952 |
|  | DoubleDragon Corp. | 211400 | 36885 |
|  | Filinvest Development <br> Corp.<br>| 39100 | 3137 |
|  | Ginebra San Miguel, <br> Inc.<br>| 16380 | 83852 |
| \* | Global Ferronickel <br> Holdings, Inc.<br>| 557000 | 11056 |
|  | GT Capital Holdings, <br> Inc.<br>| 10410 | 91227 |
|  | International Container <br> Terminal Services, <br> Inc.<br>| 93490 | 571802 |
|  | Keepers Holdings, <br> Inc.<br>| 298000 | 14648 |
|  | LT Group, Inc. | 489000 | 104070 |
|  | MacroAsia Corp. | 100000 | 6835 |
|  | Manila Electric Co. | 5140 | 52457 |
|  | Manila Water Co., <br> Inc.<br>| 237200 | 144850 |
| Ω | Monde Nissin Corp. | 237600 | 33080 |
|  | Nickel Asia Corp. | 924700 | 42156 |
|  | Petron Corp. | 1035100 | 43535 |
|  | Philcomsat Holdings <br> Corp.<br>| 9969 | 19091 |
|  | Philippine National <br> Bank<br>| 42900 | 36879 |
|  | Philippine Seven <br> Corp.<br>| 10960 | 10435 |
|  | Philippine Stock <br> Exchange, Inc.<br>| 130 | 442 |
|  | Puregold Price Club, <br> Inc.<br>| 252600 | 144405 |
|  | Rizal Commercial <br> Banking Corp.<br>| 34700 | 16247 |
|  | Robinsons Retail <br> Holdings, Inc.<br>| 43580 | 30573 |
|  | Security Bank Corp. | 56360 | 67061 |
| \* | Shell Pilipinas Corp. | 142200 | 13250 |
|  | SM Investments <br> Corp.<br>| 7330 | 114102 |
|  | SSI Group, Inc. | 90000 | 5092 |
|  | STI Education <br> Systems Holdings, <br> Inc.<br>| 448000 | 10688 |
|  | Synergy Grid & <br> Development Phils, <br> Inc.<br>| 222700 | 45879 |
|  | Vista Land & <br> Lifescapes, Inc.<br>| 665000 | 19868 |
|  | Vistamalls, Inc. | 23100 | 623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Wilcon Depot, Inc. | 270000 | $32972 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | 3180564 |
| POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) |
| \* | 11 bit studios SA | 239 | 13851 |
|  | AB SA | 2614 | 70547 |
| \* | Action SA | 2232 | 12427 |
|  | Alior Bank SA | 26856 | 727740 |
|  | Amica SA | 1140 | 18733 |
|  | Apator SA | 4975 | 24410 |
|  | Arctic Paper SA | 4239 | 17199 |
| # | ASBISc Enterprises <br> PLC<br>| 16354 | 112953 |
|  | Asseco Poland SA | 22903 | 945721 |
|  | Asseco South Eastern <br> Europe SA<br>| 6922 | 110403 |
|  | Auto Partner SA | 16874 | 88924 |
|  | Bank Handlowy w <br> Warszawie SA<br>| 9207 | 287161 |
| \* | Bank Millennium SA | 42323 | 163722 |
| \* | Bank Ochrony <br> Srodowiska SA<br>| 12487 | 36940 |
|  | Bank Polska Kasa <br> Opieki SA<br>| 16053 | 804602 |
|  | Benefit Systems SA | 550 | 473572 |
| \* | Bioton SA | 11456 | 11358 |
|  | BNPP Bank Polska <br> SA<br>| 2590 | 72482 |
|  | Boryszew SA | 26861 | 43387 |
| # | Budimex SA | 4084 | 686438 |
| \* | CCC SA | 9996 | 577997 |
|  | CD Projekt SA | 9242 | 572266 |
|  | Celon Pharma SA | 1863 | 12796 |
| \* | CI Games SA | 29151 | 13661 |
|  | Cyber Folks SA | 1987 | 81502 |
| #\* | Cyfrowy Polsat SA | 50371 | 247037 |
| # | Develia SA | 90319 | 178987 |
| \*Ω | Dino Polska SA | 5346 | 749442 |
|  | Dom Development <br> SA<br>| 3300 | 192228 |
|  | Elektrotim SA | 1086 | 14893 |
|  | Erbud SA | 1787 | 17520 |
| \* | Fabryki Mebli Forte <br> SA<br>| 5421 | 37530 |
|  | Ferro SA | 2661 | 24541 |
| \* | Grupa Azoty SA | 5049 | 27704 |
|  | Grupa Kety SA | 3355 | 768273 |
|  | Grupa Pracuj SA | 4424 | 70651 |
|  | ING Bank Slaski SA | 4782 | 415198 |
|  | Inter Cars SA | 2430 | 367040 |
|  | KGHM Polska Miedz <br> SA<br>| 16311 | 520687 |
|  | KRUK SA | 3961 | 420195 |
|  | LPP SA | 151 | 618006 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
| \* | mBank SA | 1439 | $313536 |
|  | Mirbud SA | 19396 | 72773 |
|  | Neuca SA | 765 | 144028 |
| # | Newag SA | 7382 | 129415 |
|  | Orange Polska SA | 76930 | 197667 |
|  | PCC Rokita SA | 469 | 9733 |
|  | PlayWay SA | 481 | 38787 |
|  | Powszechny Zaklad <br> Ubezpieczen SA<br>| 49159 | 766920 |
|  | Santander Bank <br> Polska SA<br>| 2763 | 424972 |
| \* | Selvita SA | 1054 | 9267 |
|  | Stalexport Autostrady <br> SA<br>| 24162 | 19166 |
|  | Synektik SA | 1667 | 99928 |
| \* | Tauron Polska Energia <br> SA<br>| 36090 | 56641 |
| \* | TEN Square Games <br> SA<br>| 1598 | 40414 |
|  | Text SA | 3741 | 53606 |
|  | Torpol SA | 1310 | 13745 |
|  | Unimot SA | 1194 | 49677 |
|  | Voxel SA | 612 | 23404 |
|  | VRG SA | 39196 | 38435 |
|  | Wawel SA | 162 | 26836 |
|  | Wirtualna Polska <br> Holding SA<br>| 5679 | 134950 |
| Ω | XTB SA | 26061 | 566202 |
| TOTAL POLAND | TOTAL POLAND |  | 13880826 |
| QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) |
|  | Aamal Co. | 612200 | 139623 |
|  | Al Khaleej Takaful <br> Group QSC<br>| 64415 | 42308 |
|  | Al Meera Consumer <br> Goods Co. QSC<br>| 37943 | 151754 |
|  | Al Rayan Bank | 567170 | 348266 |
|  | Alijarah Holding Co. <br> QPSC<br>| 95410 | 19015 |
|  | Barwa Real Estate <br> Co.<br>| 462445 | 355866 |
|  | Commercial Bank <br> PSQC <br>| 526127 | 622029 |
| \* | Dlala Brokerage & <br> Investments Holding <br> Co. QSC<br>| 50311 | 14112 |
|  | Doha Bank QPSC | 593574 | 384924 |
| \* | Estithmar Holding <br> QPSC<br>| 206103 | 155685 |
|  | Gulf International <br> Services QSC<br>| 354623 | 300351 |
|  | Gulf Warehousing <br> Co.<br>| 64389 | 52099 |
|  | Mannai Corp. QSC | 86031 | 85128 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
| \* | Mazaya Real Estate <br> Development <br> QPSC<br>| 292130 | $48112 |
|  | Medicare Group | 52317 | 65740 |
|  | Mesaieed <br> Petrochemical <br> Holding Co.<br>| 353466 | 136853 |
|  | Qatar Aluminum <br> Manufacturing Co.<br>| 159415 | 56182 |
|  | Qatar Fuel QSC | 102898 | 423922 |
|  | Qatar Industrial <br> Manufacturing Co. <br> QSC<br>| 50886 | 35190 |
|  | Qatar Insurance Co. <br> SAQ<br>| 557185 | 297897 |
|  | Qatar International <br> Islamic Bank QSC<br>| 163865 | 477584 |
|  | Qatar Islamic Bank <br> QPSC<br>| 125251 | 726468 |
|  | Qatar Islamic <br> Insurance Group<br>| 6276 | 14409 |
|  | Qatar National Bank <br> QPSC<br>| 473783 | 2173010 |
|  | Qatar Navigation <br> QSC<br>| 93925 | 286101 |
|  | QLM Life & Medical <br> Insurance Co. WLL<br>| 7022 | 3746 |
|  | United Development <br> Co. QSC<br>| 436676 | 123794 |
|  | Vodafone Qatar QSC | 485973 | 314887 |
|  | Zad Holding Co. | 15334 | 60003 |
| TOTAL QATAR | TOTAL QATAR |  | 7915058 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
| \*†† | Lenta International <br> Co. PJSC, GDR<br>| 7070 | 0 |
| \*†† | PhosAgro PJSC | 50 | 0 |
| \*†† | Polyus PJSC (PLZL <br> LI), GDR<br>| 4999 | 0 |
| \*†† | Sberbank of Russia <br> PJSC (SBER LI), <br> Sponsored ADR<br>| 114063 | 0 |
| \*†† | VTB Bank PJSC <br> (VTBR LI), GDR<br>| 102771 | 0 |
| SAUDI ARABIA — (3.2%) | SAUDI ARABIA — (3.2%) | SAUDI ARABIA — (3.2%) | SAUDI ARABIA — (3.2%) |
| \* | Advanced <br> Petrochemical Co.<br>| 12095 | 97117 |
|  | Al Babtain Power & <br> Telecommunication <br> Co.<br>| 9444 | 119526 |
|  | Al Hammadi Holding | 18919 | 202401 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Al Khaleej Training & <br> Education Co.<br>| 7718 | $57523 |
|  | Al Moammar <br> Information <br> Systems Co.<br>| 911 | 31985 |
|  | Al Rajhi Bank | 181888 | 4725077 |
| \* | Al Rajhi Co. for <br> Co-operative <br> Insurance<br>| 5927 | 207245 |
|  | Alamar Foods | 1295 | 23341 |
|  | Alaseel Co. | 22170 | 23794 |
|  | Al-Dawaa Medical <br> Services Co.<br>| 7157 | 161176 |
|  | Aldrees Petroleum & <br> Transport Services <br> Co.<br>| 21490 | 789853 |
|  | Al-Etihad Cooperative <br> Insurance Co.<br>| 5008 | 20275 |
|  | Alinma Bank | 109815 | 850547 |
|  | AlJazira Takaful <br> Ta'awuni Co.<br>| 8814 | 32960 |
| \* | AlKhorayef Water & <br> Power Technologies <br> Co.<br>| 4850 | 209524 |
| \* | Allianz Saudi Fransi <br> Cooperative <br> Insurance Co.<br>| 17165 | 78717 |
|  | Almawarid Manpower <br> Co.<br>| 297 | 12044 |
|  | Almunajem Foods <br> Co.<br>| 4653 | 102399 |
| \* | Alujain Corp. | 10656 | 106894 |
|  | Arab National Bank | 148853 | 853811 |
|  | Arabian Contracting <br> Services Co.<br>| 6253 | 219867 |
|  | Arabian Drilling Co. | 2230 | 51394 |
|  | Arabian Internet & <br> Communications <br> Services Co.<br>| 8358 | 639550 |
| \* | Arabian Shield <br> Cooperative <br> Insurance Co.<br>| 12646 | 59561 |
|  | Arriyadh Development <br> Co.<br>| 12300 | 112523 |
| \* | ARTEX Industrial <br> Investment Co.<br>| 3860 | 13739 |
|  | Astra Industrial Group <br> Co.<br>| 7787 | 310437 |
|  | Ataa Educational Co. | 3650 | 64710 |
|  | Bank AlBilad | 127346 | 984109 |
| \* | Bank Al-Jazira | 162110 | 584339 |
|  | Banque Saudi Fransi | 121119 | 593282 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Basic Chemical <br> Industries Ltd.<br>| 1702 | $12826 |
|  | Bawan Co. | 5267 | 77457 |
|  | BinDawood Holding <br> Co.<br>| 73855 | 124438 |
|  | Bupa Arabia for <br> Cooperative <br> Insurance Co.<br>| 28357 | 1271290 |
|  | Catrion Catering <br> Holding Co.<br>| 10006 | 314268 |
| \* | Chubb Arabia <br> Cooperative <br> Insurance Co.<br>| 1225 | 13732 |
|  | Co. for Cooperative <br> Insurance <br>| 19494 | 722682 |
|  | Dallah Healthcare Co. | 7081 | 230517 |
| \* | Dar Al Arkan Real <br> Estate Development <br> Co.<br>| 139858 | 816778 |
|  | Dr. Sulaiman Al Habib <br> Medical Services <br> Group Co.<br>| 14724 | 1123949 |
|  | East Pipes Integrated <br> Co. for Industry<br>| 1644 | 59119 |
|  | Electrical Industries <br> Co.<br>| 122776 | 233278 |
|  | Elm Co. | 248 | 68627 |
| \* | Emaar Economic City | 41117 | 166836 |
| \* | Fitaihi Holding Group | 6180 | 6632 |
|  | Gulf Insurance Group | 2200 | 15203 |
| \* | Gulf Union <br> Cooperative <br> Insurance Co.<br>| 10955 | 41560 |
| \* | Herfy Food Services <br> Co.<br>| 3218 | 21055 |
|  | Jamjoom <br> Pharmaceuticals <br> Factory Co.<br>| 2499 | 115531 |
|  | Jarir Marketing Co. | 263097 | 886007 |
|  | L'Azurde Co. for <br> Jewelry<br>| 7580 | 26672 |
|  | Leejam Sports Co. <br> JSC<br>| 4865 | 181853 |
| \* | Lumi Rental Co. | 2196 | 36155 |
| \* | Mediterranean & Gulf <br> Cooperative <br> Insurance & <br> Reinsurance Co.<br>| 12972 | 77537 |
| \* | Methanol Chemicals <br> Co.<br>| 7481 | 24856 |
| \* | Middle East <br> Healthcare Co.<br>| 10685 | 198379 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Middle East <br> Specialized Cables <br> Co.<br>| 5782 | $54717 |
|  | Mouwasat Medical <br> Services Co.<br>| 23680 | 458391 |
|  | Nahdi Medical Co. | 9786 | 296427 |
|  | National Co. for Glass <br> Industries <br>| 2044 | 24775 |
|  | National Co. for <br> Learning & <br> Education<br>| 3571 | 149239 |
|  | National Gas & <br> Industrialization Co.<br>| 5958 | 140691 |
|  | National Medical Care <br> Co.<br>| 3667 | 145895 |
|  | Nayifat Finance Co. | 16900 | 57735 |
| \* | Perfect Presentation <br> For Commercial <br> Services Co.<br>| 22911 | 76430 |
| \* | Rabigh Refining & <br> Petrochemical Co.<br>| 42048 | 79839 |
|  | Retal Urban <br> Development Co.<br>| 55440 | 249454 |
|  | Riyad Bank | 173737 | 1426252 |
|  | Riyadh Cables Group <br> Co.<br>| 7457 | 253009 |
|  | SAL Saudi Logistics <br> Services<br>| 1686 | 82169 |
| \* | Saudi Arabian <br> Cooperative <br> Insurance Co.<br>| 3090 | 12777 |
|  | Saudi Aramco Base <br> Oil Co.<br>| 16138 | 427502 |
|  | Saudi Automotive <br> Services Co.<br>| 10274 | 181039 |
|  | Saudi Awwal Bank | 99562 | 931642 |
|  | Saudi Basic Industries <br> Corp.<br>| 33525 | 545139 |
| \* | Saudi Ceramic Co. | 7498 | 56322 |
| \* | Saudi Chemical Co. <br> Holding<br>| 92658 | 209667 |
|  | Saudi Industrial <br> Investment Group<br>| 45992 | 185503 |
|  | Saudi Investment <br> Bank <br>| 31233 | 125483 |
| \* | Saudi Marketing Co. | 7310 | 39951 |
|  | Saudi National Bank  | 351549 | 3349566 |
|  | Saudi Paper <br> Manufacturing Co.<br>| 6102 | 111432 |
| \* | Saudi Pharmaceutical <br> Industries & Medical <br> Appliances Corp.<br>| 8376 | 56943 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
| \* | Saudi Printing & <br> Packaging Co.<br>| 6278 | $20483 |
| \* | Saudi Public Transport <br> Co.<br>| 14579 | 63924 |
| \* | Saudi Real Estate <br> Co.<br>| 32536 | 200631 |
| \* | Saudi Reinsurance <br> Co.<br>| 12020 | 158629 |
| \* | Saudi Research & <br> Media Group<br>| 12195 | 563388 |
|  | Saudi Steel Pipe Co. | 2835 | 41804 |
|  | Saudi Tadawul Group <br> Holding Co.<br>| 3798 | 186052 |
|  | Saudi Telecom Co. | 178986 | 2272364 |
|  | Saudia Dairy & <br> Foodstuff Co.<br>| 2906 | 236701 |
| \* | Savola Group  | 39943 | 333712 |
|  | Scientific & Medical <br> Equipment House <br> Co.<br>| 1619 | 17307 |
| \* | Seera Group Holding | 43694 | 285235 |
| \* | SHL Finance Co. | 11667 | 62474 |
| \* | Sinad Holding Co. | 11062 | 34635 |
|  | Sumou Real Estate <br> Co.<br>| 1276 | 15184 |
|  | Sustained <br> Infrastructure <br> Holding Co.<br>| 3134 | 24801 |
|  | Theeb Rent A Car <br> Co.<br>| 8739 | 155670 |
|  | United Electronics <br> Co.<br>| 11946 | 299208 |
|  | United International <br> Transportation Co.<br>| 15153 | 298621 |
| \* | Walaa Cooperative <br> Insurance Co.<br>| 15311 | 77633 |
| \* | Wataniya Insurance <br> Co.<br>| 3853 | 21806 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 34305208 |
| SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) |
| Ω | BOC Aviation Ltd. | 78100 | 585311 |
| SOUTH AFRICA — (2.4%) | SOUTH AFRICA — (2.4%) | SOUTH AFRICA — (2.4%) | SOUTH AFRICA — (2.4%) |
|  | Absa Group Ltd. | 36536 | 337188 |
|  | Adcock Ingram <br> Holdings Ltd.<br>| 6946 | 18339 |
|  | Advtech Ltd. | 88669 | 147595 |
|  | AECI Ltd. | 31856 | 175791 |
|  | Altron Ltd., Class A | 70082 | 76667 |
|  | Anglo American <br> Platinum Ltd.<br>| 3551 | 121600 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Aspen Pharmacare <br> Holdings Ltd.<br>| 74897 | $491811 |
| \* | Aveng Ltd. | 38394 | 13407 |
|  | Barloworld Ltd. | 30984 | 180474 |
|  | Bid Corp. Ltd. | 44842 | 1126881 |
|  | Bidvest Group Ltd. | 90047 | 1141560 |
| \* | Blue Label Telecoms <br> Ltd.<br>| 146716 | 66123 |
| \* | Brait PLC | 710123 | 81922 |
|  | Capitec Bank <br> Holdings Ltd.<br>| 4767 | 884785 |
|  | Cashbuild Ltd. | 3768 | 31089 |
|  | Clicks Group Ltd. | 71977 | 1533145 |
|  | Coronation Fund <br> Managers Ltd.<br>| 65377 | 134135 |
|  | Curro Holdings Ltd. | 25364 | 12191 |
|  | DataTec Ltd. | 92200 | 286964 |
| Ω | Dis-Chem Pharmacies <br> Ltd.<br>| 159029 | 270240 |
|  | Discovery Ltd. | 64022 | 711135 |
|  | DRDGOLD Ltd. (DRD <br> SJ)<br>| 15834 | 23333 |
|  | Famous Brands Ltd. | 9394 | 28528 |
|  | Foschini Group Ltd. | 58907 | 410417 |
| # | Gold Fields Ltd. (GFI <br> US), Sponsored <br> ADR<br>| 125590 | 2830799 |
|  | Grindrod Ltd. | 105858 | 66059 |
|  | Hudaco Industries <br> Ltd.<br>| 9126 | 91810 |
| \* | Impala Platinum <br> Holdings Ltd.<br>| 86796 | 516186 |
|  | Investec Ltd. | 35909 | 224111 |
|  | Invicta Holdings Ltd. | 5349 | 9290 |
| \* | KAP Ltd. | 78375 | 11732 |
|  | Kumba Iron Ore Ltd. | 13148 | 229738 |
|  | Lewis Group Ltd. | 9835 | 36151 |
|  | Life Healthcare Group <br> Holdings Ltd.<br>| 215387 | 169684 |
|  | Momentum Group <br> Ltd.<br>| 286853 | 525009 |
|  | Motus Holdings Ltd. | 47712 | 223494 |
|  | Mpact Ltd. | 55728 | 80962 |
|  | Mr. Price Group Ltd. | 64143 | 819803 |
|  | MTN Group Ltd. | 134187 | 888092 |
| \* | MultiChoice Group | 107838 | 630336 |
| \* | Nampak Ltd. | 516 | 11732 |
|  | Naspers Ltd., Class N | 9754 | 2564738 |
|  | Nedbank Group Ltd. | 33929 | 463415 |
|  | Netcare Ltd. | 214735 | 157783 |
|  | Ninety One Ltd. | 72198 | 139572 |
|  | Northam Platinum <br> Holdings Ltd.<br>| 36123 | 242464 |
| \* | Nutun Ltd. | 179113 | 17812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Old Mutual Ltd. (OMU <br> SJ)<br>| 725969 | $442959 |
|  | Omnia Holdings Ltd. | 62300 | 229591 |
|  | OUTsurance Group <br> Ltd.<br>| 155471 | 639451 |
| Ω | Pepkor Holdings Ltd. | 528713 | 765372 |
| \* | Pick n Pay Stores <br> Ltd.<br>| 92135 | 138990 |
|  | Premier Group Ltd. | 1672 | 12336 |
|  | Raubex Group Ltd. | 27796 | 65949 |
|  | Reunert Ltd. | 44147 | 146985 |
|  | Sanlam Ltd. | 145258 | 661366 |
|  | Santam Ltd. | 10369 | 224869 |
|  | Sappi Ltd. | 80693 | 151305 |
| \* | Sibanye Stillwater Ltd. <br> (SSW SJ)<br>| 433352 | 495105 |
|  | Southern Sun Ltd. | 64935 | 28852 |
| \* | SPAR Group Ltd.  | 51195 | 315475 |
|  | Spur Corp. Ltd. | 15300 | 27872 |
|  | Stadio Holdings Ltd. | 56665 | 23896 |
|  | Standard Bank Group <br> Ltd.<br>| 131899 | 1647175 |
| # | Super Group Ltd. | 54022 | 83909 |
|  | Truworths <br> International Ltd.<br>| 71174 | 283952 |
|  | Vodacom Group Ltd. | 25446 | 188281 |
|  | We Buy Cars <br> Holdings Ltd.<br>| 9878 | 22927 |
|  | Wilson Bayly <br> Holmes-Ovcon Ltd.<br>| 16745 | 173044 |
|  | Woolworths Holdings <br> Ltd.<br>| 147247 | 456572 |
|  | Zeda Ltd. | 44692 | 25141 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 26507466 |
| SOUTH KOREA — (11.7%) | SOUTH KOREA — (11.7%) | SOUTH KOREA — (11.7%) | SOUTH KOREA — (11.7%) |
| \* | 3S Korea Co. Ltd. | 7967 | 13030 |
|  | ABOV Semiconductor <br> Co. Ltd.<br>| 2691 | 19050 |
| \* | ADTechnology Co. <br> Ltd.<br>| 1279 | 13444 |
|  | Advanced Nano <br> Products Co. Ltd.<br>| 823 | 31319 |
|  | Advanced Process <br> Systems Corp.<br>| 4521 | 54192 |
|  | Aekyung Chemical <br> Co. Ltd.<br>| 3816 | 30756 |
|  | Aekyung Industrial Co. <br> Ltd.<br>| 3805 | 36425 |
| \* | Agabang & Company | 12217 | 60178 |
|  | Ahnlab, Inc. | 1244 | 58756 |
| \* | Alteogen, Inc. | 3127 | 771306 |
| \* | ALUKO Co. Ltd. | 17469 | 26047 |
| \* | Amicogen, Inc. | 3596 | 8609 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| # | Amorepacific Corp. | 3883 | $340546 |
|  | Amorepacific Holdings <br> Corp.<br>| 8159 | 131988 |
| \* | Ananti, Inc. | 9179 | 43681 |
| \* | Anapass, Inc. | 1749 | 23922 |
| \* | Anterogen Co. Ltd. | 1450 | 23071 |
| \* | APS, Inc. | 1919 | 7956 |
| \* | Asia Pacific Satellite, <br> Inc.<br>| 2523 | 21965 |
|  | Asia Paper <br> Manufacturing Co. <br> Ltd.<br>| 11507 | 55929 |
|  | Atec Co. Ltd. | 2101 | 43241 |
|  | Atinum Investment <br> Co. Ltd.<br>| 11432 | 18144 |
|  | Avaco Co. Ltd. | 2470 | 22836 |
|  | Baiksan Co. Ltd. | 4496 | 44966 |
|  | BGF Co. Ltd. | 7644 | 19280 |
|  | BGFecomaterials Co. <br> Ltd.<br>| 5526 | 11425 |
|  | BH Co. Ltd. | 8967 | 77688 |
| \* | BHI Co. Ltd. | 4278 | 84997 |
|  | Binggrae Co. Ltd. | 1718 | 114175 |
|  | Bio Plus Co. Ltd. | 9806 | 52795 |
| \* | Biodyne Co. Ltd. | 2825 | 29442 |
| \* | Bioneer Corp. | 1671 | 18470 |
|  | BioNote, Inc. | 10659 | 34305 |
|  | BIT Computer Co. <br> Ltd.<br>| 2278 | 8497 |
| \* | BNC Korea Co. Ltd. | 5378 | 15718 |
|  | BNK Financial Group, <br> Inc.<br>| 58811 | 428675 |
|  | Boditech Med, Inc. | 7077 | 86017 |
|  | BoKwang Industry Co. <br> Ltd.<br>| 4410 | 12862 |
|  | Bookook Securities <br> Co. Ltd.<br>| 462 | 8917 |
|  | Boryung | 8638 | 51447 |
| \* | Bosung Power <br> Technology Co. <br> Ltd.<br>| 7684 | 15861 |
| \* | Bukwang <br> Pharmaceutical Co. <br> Ltd.<br>| 4615 | 13007 |
|  | BYC Co. Ltd. | 800 | 15947 |
|  | Byucksan Corp. | 8835 | 15199 |
|  | C&C International Co. <br> Ltd.<br>| 1295 | 29337 |
| \* | Cafe24 Corp. | 3535 | 149080 |
| \* | CammSys Corp. | 12345 | 6091 |
|  | Cape Industries Ltd. | 6153 | 28143 |
|  | Caregen Co. Ltd. | 3701 | 61997 |
| \* | Celltrion Pharm, Inc. | 2118 | 71522 |
|  | Celltrion, Inc. | 11778 | 1335705 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Chabiotech Co. Ltd. | 1695 | $13096 |
|  | Cheil Worldwide, Inc. | 36083 | 470939 |
|  | Chemtronics Co. Ltd. | 3577 | 55953 |
|  | Cheryong Electric Co. <br> Ltd.<br>| 2416 | 53285 |
|  | Cheryong Industrial <br> Co. Ltd.<br>| 4325 | 18242 |
|  | Chinyang Holdings <br> Corp.<br>| 7730 | 16589 |
|  | Chips&Media, Inc. | 2006 | 23144 |
| \* | Choil Aluminum Co. <br> Ltd.<br>| 11512 | 13788 |
|  | Chong Kun Dang <br> Pharmaceutical <br> Corp.<br>| 3555 | 203524 |
|  | Chongkundang <br> Holdings Corp.<br>| 793 | 25878 |
|  | Choong Ang Vaccine <br> Laboratory<br>| 1601 | 11049 |
| \* | Chorokbaem Media <br> Co. Ltd.<br>| 4200 | 14521 |
| \* | Chunbo Co. Ltd. | 750 | 19102 |
| \* | CJ CGV Co. Ltd. | 11618 | 39722 |
|  | CJ Corp. | 5015 | 438379 |
| \* | CJ ENM Co. Ltd. | 3346 | 145534 |
|  | CJ Freshway Corp. | 2433 | 41551 |
|  | CJ Logistics Corp. | 3869 | 225702 |
| # | Classys, Inc. | 5351 | 241959 |
|  | CLIO Cosmetics Co. <br> Ltd.<br>| 714 | 9052 |
| \* | CMG Pharmaceutical <br> Co. Ltd.<br>| 8816 | 15303 |
| \* | Com2uS Holdings <br> Corp.<br>| 2217 | 30995 |
|  | Com2uSCorp | 2881 | 79757 |
|  | Cosmax, Inc. | 4122 | 500221 |
|  | Cosmecca Korea Co. <br> Ltd.<br>| 1904 | 57903 |
| \* | CosmoAM&T Co. Ltd. | 2840 | 78669 |
| \* | Cosmochemical Co. <br> Ltd.<br>| 3839 | 41864 |
| # | Coway Co. Ltd. | 28811 | 1773906 |
|  | Cowintech Co. Ltd. | 2204 | 20040 |
|  | CR Holdings Co. Ltd. | 5692 | 20890 |
| \* | Creative & Innovative <br> System<br>| 3518 | 17881 |
|  | Creverse, Inc. | 1427 | 14406 |
| \* | CrystalGenomics <br> Invites Co. Ltd.<br>| 5676 | 8023 |
|  | CS Wind Corp. | 9717 | 265253 |
| \* | CTC BIO, Inc. | 2098 | 10160 |
| \* | Cube Entertainment, <br> Inc.<br>| 2240 | 30980 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Cuckoo Holdings Co. <br> Ltd.<br>| 3109 | $53147 |
|  | Cuckoo Homesys Co. <br> Ltd.<br>| 2490 | 39896 |
| \* | D&C Media Co. Ltd. | 981 | 12255 |
|  | D.I Corp. | 2915 | 28764 |
|  | Dae Hwa <br> Pharmaceutical Co. <br> Ltd.<br>| 1232 | 12910 |
|  | Dae Won Kang Up <br> Co. Ltd.<br>| 9092 | 24936 |
| \* | Daea TI Co. Ltd. | 5700 | 16379 |
|  | Daebongls Co. Ltd. | 2018 | 18867 |
|  | Daechang Forging Co. <br> Ltd.<br>| 5126 | 18510 |
|  | Daedong Corp. | 5235 | 37885 |
|  | Daeduck Co. Ltd. | 1972 | 10974 |
|  | Daeduck Electronics <br> Co. Ltd.<br>| 7488 | 73508 |
|  | Daehan Flour Mill Co. <br> Ltd.<br>| 341 | 31362 |
| \* | Dae-Il Corp. | 14842 | 49013 |
|  | Daejoo Electronic <br> Materials Co. Ltd.<br>| 1388 | 80419 |
|  | Daesang Corp. | 4045 | 67988 |
|  | Daesang Holdings Co. <br> Ltd.<br>| 2845 | 21314 |
| \* | Daewon Cable Co. <br> Ltd.<br>| 10963 | 21577 |
|  | Daewon <br> Pharmaceutical Co. <br> Ltd.<br>| 4099 | 39780 |
|  | Daewon San Up Co. <br> Ltd.<br>| 2161 | 11705 |
| \* | Daewoo Engineering <br> & Construction Co. <br> Ltd.<br>| 88834 | 221636 |
|  | Daewoong Co. Ltd. | 6724 | 95966 |
|  | Daewoong <br> Pharmaceutical Co. <br> Ltd.<br>| 1231 | 119624 |
|  | Daihan <br> Pharmaceutical Co. <br> Ltd.<br>| 1066 | 19796 |
|  | Daishin Securities Co. <br> Ltd.<br>| 10870 | 136910 |
|  | Daol Investment & <br> Securities Co. Ltd.<br>| 12487 | 29772 |
|  | Daou Data Corp. | 4343 | 36177 |
|  | Daou Technology, <br> Inc.<br>| 6983 | 106652 |
| \* | Dasan Networks, Inc. | 7361 | 14361 |
| \* | Dawonsys Co. Ltd. | 4647 | 28214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | DB Insurance Co. <br> Ltd.<br>| 19613 | $1263574 |
|  | DB Securities Co. <br> Ltd.<br>| 6205 | 27749 |
| \* | DB, Inc. | 36593 | 33288 |
|  | Dear U Co. Ltd. | 2835 | 95055 |
|  | Dentium Co. Ltd. | 3066 | 157371 |
|  | Deutsch Motors, Inc. | 5379 | 17788 |
|  | Device Co. Ltd. | 1253 | 9664 |
| \* | Devsisters Co. Ltd. | 773 | 21493 |
| \* | Dexter Studios Co. <br> Ltd.<br>| 4357 | 20815 |
|  | Digital Daesung Co. <br> Ltd.<br>| 4602 | 24730 |
| \* | DIO Corp. | 1645 | 22524 |
| # | DL E&C Co. Ltd. | 11647 | 355986 |
|  | DL Holdings Co. Ltd. | 1837 | 41988 |
|  | DMS Co. Ltd. | 7907 | 35210 |
|  | DN Automotive Corp. | 4608 | 66730 |
|  | Dohwa Engineering <br> Co. Ltd.<br>| 4413 | 20333 |
|  | Dong-A Socio <br> Holdings Co. Ltd.<br>| 552 | 40113 |
|  | Dong-A ST Co. Ltd. | 1306 | 44193 |
|  | Dong-Ah Geological <br> Engineering Co. <br> Ltd.<br>| 649 | 6753 |
|  | Dongbang Transport <br> Logistics Co. Ltd.<br>| 14438 | 24197 |
| # | Dongjin Semichem <br> Co. Ltd.<br>| 18159 | 371816 |
|  | Dongkoo Bio & <br> Pharma Co. Ltd.<br>| 6721 | 25615 |
|  | DongKook <br> Pharmaceutical Co. <br> Ltd.<br>| 5585 | 59663 |
|  | Dongkuk Holdings Co. <br> Ltd.<br>| 6767 | 34290 |
|  | Dongkuk Steel Mill <br> Co. Ltd.<br>| 11214 | 72340 |
|  | Dongsuh Cos., Inc. | 5441 | 99650 |
|  | Dongsung Chemical <br> Co. Ltd.<br>| 11307 | 32729 |
|  | Dongsung Finetec Co. <br> Ltd.<br>| 6686 | 116655 |
| \* | Dongwha Enterprise <br> Co. Ltd.<br>| 4310 | 25764 |
|  | Dongwha Pharm Co. <br> Ltd.<br>| 5888 | 26020 |
|  | Dongwon <br> Development Co. <br> Ltd.<br>| 13299 | 21825 |
|  | Dongwon F&B Co. <br> Ltd.<br>| 1675 | 43429 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Dongwon Systems <br> Corp.<br>| 1570 | $36088 |
|  | Dongwoon Anatech <br> Co. Ltd.<br>| 4908 | 72769 |
|  | Dongyang E&P, Inc. | 1464 | 20704 |
|  | Doosan Bobcat, Inc. | 20002 | 687679 |
|  | Doosan Co. Ltd. | 2716 | 577765 |
| \* | Doosan Enerbility Co. <br> Ltd.<br>| 69007 | 1401983 |
| \* | Doosan Fuel Cell Co. <br> Ltd.<br>| 4019 | 43121 |
|  | Doosan Tesna, Inc. | 2770 | 49185 |
|  | DoubleUGames Co. <br> Ltd.<br>| 5109 | 202722 |
|  | Douzone Bizon Co. <br> Ltd.<br>| 4113 | 176437 |
| \* | Dream Security Co. <br> Ltd.<br>| 10040 | 24600 |
|  | Dreamtech Co. Ltd. | 7608 | 34089 |
| \* | DRTECH Corp. | 10055 | 13376 |
|  | DSC Investment, Inc. | 3558 | 17770 |
| \* | Duk San Neolux Co. <br> Ltd.<br>| 2143 | 44904 |
| \* | Duksan Techopia Co. <br> Ltd.<br>| 961 | 15070 |
|  | Duksung Co. Ltd. | 3764 | 16577 |
|  | DY Corp. | 1808 | 5040 |
|  | DY POWER Corp. | 3390 | 27871 |
| \*†† | E <br> Investment&Development <br> Co. Ltd.<br>| 19186 | 3523 |
|  | Echo Marketing, Inc. | 5576 | 32566 |
| \* | Eco Volt Co. Ltd. | 12005 | 8940 |
|  | Ecoplastic Corp. | 11596 | 24315 |
| #\* | Ecopro BM Co. Ltd. | 4453 | 317188 |
| # | Ecopro Co. Ltd. | 12224 | 437020 |
|  | Ecopro HN Co. Ltd. | 3184 | 62636 |
| \*†† | Ehwa Technologies <br> Information Co. <br> Ltd.<br>| 39858 | 4739 |
|  | E-MART, Inc. | 5360 | 344826 |
| \* | EMKOREA Co. Ltd. | 4828 | 7223 |
| \* | EMRO, Inc. | 1192 | 44662 |
| \* | EM-Tech Co. Ltd. | 2530 | 21703 |
| \* | Enchem Co. Ltd. | 1600 | 89160 |
|  | ENF Technology Co. <br> Ltd.<br>| 3799 | 65996 |
| \* | Enzychem <br> Lifesciences Corp.<br>| 19669 | 16041 |
|  | Eo Technics Co. Ltd. | 1424 | 115328 |
| \*†† | E-TRON Co. Ltd. | 141985 | 3746 |
| \* | Eubiologics Co. Ltd. | 5266 | 48685 |
|  | Eugene Investment & <br> Securities Co. Ltd.<br>| 13616 | 26539 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Eugene Technology <br> Co. Ltd.<br>| 2004 | $48000 |
| \* | EV Advanced Material <br> Co. Ltd.<br>| 9422 | 9553 |
| \* | E-World | 10154 | 10091 |
| \* | Exem Co. Ltd. | 9439 | 14306 |
|  | Exicon Co. Ltd. | 2411 | 17348 |
| # | F&F Co. Ltd. | 7976 | 396030 |
| \* | Fine M-Tec Co. Ltd. | 3760 | 13983 |
| \* | Fine Semitech Corp. | 2278 | 28346 |
| \* | Firstec Co. Ltd. | 4429 | 11186 |
| \*†† | Flask Co. Ltd. | 12050 | 5016 |
| \* | Foosung Co. Ltd. | 4894 | 15092 |
|  | Fursys, Inc. | 987 | 31136 |
|  | Gabia, Inc. | 3274 | 50766 |
| \* | GAEASOFT | 4093 | 28464 |
|  | Galaxia Moneytree <br> Co. Ltd.<br>| 1980 | 11647 |
| \* | GAMSUNG Corp. Co. <br> Ltd.<br>| 26653 | 67863 |
| \* | Gaon Cable Co. Ltd. | 1356 | 57839 |
| \* | GC Cell Corp. | 1292 | 18737 |
| \* | GeneOne Life <br> Science, Inc.<br>| 11675 | 19020 |
| \* | Genexine, Inc. | 4234 | 13651 |
|  | Geumhwa PSC Co. <br> Ltd.<br>| 1330 | 24617 |
| \* | Giantstep, Inc. | 1630 | 7819 |
|  | Global Standard <br> Technology Co. <br> Ltd.<br>| 3848 | 46436 |
| \* | Global Tax Free Co. <br> Ltd.<br>| 9554 | 37461 |
| \* | GnBS eco Co. Ltd. | 4194 | 10328 |
|  | GOLFZON Co. Ltd. | 1788 | 82460 |
|  | Gradiant Corp. | 4366 | 41782 |
|  | Grand Korea Leisure <br> Co. Ltd.<br>| 4689 | 40066 |
|  | Green Cross Corp. | 740 | 64574 |
|  | Green Cross Holdings <br> Corp.<br>| 6082 | 59865 |
| \*†† | Green Pine Tree Co. <br> Ltd.<br>| 1155 | 153 |
|  | GS Engineering & <br> Construction Corp.<br>| 19226 | 247148 |
| \* | GS P&L Co. Ltd. | 4601 | 68464 |
|  | GS Retail Co. Ltd. | 19401 | 201909 |
|  | Gwangju Shinsegae <br> Co. Ltd.<br>| 735 | 14409 |
|  | HAESUNG DS Co. <br> Ltd.<br>| 3254 | 52889 |
|  | Han Kuk Carbon Co. <br> Ltd.<br>| 7732 | 105673 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hana Financial Group, <br> Inc.<br>| 72441 | $3285207 |
|  | Hana Materials, Inc. | 1780 | 34746 |
|  | Hana Micron, Inc. | 13727 | 105140 |
|  | Hana Pharm Co. Ltd. | 2252 | 18306 |
| \* | Hana Technology Co. <br> Ltd.<br>| 253 | 3549 |
|  | Hana Tour Service, <br> Inc.<br>| 2634 | 96430 |
| \* | Hanall Biopharma Co. <br> Ltd.<br>| 2608 | 50969 |
|  | Hancom, Inc. | 2264 | 34081 |
|  | Handok, Inc. | 2093 | 17225 |
|  | Handsome Co. Ltd. | 4735 | 51510 |
|  | Hanjin Kal Corp. | 336 | 18710 |
|  | Hanjin Transportation <br> Co. Ltd.<br>| 2334 | 31451 |
|  | Hankook Cosmetics <br> Manufacturing Co. <br> Ltd.<br>| 331 | 12924 |
|  | Hankook Shell Oil Co. <br> Ltd.<br>| 185 | 48165 |
|  | Hankook Tire & <br> Technology Co. <br> Ltd.<br>| 12905 | 374836 |
|  | Hanmi Pharm Co. <br> Ltd.<br>| 1717 | 324769 |
|  | Hanmi Science Co. <br> Ltd.<br>| 4206 | 85965 |
| # | Hanmi Semiconductor <br> Co. Ltd.<br>| 7081 | 378957 |
|  | HanmiGlobal Co. Ltd. | 2006 | 22648 |
|  | Hannong Chemicals, <br> Inc.<br>| 1310 | 13751 |
| \* | Hanon Systems | 58163 | 145752 |
|  | Hansae Co. Ltd. | 5161 | 40528 |
|  | Hansae Yes24 <br> Holdings Co. Ltd.<br>| 908 | 2395 |
|  | Hanshin Machinery <br> Co.<br>| 4076 | 8742 |
|  | Hansol Chemical Co. <br> Ltd.<br>| 3101 | 252688 |
|  | Hansol Holdings Co. <br> Ltd.<br>| 10383 | 18114 |
| \* | Hansol IONES Co. <br> Ltd.<br>| 3098 | 16840 |
|  | Hansol Paper Co. <br> Ltd.<br>| 4665 | 27501 |
|  | Hansol Technics Co. <br> Ltd.<br>| 9847 | 33078 |
|  | Hanssem Co. Ltd. | 638 | 19051 |
| \* | Hanwha Engine | 4700 | 90329 |
| \* | Hanwha Galleria <br> Corp.<br>| 15046 | 12654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hanwha General <br> Insurance Co. Ltd.<br>| 16171 | $46362 |
| \* | Hanwha Investment & <br> Securities Co. Ltd.<br>| 28229 | 68267 |
| \* | Hanwha Life <br> Insurance Co. Ltd.<br>| 87314 | 162873 |
| \* | Hanwha Ocean Co. <br> Ltd.<br>| 7421 | 410031 |
|  | Hanwha Solutions <br> Corp.<br>| 24837 | 522175 |
| # | Hanwha Systems Co. <br> Ltd.<br>| 12725 | 350583 |
| #\* | Hanwha Vision Co. <br> Ltd.<br>| 7614 | 323064 |
| \* | Hanyang Digitech Co. <br> Ltd.<br>| 1023 | 7015 |
|  | Hanyang Eng Co. <br> Ltd.<br>| 4035 | 46135 |
|  | Hanyang Securities <br> Co. Ltd.<br>| 2979 | 28044 |
|  | HB SOLUTION Co. <br> Ltd.<br>| 6888 | 11794 |
|  | HB Technology Co. <br> Ltd.<br>| 20026 | 27508 |
|  | HD Hyundai Co. Ltd. | 12659 | 700106 |
| # | HD Hyundai <br> Construction <br> Equipment Co. Ltd.<br>| 4937 | 235097 |
|  | HD Hyundai Electric <br> Co. Ltd.<br>| 5228 | 1137742 |
| \* | HD Hyundai Energy <br> Solutions Co. Ltd.<br>| 1134 | 22803 |
|  | HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 876 | 247758 |
|  | HD Hyundai Infracore <br> Co. Ltd.<br>| 52436 | 304621 |
|  | HD Hyundai Mipo | 3123 | 366869 |
|  | HD Korea <br> Shipbuilding & <br> Offshore <br> Engineering Co. <br> Ltd.<br>| 4797 | 917650 |
|  | HDC Holdings Co. <br> Ltd.<br>| 11304 | 152814 |
|  | HDC Hyundai <br> Development <br> Co-Engineering & <br> Construction<br>| 13317 | 233005 |
| \* | HD-Hyundai Marine <br> Engine<br>| 3940 | 102496 |
|  | Hecto Innovation Co. <br> Ltd.<br>| 2056 | 17067 |
| \* | HFR, Inc. | 1874 | 24152 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | High Tech Pharm Co. <br> Ltd.<br>| 3388 | $31692 |
|  | Hite Jinro Co. Ltd. | 10080 | 137069 |
|  | Hitejinro Holdings Co. <br> Ltd.<br>| 2275 | 13644 |
|  | HK inno N Corp. | 2746 | 77857 |
|  | HL Holdings Corp. | 1851 | 47659 |
| # | HL Mando Co. Ltd. | 10849 | 284663 |
| \* | HLB Biostep Co. Ltd. | 2115 | 2434 |
| #\* | HLB Life Science Co. <br> Ltd.<br>| 3792 | 16765 |
| \* | Hlb Pharma Ceutical <br> Co. Ltd.<br>| 1281 | 17953 |
| \* | HLB, Inc. | 10998 | 438578 |
|  | Home Center <br> Holdings Co. Ltd.<br>| 29955 | 17549 |
| #\* | Hotel Shilla Co. Ltd. | 8427 | 260327 |
|  | HPSP Co. Ltd. | 3650 | 57761 |
|  | HS Hyosung <br> Advanced Materials <br> Corp.<br>| 498 | 62285 |
| \* | HS Hyosung Corp. | 586 | 16851 |
|  | HS Industries Co. <br> Ltd.<br>| 4773 | 15753 |
| \* | Hugel, Inc. | 1496 | 383340 |
|  | Humedix Co. Ltd. | 2427 | 68352 |
|  | Huons Co. Ltd. | 2342 | 41710 |
|  | Huons Global Co. <br> Ltd.<br>| 1464 | 51575 |
|  | Husteel Co. Ltd. | 7104 | 23960 |
|  | Huvitz Co. Ltd. | 4877 | 25690 |
|  | Hwa Shin Co. Ltd. | 5583 | 30954 |
|  | Hwangkum Steel & <br> Technology Co. <br> Ltd.<br>| 2449 | 9019 |
|  | HYBE Co. Ltd. | 2304 | 433567 |
| \* | Hydro Lithium, Inc. | 7497 | 8567 |
|  | Hy-Lok Corp. | 2158 | 43813 |
|  | Hyosung Corp. | 2633 | 98302 |
| # | Hyosung Heavy <br> Industries Corp.<br>| 1771 | 612539 |
|  | Hyosung TNC Corp. | 1216 | 203481 |
| # | Hyundai Autoever <br> Corp.<br>| 2381 | 206363 |
|  | Hyundai Bioland Co. <br> Ltd.<br>| 1594 | 4842 |
|  | HYUNDAI Corp. | 2484 | 39688 |
|  | Hyundai Department <br> Store Co. Ltd.<br>| 2749 | 115478 |
|  | Hyundai Elevator Co. <br> Ltd.<br>| 6595 | 342391 |
| # | Hyundai Engineering <br> & Construction Co. <br> Ltd.<br>| 19589 | 574068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HYUNDAI EVERDIGM <br> Corp.<br>| 2354 | $14181 |
|  | Hyundai Ezwel Co. <br> Ltd.<br>| 4878 | 18192 |
|  | Hyundai Futurenet Co. <br> Ltd.<br>| 13368 | 27030 |
|  | Hyundai GF Holdings | 10655 | 40808 |
|  | Hyundai Glovis Co. <br> Ltd.<br>| 7025 | 563277 |
|  | Hyundai Green Food | 5187 | 56776 |
|  | Hyundai Home <br> Shopping Network <br> Corp.<br>| 1612 | 55046 |
|  | Hyundai Livart <br> Furniture Co. Ltd.<br>| 3789 | 19364 |
| \* | Hyundai Marine & Fire <br> Insurance Co. Ltd.<br>| 15794 | 247129 |
|  | Hyundai Mobis Co. <br> Ltd.<br>| 7066 | 1326349 |
|  | Hyundai Motor Co. | 19152 | 2566359 |
|  | Hyundai Motor <br> Securities Co. Ltd.<br>| 8713 | 40054 |
|  | Hyundai Movex Co. <br> Ltd.<br>| 6879 | 21715 |
|  | Hyundai Rotem Co. <br> Ltd.<br>| 29853 | 2352984 |
|  | Hyundai Steel Co. | 9107 | 156780 |
| # | Hyundai Wia Corp. | 4160 | 125200 |
|  | HyVision System, Inc. | 4257 | 47482 |
|  | i3system, Inc. | 1346 | 53983 |
| \* | Icure Pharm, Inc. | 975 | 1430 |
| \* | Il Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 983 | 8176 |
|  | Iljin Diamond Co. Ltd. | 1822 | 15700 |
|  | Iljin Electric Co. Ltd. | 5169 | 91855 |
|  | Iljin Holdings Co. Ltd. | 6856 | 18425 |
| \* | Iljin Hysolus Co. Ltd. | 724 | 6895 |
|  | Iljin Power Co. Ltd. | 2335 | 15082 |
|  | Ilshin Spinning Co. <br> Ltd.<br>| 7844 | 47740 |
| \* | Ilshin Stone Co. Ltd. | 14594 | 22636 |
|  | Ilyang Pharmaceutical <br> Co. Ltd.<br>| 2498 | 21638 |
|  | iM Financial Group <br> Co. Ltd.<br>| 37239 | 269252 |
|  | iMarketKorea, Inc. | 5701 | 31855 |
|  | InBody Co. Ltd. | 3848 | 65368 |
|  | Incar Financial <br> Service Co. Ltd.<br>| 3330 | 19486 |
|  | Industrial Bank of <br> Korea<br>| 75322 | 812906 |
|  | Innocean Worldwide, <br> Inc.<br>| 8704 | 111557 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | InnoWireless Co. Ltd. | 369 | $5041 |
|  | Innox Advanced <br> Materials Co. Ltd.<br>| 2497 | 40094 |
| \* | Insung Information <br> Co. Ltd.<br>| 10578 | 16451 |
|  | Intellian Technologies, <br> Inc.<br>| 761 | 20543 |
|  | Intelligent Digital <br> Integrated Security <br> Co. Ltd.<br>| 1685 | 19578 |
| \* | Interflex Co. Ltd. | 4180 | 24593 |
| †† | Interojo Co. Ltd. | 1228 | 3774 |
|  | INTOPS Co. Ltd. | 3053 | 34607 |
|  | iNtRON <br> Biotechnology, Inc.<br>| 3888 | 11211 |
|  | INVENI Co. Ltd. | 725 | 25876 |
|  | IS Dongseo Co. Ltd. | 5226 | 66670 |
|  | ISC Co. Ltd. | 2345 | 81695 |
|  | i-SENS, Inc. | 3346 | 38570 |
| \* | ISU Abxis Co. Ltd. | 2469 | 8802 |
| \* | ISU Chemical Co. <br> Ltd.<br>| 3108 | 12364 |
| # | IsuPetasys Co. Ltd. | 12308 | 277895 |
| \* | Itcencts Co. Ltd. | 19277 | 8364 |
| \* | Itcenglobal Co. Ltd. | 3543 | 16779 |
| \* | ITEK, Inc. | 4474 | 18205 |
| \* | ITM Semiconductor <br> Co. Ltd.<br>| 554 | 4692 |
| \* | Jahwa Electronics Co. <br> Ltd.<br>| 4999 | 41899 |
|  | JB Financial Group <br> Co. Ltd.<br>| 31430 | 377634 |
|  | Jeju Bank | 3312 | 26179 |
| \* | Jeju Semiconductor <br> Corp.<br>| 3960 | 35151 |
| \* | Jin Air Co. Ltd. | 2007 | 12586 |
|  | Jinsung T.E.C. | 3429 | 21752 |
|  | JLS Co. Ltd. | 1866 | 7637 |
|  | JNK Global Co. Ltd. | 8964 | 26675 |
| \* | JNTC Co. Ltd. | 1326 | 12786 |
|  | Jusung Engineering <br> Co. Ltd.<br>| 7506 | 177163 |
|  | JVM Co. Ltd. | 1438 | 23442 |
|  | JW Holdings Corp. | 12832 | 27783 |
|  | JW Life Science <br> Corp.<br>| 2713 | 21931 |
|  | JW Pharmaceutical <br> Corp.<br>| 4069 | 63894 |
| \* | JW Shinyak Corp. | 3942 | 4298 |
|  | JYP Entertainment <br> Corp.<br>| 10022 | 487491 |
|  | K Car Co. Ltd. | 3734 | 36790 |
|  | K Ensol Co. Ltd. | 1735 | 14181 |
|  | Kakao Corp. | 13894 | 373259 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Kakao Games Corp. | 8640 | $86283 |
|  | KakaoBank Corp. | 12257 | 192119 |
| \* | Kakaopay Corp. | 3196 | 71162 |
|  | Kangnam Jevisco Co. <br> Ltd.<br>| 1462 | 12208 |
| \* | Kangwon Energy Co. <br> Ltd.<br>| 3790 | 18973 |
|  | Kangwon Land, Inc. | 11157 | 127359 |
|  | KB Financial Group, <br> Inc. (105560 KS)<br>| 55087 | 3481426 |
|  | KC Co. Ltd. | 2179 | 28481 |
|  | KC Tech Co. Ltd. | 1534 | 28272 |
|  | KCC Corp. | 1131 | 198667 |
|  | KCTC | 5926 | 15965 |
| \* | KEC Corp. | 31873 | 16439 |
| \* | Keeps Biopharma, <br> Inc.<br>| 2599 | 19572 |
|  | KEPCO Engineering & <br> Construction Co., <br> Inc.<br>| 1501 | 71688 |
|  | KEPCO Plant Service <br> & Engineering Co. <br> Ltd.<br>| 11672 | 360574 |
|  | KG Chemical Corp. | 6136 | 17187 |
|  | KG Dongbusteel | 11151 | 46477 |
|  | KG Eco Solution Co. <br> Ltd.<br>| 7203 | 27910 |
| \* | KG Mobility Co. | 13460 | 30869 |
|  | Kginicis Co. Ltd. | 5479 | 33689 |
|  | KH Vatec Co. Ltd. | 4841 | 31364 |
|  | Kia Corp. | 39120 | 2486204 |
| \*†† | Kib Plug Energy | 43041 | 11688 |
| \* | KidariStudio, Inc. | 6220 | 15217 |
|  | KINX, Inc. | 900 | 49946 |
|  | KISCO Corp. | 4439 | 26539 |
|  | KISCO Holdings Co. <br> Ltd.<br>| 1214 | 17812 |
|  | KISWIRE Ltd. | 3432 | 41778 |
|  | KIWOOM Securities <br> Co. Ltd.<br>| 5117 | 492047 |
| \* | KMW Co. Ltd. | 1668 | 10088 |
| \* | KNJ Co. Ltd. | 311 | 3458 |
|  | Koh Young <br> Technology, Inc.<br>| 7378 | 71778 |
|  | Kolmar BNH Co. Ltd. | 1862 | 17665 |
|  | Kolmar Holdings Co. <br> Ltd.<br>| 3468 | 23251 |
| # | Kolmar Korea Co. <br> Ltd.<br>| 5100 | 272556 |
|  | Kolon Corp. | 1302 | 21382 |
|  | Kolon Industries, Inc. | 6836 | 145054 |
| \* | Kolon Life Science, <br> Inc.<br>| 479 | 8827 |
|  | KoMiCo Ltd. | 1679 | 69419 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | KONA I Co. Ltd. | 2442 | $66678 |
|  | Korea Alcohol <br> Industrial Co. Ltd.<br>| 5044 | 32289 |
|  | Korea Asset In Trust <br> Co. Ltd.<br>| 18867 | 30908 |
| \* | Korea Circuit Co. Ltd. | 4698 | 33523 |
|  | Korea Electric <br> Terminal Co. Ltd.<br>| 1432 | 64918 |
|  | Korea Electronic <br> Power Industrial <br> Development Co. <br> Ltd.<br>| 4695 | 41822 |
|  | Korea Gas Corp. | 7365 | 200637 |
| \* | Korea Information & <br> Communications <br> Co. Ltd.<br>| 5535 | 30125 |
|  | Korea Information <br> Certificate Authority, <br> Inc.<br>| 2886 | 8919 |
|  | Korea Investment <br> Holdings Co. Ltd.<br>| 14347 | 837650 |
|  | Korea Movenex Co. <br> Ltd.<br>| 5239 | 14505 |
|  | Korea Petrochemical <br> Ind Co. Ltd.<br>| 456 | 26959 |
|  | Korea Petroleum <br> Industries Co.<br>| 1794 | 16335 |
|  | Korea Ratings Corp. | 340 | 21422 |
|  | Korea Real Estate <br> Investment & Trust <br> Co. Ltd.<br>| 47912 | 35575 |
|  | Korea United Pharm, <br> Inc.<br>| 2831 | 38929 |
|  | Korea Zinc Co. Ltd. | 909 | 506917 |
|  | Korean Reinsurance <br> Co.<br>| 56541 | 321853 |
|  | Kortek Corp. | 2756 | 18721 |
|  | KPX Chemical Co. <br> Ltd.<br>| 815 | 25731 |
| \* | Krafton, Inc. | 6258 | 1638357 |
|  | KT Nasmedia Co. <br> Ltd.<br>| 1024 | 10497 |
|  | KT Skylife Co. Ltd. | 6097 | 19016 |
|  | Kukje Pharma Co. <br> Ltd.<br>| 5534 | 18042 |
| \* | Kumho HT, Inc. | 38994 | 17408 |
|  | Kumho Petrochemical <br> Co. Ltd.<br>| 3328 | 278458 |
| \* | Kumho Tire Co., Inc. | 19186 | 64938 |
|  | Kwang Dong <br> Pharmaceutical Co. <br> Ltd.<br>| 13256 | 51117 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Kyeryong Construction <br> Industrial Co. Ltd.<br>| 1770 | $31749 |
|  | Kyobo Securities Co. <br> Ltd.<br>| 6735 | 31244 |
|  | Kyung Dong Navien <br> Co. Ltd.<br>| 2350 | 120273 |
|  | Kyungbang Co. Ltd. | 3048 | 15018 |
|  | Kyungdong Pharm <br> Co. Ltd.<br>| 5683 | 23072 |
|  | Kyung-In Synthetic <br> Corp.<br>| 12630 | 28152 |
|  | KZ Precision Corp. | 1490 | 12448 |
|  | L&C Bio Co. Ltd. | 1830 | 28581 |
| #\* | L&F Co. Ltd. | 2397 | 109168 |
| \* | L&K Biomed Co. Ltd. | 1972 | 9504 |
| \* | LabGenomics Co. <br> Ltd.<br>| 21308 | 32219 |
|  | Lake Materials Co. <br> Ltd.<br>| 14801 | 133263 |
| \* | LB Semicon, Inc. | 14643 | 34585 |
|  | Lee Ku Industrial Co. <br> Ltd.<br>| 6450 | 19292 |
|  | LEENO Industrial, <br> Inc.<br>| 14385 | 365329 |
|  | LF Corp. | 5047 | 52805 |
|  | LG Chem Ltd. | 7942 | 1203692 |
|  | LG Corp. | 4420 | 206984 |
|  | LG Electronics, Inc. | 36266 | 1820393 |
| #\* | LG Energy Solution <br> Ltd.<br>| 2789 | 636314 |
|  | LG H&H Co. Ltd. | 2907 | 688789 |
| \* | LG HelloVision Co. <br> Ltd.<br>| 10736 | 19893 |
| # | LG Innotek Co. Ltd. | 5080 | 499349 |
| \* | LigaChem <br> Biosciences, Inc.<br>| 2614 | 192636 |
| \* | LOT Vacuum Co. Ltd. | 3505 | 21579 |
|  | Lotte Chemical Corp. | 3650 | 154832 |
|  | Lotte Chilsung <br> Beverage Co. Ltd.<br>| 1305 | 100704 |
| \* | Lotte Data <br> Communication Co.<br>| 1059 | 14007 |
|  | LOTTE Fine Chemical <br> Co. Ltd.<br>| 5030 | 122868 |
|  | LOTTE Himart Co. <br> Ltd.<br>| 1317 | 6985 |
| \* | Lotte Non-Life <br> Insurance Co. Ltd.<br>| 23154 | 28056 |
|  | Lotte Rental Co. Ltd. | 6387 | 131998 |
|  | Lotte Shopping Co. <br> Ltd.<br>| 2377 | 112797 |
| \* | Lotte Tour <br> Development Co. <br> Ltd.<br>| 3126 | 23859 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Lotte Wellfood Co. <br> Ltd.<br>| 699 | $58254 |
| # | LS Corp. | 7915 | 733256 |
|  | LS Eco Energy Ltd. | 2895 | 65501 |
|  | LS Electric Co. Ltd. | 5301 | 765635 |
|  | LS Marine Solution <br> Co. Ltd.<br>| 4505 | 56648 |
| \* | LVMC Holdings | 36724 | 45112 |
|  | LX Hausys Ltd. | 1948 | 39526 |
|  | LX Semicon Co. Ltd. | 3940 | 149956 |
|  | M.I.Tech Co. Ltd. | 1379 | 7813 |
| # | Macquarie Korea <br> Infrastructure Fund<br>| 103073 | 830765 |
|  | Macrogen, Inc. | 1168 | 13160 |
|  | Maeil Dairies Co. Ltd. | 1150 | 29822 |
| \* | Manyo Co. Ltd. | 1414 | 18334 |
|  | Mcnex Co. Ltd. | 4249 | 71589 |
| \* | Mediana Co. Ltd. | 2343 | 9956 |
| \* | Medipost Co. Ltd. | 4681 | 30212 |
|  | Medytox, Inc. | 767 | 94229 |
| \* | Meerecompany, Inc. | 1096 | 13930 |
|  | MegaStudy Co. Ltd. | 2286 | 17148 |
|  | MegaStudyEdu Co. <br> Ltd.<br>| 2340 | 78927 |
|  | Meritz Financial <br> Group, Inc.<br>| 28050 | 2450466 |
|  | META BIOMED Co. <br> Ltd.<br>| 4839 | 15629 |
|  | Mgame Corp. | 4951 | 17678 |
|  | Mi Chang Oil <br> Industrial Co. Ltd.<br>| 177 | 12848 |
| \* | MiCo Ltd. | 5893 | 43153 |
| \* | Mirae Asset Life <br> Insurance Co. Ltd.<br>| 24853 | 94958 |
|  | Mirae Asset Securities <br> Co. Ltd.<br>| 63331 | 526428 |
|  | Mirae Asset Venture <br> Investment Co. Ltd.<br>| 8034 | 27418 |
|  | Misto Holdings Corp. | 13845 | 360028 |
|  | Miwon Chemicals Co. <br> Ltd.<br>| 147 | 8160 |
|  | Miwon Commercial <br> Co. Ltd.<br>| 534 | 72011 |
|  | Miwon Holdings Co. <br> Ltd.<br>| 286 | 14932 |
|  | Miwon Specialty <br> Chemical Co. Ltd.<br>| 566 | 63091 |
|  | MK Electron Co. Ltd. | 5926 | 31581 |
|  | MNTech Co. Ltd. | 3176 | 17610 |
| \* | Mobase Electronics <br> Co. Ltd.<br>| 7819 | 8241 |
|  | Modetour Network, <br> Inc.<br>| 2119 | 16745 |
| \* | MONAYONGPYONG | 9275 | 28905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Motrex Co. Ltd. | 6260 | $37762 |
| \* | MS Autotech Co. Ltd. | 12392 | 20319 |
|  | Muhak Co. Ltd. | 3862 | 19803 |
|  | Myoung Shin <br> Industrial Co. Ltd.<br>| 5239 | 30795 |
|  | Namhae Chemical <br> Corp.<br>| 3870 | 18558 |
|  | Namuga Co. Ltd. | 2446 | 22181 |
|  | Namyang Dairy <br> Products Co. Ltd.<br>| 940 | 50317 |
|  | Nature Holdings Co. <br> Ltd.<br>| 4291 | 30344 |
|  | NAVER Corp. | 5553 | 781338 |
|  | NCSoft Corp. | 2115 | 217707 |
|  | NeoPharm Co. Ltd. | 3154 | 30511 |
|  | Neosem, Inc. | 3005 | 21134 |
| \* | Neowiz | 4899 | 80545 |
|  | Neowiz Holdings <br> Corp.<br>| 920 | 13595 |
| \* | NEPES Corp. | 6963 | 33490 |
| \* | Neptune Co. | 5865 | 30354 |
| #Ω | Netmarble Corp. | 8565 | 269420 |
|  | New Power Plasma <br> Co. Ltd.<br>| 5541 | 18055 |
| \* | Newflex Technology <br> Co. Ltd.<br>| 6149 | 19588 |
|  | Nexen Corp. | 4007 | 13281 |
|  | Nexen Tire Corp. | 4854 | 18438 |
| \* | Nexon Games Co. <br> Ltd.<br>| 5900 | 53564 |
|  | NEXTIN, Inc. | 1876 | 70699 |
|  | NH Investment & <br> Securities Co. Ltd.<br>| 56591 | 611799 |
|  | NHN Corp. | 5819 | 90784 |
|  | NHN KCP Corp. | 8103 | 43909 |
|  | NICE Holdings Co. <br> Ltd.<br>| 5792 | 45852 |
|  | Nice Information & <br> Telecommunication, <br> Inc.<br>| 2046 | 26748 |
|  | NICE Information <br> Service Co. Ltd.<br>| 15565 | 141340 |
|  | NICE Infra Co. Ltd. | 5667 | 20370 |
|  | Nong Shim Holdings <br> Co. Ltd.<br>| 454 | 21433 |
|  | NongShim Co. Ltd. | 877 | 248545 |
|  | NOROO Paint & <br> Coatings Co. Ltd.<br>| 2751 | 16072 |
|  | NOVAREX Co. Ltd. | 2936 | 21086 |
|  | NPC | 6680 | 19278 |
|  | OCI Co. Ltd. | 955 | 37038 |
|  | OCI Holdings Co. Ltd. | 4183 | 190526 |
|  | ONEJOON Co. Ltd. | 3886 | 24747 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Oriental Precision & <br> Engineering Co. <br> Ltd.<br>| 7436 | $28878 |
|  | Orion Corp. | 9135 | 791811 |
|  | Orion Holdings Corp. | 7752 | 99867 |
|  | Osang Healthcare Co. <br> Ltd.<br>| 1079 | 10477 |
| \* | OSTEONIC Co. Ltd. | 5251 | 25573 |
| \* | Osung Advanced <br> Materials Co. Ltd.<br>| 18332 | 18136 |
|  | Otoki Corp. | 449 | 126462 |
| \* | Paik Kwang Industrial <br> Co. Ltd.<br>| 4745 | 21750 |
|  | Pan Ocean Co. Ltd. | 35441 | 83394 |
|  | Paradise Co. Ltd. | 7025 | 61200 |
|  | Park Systems Corp. | 1229 | 175087 |
|  | Partron Co. Ltd. | 11262 | 54416 |
| \* | Pearl Abyss Corp. | 4270 | 106378 |
|  | People & Technology, <br> Inc.<br>| 4736 | 135200 |
| #\* | Peptron, Inc. | 1506 | 172282 |
|  | PHA Co. Ltd. | 2660 | 18522 |
|  | PharmaResearch Co. <br> Ltd.<br>| 1593 | 421936 |
|  | Pharmicell Co. Ltd. | 3656 | 27171 |
|  | Philenergy Co. Ltd. | 104 | 1072 |
| \* | Philoptics Co. Ltd. | 1534 | 32962 |
|  | PI Advanced Materials <br> Co. Ltd.<br>| 4049 | 46629 |
| \* | Polaris AI Corp. | 11204 | 19194 |
| \* | Polaris Office Corp. | 3142 | 11122 |
| \* | PonyLink Co. Ltd. | 20885 | 15142 |
| # | Posco DX Co. Ltd. | 14799 | 255254 |
|  | Posco M-Tech Co. <br> Ltd.<br>| 4685 | 39830 |
| \* | Power Logics Co. <br> Ltd.<br>| 5517 | 17974 |
|  | Protec Co. Ltd. | 1501 | 25317 |
|  | PSK, Inc. | 6562 | 82313 |
|  | Pulmuone Co. Ltd. | 3204 | 33092 |
| \* | Rainbow Robotics | 593 | 112486 |
| \* | Refine Co. Ltd. | 1479 | 12929 |
| \* | Reyon Pharmaceutical <br> Co. Ltd.<br>| 587 | 4693 |
|  | RFHIC Corp. | 1978 | 21498 |
| \* | RFTech Co. Ltd. | 9790 | 25613 |
| \* | Robostar Co. Ltd. | 1279 | 22091 |
|  | Rorze Systems Corp. | 1438 | 14766 |
|  | S&S Tech Corp. | 1955 | 47316 |
|  | S-1 Corp. | 8969 | 399753 |
|  | Sam Chun Dang <br> Pharm Co. Ltd.<br>| 1025 | 101500 |
|  | Sam Yung Trading <br> Co. Ltd.<br>| 3832 | 36806 |
|  | Samchully Co. Ltd. | 452 | 29146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | SAMHWA Paints <br> Industrial Co. Ltd.<br>| 4611 | $19461 |
|  | Samick THK Co. Ltd. | 1425 | 9835 |
| \* | Samil Pharmaceutical <br> Co. Ltd.<br>| 2871 | 26409 |
|  | Samji Electronics Co. <br> Ltd.<br>| 3059 | 22547 |
|  | Samjin <br> Pharmaceutical Co. <br> Ltd.<br>| 1297 | 16279 |
|  | Sammok S-Form Co. <br> Ltd.<br>| 1045 | 15460 |
| \*Ω | Samsung Biologics <br> Co. Ltd.<br>| 1423 | 1053117 |
|  | Samsung C&T Corp. | 18506 | 1592615 |
|  | Samsung Card Co. <br> Ltd. (029780 KS)<br>| 10148 | 299694 |
|  | Samsung <br> Electro-Mechanics <br> Co. Ltd.<br>| 5940 | 490072 |
|  | Samsung Electronics <br> Co. Ltd. (005930 <br> KS)<br>| 324240 | 12651045 |
|  | Samsung Electronics <br> Co. Ltd. (SMSN LI), <br> GDR<br>| 573 | 557952 |
|  | Samsung Electronics <br> Co. Ltd. (SSNHZ <br> US), GDR<br>| 4405 | 4255230 |
|  | Samsung Engineering <br> Co. Ltd.<br>| 76812 | 1038602 |
|  | Samsung Fire & <br> Marine Insurance <br> Co. Ltd.<br>| 7276 | 1919610 |
| \* | Samsung Heavy <br> Industries Co. Ltd.<br>| 72700 | 744856 |
|  | Samsung Life <br> Insurance Co. Ltd.<br>| 9807 | 595458 |
| \* | Samsung <br> Pharmaceutical Co. <br> Ltd.<br>| 8786 | 9271 |
|  | Samsung SDI Co. <br> Ltd.<br>| 5134 | 635746 |
|  | Samsung SDS Co. <br> Ltd.<br>| 4262 | 384077 |
|  | Samsung Securities <br> Co. Ltd.<br>| 28770 | 1054609 |
|  | SAMT Co. Ltd. | 10436 | 19901 |
|  | Samwha Capacitor <br> Co. Ltd.<br>| 2032 | 35479 |
|  | Samwha Electric Co. <br> Ltd.<br>| 664 | 13117 |
|  | Samyang Corp. | 593 | 19959 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samyang Foods Co. <br> Ltd.<br>| 998 | $681175 |
|  | Samyang Holdings <br> Corp.<br>| 1074 | 46484 |
|  | Samyang Packaging <br> Corp.<br>| 1826 | 17385 |
|  | Samyang Tongsang <br> Co. Ltd.<br>| 207 | 6742 |
|  | Samyoung Co. Ltd. | 3277 | 9320 |
|  | Sangsin Energy <br> Display Precision <br> Co. Ltd.<br>| 2574 | 13843 |
|  | Saramin Co. Ltd. | 2216 | 24480 |
|  | Satrec Initiative Co. <br> Ltd.<br>| 231 | 7305 |
| \* | SBI Investment Korea <br> Co. Ltd.<br>| 18153 | 9231 |
|  | SD Biosensor, Inc. | 11297 | 74694 |
|  | SeAH Besteel <br> Holdings Corp.<br>| 2560 | 32223 |
|  | SeAH Steel Corp. | 387 | 48176 |
|  | SeAH Steel Holdings <br> Corp.<br>| 552 | 87298 |
|  | Sebang Co. Ltd. | 2671 | 21444 |
|  | Sebang Global Battery <br> Co. Ltd.<br>| 743 | 36005 |
|  | Seegene, Inc. | 6392 | 118194 |
|  | Segyung Hitech Co. <br> Ltd.<br>| 7275 | 36020 |
|  | Sejin Heavy Industries <br> Co. Ltd.<br>| 3584 | 21921 |
|  | Sekonix Co. Ltd. | 2406 | 9047 |
|  | Seobu T&D | 7366 | 29832 |
|  | Seohan Co. Ltd. | 28267 | 16836 |
|  | Seohee Construction <br> Co. Ltd.<br>| 27891 | 33993 |
| \* | Seoul Auction Co. <br> Ltd.<br>| 1312 | 8175 |
| \* | Seoul Semiconductor <br> Co. Ltd.<br>| 9925 | 46467 |
|  | Seoyon Co. Ltd. | 2977 | 15571 |
|  | Seoyon E-Hwa Co. <br> Ltd.<br>| 3804 | 31538 |
|  | SEWOONMEDICAL <br> Co. Ltd.<br>| 3371 | 5716 |
|  | SFA Engineering <br> Corp.<br>| 3839 | 54818 |
| \* | SFA Semicon Co. <br> Ltd.<br>| 15076 | 31748 |
|  | SGC Energy Co. Ltd. | 1224 | 20065 |
|  | Shin Heung Energy & <br> Electronics Co. Ltd.<br>| 3770 | 11243 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Shin Poong <br> Pharmaceutical Co. <br> Ltd.<br>| 2471 | $13148 |
|  | Shindaeyang Paper <br> Co. Ltd.<br>| 4560 | 27425 |
|  | Shinhan Financial <br> Group Co. Ltd. <br> (055550 KS)<br>| 59943 | 2166333 |
|  | Shinil Electronics Co. <br> Ltd.<br>| 13867 | 15083 |
|  | Shinsegae <br> International, Inc.<br>| 6932 | 47854 |
|  | Shinsegae, Inc. | 1903 | 210990 |
|  | Shinsung Delta Tech <br> Co. Ltd.<br>| 4388 | 183126 |
| \* | Shinsung E&G Co. <br> Ltd.<br>| 13700 | 13169 |
|  | Shinwon Corp. | 20628 | 24918 |
| \* | Shinyoung Securities <br> Co. Ltd.<br>| 961 | 60187 |
|  | Showbox Corp. | 8954 | 20464 |
| #\* | Silicon2 Co. Ltd. | 12019 | 302348 |
|  | Silla Co. Ltd. | 1575 | 10196 |
|  | SIMMTECH Co. Ltd. | 3120 | 34644 |
|  | SIMPAC, Inc. | 4358 | 12473 |
|  | Sindoh Co. Ltd. | 1472 | 44578 |
|  | Sinil Pharm Co. Ltd. | 2016 | 9193 |
| \* | SK <br> Biopharmaceuticals <br> Co. Ltd.<br>| 10636 | 797566 |
| \* | SK Bioscience Co. <br> Ltd.<br>| 2682 | 74825 |
|  | SK Chemicals Co. <br> Ltd.<br>| 2286 | 63979 |
|  | SK Discovery Co. <br> Ltd.<br>| 4909 | 143668 |
| \* | SK Eternix Co. Ltd. | 3890 | 46569 |
|  | SK Gas Ltd. | 1119 | 188554 |
| \*Ω | SK IE Technology Co. <br> Ltd.<br>| 1748 | 27538 |
| \* | SK oceanplant Co. <br> Ltd.<br>| 2702 | 28459 |
|  | SK Securities Co. <br> Ltd.<br>| 104448 | 35505 |
|  | SK Telecom Co. Ltd. <br> (017670 KS)<br>| 6199 | 236844 |
| \* | SKC Co. Ltd. | 2773 | 198935 |
| # | SL Corp. | 4193 | 96835 |
|  | SM Entertainment Co. <br> Ltd.<br>| 4336 | 377022 |
| \* | SMEC Co. Ltd. | 12738 | 24222 |
|  | SNT Dynamics Co. <br> Ltd.<br>| 2696 | 62890 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | SNT Holdings Co. <br> Ltd.<br>| 1335 | $31159 |
|  | S-Oil Corp. | 11168 | 407921 |
|  | Solid, Inc. | 17755 | 89084 |
| \* | SOLUM Co. Ltd. | 15138 | 175196 |
|  | Solus Advanced <br> Materials Co. Ltd.<br>| 3812 | 22893 |
|  | Songwon Industrial <br> Co. Ltd.<br>| 5440 | 43722 |
|  | Soop Co. Ltd. | 3044 | 175634 |
|  | Soulbrain Co. Ltd. | 2020 | 246075 |
|  | Soulbrain Holdings <br> Co. Ltd.<br>| 2168 | 47581 |
|  | SPC Samlip Co. Ltd. | 1041 | 46450 |
|  | SPG Co. Ltd. | 2484 | 43704 |
|  | ST Pharm Co. Ltd. | 662 | 36749 |
|  | Straffic Co. Ltd. | 4180 | 11594 |
| \* | Studio Dragon Corp. | 4822 | 173773 |
| \* | Sugentech, Inc. | 2106 | 8157 |
|  | Sung Kwang Bend <br> Co. Ltd.<br>| 5622 | 107717 |
| \* | Sungchang Enterprise <br> Holdings Ltd.<br>| 19478 | 18359 |
| \* | Sungeel Hitech Co. <br> Ltd.<br>| 231 | 5470 |
|  | Sungwoo Hitech Co. <br> Ltd.<br>| 13423 | 52612 |
|  | Sunny Electronics <br> Corp.<br>| 5903 | 7066 |
| \* | Suprema, Inc. | 1181 | 26949 |
| \* | SY Co. Ltd. | 6825 | 17866 |
| \* | Synergy Innovation <br> Co. Ltd.<br>| 5017 | 10137 |
| \* | Synopex, Inc. | 15828 | 70560 |
|  | Systems Technology, <br> Inc.<br>| 2490 | 34908 |
|  | T&L Co. Ltd. | 1035 | 52472 |
|  | Taekwang Industrial <br> Co. Ltd.<br>| 83 | 44204 |
|  | TAEKYUNG BK Co. <br> Ltd.<br>| 5136 | 16618 |
| \* | Taewoong Co. Ltd. | 2925 | 30931 |
|  | Taeyang Metal <br> Industrial Co. Ltd.<br>| 9366 | 19704 |
| \* | Taihan Electric Wire <br> Co. Ltd.<br>| 9628 | 78877 |
|  | TCC Steel | 2674 | 37559 |
|  | TechWing, Inc. | 5914 | 142099 |
|  | Telechips, Inc. | 1642 | 15642 |
|  | TES Co. Ltd. | 1569 | 22229 |
| \* | Theragen Etex Co. <br> Ltd.<br>| 12996 | 27499 |
| \* | TK Chemical Corp. | 18770 | 20313 |
|  | TK Corp. | 4663 | 69015 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TKG Huchems Co. <br> Ltd.<br>| 6016 | $68027 |
|  | TLB Co. Ltd. | 759 | 9163 |
|  | Tokai Carbon Korea <br> Co. Ltd.<br>| 1278 | 76916 |
| \* | Tongyang Life <br> Insurance Co. Ltd.<br>| 12025 | 51701 |
|  | Toptec Co. Ltd. | 5346 | 15526 |
|  | Tovis Co. Ltd. | 4782 | 53132 |
|  | TSE Co. Ltd. | 588 | 16919 |
| \* | Tuksu Construction <br> Co. Ltd.<br>| 2777 | 15960 |
|  | TYM Corp. | 11325 | 35770 |
|  | UBCare Co. Ltd. | 3061 | 8131 |
| \* | Ubivelox, Inc. | 1708 | 8971 |
|  | Uju Electronics Co. <br> Ltd.<br>| 1295 | 24968 |
| \* | Uni-Chem Co. Ltd. | 21092 | 24313 |
|  | Unid Co. Ltd. | 1058 | 65367 |
|  | Union Semiconductor <br> Equipment & <br> Materials Co. Ltd.<br>| 8784 | 36601 |
|  | Uniquest Corp. | 3582 | 14479 |
| \* | Unison Co. Ltd. | 11710 | 9853 |
| \* | UniTest, Inc. | 3147 | 21866 |
|  | Unitrontech Co. Ltd. | 2869 | 11841 |
|  | Value Added <br> Technology Co. <br> Ltd.<br>| 2937 | 41937 |
|  | Viatron Technologies, <br> Inc.<br>| 4010 | 21506 |
|  | VICTEK Co. Ltd. | 3541 | 10195 |
| \*†† | Vidente Co. Ltd. | 12986 | 5691 |
|  | Vieworks Co. Ltd. | 1715 | 29607 |
| \* | Vina Tech Co. Ltd. | 522 | 9199 |
|  | VIOL Co. Ltd. | 4862 | 28715 |
|  | Vitzro Tech Co. Ltd. | 2270 | 12456 |
|  | Vitzrocell Co. Ltd. | 4594 | 77179 |
| \* | VM, Inc. | 3810 | 31131 |
| \* | VT Co. Ltd. | 6488 | 174321 |
|  | Webzen, Inc. | 5138 | 49835 |
|  | Whanin <br> Pharmaceutical Co. <br> Ltd.<br>| 2615 | 21572 |
|  | WiSoL Co. Ltd. | 4967 | 23919 |
|  | Won Tech Co. Ltd. | 16450 | 95107 |
| \* | Wonik Holdings Co. <br> Ltd.<br>| 10865 | 31653 |
|  | WONIK IPS Co. Ltd. | 3743 | 59626 |
|  | Wonik Materials Co. <br> Ltd.<br>| 1797 | 25531 |
|  | Wonik QnC Corp. | 4248 | 50774 |
|  | Woojin, Inc. | 2166 | 12276 |
| \* | Woongjin Co. Ltd. | 11317 | 11234 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
| \* | Wooree Bio Co. Ltd. | 4851 | $7738 |
|  | Woori Financial <br> Group, Inc. (316140 <br> KS)<br>| 178328 | 2220642 |
|  | Woori Financial <br> Group, Inc. (WF <br> US), Sponsored <br> ADR<br>| 773 | 28655 |
| \* | Woori Technology <br> Investment Co. Ltd.<br>| 10762 | 50091 |
| \* | Woori Technology, <br> Inc.<br>| 22299 | 31528 |
| \* | Woosu AMS Co. Ltd. | 11985 | 25997 |
|  | Worldex Industry & <br> Trading Co. Ltd.<br>| 3898 | 47899 |
| \* | Wysiwyg Studios Co. <br> Ltd.<br>| 6944 | 6204 |
|  | Xexymix Corp. | 8850 | 37911 |
|  | Y G-1 Co. Ltd. | 3502 | 14382 |
| \* | YC Corp. | 4787 | 33078 |
|  | YG Entertainment, <br> Inc.<br>| 2791 | 131766 |
| \* | YG PLUS | 16489 | 63501 |
| \* | YMT Co. Ltd. | 3720 | 23627 |
|  | Youlchon Chemical <br> Co. Ltd.<br>| 1214 | 23862 |
|  | Young Poong Corp. | 1230 | 32128 |
|  | Youngone Corp. | 8797 | 293339 |
|  | Youngone Holdings <br> Co. Ltd.<br>| 1616 | 108784 |
|  | Yuanta Securities <br> Korea Co. Ltd.<br>| 27085 | 56381 |
| # | Yuhan Corp. | 5469 | 438235 |
|  | YuHwa Securities Co. <br> Ltd.<br>| 6972 | 11887 |
| \* | Yulho Co. Ltd. | 6937 | 8544 |
| \* | Yungjin <br> Pharmaceutical Co. <br> Ltd.<br>| 16046 | 22978 |
|  | Zeus Co. Ltd. | 3741 | 34043 |
|  | Zinus, Inc. | 1437 | 17628 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 127115523 |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
|  | AmRest Holdings SE | 10607 | 49666 |
| TAIWAN — (18.0%) | TAIWAN — (18.0%) | TAIWAN — (18.0%) | TAIWAN — (18.0%) |
|  | 104 Corp. | 2000 | 14287 |
|  | 91APP, Inc. | 16000 | 41911 |
|  | Aaeon Technology, <br> Inc.<br>| 4199 | 16493 |
|  | ABC Taiwan <br> Electronics Corp.<br>| 19210 | 8928 |
|  | Abico Avy Co. Ltd. | 36021 | 35397 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Ability Enterprise Co. <br> Ltd.<br>| 47000 | $68502 |
|  | Ability <br> Opto-Electronics <br> Technology Co. <br> Ltd.<br>| 10200 | 41890 |
|  | AcBel Polytech, Inc. | 193382 | 155818 |
|  | Accton Technology <br> Corp.<br>| 106000 | 1974390 |
|  | Acer Cyber Security, <br> Inc.<br>| 3868 | 22587 |
|  | Acer E-Enabling <br> Service Business, <br> Inc.<br>| 3000 | 22694 |
| # | Acer, Inc. | 1074000 | 1173586 |
| \* | ACES Electronic Co. <br> Ltd.<br>| 25764 | 38845 |
| \* | Acon Holding, Inc. | 48041 | 13765 |
|  | Acter Group Corp. <br> Ltd.<br>| 35518 | 447109 |
|  | Action Electronics Co. <br> Ltd.<br>| 52000 | 24895 |
| # | ADATA Technology <br> Co. Ltd.<br>| 99053 | 259107 |
|  | Addcn Technology Co. <br> Ltd.<br>| 11506 | 62883 |
|  | Advanced Energy <br> Solution Holding <br> Co. Ltd.<br>| 10000 | 266957 |
|  | Advanced <br> International <br> Multitech Co. Ltd.<br>| 28000 | 59545 |
| \* | Advanced <br> Optoelectronic <br> Technology, Inc.<br>| 36000 | 18016 |
|  | Advanced Power <br> Electronics Corp.<br>| 13000 | 30130 |
| # | Advancetek Enterprise <br> Co. Ltd.<br>| 98000 | 220886 |
|  | Advantech Co. Ltd. | 63406 | 664252 |
| \* | AEON Motor Co. Ltd. | 9000 | 7934 |
|  | Aerospace Industrial <br> Development Corp.<br>| 102000 | 149501 |
|  | AGV Products Corp. | 138000 | 48381 |
|  | AIC, Inc. | 1000 | 9323 |
|  | Airoha Technology <br> Corp.<br>| 8000 | 126685 |
|  | Airtac International <br> Group<br>| 26532 | 728734 |
|  | Alchip Technologies <br> Ltd.<br>| 16000 | 1069211 |
|  | Alexander Marine Co. <br> Ltd.<br>| 4217 | 18772 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | All Ring Tech Co. Ltd. | 6000 | $48000 |
| # | Allied Supreme Corp. | 17000 | 129402 |
| # | Allis Electric Co. Ltd. | 55102 | 159942 |
|  | Alltek Technology <br> Corp.<br>| 79475 | 95790 |
|  | Alltop Technology Co. <br> Ltd.<br>| 12001 | 91703 |
|  | Alpha Networks, Inc. | 80772 | 69696 |
|  | Altek Corp. | 77620 | 88510 |
|  | Amazing <br> Microelectronic <br> Corp.<br>| 18295 | 42652 |
|  | Ambassador Hotel  | 13000 | 18280 |
|  | AMPACS Corp. | 20000 | 20529 |
|  | Ampire Co. Ltd. | 28000 | 26333 |
|  | AMPOC Far-East Co. <br> Ltd.<br>| 22000 | 60384 |
|  | AmTRAN Technology <br> Co. Ltd.<br>| 170425 | 76393 |
| \* | Amulaire Thermal <br> Technology, Inc.<br>| 16883 | 13334 |
|  | Anji Technology Co. <br> Ltd.<br>| 14278 | 13153 |
|  | Anpec Electronics <br> Corp.<br>| 17000 | 80293 |
|  | Aopen, Inc. | 12000 | 17353 |
|  | AP Memory <br> Technology Corp.<br>| 2000 | 14937 |
| # | Apac Opto <br> Electronics, Inc.<br>| 20000 | 46588 |
|  | Apacer Technology, <br> Inc.<br>| 24000 | 34533 |
|  | APAQ Technology Co. <br> Ltd.<br>| 5000 | 15565 |
|  | APCB, Inc. | 35000 | 15935 |
|  | Apex Biotechnology <br> Corp.<br>| 14000 | 13778 |
|  | Apex Dynamics, Inc. | 2000 | 42022 |
|  | Apex Science & <br> Engineering<br>| 31212 | 10923 |
|  | Arcadyan Technology <br> Corp.<br>| 31805 | 235356 |
|  | Argosy Research, <br> Inc.<br>| 17013 | 77259 |
| # | ASE Technology <br> Holding Co. Ltd.<br>| 365000 | 1555337 |
| # | Asia Optical Co., Inc. | 68000 | 289040 |
|  | Asia Polymer Corp. | 90295 | 35793 |
|  | Asia Tech Image, Inc. | 21000 | 63468 |
|  | Asia Vital <br> Components Co. <br> Ltd.<br>| 65158 | 956704 |
|  | ASIX Electronics <br> Corp.<br>| 11000 | 31366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | ASMedia Technology, <br> Inc.<br>| 8000 | $422992 |
|  | ASolid Technology Co. <br> Ltd.<br>| 16000 | 27751 |
|  | ASPEED Technology, <br> Inc.<br>| 11600 | 1091286 |
|  | ASROCK, Inc. | 13000 | 71580 |
|  | Asustek Computer, <br> Inc.<br>| 142000 | 2596739 |
|  | ATE Energy <br> International Co. <br> Ltd.<br>| 30000 | 22010 |
|  | Aten International Co. <br> Ltd.<br>| 20000 | 42855 |
|  | Auden Techno Corp. | 5000 | 13360 |
|  | Audix Corp. | 21000 | 39445 |
| # | AURAS Technology <br> Co. Ltd.<br>| 14000 | 215904 |
|  | Aurora Corp. | 17000 | 32506 |
|  | Avalue Technology, <br> Inc.<br>| 11000 | 33721 |
|  | Avermedia <br> Technologies<br>| 15400 | 18576 |
|  | Axiomtek Co. Ltd. | 21986 | 70598 |
|  | Azurewave <br> Technologies, Inc.<br>| 20000 | 28670 |
|  | Bafang Yunji <br> International Co. <br> Ltd.<br>| 5000 | 28680 |
|  | Basso Industry Corp. | 23000 | 26792 |
|  | BenQ Materials Corp. | 52000 | 38692 |
|  | BES Engineering <br> Corp.<br>| 529000 | 174716 |
| # | Bin Chuan Enterprise <br> Co. Ltd.<br>| 29000 | 44242 |
|  | Bionime Corp. | 5000 | 8798 |
|  | Bioteque Corp. | 10000 | 39566 |
|  | Bizlink Holding, Inc. | 33077 | 559934 |
|  | Bon Fame Co. Ltd. | 8000 | 18912 |
|  | Bora Pharmaceuticals <br> Co. Ltd.<br>| 11896 | 265740 |
|  | Brave C&H Supply <br> Co. Ltd.<br>| 6000 | 18687 |
|  | Bright Led Electronics <br> Corp.<br>| 27000 | 15411 |
|  | Brightek <br> Optoelectronic Co. <br> Ltd.<br>| 16000 | 22530 |
|  | Brighton-Best <br> International <br> Taiwan, Inc.<br>| 106000 | 110568 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Brillian Network & <br> Automation <br> Integrated System <br> Co. Ltd.<br>| 6000 | $34410 |
| # | Browave Corp. | 9000 | 44571 |
|  | C Sun Manufacturing <br> Ltd.<br>| 26267 | 116590 |
|  | Calitech Co. Ltd. | 9000 | 17522 |
| \* | Caliway <br> Biopharmaceuticals <br> Co. Ltd.<br>| 5000 | 104494 |
| \* | Cameo <br> Communications, <br> Inc.<br>| 32537 | 9009 |
|  | Capital Futures Corp. | 26812 | 40674 |
| \* | Career Technology <br> MFG. Co. Ltd.<br>| 49657 | 18184 |
| # | Castles Technology <br> Co. Ltd.<br>| 20430 | 44205 |
|  | Caswell, Inc. | 8000 | 22478 |
|  | Cathay Chemical <br> Works<br>| 14000 | 23743 |
|  | Cathay Financial <br> Holding Co. Ltd.<br>| 1014188 | 1868651 |
|  | Cathay Real Estate <br> Development Co. <br> Ltd.<br>| 234000 | 141463 |
|  | CCP Contact Probes <br> Co. Ltd.<br>| 25601 | 22153 |
| \* | Celxpert Energy <br> Corp.<br>| 33316 | 30066 |
|  | Cenra, Inc. | 38000 | 41217 |
| # | Center Laboratories, <br> Inc.<br>| 151986 | 169862 |
|  | Central Reinsurance <br> Co. Ltd.<br>| 147642 | 121299 |
| # | Century Iron & Steel <br> Industrial Co. Ltd.<br>| 64000 | 352690 |
|  | Chailease Holding Co. <br> Ltd.<br>| 298494 | 1074010 |
| \* | ChainQui Construction <br> Development Co. <br> Ltd.<br>| 34700 | 15536 |
|  | Champion <br> Microelectronic <br> Corp.<br>| 4100 | 5869 |
|  | Chang Hwa <br> Commercial Bank <br> Ltd.<br>| 579841 | 330638 |
|  | Chang Wah <br> Electromaterials, <br> Inc.<br>| 86000 | 115773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chang Wah <br> Technology Co. <br> Ltd.<br>| 63000 | $71033 |
|  | Channel Well <br> Technology Co. <br> Ltd.<br>| 43000 | 97571 |
|  | Chant Sincere Co. <br> Ltd.<br>| 15000 | 23496 |
|  | CHC Healthcare <br> Group<br>| 45000 | 60888 |
|  | CHC Resources <br> Corp.<br>| 13000 | 29255 |
|  | Chen Full International <br> Co. Ltd.<br>| 29000 | 43486 |
|  | Chenbro Micom Co. <br> Ltd.<br>| 15000 | 117160 |
|  | Cheng Loong Corp. | 189000 | 103283 |
| \* | Cheng Mei Materials <br> Technology Corp.<br>| 141065 | 57027 |
|  | Cheng Uei Precision <br> Industry Co. Ltd.<br>| 93000 | 142531 |
|  | Chia Chang Co. Ltd. | 42000 | 51060 |
|  | Chia Hsin Cement <br> Corp.<br>| 92320 | 42854 |
|  | Chicony Electronics <br> Co. Ltd.<br>| 179185 | 863377 |
|  | Chicony Power <br> Technology Co. <br> Ltd.<br>| 43055 | 144094 |
|  | Chien Kuo <br> Construction Co. <br> Ltd.<br>| 35200 | 31418 |
|  | Chien Shing Harbour <br> Service Co. Ltd.<br>| 8000 | 12061 |
|  | China Bills Finance <br> Corp.<br>| 222000 | 103471 |
|  | China Electric <br> Manufacturing <br> Corp.<br>| 63900 | 27226 |
| # | China General <br> Plastics Corp.<br>| 110971 | 38625 |
|  | China Glaze Co. Ltd. | 40000 | 20201 |
| \* | China Man-Made <br> Fiber Corp.<br>| 347588 | 69048 |
|  | China Metal Products | 53000 | 43935 |
| # | China Motor Corp. | 77200 | 173146 |
| #\* | China Petrochemical <br> Development Corp.<br>| 441000 | 99132 |
|  | China Steel Chemical <br> Corp.<br>| 40000 | 114344 |
|  | China Steel Structure <br> Co. Ltd.<br>| 4000 | 5481 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | China Wire & Cable <br> Co. Ltd.<br>| 21000 | $22170 |
|  | Ching Feng Home <br> Fashions Co. Ltd.<br>| 36495 | 28027 |
| \* | Chip Hope Co. Ltd. | 5000 | 6135 |
|  | Chlitina Holding Ltd. | 17513 | 62428 |
|  | Chong Hong <br> Construction Co. <br> Ltd.<br>| 47000 | 128763 |
|  | Chroma ATE, Inc. | 66000 | 603322 |
|  | Chun YU Works & Co. <br> Ltd.<br>| 17850 | 11681 |
|  | Chun Yuan Steel <br> Industry Co. Ltd.<br>| 155000 | 88132 |
|  | Chung Hung Steel <br> Corp.<br>| 257000 | 129925 |
|  | Chung Hwa Chemical <br> Industrial Works <br> Ltd.<br>| 21000 | 15121 |
|  | Chung Hwa Food <br> Industrial Co. Ltd.<br>| 8500 | 24316 |
| \* | Chung Hwa Pulp <br> Corp.<br>| 63000 | 25182 |
|  | Chung Lien Co. Ltd. | 9000 | 10552 |
| # | Chung-Hsin Electric & <br> Machinery <br> Manufacturing <br> Corp.<br>| 186000 | 742171 |
|  | Chunghwa Telecom <br> Co. Ltd. (2412 TT)<br>| 127000 | 513449 |
|  | Chyang Sheng Texing <br> Co. Ltd.<br>| 15000 | 10645 |
|  | Cleanaway Co. Ltd. <br> (8422 TT)<br>| 18000 | 102211 |
|  | Clevo Co. | 138000 | 206807 |
|  | Collins Co. Ltd. | 24000 | 11508 |
|  | Compal Electronics, <br> Inc.<br>| 1261000 | 1086569 |
|  | Complex Micro <br> Interconnection Co. <br> Ltd.<br>| 10000 | 12835 |
|  | Compucase <br> Enterprise<br>| 19000 | 39050 |
|  | Continental Holdings <br> Corp.<br>| 111000 | 84540 |
|  | Contrel Technology <br> Co. Ltd.<br>| 38000 | 45125 |
|  | Coremax Corp. | 22265 | 31394 |
|  | Coretronic Corp. | 99000 | 194850 |
|  | Co-Tech Development <br> Corp.<br>| 43000 | 64179 |
|  | Coxon Precise <br> Industrial Co. Ltd.<br>| 18000 | 8551 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Creative Sensor, Inc. | 15300 | $21918 |
| \* | CSBC Corp. Taiwan | 96000 | 50404 |
|  | CTBC Financial <br> Holding Co. Ltd.<br>| 2261000 | 2786093 |
|  | CTCI Advanced <br> Systems, Inc.<br>| 2000 | 8820 |
|  | CTCI Corp. | 179000 | 153916 |
|  | CTI Traffic Industries <br> Co. Ltd.<br>| 1000 | 3353 |
|  | CviLux Corp. | 25000 | 36637 |
|  | Cyberlink Corp. | 13000 | 40316 |
|  | CyberPower Systems, <br> Inc.<br>| 16800 | 148312 |
| \* | CyberTAN Technology, <br> Inc.<br>| 111000 | 78577 |
|  | Cystech Electronics <br> Corp.<br>| 3150 | 8014 |
|  | DA CIN Construction <br> Co. Ltd.<br>| 84600 | 148698 |
|  | Dafeng TV Ltd. | 10000 | 16647 |
|  | Dah San Electric Wire <br> & Cable Co. Ltd.<br>| 10000 | 16279 |
|  | Da-Li Development <br> Co. Ltd.<br>| 85771 | 124459 |
|  | Darfon Electronics <br> Corp.<br>| 51000 | 60612 |
|  | Darwin Precisions <br> Corp.<br>| 87000 | 31121 |
|  | Daxin Materials Corp. | 23000 | 118860 |
|  | De Licacy Industrial <br> Co. Ltd.<br>| 76338 | 34305 |
|  | Delpha Construction <br> Co. Ltd.<br>| 40000 | 41475 |
|  | Delta Electronics, Inc. | 106000 | 1110689 |
|  | Depo Auto Parts Ind <br> Co. Ltd.<br>| 19000 | 108422 |
|  | DFI, Inc. | 14000 | 27405 |
|  | Dimerco Data System <br> Corp.<br>| 12450 | 48730 |
|  | Dimerco Express <br> Corp.<br>| 60104 | 138401 |
|  | D-Link Corp. | 181920 | 93522 |
|  | Donpon Precision, <br> Inc.<br>| 27000 | 24188 |
|  | Dr. Wu Skincare Co. <br> Ltd.<br>| 6000 | 25314 |
|  | Draytek Corp. | 13000 | 13827 |
|  | Drewloong Precision, <br> Inc.<br>| 3000 | 16433 |
| \* | Dyaco International, <br> Inc.<br>| 32226 | 23828 |
|  | Dynamic Medical <br> Technologies, Inc.<br>| 8400 | 21872 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | Dynapack <br> International <br> Technology Corp.<br>| 37000 | $201201 |
|  | E Ink Holdings, Inc. | 60000 | 419135 |
|  | E.Sun Financial <br> Holding Co. Ltd.<br>| 972777 | 862830 |
|  | Eastech Holding Ltd. | 7000 | 22649 |
| \* | Eastern Media <br> International Corp.<br>| 74465 | 38108 |
|  | Eclat Textile Co. Ltd. | 26000 | 338894 |
|  | eCloudvalley Digital <br> Technology Co. <br> Ltd.<br>| 8000 | 22517 |
| \* | Edimax Technology <br> Co. Ltd.<br>| 46000 | 32540 |
|  | Edison Opto Corp. | 30619 | 18995 |
|  | Edom Technology Co. <br> Ltd.<br>| 44000 | 33739 |
|  | eGalax_eMPIA <br> Technology, Inc.<br>| 19032 | 25372 |
|  | Elan Microelectronics <br> Corp.<br>| 85100 | 350027 |
|  | E-Lead Electronic Co. <br> Ltd.<br>| 13328 | 20178 |
|  | E-LIFE MALL Corp. | 20000 | 45508 |
| \* | Elite Advanced Laser <br> Corp.<br>| 25600 | 165798 |
|  | Elite Material Co. Ltd. | 82000 | 1427081 |
|  | Elite Semiconductor <br> Microelectronics <br> Technology, Inc.<br>| 57000 | 92673 |
|  | Elitegroup Computer <br> Systems Co. Ltd.<br>| 88000 | 42692 |
|  | eMemory Technology, <br> Inc.<br>| 16000 | 1288344 |
|  | Emerging Display <br> Technologies Corp.<br>| 44000 | 33072 |
|  | ENE Technology, Inc. | 14000 | 16050 |
|  | Ennoconn Corp. | 43464 | 365554 |
|  | Eris Technology Corp. | 4844 | 24789 |
|  | Eson Precision Ind <br> Co. Ltd.<br>| 32000 | 45113 |
|  | Eternal Materials Co. <br> Ltd.<br>| 260224 | 208583 |
|  | Eurocharm Holdings <br> Co. Ltd.<br>| 6000 | 29064 |
|  | Ever Supreme Bio <br> Technology Co. <br> Ltd.<br>| 7400 | 38449 |
|  | Evergreen Aviation <br> Technologies Corp.<br>| 29000 | 94548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Evergreen <br> International <br> Storage & Transport <br> Corp.<br>| 116000 | $105001 |
|  | EVERGREEN Steel <br> Corp.<br>| 49000 | 126639 |
|  | Everlight Chemical <br> Industrial Corp.<br>| 165000 | 86958 |
| # | Everlight Electronics <br> Co. Ltd.<br>| 117000 | 280627 |
|  | Evertop Wire Cable <br> Corp.<br>| 33000 | 24957 |
|  | Excel Cell Electronic <br> Co. Ltd.<br>| 15000 | 8623 |
|  | Excellence Opto, Inc. | 15000 | 9588 |
|  | Excelsior Medical Co. <br> Ltd.<br>| 22692 | 61877 |
|  | Far Eastern <br> Department Stores <br> Ltd.<br>| 142000 | 104233 |
|  | Far Eastern <br> International Bank<br>| 335205 | 134961 |
|  | Far Eastern New <br> Century Corp.<br>| 352000 | 362224 |
|  | Far EasTone <br> Telecommunications <br> Co. Ltd.<br>| 167000 | 447820 |
|  | Faraday Technology <br> Corp.<br>| 61621 | 349958 |
|  | Farglory F T Z <br> Investment Holding <br> Co. Ltd.<br>| 24580 | 26403 |
| # | Farglory Land <br> Development Co. <br> Ltd.<br>| 104000 | 194182 |
|  | Feedback Technology <br> Corp.<br>| 12960 | 43588 |
|  | Feng Hsin Steel Co. <br> Ltd.<br>| 60000 | 112878 |
|  | Feng TAY Enterprise <br> Co. Ltd.<br>| 86048 | 304595 |
|  | FineTek Co. Ltd. | 4080 | 15418 |
|  | Firich Enterprises Co. <br> Ltd.<br>| 35000 | 28441 |
| \* | First Copper <br> Technology Co. <br> Ltd.<br>| 34000 | 37562 |
|  | First Financial Holding <br> Co. Ltd.<br>| 1480713 | 1179103 |
|  | First Hotel | 33000 | 13689 |
|  | First Insurance Co. <br> Ltd. <br>| 69000 | 63695 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | First Steamship Co. <br> Ltd.<br>| 121000 | $23335 |
|  | FIT Holding Co. Ltd. | 46000 | 67630 |
|  | Fitipower Integrated <br> Technology, Inc.<br>| 30450 | 209028 |
|  | FLEXium <br> Interconnect, Inc.<br>| 93000 | 147677 |
|  | Flytech Technology <br> Co. Ltd.<br>| 26000 | 92420 |
|  | FocalTech Systems <br> Co. Ltd.<br>| 81000 | 157565 |
|  | Forcecon Tech Co. <br> Ltd.<br>| 19285 | 66851 |
| \* | Forest Water <br> Environment <br> Engineering Co. <br> Ltd.<br>| 9938 | 9330 |
|  | Formosa Chemicals & <br> Fibre Corp.<br>| 341000 | 266476 |
| \* | Formosa Electronic <br> Industries, Inc.<br>| 20000 | 22103 |
|  | Formosa International <br> Hotels Corp.<br>| 10000 | 62348 |
|  | Formosa Oilseed <br> Processing Co. Ltd.<br>| 11400 | 10568 |
|  | Formosa Optical <br> Technology Co. <br> Ltd.<br>| 7000 | 30482 |
| # | Formosa Plastics <br> Corp.<br>| 149000 | 158750 |
|  | Formosan Rubber <br> Group, Inc.<br>| 74700 | 58434 |
|  | Formosan Union <br> Chemical<br>| 115000 | 62377 |
| # | Fortune Electric Co. <br> Ltd.<br>| 28200 | 371686 |
|  | Fositek Corp. | 6000 | 86531 |
|  | Founding Construction <br> & Development Co. <br> Ltd.<br>| 75000 | 41159 |
|  | Foxconn Technology <br> Co. Ltd.<br>| 148000 | 275471 |
|  | Foxsemicon <br> Integrated <br> Technology, Inc.<br>| 22150 | 189825 |
|  | Froch Enterprise Co. <br> Ltd.<br>| 19000 | 8956 |
| # | FSP Technology, Inc. | 40000 | 67498 |
|  | Fu Chun Shin <br> Machinery <br> Manufacture Co. <br> Ltd.<br>| 36771 | 19039 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Fu Hua Innovation Co. <br> Ltd.<br>| 107758 | $126735 |
|  | Fubon Financial <br> Holding Co. Ltd.<br>| 921630 | 2442716 |
|  | Fulgent Sun <br> International <br> Holding Co. Ltd.<br>| 32868 | 104731 |
| \* | Full Wang <br> International <br> Development Co. <br> Ltd.<br>| 18000 | 15582 |
|  | Fullerton Technology <br> Co. Ltd.<br>| 26000 | 20168 |
|  | Fusheng Precision <br> Co. Ltd.<br>| 21000 | 234249 |
|  | G Shank Enterprise <br> Co. Ltd.<br>| 36004 | 82279 |
|  | Gallant Micro <br> Machining Co. Ltd.<br>| 1000 | 12097 |
| # | Gamania Digital <br> Entertainment Co. <br> Ltd.<br>| 37000 | 84962 |
| \* | GCS Holdings, Inc. | 20000 | 58272 |
|  | GEM Services, Inc. | 12100 | 24566 |
|  | Gemtek Technology <br> Corp.<br>| 109000 | 96954 |
| \* | General Interface <br> Solution GIS <br> Holding Ltd.<br>| 64000 | 93904 |
|  | General Plastic <br> Industrial Co. Ltd.<br>| 24000 | 23865 |
|  | Generalplus <br> Technology, Inc.<br>| 19000 | 24747 |
|  | Genesys Logic, Inc. | 5000 | 21830 |
| # | Genius Electronic <br> Optical Co. Ltd.<br>| 23634 | 277596 |
|  | Genmont Biotech, <br> Inc.<br>| 13000 | 8034 |
|  | Genovate <br> Biotechnology Co. <br> Ltd.<br>| 21630 | 13909 |
|  | GeoVision, Inc. | 21360 | 41928 |
|  | Getac Holdings Corp. | 97000 | 326403 |
|  | GFC Ltd. | 10000 | 33794 |
|  | Gigabyte Technology <br> Co. Ltd.<br>| 140000 | 1010662 |
| \* | Gigasolar Materials <br> Corp.<br>| 9265 | 18363 |
| \* | Gigastorage Corp. | 97000 | 37078 |
|  | Global Lighting <br> Technologies, Inc.<br>| 21000 | 29534 |
|  | Global PMX Co. Ltd. | 6000 | 17275 |
|  | Global Unichip Corp. | 27000 | 867380 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Globaltek Fabrication <br> Co. Ltd.<br>| 9000 | $17585 |
|  | Globe Union Industrial <br> Corp.<br>| 61138 | 20865 |
| # | Gloria Material <br> Technology Corp.<br>| 111000 | 153226 |
| \* | Glotech Industrial <br> Corp.<br>| 30000 | 10226 |
| \* | GlycoNex, Inc. | 14000 | 8070 |
| # | GMI Technology, Inc. | 26247 | 43795 |
|  | Golden Long Teng <br> Development Co. <br> Ltd.<br>| 20000 | 17813 |
|  | Goldsun Building <br> Materials Co. Ltd.<br>| 216000 | 265333 |
|  | Good Will Instrument <br> Co. Ltd.<br>| 27000 | 35403 |
|  | Gordon Auto Body <br> Parts<br>| 22000 | 23476 |
|  | Gourmet Master Co. <br> Ltd.<br>| 12208 | 34957 |
|  | Grand Fortune <br> Securities Co. Ltd.<br>| 115000 | 44255 |
| #\* | Grand Pacific <br> Petrochemical<br>| 191145 | 70453 |
|  | Grand Process <br> Technology Corp.<br>| 5000 | 145803 |
|  | GrandTech CG <br> Systems, Inc.<br>| 12272 | 20260 |
|  | Grape King Bio Ltd. | 31000 | 132026 |
|  | Great China Metal <br> Industry<br>| 55000 | 39477 |
| # | Great Taipei Gas Co. <br> Ltd.<br>| 149000 | 143316 |
|  | Great Tree Pharmacy <br> Co. Ltd.<br>| 24843 | 123945 |
|  | Green World FinTech <br> Service Co. Ltd.<br>| 20000 | 35479 |
|  | Group Up Industrial <br> Co. Ltd.<br>| 4000 | 22705 |
|  | GTM Holdings Corp. | 43000 | 42858 |
|  | Gudeng Precision <br> Industrial Co. Ltd.<br>| 11393 | 131615 |
|  | Hanpin Electron Co. <br> Ltd.<br>| 23000 | 33679 |
|  | Harvatek Corp. | 45000 | 23073 |
|  | Heran Co. Ltd. | 12000 | 31916 |
|  | Hey Song Corp. | 74000 | 90514 |
|  | Hi-Clearance, Inc. | 8592 | 38379 |
|  | Highlight Tech Corp. | 18266 | 25945 |
|  | Highwealth <br> Construction Corp.<br>| 260114 | 332456 |
|  | Hi-Lai Foods Co. Ltd. | 3000 | 13776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | HIM International <br> Music, Inc.<br>| 10000 | $30374 |
|  | Hiroca Holdings Ltd. | 23000 | 17344 |
|  | Hitron Technology, <br> Inc.<br>| 25080 | 17043 |
|  | Hiwin Technologies <br> Corp.<br>| 38350 | 264724 |
| # | Hiyes International <br> Co. Ltd.<br>| 6487 | 24292 |
|  | Ho Tung Chemical <br> Corp.<br>| 324000 | 85239 |
|  | Hocheng Corp. | 66420 | 37058 |
|  | Holdings-Key Electric <br> Wire & Cable Co. <br> Ltd.<br>| 16000 | 19310 |
|  | Holy Stone Enterprise <br> Co. Ltd.<br>| 37350 | 97727 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (2317 TT)<br>| 1036600 | 4618361 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (HHPD LI), GDR<br>| 2694 | 23774 |
|  | Hon Hai Precision <br> Industry Co. Ltd. <br> (HNHPF US), GDR<br>| 5974 | 52213 |
|  | Hong Ho Precision <br> Textile Co. Ltd.<br>| 16000 | 13008 |
|  | Hong Pu Real Estate <br> Development Co. <br> Ltd.<br>| 73000 | 67837 |
|  | Hong TAI Electric <br> Industrial<br>| 70000 | 67514 |
| # | Hotai Finance Co. <br> Ltd.<br>| 73080 | 155315 |
|  | Hotai Motor Co. Ltd. | 38600 | 751332 |
| \* | Hotron Precision <br> Electronic Industrial <br> Co. Ltd.<br>| 34000 | 20904 |
|  | Hsin Kuang Steel Co. <br> Ltd.<br>| 34000 | 45903 |
|  | Hsin Yung Chien Co. <br> Ltd.<br>| 11620 | 32222 |
| \* | HTC Corp. | 182000 | 220318 |
|  | HUA ENG Wire & <br> Cable Co. Ltd.<br>| 90000 | 69347 |
|  | Hua Jung <br> Components Co. <br> Ltd.<br>| 38000 | 15922 |
|  | Hua Nan Financial <br> Holdings Co. Ltd.<br>| 1125894 | 953314 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Hua Yu Lien <br> Development Co. <br> Ltd.<br>| 13000 | $48592 |
|  | Huaku Development <br> Co. Ltd.<br>| 110500 | 360468 |
|  | Huang Hsiang <br> Construction Corp.<br>| 33000 | 53274 |
|  | Huikwang Corp. | 18000 | 15260 |
|  | Hung Ching <br> Development & <br> Construction Co. <br> Ltd.<br>| 47000 | 43003 |
|  | Hung Sheng <br> Construction Ltd.<br>| 128592 | 91754 |
|  | Huxen Corp. | 10000 | 15713 |
|  | Hwacom Systems, <br> Inc.<br>| 17000 | 11385 |
|  | Hwang Chang <br> General Contractor <br> Co. Ltd.<br>| 24288 | 55321 |
|  | Ibase Technology, <br> Inc.<br>| 10000 | 19152 |
|  | Ichia Technologies, <br> Inc.<br>| 62000 | 71333 |
| # | I-Chiun Precision <br> Industry Co. Ltd.<br>| 26013 | 63994 |
| \* | Ideal Bike Corp. | 35000 | 7531 |
|  | IEI Integration Corp. | 41220 | 108698 |
|  | Infortrend Technology, <br> Inc.<br>| 56000 | 43439 |
|  | Info-Tek Corp. | 24000 | 23164 |
|  | Innodisk Corp. | 20875 | 152215 |
|  | Inpaq Technology Co. <br> Ltd.<br>| 21424 | 45951 |
| # | Insyde Software <br> Corp.<br>| 16800 | 134898 |
|  | Intai Technology <br> Corp.<br>| 6000 | 20124 |
|  | Integrated Service <br> Technology, Inc.<br>| 14000 | 44459 |
|  | Interactive Digital <br> Technologies, Inc.<br>| 5000 | 12421 |
| \* | International CSRC <br> Investment Holdings <br> Co.<br>| 218220 | 72533 |
| # | International Games <br> System Co. Ltd.<br>| 73000 | 1892590 |
| # | Inventec Corp. | 713000 | 910751 |
|  | Iron Force Industrial <br> Co. Ltd.<br>| 12296 | 36962 |
|  | I-Sheng Electric Wire <br> & Cable Co. Ltd.<br>| 25000 | 39811 |
|  | ITE Technology, Inc. | 42000 | 170859 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | ITEQ Corp. | 59822 | $120137 |
|  | Jarllytec Co. Ltd. | 18000 | 69427 |
|  | Jean Co. Ltd. | 50028 | 36661 |
| # | Jentech Precision <br> Industrial Co. Ltd.<br>| 14098 | 443942 |
|  | Jetwell Computer Co. <br> Ltd.<br>| 5000 | 43844 |
|  | Jia Wei Lifestyle, Inc. | 7619 | 11937 |
|  | Jih Lin Technology <br> Co. Ltd.<br>| 16000 | 23444 |
|  | JMC Electronics Co. <br> Ltd.<br>| 7000 | 5825 |
|  | Johnson Chemical <br> Pharmaceutical <br> Works Corp.<br>| 5000 | 10993 |
|  | Johnson Health Tech <br> Co. Ltd.<br>| 21000 | 113313 |
|  | JPC connectivity, Inc. | 27000 | 106619 |
| # | JSL Construction & <br> Development Co. <br> Ltd.<br>| 44365 | 114540 |
|  | Kaimei Electronic <br> Corp.<br>| 15120 | 26716 |
|  | Kaori Heat Treatment <br> Co. Ltd.<br>| 16000 | 105849 |
|  | Kaulin Manufacturing <br> Co. Ltd.<br>| 23000 | 9214 |
|  | Kedge Construction <br> Co. Ltd.<br>| 17063 | 42077 |
|  | KEE TAI Properties <br> Co. Ltd.<br>| 102515 | 40649 |
|  | Kenda Rubber <br> Industrial Co. Ltd.<br>| 144000 | 106222 |
|  | Kerry TJ Logistics Co. <br> Ltd.<br>| 47000 | 52156 |
|  | Keystone Microtech <br> Corp.<br>| 4000 | 36662 |
|  | KGI Financial Holding <br> Co. Ltd.<br>| 2432019 | 1261429 |
|  | KHGEARS <br> International Ltd.<br>| 5420 | 25675 |
|  | Kindom Development <br> Co. Ltd.<br>| 141900 | 226359 |
|  | King Slide Works Co. <br> Ltd.<br>| 10000 | 546960 |
| # | King's Town Bank Co. <br> Ltd.<br>| 204000 | 308852 |
| \* | King's Town <br> Construction Co. <br> Ltd.<br>| 27000 | 40101 |
|  | Kingstate Electronics <br> Corp.<br>| 8000 | 9464 |
|  | Kinik Co. | 16000 | 122996 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Kinko Optical Co. Ltd. | 35163 | $27252 |
|  | Kinpo Electronics | 312000 | 194838 |
|  | Kinsus Interconnect <br> Technology Corp.<br>| 49000 | 115750 |
|  | KMC Kuei Meng <br> International, Inc.<br>| 16250 | 49189 |
|  | KNH Enterprise Co. <br> Ltd.<br>| 45000 | 24506 |
|  | Ko Ja Cayman Co. <br> Ltd.<br>| 9606 | 11752 |
| # | KS Terminals, Inc. | 32000 | 55264 |
|  | Kung Long Batteries <br> Industrial Co. Ltd.<br>| 12000 | 53508 |
| \* | Kung Sing <br> Engineering Corp.<br>| 137500 | 52675 |
|  | Kuo Toong <br> International Co. <br> Ltd.<br>| 68248 | 118048 |
|  | Kuo Yang <br> Construction Co. <br> Ltd.<br>| 57549 | 35899 |
|  | Kwong Lung <br> Enterprise Co. Ltd.<br>| 24000 | 39070 |
|  | L&K Engineering Co. <br> Ltd.<br>| 57390 | 424178 |
|  | La Kaffa International <br> Co. Ltd.<br>| 6000 | 17374 |
|  | Lang, Inc. | 9000 | 15934 |
|  | Lanner Electronics, <br> Inc.<br>| 25143 | 68789 |
|  | Largan Precision Co. <br> Ltd. (3008 TT)<br>| 11000 | 784208 |
| # | Laser Tek Taiwan Co. <br> Ltd.<br>| 31350 | 42090 |
|  | Laster Tech Corp. <br> Ltd.<br>| 29579 | 26493 |
| \* | Leader Electronics, <br> Inc.<br>| 69000 | 24808 |
|  | LEE CHI Enterprises <br> Co. Ltd.<br>| 63000 | 22043 |
|  | Lelon Electronics <br> Corp.<br>| 23832 | 53917 |
|  | Lemtech Holdings Co. <br> Ltd.<br>| 4138 | 11539 |
|  | Leo Systems, Inc. | 12000 | 11597 |
| \* | Leofoo Development <br> Co. Ltd.<br>| 23000 | 12384 |
|  | Lian HWA Food Corp. | 22832 | 93092 |
|  | Lida Holdings Ltd. | 10000 | 6352 |
|  | Lien Hwa Industrial <br> Holdings Corp.<br>| 204783 | 280643 |
|  | Lite-On Technology <br> Corp.<br>| 247000 | 746984 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| \* | Long Bon International <br> Co. Ltd.<br>| 21000 | $11264 |
|  | Long Da Construction <br> & Development <br> Corp.<br>| 91000 | 99624 |
| \* | Longchen Paper & <br> Packaging Co. Ltd.<br>| 215583 | 61522 |
|  | Longwell Co. | 23000 | 55084 |
|  | Lotes Co. Ltd. | 19097 | 750889 |
|  | Lotus Pharmaceutical <br> Co. Ltd.<br>| 39000 | 268687 |
|  | Lu Hai Holding Corp. | 8084 | 7116 |
|  | Lumax International <br> Corp. Ltd.<br>| 29000 | 86349 |
| \* | Lung Yen Life Service <br> Corp.<br>| 46000 | 97790 |
| # | M31 Technology <br> Corp.<br>| 2640 | 42540 |
|  | Macauto Industrial Co. <br> Ltd.<br>| 17000 | 27101 |
|  | Macnica Galaxy, Inc. | 8000 | 24567 |
|  | Macroblock, Inc. | 10000 | 19174 |
|  | Makalot Industrial Co. <br> Ltd.<br>| 59263 | 527304 |
|  | Marketech <br> International Corp.<br>| 25000 | 125688 |
|  | Materials Analysis <br> Technology, Inc.<br>| 14725 | 71758 |
|  | Mechema Chemicals <br> International Corp.<br>| 18000 | 29727 |
| \* | Medeon Biodesign, <br> Inc.<br>| 2771 | 4407 |
|  | MediaTek, Inc. | 153000 | 6501439 |
|  | Mega Financial <br> Holding Co. Ltd.<br>| 425203 | 503560 |
|  | Megaforce Co. Ltd. | 16000 | 13780 |
| # | Meiloon Industrial Co. | 42600 | 29702 |
|  | Mercuries & <br> Associates Holding <br> Ltd.<br>| 117593 | 50238 |
|  | Mercuries Data <br> Systems Ltd.<br>| 13000 | 10126 |
| \* | Mercuries Life <br> Insurance Co. Ltd.<br>| 933669 | 161374 |
|  | Merida Industry Co. <br> Ltd.<br>| 43000 | 178350 |
|  | Merry Electronics Co. <br> Ltd.<br>| 61218 | 216766 |
|  | METAAGE Corp. | 30000 | 47932 |
| \* | Metatech AP, Inc. | 4000 | 4716 |
| \* | Microbio Co. Ltd. | 76649 | 56760 |
|  | Micro-Star <br> International Co. <br> Ltd.<br>| 233000 | 1019043 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Mildef Crete, Inc. | 10000 | $31176 |
|  | MIN AIK Technology <br> Co. Ltd.<br>| 35000 | 28064 |
|  | Mitac Holdings Corp. | 247073 | 411479 |
| \* | Mobiletron Electronics <br> Co. Ltd.<br>| 18000 | 18369 |
|  | momo.com, Inc. | 34234 | 346251 |
| \* | MOSA Industrial <br> Corp.<br>| 25244 | 14857 |
|  | Motech Industries, <br> Inc.<br>| 72000 | 42311 |
|  | MPI Corp. | 22000 | 450516 |
|  | MSSCORPS Co. Ltd. | 6480 | 25278 |
|  | Munsin Garment <br> Corp.<br>| 9000 | 13787 |
|  | Nak Sealing <br> Technologies Corp.<br>| 9000 | 32724 |
|  | Nan Pao Resins <br> Chemical Co. Ltd.<br>| 23000 | 245045 |
| \* | Nan Ren Lake Leisure <br> Amusement Co. <br> Ltd.<br>| 47000 | 17372 |
|  | Nan Ya Plastics Corp. | 363000 | 347866 |
|  | Nang Kuang <br> Pharmaceutical Co. <br> Ltd.<br>| 12000 | 13743 |
|  | Nantex Industry Co. <br> Ltd.<br>| 99200 | 83068 |
|  | National Aerospace <br> Fasteners Corp.<br>| 6000 | 17759 |
|  | National Petroleum <br> Co. Ltd.<br>| 22000 | 42529 |
|  | Netronix, Inc. | 11000 | 38775 |
| \* | New Asia Construction <br> & Development <br> Corp.<br>| 34000 | 19661 |
|  | New Best Wire <br> Industrial Co. Ltd.<br>| 18000 | 15405 |
|  | Nichidenbo Corp. | 48000 | 96893 |
|  | Nidec Chaun-Choung <br> Technology Corp.<br>| 5000 | 20576 |
|  | Nien Hsing Textile Co. <br> Ltd.<br>| 44000 | 25266 |
|  | Nien Made Enterprise <br> Co. Ltd.<br>| 25000 | 306146 |
|  | Niko Semiconductor <br> Co. Ltd.<br>| 19836 | 24695 |
|  | Nishoku Technology, <br> Inc.<br>| 10000 | 42982 |
|  | Nova Technology <br> Corp.<br>| 12000 | 63804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Novatek <br> Microelectronics <br> Corp.<br>| 117000 | $1902800 |
|  | Nuvoton Technology <br> Corp.<br>| 48000 | 103153 |
|  | O-Bank Co. Ltd. | 259507 | 77180 |
|  | Ocean Plastics Co. <br> Ltd.<br>| 70000 | 76061 |
|  | OK Biotech Co. Ltd. | 43928 | 24865 |
|  | Orient Europharma <br> Co. Ltd.<br>| 7000 | 10057 |
|  | Orient Semiconductor <br> Electronics Ltd.<br>| 112000 | 112702 |
|  | Oriental Union <br> Chemical Corp.<br>| 112000 | 47694 |
|  | O-TA Precision <br> Industry Co. Ltd.<br>| 12000 | 24847 |
|  | Pacific Construction <br> Co.<br>| 73000 | 23310 |
|  | Pacific Hospital <br> Supply Co. Ltd.<br>| 13000 | 37678 |
| \* | Paiho Shih Holdings <br> Corp.<br>| 43178 | 29242 |
|  | Pan Asia Chemical <br> Corp.<br>| 40613 | 13368 |
|  | Pan German <br> Universal Motors <br> Ltd.<br>| 5000 | 44490 |
|  | Pan Jit International, <br> Inc.<br>| 83900 | 116615 |
|  | Pan-International <br> Industrial Corp.<br>| 83000 | 98171 |
|  | Panion & BF Biotech, <br> Inc.<br>| 16563 | 36439 |
|  | Parade Technologies <br> Ltd.<br>| 17000 | 287348 |
|  | Parpro Corp. | 18000 | 24187 |
| \* | PChome Online, Inc. | 42983 | 50341 |
|  | PCL Technologies, <br> Inc.<br>| 8297 | 24668 |
|  | P-Duke Technology <br> Co. Ltd.<br>| 11579 | 30048 |
|  | Pegatron Corp. | 452000 | 1148429 |
|  | Pegavision Corp. | 6000 | 65457 |
|  | PharmaEngine, Inc. | 14000 | 39180 |
| \* | PharmaEssentia <br> Corp.<br>| 19703 | 323935 |
| \* | Phihong Technology <br> Co. Ltd.<br>| 97000 | 78220 |
|  | Phison Electronics <br> Corp.<br>| 52000 | 727097 |
| \* | Phytohealth Corp. | 53000 | 22081 |
|  | Pixart Imaging, Inc. | 31000 | 208102 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Planet Technology <br> Corp.<br>| 17000 | $76307 |
|  | Polytronics <br> Technology Corp.<br>| 22423 | 30042 |
|  | Posiflex Technology, <br> Inc.<br>| 8000 | 64804 |
|  | Pou Chen Corp. | 278000 | 286276 |
|  | Power Wind Health <br> Industry, Inc.<br>| 7000 | 28955 |
|  | Powertech <br> Technology, Inc.<br>| 232000 | 788340 |
|  | Poya International Co. <br> Ltd.<br>| 8456 | 126605 |
|  | President Chain Store <br> Corp.<br>| 88000 | 719626 |
|  | Primax Electronics <br> Ltd.<br>| 99000 | 231303 |
|  | Prince Housing & <br> Development Corp.<br>| 286000 | 81539 |
|  | Princeton Technology <br> Corp.<br>| 12000 | 4543 |
|  | Pro Hawk Corp. | 5000 | 23744 |
|  | Promate Electronic <br> Co. Ltd.<br>| 37000 | 82157 |
|  | PSS Co. Ltd. | 7000 | 29791 |
|  | Qisda Corp. | 394000 | 330051 |
|  | QST International <br> Corp.<br>| 14158 | 23821 |
|  | Qualipoly Chemical <br> Corp.<br>| 32000 | 54549 |
|  | Quang Viet Enterprise <br> Co. Ltd.<br>| 16000 | 42092 |
|  | Quanta Computer, <br> Inc.<br>| 200000 | 1502537 |
|  | Quanta Storage, Inc. | 66000 | 167345 |
| \* | Quintain Steel Co. <br> Ltd.<br>| 41000 | 12746 |
|  | Radiant <br> Opto-Electronics <br> Corp.<br>| 103000 | 478463 |
|  | Radium Life Tech Co. <br> Ltd.<br>| 199011 | 78546 |
|  | Rafael <br> Microelectronics, <br> Inc.<br>| 1607 | 5035 |
| # | Raydium <br> Semiconductor <br> Corp.<br>| 15000 | 152537 |
| #\* | RDC Semiconductor <br> Co. Ltd.<br>| 3000 | 14627 |
|  | Realtek <br> Semiconductor <br> Corp.<br>| 63000 | 1035661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | ReaLy <br> Development&Construction <br> Corp.<br>| 11000 | $11032 |
|  | Rechi Precision Co. <br> Ltd.<br>| 86000 | 79983 |
|  | Rexon Industrial Corp. <br> Ltd.<br>| 39000 | 38917 |
|  | Rich Development Co. <br> Ltd.<br>| 235870 | 66410 |
|  | Richmond <br> International Travel <br> & Tours Co. Ltd.<br>| 4000 | 11176 |
| \* | Right WAY Industrial <br> Co. Ltd.<br>| 22000 | 8211 |
| \* | RiTdisplay Corp. | 11000 | 11789 |
| \* | Ritek Corp. | 176099 | 58694 |
|  | Rodex Fasteners <br> Corp.<br>| 12000 | 13598 |
|  | Ruentex Development <br> Co. Ltd.<br>| 290000 | 298510 |
|  | Ruentex Engineering <br> & Construction Co.<br>| 34216 | 182636 |
|  | Ruentex Industries <br> Ltd.<br>| 143784 | 247099 |
|  | Run Long <br> Construction Co. <br> Ltd.<br>| 156000 | 157757 |
|  | Sakura Development <br> Co. Ltd.<br>| 74850 | 142400 |
|  | Sampo Corp. | 77800 | 61930 |
|  | San Fang Chemical <br> Industry Co. Ltd.<br>| 65000 | 79927 |
|  | San Fu Chemical Co. <br> Ltd.<br>| 3000 | 9702 |
|  | San Shing Fastech <br> Corp.<br>| 22000 | 36556 |
|  | Sanyang Motor Co. <br> Ltd.<br>| 121000 | 262197 |
|  | Savior Lifetec Corp. | 45000 | 27138 |
|  | SCI Pharmtech, Inc. | 9000 | 20292 |
|  | Scientech Corp. | 10000 | 85115 |
|  | ScinoPharm Taiwan <br> Ltd.<br>| 25000 | 14688 |
|  | SciVision Biotech, <br> Inc.<br>| 6000 | 17669 |
|  | SDI Corp. | 19000 | 42593 |
|  | Sea & Land Integrated <br> Corp.<br>| 22100 | 15929 |
|  | Sea Sonic Electronics <br> Co. Ltd.<br>| 8000 | 15853 |
|  | Securitag Assembly <br> Group Co. Ltd.<br>| 4000 | 10574 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Senao International <br> Co. Ltd.<br>| 33000 | $32749 |
|  | Senao Networks, Inc. | 8141 | 44921 |
| # | Sensortek Technology <br> Corp.<br>| 7000 | 39636 |
|  | Sercomm Corp. | 70000 | 229415 |
|  | Sesoda Corp. | 56680 | 58918 |
|  | Shanghai Commercial <br> & Savings Bank <br> Ltd.<br>| 848856 | 1251781 |
|  | Sharehope Medicine <br> Co. Ltd.<br>| 40405 | 34900 |
|  | Sheh Fung Screws <br> Co. Ltd.<br>| 6000 | 7622 |
|  | Sheng Yu Steel Co. <br> Ltd.<br>| 41000 | 30721 |
|  | ShenMao Technology, <br> Inc.<br>| 30000 | 54892 |
|  | Shieh Yih Machinery <br> Industry Co. Ltd.<br>| 20000 | 17687 |
|  | Shih Her <br> Technologies, Inc.<br>| 11000 | 34113 |
|  | Shihlin Electric & <br> Engineering Corp.<br>| 52000 | 233139 |
|  | Shin Hsiung Natural <br> Gas Co. Ltd.<br>| 13771 | 17913 |
| \* | Shin Kong Financial <br> Holding Co. Ltd.<br>| 3482629 | 1285141 |
|  | Shin Ruenn <br> Development Co. <br> Ltd.<br>| 18236 | 35710 |
|  | Shin Shin Natural Gas <br> Co.<br>| 7000 | 8530 |
| # | Shin Zu Shing Co. <br> Ltd.<br>| 51459 | 300213 |
| \* | Shining Building <br> Business Co. Ltd.<br>| 102206 | 33940 |
|  | Shinkong Insurance <br> Co. Ltd.<br>| 85000 | 283858 |
|  | Shinkong Synthetic <br> Fibers Corp.<br>| 339000 | 132546 |
|  | Shinkong Textile Co. <br> Ltd.<br>| 29000 | 37329 |
|  | Shiny Brands Group <br> Co. Ltd.<br>| 3000 | 12412 |
|  | Shiny Chemical <br> Industrial Co. Ltd.<br>| 27498 | 114542 |
| \* | Shun On Electronic <br> Co. Ltd.<br>| 13000 | 9615 |
| # | Shuttle, Inc. | 106000 | 55815 |
|  | Sigurd <br> Microelectronics <br> Corp.<br>| 126438 | 286518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Silergy Corp. | 54000 | $680740 |
|  | Silicon Integrated <br> Systems Corp.<br>| 54000 | 82306 |
|  | Silicon Power <br> Computer & <br> Communications, <br> Inc.<br>| 21000 | 16653 |
|  | Simplo Technology <br> Co. Ltd.<br>| 54000 | 591075 |
|  | Sinbon Electronics <br> Co. Ltd.<br>| 50000 | 348363 |
|  | Sinher Technology, <br> Inc.<br>| 11000 | 8882 |
|  | Sinmag Equipment <br> Corp.<br>| 11000 | 50856 |
|  | Sino-American Silicon <br> Products, Inc.<br>| 19000 | 65866 |
|  | Sinon Corp. | 130000 | 163077 |
|  | SinoPac Financial <br> Holdings Co. Ltd.<br>| 977327 | 653072 |
|  | Sinopower <br> Semiconductor, Inc.<br>| 5500 | 15753 |
|  | Sinphar <br> Pharmaceutical Co. <br> Ltd.<br>| 24840 | 24688 |
|  | Sinyi Realty, Inc. | 81965 | 71596 |
|  | Sirtec International <br> Co. Ltd.<br>| 25200 | 22838 |
|  | Sitronix Technology <br> Corp.<br>| 37000 | 245177 |
|  | Siward Crystal <br> Technology Co. <br> Ltd.<br>| 33000 | 21643 |
|  | Soft-World <br> International Corp.<br>| 16000 | 50049 |
| # | Solar Applied <br> Materials <br> Technology Corp.<br>| 151711 | 250544 |
|  | Solteam, Inc. | 20264 | 30611 |
| \* | Solytech Enterprise <br> Corp.<br>| 27000 | 9136 |
|  | Song Shang <br> Electronics Co. Ltd.<br>| 17000 | 14097 |
|  | Sonix Technology Co. <br> Ltd.<br>| 35000 | 38158 |
|  | Southeast Cement <br> Co. Ltd.<br>| 17000 | 9819 |
|  | Speed Tech Corp. | 20000 | 25822 |
|  | Sporton International, <br> Inc.<br>| 33402 | 175172 |
|  | Sports Gear Co. Ltd. | 11000 | 39977 |
|  | St. Shine Optical Co. <br> Ltd.<br>| 12000 | 64621 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Standard Chemical & <br> Pharmaceutical Co. <br> Ltd.<br>| 20000 | $36489 |
|  | Standard Foods <br> Corp.<br>| 107000 | 112899 |
|  | Stark Technology, Inc. | 27000 | 123759 |
| \* | Starlux Airlines Co. <br> Ltd.<br>| 27000 | 20484 |
| \* | Sun Yad Construction <br> Co. Ltd.<br>| 68477 | 31347 |
|  | Sunflex Tech Co. Ltd. | 24392 | 17541 |
|  | Sunfun Info Co. Ltd. | 60450 | 55526 |
|  | Sunjuice Holdings Co. <br> Ltd.<br>| 3000 | 11445 |
| \* | Sunko INK Co. Ltd. | 64750 | 24166 |
|  | SunMax <br> Biotechnology Co. <br> Ltd.<br>| 6000 | 88634 |
|  | Sunonwealth Electric <br> Machine Industry <br> Co. Ltd.<br>| 47000 | 127454 |
|  | Sunplus Innovation <br> Technology, Inc.<br>| 6000 | 23998 |
| \* | Sunplus Technology <br> Co. Ltd.<br>| 118000 | 79207 |
|  | Sunrex Technology <br> Corp.<br>| 28000 | 46085 |
|  | Sunspring Metal <br> Corp.<br>| 27540 | 22755 |
|  | Superalloy Industrial <br> Co. Ltd.<br>| 13000 | 25263 |
|  | Superior Plating <br> Technology Co. <br> Ltd.<br>| 6000 | 10124 |
| # | Supreme Electronics <br> Co. Ltd.<br>| 215025 | 342676 |
|  | Swancor Holding Co. <br> Ltd.<br>| 26000 | 60299 |
|  | Sweeten Real Estate <br> Development Co. <br> Ltd.<br>| 46961 | 45803 |
|  | Symtek Automation <br> Asia Co. Ltd.<br>| 6482 | 31444 |
|  | Syncmold Enterprise <br> Corp.<br>| 22500 | 56138 |
|  | Syngen Biotech Co. <br> Ltd.<br>| 4000 | 14949 |
|  | Synmosa Biopharma <br> Corp.<br>| 59897 | 60519 |
|  | Synnex Technology <br> International Corp.<br>| 413000 | 916255 |
|  | Syscom Computer <br> Engineering Co.<br>| 7000 | 13962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Systex Corp. | 50000 | $188936 |
|  | T3EX Global Holdings <br> Corp.<br>| 29000 | 64164 |
|  | TA Chen Stainless <br> Pipe<br>| 511801 | 672688 |
|  | Ta Ya Electric Wire & <br> Cable<br>| 108811 | 121928 |
|  | Tah Hsin Industrial <br> Corp.<br>| 12870 | 26399 |
|  | TA-I Technology Co. <br> Ltd.<br>| 26750 | 39115 |
| #\* | Tai Tung <br> Communication Co. <br> Ltd.<br>| 53385 | 35046 |
|  | Taichung Commercial <br> Bank Co. Ltd.<br>| 825920 | 512236 |
|  | TaiDoc Technology <br> Corp.<br>| 25000 | 104764 |
| # | Taiflex Scientific Co. <br> Ltd.<br>| 53838 | 75227 |
|  | Taimide Tech, Inc. | 27000 | 42931 |
|  | Tainan Enterprises <br> Co. Ltd.<br>| 33000 | 31007 |
|  | Tainan Spinning Co. <br> Ltd.<br>| 158000 | 59500 |
| \* | Tainergy Tech Co. <br> Ltd.<br>| 25000 | 7840 |
|  | Tai-Saw Technology <br> Co. Ltd.<br>| 29000 | 17892 |
| # | Taishin Financial <br> Holding Co. Ltd.<br>| 1387954 | 725303 |
|  | TaiSol Electronics Co. <br> Ltd.<br>| 22000 | 34110 |
|  | Taita Chemical Co. <br> Ltd.<br>| 83945 | 31644 |
|  | TAI-TECH Advanced <br> Electronics Co. Ltd.<br>| 6000 | 17845 |
|  | Taiwan Business <br> Bank<br>| 1198439 | 530774 |
|  | Taiwan Chinsan <br> Electronic Industrial <br> Co. Ltd.<br>| 25461 | 24819 |
|  | Taiwan Cooperative <br> Financial Holding <br> Co. Ltd.<br>| 546762 | 417600 |
|  | Taiwan Environment <br> Scientific Co. Ltd.<br>| 18000 | 12032 |
|  | Taiwan Fertilizer Co. <br> Ltd.<br>| 80000 | 128322 |
|  | Taiwan Fire & Marine <br> Insurance Co. Ltd.<br>| 74000 | 79510 |
|  | Taiwan FU Hsing <br> Industrial Co. Ltd.<br>| 45000 | 66773 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| #\* | Taiwan Glass Industry <br> Corp.<br>| 159000 | $69973 |
|  | Taiwan High Speed <br> Rail Corp.<br>| 260000 | 220730 |
|  | Taiwan Hon Chuan <br> Enterprise Co. Ltd.<br>| 75645 | 366098 |
|  | Taiwan Hopax <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 61181 | 61006 |
| †† | Taiwan Land <br> Development Corp.<br>| 134000 | 2105 |
|  | Taiwan Mask Corp. | 46000 | 44928 |
|  | Taiwan Mobile Co. <br> Ltd.<br>| 262000 | 930233 |
|  | Taiwan Paiho Ltd. | 37000 | 67599 |
|  | Taiwan PCB Techvest <br> Co. Ltd.<br>| 67000 | 63040 |
|  | Taiwan Sakura Corp. | 29000 | 80023 |
|  | Taiwan Sanyo Electric <br> Co. Ltd.<br>| 25000 | 29674 |
|  | Taiwan Secom Co. <br> Ltd.<br>| 93000 | 333736 |
|  | Taiwan Semiconductor <br> Co. Ltd.<br>| 48000 | 69838 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (2330 TT)<br>| 1246000 | 35304851 |
|  | Taiwan Semiconductor <br> Manufacturing Co. <br> Ltd. (TSM US), <br> Sponsored ADR<br>| 83594 | 13934284 |
|  | Taiwan Shin Kong <br> Security Co. Ltd.<br>| 76500 | 97924 |
| \* | Taiwan Styrene <br> Monomer<br>| 164000 | 46212 |
|  | Taiwan Surface <br> Mounting <br> Technology Corp.<br>| 67000 | 214695 |
|  | Taiwan Taxi Co. Ltd. | 6615 | 27780 |
| \* | Taiwan TEA Corp. | 162000 | 83081 |
| # | Taiwan Union <br> Technology Corp.<br>| 73000 | 311397 |
| #\* | Tatung Co. Ltd. | 351000 | 446350 |
| \* | TBI Motion <br> Technology Co. <br> Ltd.<br>| 11000 | 13733 |
|  | TCI Co. Ltd. | 25877 | 120320 |
|  | Te Chang <br> Construction Co. <br> Ltd.<br>| 12000 | 21488 |
|  | Teco Electric & <br> Machinery Co. Ltd.<br>| 304000 | 465881 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Tehmag Foods Corp. | 6400 | $60556 |
|  | Test Research, Inc. | 36000 | 120665 |
|  | Test Rite International <br> Co. Ltd.<br>| 53000 | 33785 |
|  | Thermaltake <br> Technology Co. <br> Ltd.<br>| 15000 | 12993 |
|  | Thinking Electronic <br> Industrial Co. Ltd.<br>| 17000 | 68037 |
|  | Thye Ming Industrial <br> Co. Ltd.<br>| 36000 | 80732 |
|  | Tofu Restaurant Co. <br> Ltd.<br>| 1120 | 7631 |
|  | Ton Yi Industrial <br> Corp.<br>| 297000 | 168177 |
|  | Tong Hsing Electronic <br> Industries Ltd.<br>| 51857 | 171880 |
|  | Tong Yang Industry <br> Co. Ltd.<br>| 61000 | 250997 |
|  | Tong-Tai Machine & <br> Tool Co. Ltd.<br>| 60000 | 46921 |
|  | Top Union Electronics <br> Corp.<br>| 21481 | 21918 |
|  | Topco Scientific Co. <br> Ltd.<br>| 55040 | 422798 |
|  | Topco Technologies <br> Corp.<br>| 18000 | 36396 |
|  | Topkey Corp. | 17000 | 96540 |
|  | Topoint Technology <br> Co. Ltd.<br>| 35000 | 29427 |
| #\* | TPK Holding Co. Ltd. | 89000 | 85619 |
|  | Trade-Van Information <br> Services Co.<br>| 16000 | 44166 |
| # | Transcend <br> Information, Inc.<br>| 59000 | 185451 |
|  | Transcom, Inc. | 13840 | 45186 |
|  | Trusval Technology <br> Co. Ltd.<br>| 2000 | 11710 |
|  | Tsann Kuen <br> Enterprise Co. Ltd.<br>| 13331 | 11104 |
|  | TSC Auto ID <br> Technology Co. <br> Ltd.<br>| 9128 | 52877 |
|  | TSRC Corp. | 104000 | 60980 |
|  | Ttet Union Corp. | 6000 | 28345 |
|  | TTFB Co. Ltd. | 3326 | 20352 |
|  | TTY Biopharm Co. <br> Ltd.<br>| 42000 | 101353 |
| \* | Tul Corp. | 12000 | 22429 |
|  | Tung Ho Steel <br> Enterprise Corp.<br>| 114270 | 230768 |
|  | Tung Thih Electronic <br> Co. Ltd.<br>| 9900 | 20660 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | TURVO International <br> Co. Ltd.<br>| 13000 | $70919 |
| # | TXC Corp. | 80000 | 222231 |
|  | TYC Brother Industrial <br> Co. Ltd.<br>| 39000 | 59040 |
|  | Tycoons Group <br> Enterprise<br>| 72388 | 18545 |
|  | TZE Shin International <br> Co. Ltd.<br>| 29000 | 18143 |
|  | Ubright Optronics <br> Corp.<br>| 10000 | 25472 |
|  | UDE Corp. | 21000 | 53810 |
|  | Ultra Chip, Inc. | 15000 | 27370 |
|  | U-MEDIA <br> Communications, <br> Inc.<br>| 13000 | 19005 |
|  | Unic Technology <br> Corp.<br>| 41000 | 37722 |
|  | Unictron Technologies <br> Corp.<br>| 5000 | 8518 |
|  | Union Bank of Taiwan | 471541 | 245382 |
| \* | Union Insurance Co. <br> Ltd.<br>| 25000 | 22639 |
|  | Uni-President <br> Enterprises Corp.<br>| 1531000 | 3679243 |
|  | Unitech Computer Co. <br> Ltd.<br>| 37000 | 44552 |
| \* | Unitech Printed Circuit <br> Board Corp.<br>| 139535 | 105665 |
| \* | United Alloy-Tech Co. | 11000 | 15980 |
|  | United Integrated <br> Services Co. Ltd.<br>| 71000 | 979619 |
|  | United Orthopedic <br> Corp.<br>| 15000 | 41926 |
|  | United Radiant <br> Technology<br>| 28000 | 19224 |
|  | United Recommend <br> International Co. <br> Ltd.<br>| 9123 | 13615 |
| \* | United Renewable <br> Energy Co. Ltd.<br>| 377571 | 101557 |
| \*†† | Unity Opto Technology <br> Co. Ltd.<br>| 140000 | 0 |
|  | Univacco Technology, <br> Inc.<br>| 15000 | 23090 |
|  | Universal Cement <br> Corp.<br>| 114220 | 99982 |
|  | Universal Microwave <br> Technology, Inc.<br>| 3000 | 35669 |
|  | Universal Vision <br> Biotechnology Co. <br> Ltd.<br>| 23257 | 130140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
| # | UPC Technology <br> Corp.<br>| 327169 | $85245 |
|  | Userjoy Technology <br> Co. Ltd.<br>| 13505 | 39721 |
| # | USI Corp. | 232320 | 74244 |
|  | U-Tech Media Corp. | 34000 | 14718 |
|  | Utechzone Co. Ltd. | 15000 | 43627 |
|  | UVAT Technology Co. <br> Ltd.<br>| 8000 | 18730 |
|  | Value Valves Co. Ltd. | 5383 | 14408 |
|  | Ve Wong Corp. | 23000 | 27430 |
|  | Ventec International <br> Group Co. Ltd.<br>| 18000 | 38265 |
|  | Via Technologies, Inc. | 25000 | 56745 |
|  | Viking Tech Corp. | 14000 | 13807 |
|  | Visco Vision, Inc. | 8000 | 41181 |
|  | VisEra Technologies <br> Co. Ltd.<br>| 21000 | 133248 |
|  | Visual Photonics <br> Epitaxy Co. Ltd.<br>| 30000 | 93666 |
|  | Vivotek, Inc. | 8000 | 29335 |
|  | Vizionfocus, Inc. | 6000 | 37739 |
|  | Voltronic Power <br> Technology Corp.<br>| 19915 | 933839 |
|  | Wafer Works Corp. | 68918 | 43424 |
|  | Waffer Technology <br> Corp.<br>| 19276 | 30165 |
|  | Wah Hong Industrial <br> Corp.<br>| 13000 | 13496 |
|  | Wah Lee Industrial <br> Corp.<br>| 66780 | 198803 |
|  | Walsin Lihwa Corp. | 576139 | 373226 |
|  | Walsin Technology <br> Corp.<br>| 44000 | 108102 |
|  | WEI Chih Steel <br> Industrial Co. Ltd.<br>| 27000 | 15445 |
| # | Weikeng Industrial Co. <br> Ltd.<br>| 169945 | 174391 |
|  | Well Shin Technology <br> Co. Ltd.<br>| 16000 | 29199 |
|  | Welldone Co. | 13000 | 20425 |
|  | WELLELL, Inc. | 17000 | 11723 |
|  | Wholetech System <br> Hitech Ltd.<br>| 18000 | 48844 |
| #\* | Winbond Electronics <br> Corp.<br>| 745162 | 369377 |
|  | Winmate, Inc. | 7000 | 29911 |
|  | WinWay Technology <br> Co. Ltd.<br>| 5000 | 132808 |
|  | Wisdom Marine Lines <br> Co. Ltd.<br>| 123102 | 232877 |
| # | Wistron Corp. | 463436 | 1487053 |
|  | Wistron NeWeb Corp. | 96372 | 380067 |
|  | WITS Corp. | 10659 | 33345 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Wiwynn Corp. | 20000 | $1203625 |
|  | Wonderful Hi-Tech Co. <br> Ltd.<br>| 17954 | 20538 |
|  | Wowprime Corp. | 13194 | 91791 |
|  | WPG Holdings Ltd. | 610400 | 1293183 |
|  | WT Microelectronics <br> Co. Ltd.<br>| 186432 | 682914 |
| \* | XAC Automation <br> Corp.<br>| 24000 | 19833 |
|  | Xxentria Technology <br> Materials Corp.<br>| 29975 | 47606 |
|  | Ya Horng Electronic <br> Co. Ltd.<br>| 8000 | 14849 |
|  | Yageo Corp. | 53960 | 773688 |
|  | Yankey Engineering <br> Co. Ltd.<br>| 11528 | 145496 |
| # | YC INOX Co. Ltd. | 153324 | 102051 |
|  | YCC Parts <br> Manufacturing Co. <br> Ltd.<br>| 13000 | 21443 |
|  | Yea Shin International <br> Development Co. <br> Ltd.<br>| 84580 | 90025 |
|  | Yen Sun Technology <br> Corp.<br>| 9000 | 11833 |
| \* | Yeong Guan Energy <br> Technology Group <br> Co. Ltd.<br>| 9000 | 8258 |
|  | YFC-Boneagle Electric <br> Co. Ltd.<br>| 30236 | 20814 |
|  | YFY, Inc. | 241000 | 196795 |
|  | Yi Jinn Industrial Co. <br> Ltd.<br>| 65100 | 34681 |
|  | Yieh Phui Enterprise <br> Co. Ltd.<br>| 440479 | 217892 |
|  | Yonyu Plastics Co. <br> Ltd.<br>| 23000 | 14899 |
|  | Young Fast <br> Optoelectronics Co. <br> Ltd.<br>| 17000 | 26847 |
| \* | Young Optics, Inc. | 12000 | 16771 |
|  | Youngtek Electronics <br> Corp.<br>| 28000 | 54080 |
|  | Yuanta Financial <br> Holding Co. Ltd.<br>| 1361327 | 1333774 |
|  | Yuanta Futures Co. <br> Ltd.<br>| 5413 | 13924 |
|  | Yuen Foong Yu <br> Consumer Products <br> Co. Ltd.<br>| 12000 | 15492 |
|  | Yulon Finance Corp. | 140471 | 474583 |
|  | Yulon Motor Co. Ltd. | 239990 | 295577 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Yung Chi Paint & <br> Varnish <br> Manufacturing Co. <br> Ltd.<br>| 20000 | $47118 |
|  | Yungshin Construction <br> & Development Co. <br> Ltd.<br>| 47000 | 182591 |
|  | YungShin Global <br> Holding Corp.<br>| 46000 | 94345 |
|  | Yusin Holding Corp. | 4428 | 15048 |
|  | Zeng Hsing Industrial <br> Co. Ltd.<br>| 9669 | 30106 |
|  | Zenitron Corp. | 64000 | 63661 |
|  | Zero One Technology <br> Co. Ltd.<br>| 30633 | 120538 |
| # | Zhen Ding Technology <br> Holding Ltd.<br>| 117800 | 360870 |
|  | ZillTek Technology <br> Corp.<br>| 6000 | 40937 |
| \* | Zinwell Corp. | 72000 | 26634 |
|  | Zippy Technology <br> Corp.<br>| 30000 | 49923 |
|  | Zyxel Group Corp. | 97909 | 92155 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | 195741120 |
| THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) |
|  | AAPICO Hitech PCL <br> (AH/F TB)<br>| 33100 | 11890 |
|  | AAPICO Hitech PCL <br> (AH-R TB), NVDR<br>| 34100 | 12250 |
|  | Advanced Info Service <br> PCL<br>| 18300 | 161607 |
|  | Advanced Information <br> Technology PCL, <br> Class F<br>| 258500 | 32037 |
|  | AEON Thana Sinsap <br> Thailand PCL<br>| 24600 | 77692 |
|  | After You PCL | 38600 | 10400 |
|  | Airports of Thailand <br> PCL<br>| 134300 | 153779 |
|  | Amata Corp. PCL | 111300 | 49311 |
| # | AP Thailand PCL | 1025500 | 245592 |
|  | Asia Plus Group <br> Holdings PCL<br>| 545200 | 31499 |
|  | Asian Insulators PCL | 77325 | 7778 |
|  | Asian Sea Corp. PCL | 134700 | 31049 |
|  | Bangchak Sriracha <br> PCL<br>| 200200 | 31464 |
|  | Bangkok Aviation Fuel <br> Services PCL<br>| 51100 | 11855 |
|  | Bangkok Bank PCL <br> (BBLF TB)<br>| 67400 | 282473 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| # | Bangkok Chain <br> Hospital PCL<br>| 315500 | $142615 |
|  | Bangkok Commercial <br> Asset Management <br> PCL<br>| 545900 | 103771 |
|  | Bangkok Dusit <br> Medical Services <br> PCL, Class F<br>| 880000 | 632241 |
| # | Bangkok Expressway <br> & Metro PCL<br>| 607500 | 107297 |
|  | Bangkok Land PCL | 2786800 | 34204 |
|  | Bangkok Life <br> Assurance PCL, <br> NVDR<br>| 50800 | 25548 |
|  | BCPG PCL | 417200 | 85551 |
|  | BEC World PCL | 319801 | 38677 |
|  | BKI Holdings PCL | 7000 | 59093 |
|  | Bluebik Group PCL | 18700 | 16094 |
|  | Brooker Group PCL | 1127200 | 12485 |
| #\* | BTS Group Holdings <br> PCL<br>| 687600 | 103948 |
|  | Bumrungrad Hospital <br> PCL<br>| 71400 | 352672 |
| # | Cal-Comp Electronics <br> Thailand PCL, <br> Class F<br>| 1357867 | 241859 |
|  | Central Retail Corp. <br> PCL<br>| 129450 | 91841 |
|  | CH Karnchang PCL | 232000 | 100009 |
|  | Chayo Group PCL | 114500 | 7129 |
| # | Chularat Hospital <br> PCL<br>| 1448100 | 77163 |
|  | Com7 PCL | 317200 | 195609 |
|  | CP ALL PCL | 313200 | 482856 |
|  | CP Axtra PCL | 16163 | 12217 |
|  | Delta Electronics <br> Thailand PCL<br>| 314000 | 921179 |
| \* | Demco PCL | 210200 | 10257 |
|  | Dhipaya Group <br> Holdings PCL<br>| 130400 | 75340 |
|  | Diamond Building <br> Products PCL<br>| 101400 | 17606 |
|  | Dohome PCL | 11714 | 1894 |
|  | Don Muang Tollway <br> PCL<br>| 34300 | 10371 |
|  | Eastern Polymer <br> Group PCL<br>| 222600 | 17725 |
|  | Eastern Water <br> Resources <br> Development & <br> Management PCL, <br> Class F<br>| 200000 | 10418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Ekachai Medical Care <br> PCL<br>| 101131 | $18921 |
| #\* | Energy Absolute PCL | 440200 | 28727 |
| # | Exotic Food PCL | 52700 | 25715 |
|  | Forth Corp. PCL | 77600 | 21836 |
|  | Fortune Parts Industry <br> PCL<br>| 205700 | 9914 |
|  | Frasers Property <br> Thailand PCL<br>| 144800 | 28392 |
|  | Global Green <br> Chemicals PCL<br>| 67500 | 9174 |
| \* | Gulf Development <br> PCL<br>| 28618 | 41978 |
| # | Gunkul Engineering <br> PCL<br>| 1265500 | 60235 |
|  | Haad Thip PCL | 64600 | 31908 |
|  | Hana Microelectronics <br> PCL<br>| 173600 | 100299 |
|  | Heng Leasing & <br> Capital PCL<br>| 507200 | 15487 |
|  | Home Product Center <br> PCL<br>| 807600 | 205496 |
|  | Ichitan Group PCL | 152500 | 54782 |
|  | Index Livingmall PCL | 55400 | 23384 |
|  | Indorama Ventures <br> PCL<br>| 77100 | 43853 |
|  | Interlink <br> Communication <br> PCL<br>| 112600 | 19045 |
| # | IRPC PCL | 2669900 | 69535 |
|  | IT City PCL | 44800 | 4667 |
| \* | Italian-Thai <br> Development PCL<br>| 963900 | 8079 |
| #\* | Jasmine International <br> PCL<br>| 1396134 | 63527 |
| \* | Jasmine Technology <br> Solution PCL<br>| 43600 | 53187 |
| # | Jaymart Group <br> Holdings PCL<br>| 127700 | 32685 |
| # | JMT Network Services <br> PCL<br>| 128200 | 52961 |
|  | Kang Yong Electric <br> PCL<br>| 1200 | 10525 |
|  | Karmarts PCL | 261916 | 74486 |
|  | Kaset Thai <br> International Sugar <br> Corp. PCL, Class F<br>| 66700 | 4792 |
|  | Kasikornbank PCL <br> (KBANKF TB)<br>| 23300 | 111251 |
|  | KCE Electronics PCL | 150400 | 78340 |
|  | Kiatnakin Phatra Bank <br> PCL<br>| 35800 | 53585 |
|  | Krung Thai Bank PCL | 170100 | 111007 |
|  | Krungthai Card PCL | 213100 | 296637 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Ladprao General <br> Hospital PCL, <br> Class F<br>| 40000 | $4359 |
|  | Lalin Property PCL | 148400 | 22212 |
|  | Land & Houses PCL <br> (LHF TB)<br>| 2577200 | 327116 |
|  | LH Financial Group <br> PCL<br>| 1964400 | 45868 |
|  | Loxley PCL | 724500 | 22556 |
|  | LPN Development <br> PCL<br>| 282400 | 17077 |
|  | Major Cineplex Group <br> PCL<br>| 152100 | 45304 |
|  | Master Style PcL | 9600 | 6006 |
|  | MBK PCL | 193335 | 89129 |
|  | MC Group PCL | 106000 | 32049 |
| # | Mega Lifesciences <br> PCL<br>| 135000 | 122250 |
|  | Minor International <br> PCL<br>| 263800 | 211245 |
|  | MK Restaurants <br> Group PCL<br>| 38600 | 21955 |
| \* | Mono Next PCL | 387700 | 19150 |
|  | Namyong Terminal <br> PCL<br>| 215400 | 22182 |
|  | Netbay PCL | 24000 | 14513 |
|  | Noble Development <br> PCL<br>| 258300 | 16393 |
|  | Northeast Rubber <br> PCL<br>| 216700 | 26597 |
|  | Polyplex Thailand <br> PCL<br>| 117900 | 38471 |
|  | Praram 9 Hospital <br> PCL<br>| 55400 | 41461 |
| # | Precious Shipping <br> PCL<br>| 204400 | 36101 |
|  | Premier Marketing <br> PCL<br>| 111900 | 35508 |
|  | Prima Marine PCL | 118400 | 21089 |
|  | Property Perfect PCL | 3068310 | 10104 |
|  | Pruksa Holding PCL | 260300 | 37403 |
| \* | PSG Corp. PCL | 3002500 | 31459 |
|  | PTG Energy PCL | 345100 | 72832 |
|  | PTT Global Chemical <br> PCL<br>| 139900 | 72452 |
| # | PTT Oil & Retail <br> Business PCL<br>| 266000 | 115462 |
|  | Quality Houses PCL | 2306100 | 103552 |
|  | Rajthanee Hospital <br> PCL<br>| 31400 | 12408 |
|  | Ramkhamhaeng <br> Hospital PCL<br>| 16400 | 8886 |
|  | Ratchaphruek Hospital <br> PCL<br>| 60100 | 9895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
| # | Ratchthani Leasing <br> PCL<br>| 669390 | $29457 |
|  | S Hotels & Resorts <br> PCL<br>| 347400 | 17679 |
|  | Sahamitr Pressure <br> Container PCL<br>| 71900 | 18080 |
|  | Saha-Union PCL | 41400 | 35631 |
| \* | Samart Corp. PCL | 156200 | 32498 |
|  | Sansiri PCL | 5141200 | 213928 |
| # | Sappe PCL | 18300 | 19311 |
|  | SC Asset Corp. PCL | 553900 | 38469 |
| †† | SCG Ceramics PCL | 248200 | 1412 |
|  | SCG Packaging PCL | 120900 | 51031 |
|  | SEAFCO PCL | 250019 | 14969 |
|  | Siam Global House <br> PCL<br>| 354855 | 74891 |
|  | Siam Wellness Group <br> PCL<br>| 78100 | 8978 |
|  | Siamgas & <br> Petrochemicals <br> PCL<br>| 263500 | 54822 |
|  | Sikarin PCL, Class F | 132000 | 26870 |
| \* | Singer Thailand PCL | 155600 | 30044 |
|  | Singha Estate PCL | 706700 | 14597 |
| # | SISB PCL | 21300 | 11796 |
| \* | SKY ICT PCL | 35800 | 15861 |
|  | Somboon Advance <br> Technology PCL<br>| 40500 | 14064 |
|  | SPCG PCL | 165600 | 39163 |
| # | Sri Trang <br> Agro-Industry PCL<br>| 223000 | 90121 |
| # | Srinanaporn Marketing <br> PCL<br>| 61800 | 22570 |
|  | Srisawad Corp. PCL | 139312 | 127197 |
|  | Srithai Superware <br> PCL<br>| 359200 | 11936 |
|  | Srivichai Vejvivat PCL | 64300 | 13474 |
|  | Star Petroleum <br> Refining PCL<br>| 474800 | 77463 |
| \* | Stecon Group PCL | 267400 | 58835 |
| \* | STP & I PCL | 248700 | 18612 |
| # | Supalai PCL | 364000 | 172166 |
| \* | Super Energy Corp. <br> PCL<br>| 6177300 | 25889 |
|  | Susco PCL | 321100 | 26338 |
|  | SVI PCL | 98100 | 23053 |
|  | Syntec Construction <br> PCL<br>| 213300 | 10089 |
|  | TAC Consumer PCL | 87200 | 12008 |
| # | Taokaenoi Food & <br> Marketing PCL, <br> Class F<br>| 110400 | 24456 |
|  | Thai Nakarin Hospital <br> PCL<br>| 18000 | 18256 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Thai Oil PCL | 300865 | $240926 |
|  | Thai President Foods <br> PCL<br>| 7500 | 44903 |
|  | Thai Stanley Electric <br> PCL (STANLY/F <br> TB), Class F<br>| 4600 | 30019 |
| # | Thai Union Group <br> PCL<br>| 459500 | 148559 |
|  | Thai Vegetable Oil <br> PCL<br>| 29410 | 19985 |
|  | Thai Wah PCL | 70400 | 4552 |
| #\* | Thaicom PCL | 155500 | 42360 |
|  | Thaitheparos PCL | 13400 | 15343 |
|  | Thanachart Capital <br> PCL<br>| 61800 | 88339 |
| \* | Thonburi Healthcare <br> Group PCL<br>| 61900 | 17974 |
|  | Tipco Asphalt PCL <br> (TASCO/F TB)<br>| 156536 | 70290 |
|  | TIPCO Foods PCL | 79100 | 22258 |
| # | Tisco Financial Group <br> PCL (TISCO/F TB)<br>| 43500 | 127941 |
|  | TKS Technologies <br> PCL<br>| 86680 | 14661 |
|  | TMBThanachart Bank <br> PCL<br>| 1694940 | 92853 |
|  | TOA Paint Thailand <br> PCL<br>| 239400 | 73099 |
|  | TTW PCL | 174740 | 46032 |
|  | Union Auction PCL | 46200 | 9958 |
|  | Unique Engineering & <br> Construction PCL<br>| 257300 | 14943 |
|  | United Paper PCL | 55100 | 12536 |
|  | Univentures PCL | 150400 | 4277 |
|  | Vanachai Group PCL | 99600 | 6440 |
| #\* | VGI PCL | 771680 | 52670 |
|  | WHA Corp. PCL | 1434100 | 129651 |
|  | WHA Utilities & Power <br> PCL<br>| 263200 | 26158 |
| #\* | Xspring Capital PCL | 1587200 | 38011 |
| TOTAL THAILAND | TOTAL THAILAND |  | 11506551 |
| TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |
|  | Adel Kalemcilik Ticaret <br> ve Sanayi AS<br>| 17879 | 15561 |
| \* | Adese Alisveris <br> Merkezleri Ticaret <br> AS<br>| 322303 | 20309 |
|  | Agesa Hayat ve <br> Emeklilik AS<br>| 15472 | 54139 |
|  | Akbank TAS | 296476 | 376738 |
| \* | Akenerji Elektrik <br> Uretim AS<br>| 62119 | 14297 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | Aksigorta AS | 147479 | $23169 |
| # | Alarko Holding AS | 33803 | 81020 |
|  | Albaraka Turk Katilim <br> Bankasi AS<br>| 145198 | 22767 |
| \* | Alkim Alkali Kimya AS | 77919 | 29752 |
|  | Anadolu Anonim Turk <br> Sigorta Sirketi<br>| 79800 | 181463 |
|  | Anadolu Efes Biracilik <br> Ve Malt Sanayii AS<br>| 28071 | 116743 |
|  | Anadolu Hayat <br> Emeklilik AS<br>| 28444 | 59420 |
|  | Anadolu Isuzu <br> Otomotiv Sanayi Ve <br> Ticaret AS, Class C<br>| 12678 | 18094 |
| #\* | Arcelik AS | 21239 | 62944 |
|  | ARD Grup Bilisim <br> Teknolojileri AS<br>| 25944 | 17015 |
|  | Aselsan Elektronik <br> Sanayi Ve Ticaret <br> AS<br>| 81650 | 287643 |
|  | Astor Transformator <br> Enerji Turizm Insaat <br> Ve Petrol Sanayi <br> Ticaret AS<br>| 21293 | 55790 |
|  | Aydem Yenilenebilir <br> Enerji AS<br>| 56344 | 23303 |
|  | Aygaz AS | 16157 | 53768 |
| \* | Baticim Bati Anadolu <br> Cimento Sanayii <br> AS<br>| 173879 | 23908 |
|  | BIM Birlesik <br> Magazalar AS<br>| 43991 | 516817 |
| #\* | Borusan Birlesik Boru <br> Fabrikalari Sanayi <br> ve Ticaret AS<br>| 5869 | 55604 |
|  | Borusan Yatirim ve <br> Pazarlama AS<br>| 701 | 38782 |
|  | Brisa Bridgestone <br> Sabanci Sanayi ve <br> Ticaret AS<br>| 5162 | 11665 |
|  | Celebi Hava Servisi <br> AS<br>| 558 | 36595 |
| \* | Cimbeton Hazirbeton <br> ve Prefabrik Yapi <br> Elemanlari Sanayi <br> ve Ticaret AS<br>| 307 | 19636 |
|  | Coca-Cola Icecek AS | 82181 | 111519 |
|  | Deva Holding AS | 8625 | 12723 |
| # | Dogus Otomotiv <br> Servis ve Ticaret <br> AS<br>| 47947 | 244147 |
|  | EGE Endustri VE <br> Ticaret AS<br>| 224 | 51965 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | EGE Gubre Sanayii <br> AS<br>| 16200 | $27769 |
| Ω | Enerjisa Enerji AS | 30234 | 42619 |
| # | Enka Insaat ve Sanayi <br> AS<br>| 38495 | 64225 |
|  | Erbosan Erciyas Boru <br> Sanayii ve Ticaret <br> AS<br>| 2046 | 8400 |
|  | Escar Turizm <br> Tasimacilik Ticaret <br> AS<br>| 23987 | 41767 |
| # | Ford Otomotiv Sanayi <br> AS<br>| 6700 | 154582 |
|  | GEN Ilac VE Saglik <br> Urunleri Sanayi VE <br> Ticaret AS<br>| 16593 | 54682 |
| \* | GSD Holding AS | 354746 | 38764 |
| \* | Gubre Fabrikalari <br> TAS<br>| 5801 | 41620 |
| \* | Hitit Bilgisayar <br> Hizmetleri AS<br>| 13959 | 14900 |
| \* | Ihlas Holding AS | 242643 | 14466 |
|  | Indeks Bilgisayar <br> Sistemleri <br> Muhendislik Sanayi <br> ve Ticaret AS<br>| 250581 | 43491 |
| \* | Info Yatirim AS | 48126 | 2345 |
| \* | Inveo Yatirim Holding <br> AS<br>| 33654 | 5227 |
| \* | Is Finansal Kiralama <br> AS<br>| 88983 | 29208 |
|  | Is Yatirim Menkul <br> Degerler AS<br>| 180616 | 169296 |
|  | Jantsa Jant Sanayi Ve <br> Ticaret AS<br>| 35252 | 19647 |
| \* | Katmerciler Arac Ustu <br> Ekipman Sanayi ve <br> Ticaret AS<br>| 579328 | 22347 |
| \* | Kerevitas Gida Sanayi <br> ve Ticaret AS<br>| 62255 | 26143 |
|  | Kervan Gida Sanayi <br> Ve Ticaret AS<br>| 203913 | 10661 |
|  | Kiler Holding AS | 21004 | 14000 |
|  | Kocaer Celik Sanayi <br> Ve Ticaret AS<br>| 80488 | 25806 |
|  | Kontrolmatik Enerji Ve <br> Muhendislik AS<br>| 24553 | 17445 |
| \* | Koza Anadolu Metal <br> Madencilik <br> Isletmeleri AS<br>| 14392 | 32470 |
|  | LDR Turizm AS | 12962 | 64906 |
|  | Logo Yazilim Sanayi <br> Ve Ticaret AS<br>| 21494 | 76579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Lokman Hekim <br> Engurusag Saglik <br> Turizm Egitim <br> Hizmetleri ve Insaat <br> Taahhut AS<br>| 21222 | $8600 |
| \* | Margun Enerji Uretim <br> Sanayi VE Ticaret <br> AS<br>| 72230 | 49882 |
| Ω | Mavi Giyim Sanayi Ve <br> Ticaret AS, Class B<br>| 190340 | 160280 |
| #\* | MIA Teknoloji AS | 82614 | 75139 |
|  | Migros Ticaret AS | 5530 | 68960 |
| \*Ω | MLP Saglik Hizmetleri <br> AS<br>| 20015 | 170380 |
| \* | NET Holding AS | 18659 | 17812 |
| \* | Orge Enerji Elektrik <br> Taahhut AS<br>| 8955 | 23073 |
|  | Otokar Otomotiv Ve <br> Savunma Sanayi <br> AS<br>| 3418 | 33601 |
| \* | Oyak Yatirim Menkul <br> Degerler AS<br>| 14467 | 9887 |
|  | Panelsan Cati Cephe <br> Sistemleri Sanayi <br> VE Ticaret AS<br>| 8244 | 7210 |
| \* | Peker Gayrimenkul <br> Yatirim Ortakligi AS<br>| 144073 | 5256 |
|  | Penta Teknoloji <br> Urunleri Dagitim <br> Ticaret AS<br>| 22558 | 7685 |
| #\* | Petkim Petrokimya <br> Holding AS<br>| 223129 | 94038 |
| \* | Politeknik Metal <br> Sanayi ve Ticaret <br> AS<br>| 17 | 2787 |
| \* | RTA Laboratuarlari <br> Biyolojik Urunleri <br> Ilac Sanayi Ve <br> Ticaret AS<br>| 186630 | 13643 |
|  | Sarkuysan Elektrolitik <br> Bakir Sanayi ve <br> Ticaret AS<br>| 44515 | 21795 |
| \* | Sasa Polyester Sanayi <br> AS<br>| 436283 | 48123 |
|  | Sekerbank Turk AS | 266815 | 36026 |
|  | Selcuk Ecza Deposu <br> Ticaret ve Sanayi <br> AS<br>| 45114 | 75462 |
|  | Sok Marketler Ticaret <br> AS<br>| 49406 | 48464 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | Tapdi Oksijen Ozel <br> Saglik Hizmetleri <br> Sanayi VE Ticaret <br> AS<br>| 23594 | $20674 |
| \* | TAV Havalimanlari <br> Holding AS<br>| 26955 | 160453 |
| \* | Tekfen Holding AS | 6534 | 23274 |
| \* | Teknosa Ic Ve Dis <br> Ticaret AS<br>| 25300 | 15656 |
| # | Tofas Turk Otomobil <br> Fabrikasi AS<br>| 26012 | 136035 |
| \* | Tukas Gida Sanayi ve <br> Ticaret AS<br>| 548496 | 34107 |
| \* | Tumosan Motor ve <br> Traktor Sanayi AS<br>| 7242 | 15695 |
| #\* | Turk Altin Isletmeleri <br> AS<br>| 66468 | 43255 |
|  | Turk Traktor ve Ziraat <br> Makineleri AS<br>| 6206 | 97998 |
|  | Turkcell Iletisim <br> Hizmetleri AS<br>| 153339 | 359665 |
| # | Turkiye Garanti <br> Bankasi AS<br>| 88092 | 236785 |
|  | Turkiye Is Bankasi AS, <br> Class C<br>| 763155 | 205476 |
| # | Turkiye Petrol <br> Rafinerileri AS<br>| 141628 | 460337 |
|  | Turkiye Sigorta AS | 129528 | 59010 |
| \* | Turkiye Sinai <br> Kalkinma Bankasi <br> AS<br>| 640671 | 174775 |
| \* | Turkiye Vakiflar <br> Bankasi TAO, <br> Class D<br>| 539369 | 292061 |
| \* | Ulker Biskuvi Sanayi <br> AS<br>| 54562 | 151745 |
| \* | Usak Seramik Sanayii <br> AS<br>| 280035 | 44319 |
| \* | Vakif Finansal <br> Kiralama AS<br>| 570414 | 30949 |
|  | Vakko Tekstil ve Hazir <br> Giyim Sanayi <br> Isletmeleri AS<br>| 8371 | 13430 |
|  | Vestel Beyaz Esya <br> Sanayi ve Ticaret <br> AS<br>| 92986 | 28092 |
| \* | Vestel Elektronik <br> Sanayi ve Ticaret <br> AS<br>| 43524 | 45881 |
| \* | Yapi ve Kredi Bankasi <br> AS<br>| 510597 | 303670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
| \* | Yatas Yatak ve Yorgan <br> Sanayi ve Ticaret <br> AS<br>| 23522 | $14216 |
| \* | YEO Teknoloji Enerji <br> VE Endustri AS<br>| 24908 | 27475 |
| \* | Zorlu Enerji Elektrik <br> Uretim AS<br>| 374044 | 31179 |
| TOTAL TURKEY | TOTAL TURKEY |  | 7704976 |
| UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) |
|  | Abu Dhabi <br> Commercial Bank <br> PJSC<br>| 465031 | 1473612 |
|  | Abu Dhabi Islamic <br> Bank PJSC<br>| 422386 | 2102962 |
|  | Abu Dhabi National <br> Oil Co. for <br> Distribution PJSC<br>| 828189 | 760001 |
| \* | Abu Dhabi Ports Co. <br> PJSC<br>| 179818 | 194623 |
|  | Abu Dhabi Ship <br> Building Co. PJSC<br>| 25197 | 41480 |
|  | ADNOC Drilling Co. <br> PJSC<br>| 489986 | 653729 |
|  | Agility Global PLC | 530769 | 177511 |
|  | Agthia Group PJSC | 105165 | 129469 |
|  | Ajman Bank PJSC | 223593 | 91949 |
| \* | AL Seer Marine <br> Supplies & <br> Equipment Co. LLC<br>| 30002 | 23891 |
|  | Aldar Properties <br> PJSC<br>| 216333 | 487172 |
|  | Alpha Dhabi Holding <br> PJSC<br>| 55342 | 170654 |
|  | Americana <br> Restaurants <br> International PLC - <br> Foreign Co.<br>| 3316 | 2040 |
| \* | Amlak Finance PJSC | 281015 | 64471 |
| \* | Aramex PJSC | 219528 | 166255 |
| \* | Bank of Sharjah | 89476 | 22368 |
|  | Burjeel Holdings PLC | 283485 | 116602 |
|  | Deyaar Development <br> PJSC<br>| 434668 | 109191 |
|  | Dubai Financial <br> Market PJSC<br>| 325880 | 121587 |
|  | Dubai Investments <br> PJSC<br>| 539382 | 341207 |
|  | Dubai Islamic Bank <br> PJSC<br>| 909759 | 1874368 |
|  | Emaar Development <br> PJSC<br>| 305874 | 1114673 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Emaar Properties <br> PJSC<br>| 838165 | $2994975 |
|  | Emirates Driving Co. | 73716 | 49128 |
|  | Emirates Integrated <br> Telecommunications <br> Co. PJSC<br>| 279489 | 662520 |
|  | Emirates NBD Bank <br> PJSC<br>| 399118 | 2233655 |
| \* | Emirates Reem <br> Investments PJSC<br>| 13190 | 9720 |
| \* | EMSTEEL Building <br> Materials PJSC<br>| 76299 | 24123 |
|  | First Abu Dhabi Bank <br> PJSC<br>| 455107 | 1862120 |
| \* | Ghitha Holding PJSC | 6712 | 32642 |
| \* | Gulf Pharmaceutical <br> Industries PSC<br>| 97181 | 36314 |
| \* | International Holding <br> Co. PJSC<br>| 5838 | 637821 |
| \* | Manazel PJSC | 301353 | 28962 |
| \* | Modon Holding PSC | 7482 | 6223 |
| \* | Multiply Group PJSC | 1201780 | 706083 |
| \* | National Corp. for <br> Tourism & Hotels<br>| 9219 | 6122 |
|  | NMDC Group PJSC | 1732 | 11786 |
|  | Palms Sports PrJSC | 19157 | 33761 |
| \* | Presight AI Holding <br> PLC<br>| 104572 | 55206 |
| \* | RAK Properties PJSC | 340523 | 117944 |
|  | Ras Al Khaimah <br> Ceramics PJSC<br>| 101309 | 68643 |
|  | Salik Co. PJSC | 501572 | 691069 |
| \* | Space42 PLC | 272223 | 123029 |
|  | Taaleem Holdings <br> PJSC<br>| 5617 | 5558 |
| \* | Union Properties <br> PJSC<br>| 564802 | 87626 |
| TOTAL UNITED ARAB <br> EMIRATES | TOTAL UNITED ARAB <br> EMIRATES |  | 20724845 |
| UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) | UNITED KINGDOM — (0.1%) |
|  | Anglogold Ashanti <br> PLC (ANG SJ)<br>| 17465 | 727103 |
| # | Anglogold Ashanti <br> PLC (AU US)<br>| 13356 | 563089 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 1290192 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \*Ω | HUUUGE, Inc. | 14650 | 71418 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1068691116 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |
| BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |
|  | Alpargatas SA, <br> 1.438%<br>| 42457 | $55361 |
|  | Banco ABC Brasil SA, <br> 7.581%<br>| 40892 | 156358 |
| Ω | Banco BMG SA, <br> 10.131%<br>| 29400 | 19738 |
|  | Banco Bradesco SA, <br> 9.775%<br>| 635626 | 1537782 |
|  | Banco do Estado do <br> Rio Grande do Sul <br> SA, 9.502%<br>| 77133 | 156301 |
|  | Banco Mercantil do <br> Brasil SA, 6.310%<br>| 6700 | 41651 |
|  | Banco Pan SA, <br> 3.173%<br>| 105600 | 141603 |
|  | Banco Pine SA, <br> 10.291%<br>| 14255 | 12057 |
| \* | Braskem SA | 16000 | 30082 |
|  | Centrais Eletricas <br> Brasileiras SA, <br> 4.010%<br>| 13100 | 111330 |
|  | Centrais Eletricas de <br> Santa Catarina SA, <br> 8.134%<br>| 3500 | 50701 |
|  | Cia de Ferro Ligas da <br> Bahia FERBASA, <br> 7.259%<br>| 26800 | 34237 |
|  | Cia De Sanena Do <br> Parana, 5.195%<br>| 115531 | 123773 |
|  | Cia Energetica de <br> Minas Gerais, <br> 10.929%<br>| 516519 | 996605 |
|  | Cia Paranaense de <br> Energia - Copel <br> Class B, 7.077%<br>| 401309 | 815325 |
|  | Energisa SA, 6.888% | 226 | 336 |
|  | Eucatex SA Industria <br> e Comercio, <br> 5.851%<br>| 27000 | 59803 |
|  | Gerdau SA, 5.337% | 60179 | 158953 |
|  | Grazziotin SA, <br> 9.656%<br>| 2103 | 10309 |
|  | Isa Energia Brasil SA, <br> 9.841%<br>| 59200 | 250250 |
|  | Itau Unibanco Holding <br> SA, 6.726%<br>| 441588 | 2768503 |
|  | Marcopolo SA, <br> 8.381%<br>| 226264 | 280680 |
|  | Raizen SA, 0.553% | 430247 | 137220 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
| Randon SA <br> Implementos e <br> Participacoes, <br> 4.054%<br>| 69900 | $110482 |
| Schulz SA, 7.575% | 35856 | 34623 |
| Track & Field Co. SA, <br> 2.041%<br>| 15700 | 31952 |
| Unipar Carbocloro SA, <br> 9.231%<br>| 9501 | 91358 |
| Usinas Siderurgicas <br> de Minas Gerais SA <br> Usiminas<br>| 62000 | 60414 |
| TOTAL BRAZIL |  | 8277787 |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| Embotelladora Andina <br> SA, 7.252%<br>| 41683 | 178285 |
| Sociedad Quimica y <br> Minera de Chile SA <br> Class B, 0.605%<br>| 4213 | 145047 |
| TOTAL CHILE |  | 323332 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
| Grupo Aval Acciones y <br> Valores SA, <br> 3.937%<br>| 542864 | 73742 |
| Grupo de Inversiones <br> Suramericana SA, <br> 3.782%<br>| 26195 | 233585 |
| TOTAL COLOMBIA |  | 307327 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
| Cebu Air, Inc., <br> 6.000%<br>| 3315 | 2258 |
| TOTAL PREFERRED <br> STOCKS |  | 8910704 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| Banco Pine SA <br> Warrants <br> 12/31/2049<br>| 27 | 3 |
| Diagnosticos da <br> America SA <br> Warrants <br> 04/30/2025<br>| 200 | 0 |
| TOTAL BRAZIL |  | 3 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| \* | Empresas Hites SA <br> Rights 05/23/2025<br>| 76514 | $1454 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| \* | Advaita Allied Health <br> Services Rights <br> 05/22/2025<br>| 636 | 301 |
| \* | Lloyds Engineering <br> Works Ltd. Rights <br> 05/30/2025<br>| 17237 | 4570 |
| TOTAL INDIA | TOTAL INDIA |  | 4871 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| \* | NEXG Bhd. Warrants <br> 02/17/2028<br>| 85950 | 4283 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | Chabiotech Co. Ltd. <br> Rights 06/05/2025<br>| 578 | 1395 |
| \* | Samsung SDI Co. Ltd. <br> Rights 05/22/2025<br>| 789 | 19121 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 20516 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | Jasmine International <br> PCL Warrants <br> 10/10/2031<br>| 698066 | 7732 |
| \* | MBK PCL Rights <br> 05/16/2025<br>| 19333 | 463 |
| \* | Northeast Rubber <br> PCL Warrants <br> 05/15/2026<br>| 36117 | 195 |
| \* | VGI PCL Warrants <br> 09/03/2025<br>| 109548 | 2361 |
| TOTAL THAILAND | TOTAL THAILAND |  | 10751 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 41878 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $880,973,052) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $880,973,052) |  | 1077643698 |

---

&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%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 977194 | 11301253 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $892,275,524) | (Cost $892,275,524) |  | $1088944951 |

---

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $64,328,097 or 6.0% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; $36238347 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $36238347 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; $371759 | &nbsp;&nbsp; — | &nbsp;&nbsp; 371759 |
| Chile | &nbsp;&nbsp; 7352866 | &nbsp;&nbsp; 10875 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7363741 |
| China | &nbsp;&nbsp; 23791074 | &nbsp;&nbsp; 271867667 | &nbsp;&nbsp; $4019 | &nbsp;&nbsp; 295662760 |
| Colombia | &nbsp;&nbsp; 1273157 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1273157 |
| Czech Republic | &nbsp;&nbsp; — | &nbsp;&nbsp; 493121 | &nbsp;&nbsp; — | &nbsp;&nbsp; 493121 |
| Egypt | &nbsp;&nbsp; — | &nbsp;&nbsp; 143552 | &nbsp;&nbsp; — | &nbsp;&nbsp; 143552 |
| Greece | &nbsp;&nbsp; — | &nbsp;&nbsp; 5757971 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5757971 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 15652102 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15652102 |
| Hungary | &nbsp;&nbsp; — | &nbsp;&nbsp; 2654532 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2654532 |
| India | &nbsp;&nbsp; 10914357 | &nbsp;&nbsp; 190936624 | &nbsp;&nbsp; — | &nbsp;&nbsp; 201850981 |
| Indonesia | &nbsp;&nbsp; — | &nbsp;&nbsp; 4809404 | &nbsp;&nbsp; 8070 | &nbsp;&nbsp; 4817474 |
| Kuwait | &nbsp;&nbsp; — | &nbsp;&nbsp; 7638032 | &nbsp;&nbsp; 3543 | &nbsp;&nbsp; 7641575 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 161169 | &nbsp;&nbsp; — | &nbsp;&nbsp; 161169 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 12162352 | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 12162376 |
| Mexico | &nbsp;&nbsp; 23484432 | &nbsp;&nbsp; 112284 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23596716 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 1126454 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1126454 |
| Peru | &nbsp;&nbsp; 1144605 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1144605 |
| Philippines | &nbsp;&nbsp; — | &nbsp;&nbsp; 3180564 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3180564 |
| Poland | &nbsp;&nbsp; — | &nbsp;&nbsp; 13880826 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13880826 |
| Qatar | &nbsp;&nbsp; — | &nbsp;&nbsp; 7915058 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7915058 |
| Saudi Arabia | &nbsp;&nbsp; 39951 | &nbsp;&nbsp; 34265257 | &nbsp;&nbsp; — | &nbsp;&nbsp; 34305208 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 585311 | &nbsp;&nbsp; — | &nbsp;&nbsp; 585311 |
| South Africa | &nbsp;&nbsp; 2830799 | &nbsp;&nbsp; 23676667 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26507466 |
| South Korea | &nbsp;&nbsp; 4298406 | &nbsp;&nbsp; 122778787 | &nbsp;&nbsp; 38330 | &nbsp;&nbsp; 127115523 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 49666 | &nbsp;&nbsp; — | &nbsp;&nbsp; 49666 |
| Taiwan | &nbsp;&nbsp; 13986497 | &nbsp;&nbsp; 181752518 | &nbsp;&nbsp; 2105 | &nbsp;&nbsp; 195741120 |
| Thailand | &nbsp;&nbsp; 37798 | &nbsp;&nbsp; 11467341 | &nbsp;&nbsp; 1412 | &nbsp;&nbsp; 11506551 |
| Turkey | &nbsp;&nbsp; — | &nbsp;&nbsp; 7704976 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7704976 |
| United Arab Emirates | &nbsp;&nbsp; — | &nbsp;&nbsp; 20724845 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20724845 |
| United Kingdom | &nbsp;&nbsp; 563089 | &nbsp;&nbsp; 727103 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1290192 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 71418 | &nbsp;&nbsp; — | &nbsp;&nbsp; 71418 |
| Preferred Stocks |  |  |  |  |
| Brazil | &nbsp;&nbsp; 8277787 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8277787 |
| Chile | &nbsp;&nbsp; 323332 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 323332 |
| Colombia | &nbsp;&nbsp; 307327 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 307327 |
| Philippines | &nbsp;&nbsp; — | &nbsp;&nbsp; 2258 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2258 |
| Rights/Warrants |  |  |  |  |
| Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp; 3 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3 |
| Chile | &nbsp;&nbsp; — | &nbsp;&nbsp; 1454 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1454 |
| India | &nbsp;&nbsp; — | &nbsp;&nbsp; 4871 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4871 |
| Malaysia | &nbsp;&nbsp; — | &nbsp;&nbsp; 4283 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4283 |
| South Korea | &nbsp;&nbsp; — | &nbsp;&nbsp; 20516 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20516 |
| Thailand | &nbsp;&nbsp; — | &nbsp;&nbsp; 10751 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10751 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 11301253 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11301253 |
| Total Investments in Securities | &nbsp;&nbsp; $134863824 | &nbsp;&nbsp; $954023624 | &nbsp;&nbsp; $57,503˂˃ | &nbsp;&nbsp; $1088944951 |

---

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

------

**Emerging Markets Sustainability Core 1 Portfolio**

**CONTINUED**

---

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

---

See accompanying Notes to Financial Statements.

------

**DFA Global Sustainability Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.8%) | AGENCY OBLIGATIONS — (0.8%) | AGENCY OBLIGATIONS — (0.8%) | AGENCY OBLIGATIONS — (0.8%) | AGENCY OBLIGATIONS — (0.8%) |
| Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  |  |  |
|  | 6.210%, 08/06/38 |  | 5000 | $5798662 |
| BONDS — (94.2%) | BONDS — (94.2%) | BONDS — (94.2%) | BONDS — (94.2%) | BONDS — (94.2%) |
| AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 5.057%, 07/16/27 |  | 4000 | 4009726 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.620%, <br> FRN, 4.989%, <br> 06/11/27<br>|  | 3020 | 3021220 |
|  | 1.375%, 08/30/28 | EUR | 1800 | 1964376 |
| (r)Ω | SOFR + 0.790%, <br> FRN, 5.166%, <br> 01/14/30<br>|  | 1500 | 1503203 |
| New South Wales Treasury <br> Corp.  | New South Wales Treasury <br> Corp.  |  |  |  |
|  | 2.250%, 05/07/41 | AUD | 5000 | 2152921 |
| Optus Finance Pty. Ltd.  | Optus Finance Pty. Ltd.  |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 1429 | 1490176 |
| Queensland Treasury Corp.  | Queensland Treasury Corp.  | Queensland Treasury Corp.  |  |  |
| (r) | 3M Swap + 0.400%, <br> FRN, 4.603%, <br> 05/10/29<br>| AUD | 10000 | 6408064 |
|  | 1.750%, 07/20/34 | AUD | 10000 | 4939859 |
| Treasury Corp. of Victoria  | Treasury Corp. of Victoria  | Treasury Corp. of Victoria  |  |  |
|  | 2.250%, 11/20/34 | AUD | 19900 | 10150777 |
|  | 2.000%, 09/17/35 | AUD | 4800 | 2321169 |
|  | 2.000%, 11/20/37 | AUD | 7500 | 3346939 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 41308430 |
| BELGIUM — (2.7%) | BELGIUM — (2.7%) | BELGIUM — (2.7%) | BELGIUM — (2.7%) | BELGIUM — (2.7%) |
| Anheuser-Busch InBev <br> Worldwide, Inc.  | Anheuser-Busch InBev <br> Worldwide, Inc.  |  |  |  |
|  | 4.950%, 01/15/42 |  | 1400 | 1302462 |
| Dexia SA  | Dexia SA  | Dexia SA  |  |  |
| (r) | SONIA + 1.000%, <br> FRN, 5.483%, <br> 03/25/26<br>| GBP | 4000 | 5361349 |
|  | 1.000%, 10/18/27 | EUR | 1250 | 1376858 |
| Δ | 2.196%, 01/21/28 | EUR | 7000 | 7474521 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| Kingdom of Belgium <br> Government Bonds  | Kingdom of Belgium <br> Government Bonds  |  |  |  |
|  | 1.450%, 06/22/37 | EUR | 3750 | $3493647 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | 19008837 |
| CANADA — (12.6%) | CANADA — (12.6%) | CANADA — (12.6%) | CANADA — (12.6%) | CANADA — (12.6%) |
| Bank of Montreal, SOFR + <br> 1.330%, FRN | Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |  |
| (r) | 5.697%, 06/05/26 |  | 4000 | 4029199 |
| Bank of Nova Scotia, <br> SOFR + 1.090%, FRN | Bank of Nova Scotia, <br> SOFR + 1.090%, FRN |  |  |  |
| (r) | 5.458%, 06/12/25 |  | 1000 | 1000906 |
| CDP Financial, Inc., SOFR <br> + 0.400%, FRN | CDP Financial, Inc., SOFR <br> + 0.400%, FRN |  |  |  |
| (r) | 4.762%, 05/19/25 |  | 324 | 324031 |
| City of Montreal  | City of Montreal  |  |  |  |
|  | 3.900%, 09/01/34 | CAD | 1000 | 726658 |
| CPPIB Capital, Inc., <br> SONIA + 1.250%, FRN | CPPIB Capital, Inc., <br> SONIA + 1.250%, FRN |  |  |  |
| (r) | 5.733%, 06/15/26 | GBP | 1500 | 2019054 |
| Export Development <br> Canada, SOFR + <br> 0.330%, FRN | Export Development <br> Canada, SOFR + <br> 0.330%, FRN |  |  |  |
| (r) | 4.712%, 08/01/28 |  | 950 | 950432 |
| Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. |  |  |
| Ω | 2.750%, 03/29/28 | EUR | 884 | 987299 |
| Hydro-Quebec  | Hydro-Quebec  |  |  |  |
|  | 6.500%, 02/15/35 | CAD | 3000 | 2635630 |
| Ontario Teachers' Finance <br> Trust  | Ontario Teachers' Finance <br> Trust  |  |  |  |
|  | 0.100%, 05/19/28 | EUR | 5000 | 5302681 |
| Province of Alberta  | Province of Alberta  | Province of Alberta  |  |  |
|  | 2.350%, 06/01/25 | CAD | 800 | 580049 |
|  | 4.500%, 12/01/40 | CAD | 8000 | 5989032 |
|  | 3.450%, 12/01/43 | CAD | 5000 | 3209452 |
| Province of British Columbia  | Province of British Columbia  | Province of British Columbia  |  |  |
|  | 2.850%, 06/18/25 | CAD | 800 | 580403 |
|  | 4.150%, 06/18/34 | CAD | 12800 | 9627297 |
|  | 3.200%, 06/18/44 | CAD | 12000 | 7363557 |
| Province of Manitoba  | Province of Manitoba  | Province of Manitoba  |  |  |
|  | 3.800%, 06/02/33 | CAD | 1500 | 1107428 |
|  | 4.250%, 06/02/34 | CAD | 2000 | 1511824 |
|  | 4.650%, 03/05/40 | CAD | 5000 | 3763891 |
|  | 4.400%, 03/05/42 | CAD | 8000 | 5823357 |
| Province of Ontario  | Province of Ontario  | Province of Ontario  |  |  |
|  | 4.150%, 06/02/34 | CAD | 7400 | 5576302 |
|  | 3.500%, 06/02/43 | CAD | 12400 | 8076640 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Province of Quebec  | Province of Quebec  | Province of Quebec  |  |  |
|  | 2.600%, 07/06/25 | CAD | 2000 | $1450733 |
|  | 2.750%, 09/01/25 | CAD | 3500 | 2538655 |
|  | 5.000%, 12/01/38 | CAD | 7000 | 5526273 |
|  | 5.000%, 12/01/41 | CAD | 3000 | 2356717 |
|  | 4.250%, 12/01/43 | CAD | 2800 | 2001108 |
| TELUS Corp.  | TELUS Corp.  |  |  |  |
|  | 4.850%, 04/05/44 | CAD | 3500 | 2418900 |
| TOTAL CANADA | TOTAL CANADA |  |  | 87477508 |
| FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) | FRANCE — (5.8%) |
| Action Logement Services  | Action Logement Services  |  |  |  |
|  | 0.500%, 10/30/34 | EUR | 4100 | 3593803 |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 0.500%, 05/31/35 | EUR | 4600 | 3992624 |
|  | 0.375%, 05/25/36 | EUR | 500 | 409440 |
|  | 1.125%, 03/02/37 | EUR | 2500 | 2192729 |
| BNP Paribas SA  | BNP Paribas SA  |  |  |  |
|  | 5.750%, 06/13/32 | GBP | 2800 | 3790707 |
| BPCE SA  | BPCE SA  |  |  |  |
|  | 2.375%, 04/26/32 | EUR | 3900 | 4178213 |
| French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  | French Republic Government <br> Bonds OAT  |  |  |
|  | 1.250%, 05/25/38 | EUR | 2500 | 2186351 |
|  | 1.750%, 06/25/39 | EUR | 14000 | 12856992 |
| Ile-de-France Mobilites  | Ile-de-France Mobilites  |  |  |  |
|  | 0.200%, 11/16/35 | EUR | 4000 | 3281211 |
| SNCF Reseau  | SNCF Reseau  |  |  |  |
|  | 0.750%, 05/25/36 | EUR | 1500 | 1276493 |
| Societe Generale SA  | Societe Generale SA  | Societe Generale SA  |  |  |
|  | 0.875%, 09/24/29 | EUR | 1500 | 1533146 |
| Ω | 3.000%, 01/22/30 |  | 1600 | 1472313 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 40764022 |
| GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) |
| Daimler Truck Finance <br> North America LLC  | Daimler Truck Finance <br> North America LLC  |  |  |  |
| Ω | 5.500%, 09/20/33 |  | 1000 | 994988 |
| Deutsche Bahn Finance GmbH  | Deutsche Bahn Finance GmbH  | Deutsche Bahn Finance GmbH  |  |  |
|  | 1.125%, 12/18/28 | EUR | 1000 | 1081991 |
|  | 0.750%, 07/16/35 | EUR | 500 | 451234 |
|  | 0.625%, 04/15/36 | EUR | 3400 | 2922683 |
| Siemens <br> Financieringsmaatschappij <br> NV  | Siemens <br> Financieringsmaatschappij <br> NV  |  |  |  |
| Ω | 2.875%, 03/11/41 |  | 250 | 182262 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 5633158 |
| HONG KONG — (0.5%) | HONG KONG — (0.5%) | HONG KONG — (0.5%) | HONG KONG — (0.5%) | HONG KONG — (0.5%) |
| Prudential Funding Asia PLC  | Prudential Funding Asia PLC  | Prudential Funding Asia PLC  |  |  |
|  | 3.625%, 03/24/32 |  | 3500 | 3223518 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (10.9%) | JAPAN — (10.9%) | JAPAN — (10.9%) | JAPAN — (10.9%) | JAPAN — (10.9%) |
| Japan Government Five <br> Year Bonds  | Japan Government Five <br> Year Bonds  |  |  |  |
|  | 0.200%, 12/20/27 | JPY | 540000 | $3727805 |
| Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  | Japan Government Ten Year <br> Bonds  |  |  |
|  | 0.100%, 03/20/26 | JPY | 900000 | 6271548 |
|  | 0.100%, 06/20/29 | JPY | 500000 | 3394566 |
|  | 0.200%, 03/20/32 | JPY | 600000 | 3980781 |
|  | 0.200%, 09/20/32 | JPY | 600000 | 3951070 |
|  | 0.400%, 06/20/33 | JPY | 700000 | 4631907 |
| Japan Government Thirty Year <br> Bonds  | Japan Government Thirty Year <br> Bonds  | Japan Government Thirty Year <br> Bonds  |  |  |
|  | 2.400%, 03/20/34 | JPY | 1000000 | 7703105 |
|  | 2.400%, 09/20/38 | JPY | 450000 | 3395300 |
|  | 2.200%, 03/20/41 | JPY | 220000 | 1586314 |
| Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  | Japan Government Twenty Year <br> Bonds  |  |  |
|  | 1.500%, 03/20/34 | JPY | 1000000 | 7176808 |
|  | 1.400%, 09/20/34 | JPY | 500000 | 3541404 |
|  | 1.200%, 09/20/35 | JPY | 600000 | 4123038 |
|  | 0.400%, 03/20/36 | JPY | 715000 | 4476476 |
|  | 0.400%, 06/20/40 | JPY | 1000000 | 5614422 |
|  | 0.500%, 12/20/41 | JPY | 700000 | 3836439 |
|  | 1.500%, 09/20/43 | JPY | 540000 | 3404591 |
| Mitsubishi UFJ Financial <br> Group, Inc.  | Mitsubishi UFJ Financial <br> Group, Inc.  |  |  |  |
|  | 4.153%, 03/07/39 |  | 1000 | 894147 |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 3.103%, 01/16/30 |  | 1629 | 1505860 |
|  | 2.679%, 07/16/30 |  | 1000 | 893451 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |  |
|  | 2.296%, 01/12/41 |  | 2507 | 1669611 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 75778643 |
| LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) | LUXEMBOURG — (0.8%) |
| JAB Holdings BV  | JAB Holdings BV  | JAB Holdings BV  |  |  |
|  | 3.375%, 04/17/35 | EUR | 1200 | 1295033 |
|  | 2.250%, 12/19/39 | EUR | 5300 | 4522510 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | 5817543 |
| NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) |
| BNG Bank NV  | BNG Bank NV  |  |  |  |
|  | 3.300%, 04/26/29 | AUD | 1000 | 626464 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.620%, <br> FRN, 4.985%, <br> 08/28/26<br>|  | 1250 | 1251464 |
| (r) | SOFR + 0.890%, <br> FRN, 5.268%, <br> 10/17/29<br>|  | 5000 | 4988940 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | 5.250%, 05/24/41 |  | 2000 | $1941904 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 8808772 |
| NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) | NEW ZEALAND — (0.7%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |  |
|  | 2.750%, 04/15/37 | NZD | 6800 | 3334642 |
| New Zealand Local <br> Government Funding <br> Agency Bonds  | New Zealand Local <br> Government Funding <br> Agency Bonds  |  |  |  |
|  | 3.500%, 04/14/33 | NZD | 2500 | 1367743 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 4702385 |
| NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) | NORWAY — (0.3%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r) | SOFR + 1.000%, FRN, <br> 5.368%, 06/17/26<br>|  | 2000 | 2014891 |
| SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) | SPAIN — (0.4%) |
| Telefonica Emisiones SA  | Telefonica Emisiones SA  | Telefonica Emisiones SA  |  |  |
|  | 7.045%, 06/20/36 |  | 2300 | 2547511 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.4%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (12.4%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 2.350%, 06/21/27 | JPY | 800000 | 5799589 |
| (r) | SONIA + 1.000%, <br> FRN, 5.480%, <br> 05/23/29<br>| GBP | 5400 | 7392468 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 05/28/25 |  | 340 | 338990 |
| (r) | SOFR + 0.620%, <br> FRN, 4.981%, <br> 08/16/27<br>|  | 1500 | 1510233 |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| # | 0.500%, 05/19/25 |  | 230 | 229504 |
| (r) | SOFR + 0.190%, <br> FRN, 4.566%, <br> 04/14/26<br>|  | 486 | 485704 |
| (r) | SOFR + 0.300%, <br> FRN, 4.663%, <br> 02/16/29<br>|  | 4099 | 4094241 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
| (r) | SONIA + 1.000%, <br> FRN, 5.482%, <br> 09/08/25<br>| GBP | 2100 | 2807375 |
| (r) | SONIA + 0.340%, <br> FRN, 4.822%, <br> 03/12/26<br>| GBP | 9685 | 12929962 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
|  | 2.150%, 01/18/27 | JPY | 590000 | $4241965 |
| (r) | SOFR + 0.320%, <br> FRN, 4.682%, <br> 08/14/29<br>|  | 2000 | 2001555 |
| European Union  | European Union  |  |  |  |
|  | 3.375%, 10/04/39 | EUR | 3500 | 3940648 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.280%, <br> FRN, 4.657%, <br> 04/12/27<br>|  | 606 | 606030 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 3200 | 3201402 |
| (r) | SOFR + 0.270%, <br> FRN, 4.639%, <br> 03/20/28<br>|  | 5300 | 5291414 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/05/28<br>|  | 3000 | 3001380 |
| (r) | SOFR + 0.370%, <br> FRN, 4.752%, <br> 08/01/29<br>|  | 5600 | 5604665 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.370%, <br> FRN, 4.747%, <br> 01/12/27<br>|  | 2800 | 2805490 |
| (r) | SOFR + 0.430%, <br> FRN, 4.792%, <br> 08/19/27<br>|  | 4200 | 4213818 |
| (r) | SOFR + 0.300%, <br> FRN, 4.661%, <br> 05/15/28<br>|  | 10000 | 10001292 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.670%, <br> 08/28/28<br>|  | 820 | 820115 |
|  | 1.500%, 04/15/35 | AUD | 5300 | 2515633 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.361%, <br> 05/12/26<br>|  | 500 | 503928 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | 3M NIBOR + 1.000%, <br> FRN, 5.590%, <br> 01/27/28<br>| NOK | 20000 | $1963896 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 86301297 |
| SWEDEN — (1.4%) | SWEDEN — (1.4%) | SWEDEN — (1.4%) | SWEDEN — (1.4%) | SWEDEN — (1.4%) |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.362%, 08/03/26 |  | 3180 | 3207946 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.619%, <br> 06/15/26<br>|  | 1000 | 1006085 |
|  | 0.500%, 02/18/30 | EUR | 5500 | 5537172 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 9751203 |
| 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 | 1945539 |
| UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) |
| Barclays PLC  | Barclays PLC  |  |  |  |
|  | 3.250%, 01/17/33 | GBP | 1800 | 2026409 |
| HSBC Holdings PLC  | HSBC Holdings PLC  |  |  |  |
| # | 6.100%, 01/14/42 |  | 3000 | 3165047 |
| LSEGA Financing PLC  | LSEGA Financing PLC  |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 750 | 565440 |
| Motability Operations <br> Group PLC  | Motability Operations <br> Group PLC  |  |  |  |
|  | 3.625%, 03/10/36 | GBP | 2000 | 2238004 |
| Santander U.K. Group <br> Holdings PLC  | Santander U.K. Group <br> Holdings PLC  |  |  |  |
|  | 3.625%, 01/14/26 | GBP | 400 | 528757 |
| U.K. Gilts  | U.K. Gilts  |  |  |  |
|  | 1.125%, 01/31/39 | GBP | 25000 | 21252542 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 29776199 |
| UNITED STATES — (33.1%) | UNITED STATES — (33.1%) | UNITED STATES — (33.1%) | UNITED STATES — (33.1%) | UNITED STATES — (33.1%) |
| Abbott Laboratories  | Abbott Laboratories  |  |  |  |
|  | 4.750%, 04/15/43 |  | 4500 | 4207231 |
| Aetna, Inc.  | Aetna, Inc.  |  |  |  |
|  | 4.125%, 11/15/42 |  | 680 | 520273 |
| Allstate Corp.  | Allstate Corp.  | Allstate Corp.  |  |  |
| # | 5.550%, 05/09/35 |  | 1200 | 1232704 |
|  | 4.500%, 06/15/43 |  | 1000 | 842774 |
| Amazon.com, Inc.  | Amazon.com, Inc.  |  |  |  |
|  | 2.875%, 05/12/41 |  | 8500 | 6291752 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| American Tower Corp.  | American Tower Corp.  | American Tower Corp.  |  |  |
|  | 0.950%, 10/05/30 | EUR | 700 | $701500 |
|  | 4.050%, 03/15/32 |  | 1875 | 1778082 |
| Amgen, Inc.  | Amgen, Inc.  | Amgen, Inc.  |  |  |
|  | 3.150%, 02/21/40 |  | 3375 | 2554594 |
|  | 2.800%, 08/15/41 |  | 3500 | 2471717 |
| Apple, Inc.  | Apple, Inc.  |  |  |  |
|  | 3.850%, 05/04/43 |  | 1000 | 829070 |
| Arrow Electronics, Inc.  | Arrow Electronics, Inc.  |  |  |  |
|  | 3.875%, 01/12/28 |  | 1000 | 979005 |
| Assurant, Inc.  | Assurant, Inc.  |  |  |  |
|  | 2.650%, 01/15/32 |  | 4000 | 3365657 |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  |  |  |
|  | 5.200%, 11/18/33 | GBP | 500 | 654517 |
|  | 3.500%, 06/01/41 |  | 2500 | 1919538 |
|  | 4.300%, 12/15/42 |  | 1500 | 1251165 |
| Athene Holding Ltd.  | Athene Holding Ltd.  |  |  |  |
| # | 5.875%, 01/15/34 |  | 3165 | 3205000 |
| Avnet, Inc.  | Avnet, Inc.  |  |  |  |
|  | 3.000%, 05/15/31 |  | 4350 | 3785730 |
| Bank of America Corp.  | Bank of America Corp.  |  |  |  |
|  | 5.875%, 02/07/42 |  | 4600 | 4742613 |
| Baxter International, Inc.  | Baxter International, Inc.  |  |  |  |
|  | 1.300%, 05/15/29 | EUR | 500 | 532109 |
| Blue Owl Finance LLC  | Blue Owl Finance LLC  |  |  |  |
|  | 6.250%, 04/18/34 |  | 80 | 80715 |
| BorgWarner, Inc.  | BorgWarner, Inc.  |  |  |  |
|  | 1.000%, 05/19/31 | EUR | 2900 | 2818121 |
| Boston Properties LP  | Boston Properties LP  |  |  |  |
|  | 5.750%, 01/15/35 |  | 1234 | 1216995 |
| Bristol-Myers Squibb Co.  | Bristol-Myers Squibb Co.  |  |  |  |
|  | 4.125%, 06/15/39 |  | 3000 | 2631876 |
| Broadcom, Inc.  | Broadcom, Inc.  | Broadcom, Inc.  |  |  |
| Ω | 3.469%, 04/15/34 |  | 4000 | 3514341 |
| Ω | 3.137%, 11/15/35 |  | 1000 | 828557 |
| Brown & Brown, Inc.  | Brown & Brown, Inc.  | Brown & Brown, Inc.  |  |  |
|  | 4.500%, 03/15/29 |  | 1000 | 996363 |
|  | 2.375%, 03/15/31 |  | 3100 | 2675520 |
| Capital One Financial <br> Corp.  | Capital One Financial <br> Corp.  |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 2800 | 2978491 |
| Carrier Global Corp.  | Carrier Global Corp.  |  |  |  |
|  | 3.377%, 04/05/40 |  | 4500 | 3515619 |
| Choice Hotels <br> International, Inc.  | Choice Hotels <br> International, Inc.  |  |  |  |
|  | 3.700%, 12/01/29 |  | 290 | 271915 |
| Chubb INA Holdings LLC  | Chubb INA Holdings LLC  |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 1833 | 1886472 |
| Cigna Group  | Cigna Group  |  |  |  |
|  | 4.800%, 08/15/38 |  | 1436 | 1333769 |
| Cisco Systems, Inc.  | Cisco Systems, Inc.  |  |  |  |
| # | 5.500%, 01/15/40 |  | 3334 | 3406432 |
| Citigroup, Inc.  | Citigroup, Inc.  | Citigroup, Inc.  |  |  |
|  | 8.125%, 07/15/39 |  | 3600 | 4452979 |

---

------

**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) |
|  | 5.875%, 01/30/42 |  | 750 | $760046 |
| CME Group, Inc.  | CME Group, Inc.  |  |  |  |
|  | 5.300%, 09/15/43 |  | 3000 | 2984276 |
| CNO Financial Group, Inc.  | CNO Financial Group, Inc.  | CNO Financial Group, Inc.  |  |  |
|  | 5.250%, 05/30/29 |  | 2000 | 2001498 |
|  | 6.450%, 06/15/34 |  | 500 | 515853 |
| Comcast Corp.  | Comcast Corp.  |  |  |  |
|  | 3.250%, 11/01/39 |  | 5000 | 3869440 |
| Conagra Brands, Inc.  | Conagra Brands, Inc.  |  |  |  |
|  | 5.300%, 11/01/38 |  | 500 | 473317 |
| Cox Communications, Inc.  | Cox Communications, Inc.  |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 460 | 430009 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |  |
|  | 4.780%, 03/25/38 |  | 1500 | 1352811 |
| Elevance Health, Inc.  | Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 4.625%, 05/15/42 |  | 4000 | 3467986 |
|  | 4.650%, 01/15/43 |  | 2000 | 1741281 |
| Fidelity National Financial, <br> Inc.  | Fidelity National Financial, <br> Inc.  |  |  |  |
|  | 3.400%, 06/15/30 |  | 1300 | 1195106 |
| Fiserv, Inc.  | Fiserv, Inc.  |  |  |  |
|  | 1.625%, 07/01/30 | EUR | 2200 | 2300097 |
| Flex Ltd.  | Flex Ltd.  | Flex Ltd.  |  |  |
|  | 4.875%, 06/15/29 |  | 1000 | 992877 |
|  | 4.875%, 05/12/30 |  | 1500 | 1476691 |
| FMR LLC  | FMR LLC  |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 1250 | 1244920 |
| Fox Corp.  | Fox Corp.  |  |  |  |
|  | 5.476%, 01/25/39 |  | 1700 | 1632359 |
| General Dynamics Corp.  | General Dynamics Corp.  |  |  |  |
|  | 4.250%, 04/01/40 |  | 1000 | 886503 |
| General Motors Financial <br> Co., Inc.  | General Motors Financial <br> Co., Inc.  |  |  |  |
|  | 3.100%, 01/12/32 |  | 2000 | 1713884 |
| Gilead Sciences, Inc.  | Gilead Sciences, Inc.  | Gilead Sciences, Inc.  |  |  |
|  | 4.000%, 09/01/36 |  | 1750 | 1580934 |
|  | 2.600%, 10/01/40 |  | 600 | 424337 |
|  | 5.650%, 12/01/41 |  | 3250 | 3248000 |
| Goldman Sachs Group, <br> Inc.  | Goldman Sachs Group, <br> Inc.  |  |  |  |
|  | 6.250%, 02/01/41 |  | 1000 | 1043567 |
| Harley-Davidson, Inc.  | Harley-Davidson, Inc.  |  |  |  |
| # | 3.500%, 07/28/25 |  | 1000 | 994544 |
| Healthcare Realty <br> Holdings LP  | Healthcare Realty <br> Holdings LP  |  |  |  |
|  | 2.000%, 03/15/31 |  | 1000 | 843112 |
| Home Depot, Inc.  | Home Depot, Inc.  | Home Depot, Inc.  |  |  |
|  | 3.300%, 04/15/40 |  | 217 | 171374 |
|  | 5.400%, 09/15/40 |  | 1000 | 1002200 |
|  | 5.950%, 04/01/41 |  | 1000 | 1046641 |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP  |  |  |  |
|  | 5.700%, 07/01/34 |  | 1000 | 984036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| HP, Inc.  | HP, Inc.  |  |  |
| # | 6.000%, 09/15/41 | 2500 | $2445646 |
| Humana, Inc.  | Humana, Inc.  |  |  |
|  | 4.950%, 10/01/44 | 1000 | 851174 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 5.625%, 02/10/43 | 6000 | 5535008 |
| International Business Machines <br> Corp.  | International Business Machines <br> Corp.  |  |  |
|  | 4.150%, 05/15/39 | 2000 | 1735078 |
|  | 2.850%, 05/15/40 | 2900 | 2085140 |
|  | 4.000%, 06/20/42 | 800 | 652004 |
| J.M. Smucker Co.  | J.M. Smucker Co.  |  |  |
|  | 4.250%, 03/15/35 | 1400 | 1289421 |
| Jabil, Inc.  | Jabil, Inc.  |  |  |
|  | 3.000%, 01/15/31 | 2800 | 2504458 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |
|  | 2.100%, 09/01/40 | 6500 | 4442632 |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 5.500%, 10/15/40 | 3300 | 3325025 |
| Kemper Corp.  | Kemper Corp.  |  |  |
|  | 3.800%, 02/23/32 | 410 | 365033 |
| Kroger Co.  | Kroger Co.  |  |  |
|  | 7.500%, 04/01/31 | 600 | 681362 |
|  | 5.150%, 08/01/43 | 800 | 734162 |
| Kyndryl Holdings, Inc.  | Kyndryl Holdings, Inc.  |  |  |
|  | 4.100%, 10/15/41 | 5200 | 3919911 |
| Lazard Group LLC  | Lazard Group LLC  |  |  |
|  | 4.375%, 03/11/29 | 2100 | 2057669 |
| Legg Mason, Inc.  | Legg Mason, Inc.  |  |  |
| # | 4.750%, 03/15/26 | 900 | 902806 |
| Liberty Mutual Group, Inc.  | Liberty Mutual Group, Inc.  |  |  |
| Ω | 6.500%, 03/15/35 | 900 | 929943 |
| Lincoln National Corp.  | Lincoln National Corp.  |  |  |
| # | 3.050%, 01/15/30 | 749 | 695387 |
|  | 3.400%, 01/15/31 | 1589 | 1463636 |
|  | 7.000%, 06/15/40 | 1373 | 1517211 |
| Loews Corp.  | Loews Corp.  |  |  |
| # | 4.125%, 05/15/43 | 5500 | 4610867 |
| MetLife, Inc.  | MetLife, Inc.  |  |  |
|  | 5.700%, 06/15/35 | 1050 | 1100985 |
|  | 5.875%, 02/06/41 | 2000 | 2044264 |
| Mohawk Industries, Inc.  | Mohawk Industries, Inc.  |  |  |
| # | 3.625%, 05/15/30 | 3000 | 2830791 |
| Morgan Stanley  | Morgan Stanley  |  |  |
|  | 6.375%, 07/24/42 | 2600 | 2791598 |
| Motorola Solutions, Inc.  | Motorola Solutions, Inc.  |  |  |
|  | 2.300%, 11/15/30 | 1000 | 881013 |
| NIKE, Inc.  | NIKE, Inc.  |  |  |
|  | 3.250%, 03/27/40 | 12950 | 10020180 |
| Novartis Capital Corp.  | Novartis Capital Corp.  |  |  |
|  | 4.400%, 05/06/44 | 4000 | 3519344 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 3.600%, 04/01/40 | 2750 | 2143451 |

---

------

**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) |
| Prologis Euro Finance LLC  |  |  |  |
| 1.000%, 02/08/29 | EUR | 3000 | $3174906 |
| Prudential Financial, Inc.  |  |  |  |
| 5.700%, 12/14/36 |  | 2000 | 2082952 |
| PulteGroup, Inc.  | PulteGroup, Inc.  |  |  |
| 6.375%, 05/15/33 |  | 850 | 897033 |
| 6.000%, 02/15/35 |  | 1000 | 1028191 |
| Reinsurance Group of <br> America, Inc.  |  |  |  |
| 3.150%, 06/15/30 |  | 1400 | 1295226 |
| Royalty Pharma PLC  |  |  |  |
| 3.300%, 09/02/40 |  | 8000 | 5875974 |
| RTX Corp.  |  |  |  |
| 4.500%, 06/01/42 |  | 2000 | 1737220 |
| Ryder System, Inc.  |  |  |  |
| 3.350%, 09/01/25 |  | 2000 | 1990017 |
| Stanley Black & Decker, <br> Inc.  |  |  |  |
| 5.200%, 09/01/40 |  | 1305 | 1191085 |
| Tapestry, Inc.  |  |  |  |
| 5.500%, 03/11/35 |  | 500 | 486956 |
| Teledyne FLIR LLC  |  |  |  |
| 2.500%, 08/01/30 |  | 2000 | 1781882 |
| Thermo Fisher Scientific, <br> Inc.  |  |  |  |
| 5.404%, 08/10/43 |  | 3800 | 3724683 |
| T-Mobile USA, Inc.  |  |  |  |
| 4.375%, 04/15/40 |  | 1500 | 1309693 |
| Travelers Cos., Inc.  | Travelers Cos., Inc.  |  |  |
| 6.250%, 06/15/37 |  | 1000 | 1094111 |
| 5.350%, 11/01/40 |  | 4500 | 4487912 |
| UnitedHealth Group, Inc.  | UnitedHealth Group, Inc.  |  |  |
| 5.950%, 02/15/41 |  | 2500 | 2550435 |
| 3.050%, 05/15/41 |  | 1800 | 1305755 |
| Utah Acquisition Sub, Inc.  |  |  |  |
| 3.125%, 11/22/28 | EUR | 2000 | 2251654 |
| Verizon Communications, <br> Inc.  |  |  |  |
| 3.375%, 10/27/36 | GBP | 1300 | 1401698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Walmart, Inc.  | Walmart, Inc.  |  |  |
|  | 5.625%, 04/01/40 | 3000 | $3196656 |
|  | 2.500%, 09/22/41 | 4300 | 3017870 |
| Walt Disney Co.  | Walt Disney Co.  |  |  |
|  | 3.500%, 05/13/40 | 2000 | 1620506 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 230428509 |
| TOTAL BONDS | TOTAL BONDS |  | 655287965 |
| 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  |  |  |
| (r) | 3M USTMMR + <br> 0.125%, FRN, <br> 4.370%, 07/31/25 <br>| 500 | 500009 |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 7000 | 7002433 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 15200 | 15217729 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 22720171 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $715,521,983) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $715,521,983) |  | 683806798 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 995589 | 11513989 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $727,036,450) | (Cost $727,036,450) |  | $695320787 |

---

As of April 30, 2025, DFA Global Sustainability Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| JPY | 11623643087 | USD | 81287060 | Societe Generale | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $8528 |
| JPY | 142617965 | USD | 987244 | State Street Bank and Trust | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10224 |
| EUR | 1764408 | USD | 1911081 | Bank of America Corp. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 88818 |

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| EUR | 6532304 | USD | 7380162 | State Street Bank and Trust | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; $23990 |
| CAD | 3359731 | USD | 2428058 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11548 |
| CAD | 4075752 | USD | 2954042 | HSBC Bank | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9236 |
| GBP | 576560 | USD | 746055 | Citibank, N.A. | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 22471 |
| GBP | 821195 | USD | 1066709 | Bank of America Corp. | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 27936 |
| GBP | 700385 | USD | 929262 | Citibank, N.A. | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4344 |
| USD | 808972 | GBP | 604886 | State Street Bank and Trust | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2664 |
| USD | 345640 | AUD | 537680 | Australia and New Zealand Bank | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 911 |
| AUD | 3745926 | USD | 2392516 | State Street Bank and Trust | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9151 |
| USD | 4724128 | NZD | 7872264 | Australia and New Zealand Bank | 07/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 35867 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$255688** |
| USD | 1291775 | JPY | 190288686 | Bank of America Corp. | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(39102)<br>|
| USD | 76933926 | JPY | 11447837443 | Bank of New York Mellon | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (3132079)<br>|
| USD | 884514 | JPY | 128134923 | Societe Generale | 05/02/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11660)<br>|
| USD | 912917 | CAD | 1304841 | Bank of America Corp. | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (33770)<br>|
| USD | 7919454 | CAD | 11234847 | Royal Bank of Canada | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (231639)<br>|
| USD | 4116282 | CAD | 5861563 | State Street Bank and Trust | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (136392)<br>|
| USD | 1056727 | CAD | 1530307 | UBS AG | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (53540)<br>|
| USD | 14763289 | CAD | 20846246 | HSBC Bank | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (362569)<br>|
| USD | 1837187 | NOK | 20596738 | Citibank, N.A. | 05/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; (142626)<br>|
| USD | 3082971 | EUR | 2898973 | Bank of America Corp. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (202919)<br>|
| USD | 51936032 | EUR | 50070737 | Citibank, N.A. | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4817500)<br>|
| EUR | 3940314 | USD | 4472710 | UBS AG | 05/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6493)<br>|
| USD | 15150925 | CAD | 21451182 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (425454)<br>|
| USD | 965189 | CAD | 1345417 | Royal Bank of Canada | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11760)<br>|
| USD | 81541426 | JPY | 11623643087 | Societe Generale | 05/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; (10640)<br>|
| USD | 14511356 | CAD | 20043645 | State Street Bank and Trust | 06/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; (59140)<br>|
| USD | 18183838 | CAD | 25146000 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (98576)<br>|
| USD | 33730072 | GBP | 26029807 | State Street Bank and Trust | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (966352)<br>|
| GBP | 3270603 | USD | 4365367 | State Street Bank and Trust | 06/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5818)<br>|
| USD | 32188494 | GBP | 24885393 | State Street Bank and Trust | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (983500)<br>|
| USD | 828592 | GBP | 642322 | UBS AG | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (27618)<br>|
| USD | 54995960 | EUR | 50535727 | Australia and New Zealand Bank | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2455628)<br>|
| EUR | 6068110 | USD | 6927512 | State Street Bank and Trust | 07/01/25 | &nbsp;&nbsp;&nbsp;&nbsp; (28976)<br>|
| AUD | 910276 | USD | 584664 | Citibank, N.A. | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (1048)<br>|
| USD | 33600946 | AUD | 52649202 | State Street Bank and Trust | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (154629)<br>|
| USD | 1443669 | AUD | 2263957 | UBS AG | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7847)<br>|
| USD | 72743 | NZD | 122382 | Citibank, N.A. | 07/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; (140)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(14407415)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(14151727)**<br>|

---

------

**DFA Global Sustainability Fixed Income Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $18,240,618 or 2.6% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $5798662 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5798662 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 41308430 | &nbsp;&nbsp; — | &nbsp;&nbsp; 41308430 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 19008837 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19008837 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 87477508 | &nbsp;&nbsp; — | &nbsp;&nbsp; 87477508 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 40764022 | &nbsp;&nbsp; — | &nbsp;&nbsp; 40764022 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 5633158 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5633158 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 3223518 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3223518 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 75778643 | &nbsp;&nbsp; — | &nbsp;&nbsp; 75778643 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 5817543 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5817543 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 8808772 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8808772 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 4702385 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4702385 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 2014891 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2014891 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 2547511 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2547511 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 86301297 | &nbsp;&nbsp; — | &nbsp;&nbsp; 86301297 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 9751203 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9751203 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 1945539 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1945539 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 29776199 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29776199 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 230428509 | &nbsp;&nbsp; — | &nbsp;&nbsp; 230428509 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 22720171 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22720171 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 11513989 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11513989 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $695320787 | &nbsp;&nbsp; — | &nbsp;&nbsp; $695320787 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 255688 | &nbsp;&nbsp; — | &nbsp;&nbsp; 255688 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (14407415) | &nbsp;&nbsp; — | &nbsp;&nbsp; (14407415) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(14151727) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(14151727) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S.**<br> **Sustainability**<br> **Core 1**<br> **Portfolio\***<br>| **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio\***<br>| **International**<br> **Sustainability**<br> **Core 1**<br> **Portfolio\***<br>| **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio\***<br>| **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |  |
| Investment Securities at Value (including $135,340, $11,828, <br> $238,206, $40,909 and $11,268 of securities on loan, <br> respectively)<br>| $7030153 | $420647 | $3662685 | $1077644 | $683807 |
| Temporary Cash Investments at Value & Cost | 12704 | 1160 |  |  |  |
| Collateral from Securities on Loan Invested in Affiliate at Value <br> (including cost of $138,201, $12,097, $219,116, $11,302 <br> and $11,514, respectively)<br>| 138190 | 12096 | 219106 | 11301 | 11514 |
| Foreign Currencies at Value |  |  | 2933 | 3999 | 286 |
| Cash  | 5035 | 380 | 16916 | 791 | 19873 |
| Receivables: |  |  |  |  |  |
| Investment Securities Sold | 73 | 347 | 1966 | 64 |  |
| Dividends and Interest | 3422 | 84 | 27273 | 1699 | 6398 |
| Securities Lending Income | 13 | 2 | 252 | 116 | 2 |
| Fund Shares Sold | 7940 | 249 | 1789 | 541 | 1066 |
| Unrealized Gain on Forward Currency Contracts |  |  |  |  | 255 |
| Unrealized Gain on Foreign Currency Contracts |  |  | 3 |  | 27 |
| Prepaid Expenses and Other Assets  | 41 | 10 | 25 | 19 | 15 |
| Total Assets | 7197571 | 434975 | 3932948 | 1096174 | 723243 |
| **LIABILITIES:** |  |  |  |  |  |
| Payables: |  |  |  |  |  |
| Upon Return of Securities Loaned | 138245 | 12101 | 219173 | 11312 | 11514 |
| Investment Securities Purchased |  | 424 | 1709 | 4 | 6482 |
| Fund Shares Redeemed | 4067 | 724 | 2412 | 442 | 628 |
| Due to Advisor | 781 | 94 | 576 | 282 | 102 |
| Unrealized Loss on Forward Currency Contracts |  |  |  |  | 14407 |
| Deferred Taxes Payable |  |  |  | 10218 |  |
| Accrued Expenses and Other Liabilities | 146 | 20 | 95 | 140 | 17 |
| Total Liabilities | 143239 | 13363 | 223965 | 22398 | 33150 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |  |
| **NET ASSETS** | $7054332 | $421612 | $3708983 | $1073776 | $690093 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 165678044 | 24141869 | 266208662 | 111294792 | 72484198 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE** <br> **PER SHARE**<br>| **$42.58** | **$17.46** | **$13.93** | **$9.65** | **$9.52** |
| Investment Securities at Cost | $4021376 | $396924 | $2593615 | $880973 | $715522 |
| Foreign Currencies at Cost | $— | $— | $2932 | $3969 | $286 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |  |
| Paid-In Capital | $3863390 | $383961 | $2690415 | $1007315 | $819870 |
| Total Distributable Earnings (Loss) | 3190942 | 37651 | 1018568 | 66461 | (129777)<br>|
| **NET ASSETS** | $7054332 | $421612 | $3708983 | $1073776 | $690093 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 500000000 | 1000000000 | 500000000 | 500000000 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S.**<br> **Sustainability**<br> **Core 1**<br> **Portfolio**<br>| **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio**<br>| **International**<br> **Sustainability**<br> **Core 1**<br> **Portfolio**<br>| **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio**<br>| **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $22, $6, $5,720, <br> $1,282 and $0, respectively)<br>| $45628 | $3835 | $47433 | $10875 |  |
| Dividend Income from Affiliates | 2491 | 256 | 2716 |  | $144 |
| Interest |  |  |  |  | 12833 |
| Income from Securities Lending, Net | 67 | 14 | 744 | 571 | 7 |
| Total Investment Income | 48186 | 4105 | 50893 | 11446 | 12984 |
| **Expenses** |  |  |  |  |  |
| Investment Management Fees | 5234 | 654 | 3472 | 1870 | 629 |
| Accounting & Transfer Agent Fees | 588 | 53 | 326 | 114 | 79 |
| Custodian Fees | 41 | 9 | 129 | 226 | 8 |
| Filing Fees | 27 | 13 | 19 | 13 | 16 |
| Shareholders' Reports | 33 | 12 | 28 | 19 | 16 |
| Directors'/Trustees' Fees & Expenses | 20 | 1 | 10 | 3 | 3 |
| Professional Fees | 39 | 3 | 23 | 27 | 4 |
| Previously Waived Fees Recovered by Advisor (Note C) |  | 28 |  |  |  |
| Other | 223 | 20 | 53 | 25 | 9 |
| Total Expenses | 6205 | 793 | 4060 | 2297 | 764 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 2 |  | 24 |  |
| Fees Paid Indirectly (Note C) |  |  | 76 |  |  |
| Net Expenses | 6205 | 791 | 3984 | 2273 | 764 |
| **Net Investment Income (Loss)** | 41981 | 3314 | 46909 | 9173 | 12220 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |  |
| Investment Securities Sold | (21471)<br>| 4673 | 36923 | (10460 )<sup>1</sup><br>| (12777)<br>|
| Affiliated Investment Companies Shares Sold | (5)<br>|  | (4)<br>| 1 |  |
| Futures | (1110)<br>| (115)<br>| (28)<br>| (238)<br>|  |
| Foreign Currency Transactions |  |  | (248)<br>| (74)<br>| (1)<br>|
| Forward Currency Contracts |  |  |  |  | 12793 |
| In-Kind Redemptions | 234247 | 14324 |  |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| Investment Securities and Foreign Currency | (515473)<br>| (65502)<br>| 233250 | (293 )<sup>2</sup><br>| 21449 |
| Affiliated Investment Companies Shares | (12)<br>| (1)<br>| (12)<br>| (1)<br>|  |
| Translation of Foreign Currency-Denominated Amounts |  |  | 1277 | 63 | 126 |
| Forward Currency Contracts. |  |  |  |  | (20997)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (303824)<br>| (46621)<br>| 271158 | (11002)<br>| 593 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $(261843)<br>| $(43307)<br>| $318067 | $(1829)<br>| $12813 |
| <sup>1</sup>Net of foreign capital gain taxes withheld of: | $— | $— | $— | $687 | $— |
| <sup>2</sup>Including foreign capital gain taxes of: | $— | $— | $— | $2647 | $— |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Sustainability Core 1**<br> **Portfolio** | **U.S. Sustainability Core 1**<br> **Portfolio** | **U.S. Sustainability**<br> **Targeted Value Portfolio** | **U.S. Sustainability**<br> **Targeted Value Portfolio** | **International Sustainability**<br> **Core 1 Portfolio** | **International Sustainability**<br> **Core 1 Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $41981 | $81020 | &nbsp;&nbsp; $3314 | $5560 | &nbsp;&nbsp; $46909 | $88191 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | (21471)<br>| (20757)<br>| &nbsp;&nbsp; 4673 | (5771)<br>| &nbsp;&nbsp; 36923 | (6768)<br>|
| Affiliated Investment Companies Shares Sold | (5)<br>| (16)<br>| &nbsp;&nbsp; — | (2)<br>| &nbsp;&nbsp; (4)<br>| (18)<br>|
| Futures | (1110)<br>| 649 | &nbsp;&nbsp; (115)<br>| 490 | &nbsp;&nbsp; (28)<br>|  |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; — |  | &nbsp;&nbsp; (248)<br>| 211 |
| In-Kind Redemptions | 234247 | 156673 | &nbsp;&nbsp; 14324 | 21264 | &nbsp;&nbsp; — |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (515473)<br>| 1839746 | &nbsp;&nbsp; (65502)<br>| 85532 | &nbsp;&nbsp; 233250 | 637362 |
| Affiliated Investment Companies Shares | (12)<br>| 2 | &nbsp;&nbsp; (1)<br>|  | &nbsp;&nbsp; (12)<br>| 3 |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; — |  | &nbsp;&nbsp; 1277 | (53)<br>|
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| (261843)<br>| 2057317 | &nbsp;&nbsp; (43307)<br>| 107073 | &nbsp;&nbsp; 318067 | 718928 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (36420)<br>| (78612)<br>| &nbsp;&nbsp; (3020)<br>| (7706)<br>| &nbsp;&nbsp; (41137)<br>| (92775)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 975923 | 1360512 | &nbsp;&nbsp; 72755 | 133842 | &nbsp;&nbsp; 267776 | 362534 |
| Shares Issued in Lieu of Cash Distributions | 32554 | 71334 | &nbsp;&nbsp; 3011 | 7682 | &nbsp;&nbsp; 37872 | 85219 |
| Shares Redeemed | (1063483)<br>| (1301245)<br>| &nbsp;&nbsp; (76879)<br>| (106543)<br>| &nbsp;&nbsp; (315682)<br>| (497156)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (55006)<br>| 130601 | &nbsp;&nbsp; (1113)<br>| 34981 | &nbsp;&nbsp; (10034)<br>| (49403)<br>|
| Total Increase (Decrease) in Net Assets | (353269)<br>| 2109306 | &nbsp;&nbsp; (47440)<br>| 134348 | &nbsp;&nbsp; 266896 | 576750 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Period | 7407601 | 5298295 | &nbsp;&nbsp; 469052 | 334704 | &nbsp;&nbsp; 3442087 | 2865337 |
| End of Period | $7054332 | $7407601 | &nbsp;&nbsp; $421612 | $469052 | &nbsp;&nbsp; $3708983 | $3442087 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 21900 | 33500 | &nbsp;&nbsp; 3804 | 7337 | &nbsp;&nbsp; 20708 | 29113 |
| Shares Issued in Lieu of Cash Distributions | 727 | 1752 | &nbsp;&nbsp; 156 | 425 | &nbsp;&nbsp; 2932 | 6731 |
| Shares Redeemed  | (23843)<br>| (32281)<br>| &nbsp;&nbsp; (4023)<br>| (5859)<br>| &nbsp;&nbsp; (24263)<br>| (39622)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| (1216)<br>| 2971 | &nbsp;&nbsp; (63)<br>| 1903 | &nbsp;&nbsp; (623)<br>| (3778)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Emerging Markets**<br> **Sustainability**<br> **Core 1 Portfolio** | **Emerging Markets**<br> **Sustainability**<br> **Core 1 Portfolio** | **DFA Global Sustainability**<br> **Fixed Income Portfolio** | **DFA Global Sustainability**<br> **Fixed Income Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $9173 | $22622 | &nbsp;&nbsp; $12220 | $25702 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (10460)<br>| (21829)<br>| &nbsp;&nbsp; (12777)<br>| (28022)<br>|
| Affiliated Investment Companies Shares Sold | 1 | (1)<br>| &nbsp;&nbsp; — | 1 |
| Futures | (238)<br>| 324 | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions | (74)<br>| (188)<br>| &nbsp;&nbsp; (1)<br>| 103 |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; 12793 | (8183)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (293)<br>| 197994 | &nbsp;&nbsp; 21449 | 86164 |
| Affiliated Investment Companies Shares | (1)<br>| 1 | &nbsp;&nbsp; — |  |
| Translation of Foreign Currency-Denominated Amounts | 63 | (45)<br>| &nbsp;&nbsp; 126 | 71 |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; (20997)<br>| 5092 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | (1829)<br>| 198878 | &nbsp;&nbsp; 12813 | 80928 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (13875)<br>| (27592)<br>| &nbsp;&nbsp; (13160)<br>| (38475)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 78741 | 185929 | &nbsp;&nbsp; 86500 | 152397 |
| Shares Issued in Lieu of Cash Distributions | 13469 | 26864 | &nbsp;&nbsp; 13116 | 38377 |
| Shares Redeemed | (93927)<br>| (172394)<br>| &nbsp;&nbsp; (116925)<br>| (303935)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (1717)<br>| 40399 | &nbsp;&nbsp; (17309)<br>| (113161)<br>|
| Total Increase (Decrease) in Net Assets | (17421)<br>| 211685 | &nbsp;&nbsp; (17656)<br>| (70708)<br>|
| **Net Assets** |  |  |  |  |
| Beginning of Period | 1091197 | 879512 | &nbsp;&nbsp; 707749 | 778457 |
| End of Period | $1073776 | $1091197 | &nbsp;&nbsp; $690093 | $707749 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 8218 | 19652 | &nbsp;&nbsp; 9135 | 16080 |
| Shares Issued in Lieu of Cash Distributions | 1392 | 2853 | &nbsp;&nbsp; 1391 | 4053 |
| Shares Redeemed  | (9829)<br>| (18582)<br>| &nbsp;&nbsp; (12383)<br>| (32168)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | (219)<br>| 3923 | &nbsp;&nbsp; (1857)<br>| (12035)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** | **U.S. Sustainability Core 1 Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $44.39 | &nbsp;&nbsp;&nbsp; $32.32 | &nbsp;&nbsp; $30.29 | &nbsp;&nbsp; $36.55 | &nbsp;&nbsp; $25.40 | &nbsp;&nbsp; $23.65 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.24 | &nbsp;&nbsp;&nbsp;&nbsp;0.49 | 0.45 | 0.41 | 0.37 | 0.34 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (1.83)<br>| &nbsp;&nbsp;&nbsp;&nbsp;12.06 | 2.02 | &nbsp;&nbsp; (5.85)<br>| 11.17 | 1.92 |
| Total from Investment Operations  | &nbsp;&nbsp; (1.59)<br>| &nbsp;&nbsp;&nbsp;&nbsp;12.55 | 2.47 | &nbsp;&nbsp; (5.44)<br>| 11.54 | 2.26 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp;&nbsp; (0.48)<br>| &nbsp;&nbsp; (0.44)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.30)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.44)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.21)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp;&nbsp; (0.48)<br>| &nbsp;&nbsp; (0.44)<br>| &nbsp;&nbsp; (0.82)<br>| &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.51)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $42.58 | &nbsp;&nbsp;&nbsp; $44.39 | &nbsp;&nbsp; $32.32 | &nbsp;&nbsp; $30.29 | &nbsp;&nbsp; $36.55 | &nbsp;&nbsp; $25.40 |
| Total Return  | &nbsp;&nbsp; (3.61<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 38.97<br> %<br>| 8.14<br> %<br>| &nbsp;&nbsp; (15.14<br> %)<br>| 45.64<br> %<br>| 9.73<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $7054332 | &nbsp;&nbsp;&nbsp; $7407601 | &nbsp;&nbsp; $5298295 | &nbsp;&nbsp; $4861577 | &nbsp;&nbsp; $5624655 | &nbsp;&nbsp; $3237305 |
| Ratio of Expenses to Average Net Assets  | 0.17<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.17<br> %<br>| 0.18<br> %<br>| 0.21<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor) <br>| 0.17<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.17<br> %<br>| 0.18<br> %<br>| 0.21<br> %<br>| 0.25<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 1.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.22<br> %<br>| 1.38<br> %<br>| 1.25<br> %<br>| 1.13<br> %<br>| 1.39<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 3<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 4<br> %<br>| &nbsp;&nbsp; 8<br> %<br>| &nbsp;&nbsp; 7<br> %<br>| &nbsp;&nbsp; 8<br> %<br>| &nbsp;&nbsp; 5<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** | **U.S.**<br> **Sustainability**<br> **Targeted Value**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Period**<br> **Jul 7,**<br> **2020Ʊ to**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $19.38 | &nbsp;&nbsp;&nbsp; $15.01 | &nbsp;&nbsp; $16.20 | &nbsp;&nbsp; $18.06 | &nbsp;&nbsp; $11.28 | &nbsp;&nbsp; $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.24 | 0.23 | 0.22 | 0.23 | 0.05 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (1.94)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.47 | &nbsp;&nbsp; (0.83)<br>| &nbsp;&nbsp; (1.12)<br>| 6.81 | 1.27 |
| Total from Investment Operations  | &nbsp;&nbsp; (1.80)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.71 | &nbsp;&nbsp; (0.60)<br>| &nbsp;&nbsp; (0.90)<br>| 7.04 | 1.32 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.23)<br>| &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.04)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (0.11)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.75)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.59)<br>| &nbsp;&nbsp; (0.96)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.04)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $17.46 | &nbsp;&nbsp;&nbsp; $19.38 | &nbsp;&nbsp; $15.01 | &nbsp;&nbsp; $16.20 | &nbsp;&nbsp; $18.06 | &nbsp;&nbsp; $11.28 |
| Total Return  | &nbsp;&nbsp; (9.33<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 31.53<br> %<br>| &nbsp;&nbsp; (3.89<br> %)<br>| &nbsp;&nbsp; (5.18<br> %)<br>| 62.79<br> %<br>| 13.19<br> %(B)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $421612 | &nbsp;&nbsp;&nbsp; $469052 | &nbsp;&nbsp; $334704 | &nbsp;&nbsp; $322482 | &nbsp;&nbsp; $285842 | &nbsp;&nbsp; $90512 |
| Ratio of Expenses to Average Net Assets  | 0.34<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.34<br> %<br>| 0.34<br> %<br>| 0.36<br> %<br>| 0.40<br> %<br>| 0.40<br> %(C)(D)<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor) <br>| 0.34<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.34<br> %<br>| 0.34<br> %<br>| 0.37<br> %<br>| 0.46<br> %<br>| 0.78<br> %(C)(D)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.42<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.32<br> %<br>| 1.41<br> %<br>| 1.33<br> %<br>| 1.39<br> %<br>| 1.35<br> %(C)(D)<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 9<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 16<br> %<br>| &nbsp;&nbsp; 26<br> %<br>| &nbsp;&nbsp; 29<br> %<br>| &nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 3<br> %(B)<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** | **International Sustainability Core 1 Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $12.90 | &nbsp;&nbsp;&nbsp; $10.59 | &nbsp;&nbsp; $9.60 | &nbsp;&nbsp; $13.43 | &nbsp;&nbsp; $10.09 | &nbsp;&nbsp; $10.55 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.30 | 0.31 | 0.29 | 0.20 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| 1.01 | &nbsp;&nbsp;&nbsp;&nbsp;2.33 | 0.95 | &nbsp;&nbsp; (3.80)<br>| 3.31 | &nbsp;&nbsp; (0.47)<br>|
| Total from Investment Operations  | 1.18 | &nbsp;&nbsp;&nbsp;&nbsp;2.66 | 1.25 | &nbsp;&nbsp; (3.49)<br>| 3.60 | &nbsp;&nbsp; (0.27)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.19)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.19)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $13.93 | &nbsp;&nbsp;&nbsp; $12.90 | &nbsp;&nbsp; $10.59 | &nbsp;&nbsp; $9.60 | &nbsp;&nbsp; $13.43 | &nbsp;&nbsp; $10.09 |
| Total Return  | 9.27<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 25.17<br> %<br>| 12.91<br> %<br>| &nbsp;&nbsp; (26.29<br> %)<br>| 35.82<br> %<br>| &nbsp;&nbsp; (2.58<br> %)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $3708983 | &nbsp;&nbsp;&nbsp; $3442087 | &nbsp;&nbsp; $2865337 | &nbsp;&nbsp; $2655705 | &nbsp;&nbsp; $3386249 | &nbsp;&nbsp; $2179432 |
| Ratio of Expenses to Average Net Assets  | 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.24<br> %<br>| 0.24<br> %<br>| 0.25<br> %<br>| 0.27<br> %<br>| 0.32<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor <br> and Fees Paid Indirectly) <br>| 0.23<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.24<br> %<br>| 0.24<br> %<br>| 0.25<br> %<br>| 0.27<br> %<br>| 0.33<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 2.70<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.60<br> %<br>| 2.64<br> %<br>| 2.70<br> %<br>| 2.28<br> %<br>| 1.97<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 7<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 7<br> %<br>| &nbsp;&nbsp; 4<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** | **Emerging**<br> **Markets**<br> **Sustainability Core 1**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.79 | &nbsp;&nbsp;&nbsp; $8.17 | &nbsp;&nbsp; $7.30 | &nbsp;&nbsp; $10.51 | &nbsp;&nbsp; $8.99 | &nbsp;&nbsp; $8.86 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.08 | &nbsp;&nbsp;&nbsp;&nbsp;0.21 | 0.22 | 0.23 | 0.20 | 0.17 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.67 | 0.85 | &nbsp;&nbsp; (3.05)<br>| 1.49 | 0.11 |
| Total from Investment Operations  | &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.88 | 1.07 | &nbsp;&nbsp; (2.82)<br>| 1.69 | 0.28 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.15)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.15)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.65 | &nbsp;&nbsp;&nbsp; $9.79 | &nbsp;&nbsp; $8.17 | &nbsp;&nbsp; $7.30 | &nbsp;&nbsp; $10.51 | &nbsp;&nbsp; $8.99 |
| Total Return  | &nbsp;&nbsp; (0.17<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 23.11<br> %<br>| 14.54<br> %<br>| &nbsp;&nbsp; (27.51<br> %)<br>| 18.83<br> %<br>| 3.27<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1073776 | &nbsp;&nbsp;&nbsp; $1091197 | &nbsp;&nbsp; $879512 | &nbsp;&nbsp; $796520 | &nbsp;&nbsp; $963873 | &nbsp;&nbsp; $663516 |
| Ratio of Expenses to Average Net Assets  | 0.43<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.44<br> %<br>| 0.44<br> %<br>| 0.46<br> %<br>| 0.49<br> %<br>| 0.60<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.43<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.44<br> %<br>| 0.44<br> %<br>| 0.46<br> %<br>| 0.49<br> %<br>| 0.61<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.72<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.26<br> %<br>| 2.58<br> %<br>| 2.45<br> %<br>| 1.87<br> %<br>| 1.97<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 5<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 5<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** | **DFA Global**<br> **Sustainability**<br> **Fixed Income**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.52 | &nbsp;&nbsp;&nbsp; $9.01 | &nbsp;&nbsp; $8.96 | &nbsp;&nbsp; $11.00 | &nbsp;&nbsp; $11.40 | &nbsp;&nbsp; $11.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.27 | 0.20 | 0.17 | 0.18 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.68 | 0.02 | &nbsp;&nbsp; (2.03)<br>| &nbsp;&nbsp; (0.37)<br>| 0.45 |
| Total from Investment Operations  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;1.01 | 0.29 | &nbsp;&nbsp; (1.83)<br>| &nbsp;&nbsp; (0.20)<br>| 0.63 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.50)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp; (0.21)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.01)<br>| &nbsp;&nbsp; (0.02)<br>| &nbsp;&nbsp; (0.02)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.50)<br>| &nbsp;&nbsp; (0.24)<br>| &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (0.23)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.52 | &nbsp;&nbsp;&nbsp; $9.52 | &nbsp;&nbsp; $9.01 | &nbsp;&nbsp; $8.96 | &nbsp;&nbsp; $11.00 | &nbsp;&nbsp; $11.40 |
| Total Return  | 1.85<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 11.29<br> %<br>| 3.19<br> %<br>| &nbsp;&nbsp; (16.88<br> %)<br>| &nbsp;&nbsp; (1.78<br> %)<br>| 5.83<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $690093 | &nbsp;&nbsp;&nbsp; $707749 | &nbsp;&nbsp; $778457 | &nbsp;&nbsp; $819220 | &nbsp;&nbsp; $891738 | &nbsp;&nbsp; $561436 |
| Ratio of Expenses to Average Net Assets  | 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.26<br> %<br>| 0.28<br> %<br>| 0.28<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor) <br>| 0.22<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.23<br> %<br>| 0.26<br> %<br>| 0.28<br> %<br>| 0.30<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.50<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.52<br> %<br>| 2.87<br> %<br>| 1.99<br> %<br>| 1.55<br> %<br>| 1.62<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 15<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 45<br> %<br>| &nbsp;&nbsp; 39<br> %<br>| &nbsp;&nbsp; 29<br> %<br>| &nbsp;&nbsp; 11<br> %<br>| &nbsp;&nbsp; 19<br> %<br>|

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company whose shares are offered without a sales charge, generally to institutional investors and clients of registered investment advisors. The Fund offers one hundred and two operational portfolios as of April 30, 2025, five of which, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, International Sustainability Core 1 Portfolio, Emerging Markets Sustainability Core 1 Portfolio, and DFA Global Sustainability Fixed Income Portfolio (the "Portfolios"), are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies and, accordingly, follow the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

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

Securities held by U.S. Sustainability Core 1 Portfolio and U.S. Sustainability Targeted Value Portfolio (the "Domestic Equity Portfolios") and International Sustainability Core 1 Portfolio and Emerging Markets Sustainability Core 1 Portfolio (the "International Equity Portfolios"), including OTC securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of

------

the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

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

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

------

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets or equally.

The International Equity Portfolios and DFA Global Sustainability Fixed Income Portfolio may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

Emerging Markets Sustainability Core 1 Portfolio is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios.

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For the six months ended April 30, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
| U.S. Sustainability Core 1 Portfolio | 0.14<br> %<br>|
| U.S. Sustainability Targeted Value Portfolio | 0.28<br> %<br>|
| International Sustainability Core 1 Portfolio | 0.20<br> %<br>|
| Emerging Markets Sustainability Core 1 Portfolio | 0.35<br> %<br>|
| DFA Global Sustainability Fixed Income Portfolio | 0.18<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, including management fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the Portfolios will remain in effect through February 28, 2026. The Fee Waiver Agreements may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2025, waived fees/assumed expenses during the six months ended April 30, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Sustainability Core 1 Portfolio (1) | 0.25<br> %<br>|  |  |
| U.S. Sustainability Targeted Value Portfolio (2) | 0.34<br> %<br>| $28 | $2 |
| International Sustainability Core 1 Portfolio (1) | 0.38<br> %<br>|  |  |
| Emerging Markets Sustainability Core 1 Portfolio (2) | 0.42<br> %<br>|  | 24 |
| DFA Global Sustainability Fixed Income Portfolio (2) | 0.25<br> %<br>|  |  |

---

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

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of <br> a class of each of the Portfolios listed above (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment <br> companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio listed above, on an <br> annualized basis, to the rates listed above as a percentage of a class of the respective Portfolio's average net assets (the "Expense Limitation <br> Amount").<br>|
| (2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of each of the Portfolios listed above (including the expenses that the Portfolio bears as a shareholder of other funds managed by the <br> Advisor, excluding money market funds and the Short Term Series, but excluding the expenses that the Portfolio incurs indirectly through its <br> investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each <br> Portfolio listed above to the rates listed above as a percentage of the average net assets of a class of the respective Portfolio on an annualized <br> basis (the "Expense Limitation Amount"). Prior to February 28, 2025, the Expense Limitation Amount in the Fee Waiver Agreement for Emerging <br> Markets Sustainability Core 1 Portfolio was 0.65% of the average net assets of a class of the Portfolio on an annualized basis.<br>|

---

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2025** | **10/31/2026** | **10/31/2027** | **4/30/2028** | **Total** |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; $— | $— | $— | $24 | $24 |

---

**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the six months ended April 30, 2025, expenses reduced were as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; $76 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of April 30, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $18 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 1 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 9 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 3 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 2 |

---

**E. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the equity portfolios) (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Sales**  | **Purchases**  | **Sales**  |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; $501602 | &nbsp;&nbsp; $238235 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 66405 | &nbsp;&nbsp; 43074 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 251798 | &nbsp;&nbsp; 262963 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Sales**  | **Purchases**  | **Sales**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerging Markets Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $58916 | &nbsp;&nbsp; $64345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DFA Global Sustainability Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; $18031 | &nbsp;&nbsp; 104556 | &nbsp;&nbsp; 91693 |

---

For the six months ended April 30, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Sustainability Core 1** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $63782 | $617105 | $542680 | $(5)<br>| $(12)<br>| $138190 | 11949 | $2491 |  |
| **Total** | **$63782** | **$617105** | **$542680** | **$(5)**<br>| **$(12)**<br>| **$138190** |  | **$2491** | **—** |
| **U.S. Sustainability Targeted Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $9719 | $54295 | $51917 |  | $(1)<br>| $12096 | 1046 | $256 |  |
| **Total** | **$9719** | **$54295** | **$51917** | **—** | **$(1)**<br>| **$12096** |  | **$256** | **—** |
| **International Sustainability Core** <br> **1 Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $108478 | $597344 | $486700 | $(4)<br>| $(12)<br>| $219106 | 18946 | $2716 |  |
| **Total** | **$108478** | **$597344** | **$486700** | **$(4)**<br>| **$(12)**<br>| **$219106** |  | **$2716** | **—** |
| **Emerging Markets Sustainability** <br> **Core 1 Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $17392 | $39019 | $45108 | $1 | $(1)<br>| $11301 | 977 |  |  |
| **Total** | **$17392** | **$39019** | **$45108** | **$1** | **$(1)**<br>| **$11301** |  | **—** | **—** |
| **DFA Global Sustainability Fixed** <br> **Income Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $4847 | $29523 | $22856 |  |  | $11514 | 996 | $144 |  |
| **Total** | **$4847** | **$29523** | **$22856** | **—** | **—** | **$11514** |  | **$144** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

------

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2024, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2023, and October 31, 2024, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Sustainability Core 1 Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $70236 | &nbsp;&nbsp; — | &nbsp;&nbsp; $70236 |
| 2024 | &nbsp;&nbsp; 78612 | &nbsp;&nbsp; — | &nbsp;&nbsp; 78612 |
| U.S. Sustainability Targeted Value Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 4557 | &nbsp;&nbsp; $7688 | &nbsp;&nbsp; 12245 |
| 2024 | &nbsp;&nbsp; 5210 | &nbsp;&nbsp; 2496 | &nbsp;&nbsp; 7706 |
| International Sustainability Core 1 Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 70779 | &nbsp;&nbsp; — | &nbsp;&nbsp; 70779 |
| 2024 | &nbsp;&nbsp; 92775 | &nbsp;&nbsp; — | &nbsp;&nbsp; 92775 |
| Emerging Markets Sustainability Core 1 Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 21062 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21062 |
| 2024 | &nbsp;&nbsp; 27592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27592 |
| DFA Global Sustainability Fixed Income Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 20613 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20613 |
| 2024 | &nbsp;&nbsp; 38475 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38475 |

---

As of October 31, 2024, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $(6741)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(6741)<br>|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; (346)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (346)<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; (3470)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (3470)<br>|
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; (1305)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (1305)<br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; (2277)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (2277)<br>|

---

------

As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(31141)<br>| &nbsp;&nbsp; $3520356 | &nbsp;&nbsp; $3489215 |
| U.S. Sustainability Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (5267)<br>| &nbsp;&nbsp; 89244 | &nbsp;&nbsp; 83977 |
| International Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; $26182 | &nbsp;&nbsp; — | &nbsp;&nbsp; (93563)<br>| &nbsp;&nbsp; 809028 | &nbsp;&nbsp; 741647 |
| Emerging Markets Sustainability Core 1 <br> Portfolio<br>| &nbsp;&nbsp; 9015 | &nbsp;&nbsp; — | &nbsp;&nbsp; (96296)<br>| &nbsp;&nbsp; 169445 | &nbsp;&nbsp; 82164 |
| DFA Global Sustainability Fixed Income <br> Portfolio<br>| &nbsp;&nbsp; 8916 | &nbsp;&nbsp; — | &nbsp;&nbsp; (95336)<br>| &nbsp;&nbsp; (42966)<br>| &nbsp;&nbsp; (129386)<br>|

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $31141 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 5267 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 93563 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 96296 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 95336 |

---

During the year ended October 31, 2024, the Portfolios did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $4176559 | &nbsp;&nbsp; $3206486 | &nbsp;&nbsp; $(198102)<br>| &nbsp;&nbsp; $3008384 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 410163 | &nbsp;&nbsp; 72448 | &nbsp;&nbsp; (48725)<br>| &nbsp;&nbsp; 23723 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2842128 | &nbsp;&nbsp; 1230470 | &nbsp;&nbsp; (164145)<br>| &nbsp;&nbsp; 1066325 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 910472 | &nbsp;&nbsp; 303936 | &nbsp;&nbsp; (108179)<br>| &nbsp;&nbsp; 195757 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 724304 | &nbsp;&nbsp; 11912 | &nbsp;&nbsp; (58414)<br>| &nbsp;&nbsp; (46502)<br>|

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained,

------

assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in any of the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. Each Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

2. Forward Currency Contracts: The DFA Global Sustainability Fixed Income Portfolio hedges its foreign currency exposure to attempt to protect against uncertainty in the level of future foreign currency exchange rates. The DFA Global Sustainability Fixed Income Portfolio may enter into forward foreign currency contracts to hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another currency. The DFA Global Sustainability Fixed Income Portfolio also may enter into a forward contract to buy or sell the amount of foreign currency approximating the value of some or all of the portfolio securities quoted or denominated in such foreign currency. The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statement of Operation as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statement of Operation as a net realized gain or loss on forward currency contracts.

3. Futures Contracts: Each Portfolio may purchase or sell futures contracts and options on futures contracts for securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolios. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements.

The U.S. Social Core Equity 2 Portfolio, Global Social Core Equity Portfolio and the International Equity Portfolios entering into stock index futures are subject to equity price risk from those futures contracts.

------

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Futures\*\*** |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; $—<br>| &nbsp;&nbsp; $247 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 520055<br>| &nbsp;&nbsp; — |

---

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

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of April 30, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; $255<br>| &nbsp;&nbsp; $255<br>|

---

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

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; $(14407)<br>| &nbsp;&nbsp; $(14407)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>\*,(2)</sup> <br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $(1110)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(1110)<br>|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; (115)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (115)<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; (28)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (28)<br>|
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; (238)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (238)<br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 12793 | &nbsp;&nbsp; $12793 | &nbsp;&nbsp; — |

---

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

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; $(20997)<br>| &nbsp;&nbsp; $(20997)<br>|

---

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

------

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

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts. 

(2) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

\* As of April 30, 2025, there were no futures contracts outstanding. During the six months ended April 30, 2025, the Portfolios had limited activity in futures contracts. 

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Portfolio entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between a Portfolio and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, a Portfolio does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents each Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of April 30, 2025 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(b)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br> **(c)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br> **(d)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br> **(e)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Global Sustainability Fixed Income Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| State Street Bank and <br> Trust<br>| $46 | $46 | $(46)<br>|  |  |  | $2335 | $2335 | $(46)<br>|  |  | $2289 |
| Citibank, N.A. | 38 | 38 | (38)<br>|  |  |  | 5485 | 5485 | (38)<br>|  |  | 5447 |
| Royal Bank of Canada |  |  |  |  |  |  | 243 | 243 |  |  |  | 243 |
| UBS AG |  |  |  |  |  |  | 95 | 95 |  |  |  | 95 |
| Bank of America Corp. | 117 | 117 | (117)<br>|  |  |  | 276 | 276 | (117)<br>|  |  | 159 |
| Australia and New <br> Zealand Bank<br>| 37 | 37 | (37)<br>|  |  |  | 2456 | 2456 | (37)<br>|  |  | 2419 |
| Bank of New York <br> Mellon<br>|  |  |  |  |  |  | 3132 | 3132 |  |  |  | 3132 |
| HSBC Bank | 9 | 9 | (9)<br>|  |  |  | 363 | 363 | (9)<br>|  |  | 354 |
| Societe Generale | 8 | 8 | (8)<br>|  |  |  | 22 | 22 | (8)<br>|  |  | 14 |
| Total | $255 | $255 | $(255)<br>|  |  |  | $14407 | $14407 | $(255)<br>|  |  | $14152 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) No
 amounts have been netted against the gross amounts recognized in the Statements of Assets and Liabilities.

------

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

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents
 the net amount due to counterparties in the event of default.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the six months ended April 30, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| U.S. Sustainability <br> Targeted Value Portfolio<br>| 5.33<br> %<br>| &nbsp;&nbsp; $839 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; $839 | &nbsp;&nbsp; — |
| International Sustainability <br> Core 1 Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 1022 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1022 | &nbsp;&nbsp; — |
| Emerging Markets <br> Sustainability Core 1 <br> Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 1676 | &nbsp;&nbsp; 18 | &nbsp;&nbsp; $4 | &nbsp;&nbsp; 4586 | &nbsp;&nbsp; — |

---

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

\* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

------

For the six months ended April 30, 2025, activity by the Portfolio under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or**<br> **Lender**<br>| **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average Loan**<br> **Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense/**<br> **Income**<br>| **Maximum Amount**<br> **Borrowed/Loaned**<br> **During the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| U.S. Sustainability <br> Core 1 <br> Portfolio<br>| &nbsp;&nbsp; Borrower | 4.71<br> %<br>| &nbsp;&nbsp; $20788 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $3 | &nbsp;&nbsp; $20788 | &nbsp;&nbsp; — |

---

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

\* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2025 that the Portfolio utilized the interfund lending program. 

**I. Affiliated Trades:**

Cross trades for the six months ended April 30, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the six months ended April 30, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $29323 | &nbsp;&nbsp; $59164 | &nbsp;&nbsp; $(6674)<br>|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 12866 | &nbsp;&nbsp; 8504 | &nbsp;&nbsp; 1288 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 19601 | &nbsp;&nbsp; 35211 | &nbsp;&nbsp; 835 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 66 | &nbsp;&nbsp; 75 | &nbsp;&nbsp; (60)<br>|

---

**J. Securities Lending:** 

As of April 30, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; $31862 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 32196 |

---

The Portfolios invest the cash collateral, as described below, and record a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolios' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next

------

business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. In-Kind Redemptions:**

During the six months ended April 30, 2025, the Portfolios listed below realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Sustainability Core 1 Portfolio  | &nbsp;&nbsp; $234247 |
| U.S. Sustainability Targeted Value Portfolio  | &nbsp;&nbsp; 14324 |

---

**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i)engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

------

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

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 77<br> %<br>|
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 95<br> %<br>|
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 73<br> %<br>|
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 82<br> %<br>|
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 91<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in a Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

------

During the six months ended ended April 30, 2025, the Portfolios' activity in the program was as follows (amounts in thousands, except shares):

---

| | | | |
|:---|:---|:---|:---|
|  | **Value of Cash** <br> **and Value of** <br> **Securities** <br> **Sold**<br>| **Shares Sold** | **Service Fees** |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp; $130093 | &nbsp;&nbsp; 2944086 | &nbsp;&nbsp; $163 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp; 11862 | &nbsp;&nbsp; 642928 | &nbsp;&nbsp; 15 |

---

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements for each portfolio (collectively, the "Funds") and, if applicable, a Fund's sub-advisory agreements. For certain Funds, Dimensional Fund Advisors Ltd. and DFA Australia Limited serve as sub-advisors. (The investment management agreements and the sub-advisory agreements are referred to as the "Management Agreements," and the Advisor and sub-advisors are referred to as the "Advisor.")

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's global investment advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

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

------

DFA-043025-006S

------

Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

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

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

**Dimensional VA International Value Portfolio**

**Dimensional VA International Small Portfolio**

**Dimensional VA Short-Term Fixed Portfolio**

**Dimensional VA Global Bond Portfolio**

**Dimensional VIT Inflation-Protected Securities Portfolio**

**Dimensional VA Global Moderate Allocation Portfolio**

**Dimensional VA Equity Allocation Portfolio**

------

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

------

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_FC-FrontCoverImage-757_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_FC-FrontCoverImage-757_1)**<br> **[Companies](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_FC-FrontCoverImage-757_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_1) |  |
| [Dimensional VA U.S. Targeted Value Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_1) | 2 |
| [Dimensional VA U.S. Large Value Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_23) | 24 |
| [Dimensional VA International Value Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_30) | 31 |
| [Dimensional VA International Small Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_40) | 41 |
| [Dimensional VA Short-Term Fixed Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_93) | 94 |
| [Dimensional VA Global Bond Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_97) | 98 |
| [Dimensional VIT Inflation-Protected Securities Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_105) | 106 |
| [Dimensional VA Global Moderate Allocation Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_106) | 107 |
| [Dimensional VA Equity Allocation Portfolio](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOI-TOC-ScheduleofInvestments-757_107) | 108 |
| [Statements of Assets and Liabilities](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_FS-StatementofAssetsandLiabilities_1) | 109 |
| [Statements of Operations](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOP-StatementofOperations_1) | 112 |
| [Statements of Changes in Net Assets](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_SOC-StatementofChanges_1) | 115 |
| [Financial Highlights](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_FIHI_L-TOC-FinancialHighlights_L-752_1) | 119 |
| [Notes to Financial Statements](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_NTF-NotestoFinancialStatements-757_1) | 128 |
| **[Item 8 –](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_1)**<br>| 147 |
| **[Item 9 –](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_2)** | 148 |
| **[Item 10 –](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_3)**<br>| 149 |
| **[Item 11 –](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_af393b05-2672-4737-aa1e-b76f7c307e91_DISCLOSE-ChangesandDisagreements_4)** | 150 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| CPI | Consumer Price Index |
| FRN | Floating Rate Note |
| SOFR | Secured Overnight Financing Rate  |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollars |
| SEK | Swedish Krona |
| SGD | Singapore Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of April 30, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| (r) | The adjustable rate shown is effective as of April 30, 2025. |
| ^ | Denominated in USD, unless otherwise noted. |
| ∞ | Rates reflect the effective yields at purchase date. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

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

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |

---

------

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

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |
| COMMUNICATION SERVICES — (4.1%) | COMMUNICATION SERVICES — (4.1%) | COMMUNICATION SERVICES — (4.1%) | COMMUNICATION SERVICES — (4.1%) |
| \* | Advantage Solutions, <br> Inc.<br>| 102823 | $137783 |
| \* | AMC Networks, Inc., <br> Class A<br>| 16241 | 103942 |
| \* | Angi, Inc. | 20230 | 231836 |
|  | ATN International, <br> Inc.<br>| 7699 | 136195 |
| \* | Bandwidth, Inc., <br> Class A<br>| 10048 | 124796 |
| \* | Boston Omaha Corp., <br> Class A<br>| 13414 | 208319 |
| \* | Bumble, Inc., Class A | 35209 | 148582 |
| \* | BuzzFeed, Inc. | 8809 | 17178 |
|  | Cable One, Inc. | 2010 | 537213 |
| \* | Cardlytics, Inc. | 15304 | 22038 |
| \* | Cars.com, Inc. | 26413 | 307447 |
| \* | DHI Group, Inc. | 22706 | 32015 |
| \* | EchoStar Corp., <br> Class A<br>| 1741 | 39138 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 31641 | 57903 |
| \* | Eventbrite, Inc., <br> Class A<br>| 5139 | 10895 |
| \* | EW Scripps Co., <br> Class A<br>| 33487 | 67309 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 68161 | 2470836 |
| \* | Gaia, Inc. | 2866 | 15018 |
| \* | Gambling.com Group <br> Ltd.<br>| 6316 | 81287 |
| \* | Gannett Co., Inc. | 53130 | 170016 |
|  | Gray Media, Inc. | 40200 | 134670 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 53518 | 378372 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 71191 | 1788318 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 12772 | 557370 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 5333 | 474904 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 32380 | 2926828 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 48782 | $534163 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 45802 | 519395 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 18962 | 102774 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 69155 | 380352 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 805 | 56334 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 1864 | 133295 |
| \* | Lions Gate <br> Entertainment Corp. <br> (LGF/B US), <br> Class B<br>| 13009 | 103812 |
| \* | Magnite, Inc. | 50992 | 606295 |
| \* | Marchex, Inc., <br> Class B<br>| 494 | 726 |
|  | Marcus Corp. | 13447 | 219321 |
|  | National CineMedia, <br> Inc.<br>| 31846 | 182478 |
|  | Nexstar Media Group, <br> Inc.<br>| 11420 | 1709117 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 10416 | 15312 |
| \* | Outbrain, Inc. | 8572 | 30345 |
| # | Paramount Global <br> (PARA US), <br> Class B<br>| 85904 | 1008513 |
| # | Paramount Global <br> (PARAA US), <br> Class A<br>| 1850 | 41921 |
| \* | Playstudios, Inc. | 12335 | 15665 |
| \* | PubMatic, Inc., <br> Class A<br>| 11274 | 110147 |
| \* | Reservoir Media, Inc. | 1588 | 11910 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 2918 | 33119 |
|  | Scholastic Corp. | 15350 | 276760 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 22072 | $245882 |
|  | Shutterstock, Inc. | 5023 | 80167 |
|  | Sinclair, Inc. | 8983 | 129355 |
| # | Sirius XM Holdings, <br> Inc.<br>| 38781 | 830689 |
| \* | SPAR Group, Inc. | 4912 | 5256 |
| \* | Sphere Entertainment <br> Co.<br>| 11754 | 320296 |
|  | Spok Holdings, Inc. | 6453 | 92536 |
| \* | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 13410 | 723067 |
| \* | TechTarget, Inc. | 621 | 4949 |
|  | TEGNA, Inc. | 63695 | 1033770 |
|  | Telephone & Data <br> Systems, Inc.<br>| 43900 | 1645811 |
| \* | Thryv Holdings, Inc. | 1758 | 24085 |
| \* | TripAdvisor, Inc. | 22841 | 284370 |
| \* | TrueCar, Inc. | 39501 | 58856 |
| \* | U.S. Cellular Corp. | 22033 | 1512786 |
| \* | Urban One, Inc. <br> (UONE US)<br>| 2835 | 4253 |
| \* | Urban One, Inc. <br> (UONEK US)<br>| 7214 | 3694 |
| \* | Vimeo, Inc. | 37548 | 189242 |
| \* | Vivid Seats, Inc., <br> Class A<br>| 3276 | 9206 |
| \* | WideOpenWest, Inc. | 20225 | 88586 |
| \* | Yelp, Inc. | 9831 | 344871 |
| \* | Ziff Davis, Inc. | 16182 | 477854 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 73373 | 628073 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 26009616 |
| CONSUMER DISCRETIONARY — (13.5%) | CONSUMER DISCRETIONARY — (13.5%) | CONSUMER DISCRETIONARY — (13.5%) | CONSUMER DISCRETIONARY — (13.5%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 15632 | 86445 |
| \* | 1stdibs.com, Inc. | 9776 | 24147 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 2002 | 138979 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 27579 | 1039177 |
| \* | Adient PLC | 32435 | 410303 |
|  | ADT, Inc. | 163559 | 1311743 |
| \* | Adtalem Global <br> Education, Inc.<br>| 19871 | 2110300 |
|  | Advance Auto Parts, <br> Inc.<br>| 14758 | 482882 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 11160 | 271858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 58417 | $223153 |
|  | American Eagle <br> Outfitters, Inc.<br>| 72825 | 766847 |
| \* | American Outdoor <br> Brands, Inc.<br>| 6121 | 68708 |
| \* | American Public <br> Education, Inc.<br>| 8469 | 199022 |
| \* | America's Car-Mart, <br> Inc.<br>| 3267 | 154921 |
| #\* | AMMO, Inc. | 8130 | 16016 |
|  | Aramark | 23088 | 771832 |
|  | Ark Restaurants <br> Corp.<br>| 411 | 3806 |
|  | Arko Corp. | 17934 | 72184 |
| #\* | Asbury Automotive <br> Group, Inc.<br>| 6967 | 1519781 |
| \* | Aterian, Inc. | 421 | 829 |
|  | Autoliv, Inc. | 5997 | 559100 |
| #\* | AutoNation, Inc. | 14593 | 2541371 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 5100 | 90015 |
| \* | Beazer Homes USA, <br> Inc.<br>| 13445 | 262984 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 800 | 186328 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 30 | 34410 |
| \* | BJ's Restaurants, Inc. | 10427 | 347115 |
| #\* | Boot Barn Holdings, <br> Inc.<br>| 5235 | 546220 |
|  | BorgWarner, Inc. | 84918 | 2409973 |
|  | Brunswick Corp. | 20293 | 934493 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 193 | 6809 |
| \* | Caesars <br> Entertainment, Inc.<br>| 34099 | 922719 |
|  | Caleres, Inc. | 13403 | 204262 |
| \* | Capri Holdings Ltd. | 31902 | 479806 |
|  | Carriage Services, <br> Inc.<br>| 4197 | 167712 |
|  | Carter's, Inc. | 8631 | 285255 |
|  | Cato Corp., Class A | 9508 | 22439 |
| \* | Century Casinos, Inc. | 4358 | 5709 |
|  | Century Communities, <br> Inc.<br>| 13543 | 738635 |
| \* | Chegg, Inc. | 34010 | 24732 |
| \* | Citi Trends, Inc. | 3912 | 87355 |
|  | Clarus Corp. | 12720 | 41849 |
|  | Columbia Sportswear <br> Co.<br>| 11329 | 704324 |
| \* | ContextLogic, Inc., <br> Class A<br>| 7140 | 50980 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 4792 | $70299 |
|  | Cracker Barrel Old <br> Country Store, Inc.<br>| 4445 | 189802 |
| \* | Crocs, Inc. | 2549 | 245775 |
|  | Crown Crafts, Inc. | 1600 | 4784 |
| \* | Culp, Inc. | 4293 | 16313 |
|  | Dana, Inc. | 57009 | 783304 |
| # | Designer Brands, Inc., <br> Class A<br>| 19219 | 53621 |
| \* | Destination XL Group, <br> Inc.<br>| 24758 | 24501 |
| # | Dillard's, Inc., Class A | 2213 | 767159 |
| \* | Dorman Products, <br> Inc.<br>| 6686 | 757524 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 6463 | 146452 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 12388 | 21555 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 18381 | 171862 |
|  | Escalade, Inc. | 3057 | 46405 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 12381 | 351992 |
| \* | Figs, Inc., Class A | 20076 | 80906 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 19583 | 345836 |
| \* | Five Below, Inc. | 3447 | 261593 |
|  | Flexsteel Industries, <br> Inc.<br>| 1708 | 57030 |
| \* | Foot Locker, Inc. | 37366 | 458481 |
| \* | Fossil Group, Inc. | 1522 | 1537 |
| \* | Fox Factory Holding <br> Corp.<br>| 1946 | 39523 |
| \* | Full House Resorts, <br> Inc.<br>| 6123 | 19777 |
| \* | Funko, Inc., Class A | 16160 | 64802 |
|  | Gap, Inc. | 116431 | 2549839 |
| \* | Genesco, Inc. | 6619 | 128409 |
| \* | Gentherm, Inc. | 8895 | 231359 |
| \* | G-III Apparel Group <br> Ltd.<br>| 20294 | 511815 |
|  | Golden Entertainment, <br> Inc.<br>| 10039 | 258002 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 110906 | 1206657 |
| \* | GoPro, Inc., Class A | 54312 | 31284 |
|  | Graham Holdings Co., <br> Class B<br>| 1508 | 1387435 |
| \* | Green Brick Partners, <br> Inc.<br>| 11839 | 698383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Group 1 Automotive, <br> Inc.<br>| 4600 | $1856698 |
| \* | GrowGeneration <br> Corp.<br>| 22304 | 26096 |
|  | Guess?, Inc. | 19177 | 215741 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 2800 | 55440 |
|  | Harley-Davidson, Inc. | 46753 | 1048202 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 7037 | 127792 |
| \* | Helen of Troy Ltd. | 8103 | 225750 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 21736 | 730982 |
| \* | Holley, Inc. | 22047 | 47401 |
|  | Hooker Furnishings <br> Corp.<br>| 6091 | 58474 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 1025 | 99220 |
|  | International Game <br> Technology PLC<br>| 2090 | 34276 |
| \* | iRobot Corp. | 1528 | 3744 |
|  | J Jill, Inc. | 900 | 13698 |
|  | JAKKS Pacific, Inc. | 4636 | 89428 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 4868 | 111136 |
|  | KB Home | 25961 | 1402673 |
| # | Kohl's Corp. | 40192 | 269286 |
|  | Krispy Kreme, Inc. | 41045 | 168285 |
|  | Lakeland Industries, <br> Inc.<br>| 3668 | 59898 |
| \* | Lands' End, Inc. | 11127 | 98808 |
| \* | Landsea Homes <br> Corp.<br>| 11126 | 67869 |
| \* | Latham Group, Inc. | 22247 | 121580 |
| \* | Laureate Education, <br> Inc.<br>| 43102 | 865057 |
|  | La-Z-Boy, Inc. | 19420 | 767090 |
|  | LCI Industries | 8436 | 650247 |
|  | Lear Corp. | 19493 | 1671525 |
| \* | Legacy Housing <br> Corp.<br>| 8026 | 195232 |
|  | Leggett & Platt, Inc. | 21086 | 202847 |
| \* | LGI Homes, Inc. | 9377 | 512078 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 23358 | 716156 |
|  | Lifetime Brands, Inc. | 10226 | 37223 |
| \* | Lincoln Educational <br> Services Corp.<br>| 9403 | 158911 |
|  | Lithia Motors, Inc. | 9521 | 2787368 |
|  | LKQ Corp. | 43588 | 1665497 |
| \* | Lovesac Co. | 6021 | 117108 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | M/I Homes, Inc. | 5985 | $638480 |
|  | Macy's, Inc. | 110139 | 1257787 |
| #\* | Malibu Boats, Inc., <br> Class A<br>| 8085 | 230908 |
|  | Marine Products <br> Corp.<br>| 5374 | 45142 |
| \* | MarineMax, Inc. | 10455 | 224364 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 12643 | 692963 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 4740 | 77926 |
| \* | Mattel, Inc. | 84261 | 1338907 |
|  | Meritage Homes <br> Corp.<br>| 19382 | 1320689 |
| \* | MGM Resorts <br> International<br>| 4159 | 130842 |
| \* | Mister Car Wash, Inc. | 29044 | 199242 |
| #\* | Mobileye Global, Inc., <br> Class A<br>| 28564 | 416463 |
| \* | Mohawk Industries, <br> Inc.<br>| 23030 | 2449241 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 777 | 60754 |
|  | Monro, Inc. | 12368 | 172410 |
| #\* | Motorcar Parts of <br> America, Inc.<br>| 9753 | 86899 |
|  | Movado Group, Inc. | 8389 | 116523 |
| #\* | National Vision <br> Holdings, Inc.<br>| 28332 | 349900 |
|  | Newell Brands, Inc. | 164352 | 785603 |
| \* | ODP Corp. | 15998 | 218853 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 5322 | 79883 |
|  | Oxford Industries, Inc. | 5981 | 290677 |
|  | Patrick Industries, <br> Inc.<br>| 14593 | 1123369 |
| \* | Penn Entertainment, <br> Inc.<br>| 32008 | 487162 |
| # | Penske Automotive <br> Group, Inc.<br>| 11735 | 1826787 |
|  | Perdoceo Education <br> Corp.<br>| 35199 | 884199 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 56204 | 165802 |
| \* | PetMed Express, Inc. | 5743 | 19411 |
|  | Phinia, Inc. | 17167 | 689255 |
| \* | Playa Hotels & <br> Resorts NV<br>| 23680 | 317786 |
|  | Polaris, Inc. | 10438 | 354474 |
| #\* | Portillo's, Inc., <br> Class A<br>| 14269 | 147541 |
| # | PVH Corp. | 23653 | 1631584 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 2105 | 83526 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Rocky Brands, Inc. | 3792 | $81111 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 40019 | 325755 |
| # | Shoe Carnival, Inc. | 14057 | 244311 |
|  | Signet Jewelers Ltd. | 17468 | 1035852 |
| \* | Skechers USA, Inc., <br> Class A<br>| 1284 | 61658 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 23502 | 223974 |
| #\* | Solid Power, Inc. | 14592 | 15905 |
| \* | Solo Brands, Inc., <br> Class A<br>| 1987 | 66 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 11403 | 692390 |
| \* | Sonos, Inc. | 5230 | 48168 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 19768 | 33013 |
|  | Standard Motor <br> Products, Inc.<br>| 10327 | 279862 |
|  | Steven Madden Ltd. | 17351 | 364371 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 2320 | 7586 |
| \* | Stoneridge, Inc. | 10877 | 41985 |
|  | Strategic Education, <br> Inc.<br>| 9712 | 792305 |
| \* | Strattec Security <br> Corp.<br>| 2014 | 67106 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 3323 | 135113 |
|  | Superior Group of <br> Cos., Inc.<br>| 6372 | 66141 |
| \* | Target Hospitality <br> Corp.<br>| 4544 | 30899 |
| \* | Taylor Morrison Home <br> Corp.<br>| 48138 | 2760714 |
| # | Thor Industries, Inc. | 19763 | 1431236 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 17417 | 98754 |
| #\* | Tilly's, Inc., Class A | 10706 | 16380 |
|  | Toll Brothers, Inc. | 21246 | 2143084 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 66954 | 442566 |
| \* | Traeger, Inc. | 13972 | 20399 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 43325 | 1332244 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 74642 | 406052 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 69844 | 399508 |
| \* | Unifi, Inc. | 9361 | 47647 |
| \* | Universal Electronics, <br> Inc.<br>| 7047 | 34178 |
| # | Upbound Group, Inc. | 15986 | 318121 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Urban Outfitters, Inc. | 18519 | $977433 |
| \* | Vera Bradley, Inc. | 15150 | 29543 |
| \* | Victoria's Secret & <br> Co.<br>| 1978 | 37186 |
| \* | Visteon Corp. | 6895 | 546015 |
|  | Weyco Group, Inc. | 4829 | 144387 |
| # | Whirlpool Corp. | 9116 | 695368 |
|  | Winnebago Industries, <br> Inc.<br>| 13411 | 426738 |
| \* | Zumiez, Inc. | 9329 | 109149 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 86469985 |
| CONSUMER STAPLES — (6.5%) | CONSUMER STAPLES — (6.5%) | CONSUMER STAPLES — (6.5%) | CONSUMER STAPLES — (6.5%) |
|  | Alico, Inc. | 4231 | 120753 |
|  | Andersons, Inc. | 17271 | 651289 |
|  | B&G Foods, Inc. | 30488 | 210062 |
| \* | BellRing Brands, Inc. | 11876 | 916115 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 1966 | 483243 |
|  | Bunge Global SA | 33840 | 2663885 |
|  | Calavo Growers, Inc. | 4647 | 128350 |
|  | Cal-Maine Foods, Inc. | 16192 | 1511847 |
|  | Campbell's Co. | 42728 | 1557863 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 4869 | 163404 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 20397 | 603139 |
|  | Conagra Brands, Inc. | 40549 | 1001966 |
| #\* | Coty, Inc., Class A | 142000 | 717100 |
| \* | Darling Ingredients, <br> Inc.<br>| 51820 | 1668086 |
|  | Dole PLC | 27165 | 412636 |
|  | Edgewell Personal <br> Care Co.<br>| 19405 | 592823 |
| \* | Farmer Bros Co. | 6541 | 12232 |
|  | Flowers Foods, Inc. | 18465 | 324799 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 23841 | 810832 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 30997 | 520440 |
| \* | Hain Celestial Group, <br> Inc.<br>| 33640 | 102266 |
| \* | HF Foods Group, Inc. | 2946 | 11048 |
|  | Ingles Markets, Inc., <br> Class A<br>| 7277 | 448918 |
|  | Ingredion, Inc. | 21847 | 2901719 |
|  | J&J Snack Foods <br> Corp.<br>| 1841 | 238575 |
|  | J.M. Smucker Co. | 20876 | 2427253 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 1661 | 110074 |
|  | Limoneira Co. | 4672 | 70220 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | MGP Ingredients, Inc. | 5815 | $171368 |
| \* | Mission Produce, Inc. | 21203 | 222101 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 67833 | 3902432 |
| \* | Natural Alternatives <br> International, Inc.<br>| 1808 | 5424 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 8045 | 403537 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 7774 | 95776 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 13799 | 87348 |
|  | Oil-Dri Corp. of <br> America<br>| 4764 | 200517 |
| \* | Olaplex Holdings, Inc. | 6036 | 7907 |
| \* | Performance Food <br> Group Co.<br>| 26632 | 2148137 |
| # | Pilgrim's Pride Corp. | 30914 | 1687286 |
| \* | Post Holdings, Inc. | 20135 | 2278678 |
|  | PriceSmart, Inc. | 11316 | 1148461 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 20966 | 482218 |
|  | Seaboard Corp. | 305 | 788724 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 2914 | 261357 |
| \* | Simply Good Foods <br> Co.<br>| 34909 | 1260564 |
|  | SpartanNash Co. | 17893 | 354997 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 12065 | 761302 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 4843 | 154976 |
| \* | TreeHouse Foods, <br> Inc.<br>| 22996 | 535577 |
| \* | United Natural Foods, <br> Inc.<br>| 24213 | 646729 |
|  | Universal Corp. | 12343 | 719227 |
| \* | USANA Health <br> Sciences, Inc.<br>| 6782 | 190506 |
|  | Utz Brands, Inc. | 9032 | 120035 |
|  | Village Super Market, <br> Inc., Class A<br>| 5738 | 211445 |
|  | Walgreens Boots <br> Alliance, Inc.<br>| 11917 | 130729 |
|  | Weis Markets, Inc. | 12183 | 1047616 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 206 | 1250 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 41407161 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (8.3%) | ENERGY — (8.3%) | ENERGY — (8.3%) | ENERGY — (8.3%) |
| \* | Amplify Energy Corp. | 18572 | $48287 |
| \* | Antero Resources <br> Corp.<br>| 70545 | 2457082 |
| # | APA Corp. | 96918 | 1506106 |
|  | Archrock, Inc. | 39338 | 925623 |
|  | Ardmore Shipping <br> Corp.<br>| 20003 | 190829 |
|  | Aris Water Solutions, <br> Inc., Class A<br>| 1133 | 28280 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 25262 | 341795 |
|  | Berry Corp. | 36589 | 90741 |
| \* | Bristow Group, Inc. | 11552 | 335470 |
|  | Cactus, Inc., Class A | 9310 | 353221 |
|  | California Resources <br> Corp.<br>| 24603 | 849050 |
|  | ChampionX Corp. | 15163 | 365883 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 10711 | 966454 |
|  | Civitas Resources, <br> Inc.<br>| 32681 | 890557 |
| \* | Clean Energy Fuels <br> Corp.<br>| 99591 | 144407 |
| \* | CNX Resources <br> Corp.<br>| 70977 | 2088853 |
| #\* | Comstock Resources, <br> Inc.<br>| 87566 | 1599831 |
|  | Core Laboratories, <br> Inc.<br>| 9625 | 109436 |
|  | Core Natural <br> Resources, Inc.<br>| 20691 | 1494097 |
|  | Crescent Energy Co., <br> Class A<br>| 67409 | 558146 |
|  | CVR Energy, Inc. | 23771 | 448321 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 25404 | 330760 |
|  | DHT Holdings, Inc. | 77872 | 832452 |
| \* | DMC Global, Inc. | 9940 | 64511 |
|  | Dorian LPG Ltd. | 19585 | 419511 |
| \* | DT Midstream, Inc. | 19902 | 1934474 |
|  | Energy Services of <br> America Corp.<br>| 2897 | 24769 |
|  | Epsilon Energy Ltd. | 6821 | 47952 |
|  | Evolution Petroleum <br> Corp.<br>| 11610 | 48646 |
| \* | Expro Group Holdings <br> NV<br>| 35866 | 296612 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 4078 | 59743 |
|  | FutureFuel Corp. | 22698 | 93289 |
| \* | Geospace <br> Technologies Corp.<br>| 4922 | 31698 |
| #\* | Gevo, Inc. | 37657 | 41423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Granite Ridge <br> Resources, Inc.<br>| 35246 | $169533 |
| \* | Green Plains, Inc. | 14161 | 50696 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 8360 | 59774 |
| \* | Gulfport Energy Corp. | 2196 | 378810 |
| \* | Hallador Energy Co. | 16152 | 227178 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 74063 | 451044 |
|  | Helmerich & Payne, <br> Inc.<br>| 39845 | 752672 |
|  | HF Sinclair Corp. | 67266 | 2022689 |
| \* | Innovex International, <br> Inc.<br>| 12251 | 184990 |
|  | International Seaways, <br> Inc.<br>| 19284 | 654885 |
|  | Kodiak Gas Services, <br> Inc.<br>| 16930 | 575789 |
| \* | Kosmos Energy Ltd. | 127185 | 195865 |
|  | Liberty Energy, Inc. | 63928 | 735172 |
| # | Magnolia Oil & Gas <br> Corp., Class A<br>| 46926 | 963391 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 9096 | 23013 |
|  | Matador Resources <br> Co.<br>| 43786 | 1731298 |
|  | Murphy Oil Corp. | 61922 | 1271259 |
| \* | Nabors Industries Ltd. | 3363 | 90263 |
|  | NACCO Industries, <br> Inc., Class A<br>| 3182 | 111052 |
| \* | National Energy <br> Services Reunited <br> Corp.<br>| 10697 | 66642 |
| \* | Natural Gas Services <br> Group, Inc.<br>| 5881 | 105682 |
|  | Noble Corp. PLC | 18763 | 407908 |
|  | Nordic American <br> Tankers Ltd.<br>| 89134 | 228183 |
| # | Northern Oil & Gas, <br> Inc.<br>| 34329 | 834195 |
|  | NOV, Inc. | 137225 | 1593182 |
| \* | NPK International, <br> Inc.<br>| 42501 | 245656 |
| \* | Oceaneering <br> International, Inc.<br>| 15297 | 271522 |
| \* | Oil States <br> International, Inc.<br>| 23301 | 81786 |
|  | Ovintiv, Inc. | 74702 | 2508493 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 12866 | 184241 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 134519 | 758687 |
|  | PBF Energy, Inc., <br> Class A<br>| 47516 | 816325 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Peabody Energy <br> Corp.<br>| 52289 | $645246 |
|  | Permian Resources <br> Corp.<br>| 232088 | 2738638 |
|  | PHX Minerals, Inc. | 15007 | 57477 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 646 | 109736 |
| \* | ProPetro Holding <br> Corp.<br>| 47514 | 236620 |
|  | Range Resources <br> Corp.<br>| 30286 | 1027604 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 8194 | 90871 |
| \* | REX American <br> Resources Corp.<br>| 8179 | 324870 |
|  | Riley Exploration <br> Permian, Inc.<br>| 7403 | 182706 |
|  | RPC, Inc. | 82897 | 392103 |
|  | SandRidge Energy, <br> Inc.<br>| 16894 | 153904 |
|  | Scorpio Tankers, Inc. | 21314 | 803325 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 10107 | 49322 |
| \* | Seadrill Ltd. | 23676 | 486305 |
|  | Select Water <br> Solutions, Inc.<br>| 42441 | 361597 |
|  | SFL Corp. Ltd. | 60832 | 500039 |
|  | Sitio Royalties Corp., <br> Class A<br>| 17617 | 298784 |
|  | SM Energy Co. | 45593 | 1039064 |
|  | Smart Sand, Inc. | 3473 | 7293 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 6467 | 136712 |
| \* | Talos Energy, Inc. | 71087 | 489079 |
|  | Teekay Corp. Ltd. | 39916 | 287794 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 14514 | 617861 |
| \* | TETRA Technologies, <br> Inc.<br>| 51657 | 147222 |
| \* | Tidewater, Inc. | 9603 | 347533 |
| #\* | Transocean Ltd. | 309638 | 659529 |
|  | VAALCO Energy, Inc. | 40235 | 131568 |
| #\* | Valaris Ltd. | 22427 | 724616 |
| \* | Vital Energy, Inc. | 12376 | 175492 |
|  | Vitesse Energy, Inc. | 11502 | 235216 |
|  | Weatherford <br> International PLC<br>| 9011 | 373055 |
|  | World Kinect Corp. | 30174 | 757066 |
| TOTAL ENERGY | TOTAL ENERGY |  | 53358431 |
| FINANCIALS — (28.8%) | FINANCIALS — (28.8%) | FINANCIALS — (28.8%) | FINANCIALS — (28.8%) |
|  | 1st Source Corp. | 9136 | 547703 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Acacia Research <br> Corp.<br>| 36405 | $112491 |
|  | ACNB Corp. | 2594 | 108715 |
|  | Affiliated Managers <br> Group, Inc.<br>| 1674 | 277265 |
| # | Alerus Financial <br> Corp.<br>| 9008 | 179079 |
|  | Ally Financial, Inc. | 110586 | 3611739 |
|  | Amalgamated <br> Financial Corp.<br>| 10424 | 293540 |
| \* | Ambac Financial <br> Group, Inc.<br>| 22313 | 178058 |
|  | Amerant Bancorp, <br> Inc.<br>| 14298 | 240778 |
|  | American Coastal <br> Insurance Corp.<br>| 7611 | 86994 |
|  | Ameris Bancorp | 30230 | 1771478 |
|  | AmeriServ Financial, <br> Inc.<br>| 6300 | 15183 |
|  | Ames National Corp. | 4229 | 73415 |
|  | Arrow Financial Corp. | 6960 | 170729 |
|  | Associated <br> Banc-Corp.<br>| 69447 | 1532001 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 738 | 26657 |
|  | Assured Guaranty <br> Ltd.<br>| 23727 | 2081570 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 52389 | 1451175 |
| \* | Atlanticus Holdings <br> Corp.<br>| 5316 | 291423 |
|  | Auburn National <br> BanCorp, Inc.<br>| 44 | 866 |
|  | Axis Capital Holdings <br> Ltd.<br>| 26055 | 2509618 |
| \* | Axos Financial, Inc. | 22189 | 1408558 |
|  | Banc of California, <br> Inc.<br>| 29275 | 394627 |
|  | BancFirst Corp. | 496 | 58439 |
|  | Bank First Corp. | 1299 | 141825 |
|  | Bank of Hawaii Corp. | 2852 | 188546 |
|  | Bank of Marin <br> Bancorp<br>| 8173 | 167710 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 11773 | 473039 |
|  | Bank OZK | 42165 | 1796229 |
|  | Bank7 Corp. | 1055 | 38402 |
|  | BankFinancial Corp. | 6411 | 78791 |
|  | BankUnited, Inc. | 28884 | 944796 |
|  | Bankwell Financial <br> Group, Inc.<br>| 2946 | 99899 |
| # | Banner Corp. | 14954 | 914288 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Bar Harbor <br> Bankshares<br>| 7076 | $209733 |
|  | BayCom Corp. | 5636 | 146592 |
|  | BCB Bancorp, Inc. | 8990 | 73898 |
|  | Berkshire Hills <br> Bancorp, Inc.<br>| 21316 | 529276 |
| \* | Blue Foundry <br> Bancorp<br>| 8269 | 77232 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 21429 | 73501 |
|  | BOK Financial Corp. | 21196 | 1974831 |
|  | Bread Financial <br> Holdings, Inc.<br>| 19436 | 922238 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 9928 | 152792 |
| \* | Brighthouse Financial, <br> Inc.<br>| 25341 | 1475353 |
|  | Brookline Bancorp, <br> Inc.<br>| 38982 | 406972 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 2550 | 142570 |
|  | Business First <br> Bancshares, Inc.<br>| 9018 | 207865 |
| \* | BV Financial, Inc. | 3545 | 54416 |
|  | Byline Bancorp, Inc. | 15732 | 401795 |
|  | C&F Financial Corp. | 1703 | 110303 |
|  | Cadence Bank | 66147 | 1935461 |
| \* | California BanCorp | 979 | 13677 |
|  | Camden National <br> Corp.<br>| 6763 | 260511 |
|  | Capital Bancorp, Inc. | 3528 | 111450 |
|  | Capital City Bank <br> Group, Inc.<br>| 8430 | 308032 |
|  | Capitol Federal <br> Financial, Inc.<br>| 58512 | 331763 |
| \* | Carter Bankshares, <br> Inc.<br>| 9177 | 140500 |
|  | Cass Information <br> Systems, Inc.<br>| 872 | 35525 |
|  | Cathay General <br> Bancorp<br>| 28379 | 1183121 |
|  | Central Pacific <br> Financial Corp.<br>| 13002 | 334021 |
|  | CF Bankshares, Inc. | 1337 | 30724 |
|  | Chemung Financial <br> Corp.<br>| 1723 | 76398 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 876 | 24905 |
|  | Citizens & Northern <br> Corp.<br>| 7327 | 141045 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 2817 | 41748 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Citizens Financial <br> Services, Inc.<br>| 703 | $38264 |
|  | Civista Bancshares, <br> Inc.<br>| 7147 | 160879 |
|  | CNB Financial Corp. | 8080 | 177356 |
|  | CNO Financial Group, <br> Inc.<br>| 32607 | 1237110 |
|  | Colony Bankcorp, Inc. | 6665 | 103441 |
|  | Columbia Banking <br> System, Inc.<br>| 37782 | 847072 |
| \* | Columbia Financial, <br> Inc.<br>| 12433 | 167473 |
|  | Comerica, Inc. | 44324 | 2382415 |
|  | Community Financial <br> System, Inc.<br>| 15875 | 866616 |
|  | Community Trust <br> Bancorp, Inc.<br>| 9089 | 444997 |
|  | Community West <br> Bancshares<br>| 7208 | 126140 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 16353 | 368433 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 9697 | 89503 |
| \* | Customers Bancorp, <br> Inc.<br>| 14592 | 729600 |
|  | CVB Financial Corp. | 43287 | 802541 |
|  | DigitalBridge Group, <br> Inc.<br>| 38290 | 321636 |
|  | Dime Community <br> Bancshares, Inc.<br>| 15816 | 406313 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 12902 | 249654 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 592 | 9768 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 1910 | 33234 |
|  | Eagle Bancorp, Inc. | 13374 | 240063 |
| # | Eastern Bankshares, <br> Inc.<br>| 56821 | 847769 |
| \* | eHealth, Inc. | 10722 | 59614 |
|  | Employers Holdings, <br> Inc.<br>| 12740 | 619037 |
|  | Enact Holdings, Inc. | 12148 | 434777 |
| \* | Encore Capital Group, <br> Inc.<br>| 11918 | 409979 |
| \* | Enova International, <br> Inc.<br>| 12570 | 1153800 |
| \* | Enstar Group Ltd. | 5731 | 1916504 |
|  | Enterprise Bancorp, <br> Inc.<br>| 3526 | 131167 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Enterprise Financial <br> Services Corp.<br>| 14118 | $734418 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 7811 | 300645 |
|  | ESSA Bancorp, Inc. | 1308 | 24198 |
|  | Essent Group Ltd. | 35752 | 2035361 |
|  | Evans Bancorp, Inc. | 2228 | 85667 |
| #\* | EZCORP, Inc., <br> Class A<br>| 26696 | 437014 |
|  | F&G Annuities & Life, <br> Inc.<br>| 1825 | 63528 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 3706 | 96986 |
|  | Farmers National <br> Banc Corp.<br>| 14377 | 187476 |
|  | FB Financial Corp. | 16863 | 717689 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 3289 | 576660 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 10108 | 165266 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 1718 | 35872 |
|  | Financial Institutions, <br> Inc.<br>| 8034 | 203983 |
| \* | Finwise Bancorp | 878 | 13275 |
|  | First American <br> Financial Corp.<br>| 34905 | 2122573 |
|  | First BanCorp | 59213 | 1162943 |
|  | First Bancorp, Inc. | 4291 | 104829 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 16179 | 654602 |
|  | First Bank | 8959 | 128830 |
|  | First Busey Corp. | 36713 | 763263 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 3548 | 170801 |
|  | First Commonwealth <br> Financial Corp.<br>| 44620 | 683578 |
|  | First Community <br> Bankshares, Inc.<br>| 8793 | 331320 |
|  | First Community <br> Corp.<br>| 2210 | 51935 |
|  | First Financial <br> Bancorp<br>| 40714 | 942529 |
|  | First Financial Corp. | 5163 | 255052 |
| \*» | First Financial <br> Northwest, Inc.<br>| 2949 | 3539 |
|  | First Foundation, Inc. | 30577 | 153497 |
|  | First Hawaiian, Inc. | 45360 | 1036930 |
|  | First Horizon Corp. | 186047 | 3363730 |
|  | First Internet Bancorp | 4583 | 97435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 34261 | $897467 |
|  | First Merchants Corp. | 24216 | 863058 |
|  | First Mid Bancshares, <br> Inc.<br>| 7759 | 259383 |
|  | First Northwest <br> Bancorp<br>| 2324 | 23937 |
|  | First of Long Island <br> Corp.<br>| 12576 | 144876 |
|  | First Savings Financial <br> Group, Inc.<br>| 860 | 22910 |
|  | First United Corp. | 2632 | 78355 |
| \* | First Western <br> Financial, Inc.<br>| 4390 | 92585 |
| \* | Firstsun Capital <br> Bancorp<br>| 634 | 22184 |
| # | Five Star Bancorp | 3648 | 100977 |
|  | Flagstar Financial, <br> Inc.<br>| 2136 | 25013 |
|  | Flushing Financial <br> Corp.<br>| 14992 | 179454 |
|  | FNB Corp. | 131924 | 1726885 |
|  | Franklin Financial <br> Services Corp.<br>| 986 | 38060 |
| # | Franklin Resources, <br> Inc.<br>| 110321 | 2069622 |
|  | FS Bancorp, Inc. | 3495 | 136654 |
| # | Fulton Financial Corp. | 72404 | 1207699 |
| \* | Fundamental Global, <br> Inc.<br>| 144 | 2376 |
| \* | FVCBankcorp, Inc. | 2378 | 27157 |
| \* | Genworth Financial, <br> Inc.<br>| 185420 | 1271981 |
|  | German American <br> Bancorp, Inc.<br>| 6547 | 248197 |
|  | Glacier Bancorp, Inc. | 1394 | 56819 |
|  | Globe Life, Inc. | 13958 | 1721580 |
| \* | GoHealth, Inc., <br> Class A<br>| 897 | 9445 |
|  | Great Southern <br> Bancorp, Inc.<br>| 6383 | 351065 |
| \* | Green Dot Corp., <br> Class A<br>| 19681 | 164730 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 15670 | 205512 |
|  | Guaranty Bancshares, <br> Inc.<br>| 3975 | 156853 |
|  | Hancock Whitney <br> Corp.<br>| 32688 | 1702718 |
|  | Hanmi Financial <br> Corp.<br>| 13939 | 318785 |
|  | Hanover Bancorp, <br> Inc.<br>| 1044 | 24210 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | HarborOne Bancorp, <br> Inc.<br>| 21906 | $247976 |
|  | HBT Financial, Inc. | 7866 | 182295 |
|  | Heritage Commerce <br> Corp.<br>| 28102 | 254042 |
|  | Heritage Financial <br> Corp.<br>| 15148 | 345677 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 11919 | 225269 |
|  | Hilltop Holdings, Inc. | 21057 | 621813 |
| # | Hingham Institution <br> For Savings<br>| 766 | 191163 |
| \* | Hippo Holdings, Inc. | 2931 | 67765 |
|  | Home Bancorp, Inc. | 3022 | 152127 |
|  | Home BancShares, <br> Inc.<br>| 43597 | 1209817 |
| \* | HomeStreet, Inc. | 8369 | 95072 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 6246 | 213238 |
|  | Hope Bancorp, Inc. | 57831 | 576575 |
|  | Horace Mann <br> Educators Corp.<br>| 18738 | 778377 |
|  | Horizon Bancorp, Inc. | 21774 | 319642 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 10136 | 308743 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 14874 | 878905 |
|  | International <br> Bancshares Corp.<br>| 21234 | 1296123 |
|  | Invesco Ltd. | 149435 | 2081630 |
|  | Investar Holding <br> Corp.<br>| 4282 | 81915 |
|  | Investors Title Co. | 721 | 166688 |
|  | Jackson Financial, <br> Inc., Class A<br>| 30536 | 2379060 |
|  | James River Group <br> Holdings Ltd.<br>| 15764 | 75037 |
|  | Janus Henderson <br> Group PLC<br>| 49752 | 1652264 |
|  | Kearny Financial <br> Corp.<br>| 31702 | 198455 |
|  | Kemper Corp. | 17826 | 1053873 |
| \* | Kentucky First Federal <br> Bancorp<br>| 120 | 294 |
| \* | Kingstone Cos., Inc. | 982 | 16694 |
|  | Landmark Bancorp, <br> Inc.<br>| 284 | 8012 |
|  | LCNB Corp. | 4043 | 60726 |
| \* | LendingClub Corp. | 43067 | 420765 |
|  | Live Oak Bancshares, <br> Inc.<br>| 11152 | 291513 |
| \* | Maiden Holdings Ltd. | 19322 | 27051 |
|  | MainStreet <br> Bancshares, Inc.<br>| 762 | 14569 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Mercantile Bank <br> Corp.<br>| 7428 | $314279 |
|  | Merchants Bancorp | 9331 | 280676 |
|  | Mercury General <br> Corp.<br>| 19773 | 1095820 |
|  | Meridian Corp. | 3023 | 40811 |
|  | Metrocity Bankshares, <br> Inc.<br>| 4795 | 132198 |
| \* | Metropolitan Bank <br> Holding Corp.<br>| 3999 | 247658 |
|  | MGIC Investment <br> Corp.<br>| 91916 | 2289628 |
| # | Mid Penn Bancorp, <br> Inc.<br>| 6874 | 199690 |
|  | Midland States <br> Bancorp, Inc.<br>| 10059 | 163761 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 6812 | 188965 |
| \* | Mr. Cooper Group, <br> Inc.<br>| 17011 | 2024479 |
|  | MVB Financial Corp. | 5467 | 93267 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 12704 | 459377 |
|  | National Bankshares, <br> Inc.<br>| 1859 | 47906 |
|  | Navient Corp. | 63677 | 788321 |
|  | NBT Bancorp, Inc. | 17316 | 733159 |
|  | Nelnet, Inc., Class A | 12572 | 1333763 |
| \* | NerdWallet, Inc., <br> Class A<br>| 10011 | 89699 |
| \* | NI Holdings, Inc. | 966 | 12075 |
|  | Nicolet Bankshares, <br> Inc.<br>| 5082 | 593628 |
| \* | NMI Holdings, Inc. | 31403 | 1135847 |
|  | Northeast Bank | 3766 | 311900 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 5087 | 115780 |
|  | Northfield Bancorp, <br> Inc.<br>| 23415 | 247028 |
|  | Northrim BanCorp, <br> Inc.<br>| 2573 | 206586 |
|  | Northwest <br> Bancshares, Inc.<br>| 57327 | 707988 |
|  | Norwood Financial <br> Corp.<br>| 1470 | 36765 |
|  | Oak Valley Bancorp | 1867 | 48915 |
|  | OceanFirst Financial <br> Corp.<br>| 25645 | 424681 |
|  | OFG Bancorp | 21588 | 849488 |
|  | Ohio Valley Banc <br> Corp.<br>| 197 | 7096 |
| \* | Old Market Capital <br> Corp.<br>| 1554 | 8873 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Old National Bancorp | 118603 | $2442036 |
|  | Old Republic <br> International Corp.<br>| 66642 | 2505739 |
|  | Old Second Bancorp, <br> Inc.<br>| 19086 | 301368 |
|  | OneMain Holdings, <br> Inc.<br>| 37575 | 1768655 |
| \* | Onity Group, Inc. | 3382 | 126859 |
|  | OP Bancorp | 3042 | 39059 |
| \* | Oportun Financial <br> Corp.<br>| 14967 | 76631 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 4057 | 239404 |
|  | Orange County <br> Bancorp, Inc.<br>| 498 | 11818 |
|  | Origin Bancorp, Inc. | 10722 | 343533 |
|  | Orrstown Financial <br> Services, Inc.<br>| 5160 | 154645 |
|  | Pacific Premier <br> Bancorp, Inc.<br>| 38374 | 780527 |
|  | Park National Corp. | 4941 | 741644 |
|  | Parke Bancorp, Inc. | 4963 | 93553 |
|  | Pathward Financial, <br> Inc.<br>| 8745 | 694091 |
| \* | Paysafe Ltd. | 15843 | 241289 |
|  | PCB Bancorp | 5178 | 101541 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 8909 | 246601 |
|  | Penns Woods <br> Bancorp, Inc.<br>| 2992 | 87456 |
|  | PennyMac Financial <br> Services, Inc.<br>| 16245 | 1582913 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 1852 | 51152 |
|  | Peoples Bancorp, Inc. | 16200 | 469962 |
|  | Peoples Financial <br> Services Corp.<br>| 3356 | 145046 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 20106 | 2015425 |
|  | Plumas Bancorp | 212 | 9347 |
| \* | Ponce Financial <br> Group, Inc.<br>| 8672 | 111609 |
|  | Popular, Inc. | 25483 | 2431588 |
| \* | PRA Group, Inc. | 16082 | 294301 |
|  | Preferred Bank | 5144 | 410800 |
|  | Primis Financial Corp. | 13753 | 113325 |
|  | Princeton Bancorp, <br> Inc.<br>| 440 | 13411 |
| \* | ProAssurance Corp. | 18506 | 429524 |
|  | PROG Holdings, Inc. | 860 | 22670 |
|  | Prosperity <br> Bancshares, Inc.<br>| 33991 | 2307989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Provident Bancorp, <br> Inc.<br>| 5513 | $61194 |
|  | Provident Financial <br> Holdings, Inc.<br>| 3183 | 47777 |
|  | Provident Financial <br> Services, Inc.<br>| 50935 | 833806 |
|  | QCR Holdings, Inc. | 8225 | 534214 |
|  | Radian Group, Inc. | 26033 | 831494 |
|  | RBB Bancorp | 7237 | 112752 |
|  | Red River <br> Bancshares, Inc.<br>| 1620 | 85374 |
|  | Regional Management <br> Corp.<br>| 4935 | 162510 |
|  | Reinsurance Group of <br> America, Inc.<br>| 8418 | 1576776 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 6638 | 1605931 |
|  | Renasant Corp. | 35978 | 1153814 |
| \* | Repay Holdings Corp. | 36159 | 144636 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 6384 | 433154 |
|  | Riverview Bancorp, <br> Inc.<br>| 6235 | 39405 |
|  | S&T Bancorp, Inc. | 16555 | 603264 |
|  | Safety Insurance <br> Group, Inc.<br>| 5028 | 384642 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 23476 | 556616 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 6502 | 66580 |
| \* | Selectquote, Inc. | 24493 | 77643 |
|  | Shore Bancshares, <br> Inc.<br>| 11771 | 162793 |
|  | Sierra Bancorp | 7598 | 201043 |
|  | Simmons First <br> National Corp., <br> Class A<br>| 47374 | 883999 |
| \* | SiriusPoint Ltd. | 54020 | 907536 |
|  | SmartFinancial, Inc. | 6619 | 201350 |
|  | South Plains <br> Financial, Inc.<br>| 5221 | 176000 |
| \* | Southern First <br> Bancshares, Inc.<br>| 3517 | 124889 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 3807 | 200439 |
|  | Southern States <br> Bancshares, Inc.<br>| 2338 | 78113 |
|  | Southside <br> Bancshares, Inc.<br>| 9563 | 269581 |
|  | SouthState Corp. | 35227 | 3056999 |
|  | Stellar Bancorp, Inc. | 10897 | 271989 |
| \*» | Sterling Bancorp, Inc. | 2736 | 13242 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Stewart Information <br> Services Corp.<br>| 9563 | $626185 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 2305 | 167781 |
| \* | StoneX Group, Inc. | 15734 | 1393482 |
|  | Synovus Financial <br> Corp.<br>| 28967 | 1254850 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 21787 | 1484784 |
|  | TFS Financial Corp. | 7575 | 98172 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 3400 | 101320 |
|  | Timberland Bancorp, <br> Inc.<br>| 3400 | 104516 |
|  | Tiptree, Inc. | 18356 | 409522 |
|  | Tompkins Financial <br> Corp.<br>| 4409 | 262776 |
|  | Towne Bank | 29337 | 966654 |
|  | TriCo Bancshares | 10861 | 419017 |
| \* | Triumph Financial, <br> Inc.<br>| 5537 | 295787 |
|  | TrustCo Bank Corp. | 9640 | 293538 |
|  | Trustmark Corp. | 24675 | 827846 |
|  | UMB Financial Corp. | 18976 | 1794560 |
| \*» | Unico American Corp. | 1400 | 98 |
|  | United Bancshares, <br> Inc.<br>| 406 | 10950 |
|  | United Bankshares, <br> Inc.<br>| 48367 | 1658504 |
|  | United Community <br> Banks, Inc.<br>| 43727 | 1207302 |
|  | United Fire Group, <br> Inc.<br>| 11071 | 306335 |
|  | United Security <br> Bancshares<br>| 4425 | 39383 |
|  | Unity Bancorp, Inc. | 3541 | 146597 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 15069 | 365273 |
|  | Univest Financial <br> Corp.<br>| 14672 | 433411 |
|  | Unum Group | 8175 | 634870 |
|  | USCB Financial <br> Holdings, Inc.<br>| 744 | 12618 |
|  | Valley National <br> Bancorp<br>| 202531 | 1741767 |
| \* | Velocity Financial, <br> Inc.<br>| 7507 | 134150 |
|  | Veritex Holdings, Inc. | 17844 | 415408 |
|  | Virginia National <br> Bankshares Corp.<br>| 967 | 35566 |
|  | Virtus Investment <br> Partners, Inc.<br>| 1823 | 279995 |
|  | Voya Financial, Inc. | 11291 | 668427 |
| # | WaFd, Inc. | 36628 | 1044997 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Walker & Dunlop, Inc. | 9337 | $714654 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 7731 | 213376 |
|  | Waterstone Financial, <br> Inc.<br>| 11818 | 142998 |
|  | Webster Financial <br> Corp.<br>| 57555 | 2722351 |
|  | WesBanco, Inc. | 38934 | 1159455 |
|  | West BanCorp, Inc. | 6124 | 118836 |
|  | Westamerica <br> BanCorp<br>| 3243 | 157058 |
|  | Western Alliance <br> Bancorp<br>| 17349 | 1209399 |
|  | Western New England <br> Bancorp, Inc.<br>| 12440 | 114821 |
|  | Westwood Holdings <br> Group, Inc.<br>| 1679 | 28039 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 936 | 1654333 |
|  | Wintrust Financial <br> Corp.<br>| 19290 | 2144469 |
| \* | World Acceptance <br> Corp.<br>| 2057 | 265600 |
|  | WSFS Financial <br> Corp.<br>| 25747 | 1327258 |
|  | Zions Bancorp NA | 51083 | 2297203 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 184319629 |
| HEALTH CARE — (6.6%) | HEALTH CARE — (6.6%) | HEALTH CARE — (6.6%) | HEALTH CARE — (6.6%) |
| \* | 2seventy bio, Inc. | 15982 | 79750 |
| #\* | Absci Corp. | 11913 | 36573 |
| \* | AC Immune SA | 10323 | 17859 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 13977 | 327062 |
| \* | Aclaris Therapeutics, <br> Inc.<br>| 4478 | 6180 |
| \* | Acrivon Therapeutics, <br> Inc.<br>| 1642 | 2299 |
| \* | Acumen <br> Pharmaceuticals, <br> Inc.<br>| 9637 | 10890 |
| \* | AdaptHealth Corp. | 34974 | 297629 |
| \* | Addus HomeCare <br> Corp.<br>| 6561 | 685953 |
| \* | Adicet Bio, Inc. | 5272 | 3491 |
| \* | Adverum <br> Biotechnologies, <br> Inc.<br>| 4289 | 13982 |
| \* | Allogene <br> Therapeutics, Inc.<br>| 55637 | 93470 |
| \* | Amedisys, Inc. | 9245 | 877350 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | American Shared <br> Hospital Services<br>| 400 | $1080 |
| \* | American Well Corp., <br> Class A<br>| 3719 | 27260 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 9886 | 201971 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 10904 | 83525 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 8586 | 209584 |
| \* | AngioDynamics, Inc. | 12827 | 119163 |
| \* | Anika Therapeutics, <br> Inc.<br>| 8087 | 117504 |
| \* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 8900 | 114009 |
| \* | Artivion, Inc. | 6880 | 162987 |
| \* | Astrana Health, Inc. | 4160 | 129667 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 25609 | 75547 |
| \* | Avanos Medical, Inc. | 20933 | 262709 |
| \* | Azenta, Inc. | 17040 | 448834 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 6966 | 1700261 |
| \* | Black Diamond <br> Therapeutics, Inc.<br>| 968 | 1646 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 26556 | 174207 |
| \* | Caribou Biosciences, <br> Inc.<br>| 31103 | 26466 |
| \* | Castle Biosciences, <br> Inc.<br>| 10989 | 220329 |
| \* | Certara, Inc. | 57452 | 796285 |
| \* | Community Health <br> Systems, Inc.<br>| 581 | 1586 |
|  | CONMED Corp. | 5265 | 258564 |
| #\* | CRISPR Therapeutics <br> AG<br>| 5446 | 210597 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 12302 | 166692 |
| #\* | CryoPort, Inc. | 14395 | 80324 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 19365 | 160342 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 4400 | 21252 |
| \* | CureVac NV | 4170 | 14804 |
| \* | Cytek Biosciences, <br> Inc.<br>| 38300 | 142093 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 16362 | 127296 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Definitive Healthcare <br> Corp.<br>| 26830 | $72978 |
|  | Dentsply Sirona, Inc. | 37245 | 517705 |
| \* | Design Therapeutics, <br> Inc.<br>| 10462 | 50845 |
| \* | DocGo, Inc. | 11281 | 25157 |
| \* | Dynavax Technologies <br> Corp.<br>| 16534 | 194275 |
| \* | Editas Medicine, Inc. | 23099 | 38113 |
| \* | Elanco Animal Health, <br> Inc.<br>| 158207 | 1499802 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 20652 | 110282 |
| \* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 4930 | 30024 |
| \* | Enhabit, Inc. | 20881 | 166839 |
| \* | Enovis Corp. | 22152 | 766238 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 7205 | 65782 |
| \* | Envista Holdings <br> Corp.<br>| 60518 | 973129 |
| \* | Erasca, Inc. | 67348 | 98328 |
| \* | Evolent Health, Inc., <br> Class A<br>| 17540 | 172944 |
| \* | Fate Therapeutics, <br> Inc.<br>| 41054 | 52549 |
| \* | FONAR Corp. | 2833 | 35554 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 20844 | 80249 |
| \* | Fulgent Genetics, Inc. | 13562 | 235301 |
| \* | GeneDx Holdings <br> Corp.<br>| 262 | 17515 |
| \* | Globus Medical, Inc., <br> Class A<br>| 191 | 13708 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 19221 | 88993 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 1100 | 32417 |
| \* | Harvard Bioscience, <br> Inc.<br>| 11615 | 4138 |
| \* | Health Catalyst, Inc. | 25799 | 101906 |
|  | HealthStream, Inc. | 13268 | 446203 |
| \* | ICON PLC | 4997 | 756746 |
| #\* | ICU Medical, Inc. | 4261 | 582010 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 6031 | 28466 |
| \* | Innoviva, Inc. | 34028 | 635983 |
| \* | Inogen, Inc. | 9952 | 70958 |
| \* | Inotiv, Inc. | 5216 | 10276 |
| \* | Instil Bio, Inc. | 2377 | 30544 |
| \* | Integer Holdings <br> Corp.<br>| 10277 | 1298088 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 21973 | $360137 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 17779 | 157700 |
| \* | iTeos Therapeutics, <br> Inc.<br>| 14753 | 106959 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 13235 | 1547966 |
| \* | Kewaunee Scientific <br> Corp.<br>| 775 | 24544 |
| †† | Kinnate Biopharma, <br> Inc.<br>| 1216 | 85 |
| \* | Kodiak Sciences, Inc. | 15660 | 68278 |
| \* | Kura Oncology, Inc. | 9908 | 64996 |
| \* | Lantern Pharma, Inc. | 1052 | 3703 |
| \* | LENSAR, Inc. | 2300 | 32315 |
| \* | LifeStance Health <br> Group, Inc.<br>| 18365 | 120658 |
| \* | Lifeward Ltd. | 863 | 1217 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 6839 | 751333 |
| \* | LivaNova PLC | 8869 | 328153 |
| \* | MaxCyte, Inc. | 35088 | 99650 |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 3448 | 16930 |
| \* | Myriad Genetics, Inc. | 19700 | 145977 |
|  | National HealthCare <br> Corp.<br>| 7051 | 666249 |
| \* | Neogen Corp. | 66505 | 335850 |
| \* | NeoGenomics, Inc. | 28471 | 182072 |
| \* | Nkarta, Inc. | 11627 | 24649 |
| \* | Nuvation Bio, Inc. | 15889 | 35750 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 521 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 521 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 43030 | 73151 |
| \* | Omnicell, Inc. | 13023 | 407099 |
| #\* | OPKO Health, Inc. | 44822 | 61854 |
| \* | OptimizeRx Corp. | 6330 | 57730 |
| \* | OraSure <br> Technologies, Inc.<br>| 37582 | 112370 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 36148 | 177487 |
| \* | ORIC <br> Pharmaceuticals, <br> Inc.<br>| 4844 | 27659 |
| \* | Orthofix Medical, Inc. | 14227 | 197898 |
| #\* | OrthoPediatrics Corp. | 5974 | 124379 |
| \* | Owens & Minor, Inc. | 33604 | 237244 |
| #\* | Pacific Biosciences of <br> California, Inc.<br>| 16497 | 18312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Pacira BioSciences, <br> Inc.<br>| 18200 | $489580 |
| #\*†† | PDL BioPharma, Inc. | 35325 | 18369 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 25573 | 329380 |
| \* | PepGen, Inc. | 299 | 469 |
|  | Perrigo Co. PLC | 51654 | 1328541 |
| \* | Personalis, Inc. | 3904 | 14757 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 5300 | 98633 |
| \* | Pliant Therapeutics, <br> Inc.<br>| 16500 | 26235 |
| \* | PMV Pharmaceuticals, <br> Inc.<br>| 2108 | 2087 |
| \* | Precision <br> BioSciences, Inc.<br>| 310 | 1748 |
|  | Premier, Inc., Class A | 38278 | 778957 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 15189 | 1233802 |
| \* | Prothena Corp. PLC | 13788 | 126850 |
| \* | Puma Biotechnology, <br> Inc.<br>| 18806 | 59803 |
| \* | Pyxis Oncology, Inc. | 6181 | 6799 |
| \* | Quanterix Corp. | 12723 | 73284 |
| \* | QuidelOrtho Corp. | 17318 | 481267 |
| \* | Quipt Home Medical <br> Corp.<br>| 4730 | 10170 |
| \* | RAPT Therapeutics, <br> Inc.<br>| 2152 | 1994 |
| \* | REGENXBIO, Inc. | 15776 | 151607 |
| \* | Relay Therapeutics, <br> Inc.<br>| 36343 | 121022 |
| \* | Replimune Group, <br> Inc.<br>| 5078 | 49663 |
| \* | Sage Therapeutics, <br> Inc.<br>| 10534 | 76793 |
| \* | Seer, Inc. | 10650 | 21194 |
|  | Select Medical <br> Holdings Corp.<br>| 29357 | 535472 |
| \* | Sensus Healthcare, <br> Inc.<br>| 5578 | 23985 |
|  | SIGA Technologies, <br> Inc.<br>| 20350 | 112332 |
| # | Simulations Plus, Inc. | 0 | 0 |
| \* | Solid Biosciences, <br> Inc.<br>| 8281 | 27410 |
| \* | STAAR Surgical Co. | 1700 | 31042 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 19744 | 641285 |
| \* | Surgery Partners, Inc. | 33349 | 732011 |
| \* | Sutro Biopharma, Inc. | 26500 | 27825 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 7928 | 111943 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Teladoc Health, Inc. | 61446 | $441797 |
|  | Teleflex, Inc. | 9239 | 1266205 |
| \* | Tenaya Therapeutics, <br> Inc.<br>| 3554 | 1688 |
| \* | Tenet Healthcare <br> Corp.<br>| 11146 | 1593321 |
| \* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 30875 | 101888 |
| \* | Third Harmonic Bio, <br> Inc.<br>| 2917 | 15081 |
| \* | Tourmaline Bio, Inc. | 6410 | 110316 |
| \* | TruBridge, Inc. | 5730 | 149152 |
| \* | TScan Therapeutics, <br> Inc.<br>| 11755 | 18867 |
| \* | Tyra Biosciences, Inc. | 2902 | 29891 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 1096 | 77937 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 9033 | 1599473 |
|  | Utah Medical <br> Products, Inc.<br>| 1014 | 52475 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 28944 | 130537 |
| #\* | Varex Imaging Corp. | 19787 | 164628 |
| \* | Ventyx Biosciences, <br> Inc.<br>| 11823 | 15725 |
| \* | Veracyte, Inc. | 29345 | 895022 |
| \* | Verve Therapeutics, <br> Inc.<br>| 10185 | 57749 |
|  | Viatris, Inc. | 319691 | 2691798 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 940 | 7764 |
| \* | Vir Biotechnology, <br> Inc.<br>| 34760 | 212731 |
| \* | Vistagen <br> Therapeutics, Inc.<br>| 4150 | 9711 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 16157 | 57519 |
| \* | Werewolf <br> Therapeutics, Inc.<br>| 79 | 71 |
| \* | Whitehawk <br> Therapeutics, Inc.<br>| 4944 | 7317 |
| \* | Xencor, Inc. | 10573 | 116514 |
| \* | Zimvie, Inc. | 10030 | 90872 |
| \* | Zymeworks, Inc. | 7860 | 102259 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 42148088 |
| INDUSTRIALS — (14.8%) | INDUSTRIALS — (14.8%) | INDUSTRIALS — (14.8%) | INDUSTRIALS — (14.8%) |
| \* | 3D Systems Corp. | 53809 | 99009 |
| \* | AAR Corp. | 13656 | 730050 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | ABM Industries, Inc. | 26971 | $1314567 |
|  | ACCO Brands Corp. | 46552 | 179691 |
|  | Acme United Corp. | 700 | 26964 |
| #\* | AerSale Corp. | 17133 | 119417 |
|  | AGCO Corp. | 25454 | 2159263 |
|  | Air Lease Corp. | 43419 | 2030272 |
|  | Alamo Group, Inc. | 5943 | 992362 |
| \* | Alaska Air Group, Inc. | 41126 | 1820648 |
|  | Albany International <br> Corp., Class A<br>| 7012 | 461109 |
|  | Alight, Inc., Class A | 194073 | 991713 |
|  | Allegiant Travel Co. | 7373 | 346015 |
|  | Allient, Inc. | 6714 | 143344 |
|  | Alta Equipment <br> Group, Inc.<br>| 6128 | 26044 |
| \* | Ameresco, Inc., <br> Class A<br>| 9032 | 96010 |
| \* | American Woodmark <br> Corp.<br>| 8455 | 498845 |
|  | Apogee Enterprises, <br> Inc.<br>| 9656 | 383054 |
|  | ArcBest Corp. | 10750 | 629090 |
|  | Arcosa, Inc. | 14364 | 1150125 |
| # | Astec Industries, Inc. | 11802 | 427586 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 8625 | 195701 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 385 | 8759 |
| \* | Asure Software, Inc. | 9877 | 100350 |
|  | Atkore, Inc. | 4277 | 273172 |
|  | AZZ, Inc. | 8147 | 706834 |
| \* | BGSF, Inc. | 3300 | 10890 |
| \* | Blade Air Mobility, <br> Inc.<br>| 31934 | 84625 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 4368 | 284532 |
|  | Boise Cascade Co. | 15348 | 1431661 |
| #\* | Bowman Consulting <br> Group Ltd.<br>| 3139 | 69435 |
|  | Brady Corp., Class A | 10076 | 708242 |
| \* | BrightView Holdings, <br> Inc.<br>| 35281 | 484055 |
| \* | Broadwind, Inc. | 4795 | 7480 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 3176 | 66283 |
| \* | Chart Industries, Inc. | 3943 | 532226 |
|  | Civeo Corp. | 5078 | 96431 |
| \* | Clarivate PLC | 206134 | 888438 |
|  | Columbus McKinnon <br> Corp.<br>| 12840 | 190674 |
| \* | Commercial Vehicle <br> Group, Inc.<br>| 5464 | 5247 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | CompX International, <br> Inc.<br>| 200 | $5440 |
| # | Concentrix Corp. | 15754 | 804399 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 16384 | 98304 |
| \* | Conduent, Inc. | 109577 | 231207 |
|  | Copa Holdings SA, <br> Class A<br>| 9725 | 892366 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 574 | 86 |
|  | Costamare, Inc. | 50905 | 474944 |
|  | Covenant Logistics <br> Group, Inc.<br>| 8598 | 171100 |
| \*» | CPI Aerostructures, <br> Inc.<br>| 1158 | 3729 |
| \* | Custom Truck One <br> Source, Inc.<br>| 48874 | 196962 |
|  | Deluxe Corp. | 18257 | 266552 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 4434 | 115461 |
| \* | DLH Holdings Corp. | 5758 | 22687 |
| \* | DNOW, Inc. | 52290 | 829842 |
|  | Douglas Dynamics, <br> Inc.<br>| 4567 | 109517 |
| \* | Ducommun, Inc. | 5634 | 322941 |
|  | Dun & Bradstreet <br> Holdings, Inc.<br>| 146624 | 1315217 |
| \* | DXP Enterprises, Inc. | 7774 | 687688 |
|  | Eastern Co. | 2426 | 50922 |
|  | EnerSys | 10164 | 880202 |
|  | Ennis, Inc. | 13134 | 235755 |
|  | Enpro, Inc. | 7474 | 1116616 |
| \* | Enviri Corp. | 32715 | 224752 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 326 | 10028 |
| #\* | First Advantage Corp. | 11337 | 159852 |
| \* | Forrester Research, <br> Inc.<br>| 5429 | 50761 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 2676 | 144022 |
| \* | Frontier Group <br> Holdings, Inc.<br>| 29143 | 86846 |
|  | FTAI Infrastructure, <br> Inc.<br>| 5050 | 21816 |
| #\* | FuelCell Energy, Inc. | 1839 | 7540 |
| \* | Gates Industrial Corp. <br> PLC<br>| 77901 | 1473887 |
|  | GATX Corp. | 5719 | 834745 |
|  | Genco Shipping & <br> Trading Ltd.<br>| 21155 | 274169 |
| \* | Gencor Industries, <br> Inc.<br>| 4211 | 53438 |
|  | Genpact Ltd. | 924 | 46440 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Gibraltar Industries, <br> Inc.<br>| 10762 | $569848 |
|  | Global Industrial Co. | 5284 | 135693 |
| \* | GMS, Inc. | 14325 | 1049449 |
|  | Gorman-Rupp Co. | 8971 | 321700 |
| \* | Graham Corp. | 1702 | 51877 |
|  | Granite Construction, <br> Inc.<br>| 6750 | 548708 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 29793 | 270818 |
|  | Greenbrier Cos., Inc. | 14971 | 635070 |
| \* | GXO Logistics, Inc. | 10974 | 397698 |
|  | H&E Equipment <br> Services, Inc.<br>| 2251 | 202162 |
| \* | Hayward Holdings, <br> Inc.<br>| 54738 | 729658 |
| \* | Healthcare Services <br> Group, Inc.<br>| 18405 | 261535 |
|  | Heartland Express, <br> Inc.<br>| 31759 | 241368 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 9674 | 377479 |
|  | Helios Technologies, <br> Inc.<br>| 9447 | 257525 |
|  | Herc Holdings, Inc. | 2866 | 313655 |
|  | Hillenbrand, Inc. | 21507 | 435087 |
| \* | Hillman Solutions <br> Corp.<br>| 62466 | 436637 |
|  | HNI Corp. | 11093 | 469234 |
|  | Hub Group, Inc., <br> Class A<br>| 24442 | 772123 |
| \* | Hudson Global, Inc. | 786 | 7915 |
| \* | Hudson Technologies, <br> Inc.<br>| 18401 | 123103 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 848 | 195328 |
|  | Hurco Cos., Inc. | 3130 | 52208 |
| \* | Hyliion Holdings <br> Corp.<br>| 8922 | 13472 |
|  | Hyster-Yale, Inc. | 3554 | 136580 |
| \* | IBEX Holdings Ltd. | 5221 | 130734 |
|  | ICF International, Inc. | 6316 | 536607 |
|  | Insteel Industries, Inc. | 9840 | 333674 |
|  | Interface, Inc. | 17456 | 328173 |
| \* | Janus International <br> Group, Inc.<br>| 36883 | 253755 |
|  | JBT Marel Corp. | 2049 | 215678 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 30555 | 168664 |
| \* | JetBlue Airways Corp. | 141152 | 615423 |
|  | Karat Packaging, Inc. | 623 | 16435 |
|  | Kelly Services, Inc., <br> Class A<br>| 16207 | 187191 |
|  | Kennametal, Inc. | 31848 | 620399 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Kirby Corp. | 8016 | $772502 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 59207 | 2319138 |
|  | Korn Ferry | 19663 | 1213207 |
| \* | L.B. Foster Co., <br> Class A<br>| 4474 | 89346 |
|  | Lindsay Corp. | 686 | 88535 |
|  | LSI Industries, Inc. | 11991 | 180944 |
|  | Luxfer Holdings PLC | 9531 | 102554 |
| \* | Manitowoc Co., Inc. | 17506 | 137947 |
|  | ManpowerGroup, Inc. | 18622 | 802050 |
|  | Marten Transport Ltd. | 30326 | 389386 |
| \* | Masterbrand, Inc. | 41999 | 510288 |
| \* | Matrix Service Co. | 11536 | 133818 |
|  | Matson, Inc. | 12428 | 1355771 |
|  | Matthews International <br> Corp., Class A<br>| 13348 | 272967 |
|  | Maximus, Inc. | 8798 | 589114 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 7956 | 101678 |
|  | McGrath RentCorp | 6828 | 728343 |
| #\* | Mercury Systems, <br> Inc.<br>| 18584 | 929200 |
|  | Miller Industries, Inc. | 5647 | 230454 |
|  | MillerKnoll, Inc. | 27879 | 457216 |
| \* | Mistras Group, Inc. | 11228 | 102399 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 3216 | 47050 |
| \* | MRC Global, Inc. | 30098 | 350642 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 5851 | 447484 |
|  | Mueller Industries, <br> Inc.<br>| 19297 | 1419487 |
| \* | MYR Group, Inc. | 1608 | 196691 |
|  | National Presto <br> Industries, Inc.<br>| 3409 | 287549 |
|  | NL Industries, Inc. | 7073 | 60686 |
| \* | NN, Inc. | 18016 | 36212 |
| \* | Northwest Pipe Co. | 5166 | 218832 |
| \* | NV5 Global, Inc. | 20255 | 375730 |
| \* | OPENLANE, Inc. | 45225 | 837115 |
| \* | Orion Group Holdings, <br> Inc.<br>| 16682 | 106598 |
|  | Oshkosh Corp. | 16291 | 1364534 |
|  | Owens Corning | 5084 | 739264 |
| \* | PAMT Corp. | 7251 | 101296 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 24864 | 100202 |
|  | Park Aerospace Corp. | 8300 | 108481 |
|  | Park-Ohio Holdings <br> Corp.<br>| 5200 | 103532 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 2191 | $26292 |
| #\* | Plug Power, Inc. | 51232 | 44705 |
|  | Preformed Line <br> Products Co.<br>| 2517 | 345760 |
|  | Primoris Services <br> Corp.<br>| 23891 | 1432743 |
| \* | Proto Labs, Inc. | 10030 | 352655 |
|  | Quanex Building <br> Products Corp.<br>| 12937 | 212684 |
| \* | Quest Resource <br> Holding Corp.<br>| 6721 | 15862 |
| \* | Radiant Logistics, Inc. | 25143 | 147087 |
|  | Regal Rexnord Corp. | 17816 | 1885645 |
| \* | Resideo Technologies, <br> Inc.<br>| 58909 | 988493 |
|  | Resources <br> Connection, Inc.<br>| 16985 | 97409 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 26791 | 1366073 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 4596 | 265833 |
|  | Ryder System, Inc. | 13952 | 1920772 |
|  | Schneider National, <br> Inc., Class B<br>| 31950 | 686606 |
|  | Science Applications <br> International Corp.<br>| 1857 | 224753 |
|  | Sensata Technologies <br> Holding PLC<br>| 58396 | 1249674 |
|  | Shyft Group, Inc. | 12804 | 108322 |
| \* | SIFCO Industries, <br> Inc.<br>| 659 | 1746 |
| \* | SkyWest, Inc. | 19605 | 1748178 |
|  | Standex International <br> Corp.<br>| 2235 | 316074 |
|  | Stanley Black & <br> Decker, Inc.<br>| 33636 | 2018833 |
|  | Steelcase, Inc., <br> Class A<br>| 37975 | 376712 |
| \* | Stratasys Ltd. | 2013 | 19003 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 21261 | 208358 |
| #\* | Sunrun, Inc. | 74086 | 510453 |
| \* | TaskUS, Inc., Class A | 1439 | 20088 |
| \* | Taylor Devices, Inc. | 1232 | 39301 |
|  | Tennant Co. | 2245 | 161999 |
|  | Terex Corp. | 22494 | 791789 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 15823 | 415037 |
|  | Timken Co. | 5110 | 328318 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Titan International, <br> Inc.<br>| 28532 | $209710 |
| \* | Titan Machinery, Inc. | 11375 | 188711 |
| \* | Transcat, Inc. | 600 | 47598 |
|  | Trinity Industries, Inc. | 38005 | 953925 |
| \* | TrueBlue, Inc. | 17100 | 74214 |
|  | TTEC Holdings, Inc. | 4362 | 17448 |
| \* | Tutor Perini Corp. | 26298 | 564355 |
|  | Twin Disc, Inc. | 5122 | 37595 |
|  | UFP Industries, Inc. | 10389 | 1026953 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 3564 | 218794 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 27089 | 1484477 |
| \* | Ultralife Corp. | 7629 | 34178 |
|  | UniFirst Corp. | 5186 | 925545 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 9576 | 208182 |
| \* | V2X, Inc. | 7078 | 352201 |
|  | Vestis Corp. | 37938 | 332337 |
|  | Virco Mfg. Corp. | 6012 | 55250 |
| \* | VirTra, Inc. | 4692 | 21959 |
| # | VSE Corp. | 6754 | 773468 |
|  | Wabash National <br> Corp.<br>| 17347 | 119868 |
|  | Werner Enterprises, <br> Inc.<br>| 23771 | 586193 |
|  | WESCO International, <br> Inc.<br>| 17921 | 2920406 |
| \* | Willdan Group, Inc. | 2762 | 108270 |
|  | Willis Lease Finance <br> Corp.<br>| 2750 | 425480 |
|  | Worthington <br> Enterprises, Inc.<br>| 18741 | 948857 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 94774582 |
| INFORMATION TECHNOLOGY — (6.3%) | INFORMATION TECHNOLOGY — (6.3%) | INFORMATION TECHNOLOGY — (6.3%) | INFORMATION TECHNOLOGY — (6.3%) |
| \* | 8x8, Inc. | 13235 | 23426 |
| \* | 908 Devices, Inc. | 10663 | 57900 |
| # | Advanced Energy <br> Industries, Inc.<br>| 2186 | 212938 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 13931 | 262321 |
|  | Amkor Technology, <br> Inc.<br>| 89147 | 1555615 |
| \* | Amtech Systems, Inc. | 6555 | 22615 |
| \* | Arrow Electronics, <br> Inc.<br>| 24237 | 2699032 |
| \* | ASGN, Inc. | 7918 | 398909 |
| \* | AstroNova, Inc. | 1475 | 12257 |
| \* | Aviat Networks, Inc. | 5428 | 95316 |
|  | Avnet, Inc. | 43727 | 2054732 |
| \* | Aware, Inc. | 4272 | 7092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Axcelis Technologies, <br> Inc.<br>| 3566 | $174663 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 5259 | 345884 |
|  | Benchmark <br> Electronics, Inc.<br>| 17602 | 572593 |
| \* | Bill Holdings, Inc. | 11375 | 518359 |
| \* | Cerence, Inc. | 3550 | 32163 |
| \* | CEVA, Inc. | 5749 | 150681 |
| \* | Cipher Mining, Inc. | 40177 | 114504 |
| \* | Clearfield, Inc. | 2645 | 75832 |
| \* | Coherent Corp. | 21674 | 1394072 |
| \* | Cohu, Inc. | 18258 | 292128 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 14120 | 19344 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 366 | 7269 |
| \* | CoreCard Corp. | 2230 | 43307 |
| \* | Corsair Gaming, Inc. | 26673 | 188845 |
|  | Crane NXT Co. | 8618 | 404357 |
| \* | Crexendo, Inc. | 2488 | 12266 |
|  | CTS Corp. | 10967 | 417623 |
| \* | Daily Journal Corp. | 333 | 126200 |
| \* | Daktronics, Inc. | 22360 | 283748 |
| \* | Diebold Nixdorf, Inc. | 3010 | 133433 |
| #\* | Digi International, Inc. | 15127 | 411454 |
| \* | Digital Turbine, Inc. | 17222 | 51666 |
| \* | Diodes, Inc. | 15284 | 586906 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 15546 | 206140 |
| \* | DXC Technology Co. | 71222 | 1105365 |
| \* | E2open Parent <br> Holdings, Inc.<br>| 84144 | 165764 |
| \* | Eastman Kodak Co. | 24022 | 151098 |
| \* | eGain Corp. | 5992 | 30799 |
| \* | ePlus, Inc. | 9534 | 594540 |
| \* | Everspin <br> Technologies, Inc.<br>| 5420 | 28726 |
| \* | FARO Technologies, <br> Inc.<br>| 5927 | 174313 |
| \* | Fastly, Inc., Class A | 38357 | 220553 |
| \* | Flex Ltd. | 48215 | 1655703 |
| \* | FormFactor, Inc. | 13748 | 386869 |
|  | Frequency <br> Electronics, Inc.<br>| 534 | 9932 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 7176 | 101612 |
| \* | Harmonic, Inc. | 9254 | 83101 |
| \* | Ichor Holdings Ltd. | 13082 | 258762 |
| \* | Identiv, Inc. | 1677 | 5568 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 38413 | 76442 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Information Services <br> Group, Inc.<br>| 22129 | $85861 |
| \* | Insight Enterprises, <br> Inc.<br>| 3407 | 471120 |
| \* | inTEST Corp. | 5710 | 35402 |
| \* | IPG Photonics Corp. | 12219 | 731796 |
|  | Juniper Networks, <br> Inc.<br>| 28101 | 1020628 |
| \* | Key Tronic Corp. | 2718 | 6686 |
| #\* | Kimball Electronics, <br> Inc.<br>| 12465 | 178748 |
| \* | Knowles Corp. | 44503 | 700477 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 17061 | 549876 |
| \* | KVH Industries, Inc. | 9329 | 47671 |
| \* | Lantronix, Inc. | 10097 | 21507 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 18017 | 471325 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 21665 | 68028 |
| \* | MaxLinear, Inc. | 2673 | 26703 |
|  | Methode Electronics, <br> Inc.<br>| 12779 | 80124 |
| \* | Mirion Technologies, <br> Inc.<br>| 48514 | 765551 |
| \* | Mitek Systems, Inc. | 11197 | 92711 |
| \* | N-able, Inc. | 21144 | 149277 |
| \* | Navitas <br> Semiconductor <br> Corp.<br>| 4947 | 9548 |
| \* | nCino, Inc. | 9644 | 223741 |
| \* | NCR Voyix Corp. | 34016 | 291517 |
| \* | NETGEAR, Inc. | 14852 | 358230 |
| \* | NetScout Systems, <br> Inc.<br>| 33146 | 696729 |
|  | Network-1 <br> Technologies, Inc.<br>| 3000 | 3810 |
| \* | nLight, Inc. | 7450 | 57440 |
| \* | Olo, Inc., Class A | 33669 | 208748 |
| \* | ON24, Inc. | 15477 | 72432 |
|  | OneSpan, Inc. | 2495 | 37101 |
| \* | Optical Cable Corp. | 1600 | 4784 |
|  | PC Connection, Inc. | 11579 | 718361 |
| \* | Penguin Solutions, <br> Inc.<br>| 13433 | 229301 |
| \* | Photronics, Inc. | 26902 | 491500 |
| \* | Plexus Corp. | 11553 | 1414434 |
| \* | Powerfleet, Inc. NJ | 14195 | 71543 |
| \* | RF Industries Ltd. | 681 | 2608 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 65217 | 209347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Richardson <br> Electronics Ltd.<br>| 4924 | $42642 |
| #\* | Riot Platforms, Inc. | 32634 | 236270 |
| \* | Rogers Corp. | 7308 | 451708 |
| \* | Sanmina Corp. | 18027 | 1384293 |
|  | Sapiens International <br> Corp. NV<br>| 987 | 27034 |
| \* | ScanSource, Inc. | 12586 | 415212 |
| #\*†† | Silicon Graphics, Inc. | 137 | 0 |
|  | Skyworks Solutions, <br> Inc.<br>| 5241 | 336891 |
| \* | SmartRent, Inc. | 29561 | 28175 |
| \* | SoundThinking, Inc. | 1675 | 25996 |
| \* | Synaptics, Inc. | 9930 | 552704 |
|  | TD SYNNEX Corp. | 31625 | 3504050 |
| \* | Telos Corp. | 14083 | 38447 |
| \* | TransAct <br> Technologies, Inc.<br>| 1945 | 6769 |
| \* | TTM Technologies, <br> Inc.<br>| 51171 | 1024443 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 21643 | 404832 |
| \* | Veeco Instruments, <br> Inc.<br>| 18658 | 348905 |
| \* | Verint Systems, Inc. | 19847 | 350101 |
| \* | Viasat, Inc. | 21768 | 201789 |
| \* | Viavi Solutions, Inc. | 16549 | 175088 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 57059 | 741196 |
| \* | Vishay Precision <br> Group, Inc.<br>| 6460 | 161112 |
| \* | WidePoint Corp. | 744 | 3177 |
|  | Xerox Holdings Corp. | 69361 | 305882 |
| \* | Xperi, Inc. | 17006 | 125674 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 40511792 |
| MATERIALS — (6.6%) | MATERIALS — (6.6%) | MATERIALS — (6.6%) | MATERIALS — (6.6%) |
|  | AdvanSix, Inc. | 12400 | 265608 |
|  | Alcoa Corp. | 47510 | 1165420 |
| \* | Alpha Metallurgical <br> Resources, Inc.<br>| 5153 | 625317 |
| \* | Alto Ingredients, Inc. | 35264 | 31801 |
|  | American Vanguard <br> Corp.<br>| 15311 | 64612 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 4848 | 10035 |
| \* | Arq, Inc. | 14790 | 56054 |
| \* | Ascent Industries Co. | 1876 | 24763 |
|  | Ashland, Inc. | 19726 | 1072897 |
| \* | Aspen Aerogels, Inc. | 8603 | 46456 |
|  | Avient Corp. | 31476 | 1048466 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| #\* | Bioceres Crop <br> Solutions Corp.<br>| 3494 | $14850 |
|  | Cabot Corp. | 3351 | 263188 |
|  | Caledonia Mining <br> Corp. PLC<br>| 6555 | 86329 |
|  | Celanese Corp. | 26878 | 1196340 |
| \* | Century Aluminum <br> Co.<br>| 16726 | 274474 |
|  | CF Industries <br> Holdings, Inc.<br>| 19509 | 1528920 |
| \* | Clearwater Paper <br> Corp.<br>| 8054 | 216330 |
| #\* | Cleveland-Cliffs, Inc. | 166211 | 1369579 |
| \* | Coeur Mining, Inc. | 153093 | 849666 |
|  | Commercial Metals <br> Co.<br>| 43495 | 1937267 |
|  | Compass Minerals <br> International, Inc.<br>| 15628 | 210040 |
| \* | Core Molding <br> Technologies, Inc.<br>| 2490 | 38296 |
|  | Eastman Chemical <br> Co.<br>| 24315 | 1872255 |
| \* | Ecovyst, Inc. | 49810 | 297864 |
|  | Element Solutions, <br> Inc.<br>| 20993 | 428467 |
|  | Ferroglobe PLC | 32700 | 114123 |
| \* | Flexible Solutions <br> International, Inc.<br>| 572 | 2156 |
| \* | Flotek Industries, Inc. | 1692 | 11776 |
|  | Fortitude Gold Corp. | 5267 | 18276 |
|  | Friedman Industries, <br> Inc.<br>| 2766 | 47603 |
| \* | Ginkgo Bioworks <br> Holdings, Inc.<br>| 6600 | 48642 |
|  | Graphic Packaging <br> Holding Co.<br>| 58078 | 1469954 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 11043 | 579537 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 4694 | 260846 |
|  | HB Fuller Co. | 13623 | 736187 |
| # | Hecla Mining Co. | 236841 | 1354731 |
|  | Huntsman Corp. | 72681 | 967384 |
|  | Innospec, Inc. | 8520 | 762370 |
| \* | Intrepid Potash, Inc. | 6613 | 218494 |
|  | Kaiser Aluminum <br> Corp.<br>| 5735 | 369678 |
|  | Koppers Holdings, <br> Inc.<br>| 8891 | 222808 |
|  | Kronos Worldwide, <br> Inc.<br>| 26148 | 201601 |
| \* | LSB Industries, Inc. | 27966 | 178423 |
| #\* | Magnera Corp. | 6958 | 102074 |
|  | Materion Corp. | 7852 | 651795 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Mativ Holdings, Inc. | 24035 | $122819 |
| \* | McEwen Mining, Inc. | 16305 | 127179 |
|  | Mercer International, <br> Inc.<br>| 34569 | 154523 |
| \* | Metallus, Inc. | 21989 | 278161 |
|  | Minerals <br> Technologies, Inc.<br>| 15531 | 801244 |
|  | Mosaic Co. | 81902 | 2489821 |
|  | Myers Industries, Inc. | 15012 | 157626 |
| \* | Nexa Resources SA | 9879 | 57693 |
|  | Northern Technologies <br> International Corp.<br>| 1645 | 12255 |
| \* | O-I Glass, Inc. | 54397 | 688666 |
|  | Olin Corp. | 41223 | 891241 |
|  | Olympic Steel, Inc. | 5630 | 181568 |
|  | Orion SA | 15749 | 189618 |
| \* | Perimeter Solutions, <br> Inc.<br>| 34572 | 350214 |
|  | Quaker Chemical <br> Corp.<br>| 4621 | 489549 |
|  | Radius Recycling, <br> Inc.<br>| 13975 | 409887 |
|  | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 13103 | 132078 |
|  | Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 383 | 3512 |
| \* | Ranpak Holdings <br> Corp.<br>| 28683 | 117887 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 31099 | 132482 |
| †† | Resolute Forest <br> Products, Inc.<br>| 24714 | 6581 |
|  | Ryerson Holding <br> Corp.<br>| 15125 | 353623 |
|  | Sensient Technologies <br> Corp.<br>| 2024 | 190155 |
|  | Silgan Holdings, Inc. | 22767 | 1175916 |
|  | Sonoco Products Co. | 21495 | 881295 |
|  | Stepan Co. | 8464 | 427940 |
|  | SunCoke Energy, Inc. | 40627 | 368081 |
|  | Sylvamo Corp. | 5769 | 343948 |
| \* | Tredegar Corp. | 13536 | 105175 |
|  | TriMas Corp. | 16405 | 394540 |
|  | Tronox Holdings PLC | 63271 | 342296 |
|  | U.S. Steel Corp. | 81613 | 3567304 |
|  | Warrior Met Coal, Inc. | 18263 | 873337 |
|  | Westlake Corp. | 16122 | 1490156 |
|  | Worthington Steel, <br> Inc.<br>| 17930 | 460084 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 42082206 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) | REAL ESTATE — (1.0%) |
| \* | AMREP Corp. | 1949 | $43950 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 51347 | 177661 |
| \* | Cushman & Wakefield <br> PLC<br>| 91595 | 858245 |
| \* | Douglas Elliman, Inc. | 29445 | 48879 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 19281 | 101418 |
| \* | Forestar Group, Inc. | 19031 | 366537 |
| \* | FRP Holdings, Inc. | 7960 | 211617 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 17853 | 1187760 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 8150 | 1853391 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 46092 | 294989 |
|  | Marcus & Millichap, <br> Inc.<br>| 13324 | 405049 |
|  | Newmark Group, Inc., <br> Class A<br>| 51131 | 561930 |
| \* | Opendoor <br> Technologies, Inc.<br>| 84579 | 64136 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 2100 | 3318 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 9594 | 73394 |
|  | RMR Group, Inc., <br> Class A<br>| 3378 | 49589 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 4496 | 86098 |
| \* | Star Holdings | 4116 | 27742 |
| \* | Stratus Properties, <br> Inc.<br>| 2386 | 37866 |
| \* | Tejon Ranch Co. | 13125 | 222206 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 6675775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) | UTILITIES — (0.5%) |
|  | Brookfield Renewable <br> Corp.<br>| 6724 | $191365 |
|  | Genie Energy Ltd., <br> Class B<br>| 6818 | 100702 |
|  | MDU Resources <br> Group, Inc.<br>| 64279 | 1101742 |
| \* | Montauk Renewables, <br> Inc.<br>| 16153 | 33921 |
|  | New Jersey <br> Resources Corp.<br>| 3080 | 150735 |
|  | Ormat Technologies, <br> Inc.<br>| 17599 | 1277688 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 2856153 |
| TOTAL COMMON <br> STOCKS <br>Cost ($595775582) | TOTAL COMMON <br> STOCKS <br>Cost ($595775582) |  | 620613418 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) | TEMPORARY CASH INVESTMENTS — (0.2%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 1273821 | 1273821 |
| SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) | SECURITIES LENDING COLLATERAL — (2.8%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1575340 | 18218811 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $615,270,133) | (Cost $615,270,133) |  | $640106050 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $26009616 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $26009616 |
| Consumer Discretionary | &nbsp;&nbsp; 86469985 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 86469985 |
| Consumer Staples | &nbsp;&nbsp; 41407161 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 41407161 |
| Energy | &nbsp;&nbsp; 53358431 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 53358431 |
| Financials | &nbsp;&nbsp; 184302750 | &nbsp;&nbsp; $16879 | &nbsp;&nbsp; — | &nbsp;&nbsp; 184319629 |
| Health Care | &nbsp;&nbsp; 42129634 | &nbsp;&nbsp; — | &nbsp;&nbsp; $18454 | &nbsp;&nbsp; 42148088 |

---

------

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

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Industrials | &nbsp;&nbsp; $94770767 | &nbsp;&nbsp; $3729 | &nbsp;&nbsp; $86 | &nbsp;&nbsp; $94774582 |
| Information Technology | &nbsp;&nbsp; 40511792 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 40511792 |
| Materials | &nbsp;&nbsp; 42075625 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6581 | &nbsp;&nbsp; 42082206 |
| Real Estate | &nbsp;&nbsp; 6675775 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6675775 |
| Utilities | &nbsp;&nbsp; 2856153 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2856153 |
| Temporary Cash Investments | &nbsp;&nbsp; 1273821 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1273821 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 18218811 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18218811 |
| Total Investments in Securities | &nbsp;&nbsp; $621841510 | &nbsp;&nbsp; $18239419 | &nbsp;&nbsp; $25,121˂˃ | &nbsp;&nbsp; $640106050 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

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

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) | COMMON STOCKS — (97.9%) |
| COMMUNICATION SERVICES — (7.5%) | COMMUNICATION SERVICES — (7.5%) | COMMUNICATION SERVICES — (7.5%) | COMMUNICATION SERVICES — (7.5%) |
|  | AT&T, Inc. | 369598 | $10237865 |
| \* | Charter <br> Communications, <br> Inc., Class A<br>| 1665 | 652447 |
|  | Comcast Corp., <br> Class A<br>| 191883 | 6562399 |
|  | Electronic Arts, Inc. | 12698 | 1842353 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 19981 | 923921 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 20910 | 1041109 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 20575 | 516844 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 600 | 53430 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 6600 | 596574 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 535 | 43094 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 4527 | 401409 |
|  | News Corp. (NWS <br> US), Class B<br>| 8065 | 253402 |
|  | News Corp. (NWSA <br> US), Class A<br>| 16744 | 454097 |
|  | Omnicom Group, Inc. | 8040 | 612326 |
|  | Paramount Global <br> (PARA US), Class B<br>| 38139 | 447752 |
|  | Paramount Global <br> (PARAA US), <br> Class A<br>| 1652 | 37434 |
|  | Sirius XM Holdings, <br> Inc.<br>| 15842 | 339336 |
| \* | Sphere Entertainment <br> Co.<br>| 154 | 4197 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 6014 | 1403186 |
|  | T-Mobile U.S., Inc. | 28623 | 7068450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Verizon <br> Communications, <br> Inc.<br>| 217401 | $9578688 |
|  | Walt Disney Co. | 35719 | 3248643 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 107264 | 929979 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 47248935 |
| CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) |
| \* | Aptiv PLC | 15921 | 908452 |
|  | Aramark | 21061 | 704069 |
|  | Autoliv, Inc. | 7172 | 668646 |
|  | Best Buy Co., Inc. | 3596 | 239817 |
|  | BorgWarner, Inc. | 27403 | 777697 |
| \* | Caesars <br> Entertainment, Inc.<br>| 2169 | 58693 |
| \* | Capri Holdings Ltd. | 1300 | 19552 |
| \* | CarMax, Inc. | 7769 | 502421 |
| \* | Carnival Corp. | 43840 | 804026 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 958 | 179855 |
|  | DR Horton, Inc. | 23757 | 3001459 |
|  | eBay, Inc. | 34108 | 2324801 |
|  | Ford Motor Co. | 313394 | 3137074 |
|  | Gap, Inc. | 1476 | 32324 |
|  | Garmin Ltd. | 7850 | 1466929 |
|  | General Motors Co. | 91295 | 4130186 |
|  | Gentex Corp. | 3570 | 77755 |
|  | Genuine Parts Co. | 6863 | 806746 |
|  | Harley-Davidson, Inc. | 1373 | 30783 |
|  | Hasbro, Inc. | 1003 | 62086 |
|  | Hyatt Hotels Corp., <br> Class A<br>| 2188 | 246544 |
|  | Lear Corp. | 4194 | 359636 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 16013 | 1739172 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 1507 | 155779 |
|  | Lithia Motors, Inc. | 218 | 63822 |
|  | LKQ Corp. | 35025 | 1338305 |
| \* | MGM Resorts <br> International<br>| 7230 | 227456 |
| \* | Mohawk Industries, <br> Inc.<br>| 618 | 65724 |
| \* | NVR, Inc. | 40 | 285030 |
|  | Penske Automotive <br> Group, Inc.<br>| 3800 | 591546 |
|  | PulteGroup, Inc. | 20992 | 2153359 |
|  | PVH Corp. | 672 | 46355 |

---

------

**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. | 2390 | $537630 |
| \* | Rivian Automotive, <br> Inc., Class A<br>| 19400 | 265004 |
|  | Service Corp. <br> International<br>| 700 | 55930 |
|  | Tapestry, Inc. | 2585 | 182630 |
|  | Toll Brothers, Inc. | 3629 | 366057 |
|  | Whirlpool Corp. | 7835 | 597654 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 29211004 |
| CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 8153 | 179203 |
|  | Archer-Daniels-Midland <br> Co.<br>| 17513 | 836246 |
| \* | BellRing Brands, Inc. | 3250 | 250705 |
|  | Bunge Global SA | 11955 | 941098 |
|  | Campbell's Co. | 12528 | 456771 |
|  | Casey's General <br> Stores, Inc.<br>| 1226 | 567135 |
|  | Church & Dwight Co., <br> Inc.<br>| 483 | 47981 |
|  | Conagra Brands, Inc. | 13042 | 322268 |
|  | Constellation Brands, <br> Inc., Class A<br>| 12500 | 2344250 |
| \* | Coty, Inc., Class A | 22970 | 115998 |
| \* | Darling Ingredients, <br> Inc.<br>| 4055 | 130530 |
|  | Dollar General Corp. | 3578 | 335223 |
| \* | Dollar Tree, Inc. | 21034 | 1719950 |
|  | General Mills, Inc. | 52942 | 3003929 |
|  | Hormel Foods Corp. | 9549 | 285515 |
|  | J.M. Smucker Co. | 2211 | 257073 |
|  | Kenvue, Inc. | 145326 | 3429694 |
|  | Keurig Dr. Pepper, Inc. | 47384 | 1639013 |
|  | Kraft Heinz Co. | 17345 | 504739 |
|  | Kroger Co. | 67501 | 4874247 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 2337 | 179154 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 11394 | 655497 |
|  | Mondelez International, <br> Inc., Class A<br>| 66218 | 4511432 |
| \* | Performance Food <br> Group Co.<br>| 5819 | 469361 |
|  | Pilgrim's Pride Corp. | 2655 | 144910 |
| \* | Post Holdings, Inc. | 919 | 104003 |
|  | Seaboard Corp. | 12 | 31032 |
|  | Target Corp. | 23039 | 2227871 |
|  | Tyson Foods, Inc., <br> Class A<br>| 10665 | 653125 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | U.S. Foods Holding <br> Corp.<br>| 13588 | $892188 |
|  | Walgreens Boots <br> Alliance, Inc.<br>| 41309 | 453160 |
|  | Walmart, Inc. | 120 | 11670 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 32574971 |
| ENERGY — (11.2%) | ENERGY — (11.2%) | ENERGY — (11.2%) | ENERGY — (11.2%) |
|  | APA Corp. | 454 | 7055 |
|  | Baker Hughes Co. | 95215 | 3370611 |
|  | Chevron Corp. | 75778 | 10310355 |
|  | ConocoPhillips | 64415 | 5740665 |
|  | Coterra Energy, Inc. | 58717 | 1442090 |
|  | Devon Energy Corp. | 49369 | 1501311 |
|  | Diamondback Energy, <br> Inc.<br>| 13637 | 1800220 |
|  | EOG Resources, Inc. | 28371 | 3130172 |
|  | EQT Corp. | 6928 | 342520 |
|  | Expand Energy Corp. | 3177 | 330090 |
|  | Exxon Mobil Corp. | 218474 | 23077409 |
|  | Halliburton Co. | 38410 | 761286 |
|  | Helmerich & Payne, <br> Inc.<br>| 818 | 15452 |
|  | Hess Corp. | 10034 | 1294888 |
|  | HF Sinclair Corp. | 3700 | 111259 |
|  | Kinder Morgan, Inc. | 44959 | 1182422 |
|  | Marathon Petroleum <br> Corp.<br>| 23522 | 3232158 |
|  | NOV, Inc. | 626 | 7268 |
|  | Occidental Petroleum <br> Corp.<br>| 46358 | 1826969 |
|  | ONEOK, Inc. | 17185 | 1411920 |
|  | Ovintiv, Inc. | 10759 | 361287 |
|  | Phillips 66 | 25506 | 2654154 |
|  | Schlumberger NV | 27958 | 929604 |
|  | Valero Energy Corp. | 21715 | 2520894 |
|  | Williams Cos., Inc. | 48763 | 2856049 |
| TOTAL ENERGY | TOTAL ENERGY |  | 70218108 |
| FINANCIALS — (24.0%) | FINANCIALS — (24.0%) | FINANCIALS — (24.0%) | FINANCIALS — (24.0%) |
|  | Aflac, Inc. | 15051 | 1635743 |
|  | Allstate Corp. | 9573 | 1899188 |
|  | Ally Financial, Inc. | 33768 | 1102863 |
|  | American Financial <br> Group, Inc.<br>| 4681 | 592895 |
|  | American International <br> Group, Inc.<br>| 39995 | 3260392 |
|  | Arch Capital Group <br> Ltd.<br>| 31085 | 2818788 |
|  | Assurant, Inc. | 3963 | 763829 |
|  | Axis Capital Holdings <br> Ltd.<br>| 973 | 93719 |
|  | Bank of America Corp. | 116602 | 4650088 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Bank of New York <br> Mellon Corp.<br>| 24952 | $2006390 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 30719 | 16380907 |
|  | Blackrock, Inc. | 1483 | 1355848 |
| \* | Block, Inc. | 4887 | 285743 |
|  | Capital One Financial <br> Corp.<br>| 11882 | 2141849 |
|  | Carlyle Group, Inc. | 2100 | 81144 |
|  | Charles Schwab Corp. | 13516 | 1100202 |
|  | Chubb Ltd. | 13005 | 3720470 |
|  | Cincinnati Financial <br> Corp.<br>| 3827 | 532757 |
|  | Citigroup, Inc. | 32634 | 2231513 |
|  | Citizens Financial <br> Group, Inc.<br>| 20697 | 763512 |
|  | CME Group, Inc. | 922 | 255468 |
|  | Comerica, Inc. | 654 | 35153 |
|  | Corebridge Financial, <br> Inc.<br>| 9686 | 286996 |
|  | Discover Financial <br> Services<br>| 21571 | 3940375 |
|  | East West Bancorp, <br> Inc.<br>| 3233 | 276583 |
|  | Everest Group Ltd. | 1739 | 624005 |
|  | F&G Annuities & Life, <br> Inc.<br>| 389 | 13541 |
|  | Fidelity National <br> Financial, Inc.<br>| 9333 | 597779 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 42824 | 3377957 |
|  | Fifth Third Bancorp | 55321 | 1988237 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 867 | 1542514 |
|  | First Horizon Corp. | 7379 | 133412 |
| \* | Fiserv, Inc. | 13865 | 2559063 |
|  | Franklin Resources, <br> Inc.<br>| 10235 | 192009 |
|  | Global Payments, Inc. | 11722 | 894506 |
|  | Globe Life, Inc. | 4255 | 524812 |
|  | Goldman Sachs <br> Group, Inc.<br>| 10148 | 5556537 |
|  | Hartford Insurance <br> Group, Inc.<br>| 29291 | 3593127 |
|  | Huntington <br> Bancshares, Inc.<br>| 62613 | 909767 |
|  | Intercontinental <br> Exchange, Inc.<br>| 4372 | 734365 |
|  | Jefferies Financial <br> Group, Inc.<br>| 1212 | 56637 |
|  | JPMorgan Chase & <br> Co.<br>| 122879 | 30058906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | KeyCorp | 40804 | $605531 |
|  | Lincoln National Corp. | 2459 | 78368 |
|  | Loews Corp. | 7809 | 678056 |
|  | M&T Bank Corp. | 5919 | 1004809 |
| \* | Markel Group, Inc. | 463 | 842012 |
|  | MetLife, Inc. | 50464 | 3803472 |
|  | Morgan Stanley | 45631 | 5266730 |
|  | Northern Trust Corp. | 11340 | 1065733 |
| \* | PayPal Holdings, Inc. | 18016 | 1186173 |
|  | PNC Financial <br> Services Group, Inc.<br>| 8215 | 1320068 |
|  | Principal Financial <br> Group, Inc.<br>| 14451 | 1071542 |
|  | Prosperity Bancshares, <br> Inc.<br>| 567 | 38499 |
|  | Prudential Financial, <br> Inc.<br>| 24448 | 2511054 |
|  | Raymond James <br> Financial, Inc.<br>| 15482 | 2121653 |
|  | Regions Financial <br> Corp.<br>| 42012 | 857465 |
|  | Reinsurance Group of <br> America, Inc.<br>| 828 | 155093 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 250 | 60483 |
|  | State Street Corp. | 12650 | 1114465 |
|  | Synchrony Financial | 36836 | 1913630 |
|  | Synovus Financial <br> Corp.<br>| 1104 | 47825 |
|  | T. Rowe Price Group, <br> Inc.<br>| 7864 | 696357 |
|  | Travelers Cos., Inc. | 19755 | 5217888 |
|  | Truist Financial Corp. | 28047 | 1075322 |
|  | U.S. Bancorp | 52456 | 2116075 |
|  | Unum Group | 5925 | 460136 |
|  | W.R. Berkley Corp. | 13723 | 983802 |
|  | Webster Financial <br> Corp.<br>| 384 | 18163 |
|  | Wells Fargo & Co. | 110643 | 7856759 |
|  | Willis Towers Watson <br> PLC<br>| 2028 | 624218 |
|  | Zions Bancorp NA | 3064 | 137788 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 150498758 |
| HEALTH CARE — (15.0%) | HEALTH CARE — (15.0%) | HEALTH CARE — (15.0%) | HEALTH CARE — (15.0%) |
|  | Abbott Laboratories | 38177 | 4991643 |
|  | Agilent Technologies, <br> Inc.<br>| 1912 | 205731 |
| \* | Avantor, Inc. | 14651 | 190316 |
|  | Baxter International, <br> Inc.<br>| 22262 | 693907 |
|  | Becton Dickinson & <br> Co.<br>| 13436 | 2782461 |
| \* | Biogen, Inc. | 9156 | 1108608 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 1200 | $76428 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 918 | 224065 |
| \* | Boston Scientific Corp. | 11051 | 1136816 |
|  | Bristol-Myers Squibb <br> Co.<br>| 33803 | 1696911 |
| \* | Centene Corp. | 17690 | 1058746 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 2087 | 247560 |
|  | Cigna Group | 13848 | 4708874 |
| \* | Cooper Cos., Inc. | 1912 | 156153 |
|  | CVS Health Corp. | 22131 | 1476359 |
|  | Danaher Corp. | 11146 | 2221732 |
| \* | Edwards Lifesciences <br> Corp.<br>| 19522 | 1473716 |
| \* | Elanco Animal Health, <br> Inc.<br>| 6840 | 64843 |
|  | Elevance Health, Inc. | 11548 | 4856858 |
| \* | Envista Holdings <br> Corp.<br>| 1720 | 27658 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 36312 | 2553823 |
|  | Gilead Sciences, Inc. | 27765 | 2958083 |
| \* | Henry Schein, Inc. | 11024 | 716229 |
| \* | Hologic, Inc. | 12948 | 753574 |
|  | Humana, Inc. | 9065 | 2377206 |
| \* | Incyte Corp. | 1360 | 85218 |
| \* | IQVIA Holdings, Inc. | 5426 | 841410 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 5515 | 645034 |
|  | Johnson & Johnson | 87097 | 13614132 |
|  | Labcorp Holdings, Inc. | 3485 | 839920 |
|  | McKesson Corp. | 3387 | 2414220 |
|  | Medtronic PLC | 32325 | 2739867 |
|  | Merck & Co., Inc. | 19877 | 1693520 |
| \* | Moderna, Inc. | 7095 | 202491 |
| \* | Molina Healthcare, <br> Inc.<br>| 1833 | 599409 |
|  | Pfizer, Inc. | 200177 | 4886321 |
|  | Quest Diagnostics, <br> Inc.<br>| 11566 | 2061293 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 2611 | 1563362 |
|  | Revvity, Inc. | 3314 | 309627 |
|  | STERIS PLC | 5962 | 1339900 |
|  | Teleflex, Inc. | 157 | 21517 |
| \* | Tenet Healthcare <br> Corp.<br>| 2208 | 315634 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 10639 | 4564131 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | United Therapeutics <br> Corp.<br>| 2317 | $702260 |
|  | UnitedHealth Group, <br> Inc.<br>| 32663 | 13438865 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 6859 | 1214523 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 22 | 11209 |
|  | Viatris, Inc. | 50231 | 422945 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 9350 | 963517 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 94248625 |
| INDUSTRIALS — (14.1%) | INDUSTRIALS — (14.1%) | INDUSTRIALS — (14.1%) | INDUSTRIALS — (14.1%) |
|  | AECOM | 1339 | 132092 |
|  | AGCO Corp. | 4174 | 354080 |
| \* | Amentum Holdings, <br> Inc.<br>| 7558 | 164916 |
|  | AMETEK, Inc. | 14447 | 2449922 |
| \* | Builders FirstSource, <br> Inc.<br>| 12022 | 1438192 |
| \* | CACI International, <br> Inc., Class A<br>| 200 | 91574 |
|  | Carlisle Cos., Inc. | 3196 | 1212818 |
|  | Carrier Global Corp. | 26790 | 1675447 |
| \* | Clean Harbors, Inc. | 708 | 151470 |
|  | CNH Industrial NV | 38211 | 442101 |
|  | Concentrix Corp. | 1452 | 74139 |
|  | CSX Corp. | 89198 | 2503788 |
|  | Cummins, Inc. | 10354 | 3042419 |
|  | Deere & Co. | 9741 | 4515538 |
|  | Delta Air Lines, Inc. | 55895 | 2326909 |
|  | Dover Corp. | 9599 | 1638069 |
|  | Eaton Corp. PLC | 16149 | 4753781 |
|  | EMCOR Group, Inc. | 452 | 181116 |
|  | Emerson Electric Co. | 12435 | 1307043 |
|  | FedEx Corp. | 13890 | 2921484 |
|  | Fortive Corp. | 14666 | 1022074 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 12304 | 662201 |
|  | GE Vernova, Inc. | 324 | 120146 |
|  | General Dynamics <br> Corp.<br>| 9310 | 2533437 |
| \* | GXO Logistics, Inc. | 407 | 14750 |
|  | Howmet Aerospace, <br> Inc.<br>| 92 | 12749 |
|  | Hubbell, Inc. | 22 | 7990 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 1502 | 345971 |
|  | IDEX Corp. | 597 | 103860 |
|  | Ingersoll Rand, Inc. | 23401 | 1765137 |
|  | ITT, Inc. | 400 | 54808 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Jacobs Solutions, Inc. | 5558 | $688080 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 4129 | 539165 |
|  | Johnson Controls <br> International PLC<br>| 23001 | 1929784 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 1347 | 52762 |
|  | L3Harris Technologies, <br> Inc.<br>| 6595 | 1451032 |
|  | Leidos Holdings, Inc. | 6431 | 946515 |
| \* | MasTec, Inc. | 425 | 54111 |
| \* | Middleby Corp. | 311 | 41472 |
| \* | NEXTracker, Inc., <br> Class A<br>| 9036 | 366952 |
|  | Norfolk Southern <br> Corp.<br>| 16122 | 3612134 |
|  | Northrop Grumman <br> Corp.<br>| 4441 | 2160546 |
|  | Oshkosh Corp. | 522 | 43723 |
|  | Otis Worldwide Corp. | 2174 | 209291 |
|  | Owens Corning | 8674 | 1261286 |
|  | PACCAR, Inc. | 43477 | 3922060 |
|  | Parker-Hannifin Corp. | 8081 | 4889490 |
|  | Pentair PLC | 14793 | 1342169 |
|  | Quanta Services, Inc. | 10094 | 2954413 |
|  | Republic Services, <br> Inc.<br>| 13205 | 3311154 |
|  | RTX Corp. | 44315 | 5589451 |
|  | Sensata Technologies <br> Holding PLC<br>| 515 | 11021 |
|  | Snap-on, Inc. | 6398 | 2007756 |
|  | Southwest Airlines Co. | 27308 | 763532 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 21296 | 1609978 |
|  | Stanley Black & <br> Decker, Inc.<br>| 6807 | 408556 |
|  | Textron, Inc. | 16232 | 1142246 |
|  | Trane Technologies <br> PLC<br>| 101 | 38714 |
|  | TransUnion | 5407 | 448565 |
| \* | U-Haul Holding Co. <br> (UHAL US)<br>| 1475 | 90550 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 16075 | 880910 |
| \* | United Airlines <br> Holdings, Inc.<br>| 21659 | 1490572 |
|  | United Parcel Service, <br> Inc., Class B<br>| 3041 | 289807 |
|  | United Rentals, Inc. | 5402 | 3411093 |
|  | WESCO International, <br> Inc.<br>| 600 | 97776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 8070 | $1490852 |
| \* | XPO, Inc. | 279 | 29607 |
|  | Xylem, Inc. | 6229 | 751031 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 88348177 |
| INFORMATION TECHNOLOGY — (8.3%) | INFORMATION TECHNOLOGY — (8.3%) | INFORMATION TECHNOLOGY — (8.3%) | INFORMATION TECHNOLOGY — (8.3%) |
| \* | Advanced Micro <br> Devices, Inc.<br>| 20542 | 1999764 |
| \* | Akamai Technologies, <br> Inc.<br>| 8499 | 684849 |
|  | Amdocs Ltd. | 15020 | 1330472 |
|  | Analog Devices, Inc. | 12100 | 2358532 |
|  | Avnet, Inc. | 1297 | 60946 |
|  | Broadcom, Inc. | 54 | 10393 |
| \* | Ciena Corp. | 1583 | 106314 |
|  | Cisco Systems, Inc. | 134732 | 7778078 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 49920 | 3672614 |
| \* | Coherent Corp. | 781 | 50234 |
|  | Corning, Inc. | 68224 | 3027781 |
| \* | DXC Technology Co. | 2899 | 44992 |
|  | Entegris, Inc. | 200 | 15824 |
| \* | F5, Inc. | 1080 | 285919 |
| \* | First Solar, Inc. | 4833 | 608088 |
| \* | Flex Ltd. | 25689 | 882160 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 92529 | 1500820 |
|  | HP, Inc. | 106724 | 2728933 |
|  | Intel Corp. | 76556 | 1538776 |
|  | International Business <br> Machines Corp.<br>| 43 | 10398 |
| \* | IPG Photonics Corp. | 430 | 25753 |
|  | Jabil, Inc. | 573 | 83979 |
|  | Juniper Networks, Inc. | 20534 | 745795 |
| \* | Keysight Technologies, <br> Inc.<br>| 7683 | 1117108 |
| \* | Kyndryl Holdings, Inc. | 1573 | 50997 |
|  | Marvell Technology, <br> Inc.<br>| 3859 | 225250 |
|  | Microchip Technology, <br> Inc.<br>| 1704 | 78520 |
|  | Micron Technology, <br> Inc.<br>| 37061 | 2851844 |
|  | NXP Semiconductors <br> NV<br>| 5295 | 975921 |
| \* | ON Semiconductor <br> Corp.<br>| 36695 | 1456792 |
| \* | Qorvo, Inc. | 5422 | 388595 |
|  | Roper Technologies, <br> Inc.<br>| 1196 | 669856 |
|  | Salesforce, Inc. | 26793 | 7199547 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Sandisk Corp. | 4710 | $151238 |
|  | Skyworks Solutions, <br> Inc.<br>| 11761 | 755997 |
|  | TD SYNNEX Corp. | 2852 | 316002 |
|  | TE Connectivity PLC | 30520 | 4467518 |
| \* | Teledyne Technologies, <br> Inc.<br>| 1702 | 793183 |
|  | Vontier Corp. | 2863 | 91072 |
| \* | Western Digital Corp. | 14132 | 619830 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 1041 | 260583 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 2191 | 169890 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 52191157 |
| MATERIALS — (7.5%) | MATERIALS — (7.5%) | MATERIALS — (7.5%) | MATERIALS — (7.5%) |
|  | Air Products & <br> Chemicals, Inc.<br>| 8901 | 2412972 |
|  | Albemarle Corp. | 5245 | 307095 |
|  | Amcor PLC | 67243 | 618636 |
|  | Ball Corp. | 19994 | 1038488 |
|  | Celanese Corp. | 6557 | 291852 |
|  | CF Industries Holdings, <br> Inc.<br>| 14702 | 1152196 |
| \* | Cleveland-Cliffs, Inc. | 15656 | 129005 |
|  | Corteva, Inc. | 24017 | 1488814 |
|  | CRH PLC (CRHCF <br> US)<br>| 14495 | 1383113 |
|  | Crown Holdings, Inc. | 2200 | 211926 |
|  | Dow, Inc. | 78218 | 2392689 |
|  | DuPont de Nemours, <br> Inc.<br>| 17056 | 1125525 |
|  | Eastman Chemical <br> Co.<br>| 14927 | 1149379 |
|  | FMC Corp. | 801 | 33578 |
|  | Freeport-McMoRan, <br> Inc.<br>| 105482 | 3800516 |
|  | Huntsman Corp. | 3237 | 43085 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 10181 | 798801 |
|  | International Paper <br> Co.<br>| 26648 | 1217281 |
|  | Linde PLC | 13704 | 6211064 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 34302 | 1996719 |
|  | Martin Marietta <br> Materials, Inc.<br>| 4484 | 2349526 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Mosaic Co. | 29416 | $894246 |
|  | Newmont Corp. | 52807 | 2781873 |
|  | Nucor Corp. | 23024 | 2748375 |
|  | Packaging Corp. of <br> America<br>| 9401 | 1744920 |
|  | PPG Industries, Inc. | 16048 | 1746985 |
|  | Reliance, Inc. | 3813 | 1099021 |
|  | Royal Gold, Inc. | 782 | 142879 |
|  | Smurfit WestRock <br> PLC<br>| 17093 | 718248 |
|  | Sonoco Products Co. | 945 | 38745 |
|  | Steel Dynamics, Inc. | 15902 | 2062648 |
|  | Vulcan Materials Co. | 9911 | 2599953 |
|  | Westlake Corp. | 3309 | 305851 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 47036004 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | CBRE Group, Inc., <br> Class A<br>| 15057 | 1839664 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 693 | 157595 |
| \*» | Millrose Properties, <br> Inc.<br>| 3484 | 87240 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 2084499 |
| UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) | UTILITIES — (0.1%) |
|  | NRG Energy, Inc. | 1961 | 214886 |
|  | Vistra Corp. | 2457 | 318501 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 533387 |
| TOTAL COMMON <br> STOCKS <br>Cost ($418714709) | TOTAL COMMON <br> STOCKS <br>Cost ($418714709) |  | 614193625 |

---

&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 | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 816482 | 816482 |
| SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1054196 | 12191776 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $431,722,967) | (Cost $431,722,967) |  | $627201883 |

---

------

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

**CONTINUED**

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $47248935 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $47248935 |
| Consumer Discretionary | &nbsp;&nbsp; 29211004 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 29211004 |
| Consumer Staples | &nbsp;&nbsp; 32574971 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 32574971 |
| Energy | &nbsp;&nbsp; 70218108 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 70218108 |
| Financials | &nbsp;&nbsp; 150498758 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 150498758 |
| Health Care | &nbsp;&nbsp; 94248625 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 94248625 |
| Industrials | &nbsp;&nbsp; 88348177 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 88348177 |
| Information Technology | &nbsp;&nbsp; 52191157 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 52191157 |
| Materials | &nbsp;&nbsp; 47036004 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 47036004 |
| Real Estate | &nbsp;&nbsp; 2084499 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2084499 |
| Utilities | &nbsp;&nbsp; 533387 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 533387 |
| Temporary Cash Investments | &nbsp;&nbsp; 816482 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 816482 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $12191776 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12191776 |
| Total Investments in Securities | &nbsp;&nbsp; $615010107 | &nbsp;&nbsp; $12191776 | &nbsp;&nbsp; — | &nbsp;&nbsp; $627201883 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA International Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (93.6%) | COMMON STOCKS — (93.6%) | COMMON STOCKS — (93.6%) | COMMON STOCKS — (93.6%) |
| AUSTRALIA — (5.4%) | AUSTRALIA — (5.4%) | AUSTRALIA — (5.4%) | AUSTRALIA — (5.4%) |
|  | Ansell Ltd. | 2809 | $54493 |
|  | ANZ Group Holdings <br> Ltd.<br>| 157918 | 3019749 |
|  | Aurizon Holdings Ltd. | 266121 | 520989 |
|  | Bendigo & Adelaide <br> Bank Ltd.<br>| 42211 | 301970 |
|  | BlueScope Steel Ltd. | 88805 | 1360178 |
|  | Challenger Ltd. | 53101 | 240609 |
|  | Cleanaway Waste <br> Management Ltd.<br>| 164998 | 274591 |
|  | Dyno Nobel Ltd. | 224487 | 325866 |
| # | Endeavour Group Ltd. | 74360 | 190206 |
|  | Evolution Mining Ltd. | 251385 | 1260701 |
|  | Fortescue Ltd. | 45989 | 474960 |
|  | Hafnia Ltd. | 22085 | 101803 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 112868 | 377357 |
|  | Lendlease Corp. Ltd. | 41763 | 140721 |
|  | National Australia Bank <br> Ltd.<br>| 176496 | 4075417 |
|  | Northern Star <br> Resources Ltd.<br>| 124343 | 1527389 |
|  | Orica Ltd. | 68506 | 711082 |
|  | Origin Energy Ltd. | 152913 | 1042256 |
|  | QBE Insurance Group <br> Ltd.<br>| 121237 | 1675486 |
|  | Rio Tinto Ltd. | 21222 | 1587771 |
|  | Santos Ltd. | 496255 | 1907784 |
|  | Sonic Healthcare Ltd. | 60701 | 1013522 |
|  | South32 Ltd. (S32 AU) | 574429 | 989911 |
|  | Suncorp Group Ltd. | 111820 | 1454117 |
|  | TPG Telecom Ltd. | 46621 | 150962 |
|  | Treasury Wine Estates <br> Ltd.<br>| 7916 | 45248 |
|  | Westpac Banking <br> Corp.<br>| 200033 | 4197725 |
|  | Whitehaven Coal Ltd. | 69787 | 223230 |
| # | Woodside Energy <br> Group Ltd. (WDS <br> AU)<br>| 142185 | 1853400 |
|  | Worley Ltd. | 19466 | 155087 |
| # | Yancoal Australia Ltd. | 87072 | 277643 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 31532223 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 7148 | 484074 |
|  | OMV AG | 8499 | 439429 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 923503 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
|  | Ageas SA | 17680 | $1108810 |
|  | Anheuser-Busch InBev <br> SA (ABI BB)<br>| 18292 | 1205607 |
|  | KBC Group NV | 15429 | 1422689 |
| # | Solvay SA | 1341 | 50747 |
|  | Syensqo SA | 8568 | 612893 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 4400746 |
| CANADA — (9.8%) | CANADA — (9.8%) | CANADA — (9.8%) | CANADA — (9.8%) |
|  | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 5160 | 606713 |
|  | AltaGas Ltd. | 19080 | 564677 |
|  | ARC Resources Ltd. | 42220 | 781251 |
|  | Bank of Montreal <br> (BMO CN)<br>| 13251 | 1269639 |
|  | Bank of Montreal <br> (BMO US)<br>| 36571 | 3491799 |
|  | Bank of Nova Scotia <br> (BNS CN)<br>| 18885 | 944935 |
|  | Bank of Nova Scotia <br> (BNS US)<br>| 60155 | 3006547 |
|  | Barrick Gold Corp. <br> (GOLD US)<br>| 204182 | 3887625 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM CN)<br>| 49997 | 3153372 |
|  | Canadian Imperial <br> Bank of Commerce <br> (CM US)<br>| 38530 | 2425464 |
|  | Canadian Tire Corp. <br> Ltd., Class A<br>| 4388 | 480242 |
|  | Cenovus Energy, Inc. <br> (CVE US)<br>| 135829 | 1598707 |
|  | Empire Co. Ltd., <br> Class A<br>| 3218 | 119514 |
|  | Fairfax Financial <br> Holdings Ltd.<br>| 2064 | 3222361 |
| \* | First Quantum Minerals <br> Ltd.<br>| 49651 | 666647 |
|  | iA Financial Corp., Inc. | 15318 | 1488022 |
|  | IGM Financial, Inc. | 5103 | 162166 |
|  | Imperial Oil Ltd. (IMO <br> US)<br>| 667 | 44942 |
|  | Kinross Gold Corp. (K <br> CN)<br>| 92288 | 1362296 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 74127 | 1094115 |
|  | Lundin Mining Corp. | 128613 | 1052339 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | Magna International, <br> Inc. (MGA US)<br>| 44732 | $1554884 |
|  | Manulife Financial <br> Corp. (MFC US)<br>| 54802 | 1678037 |
|  | MEG Energy Corp. | 37365 | 524183 |
|  | Nutrien Ltd. (NTR CN) | 900 | 51378 |
|  | Nutrien Ltd. (NTR US) | 66202 | 3776858 |
|  | Onex Corp. | 3995 | 282861 |
|  | Pan American Silver <br> Corp. (PAAS US)<br>| 28275 | 711965 |
|  | Saputo, Inc. | 3738 | 72938 |
|  | Suncor Energy, Inc. <br> (SU CN)<br>| 8621 | 304479 |
|  | Suncor Energy, Inc. <br> (SU US)<br>| 115409 | 4072784 |
|  | Teck Resources Ltd. <br> (TECK US), Class B<br>| 81202 | 2760056 |
|  | Teck Resources Ltd. <br> (TECK/A CN), <br> Class A<br>| 200 | 7164 |
|  | Teck Resources Ltd. <br> (TECKB CN), <br> Class B<br>| 134 | 4554 |
| # | Toronto-Dominion Bank <br> (TD CN)<br>| 16845 | 1076364 |
|  | Toronto-Dominion Bank <br> (TD US)<br>| 88723 | 5658753 |
|  | Tourmaline Oil Corp. | 45296 | 2000962 |
|  | West Fraser Timber <br> Co. Ltd. (WFG CN)<br>| 9498 | 703221 |
|  | Whitecap Resources, <br> Inc.<br>| 14668 | 83203 |
| TOTAL CANADA | TOTAL CANADA |  | 56748017 |
| DENMARK — (2.6%) | DENMARK — (2.6%) | DENMARK — (2.6%) | DENMARK — (2.6%) |
| # | AP Moller - Maersk AS <br> (MAERSKA DC), <br> Class A<br>| 237 | 405047 |
| # | AP Moller - Maersk AS <br> (MAERSKB DC), <br> Class B<br>| 282 | 485571 |
|  | Carlsberg AS, Class B | 14014 | 1909459 |
| # | Coloplast AS, Class B | 10747 | 1216163 |
|  | Danske Bank AS | 32233 | 1130977 |
| \* | Demant AS | 12462 | 453827 |
|  | DSV AS | 14966 | 3172189 |
| \* | Genmab AS (GMAB <br> DC)<br>| 4778 | 1013121 |
|  | H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 5935 | 24513 |
|  | H Lundbeck AS <br> (HLUNB DC)<br>| 28803 | 137837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Novonesis Novozymes <br> B, Class B<br>| 36497 | $2370748 |
|  | Pandora AS | 6537 | 973117 |
|  | Rockwool AS, Class A | 3550 | 161872 |
|  | Rockwool AS, Class B | 9977 | 455452 |
|  | Tryg AS | 20416 | 486928 |
|  | Vestas Wind Systems <br> AS<br>| 54838 | 731111 |
| TOTAL DENMARK | TOTAL DENMARK |  | 15127932 |
| FINLAND — (0.6%) | FINLAND — (0.6%) | FINLAND — (0.6%) | FINLAND — (0.6%) |
| # | Nokia OYJ (NOK US), <br> Sponsored ADR<br>| 34049 | 169905 |
|  | Nokia OYJ (NOKIA <br> FH)<br>| 418241 | 2090859 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 72366 | 1002193 |
|  | Stora Enso OYJ, <br> Class R<br>| 46368 | 430684 |
|  | UPM-Kymmene OYJ | 2765 | 73234 |
| TOTAL FINLAND | TOTAL FINLAND |  | 3766875 |
| FRANCE — (10.1%) | FRANCE — (10.1%) | FRANCE — (10.1%) | FRANCE — (10.1%) |
| \* | Alstom SA | 8945 | 216014 |
| Ω | Amundi SA | 2929 | 231365 |
|  | BNP Paribas SA | 50945 | 4316543 |
|  | Bollore SE | 60491 | 374162 |
|  | Bouygues SA | 36761 | 1615841 |
| \* | Canal & SA | 29111 | 66148 |
| # | Carrefour SA | 87166 | 1344423 |
|  | Cie de Saint-Gobain <br> SA<br>| 68908 | 7491539 |
|  | Cie Generale des <br> Etablissements <br> Michelin SCA<br>| 109893 | 4018319 |
|  | Credit Agricole SA | 32751 | 614297 |
|  | Eiffage SA | 10913 | 1484962 |
|  | Engie SA | 242398 | 5009963 |
|  | Orange SA (ORA FP) | 282052 | 4092023 |
|  | Publicis Groupe SA <br> (PUB FP)<br>| 13324 | 1355677 |
|  | Renault SA | 31052 | 1649208 |
|  | Rexel SA | 32582 | 905246 |
|  | Sanofi SA (SAN FP) | 51238 | 5605019 |
|  | Societe Generale SA | 84567 | 4409236 |
|  | TotalEnergies SE (TTE <br> FP)<br>| 228351 | 13005777 |
|  | TotalEnergies SE (TTE <br> US), Sponsored <br> ADR<br>| 7191 | 408808 |
|  | Vinci SA | 1599 | 224607 |
|  | Vivendi SE | 29111 | 90782 |
| TOTAL FRANCE | TOTAL FRANCE |  | 58529959 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (7.8%) | GERMANY — (7.8%) | GERMANY — (7.8%) | GERMANY — (7.8%) |
|  | BASF SE | 110339 | $5634953 |
|  | Bayer AG | 88113 | 2309194 |
|  | Bayerische Motoren <br> Werke AG<br>| 30928 | 2623235 |
|  | Brenntag SE | 1451 | 96903 |
|  | Commerzbank AG | 124594 | 3297696 |
|  | Continental AG | 13917 | 1087957 |
| \* | Covestro AG | 20608 | 1387111 |
|  | Daimler Truck Holding <br> AG<br>| 78171 | 3140636 |
|  | Deutsche Bank AG <br> (DB US)<br>| 40923 | 1072592 |
|  | Deutsche Bank AG <br> (DBK GR)<br>| 124505 | 3264564 |
|  | Deutsche Lufthansa <br> AG<br>| 29747 | 213751 |
|  | Deutsche Post AG | 69132 | 2953872 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 1706 | 89810 |
|  | E.ON SE | 176021 | 3078535 |
|  | Evonik Industries AG | 17755 | 399006 |
|  | Fresenius Medical <br> Care AG (FME GR)<br>| 20548 | 1045391 |
| \* | Fresenius SE & Co. <br> KGaA<br>| 35281 | 1675739 |
| Ω | Hapag-Lloyd AG | 1852 | 291598 |
|  | Heidelberg Materials <br> AG<br>| 17993 | 3597043 |
|  | Henkel AG & Co. <br> KGaA<br>| 7921 | 559065 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 10624 | 351899 |
|  | Mercedes-Benz Group <br> AG<br>| 85291 | 5099447 |
|  | Merck KGaA | 1035 | 144093 |
|  | RWE AG | 30564 | 1186927 |
| \* | Talanx AG | 1677 | 192466 |
|  | Volkswagen AG | 3115 | 347744 |
| TOTAL GERMANY | TOTAL GERMANY |  | 45141227 |
| HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) | HONG KONG — (1.4%) |
|  | BOC Hong Kong <br> Holdings Ltd.<br>| 274500 | 1138730 |
| Ω | Budweiser Brewing Co. <br> APAC Ltd.<br>| 101400 | 107142 |
|  | Cathay Pacific Airways <br> Ltd.<br>| 220090 | 252898 |
|  | CK Asset Holdings <br> Ltd.<br>| 206217 | 842471 |
|  | CK Hutchison Holdings <br> Ltd.<br>| 284012 | 1601566 |
|  | CK Infrastructure <br> Holdings Ltd.<br>| 10500 | 70766 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| Ω | ESR Group Ltd. | 206800 | $329317 |
|  | Hang Lung Properties <br> Ltd.<br>| 3197 | 2622 |
|  | Hang Seng Bank Ltd. | 12600 | 175881 |
|  | Henderson Land <br> Development Co. <br> Ltd.<br>| 74255 | 210583 |
|  | MTR Corp. Ltd. | 67660 | 233584 |
|  | Sino Land Co. Ltd. | 397571 | 408584 |
|  | Sun Hung Kai <br> Properties Ltd.<br>| 95362 | 904643 |
|  | Swire Pacific Ltd. (19 <br> HK), Class A<br>| 49500 | 428059 |
|  | Swire Pacific Ltd. (87 <br> HK), Class B<br>| 92500 | 127314 |
| Ω | WH Group Ltd. | 1241189 | 1109880 |
| # | Xinyi Glass Holdings <br> Ltd.<br>| 79000 | 73966 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 8018006 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
|  | AIB Group PLC | 88815 | 596931 |
|  | Bank of Ireland Group <br> PLC<br>| 71890 | 844093 |
|  | Smurfit WestRock <br> PLC<br>| 2179 | 91562 |
| TOTAL IRELAND | TOTAL IRELAND |  | 1532586 |
| ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) |
|  | Bank Hapoalim BM | 78721 | 1154726 |
|  | Bank Leumi Le-Israel <br> BM<br>| 114309 | 1623305 |
|  | Clal Insurance <br> Enterprises Holdings <br> Ltd.<br>| 10637 | 291859 |
|  | Delek Group Ltd. | 1690 | 269614 |
| \* | Equital Ltd. | 614 | 23030 |
|  | Harel Insurance <br> Investments & <br> Financial Services <br> Ltd.<br>| 14055 | 233622 |
|  | Israel Discount Bank <br> Ltd., Class A<br>| 136911 | 1022654 |
|  | Migdal Insurance & <br> Financial Holdings <br> Ltd.<br>| 74606 | 143482 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 4762292 |
| ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) | ITALY — (1.4%) |
|  | Banco BPM SpA | 92447 | 1031941 |
| # | BPER Banca SpA | 8285 | 67291 |
|  | Eni SpA (ENI IM) | 183029 | 2621257 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | UniCredit SpA | 74099 | $4311132 |
| TOTAL ITALY | TOTAL ITALY |  | 8031621 |
| JAPAN — (19.7%) | JAPAN — (19.7%) | JAPAN — (19.7%) | JAPAN — (19.7%) |
|  | Acom Co. Ltd. | 43100 | 120771 |
| # | AGC, Inc. | 31800 | 992856 |
|  | Air Water, Inc. | 22400 | 305455 |
|  | Aisin Corp. | 57700 | 732866 |
|  | Alfresa Holdings Corp. | 12800 | 193230 |
|  | Amada Co. Ltd. | 38200 | 382498 |
|  | Asahi Group Holdings <br> Ltd.<br>| 170400 | 2355318 |
|  | Asahi Kasei Corp. | 149600 | 1042524 |
|  | Bridgestone Corp. | 34300 | 1434260 |
|  | Brother Industries Ltd. | 29100 | 511391 |
|  | Chiba Bank Ltd.  | 30300 | 269412 |
|  | Coca-Cola Bottlers <br> Japan Holdings, Inc.<br>| 9400 | 176596 |
|  | COMSYS Holdings <br> Corp.<br>| 8300 | 183962 |
|  | Concordia Financial <br> Group Ltd.<br>| 57500 | 371907 |
|  | Cosmo Energy <br> Holdings Co. Ltd.<br>| 8600 | 352962 |
|  | Credit Saison Co. Ltd. | 16600 | 387659 |
|  | Dai Nippon Printing <br> Co. Ltd.<br>| 7100 | 98965 |
|  | Daicel Corp. | 28800 | 245150 |
|  | Dai-ichi Life Holdings, <br> Inc.<br>| 218400 | 1576945 |
|  | Daiwa House Industry <br> Co. Ltd.<br>| 61700 | 2232486 |
|  | Daiwa Securities <br> Group, Inc.<br>| 47700 | 313672 |
|  | Denso Corp. | 72400 | 934824 |
|  | ENEOS Holdings, Inc. | 414327 | 1994665 |
|  | EXEO Group, Inc. | 13600 | 158809 |
|  | Fuji Media Holdings, <br> Inc.<br>| 1800 | 37273 |
|  | FUJIFILM Holdings <br> Corp.<br>| 36900 | 755799 |
|  | Fukuoka Financial <br> Group, Inc.<br>| 9200 | 243066 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 5400 | 150684 |
|  | Gunma Bank Ltd. | 7400 | 61714 |
|  | Hachijuni Bank Ltd. | 22503 | 169852 |
|  | Hakuhodo DY <br> Holdings, Inc.<br>| 20900 | 157135 |
|  | Hankyu Hanshin <br> Holdings, Inc.<br>| 25400 | 724463 |
|  | Haseko Corp. | 28900 | 412768 |
|  | Hitachi Construction <br> Machinery Co. Ltd.<br>| 12900 | 385515 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Honda Motor Co. Ltd. <br> (7267 JP)<br>| 402100 | $4091263 |
|  | Hulic Co. Ltd. | 29000 | 303250 |
|  | Ibiden Co. Ltd. | 5500 | 152467 |
|  | Idemitsu Kosan Co. <br> Ltd.<br>| 124000 | 768429 |
|  | Iida Group Holdings <br> Co. Ltd.<br>| 14400 | 227935 |
|  | INFRONEER Holdings, <br> Inc.<br>| 21000 | 179115 |
|  | Inpex Corp. | 123500 | 1544922 |
|  | Isuzu Motors Ltd. | 73100 | 983080 |
|  | Iwatani Corp. | 16400 | 157028 |
|  | Iyogin Holdings, Inc. | 9100 | 105553 |
|  | J Front Retailing Co. <br> Ltd.<br>| 28400 | 347620 |
|  | Japan Airlines Co. Ltd. | 16400 | 297125 |
|  | Japan Post Bank Co. <br> Ltd.<br>| 28100 | 288923 |
|  | Japan Post Holdings <br> Co. Ltd.<br>| 41800 | 406307 |
|  | Japan Post Insurance <br> Co. Ltd.<br>| 10000 | 201032 |
|  | JFE Holdings, Inc. | 68789 | 801118 |
|  | JGC Holdings Corp. | 6800 | 54386 |
|  | JTEKT Corp. | 24600 | 189987 |
|  | Kajima Corp. | 40900 | 976595 |
|  | Kamigumi Co. Ltd. | 7300 | 178701 |
|  | Kandenko Co. Ltd. | 2500 | 49556 |
| # | Kawasaki Kisen Kaisha <br> Ltd.<br>| 14400 | 197486 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 1800 | 44085 |
|  | Kinden Corp. | 7000 | 181190 |
|  | Kobe Steel Ltd. | 44800 | 525409 |
|  | Koito Manufacturing <br> Co. Ltd.<br>| 22700 | 274955 |
|  | Komatsu Ltd. | 31900 | 922534 |
|  | Kubota Corp. (6326 <br> JP)<br>| 121600 | 1413039 |
|  | Kuraray Co. Ltd. | 49000 | 572393 |
|  | Kyocera Corp. | 40900 | 484736 |
|  | Kyoto Financial Group, <br> Inc.<br>| 10000 | 171645 |
|  | Kyushu Financial <br> Group, Inc.<br>| 14500 | 73196 |
|  | Lixil Corp. | 34000 | 400643 |
|  | LY Corp. | 129200 | 488637 |
|  | Marubeni Corp. | 31400 | 556680 |
|  | Mazda Motor Corp. | 74900 | 447813 |
|  | Mebuki Financial <br> Group, Inc.<br>| 38440 | 187823 |
|  | Medipal Holdings <br> Corp.<br>| 8800 | 149122 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MEIJI Holdings Co. <br> Ltd.<br>| 19800 | $486819 |
|  | Mitsubishi Chemical <br> Group Corp.<br>| 155500 | 755972 |
|  | Mitsubishi Corp. | 62000 | 1177168 |
|  | Mitsubishi Electric <br> Corp.<br>| 34500 | 667416 |
|  | Mitsubishi Estate Co. <br> Ltd.<br>| 71800 | 1261237 |
|  | Mitsubishi Gas <br> Chemical Co., Inc.<br>| 16700 | 254449 |
|  | Mitsubishi HC Capital, <br> Inc.<br>| 93500 | 661432 |
|  | Mitsubishi Logistics <br> Corp.<br>| 20495 | 141444 |
|  | Mitsubishi Materials <br> Corp.<br>| 5123 | 80803 |
|  | Mitsubishi Motors <br> Corp.<br>| 73100 | 202371 |
|  | Mitsubishi UFJ <br> Financial Group, Inc. <br> (8306 JP)<br>| 453500 | 5713701 |
|  | Mitsui & Co. Ltd. (8031 <br> JP)<br>| 18700 | 378135 |
|  | Mitsui Chemicals, Inc. | 28900 | 635069 |
|  | Mitsui Fudosan Co. <br> Ltd.<br>| 103000 | 1020797 |
| # | Mitsui OSK Lines Ltd. | 26400 | 879221 |
|  | Mizuho Financial <br> Group, Inc. (8411 <br> JP)<br>| 101320 | 2533265 |
|  | MS&AD Insurance <br> Group Holdings, <br> Inc.<br>| 35550 | 808044 |
|  | Nagase & Co. Ltd. | 1000 | 17614 |
|  | NGK Insulators Ltd. | 29500 | 364030 |
|  | NH Foods Ltd. | 10200 | 385084 |
|  | NHK Spring Co. Ltd. | 11152 | 123935 |
|  | Nikon Corp. | 26100 | 250963 |
|  | Nippon Electric Glass <br> Co. Ltd.<br>| 2400 | 54914 |
|  | Nippon Express <br> Holdings, Inc.<br>| 29900 | 533950 |
|  | Nippon Steel Corp. | 60218 | 1267451 |
|  | Nippon Yusen KK | 39800 | 1300381 |
| \* | Nissan Motor Co. Ltd. | 284300 | 676813 |
|  | Nisshin Seifun Group, <br> Inc.<br>| 21700 | 279967 |
|  | Niterra Co. Ltd. | 18500 | 576032 |
|  | NOK Corp. | 5300 | 73240 |
|  | Nomura Holdings, Inc. <br> (8604 JP)<br>| 140500 | 783085 |
|  | Nomura Real Estate <br> Holdings, Inc.<br>| 80500 | 478769 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | NSK Ltd. | 43900 | $191759 |
|  | Obayashi Corp. | 18000 | 279273 |
|  | Oji Holdings Corp. | 108500 | 512178 |
|  | Ono Pharmaceutical <br> Co. Ltd.<br>| 40000 | 460437 |
|  | Open House Group <br> Co. Ltd.<br>| 9300 | 412380 |
|  | ORIX Corp. (8591 JP) | 77100 | 1546628 |
|  | Panasonic Holdings <br> Corp.<br>| 172000 | 1972145 |
|  | Resona Holdings, Inc. | 154400 | 1238565 |
|  | Resonac Holdings <br> Corp.<br>| 22600 | 411048 |
|  | Ricoh Co. Ltd. | 64600 | 679470 |
|  | Rinnai Corp. | 6200 | 138870 |
|  | Rohm Co. Ltd. | 18100 | 164800 |
|  | SBI Holdings, Inc. | 25400 | 667879 |
|  | Seiko Epson Corp. | 35400 | 491107 |
|  | Seino Holdings Co. <br> Ltd.<br>| 7900 | 124332 |
|  | Sekisui Chemical Co. <br> Ltd.<br>| 15400 | 269098 |
|  | Sekisui House Ltd. | 54800 | 1259863 |
|  | Seven & i Holdings Co. <br> Ltd.<br>| 71300 | 1049580 |
|  | Shimamura Co. Ltd. | 4600 | 306079 |
|  | Shimizu Corp. | 43000 | 459373 |
|  | Shizuoka Financial <br> Group, Inc.<br>| 13000 | 144463 |
|  | SoftBank Group Corp. | 39720 | 2008626 |
|  | Sojitz Corp. | 26394 | 624425 |
|  | Stanley Electric Co. <br> Ltd.<br>| 15100 | 282957 |
|  | Subaru Corp. | 81300 | 1472174 |
| # | SUMCO Corp. | 43300 | 298600 |
|  | Sumitomo Bakelite Co. <br> Ltd.<br>| 1000 | 23251 |
|  | Sumitomo Chemical <br> Co. Ltd.<br>| 192000 | 464123 |
|  | Sumitomo Corp. | 69100 | 1687171 |
|  | Sumitomo Electric <br> Industries Ltd.<br>| 123800 | 1989887 |
|  | Sumitomo Forestry Co. <br> Ltd.<br>| 23100 | 665146 |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 12700 | 264437 |
|  | Sumitomo Metal <br> Mining Co. Ltd.<br>| 24700 | 548019 |
|  | Sumitomo Mitsui <br> Financial Group, Inc. <br> (8316 JP)<br>| 229559 | 5476638 |
|  | Sumitomo Mitsui Trust <br> Group, Inc.<br>| 48606 | 1202451 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sumitomo Realty & <br> Development Co. <br> Ltd.<br>| 38400 | $1430257 |
|  | Sumitomo Rubber <br> Industries Ltd.<br>| 21000 | 264459 |
|  | Suzuken Co. Ltd. | 5100 | 184251 |
|  | Suzuki Motor Corp. | 78700 | 943114 |
|  | T&D Holdings, Inc. | 1400 | 29790 |
|  | Taiheiyo Cement <br> Corp.<br>| 13900 | 374262 |
|  | Takashimaya Co. Ltd. | 34000 | 262145 |
|  | Takeda Pharmaceutical <br> Co. Ltd. (4502 JP)<br>| 113867 | 3444317 |
|  | TBS Holdings, Inc. | 2000 | 67091 |
|  | Toda Corp. | 9700 | 61798 |
|  | Tokyo Century Corp. | 12000 | 126376 |
|  | Tokyo Tatemono Co. <br> Ltd.<br>| 24200 | 433865 |
|  | Tokyu Fudosan <br> Holdings Corp.<br>| 90200 | 631744 |
|  | TOPPAN Holdings, <br> Inc.<br>| 16700 | 468811 |
|  | Toray Industries, Inc. | 131700 | 841104 |
|  | Tosoh Corp. | 33300 | 469421 |
|  | TOTO Ltd. | 7500 | 197763 |
|  | Toyo Seikan Group <br> Holdings Ltd.<br>| 11800 | 206013 |
|  | Toyo Tire Corp. | 13800 | 258016 |
|  | Toyoda Gosei Co. Ltd. | 6400 | 122891 |
| # | Toyota Boshoku Corp. | 9400 | 134878 |
|  | Toyota Industries <br> Corp.<br>| 5900 | 691922 |
|  | Toyota Motor Corp. <br> (7203 JP)<br>| 278850 | 5325871 |
|  | Toyota Tsusho Corp. | 52800 | 1049280 |
|  | Yamada Holdings Co. <br> Ltd.<br>| 53500 | 172419 |
|  | Yamaguchi Financial <br> Group, Inc.<br>| 6900 | 81519 |
| # | Yamaha Motor Co. <br> Ltd.<br>| 111600 | 876477 |
|  | Yamato Holdings Co. <br> Ltd.<br>| 18400 | 261239 |
|  | Yamato Kogyo Co. <br> Ltd.<br>| 1400 | 83368 |
|  | Yokohama Rubber Co. <br> Ltd. <br>| 14800 | 323599 |
| TOTAL JAPAN | TOTAL JAPAN |  | 114292093 |
| LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) |
|  | ArcelorMittal SA (MT <br> NA)<br>| 15639 | 462463 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) |
| # | ArcelorMittal SA (MT <br> US)<br>| 38068 | $1130258 |
|  | Subsea 7 SA | 23150 | 350515 |
|  | Tenaris SA (TS US), <br> ADR<br>| 6067 | 201970 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | 2145206 |
| NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) |
| #Ω | ABN AMRO Bank NV | 36511 | 756612 |
|  | Aegon Ltd. (AGN NA) | 109392 | 703603 |
|  | Akzo Nobel NV | 3260 | 205819 |
|  | ASR Nederland NV | 21513 | 1357445 |
|  | HAL Trust | 993 | 130674 |
| \* | Havas NV | 29111 | 48428 |
|  | Heineken NV | 16029 | 1434839 |
| # | ING Groep NV (ING <br> US), Sponsored <br> ADR<br>| 18092 | 350442 |
|  | ING Groep NV (INGA <br> NA)<br>| 181259 | 3519926 |
|  | JDE Peet's NV | 8580 | 207712 |
|  | Koninklijke Ahold <br> Delhaize NV (AD <br> NA)<br>| 142133 | 5835866 |
|  | Koninklijke KPN NV | 298979 | 1390807 |
| #\* | Koninklijke Philips NV <br> (PHG US)<br>| 30395 | 770513 |
| \* | Koninklijke Philips NV <br> (PHIA NA)<br>| 47294 | 1200313 |
|  | NN Group NV | 35100 | 2152346 |
|  | Randstad NV | 9986 | 400835 |
|  | Stellantis NV (STLA <br> US)<br>| 10010 | 92893 |
| # | Stellantis NV (STLA <br> UX)<br>| 68330 | 634102 |
|  | Stellantis NV (STLAM <br> IM)<br>| 145096 | 1350180 |
|  | STMicroelectronics NV <br> (STM US)<br>| 4911 | 111529 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 22654884 |
| NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
|  | Auckland International <br> Airport Ltd.<br>| 83680 | 373845 |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 135092 | 245967 |
|  | Fonterra Co-Operative <br> Group Ltd.<br>| 4389 | 14188 |
| # | Infratil Ltd. | 50358 | 315630 |
|  | Mercury NZ Ltd. | 32612 | 108217 |
|  | Meridian Energy Ltd. | 22517 | 73297 |
|  | Port of Tauranga Ltd. | 20992 | 76816 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
| \* | Ryman Healthcare <br> Ltd.<br>| 28463 | $37333 |
|  | Summerset Group <br> Holdings Ltd.<br>| 21968 | 140578 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 1385871 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
|  | Aker BP ASA | 22689 | 487076 |
|  | Aker Solutions ASA | 12116 | 32884 |
|  | Austevoll Seafood <br> ASA<br>| 18018 | 169745 |
|  | DNB Bank ASA | 45622 | 1140463 |
|  | Equinor ASA | 14854 | 336230 |
| # | Golden Ocean Group <br> Ltd.<br>| 6786 | 52318 |
|  | Norsk Hydro ASA | 91465 | 485168 |
|  | Sparebank 1 <br> Oestlandet<br>| 3809 | 63433 |
|  | SpareBank 1 <br> Sor-Norge ASA<br>| 10821 | 172673 |
|  | Stolt-Nielsen Ltd. | 7513 | 168683 |
|  | TGS ASA | 18598 | 138712 |
|  | Wallenius Wilhelmsen <br> ASA<br>| 7559 | 54784 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 299 | 11143 |
|  | Yara International ASA | 11196 | 363350 |
| TOTAL NORWAY | TOTAL NORWAY |  | 3676662 |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |
|  | Galp Energia SGPS <br> SA<br>| 17816 | 276037 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| Ω | BW LPG Ltd. | 25143 | 252575 |
|  | CapitaLand Investment <br> Ltd.<br>| 100000 | 210759 |
|  | City Developments <br> Ltd.<br>| 59600 | 226930 |
|  | Genting Singapore <br> Ltd.<br>| 162600 | 92205 |
|  | Hongkong Land <br> Holdings Ltd.<br>| 54500 | 266723 |
| # | Jardine Cycle & <br> Carriage Ltd.<br>| 12600 | 250258 |
|  | Keppel Ltd. | 182400 | 917052 |
|  | Olam Group Ltd. | 70000 | 51816 |
|  | Oversea-Chinese <br> Banking Corp. Ltd.<br>| 97800 | 1210350 |
| \* | Seatrium Ltd. | 174055 | 255609 |
|  | Singapore Airlines Ltd. | 33100 | 169866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | United Overseas Bank <br> Ltd.<br>| 68400 | $1816624 |
|  | UOL Group Ltd. | 40699 | 180039 |
|  | Wilmar International <br> Ltd.<br>| 293900 | 689336 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 6590142 |
| SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) | SPAIN — (2.9%) |
|  | Banco Bilbao Vizcaya <br> Argentaria SA <br> (BBVA SM)<br>| 165586 | 2272509 |
|  | Banco de Sabadell SA | 144096 | 420441 |
| # | Banco Santander SA <br> (SAN SM)<br>| 1242461 | 8747993 |
| # | CaixaBank SA | 351455 | 2693623 |
| # | EDP Renovaveis SA | 13061 | 122313 |
|  | Repsol SA (REP SM) | 188959 | 2309772 |
| TOTAL SPAIN | TOTAL SPAIN |  | 16566651 |
| SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) | SWEDEN — (2.4%) |
|  | Billerud Aktiebolag | 22231 | 234582 |
| \* | Boliden AB | 31517 | 965682 |
|  | Bure Equity AB | 10951 | 368971 |
| \* | Electrolux AB, Class B | 4562 | 28480 |
|  | Essity AB (ESSITYB <br> SS), Class B<br>| 33116 | 957683 |
| # | Getinge AB, Class B | 14565 | 281498 |
|  | Hexagon AB, Class B | 51985 | 505947 |
| # | Hexpol AB | 4006 | 34834 |
|  | Holmen AB (HOLMB <br> SS), Class B<br>| 5250 | 207580 |
| # | Husqvarna AB <br> (HUSQB SS), <br> Class B<br>| 45158 | 210041 |
|  | Loomis AB | 15044 | 626153 |
|  | Pandox AB | 8704 | 145738 |
| # | Securitas AB, Class B | 53245 | 843760 |
|  | Skandinaviska <br> Enskilda Banken AB <br> (SEBA SS), Class A<br>| 121946 | 1934999 |
| # | Skanska AB, Class B | 37093 | 861916 |
|  | SKF AB (SKFB SS), <br> Class B<br>| 48031 | 941474 |
|  | SSAB AB (SSABA SS), <br> Class A<br>| 26950 | 170293 |
| # | SSAB AB (SSABB <br> SS), Class B<br>| 81204 | 504755 |
|  | Svenska Cellulosa AB <br> SCA (SCAA SS), <br> Class A<br>| 318 | 4094 |
|  | Svenska Cellulosa AB <br> SCA (SCAB SS), <br> Class B<br>| 19810 | 256154 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Svenska <br> Handelsbanken AB <br> (SHBA SS), Class A<br>| 51956 | $680094 |
|  | Swedbank AB, <br> Class A<br>| 38332 | 956914 |
|  | Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 41658 | 351901 |
|  | Telia Co. AB | 293693 | 1103249 |
|  | Trelleborg AB, Class B | 20404 | 703564 |
|  | Vitrolife AB | 2329 | 37907 |
| #\* | Volvo Car AB, Class B | 85329 | 145548 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 14063811 |
| SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) |
| # | Alcon AG | 24167 | 2357240 |
|  | Baloise Holding AG | 3212 | 714582 |
| # | Banque Cantonale <br> Vaudoise<br>| 1073 | 132062 |
|  | Barry Callebaut AG | 103 | 92341 |
|  | Cie Financiere <br> Richemont SA, <br> Class A<br>| 26433 | 4670848 |
|  | DSM-Firmenich AG | 7778 | 844949 |
|  | Helvetia Holding AG | 432 | 95298 |
|  | Holcim AG (HOLN FP) | 8340 | 925600 |
|  | Holcim AG (HOLN <br> SW)<br>| 45010 | 5029773 |
|  | Julius Baer Group Ltd. | 21364 | 1385414 |
|  | Lonza Group AG | 4520 | 3247662 |
| # | Novartis AG (NVS US), <br> Sponsored ADR<br>| 52245 | 5929285 |
|  | Sandoz Group AG <br> (SDZ SW)<br>| 1097 | 47582 |
| # | Sandoz Group AG <br> (SDZNY US), ADR<br>| 20486 | 888691 |
|  | SIG Group AG | 8360 | 161264 |
| # | Swatch Group AG <br> (UHR SW)<br>| 749 | 129983 |
| # | Swatch Group AG <br> (UHRN SW)<br>| 1654 | 57485 |
|  | Swiss Life Holding AG | 3500 | 3494609 |
|  | Swiss Prime Site AG | 2218 | 312751 |
|  | Swiss Re AG | 26386 | 4736398 |
|  | Swisscom AG | 3536 | 2358099 |
|  | UBS Group AG (UBS <br> US)<br>| 39044 | 1180303 |
|  | UBS Group AG (UBSG <br> SW)<br>| 152323 | 4623809 |
|  | Zurich Insurance <br> Group AG<br>| 12509 | 8872265 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 52288293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) | UNITED KINGDOM — (12.2%) |
|  | 3i Group PLC | 1147 | $65025 |
|  | Anglo American PLC | 31282 | 853948 |
|  | Associated British <br> Foods PLC<br>| 1791 | 49369 |
|  | Barclays PLC (BARC <br> LN)<br>| 187695 | 747710 |
| # | Barclays PLC (BCS <br> US), Sponsored <br> ADR<br>| 190851 | 3065067 |
|  | Barratt Redrow PLC | 85585 | 533553 |
|  | BP PLC (BP LN) | 485911 | 2243641 |
|  | BP PLC (BP US), <br> Sponsored ADR<br>| 55036 | 1511286 |
|  | British American <br> Tobacco PLC (BATS <br> LN)<br>| 99083 | 4315892 |
|  | British American <br> Tobacco PLC (BTI <br> US), Sponsored <br> ADR<br>| 6743 | 293658 |
|  | BT Group PLC | 1055898 | 2450692 |
|  | Centrica PLC | 167147 | 357867 |
|  | Coca-Cola Europacific <br> Partners PLC<br>| 7924 | 713899 |
|  | Endeavour Mining <br> PLC<br>| 7106 | 192521 |
|  | Glencore PLC | 499265 | 1636957 |
|  | HSBC Holdings PLC <br> (HSBA LN)<br>| 81675 | 910462 |
| # | HSBC Holdings PLC <br> (HSBC US), <br> Sponsored ADR<br>| 161756 | 9071276 |
|  | International Paper <br> Co.<br>| 22970 | 1044924 |
|  | J Sainsbury PLC | 260655 | 926397 |
|  | Kingfisher PLC | 271455 | 1043336 |
|  | Lloyds Banking Group <br> PLC (LLOY LN)<br>| 3653924 | 3589899 |
|  | Lloyds Banking Group <br> PLC (LYG US), <br> ADR<br>| 608371 | 2403065 |
|  | M&G PLC | 25627 | 71112 |
|  | Mondi PLC | 12835 | 194834 |
|  | NatWest Group PLC <br> (NWG LN)<br>| 525574 | 3380643 |
|  | NatWest Group PLC <br> (NWG US), <br> Sponsored ADR<br>| 131050 | 1693162 |
|  | Shell PLC (SHEL LN) | 61108 | 1972062 |
|  | Shell PLC (SHEL US), <br> ADR<br>| 305886 | 19723510 |
|  | Standard Chartered <br> PLC<br>| 153287 | 2207832 |

---

------

**Dimensional VA International Value Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Taylor Wimpey PLC | 252726 | $397110 |
| Vodafone Group PLC <br> (VOD LN)<br>| 2450130 | 2407743 |
| Vodafone Group PLC <br> (VOD US), <br> Sponsored ADR<br>| 42828 | 418000 |
| Whitbread PLC | 5828 | 202412 |
| TOTAL UNITED <br> KINGDOM |  | 70688864 |
| TOTAL COMMON <br> STOCKS |  | 543143501 |
| PREFERRED STOCKS — (0.7%) | PREFERRED STOCKS — (0.7%) | PREFERRED STOCKS — (0.7%) |
| GERMANY — (0.7%) | GERMANY — (0.7%) | GERMANY — (0.7%) |
| Bayerische Motoren <br> Werke AG, 8.479%<br>| 5480 | 442218 |
| Henkel AG & Co. <br> KGaA, 2.969%<br>| 13538 | 1051447 |
| Porsche Automobil <br> Holding SE, 7.072%<br>| 7818 | 322343 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Volkswagen AG, <br> 9.469%<br>| 18370 | $1998846 |
| TOTAL GERMANY | TOTAL GERMANY |  | 3814854 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |
| #\* | EDP Renovaveis SA <br> Rights 05/07/2025<br>| 13061 | 1332 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $446,825,059) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $446,825,059) |  | 546959687 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (5.7%) | SECURITIES LENDING COLLATERAL — (5.7%) | SECURITIES LENDING COLLATERAL — (5.7%) | SECURITIES LENDING COLLATERAL — (5.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 2876589 | 33267748 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $480,093,995) | (Cost $480,093,995) |  | $580227435 |

---

As of April 30, 2025, 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; 7 | 06/20/25 | &nbsp;&nbsp; $1941054 | &nbsp;&nbsp; $1955450 | &nbsp;&nbsp; $14396 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$1941054** | &nbsp;&nbsp; **$1955450** | &nbsp;&nbsp; **$14396** |

---

As of April 30, 2025, the value of Rule 144A securities amounted to $3,168,299 or 0.6% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $31532223 | &nbsp;&nbsp; — | &nbsp;&nbsp; $31532223 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 923503 | &nbsp;&nbsp; — | &nbsp;&nbsp; 923503 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 4400746 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4400746 |
| Canada | &nbsp;&nbsp; $56748017 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 56748017 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 15127932 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15127932 |
| Finland | &nbsp;&nbsp; 169905 | &nbsp;&nbsp; 3596970 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3766875 |
| France | &nbsp;&nbsp; 408808 | &nbsp;&nbsp; 58121151 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58529959 |
| Germany | &nbsp;&nbsp; 1072592 | &nbsp;&nbsp; 44068635 | &nbsp;&nbsp; — | &nbsp;&nbsp; 45141227 |

---

------

**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** |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; $8018006 | &nbsp;&nbsp; — | &nbsp;&nbsp; $8018006 |
| Ireland | &nbsp;&nbsp; $91562 | &nbsp;&nbsp; 1441024 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1532586 |
| Israel | &nbsp;&nbsp; — | &nbsp;&nbsp; 4762292 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4762292 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 8031621 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8031621 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 114292093 | &nbsp;&nbsp; — | &nbsp;&nbsp; 114292093 |
| Luxembourg | &nbsp;&nbsp; 1332228 | &nbsp;&nbsp; 812978 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2145206 |
| Netherlands | &nbsp;&nbsp; 1959479 | &nbsp;&nbsp; 20695405 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22654884 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1385871 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1385871 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 3676662 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3676662 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 276037 | &nbsp;&nbsp; — | &nbsp;&nbsp; 276037 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 6590142 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6590142 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 16566651 | &nbsp;&nbsp; — | &nbsp;&nbsp; 16566651 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 14063811 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14063811 |
| Switzerland | &nbsp;&nbsp; 9992022 | &nbsp;&nbsp; 42296271 | &nbsp;&nbsp; — | &nbsp;&nbsp; 52288293 |
| United Kingdom | &nbsp;&nbsp; 38371545 | &nbsp;&nbsp; 32317319 | &nbsp;&nbsp; — | &nbsp;&nbsp; 70688864 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 3814854 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3814854 |
| Rights/Warrants |  |  |  |  |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 1332 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1332 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 33267748 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33267748 |
| Total Investments in Securities | &nbsp;&nbsp; $110146158 | &nbsp;&nbsp; $470081277 | &nbsp;&nbsp; — | &nbsp;&nbsp; $580227435 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 14396 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 14396 |
| Total Financial Instruments | &nbsp;&nbsp; $14396 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $14396 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA International Small Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (93.3%) | COMMON STOCKS — (93.3%) | COMMON STOCKS — (93.3%) | COMMON STOCKS — (93.3%) |
| AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) | AUSTRALIA — (5.7%) |
| #\* | 29Metals Ltd. | 128890 | $9866 |
|  | Accent Group Ltd. | 66933 | 79437 |
|  | Acrow Ltd. | 23948 | 15945 |
| # | Adairs Ltd. | 22802 | 34484 |
| \* | Ainsworth Game <br> Technology Ltd.<br>| 11272 | 6914 |
| #\* | Alcidion Group Ltd. | 58601 | 3226 |
| \* | Alkane Resources <br> Ltd.<br>| 69913 | 35975 |
| \* | Alliance Aviation <br> Services Ltd.<br>| 13267 | 23300 |
| \* | AMA Group Ltd. | 406392 | 16112 |
|  | Amotiv Ltd. | 18541 | 91938 |
|  | AMP Ltd. | 379646 | 313571 |
| \* | Amplitude Energy <br> Ltd.<br>| 400748 | 47412 |
|  | Ansell Ltd. | 18507 | 359027 |
| #\* | Appen Ltd. | 15717 | 8067 |
| #\* | Arafura Rare Earths <br> Ltd. (ARU AU)<br>| 395503 | 51770 |
| # | ARB Corp. Ltd. | 10524 | 212080 |
| #\* | Archer Materials Ltd. | 10038 | 1694 |
| # | ARN Media Ltd. | 38557 | 13812 |
| \* | Articore Group Ltd. | 21367 | 2106 |
|  | AUB Group Ltd. | 15261 | 311621 |
| #\* | Audinate Group Ltd. | 7090 | 27833 |
| \* | Aurelia Metals Ltd. | 197432 | 37164 |
|  | Aussie Broadband <br> Ltd.<br>| 22961 | 60320 |
| \* | Austal Ltd. | 52644 | 178360 |
| #\* | Australian Agricultural <br> Co. Ltd.<br>| 38789 | 35565 |
|  | Australian Clinical <br> Labs Ltd.<br>| 23114 | 46148 |
|  | Australian Ethical <br> Investment Ltd.<br>| 14137 | 46906 |
| # | Australian Finance <br> Group Ltd.<br>| 24189 | 28190 |
| #\* | Australian Strategic <br> Materials Ltd.<br>| 14203 | 5794 |
| # | Autosports Group Ltd. | 5949 | 7346 |
| \* | AVJennings Ltd. | 41296 | 17053 |
| †† | AVZ Minerals Ltd. | 217167 | 22770 |
| # | Baby Bunting Group <br> Ltd.<br>| 18263 | 18308 |
|  | Bank of Queensland <br> Ltd.<br>| 83030 | 396623 |
|  | Bapcor Ltd. | 44195 | 143595 |
|  | Beach Energy Ltd. | 195279 | 146992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Beacon Lighting <br> Group Ltd.<br>| 8313 | $17602 |
|  | Bega Cheese Ltd. | 42996 | 155533 |
|  | Bell Financial Group <br> Ltd.<br>| 16281 | 13353 |
| \* | Bellevue Gold Ltd. | 196590 | 114448 |
| #\* | Betmakers Technology <br> Group Ltd.<br>| 25815 | 1850 |
| \* | Black Cat Syndicate <br> Ltd. (BC8 AU)<br>| 37567 | 23773 |
| #\* | Boss Energy Ltd. | 55255 | 112979 |
|  | Bravura Solutions <br> Ltd.<br>| 75448 | 106077 |
|  | Breville Group Ltd. | 14849 | 272261 |
|  | Brickworks Ltd. | 10198 | 164273 |
| #\* | Bubs Australia Ltd. | 77196 | 5946 |
| \* | Calidus Resources <br> Ltd.<br>| 51837 | 0 |
|  | Capral Ltd. | 1923 | 12492 |
| \* | Capricorn Metals Ltd. | 41234 | 243959 |
| \* | Carnarvon Energy <br> Ltd.<br>| 150007 | 10581 |
| \* | Catalyst Metals Ltd. | 4955 | 17999 |
|  | Cedar Woods <br> Properties Ltd.<br>| 9351 | 33532 |
| #\* | Cettire Ltd. | 14989 | 4310 |
| #\* | Chalice Mining Ltd. | 39537 | 27841 |
|  | Challenger Ltd. | 60939 | 276125 |
|  | Champion Iron Ltd. | 41907 | 122505 |
| \* | Chrysos Corp. Ltd. | 2481 | 6108 |
| # | ClearView Wealth <br> Ltd.<br>| 24888 | 7405 |
| # | Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 6591 | 48006 |
| # | Clover Corp. Ltd. | 25399 | 7165 |
| #\* | Coast Entertainment <br> Holdings Ltd.<br>| 72872 | 18894 |
|  | Codan Ltd. | 16966 | 170887 |
| #\* | Cogstate Ltd. | 9666 | 8252 |
|  | Collins Foods Ltd. | 16649 | 87650 |
| \* | Comet Ridge Ltd. | 115929 | 10032 |
| #\* | Core Lithium Ltd. | 93872 | 4198 |
| # | Corporate Travel <br> Management Ltd.<br>| 16158 | 131948 |
|  | Credit Corp. Group <br> Ltd.<br>| 8852 | 76596 |
| # | Dalrymple Bay <br> Infrastructure Ltd.<br>| 26974 | 71124 |
|  | Data#3 Ltd. | 17890 | 83316 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | Deep Yellow Ltd. | 148759 | $108195 |
|  | Deterra Royalties Ltd. | 5072 | 11826 |
| #\* | Develop Global Ltd. | 7083 | 14695 |
|  | Dicker Data Ltd. | 12074 | 65237 |
|  | Domain Holdings <br> Australia Ltd.<br>| 36306 | 99826 |
| # | Domino's Pizza <br> Enterprises Ltd.<br>| 7320 | 118300 |
|  | Downer EDI Ltd. | 160368 | 585611 |
| #\* | DUG Technology Ltd. | 8715 | 5772 |
|  | Dyno Nobel Ltd. | 119291 | 173163 |
| # | Eagers Automotive <br> Ltd.<br>| 19140 | 225897 |
| \*†† | Elanor Investor Group | 2855 | 1134 |
|  | Elders Ltd. | 21344 | 86454 |
| #\* | Electro Optic Systems <br> Holdings Ltd.<br>| 5176 | 4069 |
| #\* | Emeco Holdings Ltd. | 55197 | 26923 |
| \* | Emerald Resources <br> NL<br>| 86706 | 222639 |
| #\* | EML Payments Ltd. | 51536 | 32255 |
|  | Enero Group Ltd. | 7597 | 3502 |
| \* | EnviroSuite Ltd. | 65036 | 3000 |
|  | EQT Holdings Ltd. | 3576 | 74316 |
|  | Euroz Hartleys Group <br> Ltd.<br>| 14654 | 8014 |
|  | EVT Ltd. | 12918 | 116292 |
| \* | Experience Co. Ltd. | 24597 | 1518 |
| #\* | Fenix Resources Ltd. | 56718 | 10317 |
| \* | FleetPartners Group <br> Ltd.<br>| 44716 | 79789 |
|  | Fleetwood Ltd. | 9756 | 18164 |
|  | Flight Centre Travel <br> Group Ltd.<br>| 20416 | 167518 |
| #\* | Frontier Digital <br> Ventures Ltd.<br>| 17664 | 3394 |
|  | G8 Education Ltd. | 111168 | 89382 |
| #\* | Galan Lithium Ltd. | 38880 | 2488 |
| # | Generation <br> Development Group <br> Ltd.<br>| 20723 | 54807 |
| \* | Genesis Minerals Ltd. | 45851 | 113226 |
| \* | Genetic Signatures <br> Ltd.<br>| 13548 | 3505 |
|  | Gold Road Resources <br> Ltd.<br>| 139551 | 270749 |
| # | GR Engineering <br> Services Ltd.<br>| 12539 | 22567 |
|  | GrainCorp Ltd., <br> Class A<br>| 29924 | 127403 |
|  | Grange Resources <br> Ltd.<br>| 55500 | 7113 |
|  | GWA Group Ltd. | 32736 | 49761 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Hansen Technologies <br> Ltd.<br>| 27695 | $96103 |
|  | Harvey Norman <br> Holdings Ltd.<br>| 16250 | 54329 |
| \* | Healius Ltd. | 92037 | 85689 |
|  | Helia Group Ltd. | 41663 | 129131 |
| # | Helloworld Travel Ltd. | 7031 | 6408 |
| \* | Highfield Resources <br> Ltd.<br>| 24514 | 2077 |
|  | HUB24 Ltd. | 4749 | 219411 |
| # | Humm Group Ltd. | 53557 | 17510 |
| # | IDP Education Ltd. | 23172 | 131417 |
|  | IGO Ltd. | 26690 | 66874 |
|  | Iluka Resources Ltd. | 55690 | 147545 |
|  | Imdex Ltd. | 74126 | 140231 |
| #\* | Immutep Ltd. (IMM <br> AU)<br>| 122328 | 21111 |
| \* | ImpediMed Ltd. | 121421 | 2965 |
|  | Infomedia Ltd. | 62093 | 49283 |
|  | Inghams Group Ltd. | 50749 | 111412 |
| \* | Insignia Financial Ltd. | 101384 | 244300 |
| # | Integral Diagnostics <br> Ltd.<br>| 42340 | 65477 |
| #\* | ioneer Ltd. | 191542 | 17743 |
|  | IPH Ltd. | 30781 | 89907 |
|  | IRESS Ltd. | 20980 | 106838 |
|  | IVE Group Ltd. | 19754 | 33320 |
| # | Johns Lyng Group <br> Ltd.<br>| 21016 | 29888 |
| \* | Judo Capital Holdings <br> Ltd.<br>| 26440 | 30145 |
|  | Jumbo Interactive <br> Ltd.<br>| 3461 | 22623 |
|  | Jupiter Mines Ltd. | 181844 | 17435 |
| # | Karoon Energy Ltd. | 112273 | 103353 |
| # | Kelsian Group Ltd. | 8914 | 15487 |
| # | Kogan.com Ltd. | 8067 | 23243 |
| #\* | Lark Distilling Co. Ltd. | 2994 | 1730 |
|  | Lendlease Corp. Ltd. | 83570 | 281590 |
| # | Lifestyle Communities <br> Ltd.<br>| 6758 | 30870 |
| # | Lindsay Australia Ltd. | 22166 | 10086 |
| # | Lovisa Holdings Ltd. | 6999 | 111736 |
|  | Lycopodium Ltd. | 4742 | 32907 |
|  | MA Financial Group <br> Ltd.<br>| 13440 | 57070 |
| # | Maas Group Holdings <br> Ltd.<br>| 10064 | 25485 |
|  | Macmahon Holdings <br> Ltd.<br>| 161782 | 28045 |
| \* | Macquarie Technology <br> Group Ltd.<br>| 1297 | 49351 |
| # | Mader Group Ltd. | 4057 | 16553 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Magellan Financial <br> Group Ltd.<br>| 23352 | $114484 |
| \* | Mayne Pharma Group <br> Ltd.<br>| 14501 | 65192 |
|  | McMillan Shakespeare <br> Ltd.<br>| 9141 | 89559 |
| \* | McPherson's Ltd. | 7753 | 1312 |
| #\* | Megaport Ltd. | 15584 | 114645 |
| \* | Melbana Energy Ltd. | 328430 | 5260 |
| #\* | Mesoblast Ltd. (MSB <br> AU)<br>| 155694 | 179235 |
| \* | Metals X Ltd. | 120257 | 43483 |
|  | Metcash Ltd. | 121521 | 250305 |
| #\* | Metro Mining Ltd. | 464879 | 15492 |
| #\* | Michael Hill <br> International Ltd. <br> (MHJ AU)<br>| 13468 | 3447 |
|  | Monadelphous Group <br> Ltd.<br>| 13437 | 138949 |
|  | Monash IVF Group <br> Ltd.<br>| 45202 | 24337 |
| \* | Mount Gibson Iron <br> Ltd.<br>| 74201 | 14744 |
|  | Myer Holdings Ltd. | 153762 | 70935 |
| # | MyState Ltd. | 21573 | 53887 |
| \* | Nanosonics Ltd. | 8841 | 27147 |
|  | Navigator Global <br> Investments Ltd.<br>| 36502 | 40915 |
|  | New Hope Corp. Ltd. | 67414 | 158143 |
|  | nib holdings Ltd. | 61897 | 270035 |
| # | Nick Scali Ltd. | 8901 | 101363 |
|  | Nickel Industries Ltd. | 202184 | 73013 |
|  | Nine Entertainment <br> Co. Holdings Ltd.<br>| 175251 | 160611 |
|  | Northern Star <br> Resources Ltd.<br>| 24231 | 297646 |
| #\* | Novonix Ltd. | 30011 | 8189 |
|  | NRW Holdings Ltd. | 72942 | 126429 |
|  | Nufarm Ltd. | 59509 | 146920 |
| \* | Nuix Ltd. | 30545 | 47637 |
|  | Objective Corp. Ltd. | 2833 | 28399 |
| \* | OFX Group Ltd. | 52215 | 37857 |
| \* | OM Holdings Ltd. | 27595 | 5723 |
| \* | Omni Bridgeway Ltd. | 38201 | 35718 |
|  | oOh!media Ltd. | 67577 | 66207 |
| #\* | Ora Banda Mining <br> Ltd.<br>| 50413 | 32213 |
|  | Orora Ltd. | 162854 | 188686 |
| # | Pacific Current Group <br> Ltd.<br>| 4674 | 33220 |
| #\* | Paladin Energy Ltd. | 40456 | 150944 |
| \* | Pantoro Gold Ltd. | 25406 | 47357 |
| #\* | Paragon Care Ltd. | 37058 | 9968 |
|  | Peet Ltd. | 49105 | 44710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| #\* | PeopleIN Ltd. | 8094 | $3958 |
| # | Pepper Money Ltd. | 12817 | 12046 |
|  | Perenti Ltd. | 126654 | 110767 |
| # | Perpetual Ltd. | 11636 | 123614 |
|  | Perseus Mining Ltd. | 175799 | 376774 |
| \* | PEXA Group Ltd. | 18151 | 139853 |
| # | Platinum Asset <br> Management Ltd.<br>| 75324 | 27433 |
| \* | PPK Mining <br> Equipment Group <br> Pty. Ltd.<br>| 3365 | 0 |
|  | Praemium Ltd. | 49756 | 23675 |
| # | Premier Investments <br> Ltd.<br>| 8689 | 115740 |
| # | Propel Funeral <br> Partners Ltd.<br>| 12550 | 41535 |
| # | PWR Holdings Ltd. | 10527 | 46144 |
|  | Ramelius Resources <br> Ltd.<br>| 150659 | 253530 |
| #\* | ReadyTech Holdings <br> Ltd.<br>| 3553 | 4790 |
| # | Regal Partners Ltd. | 4358 | 5242 |
|  | Regis Healthcare Ltd. | 25606 | 112000 |
| \* | Regis Resources Ltd. | 108475 | 313611 |
|  | Reject Shop Ltd. | 1897 | 7919 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 98851 | 265739 |
| \* | Resolute Mining Ltd. | 375540 | 122590 |
| #\* | Retail Food Group <br> Ltd.<br>| 11865 | 13297 |
|  | Ridley Corp. Ltd. | 33998 | 51392 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 21479 | 37892 |
| \* | Sandfire Resources <br> Ltd.<br>| 52892 | 336863 |
| \* | Select Harvests Ltd. | 24913 | 81668 |
|  | Servcorp Ltd. | 6297 | 20358 |
|  | Service Stream Ltd. | 91018 | 109010 |
| #\* | Seven West Media <br> Ltd.<br>| 118278 | 10585 |
| #\* | Silver Mines Ltd. | 106873 | 7542 |
|  | Sims Ltd. (SGM AU) | 22887 | 213627 |
|  | SmartGroup Corp. <br> Ltd.<br>| 17827 | 89399 |
|  | Solvar Ltd. | 30308 | 31443 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 24152 | 28965 |
| #\* | Southern Cross Media <br> Group Ltd.<br>| 48316 | 20634 |
| \*†† | SpeedCast <br> International Ltd.<br>| 29981 | 0 |
|  | SRG Global Ltd. | 53328 | 44138 |
| #\* | St Barbara Ltd. | 175279 | 32529 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Stanmore Resources <br> Ltd.<br>| 34360 | $42679 |
| \* | Star Entertainment <br> Group Ltd.<br>| 314195 | 20880 |
| \*†† | Strandline Resources <br> Ltd.<br>| 109918 | 1267 |
| \* | Strickland Metals Ltd. | 41036 | 2390 |
| #\* | Strike Energy Ltd. | 242526 | 26440 |
|  | Super Retail Group <br> Ltd.<br>| 22153 | 189991 |
| \* | Superloop Ltd. | 103226 | 165085 |
| #\* | Syrah Resources Ltd. | 31685 | 5070 |
|  | Tabcorp Holdings Ltd. | 304304 | 108460 |
|  | Ten Sixty Four Ltd. | 15386 | 1084 |
| # | Terracom Ltd. | 76351 | 3038 |
| \* | Tuas Ltd. | 28835 | 104132 |
| #\* | Tyro Payments Ltd. | 66050 | 34184 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 81333 | 220208 |
| Ω | Viva Energy Group <br> Ltd.<br>| 117816 | 129542 |
| \* | Vulcan Energy <br> Resources Ltd.<br>| 10002 | 31184 |
|  | Wagners Holding Co. <br> Ltd.<br>| 8025 | 9540 |
| \* | WEB Travel Group <br> Ltd.<br>| 52612 | 144675 |
| \* | Webjet Group Ltd. | 52612 | 21551 |
| \* | West African <br> Resources Ltd.<br>| 163587 | 250355 |
|  | Westgold Resources <br> Ltd.<br>| 97040 | 184349 |
|  | Whitehaven Coal Ltd. | 86678 | 277260 |
|  | XRF Scientific Ltd. | 12216 | 11976 |
| #\* | Zip Co. Ltd. | 263619 | 295323 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 19903124 |
| AUSTRIA — (1.5%) | AUSTRIA — (1.5%) | AUSTRIA — (1.5%) | AUSTRIA — (1.5%) |
|  | Addiko Bank AG | 2352 | 52746 |
|  | Agrana Beteiligungs <br> AG<br>| 2144 | 28883 |
| \* | ams-OSRAM AG | 1204 | 10691 |
|  | ANDRITZ AG | 8743 | 628269 |
| #\* | AT&S Austria <br> Technologie & <br> Systemtechnik AG<br>| 1597 | 25861 |
| Ω | BAWAG Group AG | 14787 | 1620774 |
|  | CA Immobilien <br> Anlagen AG<br>| 4798 | 129895 |
| \* | CPI Europe AG | 5377 | 106371 |
| \* | DO & Co. AG | 904 | 144403 |
| \* | Eurotelesites AG | 4310 | 24473 |
|  | EVN AG | 5162 | 135086 |
|  | Fabasoft AG | 270 | 5266 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
| \* | FACC AG | 2374 | $18863 |
| \* | Immofinanz AG (IIA <br> AV)<br>| 10232 | 0 |
| \* | Kapsch TrafficCom <br> AG<br>| 757 | 5590 |
|  | Kontron AG | 6182 | 150223 |
| \* | Lenzing AG | 1793 | 56389 |
|  | Mayr Melnhof Karton <br> AG<br>| 535 | 49569 |
|  | Oesterreichische Post <br> AG<br>| 3173 | 106977 |
|  | Palfinger AG | 2888 | 94130 |
| \* | POLYTEC Holding <br> AG<br>| 1603 | 5257 |
|  | Porr AG | 3029 | 106062 |
|  | Schoeller-Bleckmann <br> Oilfield Equipment <br> AG<br>| 1398 | 49673 |
|  | Semperit AG Holding | 1873 | 27738 |
|  | Strabag SE (STR AV) | 1201 | 105367 |
|  | Telekom Austria AG | 19108 | 201854 |
| \* | UBM Development <br> AG<br>| 812 | 17783 |
|  | UNIQA Insurance <br> Group AG<br>| 16266 | 188485 |
|  | Vienna Insurance <br> Group AG Wiener <br> Versicherung <br> Gruppe<br>| 3745 | 178121 |
|  | voestalpine AG | 21274 | 560614 |
|  | Wienerberger AG | 13034 | 457648 |
|  | Zumtobel Group AG | 6897 | 36171 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 5329232 |
| BELGIUM — (1.6%) | BELGIUM — (1.6%) | BELGIUM — (1.6%) | BELGIUM — (1.6%) |
|  | Ackermans & van <br> Haaren NV<br>| 2922 | 714684 |
|  | Ageas SA | 6236 | 391098 |
| \* | AGFA-Gevaert NV | 20629 | 21427 |
| \* | Atenor | 3090 | 10230 |
|  | Azelis Group NV | 8879 | 137581 |
|  | Barco NV | 8285 | 113362 |
|  | Bekaert SA | 4681 | 180623 |
| #\*Ω | Biocartis Group NV | 5650 | 0 |
| # | bpost SA | 14476 | 23215 |
|  | Cie <br> d'Entreprises CFE<br>| 891 | 7771 |
| # | CMB Tech NV | 3222 | 30641 |
|  | Colruyt Group NV | 6945 | 333969 |
|  | Deceuninck NV | 10393 | 25225 |
|  | Deme Group NV | 1159 | 173730 |
|  | D'ieteren Group | 1174 | 234449 |
|  | Econocom Group SA <br> NV<br>| 14168 | 29381 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| # | Elia Group SA | 4212 | $456663 |
|  | EVS Broadcast <br> Equipment SA<br>| 1783 | 74586 |
|  | Fagron | 8950 | 208634 |
| \* | Galapagos NV (GLPG <br> BB)<br>| 4331 | 117934 |
|  | Gimv NV | 3146 | 141664 |
|  | Greenyard NV | 2745 | 22196 |
| \* | Hyloris <br> Pharmaceuticals <br> SA<br>| 768 | 5088 |
| #\* | Immobel SA | 570 | 11697 |
| # | Ion Beam <br> Applications<br>| 3161 | 37657 |
|  | Jensen-Group NV | 507 | 24675 |
| # | Kinepolis Group NV | 1476 | 50877 |
|  | Lotus Bakeries NV | 36 | 346143 |
|  | Melexis NV | 2453 | 147201 |
| \* | Nyxoah SA | 1031 | 6330 |
| \* | Ontex Group NV | 11107 | 91180 |
| \* | Orange Belgium SA | 2344 | 40072 |
|  | Proximus SADP | 13464 | 103412 |
|  | Recticel SA | 4388 | 53135 |
|  | Sipef NV | 638 | 46394 |
| # | Solvay SA | 13537 | 512274 |
|  | Tessenderlo Group <br> SA<br>| 2766 | 81876 |
|  | Umicore SA | 13240 | 120352 |
| \* | Unifiedpost Group SA | 1279 | 4825 |
|  | Van de Velde NV | 1093 | 40893 |
|  | VGP NV | 1471 | 136106 |
|  | Viohalco SA | 9200 | 57248 |
| #\*Ω | X-Fab Silicon <br> Foundries SE<br>| 8082 | 45065 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 5411563 |
| CANADA — (9.8%) | CANADA — (9.8%) | CANADA — (9.8%) | CANADA — (9.8%) |
| #\* | 5N Plus, Inc. | 13400 | 64541 |
|  | Acadian Timber Corp. | 1400 | 17538 |
|  | ADENTRA, Inc. | 2654 | 51998 |
|  | ADF Group, Inc. | 3600 | 15877 |
| \* | Advantage Energy <br> Ltd.<br>| 23981 | 170299 |
|  | Aecon Group, Inc. | 8991 | 105262 |
|  | Africa Oil Corp. | 44613 | 58250 |
| # | Ag Growth <br> International, Inc.<br>| 2667 | 64266 |
|  | AGF Management <br> Ltd., Class B<br>| 7345 | 54664 |
| #\* | Aimia, Inc. | 12133 | 22883 |
| #\* | Air Canada | 13409 | 135880 |
| # | AirBoss of America <br> Corp.<br>| 2200 | 6224 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Alaris Equity Partners <br> Income<br>| 2438 | $34273 |
|  | Algoma Central Corp. | 1600 | 17873 |
|  | Algoma Steel Group, <br> Inc. (ASTL US)<br>| 1500 | 7673 |
| # | Algonquin Power & <br> Utilities Corp. (AQN <br> CN)<br>| 16126 | 86912 |
| # | Algonquin Power & <br> Utilities Corp. (AQN <br> US)<br>| 55601 | 299133 |
| \* | Allied Gold Corp. | 11600 | 46700 |
|  | Altius Minerals Corp. | 4400 | 86462 |
| # | Altus Group Ltd. | 5400 | 201100 |
|  | Amerigo Resources <br> Ltd.<br>| 14600 | 18322 |
|  | Andlauer Healthcare <br> Group, Inc.<br>| 1777 | 68961 |
|  | Andrew Peller Ltd., <br> Class A<br>| 4300 | 13942 |
| \* | Aritzia, Inc. | 17018 | 598580 |
| \* | Ascot Resources Ltd. | 51004 | 4625 |
|  | Atco Ltd., Class I | 10207 | 383744 |
| \* | Athabasca Oil Corp. | 76206 | 250961 |
| #\* | ATS Corp. (ATS CN) | 8214 | 206989 |
|  | Aura Minerals, Inc. | 3800 | 78558 |
| #\* | Aurora Cannabis, Inc. <br> (ACB US)<br>| 651 | 3020 |
| #\* | AutoCanada, Inc. | 2934 | 33179 |
|  | B2Gold Corp. (BTG <br> US)<br>| 116197 | 361373 |
|  | B2Gold Corp. (BTO <br> CN)<br>| 66072 | 206565 |
|  | Badger Infrastructure <br> Solution<br>| 3509 | 99981 |
| #\* | Ballard Power <br> Systems, Inc. <br> (BLDP US)<br>| 9371 | 11433 |
| \* | Bausch Health Cos., <br> Inc. (BHC US)<br>| 36335 | 192576 |
| # | Baytex Energy Corp. | 85820 | 132596 |
|  | Birchcliff Energy Ltd. | 37934 | 154917 |
|  | Bird Construction, <br> Inc.<br>| 10860 | 166295 |
| #\* | Bitfarms Ltd. | 25749 | 25768 |
|  | Black Diamond Group <br> Ltd.<br>| 6496 | 38356 |
|  | BMTC Group, Inc. | 850 | 7245 |
| \* | Bombardier, Inc. <br> (BBD/A CN), <br> Class A<br>| 200 | 13296 |
| #\* | Bombardier, Inc. <br> (BBD/B CN), <br> Class B<br>| 2941 | 194388 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Bonterra Energy <br> Corp.<br>| 3035 | $6979 |
|  | Boralex, Inc., Class A | 12043 | 267486 |
|  | Boyd Group Services, <br> Inc.<br>| 2153 | 309222 |
| #\* | Bragg Gaming Group, <br> Inc.<br>| 2243 | 8770 |
|  | Brookfield <br> Infrastructure Corp., <br> Class A<br>| 4748 | 177765 |
|  | BRP, Inc. (DOOO <br> US)<br>| 2021 | 68492 |
| \* | Calfrac Well Services <br> Ltd.<br>| 3300 | 7923 |
|  | Calian Group Ltd. | 1900 | 65575 |
|  | Canaccord Genuity <br> Group, Inc.<br>| 12896 | 79045 |
| \* | Canacol Energy Ltd. | 3610 | 7777 |
| #\* | Canada Goose <br> Holdings, Inc. <br> (GOOS US)<br>| 5272 | 44074 |
|  | Canadian Tire Corp. <br> Ltd., Class A<br>| 2258 | 247125 |
| \* | Canfor Corp. | 15300 | 146164 |
| # | Capital Power Corp. | 17199 | 652978 |
| \* | Capstone Copper <br> Corp.<br>| 83957 | 404377 |
| # | Cardinal Energy Ltd. | 18431 | 76741 |
| \* | CareRx Corp. | 3200 | 6639 |
|  | Cascades, Inc. | 18429 | 118039 |
| \* | Celestica, Inc. (CLS <br> CN)<br>| 5981 | 510333 |
| #\* | Celestica, Inc. (CLS <br> US)<br>| 419 | 35762 |
|  | Centerra Gold, Inc. | 26068 | 174533 |
|  | CES Energy Solutions <br> Corp.<br>| 36901 | 162743 |
|  | China Gold <br> International <br> Resources Corp. <br> Ltd. (CGG CN)<br>| 43400 | 271053 |
|  | CI Financial Corp. | 22591 | 512091 |
| \* | Cineplex, Inc. | 5627 | 40286 |
| #\* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 900 | 8826 |
| # | Cogeco <br> Communications, <br> Inc.<br>| 2100 | 103279 |
|  | Cogeco, Inc. | 800 | 37209 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 262 | 31275 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Computer Modelling <br> Group Ltd.<br>| 13544 | $78104 |
|  | Corby Spirit & Wine <br> Ltd.<br>| 1800 | 19912 |
| #\* | Cronos Group, Inc. <br> (CRON US)<br>| 35986 | 67654 |
| \* | Culico Metals, Inc. | 4634 | 420 |
|  | Definity Financial <br> Corp.<br>| 7934 | 396009 |
| #\* | Denison Mines Corp. <br> (DML CN)<br>| 49917 | 71693 |
| \* | Denison Mines Corp. <br> (DNN US)<br>| 14027 | 19778 |
| # | dentalcorp Holdings <br> Ltd.<br>| 3911 | 23859 |
|  | Dexterra Group, Inc. | 6209 | 38645 |
| \* | Docebo, Inc. | 607 | 19012 |
| # | Doman Building <br> Materials Group <br> Ltd.<br>| 9452 | 47171 |
|  | Dominion Lending <br> Centres, Inc.<br>| 1800 | 10380 |
| \* | Dorel Industries, Inc., <br> Class B<br>| 3700 | 4455 |
|  | DREAM Unlimited <br> Corp., Class A<br>| 4525 | 62397 |
|  | Dundee Precious <br> Metals, Inc.<br>| 28117 | 368544 |
|  | Dye & Durham Ltd. | 6092 | 39506 |
|  | Dynacor Group, Inc. | 4900 | 16883 |
|  | E-L Financial Corp. <br> Ltd.<br>| 204 | 200093 |
| #\* | Eldorado Gold Corp. <br> (EGO US)<br>| 8595 | 161930 |
| \* | Eldorado Gold Corp. <br> (ELD CN)<br>| 27134 | 510555 |
| #\* | Endeavour Silver <br> Corp. (EDR CN)<br>| 16100 | 58393 |
| \* | Endeavour Silver <br> Corp. (EXK US)<br>| 18844 | 68592 |
|  | Enerflex Ltd. (EFX <br> CN)<br>| 14336 | 93799 |
|  | Enerflex Ltd. (EFXT <br> US)<br>| 3811 | 24962 |
| #\* | Energy Fuels, Inc. | 5331 | 24244 |
|  | Enghouse Systems <br> Ltd.<br>| 5890 | 107025 |
| \* | Ensign Energy <br> Services, Inc.<br>| 15950 | 20825 |
| # | EQB, Inc. | 4386 | 303228 |
| #\* | Equinox Gold Corp. <br> (EQX CN)<br>| 9887 | 66483 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Equinox Gold Corp. <br> (EQX US)<br>| 55611 | $372594 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 8789 | 109783 |
| \* | ERO Copper Corp. <br> (ERO US)<br>| 6844 | 85345 |
|  | Evertz Technologies <br> Ltd.<br>| 5502 | 43781 |
| # | Exchange Income <br> Corp.<br>| 3043 | 111822 |
|  | Exco Technologies <br> Ltd.<br>| 4600 | 19019 |
|  | Extendicare, Inc. | 10110 | 101203 |
|  | Fiera Capital Corp. | 11800 | 54181 |
|  | Finning International, <br> Inc.<br>| 19206 | 542076 |
| \* | Firan Technology <br> Group Corp.<br>| 3100 | 20238 |
|  | Firm Capital Mortgage <br> Investment Corp.<br>| 4900 | 42083 |
|  | First Majestic Silver <br> Corp. (AG US)<br>| 44866 | 280861 |
|  | First Majestic Silver <br> Corp. (FR CN)<br>| 14299 | 89304 |
| #\* | First Mining Gold <br> Corp.<br>| 27500 | 3291 |
| # | First National <br> Financial Corp.<br>| 2280 | 61920 |
| #\* | Fortuna Mining Corp. <br> (FSM US)<br>| 19034 | 118963 |
| \* | Fortuna Mining Corp. <br> (FVI CN)<br>| 30193 | 188348 |
| # | Freehold Royalties <br> Ltd.<br>| 19895 | 164661 |
|  | Frontera Energy <br> Corp.<br>| 6237 | 22530 |
| \* | Galiano Gold, Inc. | 12801 | 17364 |
|  | Gamehost, Inc. | 2000 | 14420 |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 1900 | 43290 |
|  | Gibson Energy, Inc. | 20295 | 319308 |
|  | goeasy Ltd. | 1736 | 196002 |
| \* | GoGold Resources, <br> Inc.<br>| 41158 | 52843 |
| \* | GoldMoney, Inc. | 1360 | 7872 |
| \* | Gran Tierra Energy, <br> Inc. (GTE CN)<br>| 3391 | 15054 |
| \* | Greenfire Resources <br> Ltd.<br>| 4020 | 18733 |
|  | Guardian Capital <br> Group Ltd., Class A<br>| 2850 | 83209 |
| \* | Haivision Systems, <br> Inc.<br>| 3200 | 9424 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Hammond Power <br> Solutions, Inc.<br>| 1609 | $107142 |
| \*†† | Hanfeng Evergreen, <br> Inc.<br>| 2400 | 0 |
|  | Headwater <br> Exploration, Inc.<br>| 37063 | 150553 |
|  | High Liner Foods, <br> Inc.<br>| 2300 | 28262 |
| \* | HLS Therapeutics, <br> Inc.<br>| 2903 | 8928 |
|  | Hudbay Minerals, Inc. <br> (HBM CN)<br>| 40440 | 294218 |
|  | Hudbay Minerals, Inc. <br> (HBM US)<br>| 8865 | 64449 |
| #\* | IAMGOLD Corp. (IAG <br> US)<br>| 48212 | 341341 |
| \* | IAMGOLD Corp. (IMG <br> CN)<br>| 56196 | 398255 |
| \* | Imperial Metals Corp. | 9700 | 24486 |
|  | Information Services <br> Corp.<br>| 2000 | 38706 |
|  | Innergex Renewable <br> Energy, Inc.<br>| 19019 | 187348 |
|  | InPlay Oil Corp. | 1317 | 6647 |
| \* | Interfor Corp. | 7278 | 70109 |
| \* | International <br> Petroleum Corp. <br> (IPCO CN)<br>| 614 | 8178 |
| #\* | International <br> Petroleum Corp. <br> (IPCO SS)<br>| 10960 | 149764 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 5148 | 119308 |
| \* | Journey Energy, Inc. | 2400 | 2315 |
| \* | K92 Mining, Inc. | 26045 | 239555 |
|  | K-Bro Linen, Inc. | 1500 | 38093 |
| \* | Kelt Exploration Ltd. | 27188 | 110243 |
| \* | Kinaxis, Inc. | 286 | 38618 |
| \* | Knight Therapeutics, <br> Inc.<br>| 9116 | 40204 |
|  | KP Tissue, Inc. | 700 | 4057 |
|  | Labrador Iron Ore <br> Royalty Corp.<br>| 8600 | 186273 |
| #\* | Largo, Inc. (LGO CN) | 1753 | 2696 |
|  | Lassonde Industries, <br> Inc., Class A<br>| 500 | 75170 |
|  | Laurentian Bank of <br> Canada<br>| 6900 | 136939 |
|  | Leon's Furniture Ltd. | 3400 | 56724 |
| #\* | Lightspeed <br> Commerce, Inc. <br> (LSPD CN)<br>| 1400 | 13699 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | Lightspeed <br> Commerce, Inc. <br> (LSPD US)<br>| 16087 | $157653 |
|  | Linamar Corp. | 5605 | 205685 |
| \* | Lucara Diamond <br> Corp.<br>| 52607 | 13356 |
|  | Lundin Gold, Inc. | 14886 | 607167 |
| # | MAG Silver Corp. | 2453 | 38169 |
|  | Magellan Aerospace <br> Corp.<br>| 2400 | 23676 |
|  | Mainstreet Equity <br> Corp.<br>| 600 | 81034 |
| \* | Major Drilling Group <br> International, Inc.<br>| 13573 | 85853 |
| \* | Mandalay Resources <br> Corp.<br>| 11377 | 44399 |
|  | Maple Leaf Foods, <br> Inc.<br>| 11125 | 203601 |
| \* | Marimaca Copper <br> Corp.<br>| 700 | 2453 |
|  | Martinrea <br> International, Inc.<br>| 4010 | 21350 |
| \* | Mattr Corp. | 9142 | 63131 |
| \* | MDA Space Ltd. | 20089 | 392133 |
|  | Medical Facilities <br> Corp.<br>| 5100 | 53826 |
| # | MEG Energy Corp. | 23301 | 326883 |
|  | Melcor Developments <br> Ltd.<br>| 2200 | 19294 |
|  | Methanex Corp. <br> (MEOH US)<br>| 8464 | 264839 |
|  | Morguard Corp. | 700 | 58895 |
|  | MTY Food Group, <br> Inc.<br>| 3000 | 94378 |
|  | Mullen Group Ltd. | 12988 | 123511 |
|  | Neo Performance <br> Materials, Inc.<br>| 3936 | 32005 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 90970 | 362270 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 23331 | 92857 |
| \* | New Pacific Metals <br> Corp.<br>| 4600 | 5474 |
| \* | NFI Group, Inc. | 8237 | 69309 |
|  | North American <br> Construction Group <br> Ltd. (NOA CN)<br>| 3900 | 59408 |
|  | North West Co., Inc. | 6881 | 276019 |
|  | Northland Power, Inc. | 28868 | 392208 |
| \* | NuVista Energy Ltd. | 20260 | 172679 |
| \* | Obsidian Energy Ltd. <br> (OBE US)<br>| 12119 | 51021 |
|  | OceanaGold Corp. | 107853 | 381781 |
|  | Onex Corp. | 5718 | 404856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| \* | Orezone Gold Corp. | 16500 | $13285 |
| #\* | Organigram Global, <br> Inc.<br>| 5700 | 6612 |
| #\* | Orla Mining Ltd. (OLA <br> CN)<br>| 9460 | 104166 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 17153 | 188683 |
| # | Osisko Gold Royalties <br> Ltd. (OR CN)<br>| 10706 | 256584 |
|  | Osisko Gold Royalties <br> Ltd. (OR US)<br>| 9539 | 229222 |
| # | Paramount Resources <br> Ltd., Class A<br>| 10792 | 122516 |
|  | Parex Resources, <br> Inc.<br>| 9969 | 80267 |
|  | Parkland Corp. | 16376 | 412548 |
|  | Pason Systems, Inc. | 13302 | 105945 |
| \* | Perpetua Resources <br> Corp.<br>| 3100 | 45663 |
|  | Pet Valu Holdings <br> Ltd.<br>| 5347 | 110966 |
| # | Peyto Exploration & <br> Development Corp.<br>| 23340 | 292216 |
|  | PHX Energy Services <br> Corp.<br>| 5500 | 30201 |
| \* | Pieridae Energy Ltd. | 4300 | 1061 |
| # | Pine Cliff Energy Ltd. | 23500 | 9375 |
|  | Pizza Pizza Royalty <br> Corp.<br>| 4000 | 41491 |
|  | Polaris Renewable <br> Energy, Inc.<br>| 3600 | 31258 |
|  | Pollard Banknote Ltd. | 1800 | 26740 |
|  | PrairieSky Royalty <br> Ltd.<br>| 29509 | 496811 |
| #\* | Precision Drilling <br> Corp. (PD CN)<br>| 1930 | 80729 |
| \* | Precision Drilling <br> Corp. (PDS US)<br>| 133 | 5549 |
|  | Premium Brands <br> Holdings Corp.<br>| 6089 | 346233 |
| # | Propel Holdings, Inc. | 1946 | 38141 |
|  | Pulse Seismic, Inc. | 6700 | 12685 |
| \* | Quarterhill, Inc. | 23309 | 23840 |
|  | Quebecor, Inc., <br> Class B<br>| 14096 | 386704 |
| \* | Real Matters, Inc. | 194 | 846 |
| \* | RF Capital Group, <br> Inc.<br>| 155 | 930 |
|  | Richelieu Hardware <br> Ltd.<br>| 6969 | 164848 |
|  | Rogers Sugar, Inc. | 12650 | 51844 |
|  | Russel Metals, Inc. | 8650 | 250979 |
|  | Sandstorm Gold Ltd. <br> (SAND US)<br>| 31304 | 272345 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Sandstorm Gold Ltd. <br> (SSL CN)<br>| 4373 | $38033 |
| \* | Sangoma <br> Technologies Corp.<br>| 3500 | 19650 |
| \* | Saturn Oil & Gas, Inc. | 2049 | 2289 |
|  | Savaria Corp. | 8482 | 106809 |
| #\* | Seabridge Gold, Inc. <br> (SA US)<br>| 8288 | 103020 |
| #\* | Seabridge Gold, Inc. <br> (SEA CN)<br>| 3058 | 37998 |
|  | Secure Waste <br> Infrastructure Corp.<br>| 43669 | 415910 |
|  | Sienna Senior Living, <br> Inc.<br>| 9677 | 118839 |
| \* | Sierra Metals, Inc. | 5800 | 4670 |
| \* | Source Energy <br> Services Ltd.<br>| 1200 | 7904 |
| \* | Spartan Delta Corp. | 12672 | 24818 |
| Ω | Spin Master Corp. | 5200 | 91960 |
|  | Sprott, Inc. (SII CN) | 2798 | 147019 |
|  | Sprott, Inc. (SII US) | 300 | 15753 |
| \* | SSR Mining, Inc. <br> (SSRM CN)<br>| 23362 | 248764 |
| \* | SSR Mining, Inc. <br> (SSRM US)<br>| 1383 | 14715 |
|  | Stella-Jones, Inc. | 9209 | 451566 |
| \*Ω | STEP Energy <br> Services Ltd.<br>| 6600 | 18671 |
|  | StorageVault Canada, <br> Inc.<br>| 7537 | 20611 |
| # | Strathcona Resources <br> Ltd.<br>| 924 | 16510 |
| #\* | SunOpta, Inc. (SOY <br> CN)<br>| 1950 | 8487 |
| \* | SunOpta, Inc. (STKL <br> US)<br>| 8138 | 35156 |
|  | Superior Plus Corp. | 17264 | 86658 |
|  | Supremex, Inc. | 5800 | 16198 |
|  | Surge Energy, Inc. | 12731 | 43126 |
|  | Sylogist Ltd. | 3100 | 19136 |
|  | Tamarack Valley <br> Energy Ltd.<br>| 60509 | 156693 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 35100 | 79692 |
| \* | Telesat Corp. | 700 | 10907 |
|  | TELUS Corp. | 3749 | 57706 |
| \* | Tenaz Energy Corp. | 1000 | 11396 |
| \* | TerrAscend Corp. | 9000 | 4048 |
|  | TerraVest Industries, <br> Inc.<br>| 1574 | 164056 |
| #\* | Tidewater Midstream <br> & Infrastructure <br> Ltd.<br>| 35300 | 7170 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| # | Timbercreek Financial <br> Corp.<br>| 9652 | $48449 |
|  | Topaz Energy Corp. | 7952 | 132841 |
| \* | Torex Gold <br> Resources, Inc.<br>| 14210 | 460232 |
|  | Total Energy Services, <br> Inc.<br>| 6761 | 43449 |
| \* | Touchstone <br> Exploration, Inc.<br>| 7300 | 1933 |
| # | TransAlta Corp. | 11303 | 100710 |
|  | TransAlta Corp.  | 29463 | 262658 |
| #\* | Transat AT, Inc. | 3900 | 4300 |
|  | Transcontinental, Inc., <br> Class A<br>| 11725 | 159894 |
| \*†† | Trevali Mining Corp. | 4900 | 0 |
| # | Trican Well Service <br> Ltd.<br>| 34374 | 100983 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> CN)<br>| 3438 | 71349 |
|  | Triple Flag Precious <br> Metals Corp. (TFPM <br> US)<br>| 2542 | 52848 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 5900 | 161987 |
| \* | Valeura Energy, Inc. | 3426 | 18688 |
|  | Vecima Networks, <br> Inc.<br>| 1200 | 8704 |
|  | Veren, Inc. (VRN CN) | 8600 | 50904 |
| # | Veren, Inc. (VRN US) | 69179 | 408848 |
| # | Vermilion Energy, Inc. <br> (VET CN)<br>| 3634 | 21932 |
|  | Vermilion Energy, Inc. <br> (VET US)<br>| 21479 | 129518 |
|  | VersaBank (VBNK <br> CN)<br>| 1500 | 16636 |
|  | VersaBank (VBNK <br> US)<br>| 1000 | 11080 |
| \* | VerticalScope <br> Holdings, Inc.<br>| 2200 | 7500 |
| \*†† | Victoria Gold <br> Corp./Vancouver<br>| 1082 | 141 |
| \* | Viemed Healthcare, <br> Inc.<br>| 4100 | 28987 |
| \* | Vitalhub Corp. | 7448 | 60779 |
| \* | Well Health <br> Technologies Corp.<br>| 21454 | 61626 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 22185 | 272927 |
| \* | Western Copper & <br> Gold Corp.<br>| 4800 | 5304 |
| \* | Westgold Resources <br> Ltd.<br>| 38991 | 74384 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Westshore Terminals <br> Investment Corp.<br>| 4442 | $82067 |
| # | Whitecap Resources, <br> Inc.<br>| 72678 | 412262 |
|  | Winpak Ltd. | 4600 | 142511 |
| \* | Yangarra Resources <br> Ltd.<br>| 8100 | 4994 |
|  | Yellow Pages Ltd. | 1091 | 8009 |
| †† | Zenith Capital Corp. | 1300 | 95 |
| TOTAL CANADA | TOTAL CANADA |  | 33930315 |
| DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) | DENMARK — (2.5%) |
| \* | ALK-Abello AS | 21029 | 490196 |
|  | Alm Brand AS | 115559 | 273816 |
|  | Ambu AS, Class B | 27639 | 498898 |
| \* | Bang & Olufsen AS | 14001 | 27635 |
| \* | Bavarian Nordic AS | 11722 | 278706 |
| #\* | Better Collective AS | 5192 | 68332 |
| # | cBrain AS | 905 | 23492 |
|  | Chemometec AS | 2221 | 160019 |
|  | Columbus AS | 16517 | 29549 |
|  | D/S Norden AS | 2740 | 74616 |
| \* | Demant AS | 3279 | 119411 |
| \* | Dfds AS | 3214 | 44698 |
|  | FLSmidth & Co. AS | 7332 | 347113 |
|  | Fluegger Group AS | 86 | 4134 |
|  | Foroya Banki P | 552 | 14717 |
| #\* | GN Store Nord AS | 13261 | 200218 |
|  | H Lundbeck AS <br> (HLUNA DC), <br> Class A<br>| 4743 | 19590 |
|  | H Lundbeck AS <br> (HLUNB DC)<br>| 34629 | 165717 |
| \* | H&H International AS, <br> Class B<br>| 2539 | 46710 |
|  | ISS AS | 20273 | 508679 |
| # | Jeudan AS | 1628 | 48748 |
|  | Jyske Bank AS | 5926 | 486041 |
|  | Matas AS | 5454 | 112567 |
| \* | Napatech AS | 2111 | 3922 |
| \*Ω | Netcompany Group <br> AS<br>| 5022 | 226713 |
| \* | Nilfisk Holding AS | 2589 | 34303 |
| \* | NKT AS | 8648 | 704137 |
| \*Ω | NNIT AS | 1779 | 19572 |
| \* | North Media AS | 1083 | 6001 |
| \* | NTG Nordic Transport <br> Group AS<br>| 911 | 34628 |
|  | Per Aarsleff Holding <br> AS<br>| 2658 | 214158 |
|  | Ringkjoebing <br> Landbobank AS<br>| 3553 | 679319 |
|  | Rockwool AS, <br> Class A<br>| 2410 | 109890 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | Rockwool AS, <br> Class B<br>| 7320 | $334159 |
|  | Royal Unibrew AS | 6337 | 503905 |
| \* | RTX AS | 1054 | 9995 |
| Ω | Scandinavian Tobacco <br> Group AS<br>| 6629 | 96489 |
|  | Schouw & Co. AS | 1656 | 150944 |
|  | Solar AS, Class B | 312 | 12012 |
|  | SP Group AS | 1779 | 72900 |
| \* | Spar Nord Bank AS | 9335 | 299565 |
|  | Sparekassen <br> Sjaelland-Fyn AS<br>| 2633 | 113793 |
|  | Svitzer Group AS | 350 | 14677 |
|  | Sydbank AS | 7479 | 478958 |
|  | TCM Group AS | 1034 | 12246 |
|  | Tivoli AS | 344 | 32244 |
|  | UIE PLC | 2550 | 121891 |
|  | Vestjysk Bank AS | 58653 | 38269 |
| \* | Zealand Pharma AS | 4646 | 328593 |
| TOTAL DENMARK | TOTAL DENMARK |  | 8696885 |
| FINLAND — (2.6%) | FINLAND — (2.6%) | FINLAND — (2.6%) | FINLAND — (2.6%) |
|  | Aktia Bank OYJ | 7233 | 81999 |
|  | Alandsbanken Abp, <br> Class B<br>| 379 | 15768 |
|  | Alma Media OYJ | 4469 | 58531 |
|  | Anora Group OYJ | 5909 | 21997 |
|  | Aspo OYJ | 2685 | 15836 |
|  | Atria OYJ | 2491 | 36578 |
| # | Bittium OYJ | 4078 | 31692 |
| # | Citycon OYJ | 2833 | 11376 |
|  | Digia OYJ | 2833 | 21413 |
|  | Elisa OYJ | 11400 | 608167 |
| #Ω | Enento Group OYJ | 1937 | 37403 |
|  | eQ OYJ | 761 | 8792 |
|  | Finnair OYJ | 15156 | 40978 |
|  | Fiskars OYJ Abp | 4519 | 75088 |
|  | F-Secure OYJ | 6199 | 13639 |
|  | Gofore OYJ | 378 | 6763 |
|  | Harvia OYJ | 2438 | 112807 |
|  | Hiab OYJ | 7464 | 355158 |
|  | HKFoods OYJ | 1550 | 2056 |
|  | Huhtamaki OYJ | 11448 | 421489 |
| \* | Incap OYJ | 2671 | 29252 |
|  | Kalmar OYJ, Class B | 4700 | 148900 |
| # | Kamux Corp. | 4139 | 10933 |
|  | Kemira OYJ | 13667 | 282006 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 6324 | 141418 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 22629 | 519535 |
| \* | Kojamo OYJ | 14800 | 172271 |
|  | Konecranes OYJ | 9746 | 652963 |
| # | Lassila & Tikanoja <br> OYJ<br>| 4594 | 49271 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) | FINLAND — (Continued) |
| \* | Lindex Group OYJ | 5947 | $17849 |
|  | Mandatum OYJ | 35673 | 252120 |
|  | Marimekko OYJ | 4640 | 64167 |
|  | Metsa Board OYJ <br> (METSB FH), <br> Class B<br>| 10758 | 39277 |
| # | Metso OYJ | 41220 | 447884 |
| # | Nokian Renkaat OYJ | 14728 | 117158 |
|  | Olvi OYJ, Class A | 1985 | 74428 |
| # | Oma Saastopankki <br> OYJ<br>| 486 | 5020 |
|  | Oriola OYJ (OKDBV <br> FH), Class B<br>| 22579 | 27972 |
|  | Orion OYJ (ORNAV <br> FH), Class A<br>| 2289 | 142271 |
|  | Orion OYJ (ORNBV <br> FH), Class B<br>| 13734 | 859907 |
| # | Outokumpu OYJ | 40599 | 156271 |
|  | Pihlajalinna OYJ | 3541 | 55864 |
|  | Ponsse OYJ | 1180 | 36247 |
|  | Puuilo OYJ | 9163 | 130486 |
| \* | QT Group OYJ | 1767 | 115300 |
|  | Raisio OYJ, Class V | 14595 | 40680 |
| \* | Rapala VMC OYJ | 3058 | 4507 |
|  | Revenio Group OYJ | 2457 | 76849 |
|  | Sampo OYJ, Class A | 37355 | 373095 |
|  | Sanoma OYJ | 9599 | 105744 |
|  | Scanfil OYJ | 1067 | 10527 |
|  | Stora Enso OYJ, <br> Class R<br>| 34300 | 318592 |
|  | Taaleri PLC | 2682 | 21771 |
| # | Talenom OYJ | 2896 | 11706 |
| \* | Teleste OYJ | 1530 | 5073 |
| Ω | Terveystalo OYJ | 12756 | 177280 |
| # | TietoEVRY OYJ | 12782 | 228990 |
| # | Tokmanni Group <br> Corp.<br>| 6513 | 102761 |
|  | Vaisala OYJ, Class A | 2601 | 138487 |
| # | Valmet OYJ | 20218 | 617338 |
| #\* | Verkkokauppa.com <br> OYJ<br>| 1520 | 4727 |
| #\* | WithSecure OYJ | 12707 | 13551 |
| #\* | YIT OYJ | 25055 | 73126 |
| TOTAL FINLAND | TOTAL FINLAND |  | 8851104 |
| FRANCE — (5.0%) | FRANCE — (5.0%) | FRANCE — (5.0%) | FRANCE — (5.0%) |
| \* | 74Software SA | 1525 | 58838 |
| # | ABC arbitrage | 1520 | 10388 |
|  | AKWEL SADIR | 1182 | 9893 |
| \* | Alstom SA | 35263 | 851572 |
|  | Altamir | 1905 | 49898 |
|  | Alten SA | 3219 | 272853 |
|  | Arkema SA | 5952 | 452504 |
| # | Assystem SA | 434 | 18859 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Aubay | 557 | $29057 |
| Ω | Ayvens SA | 10909 | 110581 |
| \* | Bastide le Confort <br> Medical<br>| 266 | 8225 |
| # | Beneteau SACA | 5853 | 53549 |
|  | Boiron SA | 776 | 21361 |
| # | Bonduelle SCA | 2134 | 19959 |
|  | Caisse Regionale de <br> Credit Agricole <br> Mutuel du <br> Languedoc SCCV<br>| 23 | 1423 |
|  | Carrefour SA | 8906 | 137364 |
|  | Catana Group | 3304 | 12743 |
|  | CBo Territoria | 2250 | 9477 |
| \* | Cegedim SA | 865 | 11731 |
|  | Cie des Alpes | 3270 | 64346 |
| #\* | Clariane SE | 17537 | 74517 |
|  | Coface SA | 23658 | 484912 |
| \* | DBV Technologies SA | 1409 | 2554 |
|  | Derichebourg SA | 13913 | 95704 |
|  | Edenred SE | 8919 | 278156 |
| \* | Ekinops SAS | 2101 | 7844 |
|  | Electricite de <br> Strasbourg SA<br>| 132 | 20882 |
| \*Ω | Elior Group SA | 24654 | 74685 |
|  | Elis SA | 24685 | 633641 |
|  | Equasens | 558 | 24606 |
|  | Eramet SA | 1705 | 94539 |
|  | Esso SA Francaise | 543 | 87284 |
|  | Etablissements Maurel <br> et Prom SA<br>| 13796 | 71016 |
|  | Eurazeo SE | 8112 | 593146 |
| #\* | Eutelsat <br> Communications <br> SACA<br>| 19197 | 78398 |
|  | Exel Industries SA, <br> Class A<br>| 184 | 7350 |
|  | Fnac Darty SA (0QSH <br> LI)<br>| 648 | 22289 |
|  | Fnac Darty SA (FNAC <br> FP)<br>| 1685 | 58669 |
| \* | Foraco International <br> SA<br>| 7800 | 10071 |
|  | Forvia SE (FRVIA <br> FP)<br>| 20074 | 155066 |
| \* | Gaumont SA | 20 | 1888 |
|  | Gaztransport Et <br> Technigaz SA<br>| 6431 | 1048271 |
|  | Getlink SE | 13652 | 259227 |
|  | GL Events SACA | 1343 | 33489 |
|  | Groupe Crit SA | 446 | 34411 |
|  | Guerbet | 1370 | 31169 |
| \* | Haulotte Group SA | 1014 | 3074 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| \* | ID Logistics Group <br> SACA<br>| 573 | $258089 |
|  | Imerys SA | 5683 | 189836 |
| # | Infotel SA | 414 | 20561 |
| # | Interparfums SA | 1318 | 52241 |
|  | Ipsen SA | 676 | 78621 |
|  | IPSOS SA | 6435 | 304663 |
| # | Jacquet Metals SACA | 2005 | 47161 |
| \* | JCDecaux SE | 7386 | 128548 |
|  | Kaufman & Broad SA | 2327 | 91367 |
| #\* | La Francaise De <br> L'energie SACA<br>| 358 | 11753 |
| Ω | La Francaise des <br> Jeux SACA<br>| 12972 | 462376 |
|  | Laurent-Perrier | 396 | 43569 |
|  | Linedata Services | 112 | 9353 |
|  | LISI SA | 1065 | 33349 |
|  | LNA Sante SA | 809 | 21060 |
| #\* | Lumibird | 1349 | 17365 |
| #Ω | Maisons du Monde <br> SA<br>| 3427 | 10686 |
|  | Manitou BF SA | 1600 | 36896 |
|  | Mersen SA | 3050 | 65369 |
| # | Metropole Television <br> SA<br>| 2785 | 43760 |
| #\* | Nacon SA | 1747 | 971 |
|  | Nexans SA | 6055 | 665192 |
| #\* | Nexity SA | 5490 | 57565 |
|  | NRJ Group | 2200 | 16575 |
|  | Oeneo SA | 177 | 1828 |
|  | Opmobility | 5205 | 58334 |
| \* | OVH Groupe SAS | 512 | 6808 |
| \* | Pierre Et Vacances <br> SA<br>| 9298 | 14582 |
|  | Quadient SA | 4783 | 90537 |
|  | Remy Cointreau SA | 1544 | 83706 |
|  | Rexel SA | 29590 | 822118 |
|  | Robertet SA | 63 | 58432 |
|  | Rubis SCA | 15073 | 490638 |
|  | Samse SACA | 132 | 21092 |
|  | Savencia SA | 669 | 50665 |
|  | SCOR SE | 24119 | 759970 |
|  | SEB SA | 3602 | 339773 |
|  | Seche Environnement <br> SACA<br>| 536 | 55294 |
| \*Ω | SMCP SA | 4479 | 16147 |
|  | Societe BIC SA | 3290 | 212868 |
|  | Societe LDC SADIR | 668 | 57986 |
|  | Sodexo SA | 1680 | 106641 |
| \* | SOITEC | 1459 | 82812 |
|  | Sopra Steria Group | 2094 | 429351 |
|  | SPIE SA | 18212 | 892617 |
|  | Stef SA | 521 | 75122 |
| \* | Synergie SE | 1041 | 35990 |
| # | Teleperformance SE | 6378 | 699380 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| # | Television Francaise 1 <br> SA<br>| 5827 | $55680 |
|  | TFF Group | 598 | 14174 |
| # | Thermador Groupe | 904 | 67680 |
| # | Tikehau Capital SCA | 4027 | 86972 |
| # | Trigano SA | 1245 | 147901 |
| \* | Ubisoft Entertainment <br> SA<br>| 10592 | 124798 |
|  | Valeo SE | 26631 | 264477 |
| #\* | Vallourec SACA | 36664 | 677647 |
| Ω | Verallia SA | 8945 | 299108 |
|  | Vetoquinol SA | 312 | 26362 |
|  | Vicat SACA | 3357 | 187970 |
|  | VIEL & Cie SA | 4347 | 66613 |
|  | Virbac SACA | 253 | 89199 |
| \* | Viridien | 1238 | 73448 |
|  | Vivendi SE | 119229 | 371811 |
| #\* | Voltalia SA | 4789 | 39688 |
| # | Wavestone | 775 | 41366 |
| \*Ω | Worldline SA | 16737 | 92732 |
| TOTAL FRANCE | TOTAL FRANCE |  | 17348722 |
| GERMANY — (5.8%) | GERMANY — (5.8%) | GERMANY — (5.8%) | GERMANY — (5.8%) |
|  | 1&1 AG | 8529 | 151555 |
|  | 7C Solarparken AG | 8665 | 19777 |
|  | Adesso SE | 441 | 48981 |
|  | Adtran Networks SE | 1517 | 34883 |
|  | AIXTRON SE | 4260 | 57846 |
|  | All for One Group SE | 283 | 18187 |
|  | Allgeier SE | 979 | 22540 |
|  | AlzChem Group AG | 1350 | 174217 |
|  | Amadeus Fire AG | 781 | 66393 |
|  | Atoss Software SE | 1398 | 210156 |
|  | Aumann AG | 723 | 11672 |
|  | Aurubis AG | 4672 | 407906 |
| \*Ω | Auto1 Group SE | 1613 | 38756 |
| #\* | BayWa AG (BYW6 <br> GR)<br>| 2351 | 21572 |
|  | Bechtle AG | 10363 | 442113 |
|  | Bertrandt AG | 899 | 19406 |
|  | Bijou Brigitte AG | 711 | 34184 |
|  | Bilfinger SE | 4196 | 356869 |
| # | Borussia Dortmund <br> GmbH & Co. KGaA<br>| 11253 | 41801 |
| #\* | BRANICKS Group <br> AG<br>| 5249 | 11379 |
|  | Brenntag SE | 6053 | 404243 |
|  | CANCOM SE (COK <br> GR)<br>| 1301 | 39946 |
|  | Carl Zeiss Meditec <br> AG<br>| 304 | 20893 |
| \* | Ceconomy AG | 28741 | 102142 |
|  | CENIT AG | 1323 | 12409 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 855 | $98875 |
| \* | CompuGroup Medical <br> SE & Co. KGaA<br>| 3969 | 98918 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 4229 | 501081 |
|  | Dermapharm Holding <br> SE<br>| 2329 | 101744 |
| \* | Deutsche Beteiligungs <br> AG<br>| 2416 | 69057 |
|  | Deutsche EuroShop <br> AG<br>| 2391 | 52460 |
| \*Ω | Deutsche <br> Pfandbriefbank AG<br>| 20019 | 122784 |
|  | Deutsche Wohnen <br> SE<br>| 1305 | 33164 |
|  | Deutz AG | 9704 | 75346 |
| #\* | Dr. Hoenle AG | 579 | 5621 |
|  | Draegerwerk AG & <br> Co. KGaA<br>| 432 | 24344 |
|  | Duerr AG | 7939 | 187947 |
| Ω | DWS Group GmbH & <br> Co. KGaA<br>| 3642 | 191727 |
|  | Eckert & Ziegler SE | 2961 | 202406 |
|  | Elmos Semiconductor <br> SE<br>| 1053 | 71735 |
|  | ElringKlinger AG | 4625 | 25819 |
|  | Energiekontor AG | 348 | 16764 |
|  | Evonik Industries AG | 11269 | 253247 |
| #\* | Evotec SE | 12399 | 103785 |
|  | Fielmann Group AG | 3979 | 226106 |
|  | flatexDEGIRO AG | 20105 | 529100 |
| \* | Formycon AG | 431 | 11366 |
| #\* | Fraport AG Frankfurt <br> Airport Services <br> Worldwide<br>| 5454 | 361445 |
|  | Freenet AG | 17397 | 723421 |
|  | Friedrich Vorwerk <br> Group SE<br>| 2166 | 147898 |
|  | FUCHS SE | 4442 | 170763 |
|  | GEA Group AG | 10594 | 691149 |
|  | Gerresheimer AG | 5211 | 353554 |
|  | Gesco SE | 1167 | 21322 |
|  | GFT Technologies SE | 2864 | 80888 |
|  | Grenke AG | 3709 | 56854 |
|  | H&R GmbH & Co. <br> KGaA<br>| 1853 | 8559 |
|  | Hawesko Holding SE | 351 | 9881 |
| \* | Heidelberger <br> Druckmaschinen <br> AG<br>| 33592 | 46242 |
| \* | HelloFresh SE | 19635 | 204456 |
|  | Hensoldt AG | 10729 | 831163 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Hornbach Holding AG <br> & Co. KGaA<br>| 1627 | $183179 |
|  | HUGO BOSS AG | 8152 | 340014 |
|  | Indus Holding AG | 1977 | 55694 |
|  | Init Innovation in <br> Traffic Systems SE<br>| 627 | 27916 |
| Ω | Instone Real Estate <br> Group SE<br>| 5460 | 50504 |
|  | IVU Traffic <br> Technologies AG<br>| 1884 | 40080 |
|  | Jenoptik AG | 8541 | 170519 |
| Ω | JOST Werke SE | 1984 | 111651 |
|  | K&S AG | 18643 | 325169 |
|  | KION Group AG | 10002 | 425645 |
|  | Kloeckner & Co. SE | 4004 | 32228 |
| # | Knaus Tabbert AG | 655 | 9806 |
| \* | Koenig & Bauer AG | 2538 | 46963 |
|  | Krones AG | 3169 | 463207 |
|  | KSB SE & Co. KGaA | 31 | 29748 |
|  | KWS Saat SE & Co. <br> KGaA<br>| 1789 | 112883 |
|  | Lanxess AG | 11026 | 331045 |
|  | LEG Immobilien SE | 13415 | 1137179 |
|  | Leifheit AG | 1317 | 32451 |
| #\* | LPKF Laser & <br> Electronics SE<br>| 1120 | 10425 |
| \* | Medios AG | 2144 | 28472 |
|  | MLP SE | 11878 | 107699 |
|  | Mutares SE & Co. <br> KGaA<br>| 2212 | 80878 |
| #\* | Nagarro SE | 902 | 64305 |
| #\* | Nordex SE | 11357 | 212641 |
|  | Norma Group SE | 4726 | 59397 |
|  | Patrizia SE | 7041 | 59052 |
| \* | Pentixapharm Holding <br> AG<br>| 2162 | 7102 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 72 | 12685 |
|  | ProCredit Holding AG | 2799 | 32165 |
|  | ProSiebenSat.1 Media <br> SE<br>| 24511 | 171055 |
|  | Puma SE (PUM GR) | 10162 | 262391 |
| #\* | PVA TePla AG | 1719 | 31958 |
|  | Rational AG | 53 | 45476 |
|  | SAF-Holland SE | 3326 | 60347 |
|  | Salzgitter AG | 3659 | 90423 |
|  | Schaeffler AG | 8293 | 35789 |
|  | Secunet Security <br> Networks AG<br>| 206 | 48036 |
| #\* | SFC Energy AG | 590 | 15305 |
| #\* | SGL Carbon SE | 9673 | 38692 |
|  | Siltronic AG | 2576 | 104742 |
|  | Sixt SE | 1909 | 181495 |
|  | SMA Solar Technology <br> AG<br>| 88 | 1526 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Stabilus SE | 3527 | $97833 |
|  | STRATEC SE | 981 | 26691 |
|  | Stroeer SE & Co. <br> KGaA<br>| 4913 | 293362 |
|  | Suedzucker AG | 9862 | 132781 |
| \* | Surteco Group SE | 1107 | 20135 |
|  | SUSS MicroTec SE | 3604 | 138776 |
| \* | TAG Immobilien AG | 37543 | 611235 |
|  | Takkt AG | 5920 | 51134 |
| \*Ω | TeamViewer SE | 18141 | 278695 |
|  | Technotrans SE | 1129 | 23058 |
|  | thyssenkrupp AG | 96169 | 1102891 |
| \* | TUI AG | 48603 | 373975 |
|  | United Internet AG | 13635 | 309198 |
| # | Verbio SE | 2874 | 33920 |
|  | Vossloh AG | 1662 | 131305 |
|  | Wacker Chemie AG | 3201 | 241982 |
|  | Wacker Neuson SE | 3888 | 104551 |
|  | Washtec AG | 1525 | 73484 |
| \* | Westwing Group SE | 396 | 3443 |
|  | Wuestenrot & <br> Wuerttembergische <br> AG<br>| 4248 | 68421 |
| \*Ω | Zalando SE | 18572 | 678180 |
|  | Zeal Network SE | 360 | 18341 |
| TOTAL GERMANY | TOTAL GERMANY |  | 19982145 |
| HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) | HONG KONG — (1.5%) |
| \* | Aceso Life Science <br> Group Ltd.<br>| 202400 | 645 |
|  | Aeon Credit Service <br> Asia Co. Ltd.<br>| 12000 | 9606 |
| \* | Allied Group Ltd. | 206000 | 40127 |
|  | Analogue Holdings <br> Ltd.<br>| 46000 | 4441 |
|  | APAC Resources Ltd. | 13099 | 1865 |
| \* | Apollo Future Mobility <br> Group Ltd.<br>| 20600 | 2717 |
|  | Asia Financial <br> Holdings Ltd.<br>| 54874 | 28234 |
| \* | Asia Standard <br> International Group <br> Ltd.<br>| 98940 | 4064 |
|  | ASMPT Ltd. | 19200 | 129168 |
|  | Associated <br> International Hotels <br> Ltd.<br>| 28000 | 18282 |
|  | Bank of East Asia <br> Ltd.<br>| 122374 | 168257 |
|  | Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 114000 | 100779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Cafe de Coral <br> Holdings Ltd.<br>| 42000 | $38598 |
|  | Chen Hsong Holdings | 30000 | 5298 |
|  | Chevalier International <br> Holdings Ltd.<br>| 4000 | 2022 |
| \* | China Energy <br> Development <br> Holdings Ltd.<br>| 652000 | 3618 |
|  | China Motor Bus Co. <br> Ltd.<br>| 2400 | 17474 |
| \* | China Star <br> Entertainment Ltd.<br>| 180000 | 36494 |
| \* | Chinese Estates <br> Holdings Ltd.<br>| 61500 | 10205 |
|  | Chow Sang Sang <br> Holdings <br> International Ltd.<br>| 49000 | 48021 |
| \* | Chuang's Consortium <br> International Ltd.<br>| 100000 | 4495 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 196000 | 59625 |
| #\* | CK Life Sciences <br> International <br> Holdings, Inc.<br>| 182000 | 21163 |
| \* | C-Mer Medical <br> Holdings Ltd.<br>| 52000 | 11320 |
| #†† | Convoy, Inc. | 516000 | 2082 |
| \* | Cowell e Holdings, <br> Inc.<br>| 20000 | 57476 |
| Ω | Crystal International <br> Group Ltd.<br>| 51000 | 29733 |
| \* | CSC Holdings Ltd. | 1321250 | 3231 |
| \* | CSI Properties Ltd. | 1203358 | 25978 |
|  | CTF Services Ltd. | 179000 | 169516 |
|  | Dah Sing Banking <br> Group Ltd.<br>| 52928 | 57034 |
|  | Dah Sing Financial <br> Holdings Ltd.<br>| 17806 | 65013 |
|  | Dickson Concepts <br> International Ltd.<br>| 14500 | 12822 |
|  | Eagle Nice <br> International <br> Holdings Ltd.<br>| 20000 | 8947 |
|  | EC Healthcare | 47000 | 3868 |
| †† | EcoGreen <br> International Group <br> Ltd.<br>| 38000 | 1746 |
|  | Emperor International <br> Holdings Ltd.<br>| 140333 | 3620 |
| \* | ENM Holdings Ltd. | 144000 | 4632 |
| \* | Esprit Holdings Ltd. | 195875 | 2475 |
| Ω | ESR Group Ltd. | 71800 | 114337 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | EuroEyes International <br> Eye Clinic Ltd.<br>| 8000 | $2886 |
|  | Fairwood Holdings <br> Ltd.<br>| 10500 | 6960 |
|  | Far East Consortium <br> International Ltd.<br>| 199803 | 22922 |
|  | First Pacific Co. Ltd. | 272000 | 183020 |
| \*Ω | FIT Hon Teng Ltd. | 153000 | 38411 |
| \*Ω | Frontage Holdings <br> Corp.<br>| 90000 | 13457 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 14000 | 9967 |
|  | Giordano International <br> Ltd.<br>| 160000 | 30804 |
|  | Glorious Sun <br> Enterprises Ltd.<br>| 72000 | 11877 |
| \*†† | Gold Financial <br> Holdings Ltd.<br>| 88000 | 0 |
| \* | GR Life Style Co. Ltd. | 96000 | 8069 |
|  | Great Eagle Holdings <br> Ltd.<br>| 28630 | 47860 |
|  | G-Resources Group <br> Ltd.<br>| 42950 | 35021 |
|  | Guoco Group Ltd. | 4000 | 32524 |
| # | Guotai Junan <br> International <br> Holdings Ltd.<br>| 322400 | 41520 |
|  | Hang Lung Group <br> Ltd.<br>| 90000 | 129193 |
|  | Hang Lung Properties <br> Ltd.<br>| 157458 | 129138 |
| \* | Hanison Construction <br> Holdings Ltd.<br>| 27198 | 885 |
|  | Harbour Centre <br> Development Ltd.<br>| 13500 | 6702 |
|  | HKBN Ltd. | 100500 | 65696 |
| \* | HKR International <br> Ltd.<br>| 100386 | 11192 |
|  | Hong Kong Ferry <br> Holdings Co. Ltd.<br>| 23000 | 12422 |
| \* | Hong Kong <br> Technology Venture <br> Co. Ltd.<br>| 44669 | 11950 |
|  | Hongkong & Shanghai <br> Hotels Ltd.<br>| 59883 | 41683 |
| Ω | Honma Golf Ltd. | 30500 | 13589 |
|  | Hutchison <br> Telecommunications <br> Hong Kong <br> Holdings Ltd.<br>| 162000 | 21112 |
|  | Hysan Development <br> Co. Ltd.<br>| 68000 | 110846 |
|  | IGG, Inc. | 95000 | 45768 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| Ω | Impro Precision <br> Industries Ltd.<br>| 88000 | $26083 |
|  | International <br> Housewares Retail <br> Co. Ltd.<br>| 41000 | 5015 |
|  | Jacobson Pharma <br> Corp. Ltd.<br>| 56000 | 8800 |
|  | Johnson Electric <br> Holdings Ltd.<br>| 48937 | 89153 |
|  | K Wah International <br> Holdings Ltd.<br>| 109000 | 24422 |
|  | Karrie International <br> Holdings Ltd.<br>| 136000 | 12667 |
|  | Kerry Properties Ltd. | 63000 | 147951 |
|  | KLN Logistics Group <br> Ltd.<br>| 53000 | 42749 |
|  | Kowloon Development <br> Co. Ltd.<br>| 45515 | 17634 |
| \* | Lai Sun Development <br> Co. Ltd.<br>| 45912 | 3307 |
| \* | Lai Sun Garment <br> International Ltd.<br>| 20400 | 1512 |
| \* | Langham Hospitality <br> Investments & <br> Langham Hospitality <br> Investments Ltd.<br>| 136500 | 8094 |
|  | Liu Chong Hing <br> Investment Ltd.<br>| 30000 | 15582 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 34000 | 74192 |
|  | Man Wah Holdings <br> Ltd.<br>| 158000 | 83967 |
| \* | MECOM Power & <br> Construction Ltd.<br>| 159750 | 2463 |
| #\* | Melco International <br> Development Ltd.<br>| 19000 | 7872 |
| \*†† | MH Development <br> NPV<br>| 40000 | 0 |
|  | Miramar Hotel & <br> Investment<br>| 21000 | 24569 |
|  | Modern Dental Group <br> Ltd.<br>| 43000 | 23094 |
| \* | Mongolian Mining <br> Corp.<br>| 48000 | 39656 |
| \* | NagaCorp Ltd. | 144547 | 61398 |
| \* | New World <br> Development Co. <br> Ltd.<br>| 126000 | 77160 |
| \*†† | NewOcean Energy <br> Holdings Ltd.<br>| 110000 | 0 |
| # | Nissin Foods Co. Ltd. | 28000 | 24089 |
|  | Oriental Watch <br> Holdings<br>| 39606 | 17892 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Oshidori International <br> Holdings Ltd.<br>| 700200 | $42537 |
|  | Pacific Basin Shipping <br> Ltd.<br>| 569000 | 127582 |
| # | Pacific Textiles <br> Holdings Ltd.<br>| 114000 | 18095 |
| \* | Paliburg Holdings Ltd. | 26000 | 1359 |
|  | PAX Global <br> Technology Ltd.<br>| 28000 | 16861 |
|  | PC Partner Group <br> Ltd.<br>| 34000 | 31969 |
|  | PCCW Ltd. | 234286 | 156188 |
|  | Perfect Medical Health <br> Management Ltd.<br>| 60000 | 16726 |
|  | Pico Far East <br> Holdings Ltd.<br>| 96000 | 23648 |
|  | Plover Bay <br> Technologies Ltd.<br>| 40000 | 27366 |
| \* | Public Financial <br> Holdings Ltd.<br>| 70000 | 11738 |
| \* | Regal Hotels <br> International <br> Holdings Ltd.<br>| 29000 | 2377 |
| Ω | Regina Miracle <br> International <br> Holdings Ltd.<br>| 43000 | 9441 |
| # | Sa Sa International <br> Holdings Ltd.<br>| 124000 | 9376 |
|  | SEA Holdings Ltd. | 40046 | 7088 |
| #\* | Shandong Hi-Speed <br> Holdings Group <br> Ltd.<br>| 41000 | 33530 |
|  | Shangri-La Asia Ltd. | 116000 | 64977 |
| \* | Shun Tak Holdings <br> Ltd.<br>| 190000 | 13702 |
|  | Singamas Container <br> Holdings Ltd.<br>| 194000 | 15207 |
| \* | SJM Holdings Ltd. | 252499 | 70441 |
|  | SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 43000 | 23549 |
| \* | Solomon Systech <br> International Ltd.<br>| 200000 | 10025 |
|  | Soundwill Holdings <br> Ltd.<br>| 4000 | 4206 |
|  | Stella International <br> Holdings Ltd.<br>| 55000 | 98465 |
|  | Sun Hung Kai & Co. <br> Ltd.<br>| 74464 | 28821 |
|  | SUNeVision Holdings <br> Ltd.<br>| 89000 | 74414 |
|  | TAI Cheung Holdings <br> Ltd.<br>| 37000 | 14084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Taung Gold <br> International Ltd.<br>| 1420000 | $13002 |
| \* | Television Broadcasts <br> Ltd.<br>| 43600 | 17379 |
|  | Texhong International <br> Group Ltd.<br>| 35000 | 15239 |
|  | Texwinca Holdings <br> Ltd.<br>| 112000 | 8268 |
| # | Theme International <br> Holdings Ltd.<br>| 380000 | 19102 |
| \* | Tongda Group <br> Holdings Ltd.<br>| 780000 | 7543 |
|  | Town Health <br> International <br> Medical Group Ltd.<br>| 330000 | 10576 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 58000 | 7114 |
|  | Transport International <br> Holdings Ltd.<br>| 29901 | 34732 |
|  | United Laboratories <br> International <br> Holdings Ltd.<br>| 105000 | 188167 |
| \*†† | Untrade.Genting | 186000 | 0 |
|  | Upbest Group Ltd. | 148000 | 13187 |
| \* | Value Partners Group <br> Ltd.<br>| 150000 | 26269 |
|  | Vesync Co. Ltd. | 10000 | 7182 |
|  | Vitasoy International <br> Holdings Ltd.<br>| 80000 | 103073 |
|  | Viva Goods Co. Ltd. | 296000 | 13708 |
| #\* | Vobile Group Ltd. | 94000 | 39487 |
| \*Ω | VPower Group <br> International <br> Holdings Ltd.<br>| 25119 | 983 |
|  | VSTECS Holdings <br> Ltd.<br>| 79600 | 61288 |
|  | VTech Holdings Ltd. | 18300 | 122942 |
| \* | Wai Kee Holdings <br> Ltd.<br>| 52000 | 3905 |
| \* | Wang On Group Ltd. | 260000 | 736 |
| \* | Wealthink <br> AI-Innovation <br> Capital Ltd.<br>| 116000 | 1144 |
|  | Wing On Co. <br> International Ltd.<br>| 14000 | 20684 |
|  | Wing Tai Properties <br> Ltd.<br>| 56000 | 10503 |
|  | Wynn Macau Ltd. | 107200 | 71365 |
| # | Xinyi Glass Holdings <br> Ltd.<br>| 119322 | 111719 |
|  | Yue Yuen Industrial <br> Holdings Ltd.<br>| 93000 | 133520 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
| \* | Yunfeng Financial <br> Group Ltd.<br>| 54000 | $9397 |
| \* | Zensun Enterprises <br> Ltd.<br>| 48000 | 537 |
| #\* | Zhaobangji Lifestyle <br> Holdings Ltd.<br>| 192000 | 3421 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 5283767 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
|  | C&C Group PLC | 46348 | 85133 |
|  | Cairn Homes PLC | 121347 | 267331 |
|  | Dalata Hotel Group <br> PLC<br>| 15666 | 89789 |
|  | FBD Holdings PLC <br> (FBD ID)<br>| 2754 | 40147 |
|  | FBD Holdings PLC <br> (FBH LN)<br>| 1308 | 19115 |
|  | Glanbia PLC (GLB <br> ID)<br>| 20272 | 262425 |
| \*Ω | Glenveagh Properties <br> PLC<br>| 39389 | 73825 |
|  | Grafton Group PLC, <br> CDI<br>| 30552 | 369834 |
|  | Greencore Group <br> PLC<br>| 94282 | 232489 |
|  | Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 11766 | 69629 |
|  | Kenmare Resources <br> PLC<br>| 255 | 1371 |
| \* | Permanent TSB <br> Group Holdings <br> PLC<br>| 10745 | 18809 |
| TOTAL IRELAND | TOTAL IRELAND |  | 1529897 |
| ISRAEL — (1.2%) | ISRAEL — (1.2%) | ISRAEL — (1.2%) | ISRAEL — (1.2%) |
| \* | Adgar Investment & <br> Development Ltd.<br>| 8764 | 10272 |
| \* | Afcon Holdings Ltd. | 210 | 10692 |
| \* | AFI Properties Ltd. | 1537 | 77741 |
|  | Africa Israel <br> Residences Ltd.<br>| 738 | 48826 |
| \* | Allot Ltd. | 4540 | 26823 |
| \* | Alrov Properties & <br> Lodgings Ltd.<br>| 854 | 45684 |
|  | Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 470 | 11652 |
|  | Arad Ltd. | 1518 | 21508 |
| \* | Ashdod Refinery Ltd. | 1014 | 16657 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Atreyu Capital <br> Markets Ltd.<br>| 808 | $15770 |
|  | Aura Investments Ltd. | 6043 | 31687 |
|  | Automatic Bank <br> Services Ltd.<br>| 4774 | 29516 |
|  | Ayalon Holdings Ltd. | 1192 | 16317 |
|  | Azorim-Investment <br> Development & <br> Construction Co. <br> Ltd.<br>| 16240 | 74831 |
| \* | Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 1342 | 179602 |
|  | Blue Square Real <br> Estate Ltd.<br>| 659 | 56121 |
| \* | Brainsway Ltd. (BWAY <br> IT)<br>| 2003 | 8986 |
| \* | Brainsway Ltd. (BWAY <br> US), ADR<br>| 1000 | 8670 |
|  | Carasso Motors Ltd. | 3945 | 30383 |
| \* | Cellcom Israel Ltd. <br> (CEL IT)<br>| 5444 | 34474 |
| \* | Cellcom Israel Ltd. <br> (CELJF US)<br>| 4034 | 26463 |
| #\* | Compugen Ltd. | 12706 | 18309 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 595 | 64305 |
|  | Danya Cebus Ltd. | 645 | 18609 |
| \* | Delek Automotive <br> Systems Ltd.<br>| 3967 | 28587 |
|  | Delta Galil Ltd. | 722 | 34045 |
|  | Diplomat Holdings <br> Ltd.<br>| 914 | 10520 |
|  | Direct Finance of <br> Direct Group 2006 <br> Ltd.<br>| 145 | 21582 |
| \* | Dor Alon Energy in <br> Israel 1988 Ltd.<br>| 633 | 20491 |
| \* | Doral Group <br> Renewable Energy <br> Resources Ltd.<br>| 13774 | 45848 |
|  | Duniec Brothers Ltd. | 389 | 23462 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 1425 | 39245 |
|  | Electra Real Estate <br> Ltd.<br>| 1503 | 18652 |
| #\* | Electreon Wireless <br> Ltd.<br>| 448 | 9800 |
| \* | Ellomay Capital Ltd. | 458 | 6670 |
| \* | Equital Ltd. | 1612 | 60482 |
|  | FMS Enterprises <br> Migun Ltd.<br>| 605 | 29187 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 325 | $28695 |
|  | Fox Wizel Ltd. | 738 | 62072 |
| \* | Gilat Satellite <br> Networks Ltd.<br>| 2237 | 14190 |
| \* | Hagag Group Real <br> Estate <br> Development<br>| 1534 | 7053 |
| \* | Hamat Group Ltd. | 1543 | 5672 |
|  | Hilan Ltd. | 795 | 50757 |
|  | IDI Insurance Co. Ltd. | 960 | 44958 |
| \* | IES Holdings Ltd. | 375 | 22343 |
|  | Ilex Medical Ltd. | 584 | 9676 |
|  | Inrom Construction <br> Industries Ltd.<br>| 12208 | 51167 |
|  | Isracard Ltd. | 23531 | 110814 |
|  | Israel Canada TR <br> Ltd.<br>| 10812 | 35193 |
|  | Israel Shipyards <br> Industries Ltd.<br>| 655 | 23704 |
|  | Isras Investment Co. <br> Ltd.<br>| 192 | 41407 |
|  | Issta Ltd. | 1352 | 30965 |
|  | Kamada Ltd. (KMDA <br> IT)<br>| 3545 | 23081 |
|  | Kardan Real Estate <br> Enterprise & <br> Development Ltd.<br>| 14081 | 20631 |
|  | Kerur Holdings Ltd. | 747 | 16035 |
|  | Klil Industries Ltd. | 43 | 2395 |
|  | Kvutzat Acro Ltd. | 1993 | 26941 |
|  | Lahav L.R. Real <br> Estate Ltd.<br>| 6763 | 8803 |
|  | Land Development <br> Nimrodi Group Ltd.<br>| 2893 | 22732 |
|  | Lapidoth Capital Ltd. | 1304 | 22480 |
|  | M Yochananof & Sons <br> Ltd.<br>| 507 | 34289 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC IT)<br>| 2800 | 38724 |
| \* | Malam - Team Ltd. | 1290 | 26353 |
|  | Max Stock Ltd. | 6828 | 26089 |
|  | Maytronics Ltd. | 3730 | 4218 |
|  | Mediterranean Towers <br> Ltd.<br>| 10111 | 30613 |
|  | Mega Or Holdings <br> Ltd.<br>| 3618 | 123019 |
|  | Meitav Investment <br> House Ltd.<br>| 4797 | 61801 |
|  | MENIF - Financial <br> Services Ltd.<br>| 2666 | 13599 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| \* | Meshek Energy <br> Renewable <br> Energies Ltd.<br>| 24168 | $18763 |
| # | Meshulam Levinstein <br> Contracting & <br> Engineering Ltd.<br>| 236 | 25055 |
|  | Mivtach Shamir <br> Holdings Ltd.<br>| 1009 | 69847 |
|  | Nawi Group Ltd. | 3445 | 47008 |
| \* | Nayax Ltd. | 560 | 23511 |
|  | Neto Malinda Trading <br> Ltd.<br>| 862 | 26074 |
| \* | Neto ME Holdings <br> Ltd.<br>| 211 | 9783 |
|  | Novolog Ltd. | 34768 | 14485 |
|  | Oil Refineries Ltd. | 269871 | 67758 |
|  | One Software <br> Technologies Ltd.<br>| 4143 | 78270 |
| \* | OY Nofar Energy Ltd. | 1367 | 31995 |
|  | Palram Industries <br> 1990 Ltd.<br>| 2023 | 43045 |
|  | Partner <br> Communications <br> Co. Ltd.<br>| 18545 | 123207 |
|  | Paz Retail & Energy <br> Ltd.<br>| 223 | 31461 |
| \* | Perion Network Ltd. | 460 | 4342 |
|  | Plasson Industries <br> Ltd.<br>| 468 | 25681 |
|  | Plus500 Ltd. | 13198 | 541016 |
|  | Polyram Plastic <br> Industries Ltd.<br>| 5234 | 14195 |
|  | Prashkovsky <br> Investments & <br> Construction Ltd.<br>| 987 | 25434 |
| \* | Priortech Ltd. | 1206 | 48994 |
|  | Qualitau Ltd. | 593 | 33307 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 1016 | 77735 |
| \* | Rani Zim Shopping <br> Centers Ltd.<br>| 3920 | 4783 |
|  | Retailors Ltd. | 1080 | 22291 |
|  | Sano-Brunos <br> Enterprises Ltd.<br>| 278 | 24606 |
| \* | Scope Metals Group <br> Ltd.<br>| 872 | 30140 |
| \* | Shikun & Binui Soltec <br> Renewable Energy<br>| 13371 | 8661 |
|  | Summit Real Estate <br> Holdings Ltd.<br>| 4733 | 69816 |
|  | Tadiran Group Ltd. | 324 | 17988 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
| Ω | Tamar Petroleum Ltd. | 7885 | $74504 |
| \* | TAT Technologies Ltd. | 738 | 20339 |
|  | Tel Aviv Stock <br> Exchange Ltd.<br>| 10261 | 126162 |
|  | Telsys Ltd. | 225 | 10593 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 7339 | 15424 |
|  | Turpaz Industries Ltd. | 2865 | 20882 |
| \* | Veridis Environment <br> Ltd.<br>| 3463 | 22341 |
|  | Victory Supermarket <br> Chain Ltd.<br>| 648 | 7752 |
|  | YD More Investments <br> Ltd.<br>| 996 | 4430 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 4134616 |
| ITALY — (4.4%) | ITALY — (4.4%) | ITALY — (4.4%) | ITALY — (4.4%) |
|  | A2A SpA | 261372 | 664739 |
|  | ACEA SpA | 5746 | 134989 |
| \* | Aeffe SpA | 7022 | 4816 |
|  | Amplifon SpA | 9628 | 184270 |
| #\* | Aquafil SpA | 3880 | 5510 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 22214 | 54067 |
|  | Ascopiave SpA | 13216 | 49459 |
|  | Avio SpA | 1784 | 38771 |
|  | Azimut Holding SpA | 14290 | 397106 |
|  | Banca Generali SpA | 7319 | 434219 |
|  | Banca IFIS SpA | 3794 | 95063 |
|  | Banca Monte dei <br> Paschi di Siena <br> SpA<br>| 152464 | 1289354 |
|  | Banca Popolare di <br> Sondrio SpA<br>| 70355 | 881610 |
| # | Banca Profilo SpA | 12870 | 2653 |
| Ω | Banca Sistema SpA | 3568 | 6685 |
|  | Banco di Desio e della <br> Brianza SpA<br>| 5000 | 42898 |
| # | BasicNet SpA | 3725 | 31288 |
| Ω | BFF Bank SpA | 17862 | 169221 |
| # | Biesse SpA | 2760 | 22095 |
| # | BPER Banca SpA | 146834 | 1192598 |
| # | Brunello Cucinelli <br> SpA<br>| 4782 | 539886 |
|  | Buzzi SpA | 10783 | 565045 |
|  | Cairo Communication <br> SpA<br>| 12430 | 40607 |
| Ω | Carel Industries SpA | 724 | 14511 |
|  | Cembre SpA | 650 | 35947 |
| \* | CIR SpA-Compagnie <br> Industriali<br>| 101938 | 67631 |
|  | Credito Emiliano SpA | 14468 | 198903 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | Danieli & C Officine <br> Meccaniche SpA <br> (DAN IM)<br>| 1875 | $64576 |
|  | Danieli & C Officine <br> Meccaniche SpA <br> (DANR IM)<br>| 6860 | 185667 |
|  | Datalogic SpA | 2601 | 12584 |
| #\* | Digital Bros SpA | 371 | 5025 |
| \*Ω | doValue SpA | 726 | 1497 |
|  | Emak SpA | 17016 | 15239 |
| Ω | Enav SpA | 24013 | 106334 |
| # | ERG SpA | 377 | 7712 |
| \* | Esprinet SpA | 3078 | 18382 |
|  | Fila SpA | 3109 | 40505 |
| \* | Fincantieri SpA | 15871 | 206769 |
|  | FNM SpA | 21790 | 9877 |
| \* | Garofalo Health Care <br> SpA<br>| 3478 | 21276 |
| #\* | Geox SpA | 8460 | 3562 |
|  | GPI SpA | 1749 | 18265 |
|  | Hera SpA | 110093 | 521208 |
| # | IMMSI SpA | 26564 | 15033 |
|  | Industrie De Nora <br> SpA<br>| 3309 | 23889 |
|  | Intercos SpA | 2918 | 43922 |
|  | Interpump Group SpA | 2917 | 100047 |
|  | Iren SpA | 72748 | 207690 |
|  | Italgas SpA | 62966 | 517330 |
| # | Italian Sea Group <br> SpA<br>| 1256 | 8040 |
|  | Italmobiliare SpA | 1795 | 49976 |
|  | Lottomatica Group <br> SpA<br>| 2283 | 52038 |
|  | LU-VE SpA | 909 | 29407 |
|  | Maire SpA | 28284 | 305483 |
| #\*†† | Mariella Burani <br> Fashion Group <br> SpA<br>| 422 | 0 |
| # | MARR SpA | 2614 | 28917 |
|  | Moltiply Group SpA | 2280 | 112978 |
| \* | Newlat Food SpA | 1779 | 34607 |
| \*Ω | Nexi SpA | 61370 | 358466 |
|  | Orsero SpA | 1122 | 16676 |
| Ω | OVS SpA | 28187 | 101734 |
|  | Pharmanutra SpA | 513 | 31420 |
| # | Piaggio & C SpA | 22030 | 43246 |
| Ω | Pirelli & C SpA | 38861 | 240258 |
| Ω | RAI Way SpA | 12339 | 84515 |
|  | Reply SpA | 3638 | 649490 |
|  | Rizzoli Corriere Della <br> Sera Mediagroup <br> SpA<br>| 22611 | 25174 |
|  | Sabaf SpA | 1277 | 21685 |
| #\* | Safilo Group SpA | 25816 | 21109 |
| #\* | Saipem SpA | 195064 | 450592 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| # | Sanlorenzo SpA | 1680 | $53934 |
| #\* | Seri Industrial SpA | 3128 | 7526 |
|  | Sesa SpA | 768 | 64911 |
| # | Sogefi SpA | 8720 | 20508 |
|  | SOL SpA | 4883 | 222942 |
|  | Spaxs SpA | 8205 | 32411 |
|  | Tamburi Investment <br> Partners SpA<br>| 12603 | 107889 |
| Ω | Technogym SpA | 19877 | 268595 |
| #\* | Telecom Italia SpA <br> (TIT IM)<br>| 1177882 | 466482 |
| \* | Telecom Italia SpA <br> (TITR IM)<br>| 96085 | 42735 |
|  | TXT e-solutions SpA | 629 | 22486 |
|  | Unipol Assicurazioni <br> SpA<br>| 93135 | 1670535 |
|  | Webuild SpA | 44557 | 161656 |
| # | Wiit SpA | 741 | 12977 |
| TOTAL ITALY | TOTAL ITALY |  | 15131728 |
| JAPAN — (21.5%) | JAPAN — (21.5%) | JAPAN — (21.5%) | JAPAN — (21.5%) |
|  | &Do Holdings Co. <br> Ltd.<br>| 600 | 5740 |
|  | 77 Bank Ltd. | 7100 | 222520 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 3000 | 37547 |
| # | Achilles Corp. | 1800 | 16981 |
|  | AD Works Group Co. <br> Ltd.<br>| 6500 | 12028 |
|  | Adastria Co. Ltd. | 1840 | 37595 |
|  | ADEKA Corp. | 10300 | 185677 |
| # | Ad-sol Nissin Corp. | 2400 | 16972 |
|  | Adtec Plasma <br> Technology Co. <br> Ltd.<br>| 800 | 6523 |
|  | Advan Group Co. Ltd. | 3100 | 17648 |
| # | Adventure, Inc. | 300 | 7921 |
|  | Adways, Inc. | 4900 | 9082 |
|  | Aeon Fantasy Co. <br> Ltd.<br>| 800 | 13184 |
|  | AEON Financial <br> Service Co. Ltd.<br>| 15200 | 125779 |
|  | Aeon Hokkaido Corp. | 4800 | 29389 |
|  | Aeon Kyushu Co. Ltd. | 800 | 14211 |
|  | AFC-HD AMS Life <br> Science Co. Ltd.<br>| 1400 | 8363 |
| # | Ahresty Corp. | 2700 | 12378 |
|  | Ai Holdings Corp. | 3800 | 56233 |
| \* | AI inside, Inc. | 200 | 4370 |
|  | Aica Kogyo Co. Ltd. | 5500 | 127514 |
|  | Aichi Corp. | 5600 | 50398 |
|  | Aichi Financial Group, <br> Inc.<br>| 2400 | 45985 |
| # | Aichi Steel Corp. | 1500 | 88411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Aichi Tokei Denki Co. <br> Ltd.<br>| 900 | $12390 |
|  | Aida Engineering Ltd. | 6800 | 42198 |
|  | Aiful Corp. | 43200 | 107927 |
| # | Ain Holdings, Inc. | 2800 | 107924 |
|  | Aiphone Co. Ltd. | 1800 | 31685 |
| # | Airman Corp. | 2800 | 36387 |
| # | Airport Facilities Co. <br> Ltd.<br>| 3500 | 16371 |
|  | Airtech Japan Ltd. | 1000 | 7380 |
|  | Airtrip Corp. | 1800 | 11893 |
|  | Aisan Industry Co. <br> Ltd.<br>| 6170 | 83388 |
| # | AIT Corp. | 1200 | 14745 |
|  | Aizawa Securities <br> Group Co. Ltd.<br>| 1200 | 10831 |
|  | Ajis Co. Ltd. | 800 | 14426 |
|  | Akatsuki Corp. | 3500 | 11937 |
|  | Akatsuki, Inc. | 1100 | 26821 |
| #\* | Akebono Brake <br> Industry Co. Ltd.<br>| 14000 | 10102 |
|  | Akita Bank Ltd. | 2400 | 41082 |
| # | Albis Co. Ltd. | 800 | 16663 |
|  | Alconix Corp. | 2600 | 28081 |
| # | Alinco, Inc. | 2200 | 15514 |
| # | Alleanza Holdings Co. <br> Ltd.<br>| 1400 | 10173 |
|  | Allied Telesis Holdings <br> KK<br>| 18800 | 20085 |
|  | Alpen Co. Ltd. | 2400 | 39997 |
|  | Alpha Corp. | 500 | 3817 |
| # | Alpha Systems, Inc. | 500 | 11439 |
|  | Alps Alpine Co. Ltd. | 23000 | 233640 |
|  | Altech Corp. | 2310 | 43390 |
|  | Amano Corp. | 7200 | 209636 |
|  | Amiyaki Tei Co. Ltd. | 900 | 9029 |
| # | Amuse, Inc. | 1600 | 18164 |
|  | Amvis Holdings, Inc. | 8800 | 28336 |
|  | Anest Iwata Corp. | 5900 | 46114 |
| #\* | AnGes, Inc. | 12200 | 6352 |
|  | Anicom Holdings, Inc. | 11000 | 45918 |
|  | Anritsu Corp. | 6000 | 59978 |
|  | Anycolor, Inc. | 2300 | 59303 |
|  | AOI Electronics Co. <br> Ltd.<br>| 500 | 6126 |
|  | AOKI Holdings, Inc. | 5300 | 47226 |
|  | Aoyama Trading Co. <br> Ltd.<br>| 5900 | 84725 |
| # | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 3200 | 43286 |
| # | Aozora Bank Ltd. | 4400 | 60751 |
|  | Arakawa Chemical <br> Industries Ltd.<br>| 2600 | 19333 |
|  | Arata Corp. | 3600 | 80222 |
|  | ARCLANDS Corp. | 7039 | 85567 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Arcs Co. Ltd. | 4600 | $92546 |
|  | ARE Holdings, Inc. | 10200 | 126726 |
|  | Arealink Co. Ltd. | 2000 | 30768 |
|  | Argo Graphics, Inc. | 2000 | 70710 |
|  | Arisawa <br> Manufacturing Co. <br> Ltd.<br>| 4000 | 36453 |
|  | Artience Co. Ltd. | 3800 | 78419 |
|  | Artnature, Inc. | 1000 | 5600 |
| # | Artner Co. Ltd. | 1400 | 18445 |
|  | As One Corp. | 8000 | 126789 |
|  | Asahi Co. Ltd. | 1600 | 15482 |
|  | Asahi Diamond <br> Industrial Co. Ltd.<br>| 6600 | 34119 |
| # | Asahi Kogyosha Co. <br> Ltd.<br>| 2400 | 35840 |
|  | Asahi Net, Inc. | 1700 | 8239 |
|  | Asahi Printing Co. <br> Ltd.<br>| 1100 | 6692 |
| # | Asahi Yukizai Corp. | 1400 | 36695 |
|  | Asanuma Corp. | 6500 | 34204 |
|  | Asia Pile Holdings <br> Corp.<br>| 4100 | 25865 |
|  | ASKA Pharmaceutical <br> Holdings Co. Ltd.<br>| 3300 | 53828 |
| # | ASKUL Corp. | 3200 | 34059 |
|  | Asti Corp. | 400 | 5405 |
|  | Atrae, Inc. | 2300 | 11318 |
| \* | Atsugi Co. Ltd. | 4000 | 28236 |
| # | Aucnet, Inc. | 1800 | 15665 |
|  | Autobacs Seven Co. <br> Ltd.<br>| 8800 | 91322 |
|  | Aval Data Corp. | 1000 | 14032 |
|  | Avant Group Corp. | 2800 | 34911 |
|  | Avantia Co. Ltd. | 1300 | 7014 |
|  | Avex, Inc. | 4000 | 36908 |
|  | Awa Bank Ltd. | 4200 | 80748 |
|  | Axial Retailing, Inc. | 10400 | 79113 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 4900 | 45328 |
|  | AZOOM Co. Ltd. | 400 | 21881 |
|  | Bando Chemical <br> Industries Ltd.<br>| 5100 | 53308 |
|  | Bank of Iwate Ltd. | 2000 | 40860 |
|  | Bank of Nagoya Ltd. | 1300 | 68446 |
|  | Bank of Saga Ltd. | 2500 | 38230 |
|  | Bank of the Ryukyus <br> Ltd.<br>| 7000 | 53129 |
|  | Bank of Toyama Ltd. | 600 | 6398 |
|  | Base Co. Ltd. | 1800 | 39133 |
| # | Beauty Garage, Inc. | 800 | 8369 |
|  | Beenos, Inc. | 400 | 11189 |
|  | Belc Co. Ltd. | 1400 | 69233 |
|  | Bell System24 <br> Holdings, Inc.<br>| 4200 | 34758 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Belluna Co. Ltd. | 9800 | $67168 |
|  | Bic Camera, Inc. | 8800 | 94368 |
|  | BML, Inc. | 3000 | 62575 |
|  | Bookoff Group <br> Holdings Ltd.<br>| 1000 | 10528 |
|  | Bourbon Corp. | 1100 | 20628 |
| # | Br Holdings Corp. | 4900 | 11545 |
| # | BrainPad, Inc. | 1500 | 11137 |
| # | BRONCO BILLY Co. <br> Ltd.<br>| 1000 | 25009 |
|  | Buffalo, Inc. | 900 | 13025 |
| # | Bull-Dog Sauce Co. <br> Ltd.<br>| 1300 | 15859 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 5284 | 75647 |
| # | Business Brain <br> Showa-Ota, Inc.<br>| 1800 | 34042 |
|  | Business Engineering <br> Corp.<br>| 800 | 21320 |
|  | C Uyemura & Co. <br> Ltd.<br>| 1300 | 84131 |
|  | CAC Holdings Corp. | 1700 | 24639 |
|  | Canon Electronics, <br> Inc.<br>| 2600 | 42373 |
|  | Career Design Center <br> Co. Ltd.<br>| 1000 | 12542 |
|  | Careerlink Co. Ltd. | 600 | 9007 |
| # | Carenet, Inc. | 8300 | 42764 |
|  | Carlit Co. Ltd. | 2600 | 19527 |
| # | Carta Holdings, Inc. | 1300 | 13870 |
|  | Casio Computer Co. <br> Ltd.<br>| 5000 | 39103 |
|  | Cawachi Ltd. | 1800 | 35257 |
|  | Celsys, Inc. | 5600 | 50898 |
|  | Central Automotive <br> Products Ltd.<br>| 4800 | 56863 |
|  | Central Glass Co. <br> Ltd.<br>| 3400 | 71135 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 1400 | 26424 |
| # | Central Sports Co. <br> Ltd.<br>| 900 | 15126 |
| # | Ceres, Inc. | 600 | 9092 |
| # | Change Holdings, <br> Inc.<br>| 7200 | 68362 |
|  | Charm Care Corp. <br> KK<br>| 3100 | 27369 |
| # | Chiba Kogyo Bank <br> Ltd.<br>| 7400 | 64299 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 1700 | 15310 |
| # | Chino Corp. | 900 | 12091 |
|  | Chiyoda Co. Ltd. | 4400 | 37661 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Chiyoda Integre Co. <br> Ltd.<br>| 1900 | $36056 |
|  | Chofu Seisakusho Co. <br> Ltd.<br>| 3306 | 41700 |
|  | Chori Co. Ltd. | 2100 | 53272 |
| # | Choushimaru Co. Ltd. | 1200 | 12819 |
|  | Chubu Shiryo Co. <br> Ltd.<br>| 3200 | 32035 |
|  | Chudenko Corp. | 2500 | 61475 |
|  | Chuetsu Pulp & Paper <br> Co. Ltd.<br>| 1400 | 14902 |
|  | Chugai Ro Co. Ltd. | 700 | 18595 |
|  | Chugin Financial <br> Group, Inc.<br>| 19000 | 213448 |
| # | Chugoku Electric <br> Power Co., Inc.<br>| 32100 | 170646 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 5200 | 75529 |
|  | Chuo Spring Co. Ltd. | 2000 | 20585 |
| # | Chuo Warehouse Co. <br> Ltd.<br>| 1000 | 10131 |
|  | Citizen Watch Co. <br> Ltd.<br>| 27800 | 160810 |
|  | CKD Corp. | 5600 | 81627 |
|  | CK-San-Etsu Co. Ltd. | 400 | 10343 |
|  | Cleanup Corp. | 3800 | 17185 |
|  | CMK Corp. | 9700 | 26837 |
|  | COLOPL, Inc. | 8600 | 28531 |
|  | Colowide Co. Ltd. | 9200 | 115883 |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 2200 | 32771 |
| # | Computer Institute of <br> Japan Ltd.<br>| 6840 | 22325 |
|  | Comture Corp. | 2900 | 33886 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 1800 | 21088 |
| # | Core Corp. | 800 | 9901 |
|  | Corona Corp. | 2600 | 16742 |
| # | Cosel Co. Ltd. | 2800 | 21097 |
| # | Cota Co. Ltd. | 3352 | 33525 |
| \* | Cover Corp. | 1400 | 21465 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 11900 | 116008 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 3100 | 66050 |
|  | Creek & River Co. <br> Ltd.<br>| 1700 | 18423 |
|  | Cresco Ltd. | 3600 | 30254 |
|  | Cross Cat Co. Ltd. | 1200 | 8809 |
|  | CrowdWorks, Inc. | 1400 | 11073 |
|  | CTI Engineering Co. <br> Ltd.<br>| 2800 | 46715 |
|  | CTS Co. Ltd. | 5000 | 28046 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Curves Holdings Co. <br> Ltd.<br>| 7300 | $35364 |
| #\* | CYBERDYNE, Inc. | 12000 | 14625 |
|  | Cyberlinks Co. Ltd. | 1300 | 9878 |
|  | Cybozu, Inc. | 3300 | 68446 |
|  | Dai Nippon Toryo Co. <br> Ltd.<br>| 3400 | 30239 |
|  | Daicel Corp. | 18300 | 155773 |
|  | Daido Kogyo Co. Ltd. | 900 | 5236 |
| # | Daido Metal Co. Ltd. | 5500 | 19078 |
|  | Daido Steel Co. Ltd. | 17200 | 129601 |
| # | Daihatsu Diesel <br> Manufacturing Co. <br> Ltd.<br>| 2400 | 30284 |
|  | Daihen Corp. | 800 | 35300 |
|  | Daiho Corp. | 7000 | 39265 |
|  | Dai-Ichi Cutter Kogyo <br> KK<br>| 900 | 8740 |
|  | Daiichi Jitsugyo Co. <br> Ltd.<br>| 3000 | 48009 |
|  | Daiichi Kensetsu <br> Corp.<br>| 1100 | 20000 |
| # | Daiichi Kigenso <br> Kagaku-Kogyo Co. <br> Ltd.<br>| 2500 | 11754 |
|  | Daiichikosho Co. Ltd. | 8200 | 95898 |
|  | Daiken Medical Co. <br> Ltd.<br>| 2800 | 9341 |
|  | Daiki Aluminium <br> Industry Co. Ltd.<br>| 3900 | 25608 |
| # | Daikoku Denki Co. <br> Ltd.<br>| 1200 | 21690 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 800 | 42463 |
|  | Daikyonishikawa <br> Corp.<br>| 4200 | 16761 |
|  | Dainichiseika Color & <br> Chemicals <br> Manufacturing Co. <br> Ltd.<br>| 3200 | 67791 |
|  | Daio Paper Corp. | 9700 | 61886 |
|  | Daiseki Co. Ltd. | 5076 | 129366 |
|  | Daishi Hokuetsu <br> Financial Group, <br> Inc.<br>| 9200 | 201425 |
|  | Daishinku Corp. | 3200 | 11688 |
|  | Daisue Construction <br> Co. Ltd.<br>| 500 | 7173 |
| # | Daito Bank Ltd. | 1000 | 4682 |
|  | Daito Pharmaceutical <br> Co. Ltd.<br>| 3295 | 48032 |
|  | Daitron Co. Ltd. | 1600 | 35796 |
|  | Daiwa Industries Ltd. | 4300 | 49255 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 10700 | $181183 |
|  | DCM Holdings Co. <br> Ltd.<br>| 12300 | 116955 |
| \* | DD GROUP Co. Ltd. | 1100 | 9509 |
|  | Dear Life Co. Ltd. | 5600 | 43720 |
|  | Denka Co. Ltd. | 10800 | 147387 |
| # | Densan System <br> Holdings Co. Ltd.<br>| 1300 | 22733 |
|  | Dentsu Soken, Inc. | 200 | 8758 |
|  | Denyo Co. Ltd. | 2000 | 32946 |
|  | Dexerials Corp. | 5400 | 63445 |
|  | DIC Corp. | 10500 | 204906 |
|  | Digital Arts, Inc. | 1100 | 54443 |
|  | Digital Hearts <br> Holdings Co. Ltd.<br>| 1200 | 8329 |
| # | Digital Holdings, Inc. | 1900 | 18397 |
|  | Digital Information <br> Technologies Corp.<br>| 800 | 13681 |
|  | Dip Corp. | 4800 | 69746 |
|  | DKK Co. Ltd. | 1600 | 21187 |
| # | DKS Co. Ltd. | 1200 | 22127 |
|  | DMG Mori Co. Ltd. | 7200 | 125148 |
|  | Doshisha Co. Ltd. | 2900 | 45450 |
|  | Double Standard, Inc. | 600 | 6250 |
|  | Doutor Nichires <br> Holdings Co. Ltd.<br>| 4112 | 77020 |
|  | Dowa Holdings Co. <br> Ltd.<br>| 6400 | 205341 |
|  | DTS Corp. | 4800 | 136521 |
|  | Duskin Co. Ltd. | 4400 | 115657 |
| # | DyDo Group Holdings, <br> Inc.<br>| 1800 | 36783 |
|  | Eagle Industry Co. <br> Ltd.<br>| 4100 | 52835 |
| # | Earth Corp. | 900 | 32409 |
|  | EAT&HOLDINGS Co. <br> Ltd.<br>| 1200 | 17420 |
|  | Ebara Foods Industry, <br> Inc.<br>| 800 | 14937 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 1800 | 45109 |
|  | Ebase Co. Ltd. | 3100 | 11588 |
| # | Eco's Co. Ltd. | 800 | 13686 |
|  | EDION Corp. | 10500 | 140122 |
|  | EF-ON, Inc. | 2280 | 5461 |
|  | eGuarantee, Inc. | 4000 | 49617 |
| # | E-Guardian, Inc. | 400 | 6202 |
|  | Ehime Bank Ltd. | 4800 | 35024 |
|  | Eidai Co. Ltd. | 3000 | 5051 |
|  | Eizo Corp. | 4000 | 57231 |
|  | EJ Holdings, Inc. | 1200 | 13545 |
|  | Elan Corp. | 1000 | 5043 |
|  | Elecom Co. Ltd. | 6500 | 76267 |
| # | EM Systems Co. Ltd. | 4700 | 24783 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | en Japan, Inc. | 4100 | $47078 |
|  | Endo Lighting Corp. | 1700 | 18520 |
|  | Enomoto Co. Ltd. | 1000 | 9128 |
| # | Enplas Corp. | 1000 | 28324 |
| # | Envipro Holdings, Inc. | 1400 | 4721 |
|  | eRex Co. Ltd. | 2800 | 16445 |
|  | ES-Con Japan Ltd. | 4600 | 34249 |
|  | Eslead Corp. | 1000 | 29769 |
|  | ESPEC Corp. | 2400 | 38321 |
| # | Eternal Hospitality <br> Group Co. Ltd.<br>| 1400 | 27618 |
|  | Exedy Corp. | 5100 | 153147 |
|  | EXEO Group, Inc. | 19200 | 224201 |
|  | Ezaki Glico Co. Ltd. | 6500 | 214450 |
|  | F&M Co. Ltd. | 1000 | 14960 |
|  | FALCO HOLDINGS <br> Co. Ltd.<br>| 1400 | 22711 |
|  | FCC Co. Ltd. | 4400 | 90280 |
| \* | FDK Corp. | 800 | 2132 |
|  | Feed One Co. Ltd. | 3920 | 24891 |
|  | Ferrotec Holdings <br> Corp.<br>| 6400 | 110492 |
|  | Fibergate, Inc. | 1100 | 7623 |
|  | FIDEA Holdings Co. <br> Ltd.<br>| 3050 | 32021 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 6100 | 96265 |
|  | FINDEX, Inc. | 1700 | 8365 |
|  | First Bank of Toyama <br> Ltd.<br>| 4700 | 36221 |
| # | First Juken Co. Ltd. | 900 | 6289 |
| # | Fixstars Corp. | 3000 | 36856 |
|  | FJ Next Holdings Co. <br> Ltd.<br>| 3100 | 26280 |
| # | Focus Systems Corp. | 1700 | 13225 |
|  | Forum Engineering, <br> Inc.<br>| 2400 | 17575 |
|  | Foster Electric Co. <br> Ltd.<br>| 3400 | 28946 |
|  | FP Corp. | 5300 | 114290 |
| # | FP Partner, Inc. | 300 | 5145 |
| # | France Bed Holdings <br> Co. Ltd.<br>| 3800 | 33933 |
| # | Freebit Co. Ltd. | 2000 | 21293 |
| # | Freund Corp. | 1700 | 8903 |
|  | F-Tech, Inc. | 1600 | 5662 |
|  | FTGroup Co. Ltd. | 1100 | 8421 |
|  | Fudo Tetra Corp. | 1930 | 31545 |
|  | Fuji Co. Ltd. | 3200 | 46751 |
|  | Fuji Corp. (6134 JP) | 10200 | 151684 |
|  | Fuji Corp. (7605 JP) | 1600 | 21614 |
|  | Fuji Corp. Ltd. | 5200 | 25633 |
|  | Fuji Kosan Co. Ltd. | 900 | 8419 |
|  | Fuji Kyuko Co. Ltd. | 2800 | 40859 |
|  | Fuji Oil Co. Ltd. | 13700 | 134570 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Fuji Pharma Co. Ltd. | 2000 | $19193 |
|  | Fuji Seal International, <br> Inc.<br>| 6000 | 107130 |
|  | Fujibo Holdings, Inc. | 1500 | 52277 |
|  | Fujicco Co. Ltd. | 2800 | 31805 |
|  | Fujikura Composites, <br> Inc.<br>| 4200 | 39042 |
| # | Fujikura Kasei Co. <br> Ltd.<br>| 4200 | 14011 |
|  | Fujimi, Inc. | 6000 | 78536 |
| # | Fujio Food Group, <br> Inc.<br>| 1900 | 15979 |
|  | Fujishoji Co. Ltd. | 1200 | 9095 |
|  | Fujita Kanko, Inc. | 1000 | 63164 |
| # | Fujiya Co. Ltd. | 1700 | 28055 |
| # | FuKoKu Co. Ltd. | 1200 | 13511 |
|  | Fukuda Corp. | 1000 | 37247 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 2400 | 101855 |
|  | Fukui Bank Ltd. | 2700 | 33164 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 1900 | 46960 |
|  | Fukuyama <br> Transporting Co. <br> Ltd.<br>| 2500 | 62027 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 1600 | 17911 |
|  | Fumakilla Ltd. | 1500 | 11631 |
|  | Funai Soken Holdings, <br> Inc.<br>| 4760 | 76097 |
|  | Furukawa Co. Ltd. | 4100 | 60639 |
|  | Furuno Electric Co. <br> Ltd.<br>| 3500 | 62367 |
|  | Furuya Metal Co. Ltd. | 1900 | 34219 |
|  | Furyu Corp. | 4000 | 26137 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 2000 | 48531 |
| # | Fuso Pharmaceutical <br> Industries Ltd.<br>| 1100 | 18504 |
| # | Futaba Corp. | 5300 | 18863 |
|  | Futaba Industrial Co. <br> Ltd.<br>| 8700 | 48146 |
|  | Future Corp. | 4100 | 51698 |
|  | Fuyo General Lease <br> Co. Ltd.<br>| 4500 | 125570 |
|  | G-7 Holdings, Inc. | 4000 | 39947 |
| #\* | GA Technologies Co. <br> Ltd.<br>| 1200 | 12053 |
|  | Gakken Holdings Co. <br> Ltd.<br>| 4500 | 31734 |
|  | Gakkyusha Co. Ltd. | 1000 | 15324 |
|  | Galilei Co. Ltd. | 3200 | 64215 |
|  | Gecoss Corp. | 2000 | 16337 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Genki Global Dining <br> Concepts Corp.<br>| 1600 | $36917 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 2000 | 51286 |
|  | Geo Holdings Corp. | 3300 | 44877 |
| # | Gift Holdings, Inc. | 1200 | 30438 |
|  | giftee, Inc. | 2900 | 31514 |
| # | Giken Ltd. | 1200 | 12042 |
|  | GLOBERIDE, Inc. | 2200 | 28849 |
|  | Glory Ltd. | 5400 | 95082 |
|  | GLtechno Holdings, <br> Inc.<br>| 1300 | 25473 |
|  | GMO Financial Gate, <br> Inc.<br>| 600 | 22487 |
|  | GMO Financial <br> Holdings, Inc.<br>| 4400 | 23687 |
|  | GMO GlobalSign <br> Holdings KK<br>| 400 | 6212 |
|  | GMO internet group, <br> Inc.<br>| 6000 | 141091 |
| #\* | GNI Group Ltd. | 4600 | 76154 |
| # | Godo Steel Ltd. | 1600 | 41715 |
| # | Goldcrest Co. Ltd. | 2590 | 59457 |
|  | Goldwin, Inc. | 400 | 22933 |
| # | Good Com Asset Co. <br> Ltd.<br>| 2300 | 19642 |
|  | GREE Holdings, Inc. | 15100 | 56700 |
|  | Greens Co. Ltd. | 1600 | 25853 |
|  | gremz, Inc. | 1700 | 28138 |
|  | GS Yuasa Corp. | 10400 | 182675 |
|  | GSI Creos Corp. | 1000 | 13478 |
|  | G-Tekt Corp. | 3300 | 37883 |
|  | Gun-Ei Chemical <br> Industry Co. Ltd.<br>| 700 | 15349 |
|  | GungHo Online <br> Entertainment, Inc.<br>| 3600 | 76178 |
|  | Gunma Bank Ltd. | 13509 | 112662 |
|  | Gunze Ltd. | 4400 | 79114 |
| # | H.U. Group Holdings, <br> Inc.<br>| 7100 | 139312 |
|  | H2O Retailing Corp. | 12700 | 173707 |
|  | HABA Laboratories, <br> Inc.<br>| 400 | 4894 |
| # | Hagihara Industries, <br> Inc.<br>| 1400 | 14175 |
|  | Hagiwara Electric <br> Holdings Co. Ltd.<br>| 1000 | 21667 |
|  | Hagoromo Foods <br> Corp.<br>| 600 | 14110 |
|  | Hakudo Co. Ltd. | 800 | 12034 |
|  | Halows Co. Ltd. | 1600 | 48704 |
|  | Hamakyorex Co. Ltd. | 8800 | 82178 |
|  | Handsman Co. Ltd. | 800 | 4514 |
|  | Hanwa Co. Ltd. | 4200 | 139250 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Happinet Corp. | 2100 | $78812 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 2400 | 31535 |
|  | Harima Chemicals <br> Group, Inc.<br>| 2500 | 14013 |
| # | Hashimoto Sogyo <br> Holdings Co. Ltd.<br>| 1400 | 12173 |
|  | Hazama Ando Corp. | 17510 | 174393 |
|  | Heiwa Corp. | 6200 | 96508 |
|  | Heiwado Co. Ltd. | 3500 | 65163 |
| # | Hennge KK | 1000 | 12014 |
|  | Hibiya Engineering <br> Ltd.<br>| 2400 | 58683 |
| # | Hiday Hidaka Corp. | 2600 | 56665 |
|  | HI-LEX Corp. | 3300 | 33518 |
| \* | Hino Motors Ltd. | 40700 | 129421 |
|  | Hioki EE Corp. | 1400 | 55822 |
|  | Hirakawa Hewtech <br> Corp.<br>| 1260 | 10569 |
| # | Hirano Tecseed Co. <br> Ltd.<br>| 1100 | 12232 |
|  | Hirata Corp. | 3300 | 34049 |
|  | Hirogin Holdings, Inc. | 31900 | 265152 |
|  | Hiroshima Electric <br> Railway Co. Ltd.<br>| 2000 | 8540 |
| # | Hiroshima Gas Co. <br> Ltd.<br>| 6100 | 15130 |
| # | HIS Co. Ltd. | 5900 | 70316 |
|  | Hisaka Works Ltd. | 4200 | 29997 |
|  | Hisamitsu <br> Pharmaceutical Co., <br> Inc.<br>| 1900 | 57652 |
| # | Hito Communications <br> Holdings, Inc.<br>| 1000 | 6588 |
|  | Hochiki Corp. | 1700 | 29095 |
|  | Hodogaya Chemical <br> Co. Ltd.<br>| 1600 | 16686 |
|  | Hogy Medical Co. <br> Ltd.<br>| 2400 | 68693 |
|  | Hokkaido Coca-Cola <br> Bottling Co. Ltd.<br>| 1200 | 27168 |
| # | Hokkaido Electric <br> Power Co., Inc.<br>| 19500 | 92647 |
|  | Hokkaido Gas Co. <br> Ltd.<br>| 12000 | 46901 |
|  | Hokkan Holdings Ltd. | 1200 | 15276 |
|  | Hokko Chemical <br> Industry Co. Ltd.<br>| 3300 | 28263 |
|  | Hokkoku Financial <br> Holdings, Inc.<br>| 2400 | 89440 |
| # | Hokuetsu Corp. | 14600 | 111739 |
|  | Hokuhoku Financial <br> Group, Inc.<br>| 15600 | 279774 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hokuriku Electric <br> Industry Co. Ltd.<br>| 400 | $4344 |
|  | Hokuriku Electric <br> Power Co.<br>| 18900 | 97130 |
|  | Hokuriku Electrical <br> Construction Co. <br> Ltd.<br>| 1800 | 14972 |
|  | Hokuto Corp. | 2800 | 36056 |
| # | H-One Co. Ltd. | 4000 | 31569 |
|  | Honeys Holdings Co. <br> Ltd.<br>| 2670 | 30304 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 5300 | 44060 |
|  | Horiba Ltd. | 300 | 20506 |
|  | Hosiden Corp. | 6600 | 88613 |
|  | Hosokawa Micron <br> Corp.<br>| 2000 | 55740 |
| # | Hotland Holdings Co. <br> Ltd.<br>| 1300 | 19803 |
|  | House Foods Group, <br> Inc.<br>| 2900 | 56862 |
|  | Howa Machinery Ltd. | 2200 | 17270 |
|  | HS Holdings Co. Ltd. | 3300 | 22437 |
|  | Hyakugo Bank Ltd. | 24900 | 120702 |
|  | Hyakujushi Bank Ltd. | 3400 | 78973 |
| # | IBJ, Inc. | 2800 | 12796 |
|  | Ichibanya Co. Ltd. | 1500 | 9975 |
|  | Ichigo, Inc. | 19300 | 52048 |
|  | Ichiken Co. Ltd. | 700 | 13886 |
|  | Ichikoh Industries Ltd. | 8700 | 23957 |
|  | Ichimasa Kamaboko <br> Co. Ltd.<br>| 1100 | 5878 |
|  | Ichinen Holdings Co. <br> Ltd.<br>| 3100 | 36732 |
|  | Ichiyoshi Securities <br> Co. Ltd.<br>| 7100 | 36070 |
|  | Icom, Inc. | 1500 | 28425 |
|  | IDEA Consultants, <br> Inc.<br>| 500 | 10231 |
|  | Idec Corp. | 4000 | 64085 |
|  | IDOM, Inc. | 5100 | 39274 |
|  | Iino Kaiun Kaisha Ltd. | 8900 | 64866 |
|  | I'll, Inc. | 1700 | 27697 |
|  | Imagica Group, Inc. | 2700 | 10787 |
|  | Imasen Electric <br> Industrial<br>| 901 | 4001 |
|  | i-mobile Co. Ltd. | 3600 | 13887 |
|  | Imuraya Group Co. <br> Ltd.<br>| 1100 | 18989 |
|  | Inaba Denki Sangyo <br> Co. Ltd.<br>| 6400 | 168596 |
|  | Inaba Seisakusho Co. <br> Ltd.<br>| 1700 | 20243 |
|  | Inabata & Co. Ltd. | 5800 | 124454 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | I-NE Co. Ltd. | 800 | $9178 |
|  | Ines Corp. | 3000 | 34479 |
|  | I-Net Corp. | 1600 | 21683 |
|  | Infomart Corp. | 17300 | 46112 |
|  | INFRONEER <br> Holdings, Inc.<br>| 25800 | 220056 |
|  | Innotech Corp. | 2400 | 20250 |
|  | Insource Co. Ltd. | 7200 | 46103 |
| # | Intage Holdings, Inc. | 1500 | 17640 |
| # | Inui Global Logistics <br> Co. Ltd.<br>| 1200 | 12242 |
|  | IPS, Inc. | 400 | 5900 |
| # | IR Japan Holdings <br> Ltd.<br>| 1000 | 4837 |
|  | Iriso Electronics Co. <br> Ltd.<br>| 3200 | 57294 |
|  | ISB Corp. | 2200 | 20853 |
| # | Ise Chemicals Corp. | 400 | 62535 |
| # | Iseki & Co. Ltd. | 2500 | 18061 |
|  | Ishihara Sangyo <br> Kaisha Ltd.<br>| 4400 | 54219 |
| #\* | Istyle, Inc. | 9400 | 30969 |
|  | Itfor, Inc. | 3600 | 37204 |
| # | ITmedia, Inc. | 1700 | 18430 |
| # | Ito En Ltd. | 5300 | 126799 |
|  | Itochu Enex Co. Ltd. | 5500 | 59361 |
|  | Itochu-Shokuhin Co. <br> Ltd.<br>| 900 | 60823 |
|  | Itoham Yonekyu <br> Holdings, Inc.<br>| 3400 | 106557 |
|  | Itoki Corp. | 4500 | 56591 |
|  | IwaiCosmo Holdings, <br> Inc.<br>| 2900 | 42490 |
| # | Iwaki Co. Ltd. | 1300 | 22079 |
|  | Iwatani Corp. | 13400 | 128303 |
|  | Iwatsuka <br> Confectionery Co. <br> Ltd.<br>| 1000 | 23525 |
|  | Izumi Co. Ltd. | 3700 | 85185 |
|  | J Trust Co. Ltd. | 12548 | 34414 |
|  | JAC Recruitment Co. <br> Ltd.<br>| 9600 | 55811 |
|  | Jaccs Co. Ltd. | 2800 | 74158 |
| #\* | Jade Group, Inc. | 1300 | 11167 |
|  | JAFCO Group Co. <br> Ltd.<br>| 6700 | 112821 |
| # | JANOME Corp. | 2299 | 18168 |
|  | Japan Airport Terminal <br> Co. Ltd.<br>| 900 | 25887 |
|  | Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 4400 | 70484 |
| # | Japan Cash Machine <br> Co. Ltd.<br>| 4200 | 30144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | Japan <br> Communications, <br> Inc.<br>| 19200 | $21561 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 7700 | 166468 |
| # | Japan Foundation <br> Engineering Co. <br> Ltd.<br>| 2900 | 14185 |
|  | Japan Hospice <br> Holdings, Inc.<br>| 500 | 5208 |
| # | Japan Investment <br> Adviser Co. Ltd.<br>| 2200 | 25200 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 8700 | 93151 |
|  | Japan Material Co. <br> Ltd.<br>| 8700 | 72934 |
|  | Japan Medical <br> Dynamic Marketing, <br> Inc.<br>| 3570 | 13965 |
|  | Japan Petroleum <br> Exploration Co. <br> Ltd.<br>| 16500 | 118443 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 900 | 7375 |
|  | Japan Pulp & Paper <br> Co. Ltd.<br>| 16000 | 68799 |
| # | Japan Pure Chemical <br> Co. Ltd.<br>| 1000 | 19991 |
|  | Japan Securities <br> Finance Co. Ltd.<br>| 9300 | 111281 |
| # | Japan Steel Works <br> Ltd.<br>| 1500 | 61808 |
|  | Japan System <br> Techniques Co. <br> Ltd.<br>| 3200 | 42031 |
|  | Japan Transcity Corp. | 5400 | 33312 |
|  | Japan Wool Textile <br> Co. Ltd.<br>| 5200 | 53827 |
|  | JBCC Holdings, Inc. | 8000 | 67112 |
|  | JCR Pharmaceuticals <br> Co. Ltd.<br>| 2200 | 7669 |
|  | JCU Corp. | 3500 | 77291 |
|  | JDC Corp. | 8000 | 26946 |
|  | Jeol Ltd. | 5700 | 183319 |
|  | JFE Systems, Inc. | 2200 | 24435 |
|  | JGC Holdings Corp. | 26900 | 215144 |
|  | Jichodo Co. Ltd. | 200 | 13544 |
| #\* | JIG-SAW, Inc. | 800 | 17031 |
|  | JINS Holdings, Inc. | 1700 | 106613 |
|  | JINUSHI Co. Ltd. | 1600 | 23069 |
|  | JK Holdings Co. Ltd. | 2500 | 17833 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | J-Lease Co. Ltd. | 2400 | $23018 |
| # | JM Holdings Co. Ltd. | 1100 | 18984 |
|  | JMS Co. Ltd. | 2200 | 7053 |
|  | J-Oil Mills, Inc. | 2600 | 37332 |
|  | Joshin Denki Co. Ltd. | 1900 | 29627 |
|  | Joyful Honda Co. Ltd. | 5800 | 82296 |
|  | JP-Holdings, Inc. | 6800 | 30193 |
|  | JSB Co. Ltd. | 1200 | 30537 |
|  | JSP Corp. | 1900 | 26196 |
|  | JTEKT Corp. | 20136 | 155512 |
| \* | Juki Corp. | 3700 | 10317 |
|  | Juroku Financial <br> Group, Inc.<br>| 3600 | 121777 |
|  | Justsystems Corp. | 5000 | 119664 |
|  | JVCKenwood Corp. | 23070 | 172173 |
| # | K&O Energy Group, <br> Inc.<br>| 2300 | 44524 |
|  | Kadoya Sesame Mills, <br> Inc.<br>| 400 | 10171 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 3600 | 64479 |
|  | Kagome Co. Ltd. | 6600 | 135845 |
|  | Kaken Pharmaceutical <br> Co. Ltd.<br>| 2700 | 76874 |
| # | Kakiyasu Honten Co. <br> Ltd.<br>| 1100 | 20920 |
| # | Kamakura Shinsho <br> Ltd.<br>| 4000 | 13224 |
|  | Kameda Seika Co. <br> Ltd.<br>| 1800 | 49911 |
|  | Kamei Corp. | 3600 | 48418 |
|  | Kamigumi Co. Ltd. | 1100 | 26927 |
|  | Kanaden Corp. | 3200 | 32773 |
|  | Kanadevia Corp. | 20400 | 130845 |
|  | Kanagawa Chuo <br> Kotsu Co. Ltd.<br>| 800 | 20680 |
|  | Kanamic Network Co. <br> Ltd.<br>| 1800 | 5269 |
| # | Kanamoto Co. Ltd. | 4200 | 94173 |
|  | Kaneka Corp. | 6500 | 158855 |
|  | Kaneko Seeds Co. <br> Ltd.<br>| 1800 | 18072 |
|  | Kanematsu Corp. | 9505 | 165069 |
|  | Kanemi Co. Ltd. | 500 | 11308 |
| # | Kanto Denka Kogyo <br> Co. Ltd.<br>| 3600 | 21837 |
| # | Kappa Create Co. <br> Ltd.<br>| 2000 | 20640 |
|  | Katakura Industries <br> Co. Ltd.<br>| 2700 | 40817 |
|  | Katitas Co. Ltd. | 6500 | 94179 |
|  | Kato Sangyo Co. Ltd. | 2500 | 87463 |
|  | Kato Works Co. Ltd. | 1600 | 13376 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kawada Technologies, <br> Inc.<br>| 1800 | $40843 |
|  | Kawai Musical <br> Instruments <br> Manufacturing Co. <br> Ltd.<br>| 1300 | 24867 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 1600 | 46471 |
|  | Keihan Holdings Co. <br> Ltd.<br>| 6600 | 161646 |
|  | Keihanshin Building <br> Co. Ltd.<br>| 4100 | 43190 |
|  | Keikyu Corp. | 11293 | 117522 |
|  | KEIWA, Inc. | 1600 | 10315 |
|  | Keiyo Bank Ltd. | 16700 | 97326 |
|  | Kenko Mayonnaise <br> Co. Ltd.<br>| 2000 | 26809 |
|  | KeyHolder, Inc. | 1600 | 8421 |
|  | KH Neochem Co. Ltd. | 4500 | 79752 |
|  | Kibun Foods, Inc. | 1500 | 11453 |
|  | Kimura Chemical <br> Plants Co. Ltd.<br>| 3300 | 15951 |
| # | King Jim Co. Ltd. | 3000 | 18305 |
|  | Kinki Sharyo Co. Ltd. | 700 | 7190 |
| # | Kintetsu Department <br> Store Co. Ltd.<br>| 1200 | 16773 |
|  | Kissei Pharmaceutical <br> Co. Ltd.<br>| 3800 | 99727 |
| # | Ki-Star Real Estate <br> Co. Ltd.<br>| 1100 | 38186 |
|  | Kitagawa Corp. | 1600 | 13908 |
| # | Kita-Nippon Bank Ltd. | 1000 | 21419 |
|  | Kitano Construction <br> Corp.<br>| 700 | 21043 |
|  | Kitz Corp. | 7900 | 60250 |
|  | Kiyo Bank Ltd. | 7900 | 134273 |
| #\* | KLab, Inc. | 9100 | 7349 |
| \* | KNT-CT Holdings Co. <br> Ltd.<br>| 900 | 7421 |
| # | Koa Corp. | 4700 | 27190 |
| # | Koatsu Gas Kogyo <br> Co. Ltd.<br>| 3600 | 23870 |
|  | Kobe Electric Railway <br> Co. Ltd.<br>| 899 | 15323 |
|  | Kohnan Shoji Co. Ltd. | 2700 | 71142 |
|  | Kohsoku Corp. | 1300 | 19301 |
|  | Koike Sanso Kogyo <br> Co. Ltd.<br>| 2000 | 16795 |
| # | Kojima Co. Ltd. | 5300 | 39231 |
|  | Kokuyo Co. Ltd. | 8200 | 168037 |
| # | Komatsu Matere Co. <br> Ltd.<br>| 4200 | 22669 |
|  | Komatsu Wall Industry <br> Co. Ltd.<br>| 2400 | 29835 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 5200 | $105112 |
| # | Komehyo Holdings <br> Co. Ltd.<br>| 800 | 16092 |
|  | Komeri Co. Ltd. | 4600 | 98025 |
|  | Komori Corp. | 4700 | 41857 |
| # | Konaka Co. Ltd. | 1760 | 2895 |
|  | Kondotec, Inc. | 2900 | 29100 |
| \* | Konica Minolta, Inc. | 59200 | 181703 |
|  | Konishi Co. Ltd. | 8000 | 62849 |
|  | Konoike Transport Co. <br> Ltd.<br>| 2900 | 53243 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 800 | 7231 |
|  | Kosaido Holdings Co. <br> Ltd.<br>| 9500 | 32899 |
|  | Koshidaka Holdings <br> Co. Ltd.<br>| 5700 | 40581 |
|  | Kotobuki Spirits Co. <br> Ltd.<br>| 10400 | 154797 |
| # | Kotobukiya Co. Ltd. | 600 | 6465 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 1000 | 17994 |
|  | KPP Group Holdings <br> Co. Ltd.<br>| 3900 | 17833 |
|  | Krosaki Harima Corp. | 3200 | 56173 |
|  | KRS Corp. | 2000 | 25673 |
|  | K's Holdings Corp. | 15400 | 147486 |
|  | KU Holdings Co. Ltd. | 2400 | 18212 |
|  | Kumagai Gumi Co. <br> Ltd.<br>| 4300 | 128142 |
|  | Kumiai Chemical <br> Industry Co. Ltd.<br>| 10467 | 55888 |
| # | Kura Sushi, Inc. | 2800 | 62457 |
| # | Kurabo Industries Ltd. | 1800 | 78858 |
|  | Kureha Corp. | 6000 | 105020 |
|  | Kurimoto Ltd. | 2000 | 66221 |
|  | Kuriyama Holdings <br> Corp.<br>| 1000 | 9199 |
|  | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 4500 | 107171 |
|  | KYB Corp. | 4000 | 81768 |
|  | Kyodo Printing Co. <br> Ltd.<br>| 3600 | 26814 |
|  | Kyoei Steel Ltd. | 2900 | 40876 |
|  | Kyokuto Boeki Kaisha <br> Ltd.<br>| 1600 | 17438 |
|  | Kyokuto Kaihatsu <br> Kogyo Co. Ltd.<br>| 3800 | 63831 |
| # | Kyokuto Securities <br> Co. Ltd.<br>| 2600 | 25214 |
|  | Kyokuyo Co. Ltd. | 1500 | 44233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyorin Pharmaceutical <br> Co. Ltd.<br>| 4500 | $46527 |
|  | Kyoritsu Maintenance <br> Co. Ltd.<br>| 7800 | 165547 |
|  | Kyosan Electric <br> Manufacturing Co. <br> Ltd.<br>| 5000 | 16770 |
| # | Kyowa Electronic <br> Instruments Co. <br> Ltd.<br>| 5600 | 19691 |
|  | Kyowa Leather Cloth <br> Co. Ltd.<br>| 900 | 4303 |
|  | Kyudenko Corp. | 3100 | 104126 |
|  | Kyushu Financial <br> Group, Inc.<br>| 34223 | 172757 |
|  | LA Holdings Co. Ltd. | 500 | 24160 |
|  | Lacto Japan Co. Ltd. | 900 | 22178 |
| # | LEC, Inc. | 3100 | 27257 |
|  | Leopalace21 Corp. | 25200 | 103238 |
|  | Life Corp. | 4600 | 66632 |
|  | Lifedrink Co., Inc. | 3600 | 42844 |
|  | LIFULL Co. Ltd. | 8200 | 8702 |
| # | LIKE, Inc. | 1600 | 16820 |
|  | Linical Co. Ltd. | 1600 | 3329 |
|  | Link & Motivation, <br> Inc.<br>| 3900 | 15648 |
|  | Lintec Corp. | 4700 | 89905 |
| # | LITALICO, Inc. | 2500 | 21838 |
| # | Loadstar Capital KK | 1600 | 28447 |
|  | Look Holdings, Inc. | 700 | 11968 |
|  | M&A Capital Partners <br> Co. Ltd.<br>| 1400 | 26939 |
|  | Mabuchi Motor Co. <br> Ltd.<br>| 12400 | 181154 |
| # | Macbee Planet, Inc. | 800 | 15980 |
|  | Macnica Holdings, <br> Inc.<br>| 16100 | 223846 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 5600 | 79835 |
|  | Maezawa Kasei <br> Industries Co. Ltd.<br>| 2100 | 25715 |
|  | Maezawa Kyuso <br> Industries Co. Ltd.<br>| 2400 | 21037 |
|  | Makino Milling <br> Machine Co. Ltd.<br>| 2800 | 220784 |
| # | Management <br> Solutions Co. Ltd.<br>| 1100 | 14894 |
|  | Mandom Corp. | 5600 | 53424 |
| # | Mani, Inc. | 10000 | 80529 |
|  | MarkLines Co. Ltd. | 1500 | 23992 |
| # | Mars Group Holdings <br> Corp.<br>| 1800 | 37585 |
|  | Marubun Corp. | 1900 | 12327 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Marudai Food Co. <br> Ltd.<br>| 2600 | $33854 |
|  | Maruha Nichiro Corp. | 5853 | 133727 |
|  | Maruichi Steel Tube <br> Ltd.<br>| 7200 | 170092 |
|  | MARUKA FURUSATO <br> Corp.<br>| 2300 | 36923 |
| # | Marusan Securities <br> Co. Ltd.<br>| 6200 | 37380 |
|  | Maruzen CHI Holdings <br> Co. Ltd.<br>| 400 | 908 |
|  | Maruzen Co. Ltd. | 1400 | 32251 |
|  | Maruzen Showa Unyu <br> Co. Ltd.<br>| 1600 | 67272 |
| # | Marvelous, Inc. | 3300 | 10947 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 600 | 3825 |
|  | Matsuda Sangyo Co. <br> Ltd.<br>| 2125 | 54052 |
| # | Matsui Construction <br> Co. Ltd.<br>| 3400 | 23065 |
|  | Matsui Securities Co. <br> Ltd.<br>| 16500 | 85086 |
|  | Matsuoka Corp. | 700 | 8916 |
|  | Matsuya Co. Ltd. | 2500 | 15789 |
| # | Matsuyafoods <br> Holdings Co. Ltd.<br>| 800 | 33290 |
|  | Max Co. Ltd. | 2700 | 79628 |
|  | Maxell Ltd. | 5200 | 63735 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 1200 | 25462 |
|  | MCJ Co. Ltd. | 8900 | 83204 |
|  | MEC Co. Ltd. | 2100 | 34755 |
| # | Media Do Co. Ltd. | 900 | 11020 |
| # | Medical Data Vision <br> Co. Ltd.<br>| 3300 | 10075 |
|  | Medical System <br> Network Co. Ltd.<br>| 2400 | 7897 |
|  | Medikit Co. Ltd. | 800 | 13812 |
| #\* | Medley, Inc. | 3500 | 84439 |
|  | MedPeer, Inc. | 1500 | 4844 |
|  | Megachips Corp. | 900 | 29283 |
|  | Megmilk Snow Brand <br> Co. Ltd.<br>| 7400 | 136069 |
|  | Meidensha Corp. | 4600 | 126373 |
|  | Meiji Electric <br> Industries Co. Ltd.<br>| 1400 | 15083 |
|  | Meiji Shipping Group <br> Co. Ltd.<br>| 1700 | 7437 |
|  | Meiko Electronics Co. <br> Ltd.<br>| 3400 | 149353 |
|  | Meisei Industrial Co. <br> Ltd.<br>| 5000 | 49056 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MEITEC Group <br> Holdings, Inc.<br>| 9100 | $186783 |
|  | Meito Sangyo Co. <br> Ltd.<br>| 1200 | 17694 |
|  | Meiwa Corp. | 4100 | 19600 |
| # | Meiwa Estate Co. <br> Ltd.<br>| 1600 | 10504 |
|  | Menicon Co. Ltd. | 7200 | 71240 |
| \* | Mercari, Inc. | 14900 | 241458 |
|  | Mercuria Holdings Co. <br> Ltd.<br>| 2600 | 15110 |
|  | METAWATER Co. <br> Ltd.<br>| 3600 | 51350 |
|  | Micronics Japan Co. <br> Ltd.<br>| 3600 | 76271 |
|  | Midac Holdings Co. <br> Ltd.<br>| 2400 | 38336 |
|  | Mie Kotsu Group <br> Holdings, Inc.<br>| 5900 | 20658 |
|  | Mikuni Corp. | 2700 | 5413 |
|  | Milbon Co. Ltd. | 3000 | 57045 |
|  | MIMAKI <br> ENGINEERING Co. <br> Ltd.<br>| 1900 | 19268 |
| # | Ministop Co. Ltd. | 1800 | 23085 |
| # | Mirai Industry Co. <br> Ltd.<br>| 700 | 17408 |
|  | Miraial Co. Ltd. | 1100 | 9894 |
|  | Mirait One Corp. | 11100 | 174559 |
|  | Mirarth Holdings, Inc. | 14600 | 50533 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 2800 | 36349 |
|  | Mitani Corp. | 4800 | 63554 |
| # | Mitani Sangyo Co. <br> Ltd.<br>| 3900 | 9563 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 1200 | 56933 |
| # | Mito Securities Co. <br> Ltd.<br>| 10500 | 39290 |
|  | Mitsuba Corp. | 5000 | 29362 |
|  | Mitsubishi Kakoki <br> Kaisha Ltd.<br>| 3000 | 26703 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 4000 | 56187 |
|  | Mitsubishi Logistics <br> Corp.<br>| 10500 | 72465 |
|  | Mitsubishi Materials <br> Corp.<br>| 13900 | 219238 |
| # | Mitsubishi Paper Mills <br> Ltd.<br>| 6500 | 35004 |
| # | Mitsubishi Pencil Co. <br> Ltd.<br>| 4300 | 66732 |
|  | Mitsubishi Research <br> Institute, Inc.<br>| 1100 | 34541 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsubishi Shokuhin <br> Co. Ltd.<br>| 1900 | $71130 |
|  | Mitsubishi Steel <br> Manufacturing Co. <br> Ltd.<br>| 2300 | 25358 |
|  | Mitsuboshi Belting <br> Ltd.<br>| 2000 | 50152 |
|  | Mitsui DM Sugar Co. <br> Ltd.<br>| 1800 | 43113 |
|  | Mitsui E&S Co. Ltd. | 9400 | 119938 |
|  | Mitsui High-Tec, Inc. | 10500 | 49045 |
| # | Mitsui Matsushima <br> Holdings Co. Ltd.<br>| 1100 | 32370 |
|  | Mitsui Mining & <br> Smelting Co. Ltd.<br>| 7000 | 190309 |
|  | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 6300 | 129851 |
|  | Mitsuuroko Group <br> Holdings Co. Ltd.<br>| 4400 | 55579 |
|  | MIXI, Inc. | 4400 | 97767 |
|  | Miyaji Engineering <br> Group, Inc.<br>| 3600 | 46143 |
|  | Miyazaki Bank Ltd. | 2000 | 44166 |
|  | Miyoshi Oil & Fat Co. <br> Ltd.<br>| 1100 | 13029 |
|  | Mizuho Leasing Co. <br> Ltd.<br>| 15000 | 110520 |
|  | Mizuho Medy Co. Ltd. | 1200 | 12665 |
|  | Mizuno Corp. | 6000 | 107084 |
|  | Mochida <br> Pharmaceutical Co. <br> Ltd.<br>| 2600 | 56282 |
|  | Modec, Inc. | 4500 | 136565 |
|  | Monogatari Corp. | 3600 | 93865 |
|  | MORESCO Corp. | 1100 | 9033 |
|  | Morinaga & Co. Ltd. | 9400 | 167601 |
|  | Morinaga Milk Industry <br> Co. Ltd.<br>| 10000 | 237626 |
| # | Moriroku Co. Ltd. | 1900 | 29315 |
|  | Morita Holdings Corp. | 3900 | 58193 |
|  | Morito Co. Ltd. | 2600 | 25950 |
|  | Morozoff Ltd. | 4500 | 56312 |
|  | Mory Industries, Inc. | 4500 | 32130 |
|  | MOS Food Services, <br> Inc.<br>| 2500 | 64803 |
|  | MrMax Holdings Ltd. | 4600 | 21745 |
|  | Mugen Estate Co. <br> Ltd.<br>| 1600 | 24826 |
|  | m-up Holdings, Inc. | 4700 | 62133 |
| # | Murakami Corp. | 1000 | 38828 |
|  | Musashi Seimitsu <br> Industry Co. Ltd.<br>| 5800 | 99749 |
|  | Musashino Bank Ltd. | 4100 | 90862 |
|  | Nabtesco Corp. | 10400 | 156094 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | NAC Co. Ltd. | 2200 | $9394 |
|  | Nachi-Fujikoshi Corp. | 2600 | 55660 |
|  | Nafco Co. Ltd. | 2100 | 26692 |
| # | Nagano Keiki Co. Ltd. | 2100 | 27822 |
|  | Nagase & Co. Ltd. | 9100 | 160284 |
|  | Nagase Brothers, Inc. | 900 | 11591 |
|  | Nagawa Co. Ltd. | 200 | 8613 |
|  | Nagoya Railroad Co. <br> Ltd.<br>| 20600 | 251221 |
|  | Nakabayashi Co. Ltd. | 3300 | 11943 |
| # | Nakamoto Packs Co. <br> Ltd.<br>| 700 | 8342 |
| # | Nakamuraya Co. Ltd. | 600 | 13672 |
|  | Nakanishi, Inc. | 9300 | 121416 |
|  | Nakano Refrigerators <br> Co. Ltd.<br>| 200 | 7565 |
|  | Nakayama Steel <br> Works Ltd.<br>| 3500 | 17865 |
| # | Namura Shipbuilding <br> Co. Ltd.<br>| 7996 | 112836 |
|  | Nankai Electric <br> Railway Co. Ltd.<br>| 10900 | 172579 |
|  | Nanto Bank Ltd. | 4000 | 109553 |
|  | Natori Co. Ltd. | 1400 | 20192 |
|  | NEC Capital Solutions <br> Ltd.<br>| 900 | 25532 |
|  | Neturen Co. Ltd. | 3800 | 24686 |
|  | New Art Holdings Co. <br> Ltd.<br>| 1100 | 10693 |
|  | New Japan Chemical <br> Co. Ltd.<br>| 6200 | 8358 |
| # | Nextage Co. Ltd. | 6300 | 78522 |
| #\* | NexTone, Inc. | 500 | 4432 |
| # | NF Holdings Corp. | 600 | 5153 |
|  | NHK Spring Co. Ltd. | 7589 | 84339 |
|  | Nice Corp. | 1300 | 14357 |
|  | Nichia Steel Works <br> Ltd.<br>| 4000 | 8499 |
|  | Nichias Corp. | 6400 | 215308 |
|  | Nichiban Co. Ltd. | 1500 | 21466 |
|  | Nichicon Corp. | 5900 | 48264 |
| # | Nichiden Corp. | 1800 | 35964 |
|  | Nichiha Corp. | 3300 | 66939 |
|  | Nichimo Co. Ltd. | 1000 | 13877 |
|  | Nichireki Group Co. <br> Ltd.<br>| 3400 | 58798 |
|  | Nichirin Co. Ltd. | 1430 | 35181 |
|  | Nifco, Inc. | 6797 | 168537 |
| # | Nihon Chouzai Co. <br> Ltd.<br>| 1400 | 28880 |
|  | Nihon Dempa Kogyo <br> Co. Ltd.<br>| 2700 | 14724 |
|  | Nihon Dengi Co. Ltd. | 1200 | 33001 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nihon Denkei Co. <br> Ltd.<br>| 1050 | $14123 |
|  | Nihon Flush Co. Ltd. | 3200 | 18338 |
| # | Nihon House Holdings <br> Co. Ltd.<br>| 5600 | 12879 |
|  | Nihon Kagaku Sangyo <br> Co. Ltd.<br>| 1900 | 19824 |
|  | Nihon M&A Center <br> Holdings, Inc.<br>| 40900 | 166820 |
|  | Nihon Nohyaku Co. <br> Ltd.<br>| 6100 | 35274 |
|  | Nihon Parkerizing Co. <br> Ltd.<br>| 11000 | 91632 |
|  | Nihon Plast Co. Ltd. | 1700 | 3750 |
|  | Nihon Tokushu Toryo <br> Co. Ltd.<br>| 1400 | 14601 |
| # | Nihon Trim Co. Ltd. | 400 | 11517 |
|  | Nihon Yamamura <br> Glass Co. Ltd.<br>| 800 | 12569 |
|  | Nikkiso Co. Ltd. | 6200 | 51763 |
|  | Nikko Co. Ltd. | 4200 | 19987 |
|  | Nikkon Holdings Co. <br> Ltd.<br>| 13800 | 284847 |
|  | Nippn Corp. | 7000 | 110334 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 4600 | 32693 |
|  | Nippon Aqua Co. Ltd. | 1700 | 8826 |
|  | Nippon Beet Sugar <br> Manufacturing Co. <br> Ltd.<br>| 1800 | 29664 |
|  | Nippon Carbide <br> Industries Co., Inc.<br>| 1100 | 12973 |
| # | Nippon Carbon Co. <br> Ltd.<br>| 1200 | 35188 |
| # | Nippon Chemical <br> Industrial Co. Ltd.<br>| 1300 | 19228 |
| #\* | Nippon Chemi-Con <br> Corp.<br>| 2900 | 19821 |
| #\* | Nippon Coke & <br> Engineering Co. <br> Ltd.<br>| 32300 | 19457 |
|  | Nippon Concept <br> Corp.<br>| 700 | 8495 |
|  | Nippon Concrete <br> Industries Co. Ltd.<br>| 8400 | 19618 |
|  | Nippon Denko Co. <br> Ltd.<br>| 15100 | 28369 |
|  | Nippon Densetsu <br> Kogyo Co. Ltd.<br>| 4700 | 71430 |
|  | Nippon Electric Glass <br> Co. Ltd.<br>| 10000 | 228807 |
|  | Nippon Gas Co. Ltd. | 11500 | 212115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Nippon Hume Corp. | 3300 | $43580 |
|  | Nippon Kayaku Co. <br> Ltd.<br>| 25100 | 236482 |
|  | Nippon Kodoshi Corp. | 400 | 4993 |
|  | Nippon Light Metal <br> Holdings Co. Ltd.<br>| 9580 | 99880 |
|  | Nippon Paper <br> Industries Co. Ltd.<br>| 20000 | 154632 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 23500 | 39210 |
| # | Nippon Rietec Co. <br> Ltd.<br>| 1500 | 16980 |
|  | Nippon Road Co. Ltd. | 4000 | 54788 |
|  | Nippon Seiki Co. Ltd. | 5800 | 44411 |
| # | Nippon Seisen Co. <br> Ltd.<br>| 1500 | 11149 |
|  | Nippon Sharyo Ltd. | 1200 | 16956 |
| \* | Nippon Sheet Glass <br> Co. Ltd.<br>| 12000 | 34421 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 6500 | 167599 |
|  | Nippon Shokubai Co. <br> Ltd.<br>| 16800 | 196881 |
|  | Nippon Signal Co. <br> Ltd.<br>| 7000 | 48020 |
|  | Nippon Soda Co. Ltd. | 5600 | 105068 |
|  | Nippon Thompson Co. <br> Ltd.<br>| 6500 | 22178 |
|  | Nippon Yakin Kogyo <br> Co. Ltd.<br>| 1660 | 47143 |
|  | Nipro Corp. | 17500 | 155080 |
| # | Nishikawa Rubber Co. <br> Ltd.<br>| 3800 | 65751 |
|  | Nishimatsu <br> Construction Co. <br> Ltd.<br>| 3200 | 119063 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 3400 | 52613 |
|  | Nishi-Nippon Financial <br> Holdings, Inc.<br>| 15100 | 221817 |
|  | Nishi-Nippon Railroad <br> Co. Ltd.<br>| 7200 | 110690 |
|  | Nishio Holdings Co. <br> Ltd.<br>| 2600 | 74813 |
| # | Nissan Shatai Co. <br> Ltd.<br>| 13100 | 96922 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 1000 | 31851 |
| # | Nissei Plastic <br> Industrial Co. Ltd.<br>| 1400 | 8163 |
|  | Nissha Co. Ltd. | 4900 | 41992 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Nisshin Group <br> Holdings Co. Ltd.<br>| 5400 | $19338 |
|  | Nisshin Oillio Group <br> Ltd.<br>| 3100 | 107010 |
|  | Nisshinbo Holdings, <br> Inc.<br>| 17536 | 104825 |
|  | Nissin Corp. | 2200 | 74146 |
| # | Nisso Holdings Co. <br> Ltd.<br>| 2300 | 11110 |
|  | Nissui Corp. | 35600 | 216528 |
|  | Nitta Corp. | 2600 | 66838 |
|  | Nitta Gelatin, Inc. | 2000 | 11463 |
| # | Nittetsu Mining Co. <br> Ltd.<br>| 1600 | 69582 |
|  | Nitto Fuji Flour Milling <br> Co. Ltd.<br>| 400 | 19243 |
| # | Nitto Kogyo Corp. | 3700 | 77674 |
| # | Nitto Kohki Co. Ltd. | 1300 | 15537 |
|  | Nitto Seiko Co. Ltd. | 6200 | 25686 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 3500 | 25569 |
| # | Nittoku Co. Ltd. | 1300 | 18468 |
|  | NJS Co. Ltd. | 700 | 20277 |
|  | Noda Corp. | 800 | 3706 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 1600 | 46257 |
|  | Nojima Corp. | 6700 | 120464 |
|  | NOK Corp. | 2235 | 30885 |
|  | Noritake Co. Ltd. | 2800 | 72974 |
|  | Noritsu Koki Co. Ltd. | 2900 | 91573 |
|  | Noritz Corp. | 4000 | 49185 |
|  | North Pacific Bank <br> Ltd.<br>| 32300 | 112930 |
| # | NPC, Inc. | 3700 | 19644 |
|  | NPR-RIKEN Corp. | 3314 | 54960 |
|  | NS Tool Co. Ltd. | 2000 | 9919 |
|  | NS United Kaiun <br> Kaisha Ltd.<br>| 1700 | 44979 |
|  | NSD Co. Ltd. | 8060 | 189752 |
|  | NSK Ltd. | 47399 | 207043 |
|  | NSW, Inc. | 1200 | 26050 |
|  | NTN Corp. | 51500 | 79316 |
|  | Oat Agrio Co. Ltd. | 900 | 12933 |
|  | Obara Group, Inc. | 1600 | 37249 |
|  | Oenon Holdings, Inc. | 5000 | 16215 |
|  | Ogaki Kyoritsu Bank <br> Ltd.<br>| 4200 | 68161 |
| # | Ohara, Inc. | 700 | 5068 |
| # | Ohashi Technica, Inc. | 1700 | 23402 |
|  | Ohba Co. Ltd. | 1400 | 10481 |
|  | Ohmoto Gumi Co. <br> Ltd.<br>| 1800 | 16334 |
|  | Ohsho Food Service <br> Corp.<br>| 5400 | 122152 |
|  | Oiles Corp. | 2973 | 44481 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Oita Bank Ltd. | 1600 | $38189 |
|  | Okabe Co. Ltd. | 4000 | 24868 |
|  | Okamoto Industries, <br> Inc.<br>| 1200 | 42305 |
|  | Okamoto Machine <br> Tool Works Ltd.<br>| 700 | 17144 |
|  | Okamura Corp. | 7900 | 109693 |
|  | Okasan Securities <br> Group, Inc.<br>| 19900 | 88853 |
|  | Oki Electric Industry <br> Co. Ltd.<br>| 11500 | 76593 |
|  | Okinawa Cellular <br> Telephone Co.<br>| 2500 | 74130 |
| # | Okinawa Electric <br> Power Co., Inc.<br>| 5325 | 35483 |
|  | Okinawa Financial <br> Group, Inc.<br>| 2860 | 49610 |
|  | OKUMA Corp. | 6200 | 139293 |
|  | Okumura Corp. | 3500 | 108559 |
|  | Okura Industrial Co. <br> Ltd.<br>| 1400 | 40519 |
|  | Okuwa Co. Ltd. | 3000 | 19148 |
| # | Onoken Co. Ltd. | 2900 | 30371 |
|  | Onward Holdings Co. <br> Ltd.<br>| 12700 | 51424 |
|  | Ootoya Holdings Co. <br> Ltd.<br>| 700 | 25617 |
|  | Open Up Group, Inc. | 7200 | 92746 |
|  | Optex Group Co. Ltd. | 3800 | 40660 |
| #\* | Optim Corp. | 1200 | 5496 |
|  | Optorun Co. Ltd. | 3600 | 35785 |
|  | Organo Corp. | 2700 | 129246 |
|  | Orient Corp. | 4810 | 26406 |
|  | Oriental Shiraishi <br> Corp.<br>| 13900 | 36620 |
|  | Origin Co. Ltd. | 600 | 4481 |
|  | Oro Co. Ltd. | 700 | 11721 |
| # | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 1800 | 30339 |
| # | Osaka Steel Co. Ltd. | 1500 | 25182 |
| # | OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 2800 | 32425 |
|  | Osaki Electric Co. <br> Ltd.<br>| 6000 | 35710 |
| # | OSG Corp. | 10600 | 126001 |
|  | OUG Holdings, Inc. | 500 | 11041 |
|  | Oyo Corp. | 2700 | 50615 |
| # | Ozu Corp. | 600 | 7519 |
|  | Pacific Industrial Co. <br> Ltd.<br>| 6100 | 53567 |
| # | Pacific Metals Co. <br> Ltd.<br>| 2400 | 29125 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Pack Corp. | 1400 | $31820 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 6200 | 170592 |
|  | PALTAC Corp. | 2900 | 80422 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 5200 | 83764 |
|  | Park24 Co. Ltd. | 12800 | 181353 |
|  | Parker Corp. | 2400 | 13442 |
|  | Pasona Group, Inc. | 3900 | 60501 |
|  | Pegasus Co. Ltd. | 2600 | 8644 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 30200 | 173246 |
| # | People Dreams & <br> Technologies Group <br> Co. Ltd.<br>| 900 | 11178 |
| \* | PeptiDream, Inc. | 9901 | 134783 |
| # | Pharma Foods <br> International Co. <br> Ltd.<br>| 3100 | 19873 |
|  | PHC Holdings Corp. | 1000 | 6747 |
| \* | PIA Corp. | 800 | 14793 |
| # | Pickles Holdings Co. <br> Ltd.<br>| 2400 | 15572 |
|  | Pigeon Corp. | 15000 | 181648 |
|  | PILLAR Corp. | 2000 | 50888 |
|  | Pilot Corp. | 3800 | 106063 |
|  | Piolax, Inc. | 2300 | 35266 |
| #\* | PKSHA Technology, <br> Inc.<br>| 1600 | 31829 |
| # | Plus Alpha Consulting <br> Co. Ltd.<br>| 3500 | 40726 |
| # | Pole To Win Holdings, <br> Inc.<br>| 5100 | 12863 |
| # | Port, Inc. | 1800 | 23570 |
|  | Premium Group Co. <br> Ltd.<br>| 4800 | 71715 |
| # | Premium Water <br> Holdings, Inc.<br>| 400 | 8004 |
|  | Press Kogyo Co. Ltd. | 9000 | 34333 |
|  | Prestige International, <br> Inc.<br>| 15500 | 72782 |
|  | Prima Meat Packers <br> Ltd.<br>| 3000 | 48286 |
|  | Procrea Holdings, <br> Inc.<br>| 3104 | 35501 |
| # | Pronexus, Inc. | 2300 | 19644 |
|  | Pro-Ship, Inc. | 900 | 13373 |
|  | PS Construction Co. <br> Ltd.<br>| 1110 | 11883 |
|  | Punch Industry Co. <br> Ltd.<br>| 2600 | 7170 |
|  | QB Net Holdings Co. <br> Ltd.<br>| 1400 | 10885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Qol Holdings Co. Ltd. | 3800 | $61105 |
|  | Quick Co. Ltd. | 2200 | 32415 |
| # | Raccoon Holdings, <br> Inc.<br>| 2900 | 16694 |
|  | Raito Kogyo Co. Ltd. | 4700 | 87418 |
|  | Raiznext Corp. | 4600 | 48056 |
|  | Raksul, Inc. | 7500 | 60497 |
|  | Rakus Co. Ltd. | 7900 | 120039 |
|  | Rasa Corp. | 1400 | 13976 |
|  | Rasa Industries Ltd. | 800 | 15377 |
|  | Relo Group, Inc. | 9600 | 126847 |
|  | Renaissance, Inc. | 1600 | 11813 |
|  | Rengo Co. Ltd. | 25300 | 141237 |
| #\* | RENOVA, Inc. | 6700 | 30690 |
|  | Resorttrust, Inc. | 23000 | 236704 |
|  | Restar Corp. | 2800 | 43890 |
|  | Retail Partners Co. <br> Ltd.<br>| 3200 | 30763 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 2000 | 16293 |
| # | Ricoh Leasing Co. <br> Ltd.<br>| 1500 | 57767 |
|  | Ride On Express <br> Holdings Co. Ltd.<br>| 1200 | 8491 |
|  | Riken Keiki Co. Ltd. | 3000 | 55949 |
|  | Riken Technos Corp. | 5600 | 39356 |
|  | Riken Vitamin Co. <br> Ltd.<br>| 2200 | 38380 |
|  | Ringer Hut Co. Ltd. | 1800 | 28091 |
|  | Rion Co. Ltd. | 1400 | 23385 |
| # | Riso Kyoiku Co. Ltd. | 5580 | 9516 |
|  | Rix Corp. | 700 | 14428 |
|  | Rock Field Co. Ltd. | 1100 | 11863 |
|  | Rokko Butter Co. Ltd. | 1700 | 15077 |
|  | Roland Corp. | 2000 | 44398 |
|  | Rorze Corp. | 7700 | 77499 |
|  | Round One Corp. | 24400 | 151460 |
|  | Royal Holdings Co. <br> Ltd.<br>| 2700 | 49192 |
|  | Ryobi Ltd. | 3200 | 46656 |
| # | RYODEN Corp. | 2300 | 38949 |
|  | Ryoyo Ryosan <br> Holdings, Inc.<br>| 2892 | 48569 |
|  | S Foods, Inc. | 2300 | 43434 |
|  | S&B Foods, Inc. | 2000 | 39609 |
| # | Sac's Bar Holdings, <br> Inc.<br>| 3250 | 19013 |
|  | Sagami Rubber <br> Industries Co. Ltd.<br>| 1000 | 6437 |
|  | Saibu Gas Holdings <br> Co. Ltd.<br>| 2800 | 33729 |
|  | Saizeriya Co. Ltd. | 2300 | 74143 |
|  | Sakai Chemical <br> Industry Co. Ltd.<br>| 2200 | 38736 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sakai Heavy <br> Industries Ltd.<br>| 1200 | $17051 |
|  | Sakai Moving Service <br> Co. Ltd.<br>| 3400 | 58162 |
|  | Sakata INX Corp. | 5200 | 67490 |
|  | Sakata Seed Corp. | 1100 | 25477 |
|  | Sala Corp. | 7300 | 46756 |
| # | Samco, Inc. | 900 | 15081 |
|  | San Holdings, Inc. | 4400 | 37103 |
|  | San ju San Financial <br> Group, Inc.<br>| 2700 | 43419 |
|  | San-A Co. Ltd. | 5000 | 99287 |
|  | San-Ai Obbli Co. Ltd. | 6600 | 77506 |
|  | Sangetsu Corp. | 5000 | 101694 |
|  | San-In Godo Bank <br> Ltd.<br>| 16200 | 143924 |
| \* | Sanken Electric Co. <br> Ltd.<br>| 2400 | 105998 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 5000 | 127755 |
|  | Sanko Gosei Ltd. | 2900 | 12396 |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 1200 | 16142 |
|  | Sankyo Seiko Co. <br> Ltd.<br>| 4000 | 17821 |
|  | Sankyo Tateyama, <br> Inc.<br>| 2800 | 12510 |
|  | Sankyu, Inc. | 4400 | 192570 |
| # | Sanoh Industrial Co. <br> Ltd.<br>| 5400 | 23386 |
|  | Sansei Technologies, <br> Inc.<br>| 1200 | 10623 |
|  | Sansha Electric <br> Manufacturing Co. <br> Ltd.<br>| 800 | 4528 |
| # | Sanshin Electronics <br> Co. Ltd.<br>| 2000 | 27693 |
| # | Santec Holdings <br> Corp.<br>| 600 | 17485 |
|  | Sanyo Chemical <br> Industries Ltd.<br>| 1600 | 40309 |
|  | Sanyo Denki Co. Ltd. | 1000 | 68725 |
|  | Sanyo Electric <br> Railway Co. Ltd.<br>| 3300 | 46651 |
|  | Sanyo Shokai Ltd. | 2500 | 48265 |
|  | Sanyo Trading Co. <br> Ltd.<br>| 2600 | 25574 |
|  | Sato Corp. | 3000 | 43414 |
| # | Sato Shoji Corp. | 2600 | 26804 |
|  | Satori Electric Co. <br> Ltd.<br>| 2600 | 30098 |
|  | Sawai Group Holdings <br> Co. Ltd.<br>| 13800 | 198850 |
|  | SAXA, Inc. | 400 | 8469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| \* | SBI ARUHI Corp. | 1300 | $7178 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 6200 | 27709 |
|  | SBI Insurance Group <br> Co. Ltd.<br>| 1200 | 9237 |
|  | SBS Holdings, Inc. | 2300 | 46167 |
|  | Scroll Corp. | 4700 | 33803 |
|  | SEC Carbon Ltd. | 1000 | 13871 |
| # | Seed Co. Ltd. | 1500 | 4996 |
|  | Segue Group Co. Ltd. | 1700 | 6421 |
|  | Seika Corp. | 1600 | 49233 |
|  | Seikagaku Corp. | 5200 | 25841 |
| # | Seikitokyu Kogyo Co. <br> Ltd.<br>| 1400 | 15230 |
|  | Seiko Group Corp. | 3300 | 87109 |
|  | Seino Holdings Co. <br> Ltd.<br>| 3000 | 47215 |
| # | Seiren Co. Ltd. | 5100 | 79240 |
|  | Sekisui Jushi Corp. | 3700 | 48369 |
|  | Sekisui Kasei Co. <br> Ltd.<br>| 3500 | 8026 |
|  | SEMITEC Corp. | 800 | 9989 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 12500 | 148595 |
| # | Senshu Electric Co. <br> Ltd.<br>| 2000 | 61590 |
|  | Senshu Ikeda <br> Holdings, Inc.<br>| 29200 | 96426 |
| #\* | Senshukai Co. Ltd. | 3000 | 5585 |
| # | SERAKU Co. Ltd. | 1100 | 11020 |
|  | Seria Co. Ltd. | 4800 | 97450 |
|  | Seven Bank Ltd. | 65200 | 117329 |
| # | SFP Holdings Co. <br> Ltd.<br>| 1400 | 21187 |
|  | Sharingtechnology, <br> Inc.<br>| 2400 | 19104 |
| # | Shibaura Electronics <br> Co. Ltd.<br>| 2400 | 99058 |
|  | Shibaura Machine Co. <br> Ltd.<br>| 2500 | 63114 |
|  | Shibaura <br> Mechatronics Corp.<br>| 1200 | 56283 |
|  | Shibusawa Logistics <br> Corp.<br>| 1200 | 26784 |
|  | Shibuya Corp. | 2000 | 43421 |
| \* | SHIFT, Inc. | 18000 | 164703 |
|  | Shiga Bank Ltd. | 4699 | 188947 |
|  | Shikibo Ltd. | 900 | 6102 |
|  | Shikoku Bank Ltd. | 5400 | 44897 |
|  | Shikoku Electric <br> Power Co., Inc.<br>| 18800 | 154499 |
|  | Shikoku Kasei <br> Holdings Corp.<br>| 4600 | 59253 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Shima Seiki <br> Manufacturing Ltd.<br>| 3200 | $19626 |
|  | Shimadaya Corp. | 900 | 11788 |
|  | Shimizu Bank Ltd. | 2400 | 23677 |
| # | Shimojima Co. Ltd. | 1200 | 10371 |
|  | Shin Nippon Air <br> Technologies Co. <br> Ltd.<br>| 2400 | 35459 |
|  | Shin Nippon <br> Biomedical <br> Laboratories Ltd.<br>| 1400 | 14124 |
|  | Shinagawa <br> Refractories Co. <br> Ltd.<br>| 4500 | 51901 |
| # | Shindengen Electric <br> Manufacturing Co. <br> Ltd.<br>| 1400 | 20250 |
|  | Shin-Etsu Polymer <br> Co. Ltd.<br>| 5000 | 51231 |
|  | Shinko Shoji Co. Ltd. | 4000 | 24937 |
|  | Shinmaywa Industries <br> Ltd.<br>| 7700 | 72558 |
|  | Shinnihon Corp. | 3400 | 39292 |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 500 | 8390 |
|  | Shinsho Corp. | 3000 | 39543 |
|  | Shinwa Co. Ltd. (3447 <br> JP)<br>| 1700 | 8643 |
|  | Shinwa Co. Ltd. (7607 <br> JP)<br>| 1500 | 31818 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 9600 | 139272 |
|  | Shizuoka Gas Co. <br> Ltd.<br>| 5100 | 42027 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 2700 | 96920 |
|  | Shoei Co. Ltd. | 6000 | 70470 |
| # | Shoei Foods Corp. | 600 | 17079 |
|  | Showa Sangyo Co. <br> Ltd.<br>| 2000 | 42352 |
|  | Sigma Koki Co. Ltd. | 700 | 6466 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 6800 | 49841 |
|  | Siix Corp. | 3600 | 26509 |
| \* | Simplex Holdings, <br> Inc.<br>| 2900 | 61380 |
|  | Sinanen Holdings Co. <br> Ltd.<br>| 1000 | 46503 |
|  | Sinfonia Technology <br> Co. Ltd.<br>| 3599 | 153889 |
|  | Sinko Industries Ltd. | 7200 | 60863 |
|  | Sintokogio Ltd. | 5338 | 31115 |
|  | SK Kaken Co. Ltd. | 200 | 12490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | SK-Electronics Co. <br> Ltd.<br>| 1300 | $20966 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 20600 | 166533 |
| # | Smaregi, Inc. | 600 | 13220 |
|  | SMK Corp. | 500 | 8201 |
|  | SMS Co. Ltd. | 7700 | 71363 |
|  | Socionext, Inc. | 16355 | 175907 |
|  | Soda Nikka Co. Ltd. | 3100 | 22341 |
|  | Sodick Co. Ltd. | 5800 | 30484 |
|  | Soft99 Corp. | 2300 | 27824 |
|  | Softcreate Holdings <br> Corp.<br>| 1800 | 24751 |
|  | Software Service, Inc. | 400 | 35245 |
|  | Soken Chemical & <br> Engineering Co. <br> Ltd.<br>| 1600 | 17006 |
|  | Solasto Corp. | 6800 | 21009 |
|  | Soliton Systems KK | 1500 | 13135 |
|  | Sotetsu Holdings, Inc. | 9700 | 147894 |
|  | Sotoh Co. Ltd. | 600 | 2795 |
| # | Space Co. Ltd. | 4280 | 32759 |
|  | Sparx Group Co. Ltd. | 2360 | 23874 |
|  | SPK Corp. | 1000 | 14459 |
| # | S-Pool, Inc. | 900 | 1889 |
|  | Sprix, Inc. | 1600 | 10837 |
|  | SRA Holdings | 1000 | 30451 |
|  | SRE Holdings Corp. | 1600 | 39481 |
|  | SRS Holdings Co. <br> Ltd.<br>| 2500 | 20843 |
| # | ST Corp. | 2100 | 22071 |
| # | St. Care Holding <br> Corp.<br>| 2600 | 14077 |
| # | St. Marc Holdings Co. <br> Ltd.<br>| 1700 | 31010 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 3600 | 24593 |
|  | Star Micronics Co. <br> Ltd.<br>| 5000 | 57339 |
|  | Starts Corp., Inc. | 3800 | 103353 |
|  | Starzen Co. Ltd. | 6000 | 51231 |
|  | Stella Chemifa Corp. | 1500 | 39175 |
|  | Step Co. Ltd. | 1500 | 23965 |
|  | Strike Co. Ltd. | 2300 | 47310 |
| # | Studio Alice Co. Ltd. | 1100 | 16243 |
|  | Subaru Enterprise Co. <br> Ltd.<br>| 1000 | 23065 |
| # | Sugimoto & Co. Ltd. | 3000 | 33788 |
| # | SUMCO Corp. | 30700 | 211710 |
|  | Sumida Corp. | 3300 | 21864 |
| # | Suminoe Co. Ltd. | 1800 | 15858 |
|  | Sumitomo Bakelite <br> Co. Ltd.<br>| 6300 | 146481 |
|  | Sumitomo Densetsu <br> Co. Ltd.<br>| 2200 | 80854 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Sumitomo Heavy <br> Industries Ltd.<br>| 3800 | $79123 |
|  | Sumitomo Mitsui <br> Construction Co. <br> Ltd.<br>| 21592 | 76525 |
|  | Sumitomo Osaka <br> Cement Co. Ltd.<br>| 4000 | 109234 |
|  | Sumitomo Riko Co. <br> Ltd.<br>| 5000 | 57181 |
|  | Sumitomo Seika <br> Chemicals Co. Ltd.<br>| 900 | 30015 |
|  | Sumitomo Warehouse <br> Co. Ltd.<br>| 7300 | 141797 |
|  | Sun Frontier <br> Fudousan Co. Ltd.<br>| 3700 | 50634 |
| \* | Suncall Corp. | 1500 | 3320 |
|  | Sun-Wa Technos <br> Corp.<br>| 1500 | 22222 |
| # | SUNWELS Co. Ltd. | 1500 | 6012 |
| # | Suruga Bank Ltd. | 20500 | 181587 |
| # | Suzuden Corp. | 1100 | 14976 |
|  | Suzuken Co. Ltd. | 2900 | 104770 |
|  | Suzuki Co. Ltd. | 1400 | 15838 |
|  | SWCC Corp. | 4300 | 195403 |
|  | System Research Co. <br> Ltd.<br>| 1200 | 14740 |
|  | System Support <br> Holdings, Inc.<br>| 1000 | 14078 |
|  | Systena Corp. | 34600 | 90503 |
| # | Syuppin Co. Ltd. | 1800 | 13836 |
|  | T Hasegawa Co. Ltd. | 3100 | 62130 |
|  | T RAD Co. Ltd. | 1100 | 29535 |
|  | Tachibana Eletech Co. <br> Ltd.<br>| 2500 | 40886 |
|  | Tachikawa Corp. | 2700 | 28377 |
|  | Tachi-S Co. Ltd. | 4300 | 47437 |
|  | Tadano Ltd. | 13200 | 91451 |
|  | Taihei Dengyo Kaisha <br> Ltd.<br>| 2000 | 68399 |
|  | Taiho Kogyo Co. Ltd. | 1900 | 8662 |
|  | Taikisha Ltd. | 5200 | 85114 |
|  | Taiko Bank Ltd. | 1100 | 10880 |
|  | Taisei Lamick Group <br> Head Quarter & <br> Innovation Co. Ltd.<br>| 800 | 13880 |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 3500 | 129584 |
|  | Taiyo Yuden Co. Ltd. | 14500 | 218693 |
|  | Takamatsu <br> Construction Group <br> Co. Ltd.<br>| 2100 | 42540 |
|  | Takamiya Co. Ltd. | 1700 | 4567 |
|  | Takaoka Toko Co. <br> Ltd.<br>| 1200 | 19299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Takara & Co. Ltd. | 1500 | $36348 |
|  | Takara Bio, Inc. | 5600 | 32057 |
|  | Takara Holdings, Inc. | 18700 | 150929 |
|  | Takara Standard Co. <br> Ltd.<br>| 4000 | 50556 |
|  | Takasago International <br> Corp.<br>| 2100 | 98643 |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 3500 | 154854 |
|  | Takashimaya Co. Ltd. | 18000 | 138783 |
|  | Takasho Co. Ltd. | 1700 | 4807 |
| # | Takatori Corp. | 400 | 4132 |
|  | Take & Give Needs <br> Co. Ltd.<br>| 1300 | 7859 |
| # | TAKEBISHI Corp. | 1400 | 17448 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 3400 | 106428 |
| # | Taki Chemical Co. <br> Ltd.<br>| 500 | 11002 |
|  | Takuma Co. Ltd. | 7800 | 100504 |
| # | Tama Home Co. Ltd. | 1900 | 53188 |
|  | Tamron Co. Ltd. | 4000 | 90434 |
|  | Tamura Corp. | 11000 | 35088 |
| #\* | Tanaka Chemical <br> Corp.<br>| 1600 | 4946 |
|  | Tanseisha Co. Ltd. | 5900 | 42871 |
|  | Taoka Chemical Co. <br> Ltd.<br>| 1000 | 7582 |
|  | Tayca Corp. | 1900 | 17300 |
|  | Tazmo Co. Ltd. | 1200 | 14715 |
|  | Tbk Co. Ltd. | 2800 | 5666 |
| # | TDC Soft, Inc. | 5200 | 46062 |
|  | TechMatrix Corp. | 5200 | 74259 |
|  | Techno Horizon Co. <br> Ltd.<br>| 1400 | 3633 |
|  | Techno Medica Co. <br> Ltd.<br>| 700 | 8877 |
|  | Techno Ryowa Ltd. | 1500 | 29941 |
|  | Techno Smart Corp. | 700 | 7831 |
|  | TechnoPro Holdings, <br> Inc.<br>| 8900 | 198467 |
|  | Teijin Ltd. | 21600 | 181109 |
|  | Teikoku Electric <br> Manufacturing Co. <br> Ltd.<br>| 2300 | 44990 |
|  | Teikoku Sen-I Co. <br> Ltd.<br>| 2900 | 50172 |
|  | Teikoku Tsushin <br> Kogyo Co. Ltd.<br>| 800 | 13202 |
|  | Tekken Corp. | 1800 | 34932 |
|  | Temairazu, Inc. | 400 | 9929 |
| # | Tenma Corp. | 2000 | 49901 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Tenpos Holdings Co. <br> Ltd.<br>| 700 | $16858 |
|  | Tera Probe, Inc. | 500 | 9278 |
|  | Terasaki Electric Co. <br> Ltd.<br>| 700 | 10281 |
| # | TESEC Corp. | 700 | 6853 |
|  | Tess Holdings Co. <br> Ltd.<br>| 6500 | 15188 |
|  | Tigers Polymer Corp. | 1400 | 8533 |
|  | TKC Corp. | 2400 | 67649 |
|  | Toa Corp. (1885 JP) | 9600 | 92750 |
|  | Toa Corp. (6809 JP) | 2600 | 16888 |
|  | TOA ROAD Corp. | 3000 | 32076 |
|  | Toagosei Co. Ltd. | 12300 | 115723 |
|  | TOBISHIMA <br> HOLDINGS, Inc.<br>| 3420 | 43017 |
|  | TOC Co. Ltd. | 6100 | 26986 |
|  | Tocalo Co. Ltd. | 8200 | 94447 |
|  | Tochigi Bank Ltd. | 12300 | 27860 |
|  | Toda Corp. | 25600 | 163096 |
| #\* | Toda Kogyo Corp. | 200 | 1454 |
|  | Toei Co. Ltd. | 1500 | 54955 |
|  | Toenec Corp. | 7000 | 55437 |
|  | Toho Bank Ltd. | 31300 | 77204 |
| # | Toho Co. Ltd. (8142 <br> JP)<br>| 900 | 20592 |
| # | Toho Gas Co. Ltd. | 2800 | 83756 |
| # | Toho Holdings Co. <br> Ltd.<br>| 2500 | 81729 |
| # | Toho Titanium Co. <br> Ltd.<br>| 4500 | 32082 |
| #\* | Toho Zinc Co. Ltd. | 2700 | 10209 |
|  | Tohoku Bank Ltd. | 800 | 6022 |
| # | Tohokushinsha Film <br> Corp.<br>| 5400 | 21800 |
|  | Tokai Carbon Co. Ltd. | 25500 | 164546 |
|  | Tokai Corp. | 2500 | 36770 |
|  | TOKAI Holdings <br> Corp.<br>| 10700 | 75031 |
|  | Tokai Rika Co. Ltd. | 6900 | 102766 |
|  | Tokai Tokyo Financial <br> Holdings, Inc.<br>| 25100 | 82901 |
| # | Token Corp. | 880 | 82248 |
|  | Tokushu Tokai Paper <br> Co. Ltd.<br>| 919 | 24004 |
|  | Tokuyama Corp. | 6900 | 140846 |
|  | Tokyo Base Co. Ltd. | 2400 | 4401 |
|  | Tokyo Electron Device <br> Ltd.<br>| 2400 | 49756 |
|  | Tokyo Energy & <br> Systems, Inc.<br>| 4100 | 32380 |
| # | Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 3700 | 8122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tokyo Kiraboshi <br> Financial Group, <br> Inc.<br>| 3024 | $119536 |
|  | Tokyo Rope <br> Manufacturing Co. <br> Ltd.<br>| 600 | 5092 |
| # | Tokyo Sangyo Co. <br> Ltd.<br>| 2700 | 13116 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 3752 | 209373 |
|  | Tokyo Steel <br> Manufacturing Co. <br> Ltd.<br>| 6600 | 74625 |
| # | Tokyo Tekko Co. Ltd. | 1500 | 58468 |
| # | Tokyo Theatres Co., <br> Inc.<br>| 600 | 4589 |
| # | Tokyotokeiba Co. Ltd. | 1800 | 52899 |
|  | Tokyu Construction <br> Co. Ltd.<br>| 10400 | 60382 |
|  | Toli Corp. | 6000 | 20515 |
|  | Tomato Bank Ltd. | 900 | 7444 |
|  | Tomen Devices Corp. | 400 | 14947 |
| # | Tomoe Corp. | 3500 | 36400 |
| # | Tomoe Engineering <br> Co. Ltd.<br>| 3000 | 29049 |
|  | Tomoku Co. Ltd. | 1500 | 25706 |
|  | TOMONY Holdings, <br> Inc.<br>| 25600 | 98097 |
|  | Tomy Co. Ltd. | 8717 | 191922 |
|  | Topcon Corp. | 13400 | 304325 |
|  | Topre Corp. | 4300 | 52539 |
|  | Topy Industries Ltd. | 1600 | 23192 |
| # | Torex Semiconductor <br> Ltd.<br>| 1100 | 9123 |
|  | Toridoll Holdings <br> Corp.<br>| 4600 | 137682 |
|  | Torigoe Co. Ltd. | 2500 | 15088 |
|  | Torii Pharmaceutical <br> Co. Ltd.<br>| 1600 | 52430 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 2000 | 27586 |
|  | Tosei Corp. | 4200 | 70786 |
|  | Toshiba TEC Corp. | 3200 | 60316 |
|  | Tosho Co. Ltd. | 2800 | 10772 |
|  | Totech Corp. | 3600 | 65323 |
|  | Totetsu Kogyo Co. <br> Ltd.<br>| 3100 | 68410 |
| # | Tottori Bank Ltd. | 600 | 5391 |
|  | Toukei Computer Co. <br> Ltd.<br>| 1000 | 30711 |
|  | Tow Co. Ltd. | 4500 | 9959 |
| # | Towa Bank Ltd. | 7700 | 33046 |
| # | Towa Corp. | 7200 | 67211 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Towa Pharmaceutical <br> Co. Ltd.<br>| 3000 | $55668 |
|  | Toyo Construction Co. <br> Ltd.<br>| 7000 | 65661 |
|  | Toyo Corp. | 3000 | 28886 |
|  | Toyo Denki Seizo KK | 1000 | 9661 |
| # | Toyo Engineering <br> Corp.<br>| 3400 | 16053 |
| # | Toyo Gosei Co. Ltd. | 600 | 20303 |
| # | Toyo Innovex Co. Ltd. | 2600 | 10513 |
|  | Toyo Kanetsu KK | 1200 | 29816 |
| # | Toyo Securities Co. <br> Ltd.<br>| 12000 | 36882 |
|  | Toyo Tanso Co. Ltd. | 1900 | 53394 |
|  | Toyo Tire Corp. | 8068 | 150846 |
|  | Toyobo Co. Ltd. | 20000 | 124076 |
|  | Toyoda Gosei Co. <br> Ltd.<br>| 8500 | 163214 |
|  | Toyota Boshoku <br> Corp.<br>| 7381 | 105908 |
|  | TPR Co. Ltd. | 3300 | 49146 |
| # | Transaction Co. Ltd. | 2400 | 42665 |
|  | Transcosmos, Inc. | 3300 | 72109 |
|  | TRE Holdings Corp. | 6356 | 68497 |
|  | Treasure Factory Co. <br> Ltd.<br>| 1400 | 18868 |
|  | Trenders, Inc. | 1600 | 10225 |
| # | Tri Chemical <br> Laboratories, Inc.<br>| 3600 | 64279 |
|  | Trusco Nakayama <br> Corp.<br>| 5200 | 77579 |
| # | TRYT, Inc. | 4700 | 15822 |
|  | TS Tech Co. Ltd. | 11800 | 133372 |
|  | TSI Holdings Co. Ltd. | 8125 | 61145 |
| # | Tsubaki Nakashima <br> Co. Ltd.<br>| 9000 | 25620 |
|  | Tsubakimoto Chain <br> Co.<br>| 10500 | 127557 |
|  | Tsubakimoto Kogyo <br> Co. Ltd.<br>| 1200 | 18186 |
| # | Tsuburaya Fields <br> Holdings, Inc.<br>| 4100 | 53523 |
|  | Tsugami Corp. | 5000 | 61593 |
|  | Tsukada Global <br> Holdings, Inc.<br>| 1900 | 7112 |
|  | Tsukishima Holdings <br> Co. Ltd.<br>| 4000 | 56138 |
|  | Tsukuba Bank Ltd. | 5500 | 9275 |
|  | Tsumura & Co. | 7800 | 234554 |
|  | Tsurumi Manufacturing <br> Co. Ltd.<br>| 2000 | 46412 |
|  | Tsutsumi Jewelry Co. <br> Ltd.<br>| 800 | 12968 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | TV Asahi Holdings <br> Corp.<br>| 3400 | $61842 |
|  | Tv Tokyo Holdings <br> Corp.<br>| 1500 | 41704 |
|  | UACJ Corp. | 4203 | 141816 |
|  | UBE Corp. | 12100 | 177524 |
|  | Ubicom Holdings, Inc. | 800 | 7140 |
|  | Uchida Yoko Co. Ltd. | 1200 | 65647 |
|  | ULS Group, Inc. | 300 | 10425 |
| # | Ultrafabrics Holdings <br> Co. Ltd.<br>| 600 | 2989 |
|  | Ulvac, Inc. | 4500 | 152616 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 6600 | 94448 |
|  | Unipres Corp. | 5500 | 38643 |
|  | United Arrows Ltd. | 2700 | 42623 |
|  | United Super Markets <br> Holdings, Inc.<br>| 7321 | 47086 |
|  | UNITED, Inc. | 2400 | 11731 |
| # | Universal <br> Entertainment <br> Corp.<br>| 3800 | 29704 |
|  | User Local, Inc. | 600 | 6995 |
|  | Ushio, Inc. | 11800 | 141929 |
|  | UT Group Co. Ltd. | 4300 | 60443 |
|  | V Technology Co. <br> Ltd.<br>| 1500 | 21141 |
|  | Valor Holdings Co. <br> Ltd.<br>| 4800 | 83983 |
|  | Valqua Ltd. | 2100 | 44179 |
| # | Value HR Co. Ltd. | 1400 | 15313 |
|  | ValueCommerce Co. <br> Ltd.<br>| 2300 | 13067 |
|  | Vector, Inc. | 3300 | 20523 |
|  | Vertex Corp. | 1800 | 24322 |
|  | Vision, Inc. | 5000 | 45065 |
| \* | Visional, Inc. | 1600 | 96798 |
|  | Vital KSK Holdings, <br> Inc.<br>| 5900 | 54311 |
|  | VT Holdings Co. Ltd. | 7400 | 26186 |
|  | Wacoal Holdings <br> Corp.<br>| 4400 | 153569 |
|  | Wacom Co. Ltd. | 600 | 2297 |
|  | Wakachiku <br> Construction Co. <br> Ltd.<br>| 1700 | 47534 |
|  | Wakita & Co. Ltd. | 3700 | 45721 |
|  | Warabeya Nichiyo <br> Holdings Co. Ltd.<br>| 2500 | 38668 |
| # | Watahan & Co. Ltd. | 2000 | 22726 |
|  | WATAMI Co. Ltd. | 1100 | 8676 |
|  | WDB Holdings Co. <br> Ltd.<br>| 1100 | 14039 |
|  | WDI Corp. | 600 | 12686 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Weathernews, Inc. | 1400 | $34725 |
|  | Wellneo Sugar Co. <br> Ltd.<br>| 2100 | 34798 |
|  | Wellnet Corp. | 2300 | 11689 |
|  | West Holdings Corp. | 3408 | 37734 |
| # | Will Group, Inc. | 1500 | 10244 |
| \* | WingArc1st, Inc. | 2600 | 69486 |
|  | Wood One Co. Ltd. | 600 | 3711 |
|  | World Co. Ltd. | 2800 | 52012 |
|  | World Holdings Co. <br> Ltd.<br>| 1000 | 14010 |
|  | Wowow, Inc. | 800 | 5761 |
| #\* | W-Scope Corp. | 7000 | 12217 |
|  | Xebio Holdings Co. <br> Ltd.<br>| 4700 | 42877 |
|  | Yahagi Construction <br> Co. Ltd.<br>| 4200 | 42728 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 3000 | 42629 |
|  | YAMABIKO Corp. | 3960 | 59262 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 1900 | 23291 |
|  | Yamae Group <br> Holdings Co. Ltd.<br>| 1700 | 30836 |
|  | Yamagata Bank Ltd. | 3600 | 32423 |
|  | Yamaguchi Financial <br> Group, Inc.<br>| 8236 | 97303 |
|  | Yamaichi Electronics <br> Co. Ltd.<br>| 3100 | 43562 |
| # | Yamami Co. | 500 | 16140 |
|  | Yamanashi Chuo <br> Bank Ltd.<br>| 4600 | 65610 |
|  | Yamatane Corp. | 1000 | 31463 |
|  | Yamato Corp. | 1400 | 16166 |
| # | Yamaura Corp. | 1300 | 11085 |
|  | Yamaya Corp. | 1000 | 20128 |
|  | Yamazen Corp. | 6600 | 64894 |
|  | Yaoko Co. Ltd. | 600 | 40187 |
|  | Yashima Denki Co. <br> Ltd.<br>| 2600 | 30854 |
|  | Yasuda Logistics <br> Corp.<br>| 2000 | 23814 |
|  | Yellow Hat Ltd. | 9000 | 85772 |
|  | Yodogawa Steel <br> Works Ltd.<br>| 2400 | 97171 |
|  | Yokogawa Bridge <br> Holdings Corp.<br>| 4000 | 73284 |
| # | Yokorei Co. Ltd. | 6700 | 40019 |
|  | Yokowo Co. Ltd. | 2300 | 19709 |
| # | Yomeishu Seizo Co. <br> Ltd.<br>| 1000 | 21490 |
|  | Yondenko Corp. | 2520 | 23762 |
|  | Yondoshi Holdings, <br> Inc.<br>| 2300 | 28349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yonex Co. Ltd. | 7400 | $121084 |
| # | Yorozu Corp. | 2000 | 14346 |
| \* | Yoshimura Food <br> Holdings KK<br>| 1500 | 9539 |
|  | Yoshinoya Holdings <br> Co. Ltd.<br>| 8200 | 179733 |
| # | Yossix Holdings Co. <br> Ltd.<br>| 1200 | 23352 |
| # | Yotai Refractories Co. <br> Ltd.<br>| 3000 | 37330 |
|  | Yuasa Trading Co. <br> Ltd.<br>| 2000 | 61205 |
| # | Yukiguni Factory Co. <br> Ltd.<br>| 2100 | 17052 |
|  | Yurtec Corp. | 6100 | 78769 |
| # | Yushin Co. | 1200 | 5359 |
|  | Yushiro, Inc. | 1000 | 13242 |
|  | Zacros Corp. | 1400 | 38821 |
|  | Zenitaka Corp. | 400 | 12022 |
| # | Zenkoku Hosho Co. <br> Ltd.<br>| 6376 | 138334 |
|  | Zenrin Co. Ltd. | 3800 | 31980 |
|  | Zeon Corp. | 17500 | 171609 |
|  | ZERIA Pharmaceutical <br> Co. Ltd.<br>| 3400 | 55755 |
|  | ZIGExN Co. Ltd. | 10600 | 32982 |
| # | Zojirushi Corp. | 3300 | 31699 |
| # | Zuiko Corp. | 2800 | 21272 |
| TOTAL JAPAN | TOTAL JAPAN |  | 74685074 |
| LIECHTENSTEIN — (0.1%) | LIECHTENSTEIN — (0.1%) | LIECHTENSTEIN — (0.1%) | LIECHTENSTEIN — (0.1%) |
|  | Liechtensteinische <br> Landesbank AG<br>| 1746 | 160306 |
|  | VP Bank AG, Class A | 427 | 42571 |
| TOTAL LIECHTENSTEIN | TOTAL LIECHTENSTEIN |  | 202877 |
| LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) |
|  | Aperam SA | 6050 | 176039 |
| \* | Aroundtown SA | 163398 | 488169 |
| Ω | B&S Group SARL | 5301 | 34929 |
| Ω | Befesa SA | 2952 | 89762 |
|  | d'Amico International <br> Shipping SA<br>| 12281 | 45547 |
| \* | Grand City Properties <br> SA<br>| 13135 | 156769 |
| \* | InPost SA | 11168 | 188649 |
| # | RTL Group SA | 5870 | 240732 |
| Ω | Samsonite Group SA | 128700 | 230597 |
| # | SES SA | 50700 | 268811 |
|  | Sword Group | 975 | 34576 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | 1954580 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MONACO — (0.0%) | MONACO — (0.0%) | MONACO — (0.0%) | MONACO — (0.0%) |
|  | Societe des Bains de <br> Mer et du Cercle <br> des Etrangers a <br> Monaco<br>| 291 | $33566 |
| NETHERLANDS — (2.5%) | NETHERLANDS — (2.5%) | NETHERLANDS — (2.5%) | NETHERLANDS — (2.5%) |
|  | Aalberts NV | 11759 | 390477 |
|  | Acomo NV | 2505 | 61566 |
| #\*Ω | Alfen NV | 727 | 12783 |
| # | AMG Critical Materials <br> NV<br>| 3379 | 60226 |
|  | Arcadis NV | 9292 | 450579 |
| \* | Argo Properties NV | 1044 | 32130 |
| #\*Ω | Basic-Fit NV | 4834 | 109875 |
|  | BE Semiconductor <br> Industries NV<br>| 4052 | 438847 |
| # | Brembo NV | 20309 | 189903 |
| # | Brunel International <br> NV<br>| 2645 | 27902 |
|  | Cementir Holding NV | 6965 | 114195 |
|  | Corbion NV | 7289 | 155878 |
|  | COSMO <br> Pharmaceuticals <br> NV<br>| 1722 | 99865 |
| #Ω | CTP NV | 10026 | 188319 |
|  | Flow Traders Ltd. | 5117 | 151508 |
|  | ForFarmers NV | 4983 | 23780 |
|  | Fugro NV | 21119 | 247675 |
|  | IMCD NV | 4517 | 600674 |
|  | Iveco Group NV | 26294 | 420075 |
| Ω | Just Eat <br> Takeaway.com NV <br> (JET LN)<br>| 8711 | 189865 |
| \*Ω | Just Eat <br> Takeaway.com NV <br> (TKWY NA)<br>| 8756 | 191626 |
| # | Kendrion NV | 2383 | 27748 |
|  | Koninklijke BAM <br> Groep NV<br>| 57099 | 386777 |
|  | Koninklijke Heijmans <br> NV<br>| 3425 | 175425 |
|  | Koninklijke Vopak NV | 10402 | 430130 |
|  | MFE-MediaForEurope <br> NV (MFEA IM), <br> Class A<br>| 35632 | 129604 |
|  | MFE-MediaForEurope <br> NV (MFEB IM), <br> Class B<br>| 8379 | 40779 |
|  | Nedap NV | 608 | 41982 |
|  | OCI NV | 10813 | 89841 |
| \* | Onward Medical NV | 1990 | 9451 |
| #\* | Pharming Group NV | 46831 | 41420 |
|  | Pluxee NV | 7163 | 161093 |
| # | PostNL NV | 57587 | 58797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  | Qiagen NV | 4788 | $204687 |
|  | Randstad NV | 9175 | 368282 |
|  | RHI Magnesita NV | 1686 | 70418 |
|  | SBM Offshore NV | 22994 | 483427 |
| \* | SIF Holding NV | 631 | 6658 |
| Ω | Signify NV | 14744 | 305629 |
| # | Sligro Food Group <br> NV<br>| 3086 | 41686 |
|  | Technip Energies NV | 21260 | 725479 |
|  | TKH Group NV | 5041 | 199171 |
| #\* | TomTom NV | 3556 | 18794 |
|  | Van Lanschot Kempen <br> NV<br>| 6902 | 402990 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 8578016 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Air New Zealand Ltd. | 154777 | 53336 |
| #\* | Aroa Biosurgery Ltd. | 37311 | 10488 |
|  | Briscoe Group Ltd. | 4326 | 10850 |
|  | Channel Infrastructure <br> NZ Ltd.<br>| 36614 | 41335 |
| # | Delegat Group Ltd. | 3242 | 7509 |
| \* | Fletcher Building Ltd. <br> (FBU NZ)<br>| 22463 | 40899 |
|  | Freightways Group <br> Ltd.<br>| 12736 | 74455 |
|  | Genesis Energy Ltd. | 49757 | 65019 |
| \* | Gentrack Group Ltd. | 9860 | 68696 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 5327 | 23009 |
| # | Heartland Group <br> Holdings Ltd.<br>| 87409 | 40017 |
| # | Investore Property <br> Ltd.<br>| 33140 | 20105 |
| \* | KMD Brands Ltd. | 57266 | 11189 |
|  | Manawa Energy Ltd. | 4827 | 13912 |
| \* | Neuren <br> Pharmaceuticals <br> Ltd.<br>| 1411 | 10521 |
| # | NZME Ltd. (NZM AU) | 14069 | 8731 |
|  | NZX Ltd. | 26482 | 24218 |
| \* | Oceania Healthcare <br> Ltd.<br>| 61685 | 23855 |
| \* | Pacific Edge Ltd. | 48944 | 2859 |
|  | PGG Wrightson Ltd. | 1057 | 1206 |
| \* | Rakon Ltd. | 8385 | 2788 |
| # | Restaurant Brands <br> New Zealand Ltd.<br>| 2935 | 5755 |
| \* | Ryman Healthcare <br> Ltd.<br>| 38928 | 51060 |
|  | Sanford Ltd. | 8585 | 23354 |
|  | Scales Corp. Ltd. | 8503 | 21008 |
| \* | Serko Ltd. | 3777 | 8102 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Skellerup Holdings <br> Ltd.<br>| 13671 | $34291 |
|  | SKY Network <br> Television Ltd.<br>| 12046 | 17652 |
|  | SKYCITY <br> Entertainment <br> Group Ltd.<br>| 63893 | 43380 |
|  | Steel & Tube Holdings <br> Ltd.<br>| 31557 | 13520 |
|  | Summerset Group <br> Holdings Ltd.<br>| 16594 | 106189 |
| # | Tourism Holdings Ltd. | 14242 | 11612 |
|  | TOWER Ltd. | 45071 | 35540 |
|  | Turners Automotive <br> Group Ltd.<br>| 5001 | 17223 |
| \* | Vista Group <br> International Ltd.<br>| 35213 | 74112 |
|  | Vulcan Steel Ltd. | 2199 | 10401 |
| #\* | Warehouse Group <br> Ltd.<br>| 13502 | 6568 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 1034764 |
| NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) | NORWAY — (0.8%) |
| # | 2020 Bulkers Ltd. | 1664 | 17785 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 48103 | 30378 |
|  | AF Gruppen ASA | 2925 | 41981 |
| \* | Akastor ASA | 20811 | 22393 |
|  | Aker BioMarine ASA | 2247 | 11482 |
|  | Aker Solutions ASA | 26055 | 70716 |
|  | AMSC ASA | 10667 | 27412 |
| \* | ArcticZymes <br> Technologies ASA<br>| 4800 | 7632 |
|  | Atea ASA | 9153 | 125233 |
| \* | Axactor ASA | 25001 | 11284 |
|  | B2 Impact ASA | 23892 | 26165 |
| \* | BEWi ASA | 6546 | 13635 |
| \* | Bluenord ASA | 2137 | 122421 |
|  | Bonheur ASA | 2161 | 50042 |
|  | Borregaard ASA | 4135 | 71146 |
|  | Bouvet ASA | 10437 | 80548 |
| #\* | BW Energy Ltd. | 4501 | 11776 |
|  | BW Offshore Ltd. | 10768 | 29511 |
| \* | Cloudberry Clean <br> Energy ASA<br>| 22324 | 26697 |
| \*Ω | Crayon Group Holding <br> ASA<br>| 8140 | 97495 |
|  | DNO ASA | 55702 | 63529 |
| \*Ω | Elkem ASA | 32694 | 57511 |
| Ω | Elmera Group ASA | 17422 | 62101 |
|  | Elopak ASA | 20567 | 83969 |
| Ω | Europris ASA | 16921 | 125458 |
| #\* | FLEX LNG Ltd. <br> (FLNG US)<br>| 3156 | 74450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| # | Grieg Seafood ASA | 5477 | $34559 |
| \* | Hexagon Composites <br> ASA<br>| 17331 | 31252 |
| #\* | Hexagon Purus ASA | 5948 | 1101 |
| Ω | Kid ASA | 5116 | 71879 |
|  | Kitron ASA | 23107 | 114479 |
| Ω | Klaveness <br> Combination <br> Carriers ASA<br>| 3243 | 18829 |
| \* | Kongsberg Automotive <br> ASA<br>| 96264 | 12508 |
| \* | LINK Mobility Group <br> Holding ASA<br>| 33260 | 78322 |
|  | Medistim ASA | 1791 | 27666 |
|  | Morrow Bank ASA | 13215 | 12759 |
|  | MPC Container Ships <br> ASA<br>| 44680 | 66071 |
| Ω | Multiconsult ASA | 2262 | 41344 |
|  | Norbit ASA | 4217 | 57915 |
| \* | Nordic Mining ASA | 10260 | 20633 |
| #\*Ω | Norske Skog ASA | 7831 | 13670 |
| \* | Northern Ocean Ltd. | 15527 | 8787 |
| \* | Norwegian Air Shuttle <br> ASA<br>| 69005 | 91126 |
| \* | NRC Group ASA | 4746 | 2257 |
|  | Odfjell Drilling Ltd. | 14732 | 76684 |
|  | Odfjell SE, Class A | 2813 | 26542 |
|  | Odfjell Technology <br> Ltd.<br>| 1620 | 6448 |
| \* | OKEA ASA | 3071 | 4837 |
| #Ω | Okeanis Eco Tankers <br> Corp.<br>| 2062 | 48217 |
| \* | Otello Corp. ASA | 4092 | 3802 |
|  | Panoro Energy ASA | 13679 | 29901 |
|  | Pareto Bank ASA | 5469 | 38820 |
|  | Pexip Holding ASA | 6590 | 25048 |
| \* | PhotoCure ASA | 3580 | 18530 |
|  | Rana Gruber ASA | 3575 | 25449 |
| #\* | REC Silicon ASA | 35228 | 7186 |
|  | Rogaland Sparebank | 1135 | 14063 |
| \* | SATS ASA | 13284 | 47990 |
| \*Ω | Scatec ASA | 13436 | 102539 |
|  | Sea1 offshore, Inc. | 8468 | 16018 |
|  | Selvaag Bolig ASA | 5226 | 17542 |
| #\*Ω | Shelf Drilling Ltd. | 13484 | 6111 |
| #\* | SmartCraft ASA | 8158 | 20360 |
| \* | Solstad Offshore ASA | 4068 | 14851 |
|  | Sparebanken More | 3895 | 37438 |
|  | Stolt-Nielsen Ltd. | 3225 | 72408 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class A<br>| 1573 | 58619 |
|  | Wilh Wilhelmsen <br> Holding ASA, <br> Class B<br>| 306 | 11117 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| \* | Zaptec ASA | 6598 | $11301 |
| TOTAL NORWAY | TOTAL NORWAY |  | 2809728 |
| PORTUGAL — (0.6%) | PORTUGAL — (0.6%) | PORTUGAL — (0.6%) | PORTUGAL — (0.6%) |
| # | Altri SGPS SA | 13025 | 89626 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 1695840 | 1084657 |
|  | Corticeira Amorim <br> SGPS SA<br>| 5127 | 44290 |
|  | CTT-Correios de <br> Portugal SA<br>| 11368 | 100135 |
|  | Ibersol SGPS SA | 3299 | 34773 |
| # | Mota-Engil SGPS SA | 12914 | 51259 |
|  | Navigator Co. SA | 31787 | 120629 |
|  | NOS SGPS SA | 33682 | 140571 |
|  | REN - Redes <br> Energeticas <br> Nacionais SGPS <br> SA<br>| 53792 | 176555 |
|  | Semapa-Sociedade <br> de Investimento e <br> Gestao<br>| 1712 | 32089 |
|  | Sonae SGPS SA | 109133 | 138592 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 2013176 |
| SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |
| \* | AEM Holdings Ltd. | 29282 | 26520 |
|  | Aztech Global Ltd. | 18500 | 7512 |
|  | Boustead Singapore <br> Ltd.<br>| 42092 | 33490 |
|  | Bukit Sembawang <br> Estates Ltd.<br>| 15900 | 43095 |
| Ω | BW LPG Ltd. | 852 | 8559 |
|  | Capitaland India Trust | 99814 | 74468 |
|  | China Aviation Oil <br> Singapore Corp. <br> Ltd.<br>| 27800 | 18098 |
|  | China Sunsine <br> Chemical Holdings <br> Ltd.<br>| 43800 | 18292 |
|  | Chuan Hup Holdings <br> Ltd.<br>| 87000 | 10679 |
|  | ComfortDelGro Corp. <br> Ltd.<br>| 201300 | 236161 |
| \* | COSCO Shipping <br> International <br> Singapore Co. Ltd.<br>| 175500 | 16804 |
| \* | Creative Technology <br> Ltd.<br>| 2650 | 1814 |
|  | CSE Global Ltd. | 42823 | 13727 |
| \* | Del Monte Pacific Ltd. | 39100 | 2010 |
|  | Delfi Ltd. | 32000 | 17665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 14100 | $35590 |
| \*†† | Ezion Holdings Ltd. | 243320 | 0 |
| #\*†† | Ezra Holdings Ltd. | 227326 | 0 |
|  | Far East Orchard Ltd. | 11554 | 9010 |
|  | First Resources Ltd. | 60300 | 69766 |
|  | Food Empire Holdings <br> Ltd.<br>| 26500 | 30638 |
|  | Fraser & Neave Ltd. | 24800 | 23179 |
|  | Frencken Group Ltd. | 23200 | 18022 |
| \* | Fu Yu Corp. Ltd. | 62300 | 4744 |
|  | Geo Energy <br> Resources Ltd.<br>| 62900 | 17129 |
|  | Golden <br> Agri-Resources <br> Ltd.<br>| 641300 | 117885 |
|  | GuocoLand Ltd. | 41300 | 44586 |
|  | Haw Par Corp. Ltd. | 10000 | 99267 |
|  | Ho Bee Land Ltd. | 24900 | 34308 |
|  | Hong Fok Corp. Ltd. | 54120 | 30450 |
|  | Hong Leong Asia Ltd. | 16000 | 13380 |
|  | Hong Leong Finance <br> Ltd.<br>| 28500 | 56219 |
|  | Hotel Grand Central <br> Ltd.<br>| 44475 | 23649 |
|  | Hour Glass Ltd. | 15200 | 18275 |
|  | Hutchison Port <br> Holdings Trust<br>| 544100 | 81001 |
| \*†† | Hyflux Ltd. | 27500 | 0 |
|  | iFAST Corp. Ltd. | 11400 | 54302 |
|  | Indofood Agri <br> Resources Ltd.<br>| 28000 | 6747 |
|  | Keppel Infrastructure <br> Trust<br>| 359185 | 110108 |
|  | Mandarin Oriental <br> International Ltd.<br>| 29400 | 52993 |
|  | Metro Holdings Ltd. | 51300 | 14533 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 5200 | 6517 |
| \*†† | Midas Holdings Ltd. | 114000 | 0 |
|  | Nanofilm Technologies <br> International Ltd.<br>| 23000 | 9262 |
|  | Netlink NBN Trust | 252800 | 177043 |
| \* | Oceanus Group Ltd. | 837300 | 3866 |
|  | Olam Group Ltd. | 34700 | 25686 |
|  | OUE Ltd. | 32900 | 23678 |
| \* | Oxley Holdings Ltd. | 85599 | 4435 |
|  | Propnex Ltd. | 24200 | 19462 |
|  | QAF Ltd. | 16600 | 10616 |
|  | Raffles Medical Group <br> Ltd.<br>| 85287 | 66027 |
|  | Riverstone Holdings <br> Ltd.<br>| 50900 | 35273 |
|  | SATS Ltd. | 6000 | 12939 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | SBS Transit Ltd. | 8500 | $19296 |
|  | Sheng Siong Group <br> Ltd.<br>| 66800 | 90002 |
|  | SIA Engineering Co. <br> Ltd.<br>| 22600 | 38766 |
|  | SIIC Environment <br> Holdings Ltd. (SIIC <br> SP)<br>| 58600 | 7243 |
|  | Sinarmas Land Ltd. | 108000 | 26067 |
|  | Singapore Land <br> Group Ltd.<br>| 16800 | 25765 |
|  | Singapore Post Ltd. | 134500 | 58864 |
|  | Stamford Land Corp. <br> Ltd.<br>| 40485 | 10908 |
|  | StarHub Ltd. | 68000 | 60951 |
|  | Straits Trading Co. <br> Ltd.<br>| 16749 | 18355 |
| \*†† | Swiber Holdings Ltd. | 17249 | 0 |
| \* | Thomson Medical <br> Group Ltd.<br>| 346900 | 11155 |
|  | Tuan Sing Holdings <br> Ltd.<br>| 51564 | 9868 |
|  | UMS Integration Ltd. | 44262 | 36602 |
|  | UOB-Kay Hian <br> Holdings Ltd.<br>| 46445 | 64115 |
|  | Valuetronics Holdings <br> Ltd.<br>| 29800 | 14629 |
|  | Venture Corp. Ltd. | 22700 | 201508 |
|  | Vicom Ltd. | 8800 | 9084 |
|  | Wing Tai Holdings <br> Ltd.<br>| 50670 | 45383 |
|  | Yeo Hiap Seng Ltd. | 2538 | 1088 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 2639128 |
| SPAIN — (2.6%) | SPAIN — (2.6%) | SPAIN — (2.6%) | SPAIN — (2.6%) |
|  | Acciona SA | 1987 | 289552 |
|  | Acerinox SA | 18875 | 213312 |
| Ω | Aedas Homes SA | 1812 | 58479 |
|  | Almirall SA | 11779 | 130697 |
| \* | Amper SA | 209940 | 34529 |
|  | Atresmedia Corp. de <br> Medios de <br> Comunicacion SA<br>| 14163 | 89410 |
|  | Audax Renovables <br> SA<br>| 22690 | 38977 |
|  | Azkoyen SA | 2184 | 18883 |
|  | Banco de Sabadell <br> SA<br>| 591420 | 1725635 |
|  | Bankinter SA | 54381 | 633481 |
|  | CIE Automotive SA | 9684 | 256003 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 2025 | 98978 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| # | Corp. ACCIONA <br> Energias <br> Renovables SA<br>| 2173 | $40620 |
| \* | Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 2246 | 58035 |
|  | Ebro Foods SA | 7810 | 152547 |
| # | EDP Renovaveis SA | 6766 | 63362 |
| \* | eDreams ODIGEO <br> SA<br>| 6147 | 51417 |
|  | Elecnor SA | 6341 | 135941 |
|  | Enagas SA | 26312 | 410253 |
|  | Ence Energia y <br> Celulosa SA<br>| 13122 | 42316 |
|  | Ercros SA | 14096 | 47710 |
|  | Faes Farma SA | 40443 | 196376 |
|  | Fluidra SA | 9216 | 213365 |
| Ω | Gestamp Automocion <br> SA<br>| 11248 | 33599 |
| Ω | Global Dominion <br> Access SA<br>| 6257 | 20665 |
| \* | Grenergy Renovables <br> SA<br>| 1360 | 78129 |
| \* | Grifols SA | 22700 | 214938 |
|  | Grupo Catalana <br> Occidente SA<br>| 5499 | 306254 |
|  | Grupo Empresarial <br> San Jose SA<br>| 2273 | 14917 |
|  | Iberpapel Gestion SA <br> (IBG SM)<br>| 982 | 22675 |
|  | Indra Sistemas SA | 15608 | 497644 |
|  | Laboratorio Reig Jofre <br> SA<br>| 1760 | 5814 |
|  | Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 3229 | 189300 |
|  | Linea Directa <br> Aseguradora SA <br> Cia de Seguros y <br> Reaseguros<br>| 50832 | 73838 |
|  | Logista Integral SA | 7624 | 260652 |
|  | Mapfre SA | 98862 | 351949 |
|  | Melia Hotels <br> International SA<br>| 13608 | 98783 |
|  | Miquel y Costas & <br> Miquel SA<br>| 3439 | 52567 |
| Ω | Neinor Homes SA | 4984 | 86759 |
| \* | Obrascon Huarte Lain <br> SA<br>| 33213 | 11666 |
|  | Pharma Mar SA | 2005 | 169846 |
|  | Prim SA | 846 | 9808 |
| \* | Promotora de <br> Informaciones SA, <br> Class A<br>| 21413 | 9631 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Ω | Prosegur Cash SA | 36936 | $32137 |
|  | Realia Business SA | 40885 | 41744 |
|  | Sacyr SA | 57897 | 212374 |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 6205 | 46770 |
| #\*†† | Soltec Power Holdings <br> SA<br>| 2859 | 3883 |
| \*Ω | Talgo SA | 10483 | 37997 |
| \* | Tecnicas Reunidas <br> SA<br>| 8254 | 138528 |
|  | Tubacex SA | 17770 | 73284 |
| #Ω | Unicaja Banco SA | 190239 | 362604 |
|  | Vidrala SA | 3096 | 337458 |
|  | Viscofan SA | 5215 | 376218 |
|  | Vocento SA | 10365 | 8181 |
| TOTAL SPAIN | TOTAL SPAIN |  | 9180490 |
| SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) | SWEDEN — (2.9%) |
| Ω | AcadeMedia AB | 11393 | 93749 |
| # | AddLife AB, Class B | 13777 | 261447 |
| # | Addnode Group AB | 14839 | 127752 |
|  | AFRY AB | 13027 | 225685 |
| Ω | Alimak Group AB | 9300 | 117706 |
| # | Alleima AB | 20812 | 163631 |
|  | Alligo AB, Class B | 3336 | 38091 |
| Ω | Ambea AB | 15686 | 189495 |
| \* | Annehem Fastigheter <br> AB, Class B<br>| 4374 | 7146 |
|  | AQ Group AB | 8425 | 135571 |
|  | Arise AB | 2664 | 9512 |
| # | Arjo AB, Class B | 28363 | 95018 |
| Ω | Attendo AB | 23905 | 162731 |
| \* | Balco Group AB | 780 | 1935 |
|  | Beijer Alma AB | 5922 | 123188 |
|  | Bergman & Beving <br> AB<br>| 5203 | 157964 |
|  | Betsson AB, Class B | 15760 | 275628 |
| \* | BHG Group AB | 34784 | 83118 |
|  | Bilia AB, Class A | 9569 | 119760 |
|  | Billerud Aktiebolag | 11306 | 119301 |
|  | BioGaia AB, Class B | 1790 | 19055 |
| \* | BioInvent International <br> AB<br>| 7181 | 23317 |
| \* | Bonava AB, Class B | 29853 | 39753 |
| \*Ω | Boozt AB | 5306 | 46262 |
| Ω | Bravida Holding AB | 4549 | 43347 |
|  | BTS Group AB, <br> Class B<br>| 760 | 18254 |
|  | Bufab AB | 3329 | 137597 |
|  | Bulten AB | 1365 | 8336 |
|  | Bure Equity AB | 3040 | 102426 |
|  | Byggmax Group AB | 8034 | 39676 |
|  | Catella AB | 6126 | 18751 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Catena AB | 1184 | $55738 |
|  | Cellavision AB | 2847 | 59353 |
|  | Cibus Nordic Real <br> Estate AB publ<br>| 6346 | 109832 |
| #\* | Cint Group AB | 33048 | 24933 |
|  | Clas Ohlson AB, <br> Class B<br>| 7761 | 219854 |
|  | Cloetta AB, Class B | 35878 | 104376 |
|  | Coinshares <br> International Ltd.<br>| 3030 | 24312 |
| #Ω | Coor Service <br> Management <br> Holding AB<br>| 11573 | 46614 |
| # | Corem Property <br> Group AB (COREB <br> SS), Class B<br>| 40500 | 20480 |
|  | Corem Property <br> Group AB (CORED <br> SS), Class D<br>| 1514 | 32628 |
|  | CTT Systems AB | 1396 | 29472 |
|  | Dios Fastigheter AB | 16804 | 116691 |
| Ω | Dometic Group AB | 24081 | 86818 |
| #\*Ω | Dustin Group AB | 35752 | 12662 |
| \* | Dynavox Group AB | 7708 | 69792 |
|  | Eastnine AB | 12380 | 57514 |
|  | Elanders AB, Class B | 2467 | 13734 |
| \* | Electrolux AB, <br> Class B<br>| 3613 | 22556 |
|  | Electrolux <br> Professional AB, <br> Class B<br>| 22887 | 132609 |
|  | Elekta AB, Class B | 17740 | 90334 |
| \* | Eltel AB | 2122 | 1732 |
| \* | Enea AB | 2398 | 16405 |
|  | Eolus Vind AB, <br> Class B<br>| 1951 | 9404 |
|  | Ependion AB | 3083 | 36864 |
|  | Ework Group AB | 1919 | 28951 |
| # | Fagerhult Group AB | 9325 | 40302 |
| # | Fasadgruppen Group <br> AB<br>| 1014 | 2044 |
| \* | Fastighets AB Trianon | 3524 | 7061 |
| \* | Fastighetsbolaget <br> Emilshus AB, <br> Class B<br>| 530 | 2508 |
|  | FastPartner AB <br> (FPARA SS), <br> Class A<br>| 7836 | 46043 |
| \* | Ferronordic AB | 734 | 3559 |
|  | FormPipe Software <br> AB<br>| 2655 | 7273 |
|  | G5 Entertainment AB | 858 | 11572 |
| #\* | GARO AB | 263 | 510 |
|  | Granges AB | 13482 | 168399 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \*Ω | Green Landscaping <br> Group AB<br>| 965 | $5995 |
|  | Hanza AB | 4490 | 33262 |
|  | Heba Fastighets AB, <br> Class B<br>| 11429 | 34524 |
| #\* | Hexatronic Group AB | 7514 | 19883 |
| #\* | HMS Networks AB | 3262 | 146216 |
| \*Ω | Hoist Finance AB | 11346 | 101857 |
|  | Hufvudstaden AB, <br> Class A<br>| 1203 | 14648 |
| \* | Humana AB | 7849 | 33188 |
| # | Instalco AB | 18294 | 50721 |
|  | INVISIO AB | 3226 | 129655 |
|  | Inwido AB | 6754 | 143135 |
|  | ITAB Shop Concept <br> AB<br>| 12770 | 33591 |
|  | JM AB | 8467 | 135080 |
| \* | John Mattson <br> Fastighetsforetagen <br> AB<br>| 2266 | 14388 |
|  | Kabe Group AB, <br> Class B<br>| 409 | 10542 |
| \* | Karnov Group AB | 5578 | 52356 |
| #\* | K-fast Holding AB | 9722 | 12614 |
| \* | Klarabo Sverige AB, <br> Class B<br>| 14295 | 23975 |
| # | KNOW IT AB | 4178 | 62426 |
|  | Lime Technologies <br> AB<br>| 1571 | 63416 |
|  | Lindab International <br> AB<br>| 12632 | 265584 |
| \* | Maha Energy AB | 6730 | 2800 |
| \* | Medcap AB | 2076 | 93648 |
|  | MEKO AB | 6042 | 79333 |
| \* | Midsona AB, Class B | 2500 | 2348 |
| # | MIPS AB | 975 | 34364 |
| \* | Modern Times Group <br> MTG AB, Class B<br>| 17794 | 213193 |
|  | Momentum Group AB | 4931 | 81420 |
| # | NCAB Group AB | 16504 | 72731 |
|  | NCC AB, Class B | 12373 | 230354 |
|  | Nederman Holding <br> AB<br>| 2831 | 49398 |
| \* | Net Insight AB, <br> Class B<br>| 41507 | 12567 |
|  | New Wave Group AB, <br> Class B<br>| 11290 | 138154 |
|  | Nilorngruppen AB, <br> Class B<br>| 954 | 5853 |
| #\* | Nobia AB | 59716 | 20609 |
|  | Nolato AB, Class B | 22976 | 129090 |
| \* | Norion Bank AB | 8935 | 36373 |
| \* | Norva24 Group AB | 4060 | 15209 |
|  | Note AB | 1939 | 32258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | NP3 Fastigheter AB | 4244 | $110589 |
| \* | Nyfosa AB | 24501 | 229989 |
|  | OEM International AB, <br> Class B<br>| 8880 | 127094 |
| #\* | Orron Energy AB | 27733 | 13837 |
| \* | Ovzon AB | 10915 | 28348 |
|  | Peab AB, Class B | 27631 | 229837 |
|  | Platzer Fastigheter <br> Holding AB, <br> Class B<br>| 6591 | 51797 |
| \* | Pricer AB, Class B | 41621 | 25296 |
|  | Proact IT Group AB | 2325 | 27813 |
|  | Ratos AB, Class B | 31729 | 108285 |
|  | RaySearch <br> Laboratories AB<br>| 5421 | 146786 |
|  | Rejlers AB | 1542 | 28621 |
| \* | Rottneros AB | 8130 | 5055 |
|  | Rvrc Holding AB | 8199 | 42544 |
| # | Samhallsbyggnadsbolaget <br> i Norden AB<br>| 43582 | 17693 |
|  | Scandi Standard AB | 5934 | 54067 |
| Ω | Scandic Hotels Group <br> AB<br>| 29182 | 227130 |
| \* | Sdiptech AB, Class B | 3524 | 78922 |
| \*Ω | Sinch AB | 75291 | 175034 |
|  | SinterCast AB | 685 | 7407 |
|  | SkiStar AB | 4670 | 80880 |
|  | Solid Forsakring AB | 1512 | 12077 |
| \* | Stendorren <br> Fastigheter AB<br>| 2374 | 50640 |
| \* | Stillfront Group AB | 50717 | 26002 |
|  | Storskogen Group AB, <br> Class B<br>| 195841 | 258026 |
|  | Synsam AB | 4750 | 24169 |
|  | Systemair AB | 12291 | 105255 |
| \* | TF Bank AB | 911 | 33518 |
| #\* | Tobii AB | 20318 | 4615 |
|  | Troax Group AB | 4185 | 57999 |
|  | Truecaller AB, <br> Class B<br>| 21395 | 161007 |
|  | VBG Group AB, <br> Class B<br>| 4057 | 113569 |
| \* | Vestum AB | 21461 | 23004 |
| #\* | Viaplay Group AB | 47184 | 2713 |
|  | Vitec Software Group <br> AB, Class B<br>| 3155 | 144155 |
|  | Volati AB | 1959 | 24130 |
|  | XANO Industri AB, <br> Class B<br>| 1571 | 6976 |
| #\* | XSpray Pharma AB | 2334 | 8426 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 10228194 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (7.4%) | SWITZERLAND — (7.4%) | SWITZERLAND — (7.4%) | SWITZERLAND — (7.4%) |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 12678 | $680611 |
|  | Adecco Group AG | 19554 | 508916 |
|  | Allreal Holding AG | 2145 | 472629 |
|  | ALSO Holding AG | 928 | 283416 |
|  | APG SGA SA | 211 | 56929 |
| # | Arbonia AG | 6387 | 48469 |
| \* | Aryzta AG | 151969 | 381163 |
|  | Ascom Holding AG | 5945 | 23317 |
|  | Autoneum Holding <br> AG<br>| 491 | 73587 |
|  | Avolta AG | 8278 | 377210 |
|  | Baloise Holding AG | 4012 | 892560 |
|  | Banque Cantonale de <br> Geneve<br>| 373 | 111766 |
| # | Banque Cantonale <br> Vaudoise<br>| 1443 | 177601 |
|  | Barry Callebaut AG | 99 | 88755 |
|  | Belimo Holding AG | 1399 | 1188676 |
|  | Bell Food Group AG | 344 | 110678 |
|  | Bellevue Group AG | 1225 | 12747 |
|  | Berner Kantonalbank <br> AG<br>| 606 | 186380 |
|  | BKW AG | 1283 | 257225 |
| # | Bossard Holding AG, <br> Class A<br>| 869 | 189503 |
|  | Bucher Industries AG | 956 | 412919 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 467 | 317509 |
|  | Burkhalter Holding <br> AG<br>| 204 | 30347 |
|  | Bystronic AG | 206 | 62888 |
| # | Calida Holding AG | 61 | 1175 |
|  | Carlo Gavazzi Holding <br> AG<br>| 62 | 14612 |
| \* | Cavotec SA | 3590 | 5653 |
|  | Cembra Money Bank <br> AG<br>| 4341 | 523997 |
| # | Cham Swiss <br> Properties AG<br>| 498 | 13325 |
| \* | Cicor Technologies <br> Ltd.<br>| 259 | 34926 |
|  | Cie Financiere <br> Tradition SA<br>| 477 | 126141 |
| # | Clariant AG | 26539 | 297052 |
| # | Coltene Holding AG | 373 | 28296 |
|  | CPH Group AG | 351 | 28167 |
|  | Daetwyler Holding AG | 888 | 128219 |
|  | DKSH Holding AG | 4476 | 329744 |
| #\* | DocMorris AG | 998 | 28135 |
|  | dormakaba Holding <br> AG<br>| 353 | 297776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | EDAG Engineering <br> Group AG<br>| 1225 | $9136 |
|  | EFG International AG | 17150 | 259451 |
|  | Emmi AG | 291 | 286247 |
| #\* | Feintool International <br> Holding AG<br>| 549 | 7392 |
|  | Fenix Outdoor <br> International AG<br>| 523 | 32982 |
|  | Flughafen Zurich AG | 2650 | 667754 |
|  | Forbo Holding AG | 111 | 106499 |
|  | Fundamenta Real <br> Estate AG<br>| 3625 | 74840 |
| Ω | Galenica AG | 6980 | 731104 |
| \* | GAM Holding AG | 11357 | 1440 |
| # | Georg Fischer AG | 11602 | 838879 |
|  | Glarner Kantonalbank | 419 | 11185 |
| \* | Gurit Holding AG, <br> Class BR<br>| 550 | 8659 |
|  | Helvetia Holding AG | 3648 | 804740 |
|  | Hiag Immobilien <br> Holding AG<br>| 563 | 68232 |
|  | Huber & Suhner AG | 2430 | 213823 |
|  | Hypothekarbank <br> Lenzburg AG<br>| 9 | 43813 |
|  | Implenia AG | 2143 | 121203 |
|  | Inficon Holding AG | 3430 | 363950 |
|  | Interroll Holding AG | 83 | 182154 |
|  | Intershop Holding AG | 820 | 134542 |
|  | Investis Holding SA | 420 | 61854 |
|  | IVF Hartmann Holding <br> AG<br>| 61 | 11369 |
|  | Jungfraubahn Holding <br> AG<br>| 792 | 190492 |
|  | Kardex Holding AG | 936 | 235800 |
| #\* | Komax Holding AG | 457 | 56856 |
| \* | Kudelski SA | 6965 | 10159 |
|  | Landis & Gyr Group <br> AG<br>| 2688 | 172884 |
|  | LEM Holding SA | 81 | 67593 |
|  | Luzerner <br> Kantonalbank AG<br>| 2543 | 214977 |
| Ω | Medacta Group SA | 1084 | 175975 |
| Ω | Medmix AG | 1720 | 21521 |
| # | Meier Tobler Group <br> AG<br>| 348 | 14634 |
|  | Metall Zug AG, <br> Class B<br>| 32 | 39886 |
|  | Mikron Holding AG | 1746 | 33901 |
| # | Mobilezone Holding <br> AG<br>| 5769 | 79304 |
|  | Mobimo Holding AG | 1015 | 392035 |
| \*Ω | Montana Aerospace <br> AG<br>| 2568 | 51285 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Naturenergie Holding <br> AG<br>| 1891 | $74205 |
|  | Novavest Real Estate <br> AG<br>| 789 | 35741 |
|  | OC Oerlikon Corp. AG <br> Pfaffikon<br>| 20076 | 85165 |
|  | Orell Fuessli AG | 108 | 12819 |
| # | Orior AG | 654 | 14809 |
| #\* | Peach Property Group <br> AG<br>| 2176 | 16549 |
|  | Phoenix Mecano AG | 95 | 48925 |
|  | Plazza AG, Class A | 145 | 62840 |
| \*Ω | PolyPeptide Group <br> AG<br>| 317 | 7345 |
|  | PSP Swiss Property <br> AG<br>| 6211 | 1105996 |
|  | Rieter Holding AG | 369 | 31436 |
|  | Romande Energie <br> Holding SA<br>| 1575 | 81838 |
|  | Schweiter <br> Technologies AG<br>| 122 | 56222 |
| # | SFS Group AG | 2453 | 331586 |
|  | Siegfried Holding AG | 5700 | 678622 |
|  | SIG Group AG | 25557 | 492993 |
|  | SKAN Group AG | 1231 | 100879 |
|  | Softwareone Holding <br> AG<br>| 6202 | 42931 |
|  | St. Galler <br> Kantonalbank AG<br>| 393 | 236747 |
| # | Stadler Rail AG | 4427 | 116771 |
|  | Sulzer AG | 2945 | 498471 |
| # | Swatch Group AG <br> (UHR SW)<br>| 1752 | 304046 |
| # | Swatch Group AG <br> (UHRN SW)<br>| 2405 | 83586 |
|  | Swiss Prime Site AG | 9423 | 1328700 |
|  | Swissquote Group <br> Holding SA<br>| 2390 | 1233710 |
|  | Tecan Group AG | 763 | 148601 |
|  | Temenos AG | 8165 | 584862 |
|  | Thurgauer <br> Kantonalbank<br>| 118 | 20733 |
| \* | Trifork Group AG | 711 | 10097 |
|  | TX Group AG | 513 | 115408 |
|  | u-blox Holding AG | 983 | 99634 |
|  | Valiant Holding AG | 2513 | 370110 |
| # | Varia U.S. Properties <br> AG<br>| 834 | 20731 |
|  | Vaudoise Assurances <br> Holding SA<br>| 160 | 116734 |
|  | Vetropack Holding AG | 1753 | 60550 |
|  | Vontobel Holding AG | 4050 | 292667 |
|  | VZ Holding AG | 2147 | 443026 |
|  | V-ZUG Holding AG | 260 | 21894 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Walliser <br> Kantonalbank<br>| 485 | $72828 |
| # | Warteck Invest AG | 35 | 81781 |
|  | Ypsomed Holding AG | 719 | 306343 |
|  | Zehnder Group AG | 1161 | 77284 |
|  | Zug Estates Holding <br> AG, Class B<br>| 41 | 105377 |
|  | Zuger Kantonalbank | 19 | 195498 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 25828659 |
| UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) |
|  | 4imprint Group PLC | 3540 | 162145 |
|  | Aberdeen Group PLC | 158796 | 313623 |
| \* | Accesso Technology <br> Group PLC<br>| 3718 | 23617 |
|  | Advanced Medical <br> Solutions Group <br> PLC<br>| 19397 | 49978 |
|  | AG Barr PLC | 14305 | 132368 |
|  | AJ Bell PLC | 45769 | 260483 |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 12585 | 37416 |
|  | Allfunds Group PLC | 6947 | 39219 |
| \* | Alliance Pharma PLC | 67755 | 58416 |
|  | Anglo-Eastern <br> Plantations PLC<br>| 3206 | 32581 |
|  | Anglogold Ashanti <br> PLC (AU US)<br>| 924 | 38956 |
| \* | AO World PLC | 29565 | 38807 |
|  | Ashmore Group PLC | 60983 | 117846 |
|  | Ashtead Technology <br> Holdings PLC<br>| 9541 | 63626 |
| #\* | ASOS PLC | 3183 | 12224 |
| #\*Ω | Aston Martin Lagonda <br> Global Holdings <br> PLC<br>| 12171 | 10971 |
|  | Atalaya Mining <br> Copper SA<br>| 8373 | 40831 |
| \* | Auction Technology <br> Group PLC<br>| 7425 | 57821 |
|  | Avon Technologies <br> PLC<br>| 2469 | 44880 |
|  | Babcock International <br> Group PLC<br>| 69178 | 745240 |
| Ω | Bakkavor Group PLC | 52189 | 119894 |
|  | Balfour Beatty PLC | 86396 | 528430 |
|  | Begbies Traynor <br> Group PLC<br>| 14548 | 17766 |
|  | Bellway PLC | 22114 | 793931 |
|  | Berkeley Group <br> Holdings PLC<br>| 6570 | 366233 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Bloomsbury <br> Publishing PLC<br>| 14973 | $119141 |
|  | Bodycote PLC | 22425 | 142619 |
| #\* | boohoo Group PLC | 115749 | 33408 |
|  | Breedon Group PLC | 29120 | 167532 |
| Ω | Bridgepoint Group <br> PLC<br>| 42522 | 152434 |
|  | Brooks Macdonald <br> Group PLC<br>| 1728 | 33741 |
|  | Burberry Group PLC | 9560 | 93103 |
|  | Burford Capital Ltd. | 43130 | 590278 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 31641 | 215163 |
| \* | Capita PLC | 16242 | 39836 |
|  | Capital Ltd. | 18600 | 16723 |
|  | Capricorn Energy <br> PLC<br>| 15872 | 52539 |
|  | Card Factory PLC | 36595 | 46380 |
|  | Carr's Group PLC | 9024 | 15360 |
|  | Castings PLC | 4744 | 16211 |
|  | Central Asia Metals <br> PLC<br>| 23942 | 49127 |
|  | Chemring Group PLC | 35709 | 190734 |
|  | Chesnara PLC | 25220 | 86572 |
|  | Clarkson PLC | 4093 | 179902 |
| \* | Close Brothers Group <br> PLC<br>| 27621 | 120115 |
| Ω | CMC Markets PLC | 20029 | 65025 |
|  | Coats Group PLC | 226657 | 219500 |
|  | Cohort PLC | 1455 | 26788 |
|  | Computacenter PLC | 10177 | 329161 |
|  | Conduit Holdings Ltd. | 2750 | 12658 |
|  | Costain Group PLC | 36358 | 53254 |
|  | Cranswick PLC | 7370 | 510084 |
|  | Crest Nicholson <br> Holdings PLC<br>| 39673 | 95554 |
| \* | Currys PLC | 162568 | 240932 |
|  | CVS Group PLC | 7474 | 107414 |
| \* | De La Rue PLC | 36358 | 62721 |
| \* | DFS Furniture PLC | 28727 | 55966 |
| \* | Dialight PLC | 1573 | 2241 |
|  | Direct Line Insurance <br> Group PLC<br>| 143281 | 541172 |
|  | DiscoverIE Group <br> PLC<br>| 13083 | 99152 |
|  | Diversified Energy Co. <br> PLC (DEC LN)<br>| 5748 | 72413 |
|  | Domino's Pizza Group <br> PLC<br>| 48509 | 174494 |
|  | dotdigital group PLC | 39655 | 43867 |
|  | Dr. Martens PLC | 59425 | 43798 |
|  | Drax Group PLC | 56007 | 461999 |
|  | Dunelm Group PLC | 13915 | 204345 |
|  | easyJet PLC | 28834 | 191171 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Ecora Resources <br> PLC<br>| 27228 | $19846 |
| \* | EKF Diagnostics <br> Holdings PLC<br>| 40219 | 11543 |
|  | Elementis PLC | 93313 | 156843 |
|  | Endeavour Mining <br> PLC<br>| 23043 | 624297 |
|  | Energean PLC | 15023 | 177972 |
| \* | EnQuest PLC | 368832 | 67038 |
|  | Entain PLC | 35220 | 301093 |
|  | Epwin Group PLC | 39 | 48 |
|  | Essentra PLC | 41569 | 49966 |
|  | FDM Group Holdings <br> PLC<br>| 12308 | 36830 |
|  | Firstgroup PLC | 130935 | 302015 |
| Ω | Forterra PLC | 26491 | 66042 |
|  | Foxtons Group PLC | 63052 | 49819 |
| \* | Frasers Group PLC | 19915 | 176089 |
| \* | Frontier Developments <br> PLC<br>| 2549 | 6823 |
|  | Fuller Smith & Turner <br> PLC, Class A<br>| 5788 | 43458 |
| \* | Fund Technologies <br> PLC<br>| 1936 | 46074 |
| \*Ω | Funding Circle <br> Holdings PLC<br>| 26177 | 39781 |
|  | Future PLC | 11695 | 111221 |
|  | Galliford Try Holdings <br> PLC<br>| 19567 | 101789 |
|  | Games Workshop <br> Group PLC<br>| 3088 | 635950 |
| \* | Gaming Realms PLC | 21915 | 11611 |
|  | Gamma <br> Communications <br> PLC<br>| 10921 | 194960 |
|  | GB Group PLC | 26873 | 88070 |
| \* | Genel Energy PLC | 20214 | 14852 |
|  | Genuit Group PLC | 52378 | 266724 |
|  | Genus PLC | 3312 | 81390 |
| \* | Georgia Capital PLC | 6426 | 139223 |
|  | Gooch & Housego <br> PLC<br>| 2118 | 10640 |
|  | Goodwin PLC | 172 | 15565 |
|  | Grainger PLC | 102954 | 295370 |
|  | Greggs PLC | 13228 | 329311 |
|  | Gulf Keystone <br> Petroleum Ltd.<br>| 47620 | 97588 |
| \* | Gulf Marine Services <br> PLC<br>| 6061 | 1382 |
| \*Ω | Gym Group PLC | 22995 | 44331 |
|  | H&T Group PLC | 4686 | 25535 |
|  | Halfords Group PLC | 37620 | 77873 |
|  | Harbour Energy PLC | 78816 | 161079 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Hargreaves Services <br> PLC<br>| 1423 | $11633 |
|  | Harworth Group PLC | 24301 | 56928 |
|  | Hays PLC | 269849 | 257787 |
|  | Headlam Group PLC | 13204 | 13851 |
|  | Helical PLC | 8856 | 25512 |
| \* | Helios Towers PLC | 123562 | 177764 |
|  | Henry Boot PLC | 13323 | 38716 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 12483 | 330794 |
|  | Hill & Smith PLC | 13237 | 318221 |
|  | Hilton Food Group <br> PLC<br>| 9754 | 116030 |
|  | Hiscox Ltd. | 40810 | 600632 |
| \* | Hochschild Mining <br> PLC<br>| 68954 | 259660 |
|  | Hollywood Bowl <br> Group PLC<br>| 23602 | 92172 |
| \*Ω | Hostelworld Group <br> PLC<br>| 3800 | 5442 |
|  | Howden Joinery <br> Group PLC<br>| 24559 | 252552 |
|  | Hunting PLC | 21793 | 75194 |
| Ω | Ibstock PLC | 46814 | 112447 |
|  | IDOX PLC | 36392 | 26637 |
|  | IG Group Holdings <br> PLC<br>| 40370 | 575393 |
|  | IMI PLC | 13389 | 317759 |
|  | Impax Asset <br> Management Group <br> PLC<br>| 5042 | 10281 |
|  | Inchcape PLC | 47249 | 423379 |
| \* | Indivior PLC | 2073 | 23524 |
|  | IntegraFin Holdings <br> PLC<br>| 41048 | 167639 |
|  | International <br> Distribution <br> Services PLC<br>| 82471 | 403033 |
|  | International Personal <br> Finance PLC<br>| 52018 | 96947 |
|  | International <br> Workplace Group <br> PLC<br>| 116707 | 288965 |
|  | iomart Group PLC | 16597 | 5572 |
| \* | IP Group PLC | 112572 | 63801 |
| #\* | IQE PLC | 82255 | 9966 |
|  | ITV PLC | 412974 | 445100 |
|  | J D Wetherspoon <br> PLC<br>| 13350 | 116741 |
| \* | James Fisher & Sons <br> PLC<br>| 6723 | 27163 |
|  | James Halstead PLC | 42326 | 86720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | JD Sports Fashion <br> PLC<br>| 161741 | $170282 |
|  | JET2 PLC | 18252 | 386239 |
| \* | John Wood Group <br> PLC<br>| 73731 | 18144 |
|  | Johnson Matthey <br> PLC<br>| 16592 | 285672 |
|  | Johnson Service <br> Group PLC<br>| 68407 | 128103 |
|  | Jupiter Fund <br> Management PLC<br>| 65869 | 63670 |
|  | Just Group PLC | 152125 | 286934 |
|  | Kainos Group PLC | 8664 | 84340 |
|  | Keller Group PLC | 11585 | 220604 |
|  | Kier Group PLC | 96324 | 187275 |
|  | Kingfisher PLC | 75885 | 291664 |
|  | Kitwave Group PLC | 3322 | 13213 |
|  | Knights Group <br> Holdings PLC<br>| 5278 | 9508 |
|  | Lancashire Holdings <br> Ltd.<br>| 35221 | 265112 |
|  | Lion Finance Group <br> PLC<br>| 6114 | 490422 |
|  | Liontrust Asset <br> Management PLC<br>| 9051 | 39849 |
|  | London Investment <br> Group PLC<br>| 2089 | 9961 |
|  | LSL Property Services <br> PLC<br>| 9596 | 35777 |
| Ω | Luceco PLC | 8203 | 15168 |
|  | M&C Saatchi PLC | 3423 | 7214 |
|  | M&G PLC | 14337 | 39784 |
|  | Macfarlane Group <br> PLC<br>| 19165 | 26516 |
|  | Man Group PLC | 163904 | 357747 |
|  | Marshalls PLC | 22922 | 85969 |
| \* | Marston's PLC | 104647 | 50358 |
| \* | McBride PLC | 30429 | 58494 |
|  | Me Group <br> International PLC<br>| 40883 | 110457 |
|  | Mears Group PLC | 23027 | 119199 |
| \* | Metro Bank Holdings <br> PLC<br>| 24939 | 33477 |
|  | Midwich Group PLC | 8466 | 22320 |
| \* | Mitchells & Butlers <br> PLC<br>| 57716 | 191539 |
|  | Mitie Group PLC | 182589 | 352098 |
|  | MJ Gleeson PLC | 7302 | 49404 |
| \* | Mobico Group PLC | 102728 | 42657 |
|  | MONY Group PLC | 72167 | 195318 |
|  | Moonpig Group PLC | 43083 | 131857 |
|  | Morgan Advanced <br> Materials PLC<br>| 39964 | 104929 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Morgan Sindall Group <br> PLC<br>| 6870 | $324740 |
| # | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 4749 | 51529 |
|  | Mountview Estates <br> PLC<br>| 77 | 9675 |
|  | MP Evans Group <br> PLC<br>| 5183 | 69956 |
|  | NCC Group PLC | 43338 | 84795 |
|  | Next 15 Group PLC | 9568 | 33185 |
| \* | Nexxen International <br> Ltd.<br>| 5492 | 57251 |
|  | Nichols PLC | 832 | 13597 |
|  | Ninety One PLC | 59362 | 117500 |
|  | Norcros PLC | 7961 | 25799 |
| \* | Ocado Group PLC | 20682 | 78138 |
| Ω | On the Beach Group <br> PLC<br>| 18670 | 65980 |
|  | OSB Group PLC | 57929 | 368211 |
|  | Oxford Instruments <br> PLC<br>| 4707 | 103560 |
| \* | Oxford Nanopore <br> Technologies PLC<br>| 27572 | 43837 |
|  | Pagegroup PLC | 38658 | 139426 |
|  | Pan African <br> Resources PLC<br>| 428330 | 254084 |
|  | Paragon Banking <br> Group PLC<br>| 33407 | 377401 |
|  | PayPoint PLC | 10366 | 93589 |
|  | Pennon Group PLC | 56781 | 380114 |
|  | Persimmon PLC | 34159 | 591155 |
| \* | Petra Diamonds Ltd. | 11907 | 4345 |
|  | Pets at Home Group <br> PLC<br>| 62931 | 199309 |
|  | Pharos Energy PLC | 20801 | 5283 |
| \* | Phoenix Spree <br> Deutschland Ltd.<br>| 8962 | 20615 |
| \* | Pinewood <br> Technologies Group <br> PLC<br>| 8938 | 43147 |
| \* | Playtech PLC | 42562 | 431934 |
|  | Polar Capital Holdings <br> PLC<br>| 10376 | 54430 |
|  | Pollen Street Group <br> Ltd.<br>| 1118 | 10915 |
|  | Porvair PLC | 3538 | 34999 |
|  | PPHE Hotel Group <br> Ltd.<br>| 2621 | 43640 |
|  | Premier Foods PLC | 100223 | 265713 |
| \* | PureTech Health PLC <br> (PRTC LN)<br>| 28808 | 47046 |
|  | PZ Cussons PLC | 17809 | 18533 |
|  | QinetiQ Group PLC | 70252 | 369777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| Ω | Quilter PLC | 153973 | $277049 |
|  | Rank Group PLC | 24101 | 27491 |
|  | Rathbones Group <br> PLC<br>| 5396 | 113604 |
| \*†† | Raven Property Group <br> Ltd.<br>| 45894 | 0 |
|  | Reach PLC | 49305 | 49980 |
|  | Record PLC | 11865 | 8409 |
|  | Renew Holdings PLC | 9219 | 93316 |
|  | Renewi PLC | 9334 | 107137 |
|  | Renold PLC | 21061 | 13380 |
|  | Ricardo PLC | 9245 | 30346 |
|  | Robert Walters PLC | 6706 | 20296 |
|  | Rotork PLC | 131010 | 533442 |
|  | RS Group PLC | 37664 | 259693 |
|  | RWS Holdings PLC | 19833 | 17722 |
|  | S&U PLC | 1186 | 22673 |
| #\* | S4 Capital PLC | 27204 | 9861 |
| Ω | Sabre Insurance <br> Group PLC<br>| 36053 | 60783 |
| \* | Saga PLC | 10855 | 18962 |
| \* | Savannah Energy <br> PLC<br>| 107834 | 10419 |
|  | Savills PLC | 18326 | 227260 |
|  | Senior PLC | 59262 | 109443 |
|  | Serco Group PLC | 147642 | 338833 |
|  | Serica Energy PLC | 30512 | 51794 |
|  | Severfield PLC | 28520 | 9139 |
| \* | SIG PLC | 100181 | 20786 |
| \* | Sigmaroc PLC | 62392 | 75567 |
|  | Smiths News PLC | 41443 | 29423 |
|  | Softcat PLC | 16254 | 363026 |
| \* | SolGold PLC | 101626 | 9196 |
|  | Spectris PLC | 6690 | 179093 |
|  | Speedy Hire PLC | 89137 | 23339 |
| Ω | Spire Healthcare <br> Group PLC<br>| 38601 | 99808 |
| \* | Spirent <br> Communications <br> PLC<br>| 77961 | 192217 |
|  | SSP Group PLC | 87707 | 173710 |
|  | St. James's Place <br> PLC<br>| 3904 | 49211 |
|  | SThree PLC | 17971 | 58425 |
| \* | Strix Group PLC | 17224 | 10679 |
| \*†† | Studio Retail Group <br> PLC<br>| 5420 | 0 |
|  | STV Group PLC | 2980 | 6470 |
| \* | Synthomer PLC | 14770 | 16244 |
|  | Tate & Lyle PLC | 52039 | 387850 |
|  | Taylor Wimpey PLC | 193352 | 303815 |
|  | TBC Bank Group <br> PLC<br>| 6722 | 425130 |
|  | Team Internet Group <br> PLC<br>| 15173 | 11516 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Telecom Plus PLC | 8571 | $216705 |
| \* | THG PLC | 35674 | 11776 |
|  | Topps Tiles PLC | 21096 | 8837 |
|  | TORM PLC, Class A | 4356 | 72598 |
|  | TP ICAP Group PLC | 133276 | 457662 |
| \*Ω | Trainline PLC | 18585 | 72798 |
|  | Travis Perkins PLC | 33001 | 246335 |
|  | Treatt PLC | 1767 | 6022 |
|  | Tribal Group PLC | 5915 | 3286 |
|  | Trifast PLC | 13605 | 12134 |
|  | TT Electronics PLC | 37226 | 36264 |
| #\* | Tullow Oil PLC | 238014 | 40632 |
|  | Ultimate Products <br> PLC<br>| 4833 | 4129 |
| \* | Vanquis Banking <br> Group PLC<br>| 19558 | 16743 |
|  | Vertu Motors PLC | 37928 | 31222 |
|  | Vesuvius PLC | 33003 | 150744 |
|  | Victrex PLC | 10081 | 111899 |
| \* | Videndum PLC | 9739 | 10422 |
| \* | Vistry Group PLC | 57522 | 484965 |
|  | Volex PLC | 16946 | 57658 |
|  | Volution Group PLC | 27412 | 207586 |
|  | Vp PLC | 3850 | 30303 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 21501 | 102298 |
| \* | Watkin Jones PLC | 29876 | 12598 |
|  | WH Smith PLC | 17076 | 206639 |
|  | Whitbread PLC | 8072 | 280349 |
|  | Wickes Group PLC | 43591 | 110802 |
|  | Wilmington PLC | 6879 | 33873 |
| \* | Xaar PLC | 10372 | 14395 |
|  | XPS Pensions Group <br> PLC<br>| 28163 | 144422 |
| # | Young & Co.'s <br> Brewery PLC <br> (YNGA LN), <br> Class A<br>| 3702 | 43525 |
|  | Young & Co.'s <br> Brewery PLC <br> (YNGN LN)<br>| 2921 | 22865 |
|  | Zigup PLC | 33311 | 139092 |
|  | Zotefoams PLC | 3070 | 10115 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 38868637 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \* | ADTRAN Holdings, <br> Inc.<br>| 3025 | 23189 |
|  | Alcoa Corp., CDI | 2281 | 56852 |
| Ω | Coronado Global <br> Resources, Inc., <br> CDI<br>| 18668 | 2328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| #\* | Tilray Brands, Inc. | 23111 | $11211 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 93580 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 323683567 |
| 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%) |
|  | Draegerwerk AG & <br> Co. KGaA, 3.010%<br>| 1245 | 84835 |
|  | Einhell Germany AG, <br> 1.478%<br>| 762 | 56885 |
|  | FUCHS SE, 2.506% | 9860 | 494406 |
|  | Jungheinrich AG, <br> 2.370%<br>| 6075 | 220782 |
|  | Sixt SE, 6.712% | 2482 | 165303 |
|  | STO SE & Co. KGaA, <br> 3.994%<br>| 368 | 52628 |
|  | Villeroy & Boch AG, <br> 6.140%<br>| 1074 | 21051 |
| TOTAL GERMANY | TOTAL GERMANY |  | 1095890 |
| 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%) |
| \* | Calidus Resources <br> Ltd. Warrants <br> 11/15/2026<br>| 4548 | 0 |
| \* | Galan Lithium Ltd. <br> Warrants <br> 07/24/2025<br>| 1997 | 0 |
| \* | Silver Mines Ltd. <br> Rights 06/17/26<br>| 4488 | 0 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| \* | APAC Resources Ltd. <br> Warrants <br> 12/15/2027<br>| 2620 | 45 |
| \* | CSI Properties Ltd. <br> Warrants <br> 04/07/2027<br>| 42977 | 72 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 117 |
| ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
| #\* | Webuild SpA Warrants <br> 08/02/2030<br>| 1925 | 0 |
| PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) | PORTUGAL — (0.0%) |
| #\* | EDP Renovaveis SA <br> Rights 05/07/2025<br>| 6766 | 690 |

---

------

**Dimensional VA International Small Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
| \* | Obrascon Huarte Lain <br> SA Rights <br> 05/15/2025<br>| 33213 | $177 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 984 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $293,387,587) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $293,387,587) |  | 324780441 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (6.4%) | SECURITIES LENDING COLLATERAL — (6.4%) | SECURITIES LENDING COLLATERAL — (6.4%) | SECURITIES LENDING COLLATERAL — (6.4%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 1918489 | $22187327 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $315,577,244) | (Cost $315,577,244) |  | $346967768 |

---

As of April 30, 2025, the value of Rule 144A securities amounted to $13,153,531 or 4.0% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $32453 | &nbsp;&nbsp; $19845500 | &nbsp;&nbsp; $25171 | &nbsp;&nbsp; $19903124 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 5329232 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5329232 |
| Belgium | &nbsp;&nbsp; 36971 | &nbsp;&nbsp; 5374592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5411563 |
| Canada | &nbsp;&nbsp; 33773070 | &nbsp;&nbsp; 157009 | &nbsp;&nbsp; 236 | &nbsp;&nbsp; 33930315 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 8696885 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8696885 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8851104 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8851104 |
| France | &nbsp;&nbsp; 10071 | &nbsp;&nbsp; 17338651 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17348722 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 19982145 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19982145 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 5279939 | &nbsp;&nbsp; 3828 | &nbsp;&nbsp; 5283767 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 1529897 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1529897 |
| Israel | &nbsp;&nbsp; 35133 | &nbsp;&nbsp; 4099483 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4134616 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 15131728 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15131728 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 74685074 | &nbsp;&nbsp; — | &nbsp;&nbsp; 74685074 |
| Liechtenstein | &nbsp;&nbsp; — | &nbsp;&nbsp; 202877 | &nbsp;&nbsp; — | &nbsp;&nbsp; 202877 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 1954580 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1954580 |
| Monaco | &nbsp;&nbsp; — | &nbsp;&nbsp; 33566 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33566 |
| Netherlands | &nbsp;&nbsp; 204687 | &nbsp;&nbsp; 8373329 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8578016 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1034764 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1034764 |
| Norway | &nbsp;&nbsp; 74450 | &nbsp;&nbsp; 2735278 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2809728 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 2013176 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2013176 |
| Singapore | &nbsp;&nbsp; 11155 | &nbsp;&nbsp; 2627973 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2639128 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 9176607 | &nbsp;&nbsp; 3883 | &nbsp;&nbsp; 9180490 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 10228194 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10228194 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 25828659 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25828659 |
| United Kingdom | &nbsp;&nbsp; 694912 | &nbsp;&nbsp; 38173725 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38868637 |
| United States | &nbsp;&nbsp; 11211 | &nbsp;&nbsp; 82369 | &nbsp;&nbsp; — | &nbsp;&nbsp; 93580 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 1095890 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1095890 |
| Rights/Warrants |  |  |  |  |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 117 | &nbsp;&nbsp; — | &nbsp;&nbsp; 117 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 690 | &nbsp;&nbsp; — | &nbsp;&nbsp; 690 |

---

------

**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** |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; $177 | &nbsp;&nbsp; — | &nbsp;&nbsp; $177 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 22187327 | &nbsp;&nbsp; — | &nbsp;&nbsp; 22187327 |
| Total Investments in Securities | &nbsp;&nbsp; $34884113 | &nbsp;&nbsp; $312050537 | &nbsp;&nbsp; $33,118˂˃ | &nbsp;&nbsp; $346967768 |

---

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

---

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

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Short-Term Fixed Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.5%) | AGENCY OBLIGATIONS — (0.5%) | AGENCY OBLIGATIONS — (0.5%) | AGENCY OBLIGATIONS — (0.5%) |
| Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN | Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.115%, FRN |  |  |
| (r) | 4.475%, 02/10/27 | 1700 | $1700478 |
| Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.120%, FRN | Federal Farm Credit Banks <br> Funding Corp., SOFR + <br> 0.120%, FRN |  |  |
| (r) | 4.480%, 07/10/26 | 300 | 300119 |
| Federal National Mortgage <br> Association | Federal National Mortgage <br> Association |  |  |
|  | 0.500%, 06/17/25 | 80 | 79609 |
| TOTAL AGENCY <br> OBLIGATIONS | TOTAL AGENCY <br> OBLIGATIONS |  | 2080206 |
| BONDS — (15.1%) | BONDS — (15.1%) | BONDS — (15.1%) | BONDS — (15.1%) |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 4.625%, 06/13/25 | 1560 | 1560151 |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.368%, 06/16/26 | 569 | 573728 |
| Asian Infrastructure <br> Investment Bank | Asian Infrastructure <br> Investment Bank |  |  |
|  | 0.500%, 05/28/25 | 3613 | 3602273 |
|  | 3.375%, 06/29/25 | 65 | 64882 |
| Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN | Australia & New Zealand <br> Banking Group Ltd., <br> SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.931%, 03/18/26 | 1400 | 1400868 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
|  | 3.000%, 05/17/25 | 300 | 299789 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 0.875%, 06/10/25 | 900 | 896462 |
| CDP Financial, Inc., SOFR <br> + 0.400%, FRN | CDP Financial, Inc., SOFR <br> + 0.400%, FRN |  |  |
| (r)Ω | 4.762%, 05/19/25 | 850 | 850081 |
| (r) | 4.762%, 05/19/25 | 1300 | 1300124 |
| Chevron Corp. | Chevron Corp. |  |  |
|  | 1.554%, 05/11/25 | 320 | 319684 |
| Chevron USA, Inc., SOFR <br> + 0.360%, FRN | Chevron USA, Inc., SOFR <br> + 0.360%, FRN |  |  |
| (r) | 4.724%, 02/26/27 | 2470 | 2464698 |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.400%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.400%, FRN |  |  |
| (r)Ω | 4.777%, 07/07/25 | 2118 | 2118465 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN | Commonwealth Bank of <br> Australia, SOFR + <br> 0.630%, FRN |  |  |
| (r)Ω | 4.998%, 09/12/25 | 3425 | $3428523 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 4.985%, 08/28/26 | 3650 | 3654274 |
| Cooperatieve Rabobank <br> UA, SOFR + 0.700%, <br> FRN | Cooperatieve Rabobank <br> UA, SOFR + 0.700%, <br> FRN |  |  |
| (r) | 5.077%, 07/18/25 | 1041 | 1041943 |
| Council of Europe <br> Development Bank | Council of Europe <br> Development Bank |  |  |
|  | 3.000%, 06/16/25 | 400 | 399229 |
| CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN | CPPIB Capital, Inc., SOFR <br> + 1.250%, FRN |  |  |
| (r) | 5.617%, 03/11/26 | 795 | 801710 |
| DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |
| (r)Ω | 4.977%, 09/12/25 | 5950 | 5952972 |
| Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.170%, FRN |  |  |
| (r) | 4.538%, 09/16/26 | 200 | 199760 |
| Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.280%, FRN |  |  |
| (r) | 4.657%, 04/12/27 | 1105 | 1105055 |
| International Bank for <br> Reconstruction & <br> Development | International Bank for <br> Reconstruction & <br> Development |  |  |
|  | 0.375%, 07/28/25 | 86 | 85159 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.280%, FRN |  |  |
| (r) | 4.793%, 02/23/27 | 361 | 361260 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.310%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.310%, FRN |  |  |
| (r) | 4.679%, 09/18/25 | 430 | 430056 |
| International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN | International Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.370%, FRN |  |  |
| (r) | 4.747%, 01/12/27 | 3500 | 3506862 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 5.003%, 04/29/26 | 1000 | $998525 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.367%, 12/08/26 | 500 | 502623 |
| Kommunalbanken AS, <br> SOFR + 1.000%, FRN | Kommunalbanken AS, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.368%, 06/17/26 | 200 | 201489 |
| Kommuninvest I Sverige <br> AB | Kommuninvest I Sverige <br> AB |  |  |
| Ω | 4.750%, 07/02/25 | 500 | 500105 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
|  | 2.000%, 05/02/25 | 15 | 14999 |
|  | 3.125%, 06/10/25 | 1575 | 1572639 |
| National Australia Bank <br> Ltd., SOFR + 0.760%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.760%, <br> FRN |  |  |
| (r)Ω | 5.121%, 05/13/25 | 670 | 670112 |
| National Australia Bank <br> Ltd., SOFR + 0.860%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.860%, <br> FRN |  |  |
| (r) | 5.227%, 06/09/25 | 3500 | 3501454 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 5.150%, 05/30/25 | 500 | 500214 |
| Province of Alberta | Province of Alberta |  |  |
|  | 1.000%, 05/20/25 | 1583 | 1580112 |
| Province of Quebec | Province of Quebec |  |  |
|  | 0.600%, 07/23/25 | 2812 | 2786928 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.362%, 08/03/26 | 600 | 605273 |
| Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN | Svenska Handelsbanken <br> AB, SOFR + 1.250%, <br> FRN |  |  |
| (r)Ω | 5.619%, 06/15/26 | 650 | 653955 |
| Walmart, Inc., SOFR + <br> 0.430%, FRN | Walmart, Inc., SOFR + <br> 0.430%, FRN |  |  |
| (r) | 4.812%, 04/28/27 | 800 | 801192 |
| Westpac Banking Corp., <br> SOFR + 0.420%, FRN | Westpac Banking Corp., <br> SOFR + 0.420%, FRN |  |  |
| (r) | 4.797%, 04/16/26 | 6000 | 5998029 |
| Westpac Banking Corp., <br> SOFR + 0.460%, FRN | Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.838%, 10/20/26 | 2900 | 2899910 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Westpac Banking Corp., <br> SOFR + 1.000%, FRN | Westpac Banking Corp., <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.364%, 08/26/25 | 2500 | $2506344 |
| TOTAL BONDS | TOTAL BONDS |  | 62711911 |
| U.S. TREASURY OBLIGATIONS — (23.4%) | U.S. TREASURY OBLIGATIONS — (23.4%) | U.S. TREASURY OBLIGATIONS — (23.4%) | U.S. TREASURY OBLIGATIONS — (23.4%) |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.125%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.125%, <br> FRN |  |  |
| (r) | 4.370%, 07/31/25 | 28850 | 28850513 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.150%, <br> FRN |  |  |
| (r) | 4.395%, 04/30/26 | 13500 | 13502451 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.160%, <br> FRN |  |  |
| (r) | 4.405%, 04/30/27 | 20000 | 20005424 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.170%, <br> FRN |  |  |
| (r) | 4.415%, 10/31/25 | 20100 | 20106985 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.182%, <br> FRN |  |  |
| (r) | 4.427%, 07/31/26 | 5800 | 5804328 |
| U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN | U.S. Treasury Notes, 3M <br> USTMMR + 0.245%, <br> FRN |  |  |
| (r) | 4.490%, 01/31/26 | 9000 | 9010498 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 97280199 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (54.6%) | COMMERCIAL PAPER — (54.6%) | COMMERCIAL PAPER — (54.6%) | COMMERCIAL PAPER — (54.6%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.494%, 06/13/25 | 4000 | 3978834 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.422%, 06/04/25 | 1500 | 1493705 |
| Ω | 4.424%, 06/06/25 | 4000 | 3982259 |
| Ω | 4.425%, 06/09/25 | 2750 | 2736820 |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.513%, 07/22/25 | 2500 | 2475334 |
| Ω | 4.477%, 08/06/25 | 2500 | 2471022 |
| Ω | 4.508%, 07/28/25 | 2000 | 1978881 |
| Bank of Montreal | Bank of Montreal |  |  |
|  | 4.459%, 06/05/25 | 500 | 497825 |
| Caisse d'Amortissement de <br> la Dette Sociale | Caisse d'Amortissement de <br> la Dette Sociale |  |  |
| Ω | 4.413%, 05/02/25 | 3000 | 2999279 |
| Ω | 4.429%, 06/04/25 | 2000 | 1991590 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.428%, 06/05/25 | 3250 | $3235940 |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.453%, 05/02/25 | 1275 | 1274695 |
| Ω | 4.450%, 06/04/25 | 500 | 497888 |
| Ω | 4.455%, 05/16/25 | 2500 | 2495191 |
| Ω | 4.454%, 06/05/25 | 1350 | 1344133 |
| Ω | 4.429%, 07/21/25 | 2000 | 1980126 |
| Ω | 4.449%, 07/24/25 | 250 | 247425 |
| Ω | 4.423%, 07/25/25 | 2000 | 1979163 |
| Ω | 4.435%, 07/30/25 | 1500 | 1483471 |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.466%, 08/05/25 | 2500 | 2470630 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.417%, 05/05/25 | 3500 | 3497861 |
| Ω | 4.442%, 05/13/25 | 1000 | 998438 |
| Ω | 4.438%, 06/30/25 | 2250 | 2233341 |
| Chevron Corp. | Chevron Corp. |  |  |
| Ω | 4.397%, 07/09/25 | 800 | 793285 |
| Ω | 4.444%, 08/27/25 | 2000 | 1971794 |
| Ω | 4.431%, 05/30/25 | 3500 | 3487429 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.446%, 07/28/25 | 1000 | 989392 |
| Ω | 4.448%, 07/10/25 | 3400 | 3371106 |
| Commonwealth Bank of <br> Australia | Commonwealth Bank of <br> Australia |  |  |
| Ω | 4.407%, 05/05/25 | 1500 | 1499101 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.453%, 05/02/25 | 1000 | 999760 |
| Ω | 4.449%, 05/14/25 | 500 | 499159 |
| Ω | 4.443%, 05/19/25 | 1000 | 997714 |
| Ω | 4.447%, 05/27/25 | 500 | 498374 |
| Ω | 4.450%, 06/03/25 | 2000 | 1991800 |
| Ω | 4.451%, 06/23/25 | 500 | 496726 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.466%, 07/21/25 | 4000 | 3960538 |
| Ω | 4.467%, 07/23/25 | 1500 | 1484840 |
| Ω | 4.454%, 06/23/25 | 2000 | 1987036 |
| Ω | 4.481%, 07/18/25 | 3000 | 2971489 |
| Ω | 4.481%, 07/29/25 | 1000 | 989169 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.428%, 06/30/25 | 4000 | 3970248 |
| Ω | 4.449%, 05/14/25 | 4000 | 3993224 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.424%, 05/07/25 | 1200 | 1198992 |
| Ω | 4.429%, 06/03/25 | 2000 | 1991819 |
| Ω | 4.408%, 06/24/25 | 1500 | 1490043 |
| Ω | 4.438%, 05/22/25 | 5500 | 5485440 |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.404%, 06/23/25 | 4000 | 3974248 |
|  | 4.419%, 07/17/25 | 2000 | 1981401 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Export Development <br> Canada | Export Development <br> Canada |  |  |
|  | 4.450%, 05/06/25 | 2500 | $2498217 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.385%, 05/20/25 | 2500 | 2494034 |
| Ω | 4.386%, 05/01/25 | 500 | 499941 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 4.390%, 05/02/25 | 800 | 799809 |
| Ω | 4.391%, 05/09/25 | 2000 | 1997851 |
| Ω | 4.369%, 06/25/25 | 1550 | 1539536 |
| Ω | 4.397%, 07/03/25 | 1500 | 1488444 |
| Ω | 4.386%, 07/09/25 | 850 | 842854 |
| Kreditanstalt fuer <br> Wiederaufbau | Kreditanstalt fuer <br> Wiederaufbau |  |  |
| Ω | 4.392%, 05/06/25 | 3000 | 2997850 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.447%, 05/13/25 | 1500 | 1497659 |
| Ω | 4.418%, 06/10/25 | 2000 | 1990121 |
| Ω | 4.417%, 06/12/25 | 2000 | 1989635 |
| Ω | 4.453%, 06/16/25 | 1000 | 994334 |
| Ω | 4.485%, 06/18/25 | 1000 | 994093 |
| Ω | 4.431%, 07/17/25 | 1000 | 990597 |
| Ω | 4.503%, 07/21/25 | 750 | 742586 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| Ω | 4.510%, 07/24/25 | 500 | 494776 |
| Ω | 4.424%, 05/01/25 | 3500 | 3499575 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.471%, 06/05/25 | 3250 | 3235875 |
| Ω | 4.426%, 06/16/25 | 500 | 497156 |
| Ω | 4.462%, 05/23/25 | 2500 | 2493078 |
| Ω | 4.447%, 07/25/25 | 2000 | 1978796 |
| Nederlandse <br> Waterschapsbank NV | Nederlandse <br> Waterschapsbank NV |  |  |
| Ω | 4.414%, 05/06/25 | 3000 | 2997836 |
| Ω | 4.414%, 07/31/25 | 1000 | 989027 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.426%, 05/27/25 | 2250 | 2242600 |
| Ω | 4.444%, 05/29/25 | 3950 | 3936365 |
| Ω | 4.492%, 06/11/25 | 1000 | 994986 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.404%, 05/07/25 | 1900 | 1898426 |
| Ω | 4.432%, 05/27/25 | 4300 | 4286326 |
| Ω | 4.428%, 05/28/25 | 500 | 498351 |
| Ω | 4.429%, 06/16/25 | 1500 | 1491697 |
| Ontario Teachers' Finance <br> Trust | Ontario Teachers' Finance <br> Trust |  |  |
| Ω | 4.431%, 06/04/25 | 1000 | 995776 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 4.443%, 06/10/25 | 4000 | 3980694 |
| Ω | 4.456%, 07/15/25 | 3000 | 2972800 |

---

------

**Dimensional VA Short-Term Fixed Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |
|  | 4.495%, 05/06/25 | 2000 | $1998564 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.393%, 05/27/25 | 4000 | 3987044 |
|  | 4.394%, 05/28/25 | 4000 | 3986563 |
|  | 4.417%, 05/12/25 | 2000 | 1997125 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 4.462%, 07/16/25 | 5000 | 4952755 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.423%, 05/21/25 | 1750 | 1745629 |
| Ω | 4.325%, 06/16/25 | 2500 | 2485881 |
| Ω | 4.422%, 07/17/25 | 250 | 247658 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.457%, 08/05/25 | 3000 | 2965165 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |
| Ω | 4.457%, 07/14/25 | 1500 | 1486453 |
| Ω | 4.478%, 07/15/25 | 2500 | 2477133 |
| Ω | 4.478%, 07/17/25 | 3000 | 2971868 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.447%, 06/11/25 | 3350 | 3333046 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.413%, 05/16/25 | 3400 | 3393526 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.310%, 05/08/25 | 2000 | 1998086 |
|  | 4.409%, 06/13/25 | 2750 | 2735550 |
|  | 4.409%, 06/16/25 | 2000 | 1988772 |
|  | 4.409%, 06/25/25 | 2000 | 1986622 |
|  | 4.409%, 06/26/25 | 2000 | 1986383 |
| Svenska Handelsbanken <br> AB | Svenska Handelsbanken <br> AB |  |  |
| Ω | 4.425%, 07/29/25 | 3500 | 3462093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.433%, 06/25/25 | 4000 | $3972483 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.459%, 06/24/25 | 2000 | 1986632 |
| Ω | 4.459%, 07/09/25 | 2750 | 2726597 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.447%, 06/18/25 | 1000 | 994106 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $227,154,567) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $227,154,567) |  | 227125413 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $389,191,764) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $389,191,764) |  | 389197729 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (6.3%) | TEMPORARY CASH INVESTMENTS — (6.3%) | TEMPORARY CASH INVESTMENTS — (6.3%) | TEMPORARY CASH INVESTMENTS — (6.3%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 26305955 | 26305955 |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 44235 | 511578 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $416,009,297) | (Cost $416,009,297) |  | $416015262 |

---

As of April 30, 2025, the value of Rule 144A securities amounted to $208,619,143 or 53.4% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $2080206 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2080206 |
| Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 62711911 | &nbsp;&nbsp; — | &nbsp;&nbsp; 62711911 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 97280199 | &nbsp;&nbsp; — | &nbsp;&nbsp; 97280199 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 227125413 | &nbsp;&nbsp; — | &nbsp;&nbsp; 227125413 |
| Temporary Cash Investments | &nbsp;&nbsp; $26305955 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 26305955 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 511578 | &nbsp;&nbsp; — | &nbsp;&nbsp; 511578 |
| Total Investments in Securities | &nbsp;&nbsp; $26305955 | &nbsp;&nbsp; $389709307 | &nbsp;&nbsp; — | &nbsp;&nbsp; $416015262 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Global Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (45.2%) | BONDS — (45.2%) | BONDS — (45.2%) | BONDS — (45.2%) | BONDS — (45.2%) |
| AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) | AUSTRALIA — (7.4%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
|  | 4.050%, 05/12/25 | AUD | 700 | $448342 |
| (r) | SOFR + 0.750%, <br> FRN, 5.128%, <br> 07/03/25<br>|  | 200 | 200167 |
| (r)Ω | SOFR + 0.560%, <br> FRN, 4.931%, <br> 03/18/26<br>|  | 4646 | 4648879 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.863%, <br> 09/11/26<br>| AUD | 600 | 385502 |
| (r) | 3M Swap + 0.800%, <br> FRN, 5.021%, <br> 02/05/27<br>| AUD | 1100 | 706634 |
| (r) | 3M Swap + 0.970%, <br> FRN, 5.174%, <br> 05/12/27<br>| AUD | 500 | 322136 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.428%, <br> 11/04/27<br>| AUD | 1650 | 1068967 |
| (r) | 3M Swap + 1.060%, <br> FRN, 5.185%, <br> 03/31/28<br>| AUD | 500 | 322828 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.777%, <br> 07/07/25<br>|  | 1630 | 1630358 |
|  | 4.200%, 08/18/25 | AUD | 1500 | 960560 |
| (r)Ω | SOFR + 0.750%, <br> FRN, 5.119%, <br> 03/13/26<br>|  | 300 | 300801 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.924%, <br> 08/17/26<br>| AUD | 500 | 321156 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.748%, <br> 01/14/27<br>| AUD | 1600 | 1026438 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.198%, <br> 01/13/28<br>| AUD | 1500 | 970760 |
| National Australia Bank Ltd.  | National Australia Bank Ltd.  | National Australia Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.760%, <br> FRN, 5.121%, <br> 05/13/25<br>|  | 1460 | 1460244 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | 3.900%, 05/30/25 | AUD | 1000 | $640262 |
| (r) | 3M Swap + 0.780%, <br> FRN, 4.984%, <br> 05/12/26<br>| AUD | 1000 | 642427 |
| (r) | 3M Swap + 0.850%, <br> FRN, 5.024%, <br> 11/16/26<br>| AUD | 500 | 321572 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.845%, <br> 02/25/27<br>| AUD | 500 | 320743 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.903%, <br> 05/10/27<br>| AUD | 3000 | 1922419 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.652%, <br> 10/18/27<br>| AUD | 1000 | 640332 |
| (r) | 3M Swap + 1.200%, <br> FRN, 5.325%, <br> 11/25/27<br>| AUD | 1000 | 647897 |
| (r) | 3M Swap + 1.000%, <br> FRN, 5.204%, <br> 05/12/28<br>| AUD | 1580 | 1017545 |
| (r) | 3M Swap + 0.900%, <br> FRN, 5.017%, <br> 03/22/29<br>| AUD | 1500 | 962430 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.953%, <br> 08/10/26<br>| AUD | 1500 | 963467 |
| (r) | 3M Swap + 0.700%, <br> FRN, 4.596%, <br> 01/25/27<br>| AUD | 500 | 320605 |
| (r) | 3M Swap + 1.230%, <br> FRN, 5.424%, <br> 11/11/27<br>| AUD | 1500 | 972115 |
| (r) | 3M Swap + 0.980%, <br> FRN, 5.154%, <br> 02/16/28<br>| AUD | 500 | 322136 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 24467722 |
| CANADA — (8.1%) | CANADA — (8.1%) | CANADA — (8.1%) | CANADA — (8.1%) | CANADA — (8.1%) |
| Canada Government Bonds  | Canada Government Bonds  | Canada Government Bonds  |  |  |
|  | 3.750%, 05/01/25 | CAD | 900 | 652928 |
|  | 3.500%, 08/01/25 | CAD | 1600 | 1163081 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Canada Housing Trust No. <br> 1  | Canada Housing Trust No. <br> 1  |  |  |
| Ω | 0.950%, 06/15/25<br> CAD | 4600 | $3329378 |
| Canadian Imperial Bank of <br> Commerce  | Canadian Imperial Bank of <br> Commerce  |  |  |
|  | 3.300%, 05/26/25<br> CAD | 1600 | 1160934 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| (r)Ω | SOFR + 0.400%, <br> FRN, 4.762%, <br> 05/19/25<br>| 2500 | 2500238 |
| CPPIB Capital, Inc.  | CPPIB Capital, Inc.  |  |  |
|  | 3.950%, 09/08/25<br> CAD | 500 | 364315 |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.617%, <br> 03/11/26<br>| 850 | 857174 |
| Province of Alberta  | Province of Alberta  |  |  |
|  | 1.000%, 05/20/25 | 1590 | 1587099 |
|  | 2.350%, 06/01/25<br> CAD | 2100 | 1522629 |
| Province of British <br> Columbia  | Province of British <br> Columbia  |  |  |
|  | 2.850%, 06/18/25<br> CAD | 3300 | 2394164 |
| Province of Manitoba  | Province of Manitoba  |  |  |
|  | 2.450%, 06/02/25<br> CAD | 6300 | 4568848 |
|  | 4.400%, 09/05/25<br> CAD | 700 | 510727 |
| Province of Ontario  | Province of Ontario  |  |  |
|  | 2.600%, 06/02/25<br> CAD | 2900 | 2103331 |
| Province of Quebec  | Province of Quebec  |  |  |
|  | 2.600%, 07/06/25<br> CAD | 3300 | 2393709 |
|  | 2.750%, 09/01/25<br> CAD | 1900 | 1378127 |
| Province of Saskatchewan  | Province of Saskatchewan  |  |  |
|  | 0.800%, 09/02/25<br> CAD | 300 | 216269 |
| TOTAL CANADA | TOTAL CANADA |  | 26702951 |
| FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |
| Finnvera OYJ  | Finnvera OYJ  |  |  |
|  | 2.375%, 06/04/25 | 200 | 199614 |
| Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN | Kuntarahoitus OYJ, SOFR <br> + 1.000%, FRN |  |  |
| (r) | 5.377%, 07/15/26 | 1900 | 1913908 |
| Nordea Bank Abp, SOFR + <br> 0.740%, FRN | Nordea Bank Abp, SOFR + <br> 0.740%, FRN |  |  |
| (r)Ω | 5.112%, 03/19/27 | 1025 | 1026678 |
| TOTAL FINLAND | TOTAL FINLAND |  | 3140200 |
| FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) | FRANCE — (1.4%) |
| Caisse d'Amortissement de <br> la Dette Sociale  | Caisse d'Amortissement de <br> la Dette Sociale  |  |  |
|  | 3.000%, 05/17/25 | 1400 | 1399018 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN | Caisse des Depots et <br> Consignations, SOFR + <br> 0.340%, FRN |  |  |  |
| (r) | 4.703%, 05/03/26 |  | 3200 | $3197440 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | 4596458 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| Kreditanstalt fuer <br> Wiederaufbau  | Kreditanstalt fuer <br> Wiederaufbau  |  |  |  |
|  | 0.375%, 07/18/25 |  | 200 | 198280 |
| Landwirtschaftliche <br> Rentenbank  | Landwirtschaftliche <br> Rentenbank  |  |  |  |
|  | 0.500%, 05/27/25 |  | 700 | 698001 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | 896281 |
| NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) | NETHERLANDS — (3.1%) |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.700%, <br> FRN, 5.077%, <br> 07/18/25<br>|  | 1109 | 1110005 |
| (r) | 3M Swap + 0.880%, <br> FRN, 5.009%, <br> 05/22/26<br>| AUD | 500 | 321089 |
| (r) | SOFR + 0.620%, <br> FRN, 4.985%, <br> 08/28/26<br>|  | 500 | 500585 |
| (r) | 3M Swap + 0.730%, <br> FRN, 4.626%, <br> 01/27/27<br>| AUD | 5500 | 3517001 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.987%, <br> 02/26/27<br>| AUD | 1200 | 769706 |
| (r) | 3M Swap + 1.180%, <br> FRN, 5.132%, <br> 01/19/28<br>| AUD | 4000 | 2590615 |
| (r) | 3M Swap + 0.750%, <br> FRN, 4.867%, <br> 05/26/28<br>| AUD | 500 | 319462 |
| (r) | 3M Swap + 1.150%, <br> FRN, 5.292%, <br> 11/21/28<br>| AUD | 1250 | 804523 |
| (r) | 3M Swap + 1.030%, <br> FRN, 5.147%, <br> 02/26/29<br>| AUD | 500 | 321018 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 10254004 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| Housing New Zealand Ltd.  | Housing New Zealand Ltd.  | Housing New Zealand Ltd.  |  |  |
|  | 3.360%, 06/12/25 | NZD | 2800 | 1662407 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (2.5%) | NORWAY — (2.5%) | NORWAY — (2.5%) | NORWAY — (2.5%) | NORWAY — (2.5%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
|  | 4.250%, 07/16/25 | AUD | 500 | $320324 |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.368%, <br> 06/17/26<br>|  | 2000 | 2014891 |
| (r)Ω | SOFR + 0.410%, <br> FRN, 4.787%, <br> 04/09/29<br>|  | 6000 | 5999024 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | 8334239 |
| SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) | SINGAPORE — (2.3%) |
| DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN | DBS Bank Ltd., 3M Swap <br> + 0.770%, FRN |  |  |  |
| (r) | 4.887%, 02/26/27 | AUD | 500 | 320621 |
| DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.610%, FRN |  |  |  |
| (r)Ω | 4.977%, 09/12/25 |  | 2000 | 2000999 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.590%, <br> FRN, 4.486%, <br> 10/27/25<br>| AUD | 1600 | 1025536 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.723%, <br> 04/16/27<br>| AUD | 500 | 320458 |
| (r)Ω | SOFR + 0.580%, <br> FRN, 4.957%, <br> 04/02/28<br>|  | 4000 | 3994400 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 7662014 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (14.2%) |
| Asian Development Bank  | Asian Development Bank  | Asian Development Bank  |  |  |
|  | 2.875%, 05/06/25 |  | 400 | 399903 |
|  | 4.625%, 06/13/25 |  | 1892 | 1892183 |
|  | 3.800%, 09/12/25 | CAD | 160 | 116519 |
| (r) | SOFR + 1.000%, <br> FRN, 5.364%, <br> 08/27/26<br>|  | 1842 | 1859849 |
| (r) | SOFR + 0.300%, <br> FRN, 4.669%, <br> 06/20/28<br>|  | 4386 | 4380874 |
| Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  | Asian Infrastructure Investment <br> Bank  |  |  |
|  | 0.500%, 05/28/25 |  | 1478 | 1473612 |
|  | 3.375%, 06/29/25 |  | 1035 | 1033113 |
| (r) | SOFR + 0.620%, <br> FRN, 4.981%, <br> 08/16/27<br>|  | 3058 | 3078861 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  | European Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.190%, <br> FRN, 4.566%, <br> 04/14/26<br>|  | 204 | $203876 |
| (r) | SOFR + 0.330%, <br> FRN, 4.693%, <br> 02/20/28<br>|  | 4240 | 4243392 |
| European Investment Bank  | European Investment Bank  | European Investment Bank  |  |  |
|  | 1.250%, 05/12/25 | SEK | 670 | 69303 |
| (r)Ω | SOFR + 1.000%, <br> FRN, 5.364%, <br> 05/21/28<br>|  | 7400 | 7544633 |
| Inter-American Development <br> Bank  | Inter-American Development <br> Bank  | Inter-American Development <br> Bank  |  |  |
| (r) | SOFR + 0.170%, <br> FRN, 4.538%, <br> 09/16/26<br>|  | 1000 | 998800 |
| (r) | SOFR + 0.280%, <br> FRN, 4.657%, <br> 04/12/27<br>|  | 127 | 127006 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/04/27<br>|  | 2671 | 2672170 |
| (r) | SOFR + 0.270%, <br> FRN, 4.639%, <br> 03/20/28<br>|  | 1400 | 1397732 |
| (r) | SOFR + 0.350%, <br> FRN, 4.727%, <br> 10/05/28<br>|  | 4220 | 4221941 |
| (r) | SOFR + 0.370%, <br> FRN, 4.752%, <br> 08/01/29<br>|  | 500 | 500417 |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
|  | 0.750%, 07/02/25 | CAD | 406 | 293533 |
|  | 0.375%, 07/28/25 |  | 103 | 101993 |
| (r) | SOFR + 0.180%, <br> FRN, 4.548%, <br> 06/15/26<br>|  | 1000 | 999460 |
| (r) | SOFR + 0.370%, <br> FRN, 4.747%, <br> 01/12/27<br>|  | 1450 | 1452843 |
| (r) | SOFR + 0.270%, <br> FRN, 4.638%, <br> 06/15/27<br>|  | 1000 | 1000330 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| (r) | SOFR + 0.430%, <br> FRN, 4.792%, <br> 08/19/27<br>|  | 1474 | $1478849 |
| International Finance Corp.  | International Finance Corp.  | International Finance Corp.  |  |  |
| (r) | SOFR + 0.310%, <br> FRN, 4.670%, <br> 08/28/28<br>|  | 4040 | 4040566 |
| (r) | SOFR + 0.360%, <br> FRN, 4.728%, <br> 08/28/29<br>|  | 500 | 499701 |
| Nordic Investment Bank  | Nordic Investment Bank  | Nordic Investment Bank  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.361%, <br> 05/12/26<br>|  | 650 | 655107 |
| (r) | SOFR + 0.290%, <br> FRN, 4.667%, <br> 10/04/27<br>|  | 300 | 299919 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  |  | 47036485 |
| SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) |
| Kommuninvest I Sverige <br> AB  | Kommuninvest I Sverige <br> AB  |  |  |  |
|  | 1.000%, 05/12/25 | SEK | 14000 | 1447904 |
| Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN | Svensk Exportkredit AB, <br> SOFR + 1.000%, FRN |  |  |  |
| (r) | 5.362%, 08/03/26 |  | 1330 | 1341688 |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r) | 3M Swap + 0.450%, <br> FRN, 4.566%, <br> 03/04/26<br>| AUD | 900 | 575826 |
| (r)Ω | SOFR + 0.660%, <br> FRN, 5.025%, <br> 05/28/27<br>|  | 400 | 399690 |
| Sweden Government <br> Bonds  | Sweden Government <br> Bonds  |  |  |  |
|  | 2.500%, 05/12/25 | SEK | 47000 | 4862899 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | 8628007 |
| UNITED STATES — (1.9%) | UNITED STATES — (1.9%) | UNITED STATES — (1.9%) | UNITED STATES — (1.9%) | UNITED STATES — (1.9%) |
| Bank of America NA, <br> SOFR + 1.020%, FRN | Bank of America NA, <br> SOFR + 1.020%, FRN |  |  |  |
| (r) | 5.384%, 08/18/26 |  | 250 | 251015 |
| Chevron USA, Inc., SOFR <br> + 0.470%, FRN | Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |  |
| (r) | 4.834%, 02/26/28 |  | 950 | 950577 |
| Johnson & Johnson  | Johnson & Johnson  |  |  |  |
|  | 0.550%, 09/01/25 |  | 17 | 16772 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| JPMorgan Chase & Co.  | JPMorgan Chase & Co.  |  |  |
|  | 3.900%, 07/15/25 | 100 | $99886 |
| JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 0.620%, <br> FRN |  |  |
| (r) | 5.003%, 04/29/26 | 1300 | 1298082 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |
| (r) | 4.813%, 03/15/28 | 260 | 259402 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.549%, 10/30/26 | 500 | 502975 |
| Roche Holdings, Inc., <br> SOFR + 0.740%, FRN | Roche Holdings, Inc., <br> SOFR + 0.740%, FRN |  |  |
| (r)Ω | 5.101%, 11/13/26 | 600 | 600839 |
| Shell International Finance <br> BV  | Shell International Finance <br> BV  |  |  |
|  | 3.250%, 05/11/25 | 780 | 779574 |
| State Street Corp., SOFR <br> + 0.640%, FRN | State Street Corp., SOFR <br> + 0.640%, FRN |  |  |
| (r) | 5.020%, 10/22/27 | 560 | 557928 |
| Wells Fargo Bank NA  | Wells Fargo Bank NA  |  |  |
|  | 5.550%, 08/01/25 | 1000 | 1001632 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 6318682 |
| TOTAL BONDS | TOTAL BONDS |  | 149699450 |
| U.S. TREASURY OBLIGATIONS — (8.5%) | U.S. TREASURY OBLIGATIONS — (8.5%) | U.S. TREASURY OBLIGATIONS — (8.5%) | U.S. TREASURY OBLIGATIONS — (8.5%) |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.170%, FRN, <br> 4.415%, 10/31/25 <br>| 15500 | 15505387 |
| (r) | 3M USTMMR + <br> 0.245%, FRN, <br> 4.490%, 01/31/26 <br>| 12500 | 12514580 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 28019967 |
| COMMERCIAL PAPER — (37.9%) | COMMERCIAL PAPER — (37.9%) | COMMERCIAL PAPER — (37.9%) | COMMERCIAL PAPER — (37.9%) |
| AUSTRALIA — (2.1%) | AUSTRALIA — (2.1%) | AUSTRALIA — (2.1%) | AUSTRALIA — (2.1%) |
| Australia & New Zealand <br> Banking Group Ltd. | Australia & New Zealand <br> Banking Group Ltd. |  |  |
| Ω | 4.513%, 07/22/25 | 2000 | 1980268 |
| Commonwealth Bank of <br> Australia | Commonwealth Bank of <br> Australia |  |  |
| Ω | 4.408%, 05/05/25 | 2000 | 1998802 |
| Queensland Treasury <br> Corp. | Queensland Treasury <br> Corp. |  |  |
|  | 4.457%, 08/05/25 | 3000 | 2965165 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 6944235 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) | CANADA — (6.9%) |
| Canadian Imperial Bank of <br> Commerce | Canadian Imperial Bank of <br> Commerce |  |  |
| Ω | 4.551%, 06/16/25 | 1500 | $1491480 |
| Ω | 4.466%, 08/05/25 | 2500 | 2470630 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
| Ω | 4.428%, 05/27/25 | 1000 | 996747 |
| Ω | 4.438%, 06/30/25 | 2000 | 1985192 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 4.385%, 05/20/25 | 1000 | 997613 |
| Ontario Teachers' Finance <br> Trust | Ontario Teachers' Finance <br> Trust |  |  |
| Ω | 4.431%, 06/04/25 | 3000 | 2987327 |
| Ω | 4.439%, 07/31/25 | 500 | 494482 |
| Province of British <br> Columbia | Province of British <br> Columbia |  |  |
|  | 4.495%, 05/06/25 | 2000 | 1998564 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.320%, 05/16/25 | 500 | 499042 |
| Ω | 4.426%, 06/02/25 | 1000 | 996046 |
| Ω | 4.430%, 07/07/25 | 2500 | 2479565 |
| Ω | 4.437%, 07/17/25 | 2000 | 1981263 |
| Ω | 4.428%, 07/23/25 | 2000 | 1979831 |
| Ω | 4.428%, 07/28/25 | 1500 | 1483979 |
| TOTAL CANADA | TOTAL CANADA |  | 22841761 |
| FRANCE — (4.7%) | FRANCE — (4.7%) | FRANCE — (4.7%) | FRANCE — (4.7%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.453%, 05/02/25 | 1750 | 1749581 |
| Ω | 4.450%, 06/04/25 | 1500 | 1493663 |
| Ω | 4.454%, 06/05/25 | 500 | 497827 |
| Ω | 4.459%, 06/12/25 | 500 | 497400 |
| Ω | 4.429%, 07/21/25 | 1000 | 990063 |
| Ω | 4.449%, 07/24/25 | 500 | 494851 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 4.418%, 06/10/25 | 2000 | 1990121 |
| Ω | 4.453%, 06/16/25 | 1000 | 994334 |
| Ω | 4.517%, 06/20/25 | 250 | 248463 |
| Ω | 4.417%, 07/11/25 | 4000 | 3965280 |
| Ω | 4.431%, 07/17/25 | 500 | 495298 |
| Ω | 4.503%, 07/21/25 | 2000 | 1980229 |
| TOTAL FRANCE | TOTAL FRANCE |  | 15397110 |
| GERMANY — (5.4%) | GERMANY — (5.4%) | GERMANY — (5.4%) | GERMANY — (5.4%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.424%, 05/07/25 | 1200 | 1198992 |
| Ω | 4.438%, 05/22/25 | 2000 | 1994705 |
| Ω | 4.447%, 05/29/25 | 2000 | 1993024 |
| Ω | 4.429%, 06/03/25 | 2000 | 1991819 |
| Ω | 4.408%, 06/24/25 | 2000 | 1986724 |
| Ω | 4.454%, 06/30/25 | 500 | 496315 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.404%, 05/07/25 | 800 | $799337 |
| Ω | 4.432%, 05/27/25 | 3300 | 3289506 |
| Ω | 4.428%, 05/28/25 | 2000 | 1993404 |
| Ω | 4.432%, 06/16/25 | 1000 | 994464 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 4.413%, 05/16/25 | 1000 | 998096 |
| TOTAL GERMANY | TOTAL GERMANY |  | 17736386 |
| NORWAY — (3.7%) | NORWAY — (3.7%) | NORWAY — (3.7%) | NORWAY — (3.7%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 4.445%, 05/07/25 | 1500 | 1498744 |
| Ω | 4.503%, 05/19/25 | 250 | 249433 |
| Ω | 4.432%, 05/27/25 | 1500 | 1495167 |
| Ω | 4.454%, 06/23/25 | 2000 | 1987035 |
| Ω | 4.473%, 07/14/25 | 1500 | 1486468 |
| Ω | 4.446%, 07/21/25 | 2000 | 1980269 |
| Ω | 4.481%, 07/29/25 | 750 | 741877 |
| Equinor ASA | Equinor ASA |  |  |
| Ω | 4.428%, 06/30/25 | 3000 | 2977686 |
| TOTAL NORWAY | TOTAL NORWAY |  | 12416679 |
| SINGAPORE — (2.8%) | SINGAPORE — (2.8%) | SINGAPORE — (2.8%) | SINGAPORE — (2.8%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.449%, 05/14/25 | 3000 | 2994953 |
| Ω | 4.451%, 05/23/25 | 500 | 498616 |
| Ω | 4.449%, 05/29/25 | 500 | 498252 |
| Ω | 4.447%, 05/30/25 | 500 | 498192 |
| Ω | 4.500%, 07/28/25 | 900 | 890254 |
| Ω | 4.500%, 07/29/25 | 500 | 494525 |
| Ω | 4.498%, 08/12/25 | 1500 | 1480923 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.459%, 06/24/25 | 2000 | 1986632 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 9342347 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.6%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 4.406%, 06/24/25 | 2000 | 1986876 |
| SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.310%, 05/08/25 | 2000 | 1998086 |
|  | 4.473%, 06/12/25 | 1000 | 994866 |
|  | 4.409%, 06/13/25 | 1000 | 994745 |
|  | 4.409%, 06/16/25 | 2000 | 1988772 |
|  | 4.409%, 06/25/25 | 1750 | 1738294 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 7714763 |
| UNITED STATES — (9.4%) | UNITED STATES — (9.4%) | UNITED STATES — (9.4%) | UNITED STATES — (9.4%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
| Ω | 4.477%, 05/14/25 | 2000 | 1996645 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ω | 4.494%, 06/13/25 | 2000 | $1989417 |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 4.432%, 05/27/25 | 2500 | 2491915 |
| Ω | 4.424%, 06/06/25 | 3500 | 3484477 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 4.391%, 05/09/25 | 2000 | 1997851 |
| National Securities <br> Clearing Corp. | National Securities <br> Clearing Corp. |  |  |
| Ω | 4.462%, 05/23/25 | 1000 | 997231 |
| Ω | 4.471%, 06/05/25 | 1000 | 995654 |
| Ω | 4.447%, 07/25/25 | 2000 | 1978796 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.426%, 05/27/25 | 1500 | 1495067 |
| Ω | 4.477%, 06/03/25 | 1000 | 995857 |
| Ω | 4.492%, 06/11/25 | 1000 | 994986 |
| Ω | 4.495%, 06/17/25 | 1000 | 994267 |
| Ω | 4.490%, 06/25/25 | 2000 | 1986340 |
| Ω | 4.422%, 06/30/25 | 3500 | 3474502 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.447%, 06/11/25 | 2000 | 1989878 |
| Walmart, Inc. | Walmart, Inc. |  |  |
| Ω | 4.400%, 05/19/25 | 1750 | 1746014 |
| Ω | 4.442%, 06/09/25 | 1500 | 1492789 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 31101686 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $125,497,575) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $125,497,575) |  | 125481843 |
| FOREIGN SOVEREIGN OBLIGATIONS — (8.4%) | FOREIGN SOVEREIGN OBLIGATIONS — (8.4%) | FOREIGN SOVEREIGN OBLIGATIONS — (8.4%) | FOREIGN SOVEREIGN OBLIGATIONS — (8.4%) |
| CANADA — (5.3%) | CANADA — (5.3%) | CANADA — (5.3%) | CANADA — (5.3%) |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.724%, 06/18/25<br> CAD | 100 | 72278 |
| ∞ | 2.803%, 05/22/25<br> CAD | 600 | 434532 |
| ∞ | 2.766%, 06/04/25<br> CAD | 600 | 434119 |
| ∞ | 2.682%, 07/30/25<br> CAD | 5200 | 3747161 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 2.717%, 06/18/25<br> CAD | 3500 | 2529566 |
| ∞ | 2.694%, 07/30/25<br> CAD | 1000 | 720499 |
| ∞ | 2.863%, 06/04/25<br> CAD | 3300 | 2387509 |
| ∞ | 2.797%, 05/21/25<br> CAD | 1000 | 724249 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| ∞ | 2.717%, 07/09/25 | CAD | 2300 | $1659684 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |  |
| ∞ | 3.013%, 05/09/25 | CAD | 700 | 507421 |
| ∞ | 2.842%, 05/23/25 | CAD | 1600 | 1158601 |
| ∞ | 2.838%, 05/30/25 | CAD | 1000 | 723749 |
| ∞ | 3.650%, 05/02/25 | CAD | 1500 | 1087897 |
| ∞ | 2.786%, 06/06/25 | CAD | 1000 | 723364 |
| ∞ | 2.692%, 07/11/25 | CAD | 1000 | 721464 |
| TOTAL CANADA | TOTAL CANADA |  |  | 17632093 |
| NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) |
| New Zealand Local <br> Government Funding <br> Agency Bills | New Zealand Local <br> Government Funding <br> Agency Bills |  |  |  |
| ∞ | 2.895%, 05/26/25 | NZD | 1500 | 888630 |
| ∞ | 3.028%, 06/03/25 | NZD | 500 | 295967 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 1184597 |
| SINGAPORE — (2.7%) | SINGAPORE — (2.7%) | SINGAPORE — (2.7%) | SINGAPORE — (2.7%) | SINGAPORE — (2.7%) |
| Monetary Authority of <br> Singapore Bills | Monetary Authority of <br> Singapore Bills |  |  |  |
| ∞ | 3.071%, 05/02/25 | SGD | 3500 | 2679552 |
| ∞ | 2.314%, 05/16/25 | SGD | 3400 | 2600536 |
| ∞ | 2.351%, 05/29/25 | SGD | 4800 | 3668140 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 8948228 |
| TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS | TOTAL FOREIGN <br> SOVEREIGN <br> OBLIGATIONS |  |  | 27764918 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $328,959,189) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $328,959,189) |  |  | 330966178 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 2 | 18 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $328,959,207) | (Cost $328,959,207) |  | $330966196 |

---

------

**Dimensional VA Global Bond Portfolio**

**CONTINUED**

As of April 30, 2025, Dimensional VA Global Bond Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Foreign**<br> **Exchange**<br> **Appreciation**<br> **(Depreciation)**<br>|
| CAD | 2967656 | USD | 2129089 | Citibank, N.A. | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; $24217 |
| SGD | 9480686 | USD | 7064001 | Societe Generale | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 196373 |
| NOK | 2017642 | USD | 188743 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5199 |
| NZD | 4985064 | USD | 2959052 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3755 |
| NZD | 4683222 | USD | 2781059 | Citibank, N.A. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3878 |
| CAD | 296982 | USD | 214795 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1126 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$234548** |
| USD | 2637965 | NZD | 4660346 | Citibank, N.A. | 05/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(130511)<br>|
| USD | 1454180 | CAD | 2028486 | Citibank, N.A. | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (17672)<br>|
| USD | 10745258 | CAD | 15162548 | NatWest Markets PLC | 05/07/25 | &nbsp;&nbsp;&nbsp;&nbsp; (256557)<br>|
| USD | 6088410 | SGD | 8149524 | Bank of America Corp. | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (152550)<br>|
| USD | 9629215 | SGD | 12962426 | Royal Bank of Canada | 05/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (297498)<br>|
| USD | 180914 | NOK | 2017642 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (13029)<br>|
| USD | 2372272 | NZD | 4176866 | Citibank, N.A. | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (110194)<br>|
| USD | 456751 | NZD | 808198 | State Street Bank and Trust | 05/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (23590)<br>|
| USD | 3168023 | SEK | 30633473 | Citibank, N.A. | 06/05/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7311)<br>|
| USD | 2717187 | NZD | 4850636 | Bank of America Corp. | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (167305)<br>|
| USD | 9783348 | CAD | 13834504 | State Street Bank and Trust | 06/09/25 | &nbsp;&nbsp;&nbsp;&nbsp; (271418)<br>|
| USD | 10449027 | CAD | 14448391 | Citibank, N.A. | 06/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; (55684)<br>|
| USD | 9371855 | CAD | 12959954 | UBS AG | 06/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; (56017)<br>|
| USD | 13377484 | AUD | 21599054 | State Street Bank and Trust | 07/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; (468820)<br>|
| USD | 13735354 | AUD | 21527108 | State Street Bank and Trust | 07/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (66563)<br>|
| USD | 3338241 | SEK | 32250972 | NatWest Markets PLC | 07/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; (14236)<br>|
| USD | 105387 | AUD | 164540 | Citibank, N.A. | 07/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; (117)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(2109072)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **$(1874524)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $141,185,088 or 42.3% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $24467722 | &nbsp;&nbsp; — | &nbsp;&nbsp; $24467722 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 26702951 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26702951 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 3140200 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3140200 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 4596458 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4596458 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 896281 | &nbsp;&nbsp; — | &nbsp;&nbsp; 896281 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 10254004 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10254004 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 1662407 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1662407 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 8334239 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8334239 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 7662014 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7662014 |

---

------

**Dimensional VA Global Bond 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** |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $47036485 | &nbsp;&nbsp; — | &nbsp;&nbsp; $47036485 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 8628007 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8628007 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 6318682 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6318682 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 28019967 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28019967 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 125481843 | &nbsp;&nbsp; — | &nbsp;&nbsp; 125481843 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 27764918 | &nbsp;&nbsp; — | &nbsp;&nbsp; 27764918 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 18 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $330966196 | &nbsp;&nbsp; — | &nbsp;&nbsp; $330966196 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 234548 | &nbsp;&nbsp; — | &nbsp;&nbsp; 234548 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (2109072) | &nbsp;&nbsp; — | &nbsp;&nbsp; (2109072) |
| Total Financial Instruments | &nbsp;&nbsp; — | &nbsp;&nbsp; $(1874524) | &nbsp;&nbsp; — | &nbsp;&nbsp; $(1874524) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VIT Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face** <br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.1%) | U.S. TREASURY OBLIGATIONS — (99.1%) | U.S. TREASURY OBLIGATIONS — (99.1%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 2.500%, 01/15/29 | 14042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14701595 |
| 3.875%, 04/15/29 | 15991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17603719 |
| 3.375%, 04/15/32 | 12618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14055921 |
| 2.125%, 02/15/40 | 8856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8801244 |
| 2.125%, 02/15/41 | 9178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9040213 |
| 0.750%, 02/15/42 | 7060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5513525 |
| 0.625%, 02/15/43 | 5551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4151137 |
| 1.375%, 02/15/44 | 9035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7637700 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 14680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14572774 |
| 0.875%, 01/15/29 | 18194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17978529 |
| 0.250%, 07/15/29 | 3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3179714 |
| 0.125%, 01/15/30 | 20150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19024129 |
| 0.125%, 07/15/30 | 6719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6309381 |
| 0.125%, 01/15/31 | 21955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20293447 |
| 0.125%, 07/15/31 | 16724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15346198 |
| 0.125%, 01/15/32 | 20141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18182278 |
| 0.625%, 07/15/32 | 1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1020541 |
| 1.125%, 01/15/33 | 3213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3061700 |
| 1.375%, 07/15/33 | 1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1526807 |
| 1.750%, 01/15/34 | 4671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4624913 |
| TOTAL U.S. TREASURY OBLIGATIONS <br>Cost ($213500137) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206625465 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 4.290% | 1790355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1790355 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $215,290,492) | (Cost $215,290,492) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $208415820 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; $206625465 | &nbsp;&nbsp; — | &nbsp;&nbsp; $206625465 |
| Temporary Cash Investments | &nbsp;&nbsp; $1790355 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1790355 |
| Total Investments in Securities | &nbsp;&nbsp; $1790355 | &nbsp;&nbsp; $206625465 | &nbsp;&nbsp; — | &nbsp;&nbsp; $208415820 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Global Moderate Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (47.2%) | DOMESTIC EQUITIES — (47.2%) | DOMESTIC EQUITIES — (47.2%) |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 2105203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $76103105 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 666001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27092916 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp; 166980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5291580 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 55826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2252013 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110739614 |
| INTERNATIONAL EQUITIES — (17.8%) | INTERNATIONAL EQUITIES — (17.8%) | INTERNATIONAL EQUITIES — (17.8%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1515615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26023106 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 506678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11977865 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp; 190150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2949224 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 217733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783841 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41734036 |
| FIXED INCOME (INTERNATIONAL) — (34.9%) | FIXED INCOME (INTERNATIONAL) — (34.9%) | FIXED INCOME (INTERNATIONAL) — (34.9%) |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;&nbsp; 2946679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29113189 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 3120370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29113057 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 1191057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11743818 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;&nbsp; 1150187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11743410 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81713474 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $170,194,143) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $170,194,143) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $234187124 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $178,584) | &nbsp;&nbsp;&nbsp; 178584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178584 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $170,372,727) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $170,372,727) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $234365708 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $234187124 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $234187124 |
| Temporary Cash Investments | &nbsp;&nbsp; 178584 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 178584 |
| Total Investments in Securities | &nbsp;&nbsp; $234365708 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $234365708 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional VA Equity Allocation Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (72.2%) | DOMESTIC EQUITIES — (72.2%) | DOMESTIC EQUITIES — (72.2%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1329654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $54090313 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1175928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43450531 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;&nbsp; 1219303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24288522 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;&nbsp; 421756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13365442 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 72739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2934298 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138129106 |
| INTERNATIONAL EQUITIES — (27.8%) | INTERNATIONAL EQUITIES — (27.8%) | INTERNATIONAL EQUITIES — (27.8%) |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 1383220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23749892 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 658511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15567197 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;&nbsp; 570807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7391948 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;&nbsp; 356326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5526615 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;&nbsp; 285092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026333 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53261985 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,668,288) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,668,288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $191391091 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $191391091 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $191391091 |
| Total Investments in Securities | &nbsp;&nbsp; $191391091 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $191391091 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **U.S. Targeted**<br> **Value Portfolio\***<br>| **Dimensional VA**<br> **U.S. Large**<br> **Value Portfolio\***<br>| **Dimensional VA**<br> **International**<br> **Value Portfolio\***<br>| **Dimensional VA**<br> **International**<br> **Small Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $17,798, <br> $11,937, $36,025 and $31,298 of securities on loan, <br> respectively)<br>| $620613 | $614194 | $546960 | $324780 |
| Temporary Cash Investments at Value & Cost | 1274 | 816 |  |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $18,221, $12,192, $33,269 and <br> $22,190, respectively)<br>| 18219 | 12192 | 33268 | 22187 |
| Segregated Cash for Futures Contracts |  |  | 153 |  |
| Foreign Currencies at Value |  |  | 894 | 438 |
| Cash  | 65 |  | 2827 |  |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 794 | 829 | 370 | 161 |
| Dividends and Interest | 242 | 565 | 4598 | 2570 |
| Securities Lending Income | 5 |  | 59 | 29 |
| Fund Shares Sold | 236 | 116 | 305 | 65 |
| Total Assets | 641448 | 628712 | 589434 | 350230 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 18224 | 12191 | 33271 | 22196 |
| Investment Securities Purchased | 178 | 426 | 277 |  |
| Fund Shares Redeemed | 88 | 165 | 118 | 179 |
| Due to Advisor | 134 | 96 | 109 | 89 |
| Line of Credit |  |  |  | 199 |
| Futures Margin Variation |  |  | 139 |  |
| Accrued Expenses and Other Liabilities | 18 | 17 | 26 | 31 |
| Total Liabilities | 18642 | 12895 | 33940 | 22694 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $622806 | $615817 | $555494 | $327536 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 31264165 | 19430909 | 35818054 | 25298165 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION** <br> **PRICE PER SHARE**<br>| **$19.92** | **$31.69** | **$15.51** | **$12.95** |
| Investment Securities at Cost | $595776 | $418715 | $446825 | $293388 |
| Foreign Currencies at Cost | $— | $— | $896 | $439 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $562142 | $391263 | $441528 | $294411 |
| Total Distributable Earnings (Loss) | 60664 | 224554 | 113966 | 33125 |
| **NET ASSETS** | $622806 | $615817 | $555494 | $327536 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 | 1000000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **Short-Term Fixed**<br> **Portfolio\***<br>| **Dimensional VA**<br> **Global Bond**<br> **Portfolio\***<br>| **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio**<br>|
| **ASSETS:** |  |  |  |
| Investment Securities at Value (including $506, $0 and $0 of securities <br> on loan, respectively)<br>| $389198 | $330966 | $206625 |
| Temporary Cash Investments at Value & Cost | 26306 |  | 1790 |
| Collateral from Securities on Loan Invested in Affiliate at Value <br> (including cost of $512, $0 and $0, respectively)<br>| 512 |  |  |
| Foreign Currencies at Value |  | 65 |  |
| Cash  |  | 8925 |  |
| Receivables: |  |  |  |
| Dividends and Interest | 419 | 1187 | 431 |
| Fund Shares Sold | 21 | 321 | 18 |
| Unrealized Gain on Forward Currency Contracts |  | 234 |  |
| Total Assets | 416456 | 341698 | 208864 |
| **LIABILITIES:** |  |  |  |
| Payables: |  |  |  |
| Upon Return of Securities Loaned | 512 | 4 |  |
| Investment Securities Purchased | 24937 | 5716 |  |
| Fund Shares Redeemed | 42 | 59 | 82 |
| Due to Advisor | 32 | 52 | 15 |
| Unrealized Loss on Forward Currency Contracts |  | 2109 |  |
| Accrued Expenses and Other Liabilities | 18 | 15 | 9 |
| Total Liabilities | 25541 | 7955 | 106 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |
| **NET ASSETS** | $390915 | $333743 | $208758 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 38289793 | 33789619 | 22220334 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER** <br> **SHARE**<br>| **$10.21** | **$9.88** | **$9.39** |
| Investment Securities at Cost | $389192 | $328959 | $213500 |
| Foreign Currencies at Cost | $— | $65 | $— |
| **NET ASSETS CONSIST OF:** |  |  |  |
| Paid-In Capital | $389505 | $360283 | $235693 |
| Total Distributable Earnings (Loss) | 1410 | (26540)<br>| (26935)<br>|
| **NET ASSETS** | $390915 | $333743 | $208758 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | |
|:---|:---|:---|
|  | **Dimensional VA**<br> **Global**<br> **Moderate**<br> **Allocation**<br> **Portfolio**<br>| **Dimensional VA**<br> **Equity Allocation**<br> **Portfolio**<br>|
| **ASSETS:** |  |  |
| Investments in Affiliated Investment Companies at Value | $234187 | $191391 |
| Temporary Cash Investments at Value & Cost | 179 |  |
| Cash  |  | 53 |
| Receivables: |  |  |
| Dividends and Interest | 2 |  |
| Total Assets | 234368 | 191444 |
| **LIABILITIES:** |  |  |
| Payables: |  |  |
| Investment Securities/Affiliated Investment Companies Purchased  | 48 |  |
| Fund Shares Redeemed | 69 | 179 |
| Due to Advisor | 14 | 18 |
| Accrued Expenses and Other Liabilities | 9 | 2 |
| Total Liabilities | 140 | 199 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |
| **NET ASSETS** | $234228 | $191245 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 14437602 | 12345384 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | **$16.22** | **$15.49** |
| Investments in Affiliated Investment Companies at Cost | $170194 | $148668 |
| **NET ASSETS CONSIST OF:** |  |  |
| Paid-In Capital | $171152 | $149088 |
| Total Distributable Earnings (Loss) | 63076 | 42157 |
| **NET ASSETS** | $234228 | $191245 |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 500000000 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **U.S. Targeted**<br> **Value Portfolio**<br>| **Dimensional VA**<br> **U.S. Large**<br> **Value Portfolio**<br>| **Dimensional VA**<br> **International**<br> **Value Portfolio**<br>| **Dimensional VA**<br> **International**<br> **Small Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $12, $0, <br> $1,173 and $474, respectively)<br>| $6524 | $7441 | $9691 | $4172 |
| Dividend Income from Affiliates | 380 | 118 | 591 | 347 |
| Income from Securities Lending, Net | 42 | 4 | 154 | 146 |
| Total Investment Income | 6946 | 7563 | 10436 | 4665 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 925 | 629 | 645 | 537 |
| Accounting & Transfer Agent Fees | 12 | 11 | 10 | 10 |
| Custodian Fees | 9 | 5 | 20 | 27 |
| Shareholders' Reports | 10 | 9 | 10 | 10 |
| Directors'/Trustees' Fees & Expenses | 2 | 2 | 1 | 1 |
| Professional Fees | 6 | 6 | 5 | 4 |
| Other | 8 | 21 | 11 | 8 |
| Total Expenses | 972 | 683 | 702 | 597 |
| Net Expenses | 972 | 683 | 702 | 597 |
| **Net Investment Income (Loss)** | 5974 | 6880 | 9734 | 4068 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 32749 | 24590 | 9974 | 3606 |
| Affiliated Investment Companies Shares Sold | 1 |  | (2)<br>| 1 |
| Futures | (73)<br>|  | 83 | 23 |
| Foreign Currency Transactions |  |  | (77)<br>| (18)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (106479)<br>| (57794)<br>| 36211 | 19180 |
| Affiliated Investment Companies Shares | (2)<br>|  | (1)<br>| (3)<br>|
| Futures |  |  | 14 |  |
| Translation of Foreign Currency-Denominated Amounts |  |  | 234 | 124 |
| **Net Realized and Unrealized Gain (Loss)** | (73804)<br>| (33204)<br>| 46436 | 22913 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $(67830)<br>| $(26324)<br>| $56170 | $26981 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional VA**<br> **Short-Term Fixed**<br> **Portfolio**<br>| **Dimensional VA**<br> **Global Bond**<br> **Portfolio**<br>| **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio**<br>|
| **Investment Income** |  |  |  |
| Dividend Income from Affiliates | $1 | $6 |  |
| Interest | 8858 | 7423 | $3914 |
| Income from Securities Lending, Net |  | 2 |  |
| Total Investment Income | 8859 | 7431 | 3914 |
| **Expenses** |  |  |  |
| Investment Management Fees | 194 | 318 | 92 |
| Accounting & Transfer Agent Fees | 10 | 12 | 4 |
| Custodian Fees | 3 | 3 | 1 |
| Shareholders' Reports | 9 | 8 | 9 |
| Directors'/Trustees' Fees & Expenses | 1 | 1 |  |
| Professional Fees | 3 | 3 | 2 |
| Other | 5 | 6 | 4 |
| Total Expenses | 225 | 351 | 112 |
| Net Expenses | 225 | 351 | 112 |
| **Net Investment Income (Loss)** | 8634 | 7080 | 3802 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |
| Investment Securities Sold | 5 | (1843)<br>| (883)<br>|
| Foreign Currency Transactions |  | (25)<br>|  |
| Forward Currency Contracts |  | 2632 |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |
| Investment Securities and Foreign Currency | (27)<br>| 2565 | 4076 |
| Translation of Foreign Currency-Denominated Amounts |  | 21 |  |
| Forward Currency Contracts. |  | (3020)<br>|  |
| **Net Realized and Unrealized Gain (Loss)** | (22)<br>| 330 | 3193 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $8612 | $7410 | $6995 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

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

---

| | | |
|:---|:---|:---|
|  | **Dimensional VA**<br> **Global**<br> **Moderate**<br> **Allocation**<br> **Portfolio\***<br>| **Dimensional VA**<br> **Equity Allocation**<br> **Portfolio\***<br>|
| **Investment Income** |  |  |
| Dividends | $5 | $4 |
| Dividend Income from Affiliates | 4909 | 2281 |
| Total Investment Income | 4914 | 2285 |
| **Expenses** |  |  |
| Investment Management Fees | 266 | 260 |
| Accounting & Transfer Agent Fees | 1 |  |
| Custodian Fees | 1 |  |
| Shareholders' Reports | 4 | 3 |
| Directors'/Trustees' Fees & Expenses | 1 |  |
| Professional Fees | 1 | 1 |
| Other | 4 | 4 |
| Total Expenses | 278 | 268 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 176 | 159 |
| Net Expenses | 102 | 109 |
| **Net Investment Income (Loss)** | 4812 | 2176 |
| **Realized and Unrealized Gain (Loss)** |  |  |
| Capital Gain Distributions Received from Affiliated Investment Companies | 596 | 3333 |
| Net Realized Gain (Loss) on: |  |  |
| Affiliated Investment Companies Shares Sold | (7)<br>| (384)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Affiliated Investment Companies Shares | (5710)<br>| (8465)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (5121)<br>| (5516)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $(309)<br>| $(3340)<br>|

---

------

\*

Investment Income and Realized and Unrealized Gain (Loss) were distributed from the Portfolio's Underlying Funds (Affiliated Investment Companies).

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA U.S. Targeted**<br> **Value Portfolio** | **Dimensional VA U.S. Targeted**<br> **Value Portfolio** | **Dimensional VA U.S. Large**<br> **Value Portfolio** | **Dimensional VA U.S. Large**<br> **Value Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $5974 | $9993 | &nbsp;&nbsp; $6880 | $14203 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 32749 | 47351 | &nbsp;&nbsp; 24590 | 67729 |
| Affiliated Investment Companies Shares Sold | 1 | (7)<br>| &nbsp;&nbsp; — |  |
| Futures | (73)<br>| (3)<br>| &nbsp;&nbsp; — | 34 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (106479)<br>| 95389 | &nbsp;&nbsp; (57794)<br>| 95142 |
| Affiliated Investment Companies Shares | (2)<br>|  | &nbsp;&nbsp; — |  |
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| (67830)<br>| 152723 | &nbsp;&nbsp; (26324)<br>| 177108 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (57247)<br>| (49322)<br>| &nbsp;&nbsp; (81519)<br>| (23418)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 69025 | 143404 | &nbsp;&nbsp; 51560 | 102584 |
| Shares Issued in Lieu of Cash Distributions | 56916 | 48967 | &nbsp;&nbsp; 81384 | 23379 |
| Shares Redeemed | (71892)<br>| (120349)<br>| &nbsp;&nbsp; (82323)<br>| (197379)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 54049 | 72022 | &nbsp;&nbsp; 50621 | (71416)<br>|
| Total Increase (Decrease) in Net Assets | (71028)<br>| 175423 | &nbsp;&nbsp; (57222)<br>| 82274 |
| **Net Assets** |  |  |  |  |
| Beginning of Period | 693834 | 518411 | &nbsp;&nbsp; 673039 | 590765 |
| End of Period | $622806 | $693834 | &nbsp;&nbsp; $615817 | $673039 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 3113 | 6292 | &nbsp;&nbsp; 1540 | 3036 |
| Shares Issued in Lieu of Cash Distributions | 2382 | 2331 | &nbsp;&nbsp; 2395 | 748 |
| Shares Redeemed  | (3166)<br>| (5285)<br>| &nbsp;&nbsp; (2496)<br>| (5662)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 2329 | 3338 | &nbsp;&nbsp; 1439 | (1878)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA International**<br> **Value Portfolio** | **Dimensional VA International**<br> **Value Portfolio** | **Dimensional VA International**<br> **Small Portfolio** | **Dimensional VA International**<br> **Small Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $9734 | $18095 | &nbsp;&nbsp; $4068 | $8183 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | 9974 | 11256 | &nbsp;&nbsp; 3606 | 10663 |
| Affiliated Investment Companies Shares Sold | (2)<br>|  | &nbsp;&nbsp; 1 | (2)<br>|
| Futures | 83 | 128 | &nbsp;&nbsp; 23 | (1)<br>|
| Foreign Currency Transactions | (77)<br>| 7 | &nbsp;&nbsp; (18)<br>| 13 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 36211 | 61601 | &nbsp;&nbsp; 19180 | 40891 |
| Affiliated Investment Companies Shares | (1)<br>|  | &nbsp;&nbsp; (3)<br>|  |
| Futures | 14 |  | &nbsp;&nbsp; — |  |
| Translation of Foreign Currency-Denominated Amounts | 234 | (26)<br>| &nbsp;&nbsp; 124 | (9)<br>|
| Net Increase (Decrease) in Net Assets Resulting from Operations | 56170 | 91061 | &nbsp;&nbsp; 26981 | 59738 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (30474)<br>| (25581)<br>| &nbsp;&nbsp; (18712)<br>| (8825)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 43561 | 67556 | &nbsp;&nbsp; 21755 | 32188 |
| Shares Issued in Lieu of Cash Distributions | 30413 | 25524 | &nbsp;&nbsp; 18501 | 8715 |
| Shares Redeemed | (52044)<br>| (72833)<br>| &nbsp;&nbsp; (28902)<br>| (40074)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 21930 | 20247 | &nbsp;&nbsp; 11354 | 829 |
| Total Increase (Decrease) in Net Assets | 47626 | 85727 | &nbsp;&nbsp; 19623 | 51742 |
| **Net Assets** |  |  |  |  |
| Beginning of Period | 507868 | 422141 | &nbsp;&nbsp; 307913 | 256171 |
| End of Period | $555494 | $507868 | &nbsp;&nbsp; $327536 | $307913 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 2958 | 4693 | &nbsp;&nbsp; 1800 | 2629 |
| Shares Issued in Lieu of Cash Distributions | 2169 | 1953 | &nbsp;&nbsp; 1548 | 779 |
| Shares Redeemed  | (3562)<br>| (5088)<br>| &nbsp;&nbsp; (2372)<br>| (3289)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 1565 | 1558 | &nbsp;&nbsp; 976 | 119 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Short-Term**<br> **Fixed Portfolio** | **Dimensional VA Short-Term**<br> **Fixed Portfolio** | **Dimensional VA Global**<br> **Bond Portfolio** | **Dimensional VA Global**<br> **Bond Portfolio** | **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio** | **Dimensional VIT**<br> **Inflation-Protected**<br> **Securities Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $8634 | $18764 | &nbsp;&nbsp; $7080 | $15564 | &nbsp;&nbsp; $3802 | $6220 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | 5 | 65 | &nbsp;&nbsp; (1843)<br>| 1451 | &nbsp;&nbsp; (883)<br>| (7113)<br>|
| Affiliated Investment Companies Shares Sold |  | (1)<br>| &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions |  |  | &nbsp;&nbsp; (25)<br>| 87 | &nbsp;&nbsp; — |  |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; 2632 | (3359)<br>| &nbsp;&nbsp; — |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (27)<br>| 701 | &nbsp;&nbsp; 2565 | 4037 | &nbsp;&nbsp; 4076 | 17929 |
| Translation of Foreign Currency-Denominated Amounts |  |  | &nbsp;&nbsp; 21 | 23 | &nbsp;&nbsp; — |  |
| Forward Currency Contracts |  |  | &nbsp;&nbsp; (3020)<br>| 429 | &nbsp;&nbsp; — |  |
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 8612 | 19529 | &nbsp;&nbsp; 7410 | 18232 | &nbsp;&nbsp; 6995 | 17036 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (18640)<br>| (13160)<br>| &nbsp;&nbsp; (16336)<br>| (12675)<br>| &nbsp;&nbsp; (5838)<br>| (7600)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 52180 | 88308 | &nbsp;&nbsp; 17617 | 59054 | &nbsp;&nbsp; 23545 | 59690 |
| Shares Issued in Lieu of Cash Distributions | 18615 | 13140 | &nbsp;&nbsp; 16212 | 12569 | &nbsp;&nbsp; 5838 | 7600 |
| Shares Redeemed | (57507)<br>| (73362)<br>| &nbsp;&nbsp; (27926)<br>| (65750)<br>| &nbsp;&nbsp; (28450)<br>| (69105)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 13288 | 28086 | &nbsp;&nbsp; 5903 | 5873 | &nbsp;&nbsp; 933 | (1815)<br>|
| Total Increase (Decrease) in Net Assets | 3260 | 34455 | &nbsp;&nbsp; (3023)<br>| 11430 | &nbsp;&nbsp; 2090 | 7621 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Period | 387655 | 353200 | &nbsp;&nbsp; 336766 | 325336 | &nbsp;&nbsp; 206668 | 199047 |
| End of Period | $390915 | $387655 | &nbsp;&nbsp; $333743 | $336766 | &nbsp;&nbsp; $208758 | $206668 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 5106 | 8589 | &nbsp;&nbsp; 1781 | 5949 | &nbsp;&nbsp; 2562 | 6502 |
| Shares Issued in Lieu of Cash Distributions | 1854 | 1314 | &nbsp;&nbsp; 1670 | 1298 | &nbsp;&nbsp; 644 | 845 |
| Shares Redeemed  | (5617)<br>| (7134)<br>| &nbsp;&nbsp; (2836)<br>| (6585)<br>| &nbsp;&nbsp; (3099)<br>| (7507)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 1343 | 2769 | &nbsp;&nbsp; 615 | 662 | &nbsp;&nbsp; 107 | (160)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional VA Global Moderate**<br> **Allocation Portfolio** | **Dimensional VA Global Moderate**<br> **Allocation Portfolio** | **Dimensional VA Equity Allocation**<br> **Portfolio** | **Dimensional VA Equity Allocation**<br> **Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $4812 | $5127 | &nbsp;&nbsp; $2176 | $2905 |
| Capital Gain Distributions Received from Affiliated <br> Investment Companies<br>| 596 | 354 | &nbsp;&nbsp; 3333 | 2095 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Affiliated Investment Companies Shares Sold | (7)<br>| 950 | &nbsp;&nbsp; (384)<br>| 136 |
| Futures |  |  | &nbsp;&nbsp; — | (18)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Affiliated Investment Companies Shares | (5710)<br>| 34126 | &nbsp;&nbsp; (8465)<br>| 34424 |
| Net Increase (Decrease) in Net Assets Resulting <br> from Operations<br>| (309)<br>| 40557 | &nbsp;&nbsp; (3340)<br>| 39542 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (7487)<br>| (7039)<br>| &nbsp;&nbsp; (5730)<br>| (5425)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 17863 | 32521 | &nbsp;&nbsp; 15906 | 57688 |
| Shares Issued in Lieu of Cash Distributions | 7487 | 7038 | &nbsp;&nbsp; 5730 | 5425 |
| Shares Redeemed | (12142)<br>| (23200)<br>| &nbsp;&nbsp; (9202)<br>| (23369)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| 13208 | 16359 | &nbsp;&nbsp; 12434 | 39744 |
| Total Increase (Decrease) in Net Assets | 5412 | 49877 | &nbsp;&nbsp; 3364 | 73861 |
| **Net Assets** |  |  |  |  |
| Beginning of Period | 228816 | 178939 | &nbsp;&nbsp; 187881 | 114020 |
| End of Period | $234228 | $228816 | &nbsp;&nbsp; $191245 | $187881 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 1086 | 2039 | &nbsp;&nbsp; 996 | 3857 |
| Shares Issued in Lieu of Cash Distributions | 449 | 475 | &nbsp;&nbsp; 350 | 393 |
| Shares Redeemed  | (735)<br>| (1447)<br>| &nbsp;&nbsp; (593)<br>| (1535)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| 800 | 1067 | &nbsp;&nbsp; 753 | 2715 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** | **Dimensional VA U.S. Targeted Value Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $23.98 | &nbsp;&nbsp;&nbsp; $20.25 | &nbsp;&nbsp; $22.70 | &nbsp;&nbsp; $25.08 | &nbsp;&nbsp; $14.54 | &nbsp;&nbsp; $17.42 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.20 | &nbsp;&nbsp;&nbsp;&nbsp;0.35 | 0.34 | 0.32 | 0.34 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| &nbsp;&nbsp; (2.28)<br>| &nbsp;&nbsp;&nbsp;&nbsp;5.29 | &nbsp;&nbsp; (0.71)<br>| &nbsp;&nbsp; (0.64)<br>| 10.48 | &nbsp;&nbsp; (2.41)<br>|
| Total from Investment Operations  | &nbsp;&nbsp; (2.08)<br>| &nbsp;&nbsp;&nbsp;&nbsp;5.64 | &nbsp;&nbsp; (0.37)<br>| &nbsp;&nbsp; (0.32)<br>| 10.82 | &nbsp;&nbsp; (2.17)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.26)<br>|
| Net Realized Gains  | &nbsp;&nbsp; (1.64)<br>| &nbsp;&nbsp;&nbsp; (1.56)<br>| &nbsp;&nbsp; (1.78)<br>| &nbsp;&nbsp; (1.72)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.45)<br>|
| Total Distributions  | &nbsp;&nbsp; (1.98)<br>| &nbsp;&nbsp;&nbsp; (1.91)<br>| &nbsp;&nbsp; (2.08)<br>| &nbsp;&nbsp; (2.06)<br>| &nbsp;&nbsp; (0.28)<br>| &nbsp;&nbsp; (0.71)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $19.92 | &nbsp;&nbsp;&nbsp; $23.98 | &nbsp;&nbsp; $20.25 | &nbsp;&nbsp; $22.70 | &nbsp;&nbsp; $25.08 | &nbsp;&nbsp; $14.54 |
| Total Return  | &nbsp;&nbsp; (10.05<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 29.19<br> %<br>| &nbsp;&nbsp; (1.95<br> %)<br>| &nbsp;&nbsp; (1.25<br> %)<br>| 75.17<br> %<br>| &nbsp;&nbsp; (13.18<br> %)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $622806 | &nbsp;&nbsp;&nbsp; $693834 | &nbsp;&nbsp; $518411 | &nbsp;&nbsp; $519381 | &nbsp;&nbsp; $527102 | &nbsp;&nbsp; $317817 |
| Ratio of Expenses to Average Net Assets  | 0.28<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.28<br> %<br>| 0.29<br> %<br>| 0.30<br> %<br>| 0.34<br> %<br>| 0.38<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.28<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.28<br> %<br>| 0.29<br> %<br>| 0.30<br> %<br>| 0.34<br> %<br>| 0.38<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.74<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.56<br> %<br>| 1.58<br> %<br>| 1.42<br> %<br>| 1.55<br> %<br>| 1.61<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 14<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 21<br> %<br>| &nbsp;&nbsp; 18<br> %<br>| &nbsp;&nbsp; 19<br> %<br>| &nbsp;&nbsp; 23<br> %<br>| &nbsp;&nbsp; 23<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** | **Dimensional VA U.S. Large Value Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $37.41 | &nbsp;&nbsp;&nbsp; $29.73 | &nbsp;&nbsp; $31.22 | &nbsp;&nbsp; $32.69 | &nbsp;&nbsp; $22.57 | &nbsp;&nbsp; $26.49 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.35 | &nbsp;&nbsp;&nbsp;&nbsp;0.72 | 0.70 | 0.67 | 0.53 | 0.57 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| &nbsp;&nbsp; (1.54)<br>| &nbsp;&nbsp;&nbsp;&nbsp;8.12 | &nbsp;&nbsp; (1.10)<br>| &nbsp;&nbsp; (1.59)<br>| 10.13 | &nbsp;&nbsp; (3.63)<br>|
| Total from Investment Operations  | &nbsp;&nbsp; (1.19)<br>| &nbsp;&nbsp;&nbsp;&nbsp;8.84 | &nbsp;&nbsp; (0.40)<br>| &nbsp;&nbsp; (0.92)<br>| 10.66 | &nbsp;&nbsp; (3.06)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.75)<br>| &nbsp;&nbsp;&nbsp; (0.72)<br>| &nbsp;&nbsp; (0.71)<br>| &nbsp;&nbsp; (0.55)<br>| &nbsp;&nbsp; (0.54)<br>| &nbsp;&nbsp; (0.57)<br>|
| Net Realized Gains  | &nbsp;&nbsp; (3.78)<br>| &nbsp;&nbsp;&nbsp; (0.44)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.29)<br>|
| Total Distributions  | &nbsp;&nbsp; (4.53)<br>| &nbsp;&nbsp;&nbsp; (1.16)<br>| &nbsp;&nbsp; (1.09)<br>| &nbsp;&nbsp; (0.55)<br>| &nbsp;&nbsp; (0.54)<br>| &nbsp;&nbsp; (0.86)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $31.69 | &nbsp;&nbsp;&nbsp; $37.41 | &nbsp;&nbsp; $29.73 | &nbsp;&nbsp; $31.22 | &nbsp;&nbsp; $32.69 | &nbsp;&nbsp; $22.57 |
| Total Return  | &nbsp;&nbsp; (3.98<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 30.53<br> %<br>| &nbsp;&nbsp; (1.41<br> %)<br>| &nbsp;&nbsp; (2.85<br> %)<br>| 47.86<br> %<br>| &nbsp;&nbsp; (12.12<br> %)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $615817 | &nbsp;&nbsp;&nbsp; $673039 | &nbsp;&nbsp; $590765 | &nbsp;&nbsp; $643293 | &nbsp;&nbsp; $648392 | &nbsp;&nbsp; $456107 |
| Ratio of Expenses to Average Net Assets  | 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.21<br> %<br>| 0.21<br> %<br>| 0.24<br> %<br>| 0.27<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.21<br> %<br>| 0.21<br> %<br>| 0.24<br> %<br>| 0.27<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.08<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.08<br> %<br>| 2.25<br> %<br>| 2.11<br> %<br>| 1.78<br> %<br>| 2.39<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 7<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 15<br> %<br>| &nbsp;&nbsp; 10<br> %<br>| &nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 15<br> %<br>| &nbsp;&nbsp; 12<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** | **Dimensional VA International Value Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $14.83 | &nbsp;&nbsp;&nbsp; $12.91 | &nbsp;&nbsp; $11.62 | &nbsp;&nbsp; $14.07 | &nbsp;&nbsp; $9.57 | &nbsp;&nbsp; $12.15 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.27 | &nbsp;&nbsp;&nbsp;&nbsp;0.53 | 0.56 | 0.55 | 0.43 | 0.26 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 1.29 | &nbsp;&nbsp;&nbsp;&nbsp;2.17 | 1.38 | &nbsp;&nbsp; (2.45)<br>| 4.33 | &nbsp;&nbsp; (2.41)<br>|
| Total from Investment Operations  | 1.56 | &nbsp;&nbsp;&nbsp;&nbsp;2.70 | 1.94 | &nbsp;&nbsp; (1.90)<br>| 4.76 | &nbsp;&nbsp; (2.15)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.58)<br>| &nbsp;&nbsp;&nbsp; (0.65)<br>| &nbsp;&nbsp; (0.51)<br>| &nbsp;&nbsp; (0.55)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.43)<br>|
| Net Realized Gains  | &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (0.14)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.88)<br>| &nbsp;&nbsp;&nbsp; (0.78)<br>| &nbsp;&nbsp; (0.65)<br>| &nbsp;&nbsp; (0.55)<br>| &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp; (0.43)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $15.51 | &nbsp;&nbsp;&nbsp; $14.83 | &nbsp;&nbsp; $12.91 | &nbsp;&nbsp; $11.62 | &nbsp;&nbsp; $14.07 | &nbsp;&nbsp; $9.57 |
| Total Return  | 11.18<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 21.76<br> %<br>| 16.99<br> %<br>| &nbsp;&nbsp; (13.92<br> %)<br>| 50.31<br> %<br>| &nbsp;&nbsp; (18.49<br> %)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $555494 | &nbsp;&nbsp;&nbsp; $507868 | &nbsp;&nbsp; $422141 | &nbsp;&nbsp; $358395 | &nbsp;&nbsp; $407723 | &nbsp;&nbsp; $281549 |
| Ratio of Expenses to Average Net Assets  | 0.27<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.28<br> %<br>| 0.27<br> %<br>| 0.30<br> %<br>| 0.38<br> %<br>| 0.43<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.27<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.28<br> %<br>| 0.27<br> %<br>| 0.30<br> %<br>| 0.38<br> %<br>| 0.44<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.77<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.72<br> %<br>| 4.23<br> %<br>| 4.27<br> %<br>| 3.33<br> %<br>| 2.52<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 7<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 19<br> %<br>| &nbsp;&nbsp; 16<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** | **Dimensional VA International Small Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $12.66 | &nbsp;&nbsp;&nbsp; $10.58 | &nbsp;&nbsp; $10.10 | &nbsp;&nbsp; $15.29 | &nbsp;&nbsp; $11.22 | &nbsp;&nbsp; $12.09 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.31 | 0.32 | 0.26 | 0.22 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.90 | &nbsp;&nbsp;&nbsp;&nbsp;2.11 | 0.67 | &nbsp;&nbsp; (4.09)<br>| 4.28 | &nbsp;&nbsp; (0.61)<br>|
| Total from Investment Operations  | 1.06 | &nbsp;&nbsp;&nbsp;&nbsp;2.44 | 0.98 | &nbsp;&nbsp; (3.77)<br>| 4.54 | &nbsp;&nbsp; (0.39)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.43)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.33)<br>|
| Net Realized Gains  | &nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (0.20)<br>| &nbsp;&nbsp; (1.04)<br>| &nbsp;&nbsp; (0.22)<br>| &nbsp;&nbsp; (0.15)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.77)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.50)<br>| &nbsp;&nbsp; (1.42)<br>| &nbsp;&nbsp; (0.47)<br>| &nbsp;&nbsp; (0.48)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $12.95 | &nbsp;&nbsp;&nbsp; $12.66 | &nbsp;&nbsp; $10.58 | &nbsp;&nbsp; $10.10 | &nbsp;&nbsp; $15.29 | &nbsp;&nbsp; $11.22 |
| Total Return  | 8.85<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 23.56<br> %<br>| 9.62<br> %<br>| &nbsp;&nbsp; (26.82<br> %)<br>| 41.32<br> %<br>| &nbsp;&nbsp; (3.66<br> %)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $327536 | &nbsp;&nbsp;&nbsp; $307913 | &nbsp;&nbsp; $256171 | &nbsp;&nbsp; $236633 | &nbsp;&nbsp; $311019 | &nbsp;&nbsp; $229844 |
| Ratio of Expenses to Average Net Assets  | 0.39<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.39<br> %<br>| 0.39<br> %<br>| 0.42<br> %<br>| 0.50<br> %<br>| 0.56<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.39<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.39<br> %<br>| 0.40<br> %<br>| 0.42<br> %<br>| 0.50<br> %<br>| 0.56<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.65<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.75<br> %<br>| 2.76<br> %<br>| 2.69<br> %<br>| 1.84<br> %<br>| 1.96<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 8<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 18<br> %<br>| &nbsp;&nbsp; 18<br> %<br>| &nbsp;&nbsp; 23<br> %<br>| &nbsp;&nbsp; 19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** | **Dimensional VA Short-Term Fixed Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.49 | &nbsp;&nbsp;&nbsp; $10.33 | &nbsp;&nbsp; $9.99 | &nbsp;&nbsp; $10.20 | &nbsp;&nbsp; $10.26 | &nbsp;&nbsp; $10.41 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.23 | &nbsp;&nbsp;&nbsp;&nbsp;0.53 | 0.34 | 0.10 | &nbsp;&nbsp; (—)<br>| 0.09 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;0.02 | 0.13 | &nbsp;&nbsp; (0.31)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total from Investment Operations  | 0.23 | &nbsp;&nbsp;&nbsp;&nbsp;0.55 | 0.47 | &nbsp;&nbsp; (0.21)<br>| &nbsp;&nbsp; — | 0.09 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.51)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.24)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.51)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.13)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; (0.24)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $10.21 | &nbsp;&nbsp;&nbsp; $10.49 | &nbsp;&nbsp; $10.33 | &nbsp;&nbsp; $9.99 | &nbsp;&nbsp; $10.20 | &nbsp;&nbsp; $10.26 |
| Total Return  | 2.26<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.54<br> %<br>| 4.78<br> %<br>| &nbsp;&nbsp; (2.05<br> %)<br>| 0.01<br> %<br>| 0.84<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $390915 | &nbsp;&nbsp;&nbsp; $387655 | &nbsp;&nbsp; $353200 | &nbsp;&nbsp; $328593 | &nbsp;&nbsp; $282429 | &nbsp;&nbsp; $359871 |
| Ratio of Expenses to Average Net Assets  | 0.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.12<br> %<br>| 0.13<br> %<br>| 0.18<br> %<br>| 0.21<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.12<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.12<br> %<br>| 0.13<br> %<br>| 0.18<br> %<br>| 0.21<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 4.46<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.16<br> %<br>| 3.35<br> %<br>| 0.96<br> %<br>| &nbsp;&nbsp; (0.01<br> %)<br>| 0.91<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 26<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 33<br> %<br>| &nbsp;&nbsp; 61<br> %<br>| &nbsp;&nbsp; 74<br> %<br>| &nbsp;&nbsp; 109<br> %<br>| &nbsp;&nbsp; 97<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** | **Dimensional VA Global Bond Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.15 | &nbsp;&nbsp;&nbsp; $10.01 | &nbsp;&nbsp; $9.72 | &nbsp;&nbsp; $10.52 | &nbsp;&nbsp; $10.62 | &nbsp;&nbsp; $10.73 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.46 | 0.29 | 0.13 | 0.04 | 0.04 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.07 | 0.16 | &nbsp;&nbsp; (0.85)<br>| &nbsp;&nbsp; (0.14)<br>| 0.12 |
| Total from Investment Operations  | 0.22 | &nbsp;&nbsp;&nbsp;&nbsp;0.53 | 0.45 | &nbsp;&nbsp; (0.72)<br>| &nbsp;&nbsp; (0.10)<br>| 0.16 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.49)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; (—)<br>| &nbsp;&nbsp; (0.27)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.49)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp; (0.08)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.27)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.88 | &nbsp;&nbsp;&nbsp; $10.15 | &nbsp;&nbsp; $10.01 | &nbsp;&nbsp; $9.72 | &nbsp;&nbsp; $10.52 | &nbsp;&nbsp; $10.62 |
| Total Return  | 2.27<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5.53<br> %<br>| 4.68<br> %<br>| &nbsp;&nbsp; (6.90<br> %)<br>| &nbsp;&nbsp; (0.92<br> %)<br>| 1.54<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $333743 | &nbsp;&nbsp;&nbsp; $336766 | &nbsp;&nbsp; $325336 | &nbsp;&nbsp; $338083 | &nbsp;&nbsp; $391750 | &nbsp;&nbsp; $416369 |
| Ratio of Expenses to Average Net Assets  | 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.24<br> %<br>| 0.23<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Paid <br> Indirectly) <br>| 0.21<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.24<br> %<br>| 0.24<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 4.24<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4.64<br> %<br>| 2.96<br> %<br>| 1.25<br> %<br>| 0.39<br> %<br>| 0.40<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 19<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 60<br> %<br>| &nbsp;&nbsp; 62<br> %<br>| &nbsp;&nbsp; 118<br> %<br>| &nbsp;&nbsp; 133<br> %<br>| &nbsp;&nbsp; 49<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** | **Dimensional VIT Inflation-Protected Securities Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $9.35 | &nbsp;&nbsp;&nbsp; $8.94 | &nbsp;&nbsp; $9.81 | &nbsp;&nbsp; $11.81 | &nbsp;&nbsp; $11.23 | &nbsp;&nbsp; $10.40 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.29 | 0.36 | 0.80 | 0.48 | 0.15 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.48 | &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (2.16)<br>| 0.28 | 0.85 |
| Total from Investment Operations  | 0.30 | &nbsp;&nbsp;&nbsp;&nbsp;0.77 | &nbsp;&nbsp; (0.03)<br>| &nbsp;&nbsp; (1.36)<br>| 0.76 | 1.00 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.84)<br>| &nbsp;&nbsp; (0.54)<br>| &nbsp;&nbsp; (0.12)<br>| &nbsp;&nbsp; (0.17)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp; (0.06)<br>| &nbsp;&nbsp; — |
| Total Distributions  | &nbsp;&nbsp; (0.26)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.84)<br>| &nbsp;&nbsp; (0.64)<br>| &nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp; (0.17)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.39 | &nbsp;&nbsp;&nbsp; $9.35 | &nbsp;&nbsp; $8.94 | &nbsp;&nbsp; $9.81 | &nbsp;&nbsp; $11.81 | &nbsp;&nbsp; $11.23 |
| Total Return  | 3.35<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8.79<br> %<br>| &nbsp;&nbsp; (0.49<br> %)<br>| &nbsp;&nbsp; (12.22<br> %)<br>| 6.89<br> %<br>| 9.72<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $208758 | &nbsp;&nbsp;&nbsp; $206668 | &nbsp;&nbsp; $199047 | &nbsp;&nbsp; $209274 | &nbsp;&nbsp; $220920 | &nbsp;&nbsp; $210287 |
| Ratio of Expenses to Average Net Assets  | 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>| 0.14<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor) <br>| 0.11<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>| 0.14<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 3.72<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.11<br> %<br>| 3.85<br> %<br>| 7.49<br> %<br>| 4.16<br> %<br>| 1.34<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 5<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 25<br> %<br>| &nbsp;&nbsp; 22<br> %<br>| &nbsp;&nbsp; 46<br> %<br>| &nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 48<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** | **Dimensional VA Global Moderate Allocation Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $16.78 | &nbsp;&nbsp;&nbsp; $14.23 | $13.73 | $16.30 | $13.19 | $13.15 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.34 | &nbsp;&nbsp;&nbsp;&nbsp;0.39 | 0.22 | 0.24 | 0.16 | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.35)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.72 | 0.70 | (2.06)<br>| 3.27 | 0.19 |
| Total from Investment Operations  | (0.01)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.11 | 0.92 | (1.82)<br>| 3.43 | 0.44 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.45)<br>| &nbsp;&nbsp;&nbsp; (0.40)<br>| (0.21)<br>| (0.23)<br>| (0.15)<br>| (0.30)<br>|
| Net Realized Gains  | (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.16)<br>| (0.21)<br>| (0.52)<br>| (0.17)<br>| (0.10)<br>|
| Total Distributions  | (0.55)<br>| &nbsp;&nbsp;&nbsp; (0.56)<br>| (0.42)<br>| (0.75)<br>| (0.32)<br>| (0.40)<br>|
| Net Asset Value, End of Period | $16.22 | &nbsp;&nbsp;&nbsp; $16.78 | $14.23 | $13.73 | $16.30 | $13.19 |
| Total Return  | (0.16<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 22.36<br> %<br>| 6.76<br> %<br>| (11.67<br> %)<br>| 26.33<br> %<br>| 3.35<br> %<br>|
| Net Assets, End of Period (thousands)  | $234228 | &nbsp;&nbsp;&nbsp; $228816 | $178939 | $162053 | $182112 | $146978 |
| Ratio of Expenses to Average Net Assets \*(D) | 0.28<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.28<br> %<br>| 0.28<br> %<br>| 0.28<br> %<br>| 0.29<br> %<br>| 0.30<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by <br> Advisor) \*(D)<br>| 0.43<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.44<br> %<br>| 0.44<br> %<br>| 0.45<br> %<br>| 0.46<br> %<br>| 0.50<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 4.15<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.44<br> %<br>| 1.56<br> %<br>| 1.61<br> %<br>| 1.03<br> %<br>| 1.94<br> %<br>|
| Portfolio Turnover Rate  | 3<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 8<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.20<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** | **Dimensional VA Equity Allocation Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $16.21 | &nbsp;&nbsp;&nbsp; $12.84 | $12.52 | $15.68 | $10.98 | $11.28 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.18 | &nbsp;&nbsp;&nbsp;&nbsp;0.27 | 0.24 | 0.27 | 0.22 | 0.19 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.41)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.70 | 0.67 | (2.35)<br>| 4.71 | (0.20)<br>|
| Total from Investment Operations  | (0.23)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.97 | 0.91 | (2.08)<br>| 4.93 | (0.01)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.30)<br>| &nbsp;&nbsp;&nbsp; (0.30)<br>| (0.24)<br>| (0.32)<br>| (0.20)<br>| (0.21)<br>|
| Net Realized Gains  | (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.30)<br>| (0.35)<br>| (0.76)<br>| (0.03)<br>| (0.08)<br>|
| Total Distributions  | (0.49)<br>| &nbsp;&nbsp;&nbsp; (0.60)<br>| (0.59)<br>| (1.08)<br>| (0.23)<br>| (0.29)<br>|
| Net Asset Value, End of Period | $15.49 | &nbsp;&nbsp;&nbsp; $16.21 | $12.84 | $12.52 | $15.68 | $10.98 |
| Total Return  | (1.59<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 31.69<br> %<br>| 7.35<br> %<br>| (14.25<br> %)<br>| 45.39<br> %<br>| (0.25<br> %)<br>|
| Net Assets, End of Period (thousands)  | $191245 | &nbsp;&nbsp;&nbsp; $187881 | $114020 | $98184 | $101923 | $81083 |
| Ratio of Expenses to Average Net Assets \*(D) | 0.31<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.31<br> %<br>| 0.31<br> %<br>| 0.31<br> %<br>| 0.32<br> %<br>| 0.39<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by <br> Advisor) \*(D)<br>| 0.48<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.48<br> %<br>| 0.49<br> %<br>| 0.49<br> %<br>| 0.52<br> %<br>| 0.59<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.26<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.81<br> %<br>| 1.80<br> %<br>| 1.96<br> %<br>| 1.56<br> %<br>| 1.80<br> %<br>|
| Portfolio Turnover Rate  | 3<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 11<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.20<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund" or "IDG") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered without a sales charge, to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and two operational portfolios as of April 30, 2025, nine of which (the "Portfolios") are included in this report. The remaining portfolios are presented in separate reports. The Portfolios are only available through a select group of insurance products. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

Dimensional VA Global Moderate Allocation Portfolio and Dimensional VA Equity Allocation Portfolio (each, a "Fund of Funds") invest in other portfolios within the Fund and Dimensional Investment Group Inc. ("DIG") (the "Underlying Funds"). The Funds of Funds may also invest in affiliated and unaffiliated registered and unregistered money market funds. Certain of the Underlying Funds' shareholder reports are not covered by this report. Copies of the Underlying Funds' shareholder reports are available from the EDGAR database on the SEC's website at http://www.sec.gov.

As of April 30, 2025, each Fund of Funds was the owner of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
| Dimensional VA Global Moderate Allocation <br> Portfolio<br>| U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Selectively Hedged Global Fixed Income <br> Portfolio (IDG)<br>| &nbsp;&nbsp; 3% |
|  | Dimensional VA U.S. Large Value Portfolio (IDG) | &nbsp;&nbsp; 1% |
|  | &nbsp;&nbsp; Dimensional VA International Value Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 1% |
|  | DFA Real Estate Securities Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Dimensional VA Short-Term Fixed Portfolio (IDG) | &nbsp;&nbsp; 3% |
|  | Dimensional VA Global Bond Portfolio (IDG) | &nbsp;&nbsp; 9% |
|  | &nbsp;&nbsp; DFA International Real Estate Securities Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
| Dimensional VA Equity Allocation Portfolio | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Real Estate Securities Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Dimensional VA U.S. Large Value Portfolio (IDG) | &nbsp;&nbsp; 2% |

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| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
|  | &nbsp;&nbsp; Dimensional VA U.S. Targeted Value Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 4% |
|  | U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; Dimensional VA International Value Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 1% |
|  | &nbsp;&nbsp; Dimensional VA International Small Portfolio <br> (IDG)<br>| &nbsp;&nbsp; 2% |
|  | &nbsp;&nbsp; DFA International Real Estate Securities Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |

---

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Securities held by Dimensional VA U.S. Targeted Value Portfolio and Dimensional VA U.S. Large Value Portfolio (the "Domestic Equity Portfolios") and by Dimensional VA International Value Portfolio and Dimensional VA International Small Portfolio (the "International Equity Portfolios"), including OTC securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

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

------

fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios' are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares at the close of the NYSE, the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the International Equity Portfolios use fair value pricing, the values assigned to the foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by the Dimensional VA Short-Term Fixed Portfolio, Dimensional VA Global Bond Portfolio and Dimensional VIT Inflation-Protected Securities Portfolio (the "Fixed Income Portfolios"), are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the OTC market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy. OTC derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Shares held by the Dimensional VA Global Moderate Allocation Portfolio and the Dimensional VA Equity Allocation Portfolio of the Underlying Funds, which are treated as regulated investment companies, and the shares held by the Portfolios in other investment companies, are valued at their respective daily net asset values as reported by their administrator. These securities are generally categorized as Level 1 in the hierarchy.

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

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios and Dimensional VA Global Bond Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains

------

or losses are realized upon ultimate receipt or disbursement. The Dimensional VA Global Bond Portfolio also enters into forward currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized. However, the Dimensional VA Global Bond Portfolio does isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and Dimensional VA Global Bond Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Treasury Inflation-Protected Securities (TIPS): Inflation-protected securities (also known as inflation indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments. Inflation-protected securities include Treasury Inflation-Protected Securities ("TIPS"), which are securities issued by the U.S. Treasury. The principal value of TIPS is adjusted for inflation (payable at maturity) and the semi-annual interest payments by TIPS equal a fixed percentage of the inflation-adjusted principal amount. These inflation adjustments are based upon the Consumer Price Index for Urban Consumers (CPI-U). The original principal value of TIPS is guaranteed, even during period of deflation. At maturity, TIPS are redeemed at the greater of their inflation-adjusted principal or par amount at original issue. Other types of inflation-protected securities may use other methods to adjust for inflation and other measures of inflation. Additionally, inflation-protected securities issued by entities other than the U.S. Treasury may not provide a guarantee of principal value at maturity.

4. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

5. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions

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that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

The International Equity Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The International Equity Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the six months ended April 30, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| Dimensional VA U.S. Targeted Value Portfolio | 0.27<br> %<br>|
| Dimensional VA U.S. Large Value Portfolio | 0.19<br> %<br>|
| Dimensional VA International Value Portfolio | 0.25<br> %<br>|
| Dimensional VA International Small Portfolio | 0.35<br> %<br>|
| Dimensional VA Short-Term Fixed Portfolio | 0.10<br> %<br>|
| Dimensional VA Global Bond Portfolio | 0.19<br> %<br>|
| Dimensional VIT Inflation-Protected Securities Portfolio | 0.09<br> %<br>|
| Dimensional VA Global Moderate Allocation Portfolio | 0.23<br> %<br>|
| Dimensional VA Equity Allocation Portfolio | 0.27<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Dimensional VIT Inflation-Protected Securities Portfolio, Dimensional VA Global Moderate Allocation Portfolio and Dimensional VA Equity Allocation Portfolio, as described in the notes below. The Fee Waiver Agreement for the Portfolios will remain in effect through February 28, 2026, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the six months ended April 30, 2025, waived fees/assumed expenses during the six months ended April 30, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With respect to the Dimensional VA Equity Allocation Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset the Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Total**<br> **Management**<br> **Fee Limit**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| Dimensional VIT Inflation-Protected Securities <br> Portfolio (1)<br>| 0.15<br> %<br>|  |  |  |
| Dimensional VA Global Moderate Allocation <br> Portfolio (2)<br>| 0.28<br> %<br>|  |  | $176 |
| Dimensional VA Equity Allocation Portfolio (3) | 0.37<br> %<br>| 0.27<br> %<br>|  | 159 |

---

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

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment companies) <br> ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage <br> of the Portfolio's average net assets on an annualized basis (the "Expense Limitation Amount"). <br>|
| (2) The Advisor has agreed to waive all or a portion of its management fee and to assume the expenses of the Institutional Class shares <br> of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the <br> expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment <br> in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the Institutional Class <br> shares of the Portfolio, on an annualized basis, to the rate listed above as a percentage of such class of the Portfolio's average daily net assets <br> (the "Expense Limitation Amount").<br>|
| (3) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.27% to the extent necessary <br> to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, <br> except for the fees paid through its investment of securities lending cash collateral in the Short Term Series. In addition, under the Fee Waiver <br> Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the ordinary operating expenses of a <br> class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money <br> market funds and the Short Term Series but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated <br> investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed <br> above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2025** | **10/31/2026** | **10/31/2027** | **4/30/2028** | **Total** |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; $144 | $287 | $334 | $176 | $941 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of April 30, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $2 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 2 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 2 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 2 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 4 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 4 |

---

------

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| | |
|:---|:---|
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; $1 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 1 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; — |

---

**E. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities and in-kind redemptions (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA U.S. Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $108309 | &nbsp;&nbsp; $99003 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 48362 | &nbsp;&nbsp; 71629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA International Value <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 36200 | &nbsp;&nbsp; 38750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA International Small <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 23645 | &nbsp;&nbsp; 25574 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; $21706 | &nbsp;&nbsp; $40056 | &nbsp;&nbsp; 17107 | &nbsp;&nbsp; 5093 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 11510 | &nbsp;&nbsp; 25646 | &nbsp;&nbsp; 14621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VIT Inflation-Protected <br> Securities Portfolio<br>| &nbsp;&nbsp; 11139 | &nbsp;&nbsp; 15295 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dimensional VA Global Moderate Allocation <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 19146 | &nbsp;&nbsp; 7956 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 18650 | &nbsp;&nbsp; 6218 |

---

For the six months ended April 30, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional VA U.S. Targeted** <br> **Value Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $14622 | $64069 | $60471 | $1 | $(2)<br>| $18219 | 1575 | $380 |  |
| **Total** | **$14622** | **$64069** | **$60471** | **$1** | **$(2)**<br>| **$18219** |  | **$380** | **—** |
| **Dimensional VA U.S. Large Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $2266 | $69990 | $60064 |  |  | $12192 | 1054 | $118 |  |
| **Total** | **$2266** | **$69990** | **$60064** | **—** | **—** | **$12192** |  | **$118** | **—** |

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional VA International** <br> **Value Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $11245 | $185555 | $163529 | $(2)<br>| $(1)<br>| $33268 | 2877 | $591 |  |
| **Total** | **$11245** | **$185555** | **$163529** | **$(2)**<br>| **$(1)**<br>| **$33268** |  | **$591** | **—** |
| **Dimensional VA International** <br> **Small Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $9567 | $45992 | $33370 | $1 | $(3)<br>| $22187 | 1918 | $347 |  |
| **Total** | **$9567** | **$45992** | **$33370** | **$1** | **$(3)**<br>| **$22187** |  | **$347** | **—** |
| **Dimensional VA Short-Term Fixed** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>|  | $2160 | $1648 |  |  | $512 | 44 | $1 |  |
| **Total** | **—** | **$2160** | **$1648** | **—** | **—** | **$512** |  | **$1** | **—** |
| **Dimensional VA Global Bond** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $655 | $5083 | $5738 |  |  |  |  | $6 |  |
| **Total** | **$655** | **$5083** | **$5738** | **—** | **—** | **—** |  | **$6** | **—** |
| **Dimensional VA Global Moderate** <br> **Allocation Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Core Equity 2 Portfolio | $74498 | $6688 | $1554 | $175 | $(3704)<br>| $76103 | 2105 | $432 |  |
| DFA Selectively Hedged Global <br> Fixed Income Portfolio<br>| 28839 | 3018 | 2139 | (56)<br>| (549)<br>| 29113 | 3120 | 1279 |  |
| Dimensional VA Global Bond <br> Portfolio<br>| 28839 | 3207 | 2165 | (139)<br>| (629)<br>| 29113 | 2947 | 1428 |  |
| U.S. Core Equity 1 Portfolio | 26593 | 1802 | 204 | 33 | (1131)<br>| 27093 | 666 | 152 |  |
| International Core Equity 2 Portfolio | 23829 | 811 | 448 | 16 | 1815 | 26023 | 1516 | 287 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 11852 | 462 | 7 | (1)<br>| (328)<br>| 11978 | 507 | 191 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 11534 | 886 | 666 | (8)<br>| (2)<br>| 11744 | 1191 | 268 |  |
| Dimensional VA Short-Term Fixed <br> Portfolio<br>| 11534 | 1205 | 688 | (20)<br>| (288)<br>| 11743 | 1150 | 572 |  |
| Dimensional VA U.S. Large Value <br> Portfolio<br>| 5346 | 818 |  |  | (872)<br>| 5292 | 167 | 107 | $541 |
| Dimensional VA International Value <br> Portfolio<br>| 2698 | 161 | 46 | (1)<br>| 137 | 2949 | 190 | 106 | 55 |
| DFA Real Estate Securities Portfolio | 2380 | 44 | 34 | (4)<br>| (134)<br>| 2252 | 56 | 45 |  |
| DFA International Real Estate <br> Securities Portfolio<br>| 773 | 43 | 5 | (2)<br>| (25)<br>| 784 | 218 | 42 |  |
| **Total** | **$228715** | **$19145** | **$7956** | **$(7)**<br>| **$(5710)**<br>| **$234187** |  | **$4909** | **$596** |

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---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional VA Equity Allocation** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Core Equity 1 Portfolio | $54047 | $3068 | $652 | $(59)<br>| $(2314)<br>| $54090 | 1330 | $313 |  |
| U.S. Large Company Portfolio | 43132 | 2600 | 1170 | (52)<br>| (1059)<br>| 43451 | 1176 | 295 | $15 |
| Dimensional VA U.S. Targeted <br> Value Portfolio<br>| 24386 | 5190 | 736 | 6 | (4557)<br>| 24289 | 1219 | 337 | 1642 |
| International Core Equity 2 Portfolio | 21794 | 2034 | 1708 | (82)<br>| 1712 | 23750 | 1383 | 270 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 15078 | 1626 | 688 | (66)<br>| (383)<br>| 15567 | 659 | 246 |  |
| Dimensional VA U.S. Large Value <br> Portfolio<br>| 13634 | 2500 | 540 | (84)<br>| (2145)<br>| 13365 | 422 | 276 | 1392 |
| Dimensional VA International Small <br> Portfolio<br>| 6721 | 899 | 422 | (33)<br>| 227 | 7392 | 571 | 232 | 181 |
| Dimensional VA International Value <br> Portfolio<br>| 5052 | 472 | 249 | (7)<br>| 259 | 5527 | 356 | 200 | 103 |
| DFA Real Estate Securities Portfolio | 2983 | 175 | 45 | (5)<br>| (174)<br>| 2934 | 73 | 58 |  |
| DFA International Real Estate <br> Securities Portfolio<br>| 982 | 85 | 8 | (2)<br>| (31)<br>| 1026 | 285 | 54 |  |
| **Total** | **$187809** | **$18649** | **$6218** | **$(384)**<br>| **$(8465)**<br>| **$191391** |  | **$2281** | **$3333** |

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**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2024, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, net foreign currency gains/losses, and distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2023, and October 31, 2024, were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional VA U.S. Targeted Value Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $8909 | &nbsp;&nbsp; $38440 | &nbsp;&nbsp; $47349 |
| 2024 | &nbsp;&nbsp; 12932 | &nbsp;&nbsp; 36390 | &nbsp;&nbsp; 49322 |
| Dimensional VA U.S. Large Value Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 14159 | &nbsp;&nbsp; 7662 | &nbsp;&nbsp; 21821 |
| 2024 | &nbsp;&nbsp; 14547 | &nbsp;&nbsp; 8871 | &nbsp;&nbsp; 23418 |

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional VA International Value Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $15605 | &nbsp;&nbsp; $4337 | &nbsp;&nbsp; $19942 |
| 2024 | &nbsp;&nbsp; 21981 | &nbsp;&nbsp; 3600 | &nbsp;&nbsp; 25581 |
| Dimensional VA International Small Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 6808 | &nbsp;&nbsp; 4635 | &nbsp;&nbsp; 11443 |
| 2024 | &nbsp;&nbsp; 8825 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8825 |
| Dimensional VA Short-Term Fixed Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 4223 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4223 |
| 2024 | &nbsp;&nbsp; 13160 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13160 |
| Dimensional VA Global Bond Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 5491 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5491 |
| 2024 | &nbsp;&nbsp; 12675 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12675 |
| Dimensional VIT Inflation-Protected Securities Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 18023 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18023 |
| 2024 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7600 |
| Dimensional VA Global Moderate Allocation Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 2576 | &nbsp;&nbsp; 2371 | &nbsp;&nbsp; 4947 |
| 2024 | &nbsp;&nbsp; 5158 | &nbsp;&nbsp; 1881 | &nbsp;&nbsp; 7039 |
| Dimensional VA Equity Allocation Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 1899 | &nbsp;&nbsp; 2729 | &nbsp;&nbsp; 4628 |
| 2024 | &nbsp;&nbsp; 2728 | &nbsp;&nbsp; 2697 | &nbsp;&nbsp; 5425 |

---

As of October 31, 2024, the Portfolios did not have any net investment income and short-term capital gains or long-term capital gains distributions designated for federal income tax purposes due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares.

As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional VA U.S. Targeted Value <br> Portfolio<br>| &nbsp;&nbsp; $12132 | &nbsp;&nbsp; $42603 | &nbsp;&nbsp; — | &nbsp;&nbsp; $131009 | &nbsp;&nbsp; $185744 |
| Dimensional VA U.S. Large Value <br> Portfolio<br>| &nbsp;&nbsp; 11831 | &nbsp;&nbsp; 66984 | &nbsp;&nbsp; — | &nbsp;&nbsp; 253581 | &nbsp;&nbsp; 332396 |
| Dimensional VA International Value <br> Portfolio<br>| &nbsp;&nbsp; 18591 | &nbsp;&nbsp; 9146 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60532 | &nbsp;&nbsp; 88269 |
| Dimensional VA International Small <br> Portfolio<br>| &nbsp;&nbsp; 10305 | &nbsp;&nbsp; 6736 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7812 | &nbsp;&nbsp; 24853 |
| Dimensional VA Short-Term Fixed <br> Portfolio<br>| &nbsp;&nbsp; 15601 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(4193)<br>| &nbsp;&nbsp; 33 | &nbsp;&nbsp; 11441 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 13808 | &nbsp;&nbsp; — | &nbsp;&nbsp; (31543)<br>| &nbsp;&nbsp; 147 | &nbsp;&nbsp; (17588)<br>|

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional VIT Inflation-Protected <br> Securities Portfolio<br>| &nbsp;&nbsp; $4855 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(20885)<br>| &nbsp;&nbsp; $(12061)<br>| &nbsp;&nbsp; $(28091)<br>|
| Dimensional VA Global Moderate <br> Allocation Portfolio<br>| &nbsp;&nbsp; 1896 | &nbsp;&nbsp; $1104 | &nbsp;&nbsp; — | &nbsp;&nbsp; 67873 | &nbsp;&nbsp; 70873 |
| Dimensional VA Equity Allocation <br> Portfolio<br>| &nbsp;&nbsp; 1603 | &nbsp;&nbsp; 2023 | &nbsp;&nbsp; — | &nbsp;&nbsp; 47601 | &nbsp;&nbsp; 51227 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; $4193 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 31543 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 20885 |

---

During the year ended October 31, 2024, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; $1969 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 64 |

---

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $615578 | &nbsp;&nbsp; $130722 | &nbsp;&nbsp; $(105886)<br>| &nbsp;&nbsp; $24836 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 431472 | &nbsp;&nbsp; 228794 | &nbsp;&nbsp; (33374)<br>| &nbsp;&nbsp; 195420 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 483795 | &nbsp;&nbsp; 133255 | &nbsp;&nbsp; (33489)<br>| &nbsp;&nbsp; 99766 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 320002 | &nbsp;&nbsp; 82594 | &nbsp;&nbsp; (51256)<br>| &nbsp;&nbsp; 31338 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 416009 | &nbsp;&nbsp; 74 | &nbsp;&nbsp; (68)<br>| &nbsp;&nbsp; 6 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 329399 | &nbsp;&nbsp; 2747 | &nbsp;&nbsp; (2615)<br>| &nbsp;&nbsp; 132 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 216400 | &nbsp;&nbsp; 194 | &nbsp;&nbsp; (7068)<br>| &nbsp;&nbsp; (6874)<br>|
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 172202 | &nbsp;&nbsp; 65156 | &nbsp;&nbsp; (1163)<br>| &nbsp;&nbsp; 63993 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 152256 | &nbsp;&nbsp; 42846 | &nbsp;&nbsp; (123)<br>| &nbsp;&nbsp; 42723 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained,

------

assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in any of the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of securities held by the Portfolios may be inhibited.

2. Inflation Protection Risks: Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the VIT Inflation-Protected Securities Portfolio may be irregular. Although the U.S. Treasury guarantees to pay at least the original face value of any inflation-protected securities the Treasury issues, other issuers may not offer the same guarantee. Also, inflation-protected securities, including those issued by the U.S. Treasury, are not protected against deflation. As a result, in a period of deflation, the principal and income of inflation-protected securities held by the Portfolio will decline and the Portfolio may suffer a loss during such periods. While inflation-protected securities are expected to be protected from long-term inflationary trends, short-term increases in inflation may lead to a decline in the Portfolio's value. For example, if interest rates rise due to reasons other than inflation, the Portfolio's investment in these securities may not be protected to the extent that the increase is not reflected in the securities' inflation measures. Additionally, positive adjustments to principal generally will result in taxable income to the Portfolio at the time of such adjustments (which generally would be distributed by the Portfolio as part of its taxable dividends), even though the principal amount is not paid until maturity. The current market value of inflation-protected securities is not guaranteed and will fluctuate.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. Forward Currency Contracts: The Dimensional VA Global Bond Portfolio may enter into foreign currency forward contracts to attempt to protect against uncertainty in the level of future foreign currency rates, to hedge against fluctuations in currency exchange rates, or to transfer balances from one currency to another currency. The decision to hedge the Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statement of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statement of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

4. Futures Contracts: The Portfolios listed below may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio.

------

Upon entering into a futures contract, a Portfolio deposits cash or pledges U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolio as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolio records a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Futures\*\*** |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $—<br>| &nbsp;&nbsp; $201 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 704 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 432 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 120619<br>| &nbsp;&nbsp; — |

---

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

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of April 30, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; $14<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; $14 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 234<br>| &nbsp;&nbsp; $234<br>| &nbsp;&nbsp; — |

---

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

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; $(2109)<br>| &nbsp;&nbsp; $(2109)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Assets and Liabilities as Receivables: Futures Margin Variation.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

------

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $(73)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(73)<br>|
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 83 | &nbsp;&nbsp; — | &nbsp;&nbsp; 83 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 23 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 2632 | &nbsp;&nbsp; $2632 | &nbsp;&nbsp; — |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>| **Equity**<br> **Contracts** <sup>(4)</sup> <br>|
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; $14 | &nbsp;&nbsp; — | &nbsp;&nbsp; $14 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; (3020)<br>| &nbsp;&nbsp; $(3020)<br>| &nbsp;&nbsp; — |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

------

The following table presents the Dimensional VA Global Bond Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of April 30, 2025 (amounts in thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Net**<br> **Amounts**<br> **of**<br> **Assets**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br> **(a)**<br>| **Net**<br> **Amounts**<br> **of**<br> **Liabilities**<br> **Presented**<br> **in the**<br> **Statements**<br> **of Assets**<br> **and**<br> **Liabilities** | **Financial**<br> **Instruments**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Dimensional VA Global Bond Portfolio** |  |  |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $38 | $38 | $(38)<br>|  |  |  | $335 | $335 | $(38)<br>|  |  | $297 |
| Royal Bank of Canada |  |  |  |  |  |  | 297 | 297 |  |  |  | 297 |
| Societe Generale | 196 | 196 |  |  |  | $196 |  |  |  |  |  |  |
| Bank of America Corp. |  |  |  |  |  |  | 320 | 320 |  |  |  | 320 |
| State Street Bank and <br> Trust<br>|  |  |  |  |  |  | 830 | 830 |  |  |  | 830 |
| NatWest Markets PLC |  |  |  |  |  |  | 271 | 271 |  |  |  | 271 |
| UBS AG |  |  |  |  |  |  | 56 | 56 |  |  |  | 56 |
| Total | $234 | $234 | $(38)<br>|  |  | $196 | $2109 | $2109 | $(38)<br>|  |  | $2071 |

---

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the six months ended April 30, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| Dimensional VA <br> U.S. Targeted Value <br> Portfolio<br>| 5.19<br> %<br>| &nbsp;&nbsp; $1229 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1 | &nbsp;&nbsp; $2078 | &nbsp;&nbsp; — |
| Dimensional VA U.S. Large <br> Value Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 6850 | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 18445 | &nbsp;&nbsp; — |

---

------

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| Dimensional VA <br> International Value <br> Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; $1193 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; $3 | &nbsp;&nbsp; $5854 | &nbsp;&nbsp; — |
| Dimensional VA <br> International Small <br> Portfolio<br>| 5.10<br> %<br>| &nbsp;&nbsp; 246 | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 871 | &nbsp;&nbsp; $199 |
| Dimensional VA Global <br> Moderate Allocation <br> Portfolio<br>| 5.15<br> %<br>| &nbsp;&nbsp; 376 | &nbsp;&nbsp; 21 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 754 | &nbsp;&nbsp; — |
| Dimensional VA Equity <br> Allocation Portfolio<br>| 5.12<br> %<br>| &nbsp;&nbsp; 185 | &nbsp;&nbsp; 34 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1275 | &nbsp;&nbsp; — |

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

\* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2025.

**I. Affiliated Trades:**

Cross trades for the six months ended April 30, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Directors/Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the six months ended April 30, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $22886 | &nbsp;&nbsp; $39258 | &nbsp;&nbsp; $11169 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 14107 | &nbsp;&nbsp; 15290 | &nbsp;&nbsp; 4418 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 5763 | &nbsp;&nbsp; 4332 | &nbsp;&nbsp; 936 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 4679 | &nbsp;&nbsp; 4448 | &nbsp;&nbsp; 1233 |

---

------

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

**J. Securities Lending:** 

As of April 30, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which such Portfolios received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short-and/or long term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; $12 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 4835 |
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 11023 |

---

Each Portfolio with securities on loan invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Short Term Series"), an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolios also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

------

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

**L. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i)engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**M. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**N. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp; 7 | &nbsp;&nbsp; 67<br> %<br>|
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 66<br> %<br>|
| Dimensional VA International Value Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 64<br> %<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 59<br> %<br>|
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 72<br> %<br>|
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 82<br> %<br>|
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 79<br> %<br>|
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 68<br> %<br>|
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 90<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy, such as the now ended litigation involving The Tribune Company and the now ended litigation involving Nine West). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

------

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

**O. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements for each portfolio (collectively, the "Funds") and, if applicable, a Fund's sub-advisory agreements. For certain Funds, Dimensional Fund Advisors Ltd. or DFA Australia Limited serves as a sub-advisor. (The investment management agreements and the sub-advisory agreements are referred to as the "Management Agreements," and the Advisor and sub-advisors are referred to as the "Advisor.")

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's investment global advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

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

------

DFA-043025-004S

------

Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

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

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

**International Large Cap Growth Portfolio**

**International Small Cap Growth Portfolio**

------

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

------

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_FC-FrontCoverImage_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_FC-FrontCoverImage_1)**<br> **[Companies](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_FC-FrontCoverImage_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOI-TOC-ScheduleofInvestments-772_1)  |  |
| [U.S. Large Cap Growth Portfolio](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOI-TOC-ScheduleofInvestments-772_1) | 2 |
| [U.S. Small Cap Growth Portfolio](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOI-TOC-ScheduleofInvestments-772_4) | 5 |
| [International Large Cap Growth Portfolio](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOI-TOC-ScheduleofInvestments-772_13) | 14 |
| [International Small Cap Growth Portfolio](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOI-TOC-ScheduleofInvestments-772_21) | 22 |
| [Statements of Assets and Liabilities](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_FS-StatementofAssetsandLiabilities_1) | 42 |
| [Statements of Operations](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOP-StatementofOperations_1) | 43 |
| [Statements of Changes in Net Assets](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_SOC-StatementofChanges_1) | 44 |
| [Financial Highlights](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_FIHI_L-TOC-FinancialHighlights_L-772_1) | 45 |
| [Notes to Financial Statements](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_NTF-NotestoFinancialStatements-772_1) | 49 |
| **[Item 8 –](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_1)**<br>| 62 |
| **[Item 9 –](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_2)** | 63 |
| **[Item 10 –](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_3)**<br>| 64 |
| **[Item 11 –](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_1d925985-ac0a-4af7-b401-c38c375d4d99_DISCLOSE-ChangesandDisagreements_4)** | 65 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

Investment Abbreviations <br> ADR American Depositary Receipt

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Note B to Financial Statements. |
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| Ɏ | Represents 7 Day subsidized yield as of April 30, 2025 |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| Ω | &nbsp;&nbsp; Rule 144A, Section 4(2), or other security that is restricted as to resale to institutional <br> investors. This security has been deemed liquid based upon the Fund's Liquidity <br> Guidelines. The liquidity determination is unaudited.<br>|
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| †† | Security valued using significant unobservable inputs (Level 3). |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Annualized

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

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero, or less than $500. |
| SEC | Securities and Exchange Commission |

---

------

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

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) | COMMON STOCKS — (98.3%) |
| COMMUNICATION SERVICES — (4.4%) | COMMUNICATION SERVICES — (4.4%) | COMMUNICATION SERVICES — (4.4%) | COMMUNICATION SERVICES — (4.4%) |
| \* | Live Nation <br> Entertainment, Inc.<br>| 44540 | $5899323 |
|  | Meta Platforms, Inc., <br> Class A<br>| 262437 | 144077913 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 149977236 |
| CONSUMER DISCRETIONARY — (10.8%) | CONSUMER DISCRETIONARY — (10.8%) | CONSUMER DISCRETIONARY — (10.8%) | CONSUMER DISCRETIONARY — (10.8%) |
| \* | Amazon.com, Inc. | 358020 | 66026048 |
|  | Booking Holdings, Inc. | 676 | 3447113 |
| \* | Burlington Stores, Inc. | 31695 | 7132643 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 150606 | 7608615 |
|  | Darden Restaurants, <br> Inc.<br>| 45682 | 9165636 |
| \* | Deckers Outdoor <br> Corp.<br>| 1304 | 144522 |
|  | Expedia Group, Inc. | 70338 | 11038142 |
|  | Home Depot, Inc. | 378767 | 136541716 |
| # | Las Vegas Sands <br> Corp.<br>| 247110 | 9061524 |
| #\* | Lululemon Athletica, <br> Inc.<br>| 29942 | 8107395 |
|  | Marriott International, <br> Inc., Class A<br>| 1 | 239 |
| # | NIKE, Inc., Class B | 98552 | 5558333 |
|  | Pool Corp. | 3414 | 1000780 |
|  | Ross Stores, Inc. | 149947 | 20842633 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 6246 | 1342328 |
| # | Starbucks Corp. | 37155 | 2974258 |
|  | Tapestry, Inc. | 200 | 14130 |
|  | TJX Cos., Inc. | 418160 | 53808829 |
| # | Tractor Supply Co. | 399760 | 20235851 |
|  | Williams-Sonoma, Inc. | 57310 | 8852676 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 372903411 |
| CONSUMER STAPLES — (12.0%) | CONSUMER STAPLES — (12.0%) | CONSUMER STAPLES — (12.0%) | CONSUMER STAPLES — (12.0%) |
|  | Altria Group, Inc. | 109562 | 6480592 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 8318 | 977864 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 2508 | 86802 |
|  | Clorox Co. | 54418 | 7743681 |
|  | Coca-Cola Co. | 886440 | 64311222 |
|  | Colgate-Palmolive Co. | 232810 | 21462754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Costco Wholesale <br> Corp.<br>| 100034 | $99483813 |
|  | Hershey Co. | 471 | 78746 |
|  | Kimberly-Clark Corp. | 261181 | 34418432 |
|  | PepsiCo, Inc. | 450803 | 61119871 |
|  | Procter & Gamble Co. | 430615 | 70005081 |
|  | Sysco Corp. | 451969 | 32270587 |
|  | Walmart, Inc. | 166753 | 16216729 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 414656174 |
| ENERGY — (1.9%) | ENERGY — (1.9%) | ENERGY — (1.9%) | ENERGY — (1.9%) |
|  | Cheniere Energy, Inc. | 170932 | 39504095 |
|  | Targa Resources <br> Corp.<br>| 141369 | 24159962 |
| # | Texas Pacific Land <br> Corp.<br>| 723 | 931853 |
| TOTAL ENERGY | TOTAL ENERGY |  | 64595910 |
| FINANCIALS — (11.6%) | FINANCIALS — (11.6%) | FINANCIALS — (11.6%) | FINANCIALS — (11.6%) |
|  | Ameriprise Financial, <br> Inc.<br>| 43946 | 20699445 |
|  | Aon PLC, Class A | 19633 | 6965592 |
|  | Equitable Holdings, <br> Inc.<br>| 137366 | 6792749 |
|  | FactSet Research <br> Systems, Inc.<br>| 867 | 374735 |
|  | LPL Financial <br> Holdings, Inc.<br>| 34491 | 11029877 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 50170 | 11311830 |
|  | Mastercard, Inc., <br> Class A<br>| 303860 | 166533511 |
|  | Moody's Corp. | 35508 | 16089385 |
| # | Visa, Inc., Class A | 467244 | 161432802 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 401229926 |
| HEALTH CARE — (13.3%) | HEALTH CARE — (13.3%) | HEALTH CARE — (13.3%) | HEALTH CARE — (13.3%) |
|  | AbbVie, Inc. | 700813 | 136728616 |
|  | Amgen, Inc. | 190163 | 55322220 |
|  | Cencora, Inc. | 153459 | 44912846 |
| \* | DaVita, Inc. | 6214 | 879592 |
| \* | Edwards Lifesciences <br> Corp.<br>| 3 | 226 |
|  | Eli Lilly & Co. | 193690 | 174117626 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 31399 | 13584777 |
| \* | Solventum Corp. | 39626 | 2620071 |

---

------

**U.S. Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Waters Corp. | 24713 | $8593451 |
|  | Zoetis, Inc. | 136127 | 21290263 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 458049688 |
| INDUSTRIALS — (13.8%) | INDUSTRIALS — (13.8%) | INDUSTRIALS — (13.8%) | INDUSTRIALS — (13.8%) |
|  | 3M Co. | 192506 | 26741008 |
|  | Automatic Data <br> Processing, Inc.<br>| 134474 | 40422884 |
| \* | Boeing Co. | 59970 | 10988903 |
| # | Booz Allen Hamilton <br> Holding Corp.<br>| 52858 | 6344017 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 60069 | 14560726 |
|  | Caterpillar, Inc. | 84780 | 26219911 |
|  | Cintas Corp. | 70336 | 14888725 |
|  | Deere & Co. | 2345 | 1087048 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 955 | 104964 |
|  | Fastenal Co. | 160827 | 13022162 |
|  | Honeywell <br> International, Inc.<br>| 166186 | 34982153 |
| # | Illinois Tool Works, <br> Inc.<br>| 95864 | 22998732 |
|  | Lennox International, <br> Inc.<br>| 20650 | 11290388 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 3675 | 647535 |
|  | Lockheed Martin Corp. | 87680 | 41889120 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 70357 | 10784321 |
|  | Paychex, Inc. | 234123 | 34444176 |
|  | Rockwell Automation, <br> Inc.<br>| 16558 | 4101085 |
|  | Rollins, Inc. | 75167 | 4294291 |
|  | Trane Technologies <br> PLC<br>| 25430 | 9747573 |
|  | Union Pacific Corp. | 116749 | 25178089 |
|  | Veralto Corp. | 12772 | 1224835 |
|  | Verisk Analytics, Inc. | 111740 | 33123088 |
|  | Vertiv Holdings Co., <br> Class A<br>| 185850 | 15867873 |
|  | Waste Management, <br> Inc.<br>| 137529 | 32093767 |
|  | WW Grainger, Inc. | 36312 | 37194745 |
| \* | XPO, Inc. | 23000 | 2440760 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 476682879 |
| INFORMATION TECHNOLOGY — (28.5%) | INFORMATION TECHNOLOGY — (28.5%) | INFORMATION TECHNOLOGY — (28.5%) | INFORMATION TECHNOLOGY — (28.5%) |
| \* | Adobe, Inc. | 95569 | 35836464 |
|  | Apple, Inc. | 1015972 | 215894050 |
|  | Applied Materials, Inc. | 19574 | 2949998 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | AppLovin Corp., <br> Class A<br>| 125307 | $33746428 |
| \* | Autodesk, Inc. | 40495 | 11105754 |
|  | CDW Corp. | 86520 | 13891651 |
| \* | Fortinet, Inc. | 149124 | 15473106 |
| \* | Gartner, Inc. | 54043 | 22756426 |
| \* | GoDaddy, Inc., <br> Class A<br>| 72732 | 13697618 |
|  | International Business <br> Machines Corp.<br>| 160635 | 38844756 |
|  | Jabil, Inc. | 51076 | 7485699 |
|  | KLA Corp. | 39014 | 27414748 |
|  | Lam Research Corp. | 405720 | 29077952 |
| \* | Manhattan Associates, <br> Inc.<br>| 906 | 160715 |
|  | Microsoft Corp. | 474237 | 187446917 |
|  | Motorola Solutions, <br> Inc.<br>| 51950 | 22878260 |
|  | NetApp, Inc. | 144515 | 12970221 |
|  | NVIDIA Corp. | 1723850 | 187761742 |
|  | Oracle Corp. | 626060 | 88099163 |
|  | Texas Instruments, <br> Inc.<br>| 95138 | 15226837 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 982718505 |
| MATERIALS — (0.6%) | MATERIALS — (0.6%) | MATERIALS — (0.6%) | MATERIALS — (0.6%) |
|  | Sherwin-Williams Co. | 60821 | 21464947 |
| UTILITIES — (1.4%) | UTILITIES — (1.4%) | UTILITIES — (1.4%) | UTILITIES — (1.4%) |
|  | NRG Energy, Inc. | 157695 | 17280218 |
|  | Vistra Corp. | 222859 | 28889212 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 46169430 |
| TOTAL COMMON <br> STOCKS <br>Cost ($2035082304) | TOTAL COMMON <br> STOCKS <br>Cost ($2035082304) |  | 3388448106 |

---

&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 | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 31235347 | 31235347 |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 2438894 | 28205814 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $2,094,523,465) | (Cost $2,094,523,465) |  | $3447889267 |

---

------

**U.S. Large Cap Growth Portfolio**

**CONTINUED**

As of April 30, 2025, U.S. Large Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 87 | 06/20/25 | &nbsp;&nbsp; $24499701 | &nbsp;&nbsp; $24303450 | &nbsp;&nbsp; $(196251)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$24499701** | &nbsp;&nbsp; **$24303450** | &nbsp;&nbsp; **$(196251)**<br>|

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $149977236 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $149977236 |
| Consumer Discretionary | &nbsp;&nbsp; 372903411 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 372903411 |
| Consumer Staples | &nbsp;&nbsp; 414656174 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 414656174 |
| Energy | &nbsp;&nbsp; 64595910 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 64595910 |
| Financials | &nbsp;&nbsp; 401229926 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 401229926 |
| Health Care | &nbsp;&nbsp; 458049688 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 458049688 |
| Industrials | &nbsp;&nbsp; 476682879 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 476682879 |
| Information Technology | &nbsp;&nbsp; 982718505 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 982718505 |
| Materials | &nbsp;&nbsp; 21464947 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 21464947 |
| Utilities | &nbsp;&nbsp; 46169430 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 46169430 |
| Temporary Cash Investments | &nbsp;&nbsp; 31235347 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 31235347 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $28205814 | &nbsp;&nbsp; — | &nbsp;&nbsp; 28205814 |
| Total Investments in Securities | &nbsp;&nbsp; $3419683453 | &nbsp;&nbsp; $28205814 | &nbsp;&nbsp; — | &nbsp;&nbsp; $3447889267 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; (196251) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (196251) |
| Total Financial Instruments | &nbsp;&nbsp; $(196251) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(196251) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**U.S. Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (91.6%) | COMMON STOCKS — (91.6%) | COMMON STOCKS — (91.6%) | COMMON STOCKS — (91.6%) |
| COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) | COMMUNICATION SERVICES — (1.9%) |
| \* | Anterix, Inc. | 14029 | $418766 |
| \* | Cargurus, Inc. | 50875 | 1422465 |
| # | Cinemark Holdings, <br> Inc.<br>| 132090 | 3950812 |
| \* | Gambling.com Group <br> Ltd.<br>| 32777 | 421840 |
| \* | Gannett Co., Inc. | 90833 | 290666 |
| #\* | Gogo, Inc. | 103584 | 784131 |
|  | IDT Corp., Class B | 26370 | 1325092 |
| #\* | IMAX Corp. | 72775 | 1770616 |
|  | Iridium <br> Communications, <br> Inc.<br>| 101704 | 2454117 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 47521 | 2073816 |
| \* | Lumen Technologies, <br> Inc.<br>| 1095616 | 3878481 |
| \* | Magnite, Inc. | 57599 | 684852 |
|  | New York Times Co., <br> Class A<br>| 109707 | 5711346 |
|  | Nexstar Media Group, <br> Inc.<br>| 1166 | 174503 |
| \* | QuinStreet, Inc. | 30646 | 536918 |
| \* | Stagwell, Inc. | 118951 | 663747 |
| \* | TechTarget, Inc. | 28638 | 228245 |
| \* | Travelzoo | 10684 | 148187 |
| \* | Yelp, Inc. | 70499 | 2473105 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 29411705 |
| CONSUMER DISCRETIONARY — (15.4%) | CONSUMER DISCRETIONARY — (15.4%) | CONSUMER DISCRETIONARY — (15.4%) | CONSUMER DISCRETIONARY — (15.4%) |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 48757 | 3384711 |
| \* | Accel Entertainment, <br> Inc.<br>| 46293 | 476818 |
| # | Acushnet Holdings <br> Corp.<br>| 73215 | 4848297 |
| \* | Adtalem Global <br> Education, Inc.<br>| 30101 | 3196726 |
|  | Aramark | 188470 | 6300552 |
| \* | Arhaus, Inc. | 55737 | 438093 |
|  | Autoliv, Inc. | 56750 | 5290802 |
| \* | AutoNation, Inc. | 29966 | 5218579 |
| \* | Birkenstock Holding <br> PLC<br>| 57300 | 2946939 |
|  | Bloomin' Brands, Inc. | 94496 | 757858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Boot Barn Holdings, <br> Inc.<br>| 30537 | $3186231 |
|  | Boyd Gaming Corp. | 2041 | 141115 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 35291 | 4426197 |
| \* | Brinker International, <br> Inc.<br>| 47295 | 6351718 |
| # | Buckle, Inc. | 54152 | 1882324 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 15652 | 552203 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 64879 | 782441 |
|  | Carriage Services, Inc. | 10960 | 437962 |
| \* | Cavco Industries, Inc. | 8315 | 4106363 |
| \* | Champion Homes, <br> Inc.<br>| 57170 | 4945205 |
| # | Cheesecake Factory, <br> Inc.<br>| 61747 | 3110196 |
| # | Choice Hotels <br> International, Inc.<br>| 34922 | 4404013 |
|  | Churchill Downs, Inc. | 23880 | 2158991 |
|  | Columbia Sportswear <br> Co.<br>| 19300 | 1199881 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 7200 | 105624 |
|  | Cracker Barrel Old <br> Country Store, Inc.<br>| 4387 | 187325 |
| \* | Crocs, Inc. | 49244 | 4748106 |
| #\* | Dave & Buster's <br> Entertainment, Inc.<br>| 40070 | 768943 |
| # | Dillard's, Inc., Class A | 9875 | 3423267 |
| \* | Dorman Products, Inc. | 26871 | 3044484 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 54327 | 3245495 |
| \* | Envela Corp. | 10494 | 66847 |
| #\* | European Wax Center, <br> Inc., Class A<br>| 56459 | 176152 |
| \* | Figs, Inc., Class A | 71146 | 286718 |
| \* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 65899 | 4707825 |
| \* | Frontdoor, Inc. | 79753 | 3278646 |
|  | Gap, Inc. | 283018 | 6198094 |
|  | Gentex Corp. | 59643 | 1299025 |
| \* | Global Business Travel <br> Group I<br>| 71236 | 477994 |
| \* | Grand Canyon <br> Education, Inc.<br>| 31916 | 5692857 |
|  | H&R Block, Inc. | 72783 | 4393910 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Hanesbrands, Inc. | 271664 | $1246938 |
|  | Hasbro, Inc. | 148500 | 9192150 |
|  | Installed Building <br> Products, Inc.<br>| 30114 | 4993805 |
|  | J Jill, Inc. | 3280 | 49922 |
|  | Jack in the Box, Inc. | 4336 | 112909 |
|  | Kontoor Brands, Inc. | 65219 | 3922923 |
| #\* | Kura Sushi USA, Inc., <br> Class A<br>| 10600 | 624128 |
| \* | Laureate Education, <br> Inc.<br>| 150089 | 3012286 |
|  | Levi Strauss & Co., <br> Class A<br>| 79519 | 1273099 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 127662 | 3914117 |
| \* | Light & Wonder, Inc. | 6269 | 535247 |
| \* | Lincoln Educational <br> Services Corp.<br>| 12547 | 212044 |
| # | Lucky Strike <br> Entertainment Corp.<br>| 13273 | 124766 |
|  | Marine Products Corp. | 4479 | 37624 |
| \* | Mattel, Inc. | 235823 | 3747227 |
| \* | MGM Resorts <br> International<br>| 3707 | 116622 |
| \* | Modine Manufacturing <br> Co.<br>| 59366 | 4846640 |
| # | Murphy USA, Inc. | 19248 | 9596475 |
|  | Nathan's Famous, Inc. | 430 | 42033 |
| \* | Norwegian Cruise Line <br> Holdings Ltd.<br>| 401034 | 6428575 |
| #\* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 48650 | 5162251 |
|  | OneSpaWorld Holdings <br> Ltd.<br>| 108643 | 1814338 |
|  | Papa John's <br> International, Inc.<br>| 6657 | 229866 |
|  | Patrick Industries, Inc. | 19120 | 1471858 |
| \* | PlayAGS, Inc. | 30743 | 372605 |
| \* | Potbelly Corp. | 30935 | 250574 |
| # | Red Rock Resorts, <br> Inc., Class A<br>| 49765 | 2124965 |
| #\* | Revolve Group, Inc. | 36747 | 730530 |
| \* | Savers Value Village, <br> Inc.<br>| 5283 | 50664 |
| \* | Shake Shack, Inc., <br> Class A<br>| 24125 | 2116727 |
| # | Somnigroup <br> International, Inc.<br>| 169687 | 10361088 |
| \* | Sonos, Inc. | 19536 | 179927 |
| \* | Stride, Inc. | 38763 | 5514037 |
|  | Tapestry, Inc. | 14459 | 1021528 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 6058 | 34349 |
| \* | TopBuild Corp. | 22260 | 6583618 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | United Parks & <br> Resorts, Inc.<br>| 30650 | $1337873 |
| \* | Universal Technical <br> Institute, Inc.<br>| 57813 | 1622233 |
|  | Upbound Group, Inc. | 59024 | 1174578 |
|  | Vail Resorts, Inc. | 37942 | 5281526 |
| #\* | Valvoline, Inc. | 133607 | 4577376 |
| # | VF Corp. | 127229 | 1511481 |
| \* | Victoria's Secret & Co. | 82308 | 1547390 |
| # | Wendy's Co. | 201305 | 2516312 |
|  | Wyndham Hotels & <br> Resorts, Inc.<br>| 77543 | 6614418 |
| #\*Ω | XPEL, Inc. | 28298 | 810455 |
| \* | YETI Holdings, Inc. | 74517 | 2127460 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 233815084 |
| CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) |
| \* | Boston Beer Co., Inc. , <br> Class A<br>| 4995 | 1227771 |
|  | Cal-Maine Foods, Inc. | 2230 | 208215 |
| #\* | Celsius Holdings, Inc. | 55519 | 1940944 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 41126 | 2342948 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 2689 | 3645773 |
| #\* | elf Beauty, Inc. | 27301 | 1689113 |
|  | Energizer Holdings, <br> Inc.<br>| 76323 | 2063774 |
|  | Flowers Foods, Inc. | 167905 | 2953449 |
| \*» | Fresh Market, Inc. | 15766 | 0 |
| \* | Freshpet, Inc. | 38602 | 2838791 |
| \* | Honest Co., Inc. | 36019 | 172531 |
|  | Interparfums, Inc. | 31841 | 3477037 |
|  | J&J Snack Foods <br> Corp.<br>| 15318 | 1985060 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 10031 | 664754 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 119407 | 6305884 |
|  | Lancaster Colony <br> Corp.<br>| 21652 | 3524512 |
| # | Lifevantage Corp. | 7151 | 88458 |
| \* | Lifeway Foods, Inc. | 8013 | 189748 |
| \* | Mama's Creations, <br> Inc.<br>| 37381 | 246715 |
| #\* | Maplebear, Inc. | 9855 | 393116 |
|  | National Beverage <br> Corp.<br>| 67172 | 2982437 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 22583 | 1132763 |
|  | Oil-Dri Corp. of <br> America<br>| 5929 | 249552 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Pilgrim's Pride Corp. | 20502 | $1118999 |
| # | PriceSmart, Inc. | 20110 | 2040964 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 130261 | 2996003 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 117824 | 20147904 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 39502 | 1264064 |
|  | Turning Point Brands, <br> Inc.<br>| 23500 | 1442430 |
|  | Utz Brands, Inc. | 77240 | 1026520 |
| \* | Vita Coco Co., Inc. | 60138 | 1987561 |
| \* | Vital Farms, Inc. | 47004 | 1609417 |
| # | WD-40 Co. | 13268 | 3029880 |
| # | WK Kellogg Co. | 6033 | 108172 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 77095259 |
| ENERGY — (2.1%) | ENERGY — (2.1%) | ENERGY — (2.1%) | ENERGY — (2.1%) |
|  | Antero Midstream <br> Corp.<br>| 351128 | 5811168 |
|  | Archrock, Inc. | 166562 | 3919204 |
|  | Aris Water Solutions, <br> Inc., Class A<br>| 20854 | 520516 |
|  | Cactus, Inc., Class A | 64680 | 2453959 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 16006 | 1109056 |
|  | ChampionX Corp. | 130205 | 3141847 |
| #\* | Comstock Resources, <br> Inc.<br>| 155646 | 2843652 |
| # | Core Laboratories, <br> Inc.<br>| 7045 | 80102 |
| # | CVR Energy, Inc. | 32924 | 620947 |
|  | Energy Services of <br> America Corp.<br>| 16380 | 140049 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 20233 | 517560 |
| \* | KLX Energy Services <br> Holdings, Inc.<br>| 13748 | 27633 |
|  | Kodiak Gas Services, <br> Inc.<br>| 23371 | 794848 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 187051 | 3840157 |
| \* | Nabors Industries Ltd. | 836 | 22438 |
| \* | Oceaneering <br> International, Inc.<br>| 111989 | 1987805 |
| # | Solaris Energy <br> Infrastructure, Inc.<br>| 25571 | 540571 |
| #\* | Uranium Energy Corp. | 263467 | 1383202 |
|  | Weatherford <br> International PLC<br>| 35266 | 1460012 |
| TOTAL ENERGY | TOTAL ENERGY |  | 31214726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (9.9%) | FINANCIALS — (9.9%) | FINANCIALS — (9.9%) | FINANCIALS — (9.9%) |
|  | Acadian Asset <br> Management, Inc.<br>| 25254 | $680343 |
|  | American Coastal <br> Insurance Corp.<br>| 16840 | 192481 |
|  | AMERISAFE, Inc. | 20353 | 946211 |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 73603 | 2721839 |
| #\* | AvidXchange Holdings, <br> Inc.<br>| 20512 | 166763 |
| #\* | Baldwin Insurance <br> Group, Inc.<br>| 22534 | 937865 |
|  | BancFirst Corp. | 7918 | 932899 |
| \* | Bancorp, Inc. | 55822 | 2696761 |
|  | BGC Group, Inc., <br> Class A<br>| 370848 | 3359883 |
| \* | Cantaloupe, Inc. | 78482 | 627856 |
|  | Cass Information <br> Systems, Inc.<br>| 11423 | 465373 |
|  | City Holding Co. | 10395 | 1204469 |
| \* | Coastal Financial <br> Corp.<br>| 12813 | 1052588 |
|  | Cohen & Steers, Inc. | 54049 | 4125020 |
|  | Commerce <br> Bancshares, Inc.<br>| 7276 | 441944 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 26953 | 299717 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 30600 | 326808 |
| #\* | Credit Acceptance <br> Corp.<br>| 8345 | 4067520 |
| \* | Dave, Inc. | 1199 | 113689 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 2665 | 335737 |
|  | DigitalBridge Group, <br> Inc.<br>| 114781 | 964160 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 33609 | 1619954 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 2896 | 240136 |
| \* | Euronet Worldwide, <br> Inc.<br>| 42989 | 4260210 |
|  | Evercore, Inc., <br> Class A<br>| 33780 | 6934696 |
|  | EVERTEC, Inc. | 72062 | 2445784 |
|  | Federated Hermes, <br> Inc.<br>| 84142 | 3417007 |
|  | First Financial <br> Bankshares, Inc.<br>| 116941 | 3918693 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | FirstCash Holdings, <br> Inc.<br>| 27703 | $3711094 |
| # | Goosehead Insurance, <br> Inc., Class A<br>| 22220 | 2160006 |
| # | Hamilton Lane, Inc., <br> Class A<br>| 42339 | 6540952 |
| # | HCI Group, Inc. | 8992 | 1315530 |
| \* | International Money <br> Express, Inc.<br>| 32480 | 403402 |
|  | Kinsale Capital Group, <br> Inc.<br>| 16598 | 7224445 |
|  | Lakeland Financial <br> Corp.<br>| 21716 | 1208930 |
| # | Lazard, Inc. | 116686 | 4539085 |
| \* | LendingTree, Inc. | 14012 | 722879 |
|  | MarketAxess Holdings, <br> Inc.<br>| 32680 | 7241561 |
|  | Moelis & Co., Class A | 41917 | 2245913 |
| \* | NCR Atleos Corp. | 28306 | 790304 |
| \* | Open Lending Corp. | 26392 | 32726 |
| \* | Oscar Health, Inc., <br> Class A<br>| 144424 | 1878956 |
| \* | Palomar Holdings, Inc. | 28461 | 4127414 |
|  | Park National Corp. | 195 | 29269 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 8068 | 261887 |
| \* | Payoneer Global, Inc. | 358843 | 2522666 |
| \* | Paysign, Inc. | 24518 | 58843 |
|  | Piper Sandler Cos. | 13538 | 3264283 |
| # | PJT Partners, Inc., <br> Class A<br>| 24965 | 3537790 |
|  | Primerica, Inc. | 28828 | 7554954 |
|  | RLI Corp. | 79092 | 5853599 |
|  | SEI Investments Co. | 44964 | 3520232 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 31270 | 2227049 |
| #\* | Shift4 Payments, Inc., <br> Class A<br>| 58761 | 4806650 |
|  | Silvercrest Asset <br> Management Group, <br> Inc., Class A<br>| 11193 | 171253 |
|  | SLM Corp. | 189078 | 5466245 |
|  | StepStone Group, Inc., <br> Class A<br>| 15584 | 779356 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 54908 | 3145679 |
|  | Virtu Financial, Inc., <br> Class A<br>| 80234 | 3141161 |
| # | Western Union Co. | 341325 | 3382531 |
| \* | WEX, Inc. | 33714 | 4395294 |
|  | WisdomTree, Inc. | 165757 | 1442086 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 149200430 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (11.3%) | HEALTH CARE — (11.3%) | HEALTH CARE — (11.3%) | HEALTH CARE — (11.3%) |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 98986 | $1445196 |
| \* | Accuray, Inc. | 13601 | 21082 |
| \* | ADMA Biologics, Inc. | 247269 | 5885002 |
| \* | Alkermes PLC | 157288 | 4525176 |
| \* | Amedisys, Inc. | 8478 | 804562 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 154266 | 1181678 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 21271 | 1506412 |
| \* | Artivion, Inc. | 45235 | 1071617 |
| \* | Astrana Health, Inc. | 41723 | 1300506 |
| \* | AtriCure, Inc. | 24121 | 721459 |
|  | Bio-Techne Corp. | 69468 | 3497714 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 203454 | 1334658 |
|  | Bruker Corp. | 91975 | 3684518 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 74591 | 1811815 |
|  | Chemed Corp. | 14266 | 8295822 |
| \* | Collegium <br> Pharmaceutical, Inc.<br>| 44485 | 1200873 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 98491 | 2142179 |
| \* | Corcept Therapeutics, <br> Inc.<br>| 102880 | 7395014 |
| \* | CorVel Corp. | 53723 | 5842913 |
| #\* | DaVita, Inc. | 32137 | 4548992 |
| \* | Electromed, Inc. | 7663 | 176479 |
|  | Encompass Health <br> Corp.<br>| 92983 | 10878081 |
|  | Ensign Group, Inc. | 50876 | 6562495 |
| #\* | Exact Sciences Corp. | 23114 | 1054923 |
| \* | Exelixis, Inc. | 195430 | 7651084 |
| \* | GoodRx Holdings, Inc., <br> Class A<br>| 10664 | 49374 |
| \* | Haemonetics Corp. | 42950 | 2706709 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 129842 | 7974896 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 59448 | 1751933 |
| \* | HealthEquity, Inc. | 63503 | 5443477 |
|  | HealthStream, Inc. | 19879 | 668531 |
| \* | Henry Schein, Inc. | 25576 | 1661673 |
| \* | Integer Holdings Corp. | 20886 | 2638111 |
|  | iRadimed Corp. | 10608 | 555965 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 39471 | 1064533 |
| \* | Krystal Biotech, Inc. | 4156 | 706021 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Lantheus Holdings, <br> Inc.<br>| 65526 | $6836983 |
| # | LeMaitre Vascular, Inc. | 11913 | 1080986 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 2358 | 259050 |
| \* | Maravai LifeSciences <br> Holdings, Inc., <br> Class A<br>| 24653 | 49799 |
| \* | Masimo Corp. | 33659 | 5417753 |
| \* | Medpace Holdings, <br> Inc.<br>| 21882 | 6748190 |
| \* | Merit Medical Systems, <br> Inc.<br>| 51650 | 4878342 |
|  | Mesa Laboratories, <br> Inc.<br>| 5456 | 628804 |
| \* | MiMedx Group, Inc. | 147705 | 1016210 |
|  | National Research <br> Corp.<br>| 22786 | 258849 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 25094 | 2702373 |
| \* | Option Care Health, <br> Inc.<br>| 164607 | 5318452 |
|  | Organon & Co. | 262585 | 3395224 |
| \* | Pennant Group, Inc. | 17051 | 436847 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 12008 | 223469 |
| \* | Privia Health Group, <br> Inc.<br>| 117256 | 2753171 |
| \* | Progyny, Inc. | 33851 | 773157 |
| \* | RadNet, Inc. | 30714 | 1608799 |
| \* | Repligen Corp. | 27076 | 3736217 |
| #\* | Sarepta Therapeutics, <br> Inc.<br>| 48438 | 3022531 |
|  | Select Medical <br> Holdings Corp.<br>| 73558 | 1341698 |
| #\* | Semler Scientific, Inc. | 6008 | 194239 |
|  | Simulations Plus, Inc. | 21851 | 750582 |
| #\* | Sotera Health Co. | 296274 | 3407151 |
| \* | Surmodics, Inc. | 12790 | 358248 |
| \* | Tectonic Therapeutic, <br> Inc.<br>| 2530 | 52776 |
| #\* | Tenet Healthcare <br> Corp.<br>| 18132 | 2591969 |
|  | U.S. Physical Therapy, <br> Inc.<br>| 8249 | 586586 |
| \* | UFP Technologies, <br> Inc.<br>| 7838 | 1634537 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 171824465 |
| INDUSTRIALS — (25.2%) | INDUSTRIALS — (25.2%) | INDUSTRIALS — (25.2%) | INDUSTRIALS — (25.2%) |
|  | A.O. Smith Corp. | 89209 | 6053723 |
|  | AAON, Inc. | 78001 | 7119151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Acuity, Inc. | 17861 | $4351118 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 64643 | 7336334 |
|  | Alamo Group, Inc. | 6591 | 1100565 |
|  | Albany International <br> Corp., Class A<br>| 17824 | 1172106 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 89446 | 8250499 |
| \* | API Group Corp. | 118200 | 4471506 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 35348 | 8599461 |
|  | Argan, Inc. | 7841 | 1200692 |
|  | Armstrong World <br> Industries, Inc.<br>| 41056 | 5953941 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 78482 | 2720971 |
| \* | AZEK Co., Inc. | 63218 | 3133084 |
|  | AZZ, Inc. | 24782 | 2150086 |
|  | Barrett Business <br> Services, Inc.<br>| 30207 | 1225196 |
| #\* | Blue Bird Corp. | 34915 | 1217486 |
|  | Brady Corp., Class A | 44965 | 3160590 |
|  | Brink's Co. | 43803 | 3908980 |
|  | BWX Technologies, <br> Inc.<br>| 73574 | 8028395 |
| \* | CACI International, <br> Inc., Class A<br>| 1375 | 629571 |
| # | Cadre Holdings, Inc. | 42062 | 1226107 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 17221 | 2022606 |
| \* | CBIZ, Inc. | 48965 | 3334517 |
| \* | CECO Environmental <br> Corp.<br>| 21840 | 519574 |
| \* | Chart Industries, Inc. | 24213 | 3268271 |
| \* | Clean Harbors, Inc. | 8069 | 1726282 |
|  | Comfort Systems USA, <br> Inc.<br>| 12290 | 4885890 |
| \* | Construction Partners, <br> Inc., Class A<br>| 44576 | 3661473 |
| \* | Core & Main, Inc., <br> Class A<br>| 151826 | 7998194 |
|  | CRA International, Inc. | 7896 | 1280731 |
|  | Crane Co. | 3599 | 579367 |
|  | CSG Systems <br> International, Inc.<br>| 33882 | 2037325 |
|  | CSW Industrials, Inc. | 8765 | 2738887 |
|  | Donaldson Co., Inc. | 109212 | 7178505 |
|  | Douglas Dynamics, <br> Inc.<br>| 11979 | 287256 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 17387 | 287233 |
| \* | DXP Enterprises, Inc. | 14158 | 1252417 |
| \* | Dycom Industries, Inc. | 28599 | 4791762 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Energy Recovery, Inc. | 60371 | $932732 |
|  | Enerpac Tool Group <br> Corp.<br>| 58479 | 2360797 |
|  | Esab Corp. | 34376 | 4129245 |
|  | ESCO Technologies, <br> Inc.<br>| 7207 | 1127535 |
| \* | Everus Construction <br> Group, Inc.<br>| 13084 | 526500 |
| \* | ExlService Holdings, <br> Inc.<br>| 160004 | 7756994 |
|  | Exponent, Inc. | 50951 | 4008825 |
|  | Federal Signal Corp. | 60157 | 4898585 |
| #\* | First Advantage Corp. | 82996 | 1170244 |
|  | Flowserve Corp. | 72531 | 3280577 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 73741 | 3968741 |
| \* | Franklin Covey Co. | 15085 | 306376 |
|  | Franklin Electric Co., <br> Inc.<br>| 41302 | 3509018 |
| # | FTAI Aviation Ltd. | 79702 | 8536881 |
| \* | FTI Consulting, Inc. | 21337 | 3547916 |
| \* | Generac Holdings, <br> Inc.<br>| 35318 | 4039673 |
|  | Genpact Ltd. | 122614 | 6162580 |
|  | Global Industrial Co. | 39045 | 1002676 |
|  | Gorman-Rupp Co. | 20106 | 721001 |
| \* | Graham Corp. | 4188 | 127650 |
|  | Granite Construction, <br> Inc.<br>| 27630 | 2246043 |
|  | Griffon Corp. | 45127 | 3073600 |
|  | H&E Equipment <br> Services, Inc.<br>| 32830 | 2948462 |
|  | Herc Holdings, Inc. | 29575 | 3236688 |
|  | Hexcel Corp. | 51957 | 2518356 |
|  | HNI Corp. | 49046 | 2074646 |
| \* | Huron Consulting <br> Group, Inc.<br>| 19146 | 2580689 |
| \* | IES Holdings, Inc. | 20080 | 3949334 |
| #\* | Innodata, Inc. | 30980 | 1171664 |
|  | Insperity, Inc. | 37367 | 2429229 |
|  | Interface, Inc. | 21888 | 411494 |
|  | ITT, Inc. | 12603 | 1726863 |
|  | Kadant, Inc. | 11703 | 3452385 |
|  | Karat Packaging, Inc. | 15201 | 401002 |
|  | KBR, Inc. | 120328 | 6354522 |
|  | Kforce, Inc. | 20836 | 795935 |
| \* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 12031 | 406467 |
|  | Landstar System, Inc. | 32220 | 4322313 |
| \* | Legalzoom.com, Inc. | 173048 | 1266711 |
|  | Leonardo DRS, Inc. | 29261 | 1081487 |
| \* | Limbach Holdings, Inc. | 13331 | 1276310 |
|  | Lindsay Corp. | 10201 | 1316541 |
| \* | Liquidity Services, Inc. | 9583 | 304548 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | LSI Industries, Inc. | 9868 | $148908 |
| \* | MasTec, Inc. | 39557 | 5036397 |
|  | Maximus, Inc. | 36963 | 2475043 |
|  | McGrath RentCorp | 18456 | 1968702 |
|  | Moog, Inc., Class A | 17839 | 2983573 |
|  | MSA Safety, Inc. | 33178 | 5222881 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 50601 | 3869965 |
|  | Mueller Industries, Inc. | 67514 | 4966330 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 162321 | 4259303 |
| \* | MYR Group, Inc. | 17301 | 2116258 |
| \* | NEXTracker, Inc., <br> Class A<br>| 112250 | 4558473 |
|  | nVent Electric PLC | 70731 | 3883839 |
|  | Omega Flex, Inc. | 10035 | 300649 |
| #\* | Parsons Corp. | 64013 | 4279909 |
| \* | Paylocity Holding <br> Corp.<br>| 32919 | 6323740 |
| # | Powell Industries, Inc. | 13940 | 2552553 |
|  | Primoris Services <br> Corp.<br>| 31834 | 1909085 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 22510 | 659318 |
|  | Quad/Graphics, Inc. | 43907 | 209436 |
| \* | RCM Technologies, <br> Inc.<br>| 8848 | 154309 |
|  | REV Group, Inc. | 55145 | 1803242 |
| # | Robert Half, Inc. | 66293 | 2936780 |
| #\* | Saia, Inc. | 15572 | 3799568 |
|  | Science Applications <br> International Corp.<br>| 47653 | 5767443 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 40731 | 6259947 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 29112 | 3342349 |
| \* | SPX Technologies, <br> Inc.<br>| 13243 | 1776548 |
|  | Standex International <br> Corp.<br>| 11794 | 1667907 |
| \* | Sterling Infrastructure, <br> Inc.<br>| 33025 | 4934926 |
| \* | TaskUS, Inc., Class A | 14647 | 204472 |
| \* | Team, Inc. | 312 | 6402 |
|  | Tecnoglass, Inc. | 47168 | 3361663 |
|  | Tennant Co. | 11515 | 830922 |
|  | Tetra Tech, Inc. | 154844 | 4829584 |
|  | Toro Co. | 73965 | 5050330 |
| \* | Transcat, Inc. | 153 | 12138 |
| \* | Trex Co., Inc. | 97838 | 5656993 |
|  | TriNet Group, Inc. | 50523 | 3957467 |
|  | Trinity Industries, Inc. | 73184 | 1836918 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | UFP Industries, Inc. | 130 | $12851 |
| \* | Upwork, Inc. | 81108 | 1066570 |
|  | Valmont Industries, <br> Inc.<br>| 18335 | 5376189 |
| \* | Verra Mobility Corp. | 165410 | 3605938 |
| \* | Vicor Corp. | 14407 | 574911 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 23210 | 4821878 |
| \* | Willdan Group, Inc. | 607 | 23794 |
|  | Willis Lease Finance <br> Corp.<br>| 1325 | 205004 |
|  | WillScot Holdings <br> Corp.<br>| 174285 | 4378039 |
|  | Woodward, Inc. | 1797 | 337063 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 106623 | 3620917 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 382257111 |
| INFORMATION TECHNOLOGY — (13.0%) | INFORMATION TECHNOLOGY — (13.0%) | INFORMATION TECHNOLOGY — (13.0%) | INFORMATION TECHNOLOGY — (13.0%) |
| \* | 8x8, Inc. | 60241 | 106627 |
|  | A10 Networks, Inc. | 84397 | 1390863 |
| \* | ACI Worldwide, Inc. | 81902 | 4370291 |
| # | Adeia, Inc. | 116303 | 1431690 |
|  | Advanced Energy <br> Industries, Inc.<br>| 36397 | 3545432 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 52178 | 2796741 |
| #\* | Allegro MicroSystems, <br> Inc.<br>| 169335 | 3229218 |
|  | Amdocs Ltd. | 69844 | 6186782 |
| \* | Appfolio, Inc., Class A | 20004 | 4131226 |
|  | Badger Meter, Inc. | 30565 | 6749363 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 9956 | 654806 |
|  | Belden, Inc. | 41393 | 4268032 |
| \* | BK Technologies <br> Corp.<br>| 2845 | 126944 |
| \* | Blackbaud, Inc. | 47744 | 2890422 |
| \* | BlackLine, Inc. | 32125 | 1517264 |
| \* | Box, Inc., Class A | 63631 | 1986560 |
| \* | Calix, Inc. | 33679 | 1377808 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 429557 | 3977698 |
| \* | Ciena Corp. | 104275 | 7003109 |
| \* | Cirrus Logic, Inc. | 48633 | 4670713 |
| # | Clear Secure, Inc., <br> Class A<br>| 95925 | 2367429 |
| \* | Clearwater Analytics <br> Holdings, Inc., <br> Class A<br>| 40864 | 929237 |
|  | Climb Global Solutions, <br> Inc.<br>| 4594 | 484208 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Cognex Corp. | 102844 | $2807641 |
| \* | Commvault Systems, <br> Inc.<br>| 47168 | 7883188 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 812 | 16126 |
|  | Crane NXT Co. | 59187 | 2777054 |
| \* | Crexendo, Inc. | 17231 | 84949 |
|  | CTS Corp. | 42803 | 1629938 |
| \* | Daktronics, Inc. | 44871 | 569413 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 41255 | 3167971 |
| \* | eGain Corp. | 28901 | 148551 |
| \* | Enphase Energy, Inc. | 7278 | 324526 |
| \* | EPAM Systems, Inc. | 11322 | 1776535 |
| \* | EverCommerce, Inc. | 950 | 9272 |
| \* | Fabrinet | 19293 | 3956223 |
| \* | FormFactor, Inc. | 49131 | 1382546 |
|  | Frequency Electronics, <br> Inc.<br>| 9871 | 183601 |
| #\* | Globant SA | 32146 | 3779405 |
|  | Hackett Group, Inc. | 32136 | 820753 |
| \* | Harmonic, Inc. | 83937 | 753754 |
| #\* | I3 Verticals, Inc., <br> Class A<br>| 29879 | 750560 |
| \* | Insight Enterprises, <br> Inc.<br>| 23841 | 3296733 |
|  | InterDigital, Inc. | 26869 | 5400669 |
| \* | Itron, Inc. | 38697 | 4306589 |
| \* | Kyndryl Holdings, Inc. | 267278 | 8665153 |
| \* | Lattice Semiconductor <br> Corp.<br>| 99693 | 4877978 |
|  | Littelfuse, Inc. | 2028 | 369725 |
| #\* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 34976 | 3628760 |
| \* | Manhattan Associates, <br> Inc.<br>| 2909 | 516028 |
| \* | Meridianlink, Inc. | 73346 | 1240281 |
| \* | Mirion Technologies, <br> Inc.<br>| 12272 | 193652 |
|  | MKS Instruments, Inc. | 45361 | 3181621 |
| \* | M-Tron Industries, Inc. | 398 | 22077 |
|  | Napco Security <br> Technologies, Inc.<br>| 39586 | 904540 |
| #\* | nCino, Inc. | 96145 | 2230564 |
| \* | Novanta, Inc. | 9221 | 1096008 |
|  | NVE Corp. | 5633 | 327334 |
|  | OneSpan, Inc. | 34163 | 508004 |
| \* | Onto Innovation, Inc. | 25595 | 3121822 |
| \* | Ooma, Inc. | 18434 | 225448 |
| \* | OSI Systems, Inc. | 17857 | 3656042 |
| \* | PAR Technology Corp. | 18020 | 1052368 |
| \* | PDF Solutions, Inc. | 38751 | 711081 |
|  | Pegasystems, Inc. | 89215 | 8214917 |
| \* | Plexus Corp. | 17619 | 2157094 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | Power Integrations, <br> Inc.<br>| 43852 | $2154010 |
|  | Progress Software <br> Corp.<br>| 50209 | 3010532 |
| \* | Qualys, Inc. | 38512 | 4841344 |
| \* | Rambus, Inc. | 77339 | 3773370 |
| # | Red Violet, Inc. | 6975 | 272443 |
|  | Sapiens International <br> Corp. NV<br>| 56930 | 1559313 |
| #\* | Silicon Laboratories, <br> Inc.<br>| 15720 | 1599667 |
| \* | Sprinklr, Inc., Class A | 135172 | 1039473 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 816 | 8568 |
| \* | Teradata Corp. | 102861 | 2211511 |
| #\* | Terawulf, Inc. | 137850 | 383223 |
| \* | UiPath, Inc., Class A | 272146 | 3249423 |
| \* | Unisys Corp. | 39278 | 155934 |
|  | Universal Display <br> Corp.<br>| 31303 | 3932596 |
| #\* | Vertex, Inc., Class A | 57178 | 2288835 |
| \* | Viant Technology, Inc., <br> Class A<br>| 1078 | 15426 |
| \* | Viavi Solutions, Inc. | 229511 | 2428226 |
|  | Vontier Corp. | 148802 | 4733392 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 196576243 |
| MATERIALS — (7.4%) | MATERIALS — (7.4%) | MATERIALS — (7.4%) | MATERIALS — (7.4%) |
|  | Amcor PLC | 766963 | 7056060 |
|  | AptarGroup, Inc. | 39247 | 5885088 |
|  | Ardagh Metal <br> Packaging SA<br>| 26332 | 97692 |
| \* | ATI, Inc. | 110471 | 6007413 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 168880 | 5488600 |
|  | Balchem Corp. | 21644 | 3388368 |
|  | Cabot Corp. | 63305 | 4971975 |
|  | Carpenter Technology <br> Corp.<br>| 47327 | 9257634 |
| \* | Century Aluminum Co. | 91761 | 1505798 |
|  | Chemours Co. | 128924 | 1596079 |
| \* | Coeur Mining, Inc. | 371456 | 2061581 |
|  | Crown Holdings, Inc. | 56723 | 5464126 |
|  | Eagle Materials, Inc. | 30410 | 6884520 |
|  | Element Solutions, <br> Inc.<br>| 78785 | 1608002 |
|  | Graphic Packaging <br> Holding Co.<br>| 199912 | 5059773 |
|  | Hawkins, Inc. | 24374 | 2968266 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 5565 | 88984 |
| \* | Ingevity Corp. | 37964 | 1252053 |
| \* | Knife River Corp. | 54337 | 5073989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Louisiana-Pacific <br> Corp.<br>| 84093 | $7258067 |
| \* | Magnera Corp. | 4062 | 59589 |
|  | Materion Corp. | 7123 | 591280 |
|  | NewMarket Corp. | 7394 | 4549528 |
|  | Royal Gold, Inc. | 43283 | 7908237 |
|  | Sealed Air Corp. | 149513 | 4120578 |
|  | Sensient Technologies <br> Corp.<br>| 25775 | 2421561 |
|  | Silgan Holdings, Inc. | 72546 | 3747001 |
| \* | Smith-Midland Corp. | 475 | 14245 |
|  | Sylvamo Corp. | 37551 | 2238791 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 28635 | 2677659 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 111302537 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
|  | Newmark Group, Inc., <br> Class A<br>| 122632 | 1347726 |
|  | RMR Group, Inc., <br> Class A<br>| 11874 | 174310 |
|  | St. Joe Co. | 59636 | 2523796 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 4045832 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 1386743392 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \*» | Gen Digital, Inc. Rights <br> 04/17/2027<br>| 1520 | 7980 |
| \*» | M-Tron Industries, Inc. <br> Warrants <br> 02/28/2028<br>| 398 | 697 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 8677 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 8677 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,113,941,105) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,113,941,105) |  | 1386752069 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.290%<br>| 1156960 |

---

------

**U.S. Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (8.3%) | SECURITIES LENDING COLLATERAL — (8.3%) | SECURITIES LENDING COLLATERAL — (8.3%) | SECURITIES LENDING COLLATERAL — (8.3%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 10906381 | $126132292 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,241,242,843) | (Cost $1,241,242,843) |  | $1514041321 |

---

As of April 30, 2025, the value of Rule 144A securities amounted to $810,455 or 0.1% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $29411705 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $29411705 |
| Consumer Discretionary | &nbsp;&nbsp; 233815084 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 233815084 |
| Consumer Staples | &nbsp;&nbsp; 77095259 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 77095259 |
| Energy | &nbsp;&nbsp; 31214726 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 31214726 |
| Financials | &nbsp;&nbsp; 149200430 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 149200430 |
| Health Care | &nbsp;&nbsp; 171824465 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 171824465 |
| Industrials | &nbsp;&nbsp; 382257111 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 382257111 |
| Information Technology | &nbsp;&nbsp; 196576243 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 196576243 |
| Materials | &nbsp;&nbsp; 111302537 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 111302537 |
| Real Estate | &nbsp;&nbsp; 4045832 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4045832 |
| Rights/Warrants |  |  |  |  |
| Information Technology | &nbsp;&nbsp; — | &nbsp;&nbsp; $8677 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8677 |
| Temporary Cash Investments | &nbsp;&nbsp; 1156960 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1156960 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 126132292 | &nbsp;&nbsp; — | &nbsp;&nbsp; 126132292 |
| Total Investments in Securities | &nbsp;&nbsp; $1387900352 | &nbsp;&nbsp; $126140969 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1514041321 |

---

See accompanying Notes to Financial Statements.

------

**International Large Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (95.5%) | COMMON STOCKS — (95.5%) | COMMON STOCKS — (95.5%) | COMMON STOCKS — (95.5%) |
| AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) | AUSTRALIA — (5.9%) |
|  | ALS Ltd. | 58488 | $641758 |
|  | Aristocrat Leisure Ltd. | 71358 | 3047632 |
|  | BHP Group Ltd. (BHP <br> AU)<br>| 165660 | 3948283 |
| # | BHP Group Ltd. (BHP <br> LN), Class DI<br>| 71676 | 1704583 |
| # | BHP Group Ltd. (BHP <br> US), Sponsored <br> ADR<br>| 48542 | 2308172 |
|  | Brambles Ltd. | 371832 | 4886489 |
|  | Cochlear Ltd. | 8488 | 1486508 |
|  | Coles Group Ltd. | 297169 | 4035497 |
|  | Commonwealth Bank <br> of Australia<br>| 33202 | 3538971 |
|  | Computershare Ltd. | 83070 | 2170736 |
|  | CSL Ltd. | 22466 | 3606084 |
|  | Evolution Mining Ltd. | 293754 | 1473183 |
|  | HUB24 Ltd. | 7586 | 350464 |
|  | Insurance Australia <br> Group Ltd.<br>| 454860 | 2389138 |
|  | JB Hi-Fi Ltd. | 38910 | 2578478 |
|  | Lottery Corp. Ltd.  | 489688 | 1631898 |
|  | Medibank Pvt Ltd. | 515463 | 1533361 |
|  | Netwealth Group Ltd. | 34977 | 628433 |
|  | Pro Medicus Ltd. | 12882 | 1888892 |
|  | Qantas Airways Ltd. | 112615 | 636716 |
|  | REA Group Ltd. | 6159 | 978540 |
|  | SGH Ltd. | 47685 | 1559525 |
|  | Technology One Ltd. | 81793 | 1578782 |
|  | Telstra Group Ltd. <br> (TLS AU)<br>| 310857 | 897163 |
|  | Wesfarmers Ltd. | 126566 | 6340482 |
|  | WiseTech Global Ltd. | 12569 | 714710 |
|  | Woolworths Group <br> Ltd.<br>| 202789 | 4092816 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 60647294 |
| AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) |
|  | Erste Group Bank AG | 15774 | 1068241 |
|  | Verbund AG | 4604 | 353822 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 1422063 |
| BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |
|  | D'ieteren Group | 2547 | 508638 |
|  | KBC Group NV | 19241 | 1774189 |
|  | Lotus Bakeries NV | 21 | 201916 |
|  | UCB SA | 23068 | 4229267 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 6714010 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (10.2%) | CANADA — (10.2%) | CANADA — (10.2%) | CANADA — (10.2%) |
|  | Agnico Eagle Mines <br> Ltd. (AEM US)<br>| 27572 | $3241916 |
|  | Alamos Gold, Inc. (AGI <br> US), Class A<br>| 41013 | 1169691 |
|  | Alimentation <br> Couche-Tard, Inc.<br>| 62233 | 3248431 |
|  | ARC Resources Ltd. | 10610 | 196330 |
|  | AtkinsRealis Group, <br> Inc.<br>| 30500 | 1510398 |
| \* | CAE, Inc. (CAE US) | 23179 | 579939 |
|  | Canadian National <br> Railway Co. (CNI <br> US)<br>| 36406 | 3524829 |
|  | Canadian Natural <br> Resources Ltd. <br> (CNQ US)<br>| 210584 | 6041655 |
| # | Canadian Pacific <br> Kansas City Ltd. (CP <br> US)<br>| 59381 | 4303341 |
|  | CCL Industries, Inc., <br> Class B<br>| 26213 | 1369784 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 27937 | 2384423 |
|  | CGI, Inc. (GIB US) | 23662 | 2509592 |
|  | CGI, Inc. (GIBA CN) | 13812 | 1464557 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 4755 | 567604 |
|  | Constellation Software, <br> Inc.<br>| 2145 | 7730386 |
| \* | Descartes Systems <br> Group, Inc. (DSGX <br> US)<br>| 4713 | 496703 |
|  | Dollarama, Inc. | 58059 | 7163670 |
|  | Element Fleet <br> Management Corp.<br>| 115007 | 2518541 |
|  | Empire Co. Ltd., <br> Class A<br>| 19500 | 724213 |
|  | FirstService Corp. <br> (FSV CN)<br>| 4414 | 774707 |
|  | Franco-Nevada Corp. <br> (FNV CN)<br>| 535 | 91939 |
|  | Franco-Nevada Corp. <br> (FNV US)<br>| 16915 | 2905659 |
|  | George Weston Ltd. | 15082 | 2938507 |
|  | GFL Environmental, <br> Inc.<br>| 24420 | 1218558 |
|  | Gildan Activewear, Inc. <br> (GIL US)<br>| 28251 | 1302936 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Imperial Oil Ltd. (IMO <br> US)<br>| 16000 | $1078080 |
|  | Intact Financial Corp. | 18002 | 3998021 |
|  | Keyera Corp. | 57061 | 1771101 |
|  | Kinross Gold Corp. <br> (KGC US)<br>| 41010 | 605308 |
|  | Loblaw Cos. Ltd. | 23431 | 3803756 |
|  | Lundin Gold, Inc. | 2700 | 110127 |
|  | Metro, Inc. | 38440 | 2962317 |
|  | Parkland Corp. | 3719 | 93690 |
|  | Pembina Pipeline <br> Corp. (PBA US)<br>| 34957 | 1335357 |
|  | Pembina Pipeline <br> Corp. (PPL CN)<br>| 35000 | 1337952 |
|  | Quebecor, Inc., <br> Class B<br>| 41910 | 1149743 |
|  | RB Global, Inc. (RBA <br> CN)<br>| 4210 | 424268 |
|  | RB Global, Inc. (RBA <br> US)<br>| 24890 | 2506423 |
|  | Restaurant Brands <br> International, Inc. <br> (QSR CN)<br>| 8875 | 571860 |
| # | Restaurant Brands <br> International, Inc. <br> (QSR US)<br>| 28672 | 1846477 |
|  | Royal Bank of Canada <br> (RY CN)<br>| 11124 | 1335187 |
|  | Royal Bank of Canada <br> (RY US)<br>| 19252 | 2307930 |
| \* | Shopify, Inc. (SHOP <br> US), Class A<br>| 889 | 84455 |
|  | South Bow Corp. | 10277 | 253753 |
|  | Stantec, Inc. (STN <br> CN)<br>| 9227 | 809856 |
|  | Stantec, Inc. (STN <br> US)<br>| 2916 | 256025 |
|  | TC Energy Corp. (TRP <br> CN)<br>| 7432 | 375481 |
|  | TC Energy Corp. (TRP <br> US)<br>| 43958 | 2215923 |
|  | TFI International, Inc. <br> (TFII CN)<br>| 7300 | 593436 |
|  | TFI International, Inc. <br> (TFII US)<br>| 10936 | 889425 |
|  | Thomson Reuters <br> Corp. (TRI US)<br>| 9924 | 1845665 |
|  | Toromont Industries <br> Ltd.<br>| 15268 | 1291788 |
|  | Waste Connections, <br> Inc. (WCN CN)<br>| 1440 | 284396 |
|  | Waste Connections, <br> Inc. (WCN US)<br>| 13127 | 2594388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Wheaton Precious <br> Metals Corp. (WPM <br> US)<br>| 42314 | $3534065 |
|  | WSP Global, Inc. | 15189 | 2692285 |
| TOTAL CANADA | TOTAL CANADA |  | 104936847 |
| DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) |
|  | Novo Nordisk AS <br> (NOVOB DC), <br> Class B<br>| 218706 | 14623014 |
| # | Novo Nordisk AS (NVO <br> US), Sponsored <br> ADR<br>| 32000 | 2126400 |
|  | Pandora AS | 12371 | 1841582 |
| TOTAL DENMARK | TOTAL DENMARK |  | 18590996 |
| FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) | FINLAND — (0.7%) |
|  | Elisa OYJ | 19772 | 1054797 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 17297 | 386797 |
|  | Kone OYJ, Class B | 42730 | 2646346 |
| # | Metso OYJ | 55305 | 600928 |
|  | Nordea Bank Abp <br> (NDA FH)<br>| 7842 | 108604 |
|  | Sampo OYJ, Class A | 170690 | 1710076 |
|  | Wartsila OYJ Abp | 43733 | 808025 |
| TOTAL FINLAND | TOTAL FINLAND |  | 7315573 |
| FRANCE — (7.7%) | FRANCE — (7.7%) | FRANCE — (7.7%) | FRANCE — (7.7%) |
|  | Air Liquide SA | 42394 | 8711042 |
|  | Bureau Veritas SA | 95498 | 3031398 |
|  | Capgemini SE | 14778 | 2359343 |
|  | Getlink SE | 86145 | 1635740 |
|  | Hermes International <br> SCA<br>| 4061 | 11168481 |
|  | Legrand SA | 40385 | 4438304 |
|  | L'Oreal SA | 10437 | 4611752 |
|  | LVMH Moet Hennessy <br> Louis Vuitton SE<br>| 41162 | 22800838 |
|  | Safran SA | 51082 | 13593924 |
|  | Thales SA | 23128 | 6478669 |
| TOTAL FRANCE | TOTAL FRANCE |  | 78829491 |
| GERMANY — (10.5%) | GERMANY — (10.5%) | GERMANY — (10.5%) | GERMANY — (10.5%) |
|  | adidas AG | 31041 | 7142271 |
|  | Beiersdorf AG | 15071 | 2123474 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 12816 | 1518529 |
|  | Deutsche Boerse AG | 47429 | 15276589 |
|  | Deutsche Telekom AG <br> (DTE GR)<br>| 240876 | 8651672 |
|  | GEA Group AG | 24190 | 1578148 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Hannover Rueck SE | 9843 | $3159599 |
|  | Hella GmbH & Co. <br> KGaA<br>| 329 | 33069 |
|  | HOCHTIEF AG | 3979 | 752808 |
|  | Infineon Technologies <br> AG (IFX GR)<br>| 252006 | 8347206 |
|  | Knorr-Bremse AG | 17577 | 1743230 |
|  | MTU Aero Engines AG | 11317 | 3916876 |
|  | Muenchener <br> Rueckversicherungs-Gesellschaft <br> AG in Muenchen<br>| 4888 | 3346371 |
|  | Nemetschek SE | 14047 | 1866632 |
|  | Rational AG | 951 | 815991 |
|  | Rheinmetall AG | 11621 | 19791170 |
|  | SAP SE (SAP GR) | 48333 | 14141690 |
|  | Siemens AG (SIE GR) | 39373 | 9066083 |
| Ω | Siemens Healthineers <br> AG<br>| 1810 | 97572 |
|  | Symrise AG | 32074 | 3699141 |
| \*Ω | Zalando SE | 30720 | 1121780 |
| TOTAL GERMANY | TOTAL GERMANY |  | 108189901 |
| HONG KONG — (1.3%) | HONG KONG — (1.3%) | HONG KONG — (1.3%) | HONG KONG — (1.3%) |
|  | AIA Group Ltd. | 336400 | 2520615 |
|  | HKT Trust & HKT Ltd. | 1268000 | 1804338 |
|  | Hong Kong Exchanges <br> & Clearing Ltd.<br>| 104490 | 4565135 |
|  | PCCW Ltd. | 408000 | 271995 |
|  | SITC International <br> Holdings Co. Ltd.<br>| 441000 | 1221113 |
|  | Techtronic Industries <br> Co. Ltd.<br>| 256500 | 2581411 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 12964607 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
| \* | James Hardie <br> Industries PLC (JHX <br> AU), CDI<br>| 55447 | 1301463 |
|  | Kerry Group PLC <br> (KYGA ID), Class A<br>| 9454 | 1000817 |
|  | Kingspan Group PLC <br> (KSP ID)<br>| 19254 | 1624737 |
|  | Smurfit WestRock <br> PLC<br>| 4169 | 175181 |
| TOTAL IRELAND | TOTAL IRELAND |  | 4102198 |
| ISRAEL — (0.6%) | ISRAEL — (0.6%) | ISRAEL — (0.6%) | ISRAEL — (0.6%) |
|  | Aura Investments Ltd. | 27956 | 146590 |
|  | Bezeq The Israeli <br> Telecommunication <br> Corp. Ltd.<br>| 336938 | 512360 |
|  | Delta Galil Ltd. | 696 | 32819 |
| \* | El Al Israel Airlines | 13529 | 41352 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Electra Ltd. | 269 | $142298 |
|  | Energix-Renewable <br> Energies Ltd.<br>| 7364 | 21809 |
| \* | Fattal Holdings 1998 <br> Ltd.<br>| 1387 | 181136 |
|  | First International Bank <br> of Israel Ltd.<br>| 6498 | 356898 |
|  | Formula Systems 1985 <br> Ltd. (FORTY IT)<br>| 1456 | 128551 |
|  | Hilan Ltd. | 2586 | 165104 |
|  | ICL Group Ltd. | 33657 | 224675 |
|  | Matrix IT Ltd. | 6536 | 159982 |
|  | Menora Mivtachim <br> Holdings Ltd.<br>| 4314 | 228499 |
|  | Mizrahi Tefahot Bank <br> Ltd.<br>| 9823 | 497412 |
|  | Next Vision Stabilized <br> Systems Ltd.<br>| 2564 | 67541 |
| #\* | Nice Ltd. (NICE US), <br> Sponsored ADR<br>| 3099 | 482995 |
| \* | Nova Ltd. (NVMI IT) | 1973 | 380933 |
| #\* | Nova Ltd. (NVMI US) | 810 | 158930 |
|  | Paz Retail & Energy <br> Ltd.<br>| 2076 | 293122 |
|  | Shufersal Ltd. | 32340 | 302795 |
|  | Strauss Group Ltd. | 6947 | 157229 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA IT)<br>| 98607 | 1529064 |
| \* | Teva Pharmaceutical <br> Industries Ltd. <br> (TEVA US), <br> Sponsored ADR<br>| 9668 | 149951 |
| #\* | Tower Semiconductor <br> Ltd. (TSEM US)<br>| 4828 | 172746 |
|  | YH Dimri Construction <br> & Development Ltd.<br>| 1229 | 103703 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 6638494 |
| ITALY — (2.1%) | ITALY — (2.1%) | ITALY — (2.1%) | ITALY — (2.1%) |
|  | Enel SpA | 946877 | 8208451 |
|  | FinecoBank Banca <br> Fineco SpA<br>| 92093 | 1842866 |
|  | Intesa Sanpaolo SpA | 736228 | 3930195 |
|  | Moncler SpA | 22600 | 1394892 |
| Ω | Poste Italiane SpA | 74569 | 1513542 |
|  | PRADA SpA | 146800 | 916598 |
|  | Prysmian SpA | 32144 | 1765741 |
|  | Recordati Industria <br> Chimica e <br> Farmaceutica SpA<br>| 11335 | 668859 |
|  | Snam SpA | 273223 | 1568158 |
| TOTAL ITALY | TOTAL ITALY |  | 21809302 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (20.6%) | JAPAN — (20.6%) | JAPAN — (20.6%) |
| ABC-Mart, Inc. | 3900 | $72532 |
| Advantest Corp. | 85200 | 3564422 |
| Aeon Co. Ltd. | 83500 | 2469193 |
| Ajinomoto Co., Inc. | 68600 | 1403149 |
| Asahi Intecc Co. Ltd. | 16400 | 252147 |
| Asics Corp. | 171200 | 3679780 |
| Astellas Pharma, Inc. | 241600 | 2419417 |
| Azbil Corp. | 55682 | 479494 |
| Bandai Namco <br> Holdings, Inc.<br>| 116400 | 4045193 |
| BayCurrent, Inc. | 32400 | 1745828 |
| BIPROGY, Inc. | 21700 | 708682 |
| Calbee, Inc. | 10700 | 215228 |
| Capcom Co. Ltd. | 82900 | 2399997 |
| Chugai Pharmaceutical <br> Co. Ltd.<br>| 71900 | 4142124 |
| Cosmos <br> Pharmaceutical <br> Corp.<br>| 8000 | 514717 |
| CyberAgent, Inc. | 36300 | 310729 |
| Daifuku Co. Ltd. | 63253 | 1673324 |
| Daiichi Sankyo Co. <br> Ltd.<br>| 13100 | 335106 |
| Daikin Industries Ltd. | 18000 | 2050618 |
| Daito Trust <br> Construction Co. <br> Ltd.<br>| 20500 | 2282409 |
| Dentsu Soken, Inc. | 5800 | 253994 |
| Dexerials Corp. | 40800 | 479362 |
| Disco Corp. | 9900 | 1915447 |
| DMG Mori Co. Ltd. | 35100 | 610098 |
| Ebara Corp. | 106400 | 1598318 |
| Fast Retailing Co. Ltd. | 21500 | 7072313 |
| Food & Life Cos. Ltd. | 28500 | 1054648 |
| Fuji Electric Co. Ltd. | 21300 | 947141 |
| Fuji Soft, Inc. | 2400 | 164816 |
| Fujikura Ltd. | 53600 | 1994288 |
| Fujitsu Ltd. | 176000 | 3909920 |
| GMO Payment <br> Gateway, Inc.<br>| 5798 | 363148 |
| Goldwin, Inc. | 1801 | 103255 |
| Hitachi Ltd. (6501 JP) | 316000 | 7810102 |
| Horiba Ltd. | 1000 | 68352 |
| Hoya Corp. | 36500 | 4294812 |
| IHI Corp. | 27400 | 2146301 |
| Internet Initiative <br> Japan, Inc.<br>| 27100 | 502525 |
| Japan Airport Terminal <br> Co. Ltd.<br>| 20400 | 586764 |
| Japan Exchange <br> Group, Inc.<br>| 253200 | 2817043 |
| Japan Tobacco, Inc. | 83100 | 2560148 |
| Kakaku.com, Inc. | 30000 | 530576 |
| Kao Corp. | 25300 | 1083385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kawasaki Heavy <br> Industries Ltd.<br>| 11800 | $703890 |
|  | KDDI Corp. | 426400 | 7557346 |
| # | Kikkoman Corp. | 85700 | 838932 |
|  | Kobe Bussan Co. Ltd. | 36700 | 1121557 |
|  | Konami Group Corp. | 12700 | 1813762 |
|  | Kotobuki Spirits Co. <br> Ltd.<br>| 5100 | 75910 |
|  | Kurita Water Industries <br> Ltd.<br>| 23703 | 784751 |
| # | Lasertec Corp. | 20700 | 1924486 |
|  | Marui Group Co. Ltd. | 34800 | 692711 |
|  | Maruwa Co. Ltd. | 800 | 164501 |
|  | MatsukiyoCocokara & <br> Co.<br>| 43100 | 791170 |
|  | McDonald's Holdings <br> Co. Japan Ltd.<br>| 12000 | 507401 |
| \* | Mercari, Inc. | 10400 | 168535 |
|  | Minebea Mitsumi, Inc. | 8100 | 118714 |
|  | Mitsubishi Heavy <br> Industries Ltd.<br>| 180500 | 3558168 |
|  | MonotaRO Co. Ltd. | 58700 | 1128969 |
|  | NEC Corp. | 29200 | 710810 |
|  | Nichirei Corp. | 48400 | 663924 |
|  | NIDEC Corp. (6594 <br> JP)<br>| 70600 | 1254655 |
|  | Nippon Sanso <br> Holdings Corp.<br>| 40500 | 1296131 |
|  | Nissan Chemical <br> Corp.<br>| 27936 | 817090 |
|  | Nitto Denko Corp. | 121900 | 2142613 |
|  | NOF Corp. | 7900 | 118917 |
|  | Nomura Research <br> Institute Ltd.<br>| 91730 | 3473579 |
|  | NS Solutions Corp. | 7800 | 185053 |
|  | NTT Data Group <br> Corp.<br>| 61100 | 1213470 |
|  | Obic Co. Ltd. | 20500 | 717736 |
|  | Olympus Corp. | 167200 | 2190820 |
|  | Oracle Corp. Japan | 8600 | 1033904 |
|  | Organo Corp. | 2800 | 134033 |
|  | Oriental Land Co. Ltd. | 48800 | 1033559 |
|  | Otsuka Corp. | 25500 | 565566 |
|  | Otsuka Holdings Co. <br> Ltd.<br>| 11800 | 575259 |
|  | Pan Pacific <br> International <br> Holdings Corp.<br>| 95800 | 2949436 |
|  | Persol Holdings Co. <br> Ltd.<br>| 626400 | 1134581 |
|  | Rakus Co. Ltd. | 14800 | 224883 |
| \* | Rakuten Bank Ltd. | 11100 | 466840 |
| \* | Rakuten Group, Inc. | 143200 | 844354 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Recruit Holdings Co. <br> Ltd.<br>| 157000 | $8700195 |
|  | Renesas Electronics <br> Corp.<br>| 145100 | 1702786 |
|  | Round One Corp. | 14600 | 90627 |
|  | Ryohin Keikaku Co. <br> Ltd.<br>| 57200 | 1933391 |
|  | Sankyo Co. Ltd. | 62500 | 951284 |
|  | Sanrio Co. Ltd. | 37500 | 1494232 |
|  | Sanwa Holdings Corp. | 42500 | 1394964 |
| # | Sapporo Holdings Ltd. | 8000 | 444268 |
| # | SBI Sumishin Net <br> Bank Ltd.<br>| 16800 | 490229 |
|  | SCREEN Holdings Co. <br> Ltd.<br>| 25800 | 1715623 |
|  | SCSK Corp. | 32800 | 857898 |
|  | Seibu Holdings, Inc. | 54400 | 1314776 |
|  | SG Holdings Co. Ltd. | 32301 | 340118 |
| #\* | Sharp Corp. | 21100 | 125090 |
|  | Shin-Etsu Chemical <br> Co. Ltd.<br>| 167543 | 5098580 |
|  | Skylark Holdings Co. <br> Ltd.<br>| 65500 | 1359402 |
|  | Socionext, Inc. | 13145 | 141382 |
|  | SoftBank Corp. | 3203400 | 4847529 |
|  | Sony Group Corp. <br> (6758 JP)<br>| 835000 | 22029625 |
| # | Sony Group Corp. <br> (SONY US), <br> Sponsored ADR<br>| 27926 | 726076 |
|  | Sugi Holdings Co. Ltd. | 23800 | 499939 |
|  | Sundrug Co. Ltd. | 11500 | 383206 |
|  | Sysmex Corp. | 70100 | 1301277 |
|  | TDK Corp. (6762 JP) | 56401 | 601880 |
|  | TIS, Inc. | 49600 | 1431613 |
|  | Toei Animation Co. <br> Ltd.<br>| 9100 | 220046 |
|  | Tokio Marine Holdings, <br> Inc. (8766 JP)<br>| 254900 | 10216991 |
|  | Tokyo Electron Ltd. | 52500 | 7817162 |
|  | Tomy Co. Ltd. | 10400 | 228977 |
|  | Toridoll Holdings Corp. | 8500 | 254412 |
|  | Toyo Suisan Kaisha <br> Ltd.<br>| 11200 | 724032 |
|  | Trend Micro, Inc. (4704 <br> JP)<br>| 28800 | 2066417 |
|  | Unicharm Corp. | 135067 | 1254116 |
|  | USS Co. Ltd. | 58600 | 584110 |
|  | Welcia Holdings Co. <br> Ltd.<br>| 10922 | 192567 |
|  | Yamazaki Baking Co. <br> Ltd.<br>| 14000 | 335140 |
|  | Yaoko Co. Ltd. | 4800 | 321493 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Yokogawa Electric <br> Corp.<br>| 52800 | $1142600 |
|  | Zenkoku Hosho Co. <br> Ltd.<br>| 2400 | 52071 |
|  | Zensho Holdings Co. <br> Ltd.<br>| 24400 | 1507757 |
|  | ZOZO, Inc. | 96000 | 974927 |
| TOTAL JAPAN | TOTAL JAPAN |  | 211197669 |
| LUXEMBOURG — (0.1%) | LUXEMBOURG — (0.1%) | LUXEMBOURG — (0.1%) | LUXEMBOURG — (0.1%) |
| \* | InPost SA | 37171 | 627888 |
| Ω | Samsonite Group SA | 181200 | 324663 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | 952551 |
| NETHERLANDS — (5.5%) | NETHERLANDS — (5.5%) | NETHERLANDS — (5.5%) | NETHERLANDS — (5.5%) |
|  | Airbus SE | 64157 | 10886834 |
| \* | Argenx SE (ARGX <br> US), ADR<br>| 1375 | 887067 |
|  | ASML Holding NV <br> (ASML NA)<br>| 3091 | 2069245 |
|  | ASML Holding NV <br> (ASML US)<br>| 27596 | 18436336 |
|  | Ferrari NV (RACE IM) | 5787 | 2649269 |
|  | Ferrari NV (RACE US) | 8166 | 3770895 |
|  | Ferrovial SE | 72817 | 3552195 |
| # | Universal Music Group <br> NV<br>| 108383 | 3187054 |
|  | Wolters Kluwer NV | 64455 | 11380107 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 56819002 |
| NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) | NEW ZEALAND — (0.4%) |
| # | Chorus Ltd. (CNU NZ) | 159898 | 754126 |
| # | Contact Energy Ltd. | 9660 | 50889 |
|  | Fisher & Paykel <br> Healthcare Corp. <br> Ltd.<br>| 33477 | 675332 |
|  | Mainfreight Ltd. | 10990 | 362680 |
|  | Spark New Zealand <br> Ltd.<br>| 83083 | 102934 |
| \* | Xero Ltd. | 18880 | 1988311 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 3934272 |
| NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) | NORWAY — (0.6%) |
|  | AF Gruppen ASA | 2755 | 39541 |
| \* | Bluenord ASA | 1558 | 89252 |
|  | Borregaard ASA | 10346 | 178011 |
|  | DNB Bank ASA | 3420 | 85494 |
|  | Equinor ASA | 49055 | 1110391 |
|  | Gjensidige Forsikring <br> ASA<br>| 6613 | 154737 |
|  | Kongsberg Gruppen <br> ASA<br>| 4872 | 784922 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | Mowi ASA | 22569 | $413836 |
|  | Orkla ASA | 2299 | 25639 |
|  | Protector Forsikring <br> ASA<br>| 13233 | 465741 |
|  | Salmar ASA | 4515 | 223109 |
|  | Storebrand ASA | 106273 | 1283098 |
|  | Telenor ASA | 43162 | 648292 |
|  | TOMRA Systems ASA | 16984 | 267961 |
|  | Var Energi ASA | 69993 | 192461 |
|  | Veidekke ASA | 23361 | 351513 |
| TOTAL NORWAY | TOTAL NORWAY |  | 6313998 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
|  | Galp Energia SGPS <br> SA<br>| 22813 | 353459 |
|  | Jeronimo Martins <br> SGPS SA<br>| 23855 | 577348 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 930807 |
| SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |
|  | DBS Group Holdings <br> Ltd.<br>| 133663 | 4342602 |
| # | SATS Ltd. | 197600 | 426127 |
|  | Sembcorp Industries <br> Ltd.<br>| 213800 | 1081436 |
|  | Singapore Airlines Ltd. | 9700 | 49779 |
|  | Singapore Exchange <br> Ltd.<br>| 177800 | 1955951 |
|  | Singapore <br> Technologies <br> Engineering Ltd.<br>| 304300 | 1727889 |
|  | Yangzijiang <br> Shipbuilding <br> Holdings Ltd.<br>| 510900 | 875153 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 10458937 |
| SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) |
|  | ACS Actividades de <br> Construccion y <br> Servicios SA<br>| 37859 | 2372049 |
| #Ω | Aena SME SA | 12381 | 3110304 |
|  | Amadeus IT Group SA | 49997 | 3935414 |
|  | Endesa SA | 52210 | 1568001 |
|  | Iberdrola SA | 147310 | 2655387 |
| # | Industria de Diseno <br> Textil SA<br>| 110684 | 5952030 |
| # | Naturgy Energy Group <br> SA<br>| 10765 | 320712 |
|  | Telefonica SA (TEF <br> SM)<br>| 814171 | 4182594 |
| TOTAL SPAIN | TOTAL SPAIN |  | 24096491 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) | SWEDEN — (3.0%) |
|  | AAK AB | 2289 | $59862 |
|  | AddTech AB, Class B | 39460 | 1327530 |
|  | Alfa Laval AB | 2954 | 122520 |
| # | Atlas Copco AB <br> (ATCOA SS), <br> Class A<br>| 253368 | 3921806 |
|  | Atlas Copco AB <br> (ATCOB SS), <br> Class B<br>| 142793 | 1982784 |
| # | Avanza Bank Holding <br> AB<br>| 24932 | 828494 |
| # | Axfood AB | 25778 | 720659 |
|  | Epiroc AB (EPIA SS), <br> Class A<br>| 42925 | 928670 |
|  | Epiroc AB (EPIB SS), <br> Class B<br>| 25518 | 500448 |
| #Ω | Evolution AB | 8329 | 576988 |
|  | Fortnox AB | 96573 | 874461 |
| # | H & M Hennes & <br> Mauritz AB, Class B<br>| 72016 | 1043553 |
|  | Hemnet Group AB | 21912 | 752145 |
|  | Indutrade AB | 34001 | 919851 |
|  | Lagercrantz Group AB, <br> Class B<br>| 43671 | 995079 |
|  | Lifco AB, Class B | 18429 | 713474 |
| # | Medicover AB, <br> Class B<br>| 10709 | 267235 |
|  | Mycronic AB | 10871 | 434090 |
|  | Nordnet AB publ | 33693 | 891928 |
|  | Sectra AB, Class B | 22615 | 693844 |
|  | Sweco AB, Class B | 22525 | 396258 |
|  | Tele2 AB, Class B | 151957 | 2241978 |
|  | Telefonaktiebolaget LM <br> Ericsson (ERICB <br> SS), Class B<br>| 328707 | 2776713 |
|  | Volvo AB (VOLVA SS), <br> Class A<br>| 26464 | 721844 |
|  | Volvo AB (VOLVB SS), <br> Class B<br>| 212273 | 5770328 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 30462542 |
| SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) | SWITZERLAND — (7.9%) |
|  | ABB Ltd. | 49749 | 2627282 |
|  | Coca-Cola HBC AG | 29306 | 1526072 |
|  | Geberit AG | 9798 | 6787273 |
|  | Kuehne & Nagel <br> International AG<br>| 14000 | 3224158 |
|  | Nestle SA | 216222 | 23014104 |
|  | Novartis AG (NVS US), <br> Sponsored ADR<br>| 21606 | 2452065 |
|  | Partners Group <br> Holding AG<br>| 3843 | 5035373 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | Roche Holding AG (RO <br> SW)<br>| 4309 | $1499001 |
|  | Roche Holding AG <br> (ROG SW)<br>| 94629 | 30942392 |
|  | SGS SA | 43650 | 4262910 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 81370630 |
| UNITED KINGDOM — (12.0%) | UNITED KINGDOM — (12.0%) | UNITED KINGDOM — (12.0%) | UNITED KINGDOM — (12.0%) |
|  | Admiral Group PLC | 39164 | 1703339 |
| Ω | Airtel Africa PLC | 250202 | 572586 |
|  | Ashtead Group PLC | 155933 | 8347470 |
|  | AstraZeneca PLC <br> (AZN LN)<br>| 14419 | 2065764 |
|  | AstraZeneca PLC <br> (AZN US), <br> Sponsored ADR<br>| 150684 | 10817604 |
| Ω | Auto Trader Group <br> PLC<br>| 237916 | 2672952 |
|  | BAE Systems PLC | 9983 | 231432 |
|  | Bunzl PLC | 34678 | 1089739 |
|  | Compass Group PLC | 167527 | 5648132 |
|  | Diageo PLC (DEO <br> US), Sponsored <br> ADR<br>| 41890 | 4692518 |
|  | Diageo PLC (DGE LN) | 21446 | 602212 |
| \*†† | Evraz PLC | 83618 | 0 |
|  | Experian PLC | 130958 | 6515297 |
|  | Games Workshop <br> Group PLC<br>| 9462 | 1948627 |
|  | GSK PLC (GSK LN) | 106170 | 2100329 |
| # | GSK PLC (GSK US), <br> Sponsored ADR<br>| 245084 | 9766573 |
|  | Howden Joinery Group <br> PLC<br>| 123848 | 1273590 |
|  | IMI PLC | 31144 | 739135 |
|  | Imperial Brands PLC | 287207 | 11784981 |
|  | InterContinental Hotels <br> Group PLC (IHG <br> US), ADR<br>| 1 | 146 |
|  | Intertek Group PLC | 27700 | 1701193 |
|  | JD Sports Fashion <br> PLC<br>| 183252 | 192929 |
|  | Legal & General Group <br> PLC<br>| 809429 | 2548958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Marks & Spencer <br> Group PLC<br>| 429837 | $2233667 |
|  | Next PLC | 33755 | 5568781 |
|  | Reckitt Benckiser <br> Group PLC<br>| 145075 | 9364088 |
|  | RELX PLC (REL LN) | 57560 | 3141345 |
|  | RELX PLC (RELX US), <br> Sponsored ADR<br>| 78406 | 4283320 |
|  | RELX PLC (REN NA) | 71813 | 3909447 |
|  | Rightmove PLC | 199327 | 1968584 |
|  | Sage Group PLC | 110654 | 1834493 |
|  | Spirax Group PLC | 4857 | 382809 |
|  | St. James's Place <br> PLC<br>| 100424 | 1265879 |
| # | Unilever PLC (UL US), <br> Sponsored ADR<br>| 182515 | 11598828 |
|  | Unilever PLC (ULVR <br> LN)<br>| 712 | 45333 |
| # | WPP PLC (WPP US), <br> Sponsored ADR<br>| 4365 | 168314 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 122780394 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 981478069 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |
| \* | Constellation Software, <br> Inc. Warrants <br> 03/31/2040<br>| 2145 | 0 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $704,956,404) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $704,956,404) |  | 981478069 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) | SECURITIES LENDING COLLATERAL — (4.5%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 4004157 | 46308071 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $751,265,396) | (Cost $751,265,396) |  | $1027786140 |

---

------

**International Large Cap Growth Portfolio**

**CONTINUED**

As of April 30, 2025, the value of Rule 144A securities amounted to $9,990,387 or 1.0% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; $2308172 | &nbsp;&nbsp; $58339122 | &nbsp;&nbsp; — | &nbsp;&nbsp; $60647294 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 1422063 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1422063 |
| Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp; 6714010 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6714010 |
| Canada | &nbsp;&nbsp; 104936847 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 104936847 |
| Denmark | &nbsp;&nbsp; 2126400 | &nbsp;&nbsp; 16464596 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18590996 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 7315573 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7315573 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 78829491 | &nbsp;&nbsp; — | &nbsp;&nbsp; 78829491 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 108189901 | &nbsp;&nbsp; — | &nbsp;&nbsp; 108189901 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 12964607 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12964607 |
| Ireland | &nbsp;&nbsp; 175181 | &nbsp;&nbsp; 3927017 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4102198 |
| Israel | &nbsp;&nbsp; 964622 | &nbsp;&nbsp; 5673872 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6638494 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 21809302 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21809302 |
| Japan | &nbsp;&nbsp; 726076 | &nbsp;&nbsp; 210471593 | &nbsp;&nbsp; — | &nbsp;&nbsp; 211197669 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 952551 | &nbsp;&nbsp; — | &nbsp;&nbsp; 952551 |
| Netherlands | &nbsp;&nbsp; 23094298 | &nbsp;&nbsp; 33724704 | &nbsp;&nbsp; — | &nbsp;&nbsp; 56819002 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 3934272 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3934272 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 6313998 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6313998 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 930807 | &nbsp;&nbsp; — | &nbsp;&nbsp; 930807 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 10458937 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10458937 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 24096491 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24096491 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 30462542 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30462542 |
| Switzerland | &nbsp;&nbsp; 2452065 | &nbsp;&nbsp; 78918565 | &nbsp;&nbsp; — | &nbsp;&nbsp; 81370630 |
| United Kingdom | &nbsp;&nbsp; 41327303 | &nbsp;&nbsp; 81453091 | &nbsp;&nbsp; — | &nbsp;&nbsp; 122780394 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 46308071 | &nbsp;&nbsp; — | &nbsp;&nbsp; 46308071 |
| Total Investments in Securities | &nbsp;&nbsp; $178110964 | &nbsp;&nbsp; $849675176 | &nbsp;&nbsp; —˂˃ | &nbsp;&nbsp; $1027786140 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**International Small Cap Growth Portfolio**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (94.3%) | COMMON STOCKS — (94.3%) | COMMON STOCKS — (94.3%) | COMMON STOCKS — (94.3%) |
| AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) |
|  | Accent Group Ltd. | 112583 | $133616 |
|  | Acrow Ltd. | 65455 | 43581 |
| # | Adairs Ltd. | 24229 | 36642 |
| # | ARB Corp. Ltd. | 23554 | 474661 |
|  | AUB Group Ltd. | 21862 | 446410 |
| \* | Audinate Group Ltd. | 14701 | 57711 |
|  | Aussie Broadband <br> Ltd.<br>| 37107 | 97484 |
|  | Australian Clinical <br> Labs Ltd.<br>| 36962 | 73796 |
|  | Australian Ethical <br> Investment Ltd.<br>| 25309 | 83975 |
| # | Australian Finance <br> Group Ltd.<br>| 43070 | 50194 |
| #†† | AVZ Minerals Ltd. | 336495 | 35281 |
|  | Baby Bunting Group <br> Ltd.<br>| 17170 | 17213 |
| # | Beacon Lighting <br> Group Ltd.<br>| 28582 | 60521 |
| \* | Bellevue Gold Ltd. | 305102 | 177621 |
| \* | Boss Energy Ltd. | 15658 | 32016 |
|  | Bravura Solutions <br> Ltd.<br>| 73643 | 103539 |
|  | Breville Group Ltd. | 30432 | 557981 |
| \* | Capricorn Metals Ltd. | 107779 | 637670 |
| #\* | Catalyst Metals Ltd. | 20285 | 73687 |
| #\* | Catapult Group <br> International Ltd.<br>| 4827 | 12641 |
| #\* | Cettire Ltd. | 48710 | 14006 |
|  | Champion Iron Ltd. | 62023 | 181310 |
| # | Clinuvel <br> Pharmaceuticals <br> Ltd.<br>| 11891 | 86609 |
|  | Cobram Estate Olives <br> Ltd.<br>| 16939 | 19921 |
|  | Codan Ltd. | 29274 | 294857 |
| #\* | Cogstate Ltd. | 6282 | 5363 |
|  | Collins Foods Ltd. | 26555 | 139801 |
|  | Data#3 Ltd. | 47477 | 221105 |
|  | Dicker Data Ltd. | 19198 | 103729 |
| # | Domino's Pizza <br> Enterprises Ltd.<br>| 14862 | 240189 |
| # | Eagers Automotive <br> Ltd.<br>| 33162 | 391382 |
| \* | Emerald Resources <br> NL<br>| 159779 | 410271 |
| \* | Energy Resources of <br> Australia Ltd.<br>| 44404 | 57 |
| # | EQT Holdings Ltd. | 5142 | 106860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | EVT Ltd. | 20183 | $181694 |
| # | Flight Centre Travel <br> Group Ltd.<br>| 40832 | 335035 |
| \* | Genesis Minerals Ltd. | 172908 | 426986 |
|  | GenusPlus Group <br> Ltd.<br>| 11579 | 20634 |
|  | Gold Road Resources <br> Ltd.<br>| 176661 | 342747 |
| # | GR Engineering <br> Services Ltd.<br>| 25913 | 46637 |
|  | GWA Group Ltd. | 35068 | 53307 |
|  | Hansen Technologies <br> Ltd.<br>| 49856 | 173003 |
|  | HUB24 Ltd. | 21929 | 1013085 |
| # | IDP Education Ltd. | 36842 | 208944 |
|  | Imdex Ltd. | 91945 | 173941 |
|  | Infomedia Ltd. | 146416 | 116211 |
|  | Inghams Group Ltd. | 122390 | 268690 |
|  | IPH Ltd. | 41287 | 120593 |
|  | IRESS Ltd. | 12874 | 65559 |
|  | Johns Lyng Group <br> Ltd.<br>| 27304 | 38831 |
|  | Jumbo Interactive <br> Ltd.<br>| 10368 | 67771 |
| # | Kogan.com Ltd. | 8684 | 25021 |
|  | Lovisa Holdings Ltd. | 17049 | 272179 |
|  | Lycopodium Ltd. | 3894 | 27022 |
|  | MA Financial Group <br> Ltd.<br>| 22193 | 94237 |
| \* | Macquarie Technology <br> Group Ltd.<br>| 2866 | 109052 |
| # | Mader Group Ltd. | 5695 | 23237 |
|  | McMillan Shakespeare <br> Ltd.<br>| 18902 | 185192 |
| \* | Megaport Ltd. | 32688 | 240472 |
|  | Metcash Ltd. | 231542 | 476923 |
|  | Monadelphous Group <br> Ltd.<br>| 26446 | 273471 |
|  | Myer Holdings Ltd. | 157534 | 72675 |
| \* | Nanosonics Ltd. | 8869 | 27233 |
|  | Netwealth Group Ltd. | 352 | 6324 |
|  | nib holdings Ltd. | 132496 | 578033 |
| # | Nick Scali Ltd. | 27080 | 308381 |
| \* | Nuix Ltd. | 27149 | 42341 |
|  | Objective Corp. Ltd. | 6021 | 60356 |
| #\* | Ora Banda Mining <br> Ltd.<br>| 37597 | 24024 |
| \* | PPK Mining <br> Equipment Group <br> Pty. Ltd.<br>| 7132 | 0 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| # | Premier Investments <br> Ltd.<br>| 10999 | $146509 |
| # | Propel Funeral <br> Partners Ltd.<br>| 13636 | 45129 |
| # | PWR Holdings Ltd. | 21649 | 94897 |
|  | Ramelius Resources <br> Ltd.<br>| 191161 | 321687 |
| #\* | ReadyTech Holdings <br> Ltd.<br>| 18559 | 25023 |
|  | Regis Healthcare Ltd. | 37883 | 165699 |
| \* | Regis Resources Ltd. | 13693 | 39588 |
|  | Reliance Worldwide <br> Corp. Ltd.<br>| 138244 | 371638 |
| # | Ridley Corp. Ltd. | 70333 | 106317 |
| \* | RPMGlobal Holdings <br> Ltd.<br>| 60700 | 107083 |
|  | Service Stream Ltd. | 66453 | 79590 |
|  | Sigma Healthcare <br> Ltd.<br>| 104777 | 202185 |
|  | SmartGroup Corp. <br> Ltd.<br>| 44344 | 222378 |
|  | Southern Cross <br> Electrical <br> Engineering Ltd.<br>| 30518 | 36600 |
|  | SRG Global Ltd. | 62796 | 51975 |
| # | Step One Clothing <br> Ltd.<br>| 14811 | 8988 |
|  | Super Retail Group <br> Ltd.<br>| 29619 | 254022 |
| \* | Superloop Ltd. | 88032 | 140786 |
| \* | Temple & Webster <br> Group Ltd.<br>| 28945 | 330304 |
| \* | Tuas Ltd. | 38439 | 138815 |
| #\* | Tyro Payments Ltd. | 88693 | 45903 |
|  | Universal Store <br> Holdings Ltd.<br>| 2072 | 10213 |
| \* | Vault Minerals Ltd. | 130861 | 36009 |
|  | Ventia Services Group <br> Pty. Ltd.<br>| 182575 | 494319 |
| #\* | WEB Travel Group <br> Ltd.<br>| 88931 | 244547 |
| \* | Webjet Group Ltd. | 88931 | 36428 |
| \* | West African <br> Resources Ltd.<br>| 216590 | 331472 |
| #\* | Zip Co. Ltd. | 298858 | 334800 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 16344445 |
| AUSTRIA — (1.4%) | AUSTRIA — (1.4%) | AUSTRIA — (1.4%) | AUSTRIA — (1.4%) |
|  | ANDRITZ AG | 22725 | 1633012 |
| Ω | BAWAG Group AG | 12859 | 1409449 |
| \* | DO & Co. AG | 1869 | 298550 |
| \* | Eurotelesites AG | 8017 | 45522 |
|  | Fabasoft AG | 987 | 19248 |
|  | Kontron AG | 1497 | 36377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | Oesterreichische Post <br> AG<br>| 8207 | $276696 |
|  | Strabag SE (STR AV) | 2166 | 190029 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | 3908883 |
| BELGIUM — (1.3%) | BELGIUM — (1.3%) | BELGIUM — (1.3%) | BELGIUM — (1.3%) |
| # | CMB Tech NV | 1862 | 17708 |
|  | Colruyt Group NV | 6576 | 316224 |
|  | Deme Group NV | 1593 | 238785 |
|  | EVS Broadcast <br> Equipment SA<br>| 2260 | 94539 |
|  | Fagron | 20034 | 467014 |
|  | Ion Beam <br> Applications<br>| 743 | 8851 |
| # | Kinepolis Group NV | 2726 | 93964 |
|  | Lotus Bakeries NV | 120 | 1153809 |
|  | Melexis NV | 5881 | 352910 |
| # | Solvay SA | 20216 | 765025 |
| # | Van de Velde NV | 1744 | 65249 |
| TOTAL BELGIUM | TOTAL BELGIUM |  | 3574078 |
| CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) | CANADA — (10.7%) |
| #\* | 5N Plus, Inc. | 11100 | 53463 |
| # | Ag Growth <br> International, Inc.<br>| 5814 | 140099 |
| #\* | Air Canada | 20074 | 203419 |
|  | Altus Group Ltd. | 9673 | 360229 |
|  | Amerigo Resources <br> Ltd.<br>| 15100 | 18949 |
|  | Andlauer Healthcare <br> Group, Inc.<br>| 4756 | 184568 |
| \* | Aritzia, Inc. | 26722 | 939903 |
| \* | Athabasca Oil Corp. | 55994 | 184399 |
| #\* | ATS Corp. (ATS CN) | 25328 | 638252 |
|  | Aura Minerals, Inc. | 6800 | 140577 |
|  | Badger Infrastructure <br> Solution<br>| 11038 | 314502 |
|  | Bird Construction, <br> Inc.<br>| 14525 | 222416 |
|  | Black Diamond Group <br> Ltd.<br>| 9300 | 54912 |
|  | Boralex, Inc., Class A | 18051 | 400930 |
| # | Boyd Group Services, <br> Inc.<br>| 5138 | 737940 |
| # | BRP, Inc. (DOO CN) | 2112 | 71544 |
|  | BRP, Inc. (DOOO <br> US)<br>| 1490 | 50496 |
|  | Calian Group Ltd. | 2906 | 100296 |
| #\* | Canada Goose <br> Holdings, Inc. <br> (GOOS CN)<br>| 7500 | 62781 |
| \* | Celestica, Inc. (CLS <br> US)<br>| 15872 | 1354675 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | CES Energy Solutions <br> Corp.<br>| 41389 | $182537 |
|  | CI Financial Corp. | 42885 | 972114 |
| #\* | Cipher <br> Pharmaceuticals, <br> Inc.<br>| 2100 | 20595 |
|  | Colliers International <br> Group, Inc. (CIGI <br> US)<br>| 3105 | 370644 |
|  | Computer Modelling <br> Group Ltd.<br>| 27056 | 156024 |
|  | Corby Spirit & Wine <br> Ltd.<br>| 3500 | 38717 |
|  | Definity Financial <br> Corp.<br>| 11841 | 591019 |
| \* | Docebo, Inc. | 1000 | 31322 |
|  | Dundee Precious <br> Metals, Inc.<br>| 7560 | 99093 |
| # | Dye & Durham Ltd. | 8476 | 54965 |
|  | Enghouse Systems <br> Ltd.<br>| 14096 | 256133 |
| #\* | ERO Copper Corp. <br> (ERO CN)<br>| 17559 | 219328 |
|  | Evertz Technologies <br> Ltd.<br>| 8600 | 68433 |
| # | Exchange Income <br> Corp.<br>| 5805 | 213319 |
|  | Extendicare, Inc. | 25468 | 254939 |
|  | Fiera Capital Corp. | 22781 | 104602 |
|  | Finning International, <br> Inc.<br>| 45321 | 1279153 |
|  | First National <br> Financial Corp.<br>| 5637 | 153090 |
|  | Freehold Royalties <br> Ltd.<br>| 35868 | 296862 |
| \* | GDI Integrated Facility <br> Services, Inc.<br>| 2515 | 57302 |
|  | Gibson Energy, Inc. | 49372 | 776787 |
|  | goeasy Ltd. | 2107 | 237889 |
|  | Hammond Power <br> Solutions, Inc.<br>| 1500 | 99884 |
|  | Headwater <br> Exploration, Inc.<br>| 63496 | 257927 |
|  | Information Services <br> Corp.<br>| 4303 | 83276 |
| # | Innergex Renewable <br> Energy, Inc.<br>| 25364 | 249850 |
| Ω | Jamieson Wellness, <br> Inc.<br>| 12261 | 284157 |
| \* | K92 Mining, Inc. | 61362 | 564391 |
|  | K-Bro Linen, Inc. | 3004 | 76288 |
| \* | Kinaxis, Inc. | 3926 | 530121 |
|  | Labrador Iron Ore <br> Royalty Corp.<br>| 18300 | 396372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Leon's Furniture Ltd. | 4045 | $67485 |
|  | Lundin Gold, Inc. | 25405 | 1036213 |
|  | Maple Leaf Foods, <br> Inc.<br>| 11760 | 215222 |
| \* | MDA Space Ltd. | 16033 | 312961 |
| \* | Medexus <br> Pharmaceuticals, <br> Inc.<br>| 3300 | 6559 |
|  | Medical Facilities <br> Corp.<br>| 3300 | 34829 |
| \* | New Gold, Inc. (NGD <br> CN)<br>| 88600 | 352832 |
| \* | New Gold, Inc. (NGD <br> US)<br>| 66894 | 266238 |
|  | North American <br> Construction Group <br> Ltd. (NOA US)<br>| 7405 | 112482 |
|  | North West Co., Inc. | 15170 | 608517 |
| #\* | Orla Mining Ltd. (OLA <br> CN)<br>| 10200 | 112314 |
| \* | Orla Mining Ltd. <br> (ORLA US)<br>| 30757 | 338327 |
|  | Osisko Gold Royalties <br> Ltd. (OR US)<br>| 25638 | 616081 |
|  | Parkland Corp. | 38777 | 976879 |
|  | Pason Systems, Inc. | 25831 | 205734 |
|  | Pet Valu Holdings <br> Ltd.<br>| 9351 | 194061 |
|  | PHX Energy Services <br> Corp.<br>| 11900 | 65344 |
| # | Pine Cliff Energy Ltd. | 49359 | 19692 |
|  | Pollard Banknote Ltd. | 4800 | 71307 |
|  | PrairieSky Royalty <br> Ltd.<br>| 55346 | 931801 |
|  | Premium Brands <br> Holdings Corp.<br>| 12536 | 712822 |
| # | Propel Holdings, Inc. | 4448 | 87179 |
|  | Pulse Seismic, Inc. | 14400 | 27262 |
|  | Quebecor, Inc., <br> Class B<br>| 25087 | 688227 |
|  | Richelieu Hardware <br> Ltd.<br>| 16472 | 389636 |
|  | Rogers Sugar, Inc. | 21462 | 87959 |
|  | Savaria Corp. | 14977 | 188598 |
|  | Secure Waste <br> Infrastructure Corp.<br>| 76841 | 731846 |
|  | Sienna Senior Living, <br> Inc.<br>| 22092 | 271302 |
|  | Sprott, Inc. (SII CN) | 1200 | 63047 |
|  | Sprott, Inc. (SII US) | 5885 | 309021 |
|  | Stella-Jones, Inc. | 15153 | 743031 |
|  | Superior Plus Corp. | 9500 | 47686 |
|  | Sylogist Ltd. | 3400 | 20988 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| #\* | Taseko Mines Ltd. <br> (TGB US)<br>| 5900 | $13452 |
| \* | Taseko Mines Ltd. <br> (TKO CN)<br>| 27426 | 62268 |
|  | TELUS Corp. | 9810 | 151000 |
| \* | Tenaz Energy Corp. | 3200 | 36466 |
|  | TerraVest Industries, <br> Inc.<br>| 3307 | 344685 |
|  | Topaz Energy Corp. | 24519 | 409598 |
| \* | Torex Gold <br> Resources, Inc.<br>| 1162 | 37635 |
| # | TransAlta Corp. | 25233 | 224826 |
|  | TransAlta Corp.  | 52100 | 464463 |
| # | Trican Well Service <br> Ltd.<br>| 56044 | 164644 |
| \* | Trisura Group Ltd. <br> (TSU CN)<br>| 8243 | 226315 |
| \* | VerticalScope <br> Holdings, Inc.<br>| 1200 | 4091 |
| \* | Viemed Healthcare, <br> Inc.<br>| 8932 | 63149 |
| \* | Wall Financial Corp. | 2300 | 20888 |
| \* | Wesdome Gold Mines <br> Ltd.<br>| 49200 | 605275 |
| \* | Westgold Resources <br> Ltd.<br>| 61192 | 116738 |
|  | Westshore Terminals <br> Investment Corp.<br>| 10814 | 199791 |
| TOTAL CANADA | TOTAL CANADA |  | 29270249 |
| DENMARK — (2.8%) | DENMARK — (2.8%) | DENMARK — (2.8%) | DENMARK — (2.8%) |
| \* | ALK-Abello AS | 31893 | 743441 |
|  | Ambu AS, Class B | 23544 | 424981 |
| # | cBrain AS | 3927 | 101937 |
|  | Chemometec AS | 4914 | 354044 |
| \* | Demant AS | 12853 | 468066 |
|  | ISS AS | 35376 | 887635 |
| \*Ω | Netcompany Group <br> AS<br>| 12248 | 552922 |
| \* | NKT AS | 5667 | 461418 |
| \*Ω | NNIT AS | 2570 | 28274 |
| #\* | NTG Nordic Transport <br> Group AS<br>| 1504 | 57168 |
|  | Ringkjoebing <br> Landbobank AS<br>| 7254 | 1386936 |
|  | Rockwool AS, <br> Class A<br>| 6130 | 279514 |
|  | Rockwool AS, <br> Class B<br>| 15670 | 715338 |
|  | Royal Unibrew AS | 14848 | 1180683 |
|  | SP Group AS | 554 | 22702 |
| TOTAL DENMARK | TOTAL DENMARK |  | 7665059 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) | FINLAND — (2.9%) |
| \* | Alisa Pankki OYJ | 1405 | $28893 |
|  | Alma Media OYJ | 5579 | 73069 |
|  | Elisa OYJ | 25465 | 1358507 |
|  | eQ OYJ | 1222 | 14118 |
|  | Harvia OYJ | 5546 | 256614 |
|  | Hiab OYJ | 3594 | 171012 |
|  | Kalmar OYJ, Class B | 8376 | 265360 |
|  | Kesko OYJ (KESKOA <br> FH), Class A<br>| 12798 | 286190 |
|  | Kesko OYJ (KESKOB <br> FH), Class B<br>| 59117 | 1357257 |
|  | Marimekko OYJ | 7952 | 109970 |
|  | Orion OYJ (ORNAV <br> FH), Class A<br>| 7832 | 486793 |
|  | Orion OYJ (ORNBV <br> FH), Class B<br>| 27053 | 1693830 |
|  | Puuilo OYJ | 18161 | 258622 |
| \* | QT Group OYJ | 3609 | 235494 |
|  | Sampo OYJ, Class A | 94925 | 948094 |
| # | Talenom OYJ | 8051 | 32544 |
| Ω | Terveystalo OYJ | 15865 | 220488 |
| # | Tokmanni Group <br> Corp.<br>| 9567 | 150947 |
|  | Vaisala OYJ, Class A | 2328 | 123952 |
| TOTAL FINLAND | TOTAL FINLAND |  | 8071754 |
| FRANCE — (4.5%) | FRANCE — (4.5%) | FRANCE — (4.5%) | FRANCE — (4.5%) |
| \* | Bastide le Confort <br> Medical<br>| 726 | 22448 |
|  | Catana Group | 8468 | 32660 |
|  | Elis SA | 14327 | 367761 |
| \* | Foraco International <br> SA<br>| 22957 | 29641 |
|  | Gaztransport Et <br> Technigaz SA<br>| 10027 | 1634429 |
|  | Getlink SE | 51070 | 969728 |
| \* | ID Logistics Group <br> SACA<br>| 1159 | 522034 |
| # | Infotel SA | 775 | 38490 |
| # | Interparfums SA | 4358 | 172737 |
|  | Ipsen SA | 1429 | 166197 |
|  | IPSOS SA | 4221 | 199842 |
| \* | JCDecaux SE | 17391 | 302677 |
|  | Kaufman & Broad SA | 3850 | 151165 |
| Ω | La Francaise des <br> Jeux SACA<br>| 29328 | 1045371 |
|  | Linedata Services | 183 | 15282 |
|  | Nexans SA | 7280 | 799769 |
| \* | OVH Groupe SAS | 585 | 7778 |
|  | Rexel SA | 3209 | 89158 |
|  | Robertet SA | 137 | 127067 |
|  | SEB SA | 5977 | 563804 |
|  | Seche Environnement <br> SACA<br>| 870 | 89750 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
|  | Societe BIC SA | 1220 | $78936 |
|  | Sodexo SA | 7458 | 473410 |
|  | Sopra Steria Group | 5081 | 1041803 |
|  | SPIE SA | 33641 | 1648831 |
|  | Stef SA | 683 | 98480 |
|  | Trigano SA | 94 | 11167 |
| #\* | Vallourec SACA | 40543 | 749346 |
| Ω | Verallia SA | 22651 | 757416 |
| TOTAL FRANCE | TOTAL FRANCE |  | 12207177 |
| GERMANY — (5.6%) | GERMANY — (5.6%) | GERMANY — (5.6%) | GERMANY — (5.6%) |
|  | Adesso SE | 355 | 39429 |
|  | AlzChem Group AG | 978 | 126210 |
|  | Amadeus Fire AG | 1636 | 139076 |
|  | Atoss Software SE | 2860 | 429933 |
|  | Bechtle AG | 19875 | 847920 |
| \* | Ceconomy AG | 28388 | 100888 |
|  | Cewe Stiftung & Co. <br> KGaA<br>| 684 | 79100 |
|  | CTS Eventim AG & <br> Co. KGaA<br>| 15249 | 1806808 |
|  | Dermapharm Holding <br> SE<br>| 5301 | 231577 |
|  | Eckert & Ziegler SE | 4652 | 317999 |
|  | Elmos Semiconductor <br> SE<br>| 2015 | 137271 |
|  | Energiekontor AG | 2482 | 119563 |
|  | Fielmann Group AG | 8389 | 476704 |
|  | flatexDEGIRO AG | 17548 | 461808 |
|  | Freenet AG | 20446 | 850208 |
|  | Friedrich Vorwerk <br> Group SE<br>| 1386 | 94638 |
|  | FUCHS SE | 6923 | 266140 |
|  | GEA Group AG | 33419 | 2180245 |
|  | GFT Technologies SE | 3243 | 91592 |
|  | Hawesko Holding SE | 669 | 18833 |
| \* | HelloFresh SE | 27686 | 288289 |
|  | Hensoldt AG | 14387 | 1114543 |
|  | HOCHTIEF AG | 727 | 137545 |
|  | HUGO BOSS AG | 6429 | 268149 |
|  | IVU Traffic <br> Technologies AG<br>| 3749 | 79755 |
|  | Krones AG | 3266 | 477385 |
| #\* | Nagarro SE | 2210 | 157553 |
| \* | Nordex SE | 18489 | 346176 |
| \* | Pentixapharm Holding <br> AG<br>| 4652 | 15282 |
|  | Pfeiffer Vacuum <br> Technology AG<br>| 139 | 24489 |
|  | Rational AG | 230 | 197348 |
|  | Secunet Security <br> Networks AG<br>| 437 | 101901 |
|  | Stroeer SE & Co. <br> KGaA<br>| 9841 | 587620 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | SUSS MicroTec SE | 3129 | $120486 |
| \*Ω | TeamViewer SE | 40383 | 620393 |
| \* | TUI AG | 83340 | 641259 |
|  | Vossloh AG | 919 | 72605 |
|  | Washtec AG | 3729 | 179687 |
| \*Ω | Zalando SE | 27283 | 996273 |
| TOTAL GERMANY | TOTAL GERMANY |  | 15242680 |
| GIBRALTAR — (0.0%) | GIBRALTAR — (0.0%) | GIBRALTAR — (0.0%) | GIBRALTAR — (0.0%) |
| \* | Evoke PLC | 29607 | 19855 |
| HONG KONG — (1.3%) | HONG KONG — (1.3%) | HONG KONG — (1.3%) | HONG KONG — (1.3%) |
|  | ASMPT Ltd. | 9100 | 61220 |
|  | Best Mart 360 <br> Holdings Ltd.<br>| 42000 | 9301 |
|  | Bright Smart <br> Securities & <br> Commodities Group <br> Ltd.<br>| 152000 | 134371 |
|  | Cafe de Coral <br> Holdings Ltd.<br>| 104000 | 95575 |
|  | CITIC Telecom <br> International <br> Holdings Ltd.<br>| 110000 | 33463 |
| \* | C-Mer Medical <br> Holdings Ltd.<br>| 64000 | 13932 |
| \* | Cowell e Holdings, <br> Inc.<br>| 88000 | 252894 |
| Ω | Crystal International <br> Group Ltd.<br>| 78000 | 45474 |
|  | DL Holdings Group <br> Ltd.<br>| 24000 | 10855 |
|  | Fairwood Holdings <br> Ltd.<br>| 25500 | 16904 |
| #\*Ω | FIT Hon Teng Ltd. | 242000 | 60754 |
|  | FSE Lifestyle Services <br> Ltd.<br>| 41000 | 29189 |
|  | Giordano International <br> Ltd.<br>| 172000 | 33114 |
| #\*†† | Gold Financial <br> Holdings Ltd.<br>| 214000 | 0 |
|  | IGG, Inc. | 120000 | 57812 |
|  | KLN Logistics Group <br> Ltd.<br>| 58500 | 47185 |
|  | Luk Fook Holdings <br> International Ltd.<br>| 13000 | 28367 |
|  | Man Wah Holdings <br> Ltd.<br>| 370000 | 196633 |
| #\* | Melco International <br> Development Ltd.<br>| 89000 | 36873 |
| \*†† | MH Development <br> NPV<br>| 80000 | 0 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) | HONG KONG — (Continued) |
|  | Modern Dental Group <br> Ltd.<br>| 43000 | $23094 |
| \* | NagaCorp Ltd. | 78215 | 33223 |
| # | Nissin Foods Co. Ltd. | 27000 | 23229 |
|  | Oriental Watch <br> Holdings<br>| 28000 | 12649 |
|  | PAX Global <br> Technology Ltd.<br>| 8000 | 4818 |
|  | PC Partner Group <br> Ltd.<br>| 12000 | 11283 |
|  | PCCW Ltd. | 971687 | 647779 |
|  | Perfect Medical Health <br> Management Ltd.<br>| 132000 | 36796 |
|  | Plover Bay <br> Technologies Ltd.<br>| 128000 | 87570 |
| # | Sa Sa International <br> Holdings Ltd.<br>| 134000 | 10132 |
|  | SmarTone <br> Telecommunications <br> Holdings Ltd.<br>| 25000 | 13691 |
| \* | Solomon Systech <br> International Ltd.<br>| 164000 | 8221 |
|  | Stella International <br> Holdings Ltd.<br>| 76500 | 136956 |
|  | SUNeVision Holdings <br> Ltd.<br>| 211000 | 176420 |
| # | Theme International <br> Holdings Ltd.<br>| 310000 | 15583 |
|  | Tradelink Electronic <br> Commerce Ltd.<br>| 178000 | 21832 |
|  | Tycoon Group <br> Holdings Ltd.<br>| 12000 | 774 |
|  | United Laboratories <br> International <br> Holdings Ltd.<br>| 142000 | 254473 |
|  | Vitasoy International <br> Holdings Ltd.<br>| 192000 | 247376 |
|  | VSTECS Holdings <br> Ltd.<br>| 80000 | 61596 |
|  | VTech Holdings Ltd. | 48100 | 323144 |
| # | Xinyi Glass Holdings <br> Ltd.<br>| 204590 | 191554 |
| TOTAL HONG KONG | TOTAL HONG KONG |  | 3506109 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
|  | Cairn Homes PLC | 23142 | 50983 |
|  | Glanbia PLC (GLB <br> ID)<br>| 27038 | 350012 |
|  | Greencore Group <br> PLC<br>| 18710 | 46137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) | IRELAND — (Continued) |
|  | Irish Continental <br> Group PLC (IR5B <br> ID)<br>| 40436 | $235560 |
| TOTAL IRELAND | TOTAL IRELAND |  | 682692 |
| ISRAEL — (1.3%) | ISRAEL — (1.3%) | ISRAEL — (1.3%) | ISRAEL — (1.3%) |
|  | Analyst IMS <br> Investment <br> Management <br> Services Ltd.<br>| 418 | 10363 |
|  | Arad Ltd. | 2055 | 29117 |
|  | Automatic Bank <br> Services Ltd.<br>| 1364 | 8433 |
| \* | Bet Shemesh Engines <br> Holdings 1997 Ltd.<br>| 1181 | 158055 |
|  | Cohen Development <br> Gas & Oil Ltd.<br>| 84 | 3837 |
|  | Danel Adir Yeoshua <br> Ltd.<br>| 1587 | 171515 |
|  | Danya Cebus Ltd. | 1341 | 38690 |
|  | Delta Israel Brands <br> Ltd.<br>| 658 | 14836 |
|  | Electra Consumer <br> Products 1970 Ltd.<br>| 2404 | 66207 |
|  | FMS Enterprises <br> Migun Ltd.<br>| 369 | 17802 |
|  | Formula Systems <br> 1985 Ltd. (FORTY <br> IT)<br>| 246 | 21720 |
|  | Fox Wizel Ltd. | 1783 | 149964 |
|  | Globrands Ltd. | 90 | 13837 |
|  | Hilan Ltd. | 642 | 40989 |
|  | Hiper Global Ltd. | 2782 | 12042 |
|  | IDI Insurance Co. Ltd. | 2449 | 114691 |
|  | Inrom Construction <br> Industries Ltd.<br>| 25113 | 105255 |
|  | M Yochananof & Sons <br> Ltd.<br>| 700 | 47342 |
|  | Magic Software <br> Enterprises Ltd. <br> (MGIC US)<br>| 9937 | 137528 |
| \* | Malam - Team Ltd. | 2020 | 41266 |
|  | Max Stock Ltd. | 16993 | 64929 |
|  | Meitav Investment <br> House Ltd.<br>| 10788 | 138984 |
|  | Novolog Ltd. | 23600 | 9832 |
|  | One Software <br> Technologies Ltd.<br>| 9774 | 184652 |
|  | Palram Industries <br> 1990 Ltd.<br>| 1104 | 23491 |
|  | Partner <br> Communications <br> Co. Ltd.<br>| 24343 | 161728 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Plus500 Ltd. | 27850 | $1141635 |
|  | Rami Levy Chain <br> Stores Hashikma <br> Marketing 2006 <br> Ltd.<br>| 2647 | 202524 |
|  | Retailors Ltd. | 3984 | 82230 |
|  | Tadiran Group Ltd. | 920 | 51076 |
|  | Tel Aviv Stock <br> Exchange Ltd.<br>| 13899 | 170892 |
|  | Telsys Ltd. | 884 | 41672 |
|  | Tiv Taam Holdings 1 <br> Ltd.<br>| 18868 | 39655 |
| TOTAL ISRAEL | TOTAL ISRAEL |  | 3516789 |
| ITALY — (4.4%) | ITALY — (4.4%) | ITALY — (4.4%) | ITALY — (4.4%) |
|  | A2A SpA | 67313 | 171195 |
|  | ACEA SpA | 6569 | 154323 |
|  | Amplifon SpA | 35115 | 672064 |
|  | Arnoldo Mondadori <br> Editore SpA<br>| 50889 | 123859 |
|  | Azimut Holding SpA | 39046 | 1085054 |
|  | Banca Generali SpA | 20762 | 1231762 |
|  | Banca Mediolanum <br> SpA<br>| 21141 | 316055 |
| Ω | BFF Bank SpA | 45285 | 429021 |
| # | Brunello Cucinelli <br> SpA<br>| 11735 | 1324877 |
| #Ω | Carel Industries SpA | 10923 | 218925 |
|  | Cembre SpA | 763 | 42196 |
|  | De' Longhi SpA | 7669 | 237331 |
| Ω | Enav SpA | 20417 | 90410 |
|  | Hera SpA | 109909 | 520334 |
|  | Intercos SpA | 8001 | 120433 |
| # | Italian Sea Group <br> SpA<br>| 2920 | 18691 |
|  | LU-VE SpA | 2501 | 80909 |
|  | Maire SpA | 52339 | 565290 |
| # | MARR SpA | 5190 | 57413 |
|  | Moltiply Group SpA | 4425 | 219266 |
| \* | Newlat Food SpA | 4907 | 95457 |
|  | Pharmanutra SpA | 1151 | 70495 |
| # | Piaggio & C SpA | 45642 | 89598 |
| Ω | RAI Way SpA | 34041 | 233162 |
|  | Reply SpA | 7137 | 1274164 |
| #\* | Saipem SpA | 267614 | 618180 |
| # | Sanlorenzo SpA | 3013 | 96728 |
|  | Sesa SpA | 2243 | 189577 |
|  | SOL SpA | 12905 | 589200 |
| Ω | Technogym SpA | 40447 | 546554 |
|  | TXT e-solutions SpA | 983 | 35141 |
| # | Webuild SpA | 97794 | 354803 |
| # | Wiit SpA | 1016 | 17794 |
| # | Zignago Vetro SpA | 7166 | 72085 |
| TOTAL ITALY | TOTAL ITALY |  | 11962346 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (22.1%) | JAPAN — (22.1%) | JAPAN — (22.1%) | JAPAN — (22.1%) |
|  | &Do Holdings Co. <br> Ltd.<br>| 3700 | $35399 |
|  | A&D HOLON Holdings <br> Co. Ltd.<br>| 5300 | 66333 |
|  | Adastria Co. Ltd. | 6700 | 136894 |
| # | Ad-sol Nissin Corp. | 2600 | 18386 |
|  | Adventure, Inc. | 800 | 21124 |
|  | Aeon Fantasy Co. <br> Ltd.<br>| 2900 | 47791 |
|  | Aeon Hokkaido Corp. | 9000 | 55104 |
| # | Aeon Kyushu Co. Ltd. | 1200 | 21317 |
|  | Ai Holdings Corp. | 600 | 8879 |
|  | Aica Kogyo Co. Ltd. | 13800 | 319943 |
|  | Aidma Holdings, Inc. | 700 | 8666 |
| # | Airman Corp. | 4900 | 63676 |
|  | Airtrip Corp. | 3700 | 24448 |
| # | AIT Corp. | 2500 | 30720 |
| #\* | Akebono Brake <br> Industry Co. Ltd.<br>| 20100 | 14503 |
| # | Alleanza Holdings Co. <br> Ltd.<br>| 4600 | 33425 |
|  | Altech Corp. | 4470 | 83963 |
|  | Amano Corp. | 14300 | 416361 |
|  | Amiyaki Tei Co. Ltd. | 1600 | 16052 |
|  | Amvis Holdings, Inc. | 9000 | 28980 |
|  | Anest Iwata Corp. | 800 | 6253 |
|  | Anicom Holdings, Inc. | 20000 | 83487 |
|  | Anycolor, Inc. | 4300 | 110870 |
| \* | AnyMind Group, Inc. | 3300 | 20040 |
|  | Aoyama Zaisan <br> Networks Co. Ltd.<br>| 6400 | 86572 |
|  | Arata Corp. | 3300 | 73536 |
|  | Arealink Co. Ltd. | 4400 | 67689 |
|  | Argo Graphics, Inc. | 4200 | 148492 |
| # | Artner Co. Ltd. | 2100 | 27667 |
|  | As One Corp. | 18200 | 288445 |
|  | Asahi Net, Inc. | 7000 | 33927 |
| # | Asahi Yukizai Corp. | 2400 | 62905 |
| # | ASKUL Corp. | 13500 | 143687 |
| \* | Atom Corp. | 2100 | 9619 |
|  | Atrae, Inc. | 4500 | 22145 |
| # | Aucnet, Inc. | 9200 | 80067 |
|  | Avant Group Corp. | 7100 | 88525 |
|  | Axell Corp. | 600 | 4423 |
|  | Axial Retailing, Inc. | 13700 | 104217 |
| # | AZ-COM MARUWA <br> Holdings, Inc.<br>| 12100 | 111933 |
|  | AZOOM Co. Ltd. | 400 | 21881 |
| #\* | Bank of Innovation, <br> Inc.<br>| 900 | 65672 |
|  | Base Co. Ltd. | 2100 | 45656 |
| # | Beauty Garage, Inc. | 2600 | 27198 |
|  | Belc Co. Ltd. | 3000 | 148356 |
|  | Bell System24 <br> Holdings, Inc.<br>| 12200 | 100963 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Bewith, Inc. | 800 | $9417 |
|  | Bic Camera, Inc. | 25500 | 273451 |
|  | Bookoff Group <br> Holdings Ltd.<br>| 1200 | 12634 |
| # | BrainPad, Inc. | 4700 | 34897 |
|  | Broadmedia Corp. | 2530 | 30198 |
| # | BRONCO BILLY Co. <br> Ltd.<br>| 800 | 20007 |
|  | Bunka Shutter Co. <br> Ltd.<br>| 9300 | 133141 |
| # | Business Engineering <br> Corp.<br>| 1400 | 37310 |
|  | C Uyemura & Co. <br> Ltd.<br>| 2600 | 168261 |
|  | Careerlink Co. Ltd. | 2200 | 33024 |
| # | Carenet, Inc. | 5100 | 26277 |
|  | Celsys, Inc. | 13300 | 120884 |
|  | Central Automotive <br> Products Ltd.<br>| 9900 | 117280 |
|  | Central Security <br> Patrols Co. Ltd.<br>| 1400 | 26424 |
|  | Change Holdings, <br> Inc.<br>| 10500 | 99695 |
|  | Charm Care Corp. <br> KK<br>| 5300 | 46791 |
| # | Chikaranomoto <br> Holdings Co. Ltd.<br>| 2800 | 25216 |
|  | Chugoku Marine <br> Paints Ltd.<br>| 7100 | 103126 |
|  | CKD Corp. | 16000 | 233219 |
|  | Colowide Co. Ltd. | 22300 | 280890 |
| # | Como Co. Ltd. | 1000 | 21610 |
|  | Computer Engineering <br> & Consulting Ltd.<br>| 6700 | 99802 |
|  | Comture Corp. | 7600 | 88804 |
|  | Copro-Holdings Co. <br> Ltd.<br>| 1100 | 12887 |
| #\* | Core Concept <br> Technologies, Inc.<br>| 700 | 5092 |
| # | Core Corp. | 2800 | 34655 |
| # | Cota Co. Ltd. | 6129 | 61299 |
|  | Create Restaurants <br> Holdings, Inc.<br>| 38100 | 371419 |
|  | Create SD Holdings <br> Co. Ltd.<br>| 8100 | 172582 |
|  | Creek & River Co. <br> Ltd.<br>| 3700 | 40096 |
|  | Cresco Ltd. | 9000 | 75634 |
|  | CrowdWorks, Inc. | 1300 | 10282 |
|  | CTS Co. Ltd. | 8600 | 48239 |
|  | Curves Holdings Co. <br> Ltd.<br>| 16500 | 79933 |
| \* | Cyber Security Cloud, <br> Inc.<br>| 800 | 9590 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Cybozu, Inc. | 7600 | $157634 |
|  | Daicel Corp. | 26700 | 227275 |
|  | Dai-Dan Co. Ltd. | 3000 | 87205 |
|  | Daiichikosho Co. Ltd. | 15700 | 183610 |
|  | Daikokutenbussan Co. <br> Ltd.<br>| 2100 | 111465 |
|  | Daiseki Co. Ltd. | 12698 | 323619 |
|  | Daitron Co. Ltd. | 1900 | 42508 |
|  | Daiwabo Holdings Co. <br> Ltd.<br>| 28500 | 482591 |
| \* | DD GROUP Co. Ltd. | 2100 | 18154 |
|  | Dear Life Co. Ltd. | 10300 | 80413 |
| # | Densan System <br> Holdings Co. Ltd.<br>| 2400 | 41969 |
|  | Dentsu Soken, Inc. | 7800 | 341578 |
|  | Dexerials Corp. | 47100 | 553381 |
|  | Digital Arts, Inc. | 3900 | 193024 |
| # | Digital Hearts <br> Holdings Co. Ltd.<br>| 4700 | 32622 |
|  | Digital Information <br> Technologies Corp.<br>| 4200 | 71826 |
|  | Dip Corp. | 11000 | 159835 |
|  | DMG Mori Co. Ltd. | 18000 | 312871 |
|  | Double Standard, Inc. | 1200 | 12500 |
|  | DTS Corp. | 13600 | 386809 |
|  | EAT&HOLDINGS Co. <br> Ltd.<br>| 1600 | 23227 |
|  | Ebara Jitsugyo Co. <br> Ltd.<br>| 3600 | 90218 |
|  | Ebase Co. Ltd. | 8200 | 30652 |
|  | eGuarantee, Inc. | 10500 | 130244 |
| # | E-Guardian, Inc. | 400 | 6202 |
|  | Elan Corp. | 2600 | 13111 |
|  | Elecom Co. Ltd. | 15200 | 178347 |
| # | EM Systems Co. Ltd. | 9000 | 47456 |
|  | en Japan, Inc. | 9800 | 112528 |
|  | Entrust, Inc. | 4400 | 26481 |
|  | ES-Con Japan Ltd. | 6900 | 51374 |
| # | Eternal Hospitality <br> Group Co. Ltd.<br>| 1200 | 23673 |
|  | EXEO Group, Inc. | 14000 | 163480 |
|  | F&M Co. Ltd. | 1900 | 28423 |
|  | FaithNetwork Co. Ltd. | 1500 | 20556 |
|  | Fast Fitness Japan, <br> Inc.<br>| 1200 | 12511 |
| \* | FDK Corp. | 1800 | 4797 |
| # | Fibergate, Inc. | 4000 | 27720 |
|  | Financial Partners <br> Group Co. Ltd.<br>| 15000 | 236717 |
| # | FINDEX, Inc. | 6200 | 30506 |
|  | Fintech Global, Inc. | 19400 | 15098 |
| # | Fixstars Corp. | 5000 | 61427 |
|  | Focus Systems Corp. | 1600 | 12447 |
|  | Food & Life Cos. Ltd. | 17200 | 636490 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Forum Engineering, <br> Inc.<br>| 5800 | $42474 |
| # | Forval Corp. | 1800 | 18417 |
|  | FP Corp. | 12400 | 267396 |
| # | FP Partner, Inc. | 1600 | 27441 |
| # | France Bed Holdings <br> Co. Ltd.<br>| 6400 | 57150 |
| # | Freebit Co. Ltd. | 4100 | 43650 |
|  | FTGroup Co. Ltd. | 2600 | 19904 |
|  | Fuji Corp. (7605 JP) | 3600 | 48631 |
|  | Fuji Kosan Co. Ltd. | 900 | 8419 |
| # | Fuji Kyuko Co. Ltd. | 6700 | 97770 |
|  | Fuji Seal International, <br> Inc.<br>| 2400 | 42852 |
|  | Fujibo Holdings, Inc. | 1200 | 41821 |
|  | Fujimi, Inc. | 12200 | 159689 |
| # | Fujio Food Group, <br> Inc.<br>| 3700 | 31117 |
|  | Fujita Kanko, Inc. | 1800 | 113696 |
|  | Fukuda Denshi Co. <br> Ltd.<br>| 5200 | 220686 |
|  | Fukui Computer <br> Holdings, Inc.<br>| 3200 | 79090 |
|  | FULLCAST Holdings <br> Co. Ltd.<br>| 5400 | 60450 |
|  | Funai Soken Holdings, <br> Inc.<br>| 10630 | 169940 |
|  | Furuya Metal Co. Ltd. | 1500 | 27015 |
|  | Furyu Corp. | 4600 | 30058 |
|  | Fuso Chemical Co. <br> Ltd.<br>| 5600 | 135885 |
|  | Future Corp. | 13500 | 170224 |
|  | G-7 Holdings, Inc. | 8600 | 85887 |
| #\* | GA Technologies Co. <br> Ltd.<br>| 3600 | 36159 |
|  | Gakkyusha Co. Ltd. | 1800 | 27584 |
| # | Gakujo Co. Ltd. | 1800 | 20994 |
|  | Galilei Co. Ltd. | 6400 | 128430 |
|  | Genki Global Dining <br> Concepts Corp.<br>| 3200 | 73833 |
|  | Genky DrugStores Co. <br> Ltd.<br>| 4400 | 112829 |
| # | Gift Holdings, Inc. | 2400 | 60877 |
|  | giftee, Inc. | 6000 | 65200 |
|  | Global Link <br> Management KK<br>| 1000 | 13516 |
|  | GMO Financial Gate, <br> Inc.<br>| 1000 | 37478 |
|  | GMO Financial <br> Holdings, Inc.<br>| 10300 | 55448 |
|  | GMO GlobalSign <br> Holdings KK<br>| 1400 | 21740 |
|  | GMO internet group, <br> Inc.<br>| 15938 | 374786 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| #\* | GNI Group Ltd. | 10400 | $172174 |
| \* | Gokurakuyu Holdings <br> Co. Ltd.<br>| 3700 | 12793 |
|  | Goldwin, Inc. | 800 | 45866 |
|  | Greens Co. Ltd. | 2300 | 37164 |
|  | gremz, Inc. | 3600 | 59586 |
|  | GungHo Online <br> Entertainment, Inc.<br>| 14400 | 304712 |
| # | Hakudo Co. Ltd. | 1800 | 27075 |
|  | Halows Co. Ltd. | 3400 | 103495 |
| # | Hamee Corp. | 1900 | 15883 |
|  | Happinet Corp. | 4200 | 157625 |
|  | Hard Off Corp. Co. <br> Ltd.<br>| 3700 | 48616 |
|  | Hazama Ando Corp. | 17200 | 171305 |
| # | Hennge KK | 5800 | 69683 |
| # | Hiday Hidaka Corp. | 4800 | 104612 |
|  | Himacs Ltd. | 720 | 6367 |
| #\* | Hino Motors Ltd. | 40400 | 128467 |
|  | Hioki EE Corp. | 2868 | 114355 |
| \* | Hirose Tusyo, Inc. | 400 | 11649 |
| # | HIS Co. Ltd. | 10800 | 128714 |
|  | Hokuto Corp. | 2100 | 27042 |
|  | Honeys Holdings Co. <br> Ltd.<br>| 3200 | 36319 |
|  | Hoosiers Holdings Co. <br> Ltd.<br>| 1600 | 13301 |
|  | Horiba Ltd. | 400 | 27341 |
| # | Hotland Holdings Co. <br> Ltd.<br>| 3900 | 59408 |
| # | IBJ, Inc. | 7600 | 34733 |
|  | Ichibanya Co. Ltd. | 15820 | 105207 |
|  | Idec Corp. | 900 | 14419 |
|  | IDOM, Inc. | 22700 | 174810 |
|  | IG Port, Inc. | 2400 | 34854 |
| # | IKK Holdings, Inc. | 2500 | 13849 |
|  | I'll, Inc. | 3200 | 52135 |
|  | i-mobile Co. Ltd. | 8400 | 32404 |
|  | Imuraya Group Co. <br> Ltd.<br>| 2200 | 37979 |
| # | I-NE Co. Ltd. | 1800 | 20650 |
|  | I-Net Corp. | 3440 | 46618 |
|  | Infomart Corp. | 23200 | 61838 |
|  | Insource Co. Ltd. | 16000 | 102450 |
|  | Intelligent Wave, Inc. | 3700 | 27823 |
| # | IPS, Inc. | 2400 | 35398 |
|  | ISB Corp. | 3900 | 36967 |
| # | Ise Chemicals Corp. | 800 | 125070 |
| #\* | Istyle, Inc. | 15800 | 52054 |
|  | Itfor, Inc. | 9100 | 94043 |
| # | ITmedia, Inc. | 4100 | 44450 |
| # | Ito En Ltd. | 10600 | 253597 |
|  | Itochu Enex Co. Ltd. | 11000 | 118721 |
|  | Itoki Corp. | 10500 | 132046 |
| # | Iwaki Co. Ltd. | 2200 | 37365 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | JAC Recruitment Co. <br> Ltd.<br>| 23200 | $134877 |
| \* | Jade Group, Inc. | 3000 | 25770 |
|  | Japan Aviation <br> Electronics Industry <br> Ltd.<br>| 9300 | 148977 |
|  | Japan Business <br> Systems, Inc.<br>| 1400 | 10177 |
| \* | Japan <br> Communications, <br> Inc.<br>| 34900 | 39192 |
|  | Japan Elevator <br> Service Holdings <br> Co. Ltd.<br>| 18500 | 399955 |
|  | Japan Lifeline Co. <br> Ltd.<br>| 16600 | 177736 |
|  | Japan Material Co. <br> Ltd.<br>| 22000 | 184431 |
|  | Japan Property <br> Management <br> Center Co. Ltd.<br>| 3500 | 28680 |
| # | Japan System <br> Techniques Co. <br> Ltd.<br>| 4400 | 57793 |
|  | JBCC Holdings, Inc. | 21600 | 181202 |
|  | JCU Corp. | 6400 | 141331 |
|  | Jeol Ltd. | 12300 | 395583 |
|  | JFE Systems, Inc. | 1600 | 17771 |
| #\* | JIG-SAW, Inc. | 1700 | 36190 |
|  | JINS Holdings, Inc. | 4000 | 250853 |
|  | J-Lease Co. Ltd. | 5400 | 51791 |
|  | JM Holdings Co. Ltd. | 3700 | 63854 |
|  | JP-Holdings, Inc. | 20500 | 91023 |
|  | Justsystems Corp. | 10400 | 248901 |
|  | JVCKenwood Corp. | 30800 | 229863 |
|  | Kaga Electronics Co. <br> Ltd.<br>| 1800 | 32240 |
|  | Kagome Co. Ltd. | 15500 | 319029 |
| # | Kakiyasu Honten Co. <br> Ltd.<br>| 3000 | 57055 |
| # | Kamakura Shinsho <br> Ltd.<br>| 10700 | 35374 |
|  | Kameda Seika Co. <br> Ltd.<br>| 801 | 22210 |
|  | Kanadevia Corp. | 42700 | 273876 |
|  | Kanamic Network Co. <br> Ltd.<br>| 5200 | 15221 |
|  | Kanematsu Corp. | 11200 | 194505 |
| # | Kanro, Inc. | 600 | 17344 |
| # | Kappa Create Co. <br> Ltd.<br>| 5100 | 52631 |
|  | Katitas Co. Ltd. | 14800 | 214438 |
| # | KeePer Technical <br> Laboratory Co. Ltd.<br>| 5200 | 151030 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Keihan Holdings Co. <br> Ltd.<br>| 13500 | $330640 |
|  | KH Neochem Co. Ltd. | 5200 | 92158 |
| # | Kibun Foods, Inc. | 1400 | 10690 |
|  | Kintetsu Department <br> Store Co. Ltd.<br>| 2000 | 27955 |
| # | Ki-Star Real Estate <br> Co. Ltd.<br>| 1600 | 55544 |
| # | Koa Shoji Holdings <br> Co. Ltd.<br>| 2000 | 9473 |
| # | Kohoku Kogyo Co. <br> Ltd.<br>| 1200 | 15472 |
|  | KOMEDA Holdings <br> Co. Ltd.<br>| 14600 | 295123 |
|  | Komehyo Holdings <br> Co. Ltd.<br>| 2300 | 46265 |
|  | Konoike Transport Co. <br> Ltd.<br>| 3800 | 69767 |
| # | Konoshima Chemical <br> Co. Ltd.<br>| 1300 | 11750 |
| # | Kosaido Holdings Co. <br> Ltd.<br>| 17000 | 58872 |
|  | Koshidaka Holdings <br> Co. Ltd.<br>| 13241 | 94269 |
|  | Kotobuki Spirits Co. <br> Ltd.<br>| 22500 | 334898 |
|  | Kozo Keikaku <br> Engineering <br> Holdings, Inc.<br>| 3000 | 53983 |
| # | Kura Sushi, Inc. | 4200 | 93686 |
|  | Kushikatsu Tanaka <br> Holdings Co.<br>| 1100 | 10670 |
| # | Kusuri No. Aoki <br> Holdings Co. Ltd.<br>| 15900 | 378673 |
|  | Kyoritsu Maintenance <br> Co. Ltd.<br>| 17600 | 373541 |
|  | Kyudenko Corp. | 1300 | 43666 |
|  | LA Holdings Co. Ltd. | 1400 | 67647 |
|  | Lacto Japan Co. Ltd. | 800 | 19714 |
|  | LEC, Inc. | 1200 | 10551 |
|  | Leopalace21 Corp. | 48000 | 196644 |
|  | Life Corp. | 10800 | 156441 |
|  | Lifedrink Co., Inc. | 5600 | 66647 |
| # | LIKE, Inc. | 1800 | 18922 |
| # | Link & Motivation, <br> Inc.<br>| 13500 | 54166 |
| # | LITALICO, Inc. | 6400 | 55904 |
| \* | Luckland Co. Ltd. | 800 | 9474 |
| # | Macbee Planet, Inc. | 1400 | 27966 |
|  | Macnica Holdings, <br> Inc.<br>| 25600 | 355929 |
|  | Maeda Kosen Co. <br> Ltd.<br>| 12800 | 182479 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Management <br> Solutions Co. Ltd.<br>| 3400 | $46036 |
|  | Mani, Inc. | 22800 | 183606 |
|  | MarkLines Co. Ltd. | 4100 | 65578 |
| # | Matching Service <br> Japan Co. Ltd.<br>| 1300 | 8287 |
|  | Matsui Securities Co. <br> Ltd.<br>| 35500 | 183064 |
|  | Matsuya Co. Ltd. | 1900 | 12000 |
|  | Matsuyafoods <br> Holdings Co. Ltd.<br>| 1600 | 66580 |
|  | Max Co. Ltd. | 3600 | 106171 |
|  | Maxvalu Tokai Co. <br> Ltd.<br>| 500 | 10609 |
|  | MCJ Co. Ltd. | 23300 | 217827 |
|  | MEC Co. Ltd. | 4900 | 81096 |
| # | Media Do Co. Ltd. | 1100 | 13469 |
| #\* | Medley, Inc. | 4500 | 108565 |
|  | Meidensha Corp. | 4600 | 126373 |
| # | Meiho Facility Works <br> Ltd.<br>| 3100 | 19364 |
|  | Meiko Electronics Co. <br> Ltd.<br>| 5600 | 245994 |
|  | MEITEC Group <br> Holdings, Inc.<br>| 24000 | 492614 |
|  | Menicon Co. Ltd. | 11100 | 109828 |
| \* | Mercari, Inc. | 25800 | 418095 |
|  | METAWATER Co. <br> Ltd.<br>| 5600 | 79878 |
|  | Micronics Japan Co. <br> Ltd.<br>| 9600 | 203390 |
|  | Midac Holdings Co. <br> Ltd.<br>| 2400 | 38336 |
|  | Milbon Co. Ltd. | 8960 | 170374 |
| # | Mirai Industry Co. <br> Ltd.<br>| 1100 | 27355 |
|  | Miroku Jyoho Service <br> Co. Ltd.<br>| 6000 | 77891 |
|  | Mitani Corp. | 6400 | 84738 |
|  | Mitani Sekisan Co. <br> Ltd.<br>| 2300 | 109121 |
|  | Mitsubishi Logisnext <br> Co. Ltd.<br>| 8200 | 115184 |
|  | Mitsui High-Tec, Inc. | 23500 | 109768 |
|  | Mitsui-Soko Holdings <br> Co. Ltd.<br>| 9900 | 204051 |
|  | Miura Co. Ltd. | 11000 | 234305 |
|  | MIXI, Inc. | 6700 | 148872 |
|  | Miyaji Engineering <br> Group, Inc.<br>| 4000 | 51270 |
|  | Mizuho Medy Co. Ltd. | 2000 | 21109 |
|  | Modec, Inc. | 9300 | 282235 |
| # | Monogatari Corp. | 9900 | 258128 |
|  | Morinaga & Co. Ltd. | 19600 | 349465 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Morozoff Ltd. | 2700 | $33787 |
|  | MOS Food Services, <br> Inc.<br>| 2400 | 62211 |
|  | Mugen Estate Co. <br> Ltd.<br>| 2500 | 38791 |
|  | m-up Holdings, Inc. | 11300 | 149383 |
|  | Musashi Seimitsu <br> Industry Co. Ltd.<br>| 5100 | 87711 |
|  | Nagase Brothers, Inc. | 1700 | 21893 |
|  | Nagawa Co. Ltd. | 1600 | 68904 |
|  | Nakanishi, Inc. | 20400 | 266331 |
| # | Namura Shipbuilding <br> Co. Ltd.<br>| 9100 | 128415 |
| # | NCD Co. <br> Ltd./Shinagawa<br>| 1900 | 35872 |
| # | New Art Holdings Co. <br> Ltd.<br>| 3619 | 35181 |
| # | Nextage Co. Ltd. | 13500 | 168261 |
|  | Nichias Corp. | 14000 | 470986 |
|  | Nifco, Inc. | 11100 | 275234 |
|  | Nihon Dengi Co. Ltd. | 400 | 11000 |
| # | Nihon M&A Center <br> Holdings, Inc.<br>| 74300 | 303050 |
|  | Nippon Air <br> Conditioning <br> Services Co. Ltd.<br>| 6700 | 47618 |
|  | Nippon Aqua Co. Ltd. | 3900 | 20248 |
|  | Nippon Concept <br> Corp.<br>| 1800 | 21843 |
|  | Nippon Gas Co. Ltd. | 38300 | 706435 |
|  | Nippon Parking <br> Development Co. <br> Ltd.<br>| 74700 | 124637 |
|  | Nippon Shinyaku Co. <br> Ltd.<br>| 4700 | 121187 |
|  | Nishimatsuya Chain <br> Co. Ltd.<br>| 10900 | 168671 |
|  | Nissei ASB Machine <br> Co. Ltd.<br>| 2700 | 85998 |
|  | Nisso Holdings Co. <br> Ltd.<br>| 8200 | 39609 |
|  | Nissui Corp. | 33700 | 204971 |
|  | Nitto Kogyo Corp. | 300 | 6298 |
|  | Nittoc Construction <br> Co. Ltd.<br>| 2800 | 20455 |
|  | Noevir Holdings Co. <br> Ltd.<br>| 4800 | 138772 |
|  | Nojima Corp. | 9100 | 163615 |
|  | NSD Co. Ltd. | 19600 | 461432 |
| # | NSW, Inc. | 2200 | 47759 |
|  | Oat Agrio Co. Ltd. | 1200 | 17244 |
|  | Oenon Holdings, Inc. | 4100 | 13297 |
|  | Ohba Co. Ltd. | 2300 | 17219 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Ohsho Food Service <br> Corp.<br>| 12000 | $271449 |
|  | Okinawa Cellular <br> Telephone Co.<br>| 8600 | 255006 |
|  | Onward Holdings Co. <br> Ltd.<br>| 14300 | 57903 |
|  | Ootoya Holdings Co. <br> Ltd.<br>| 400 | 14638 |
|  | Open Up Group, Inc. | 9000 | 115932 |
|  | Optex Group Co. Ltd. | 10620 | 113634 |
| #\* | Optim Corp. | 4900 | 22441 |
|  | Organo Corp. | 6200 | 296787 |
|  | Oro Co. Ltd. | 2900 | 48558 |
| # | Osaka Organic <br> Chemical Industry <br> Ltd.<br>| 3900 | 65734 |
| # | OSAKA Titanium <br> Technologies Co. <br> Ltd.<br>| 7700 | 89169 |
| # | OSG Corp. | 10600 | 126001 |
|  | PAL GROUP Holdings <br> Co. Ltd.<br>| 10800 | 297160 |
|  | Paramount Bed <br> Holdings Co. Ltd.<br>| 4500 | 72488 |
|  | Park24 Co. Ltd. | 33300 | 471801 |
|  | Penta-Ocean <br> Construction Co. <br> Ltd.<br>| 39300 | 225450 |
| \* | PeptiDream, Inc. | 24500 | 333519 |
|  | Pharma Foods <br> International Co. <br> Ltd.<br>| 4100 | 26283 |
| #\* | PIA Corp. | 1300 | 24039 |
|  | Pigeon Corp. | 35300 | 427478 |
|  | PILLAR Corp. | 6900 | 175565 |
|  | Pilot Corp. | 8200 | 228872 |
| # | Plus Alpha Consulting <br> Co. Ltd.<br>| 6300 | 73307 |
| # | Poppins Corp. | 800 | 6402 |
|  | Port, Inc. | 1000 | 13094 |
|  | Premium Group Co. <br> Ltd.<br>| 10200 | 152395 |
|  | Premium Water <br> Holdings, Inc.<br>| 800 | 16008 |
|  | Prestige International, <br> Inc.<br>| 32400 | 152138 |
|  | Pronexus, Inc. | 3800 | 32455 |
|  | Pro-Ship, Inc. | 2600 | 38634 |
|  | Qol Holdings Co. Ltd. | 2200 | 35377 |
|  | Quick Co. Ltd. | 3900 | 57463 |
|  | Raito Kogyo Co. Ltd. | 13600 | 252953 |
|  | Raksul, Inc. | 9800 | 79050 |
|  | Rakus Co. Ltd. | 18304 | 278126 |
|  | Relo Group, Inc. | 29300 | 387149 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Renaissance, Inc. | 1700 | $12551 |
|  | Resorttrust, Inc. | 50200 | 516633 |
|  | Rheon Automatic <br> Machinery Co. Ltd.<br>| 1100 | 8961 |
|  | Ride On Express <br> Holdings Co. Ltd.<br>| 2400 | 16982 |
|  | Riken Keiki Co. Ltd. | 5800 | 108168 |
|  | Riken Vitamin Co. <br> Ltd.<br>| 300 | 5234 |
|  | Ringer Hut Co. Ltd. | 5000 | 78032 |
| # | Riso Kyoiku Co. Ltd. | 12105 | 20644 |
|  | Roland Corp. | 2800 | 62158 |
|  | Rorze Corp. | 14300 | 143927 |
|  | Round One Corp. | 62600 | 388581 |
|  | Royal Holdings Co. <br> Ltd.<br>| 5400 | 98384 |
|  | Saizeriya Co. Ltd. | 3600 | 116050 |
| # | Samco, Inc. | 900 | 15081 |
|  | Sangetsu Corp. | 8500 | 172880 |
|  | Sanki Engineering Co. <br> Ltd.<br>| 4800 | 122645 |
|  | Sankyo Frontier Co. <br> Ltd.<br>| 3000 | 40355 |
|  | Sankyu, Inc. | 4900 | 214453 |
| # | Santec Holdings <br> Corp.<br>| 900 | 26227 |
| # | Sato Foods Co. Ltd. | 600 | 30968 |
|  | Sawai Group Holdings <br> Co. Ltd.<br>| 22800 | 328535 |
| # | SBI Global Asset <br> Management Co. <br> Ltd.<br>| 12700 | 56759 |
|  | SBS Holdings, Inc. | 5900 | 118428 |
|  | Seiko Group Corp. | 3900 | 102947 |
|  | Seiren Co. Ltd. | 8500 | 132066 |
|  | Senko Group Holdings <br> Co. Ltd.<br>| 18000 | 213976 |
| # | Senshu Electric Co. <br> Ltd.<br>| 3300 | 101624 |
|  | Seria Co. Ltd. | 14476 | 293894 |
|  | Seven Bank Ltd. | 124400 | 223860 |
| # | SFP Holdings Co. <br> Ltd.<br>| 1600 | 24214 |
| # | Shibaura Electronics <br> Co. Ltd.<br>| 4400 | 181607 |
|  | Shibaura <br> Mechatronics Corp.<br>| 3600 | 168848 |
| \* | SHIFT, Inc. | 38985 | 356720 |
|  | Shimadaya Corp. | 1400 | 18337 |
|  | Shin Maint Holdings <br> Co. Ltd.<br>| 5200 | 28082 |
|  | Shinagawa <br> Refractories Co. <br> Ltd.<br>| 5200 | 59975 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Shinnihonseiyaku Co. <br> Ltd.<br>| 4000 | $67120 |
|  | Ship Healthcare <br> Holdings, Inc.<br>| 20100 | 291600 |
|  | SHO-BOND Holdings <br> Co. Ltd.<br>| 6400 | 229737 |
|  | Shoei Co. Ltd. | 15400 | 180872 |
|  | SIGMAXYZ Holdings, <br> Inc.<br>| 19600 | 143658 |
| \* | Simplex Holdings, <br> Inc.<br>| 5700 | 120644 |
|  | Sinfonia Technology <br> Co. Ltd.<br>| 4300 | 183863 |
|  | Sinko Industries Ltd. | 10500 | 88759 |
|  | SKY Perfect JSAT <br> Holdings, Inc.<br>| 4200 | 33953 |
| # | Smaregi, Inc. | 500 | 11016 |
|  | SMS Co. Ltd. | 19900 | 184432 |
|  | Socionext, Inc. | 30900 | 332347 |
|  | Softcreate Holdings <br> Corp.<br>| 5000 | 68752 |
|  | Software Service, Inc. | 800 | 70491 |
|  | Solasto Corp. | 14600 | 45108 |
|  | Soliton Systems KK | 3900 | 34151 |
|  | Sparx Group Co. Ltd. | 7020 | 71014 |
| # | S-Pool, Inc. | 1100 | 2309 |
|  | SRA Holdings | 3100 | 94397 |
|  | SRS Holdings Co. <br> Ltd.<br>| 6600 | 55026 |
|  | St. Marc Holdings Co. <br> Ltd.<br>| 1800 | 32834 |
|  | Star Mica Holdings <br> Co. Ltd.<br>| 2600 | 17762 |
|  | Starts Corp., Inc. | 7800 | 212146 |
|  | Step Co. Ltd. | 1600 | 25563 |
|  | STI Foods Holdings, <br> Inc.<br>| 2400 | 20715 |
|  | Strike Co. Ltd. | 3100 | 63766 |
|  | Studio Alice Co. Ltd. | 1900 | 28057 |
|  | Subaru Enterprise Co. <br> Ltd.<br>| 1500 | 34598 |
| \* | Sun\*, Inc. (4053 JP) | 1600 | 6335 |
|  | SWCC Corp. | 6900 | 313553 |
|  | System D, Inc. | 800 | 9922 |
|  | System Research Co. <br> Ltd.<br>| 2000 | 24566 |
|  | System Support <br> Holdings, Inc.<br>| 1700 | 23933 |
| # | Systems Engineering <br> Consultants Co. <br> Ltd.<br>| 600 | 18678 |
|  | Systena Corp. | 78000 | 204025 |
|  | Syuppin Co. Ltd. | 8200 | 63032 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Taiyo Holdings Co. <br> Ltd.<br>| 10500 | $388752 |
|  | Takara & Co. Ltd. | 2200 | 53310 |
|  | Takasago Thermal <br> Engineering Co. <br> Ltd.<br>| 8600 | 380499 |
|  | Takeuchi <br> Manufacturing Co. <br> Ltd.<br>| 11300 | 353716 |
| # | Tama Home Co. Ltd. | 5500 | 153965 |
|  | Tamron Co. Ltd. | 10800 | 244171 |
|  | Tazmo Co. Ltd. | 4100 | 50276 |
| # | TDC Soft, Inc. | 10200 | 90353 |
|  | TechMatrix Corp. | 11600 | 165654 |
|  | TechnoPro Holdings, <br> Inc.<br>| 20900 | 466062 |
| # | Tenpos Holdings Co. <br> Ltd.<br>| 1600 | 38532 |
|  | TKC Corp. | 8200 | 231134 |
|  | Tocalo Co. Ltd. | 21500 | 247636 |
| # | Toho Co. Ltd. (8142 <br> JP)<br>| 1400 | 32031 |
|  | Toho System Science <br> Co. Ltd.<br>| 2400 | 20474 |
| # | Toho Titanium Co. <br> Ltd.<br>| 10500 | 74859 |
| #\* | Toho Zinc Co. Ltd. | 2000 | 7562 |
|  | TOKAI Holdings <br> Corp.<br>| 29500 | 206862 |
| # | Token Corp. | 300 | 28039 |
|  | Tokyo Base Co. Ltd. | 6300 | 11553 |
| # | Tokyo Electron Device <br> Ltd.<br>| 6900 | 143049 |
| # | Tokyo Individualized <br> Educational <br> Institute, Inc.<br>| 7300 | 16024 |
|  | Tokyo Seimitsu Co. <br> Ltd.<br>| 8000 | 446425 |
| # | Tokyotokeiba Co. Ltd. | 5500 | 161635 |
|  | Tomy Co. Ltd. | 25400 | 559232 |
|  | Topcon Corp. | 26700 | 606380 |
|  | Toridoll Holdings <br> Corp.<br>| 13600 | 407059 |
|  | Torishima Pump <br> Manufacturing Co. <br> Ltd.<br>| 2600 | 35862 |
|  | Tosei Corp. | 6900 | 116292 |
|  | Toshiba TEC Corp. | 7100 | 133827 |
|  | Totech Corp. | 3300 | 59879 |
|  | Toukei Computer Co. <br> Ltd.<br>| 600 | 18427 |
|  | Toumei Co. Ltd. | 800 | 11124 |
| # | Towa Corp. | 11139 | 103980 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Toyo Construction Co. <br> Ltd.<br>| 4400 | $41273 |
| # | Toyo Gosei Co. Ltd. | 1600 | 54142 |
|  | Traders Holdings Co. <br> Ltd.<br>| 8020 | 49404 |
| # | Transaction Co. Ltd. | 4000 | 71108 |
| \* | Transaction Media <br> Networks, Inc.<br>| 6200 | 12150 |
|  | Transcosmos, Inc. | 6300 | 137663 |
|  | TRE Holdings Corp. | 2000 | 21554 |
| # | Treasure Factory Co. <br> Ltd.<br>| 2600 | 35041 |
| # | Tri Chemical <br> Laboratories, Inc.<br>| 2900 | 51780 |
|  | Tsuburaya Fields <br> Holdings, Inc.<br>| 9600 | 125322 |
|  | Tsugami Corp. | 6500 | 80071 |
|  | Tsuzuki Denki Co. <br> Ltd.<br>| 900 | 15435 |
|  | ULS Group, Inc. | 700 | 24326 |
|  | Ulvac, Inc. | 8500 | 288274 |
|  | U-Next Holdings Co. <br> Ltd.<br>| 14400 | 206069 |
|  | United Arrows Ltd. | 5000 | 78931 |
|  | User Local, Inc. | 2500 | 29145 |
|  | UT Group Co. Ltd. | 8900 | 125102 |
|  | Valqua Ltd. | 6500 | 136745 |
| # | Value HR Co. Ltd. | 4800 | 52502 |
|  | ValueCommerce Co. <br> Ltd.<br>| 5000 | 28405 |
|  | Vector, Inc. | 12500 | 77739 |
|  | Vertex Corp. | 6000 | 81075 |
|  | Vision, Inc. | 9800 | 88328 |
| \* | Visional, Inc. | 5600 | 338793 |
|  | Wacom Co. Ltd. | 2000 | 7656 |
| # | Waseda Academy Co. <br> Ltd.<br>| 3700 | 57372 |
| # | Watahan & Co. Ltd. | 3300 | 37498 |
|  | WATAMI Co. Ltd. | 2600 | 20506 |
| # | WDB Holdings Co. <br> Ltd.<br>| 2100 | 26802 |
|  | Weathernews, Inc. | 4000 | 99214 |
|  | Wellnet Corp. | 5700 | 28968 |
| # | West Holdings Corp. | 7315 | 80993 |
| # | Will Group, Inc. | 5900 | 40293 |
| \* | WingArc1st, Inc. | 4200 | 112246 |
|  | Workman Co. Ltd. | 3000 | 94533 |
|  | World Co. Ltd. | 2100 | 39009 |
|  | YAKUODO Holdings <br> Co. Ltd.<br>| 3100 | 44050 |
|  | YAMADA Consulting <br> Group Co. Ltd.<br>| 3600 | 44131 |
|  | Yamaichi Electronics <br> Co. Ltd.<br>| 4500 | 63235 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| # | Yamami Co. | 900 | $29052 |
|  | Yamaura Corp. | 900 | 7674 |
|  | Yaoko Co. Ltd. | 4900 | 328191 |
|  | Yashima Denki Co. <br> Ltd.<br>| 1300 | 15427 |
|  | Yonex Co. Ltd. | 14600 | 238896 |
| \* | Yoshimura Food <br> Holdings KK<br>| 2000 | 12719 |
|  | Yoshinoya Holdings <br> Co. Ltd.<br>| 19900 | 436182 |
| # | Yossix Holdings Co. <br> Ltd.<br>| 900 | 17514 |
|  | Yukiguni Factory Co. <br> Ltd.<br>| 6000 | 48719 |
| # | Zenkoku Hosho Co. <br> Ltd.<br>| 20000 | 433921 |
|  | Zenrin Co. Ltd. | 2500 | 21040 |
|  | ZERIA Pharmaceutical <br> Co. Ltd.<br>| 5400 | 88553 |
| # | ZIGExN Co. Ltd. | 10500 | 32671 |
| TOTAL JAPAN | TOTAL JAPAN |  | 60575878 |
| LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) | LUXEMBOURG — (0.6%) |
|  | B&M European Value <br> Retail SA<br>| 95627 | 430071 |
| \* | InPost SA | 32720 | 552702 |
| Ω | Samsonite Group SA | 334200 | 598799 |
|  | Sword Group | 2139 | 75855 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | 1657427 |
| NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) |
|  | Arcadis NV | 14235 | 690270 |
| #\*Ω | Basic-Fit NV | 7314 | 166244 |
|  | BE Semiconductor <br> Industries NV<br>| 13968 | 1512786 |
| # | Brembo NV | 20613 | 192746 |
|  | Corbion NV | 270 | 5774 |
|  | IMCD NV | 11479 | 1526485 |
|  | Iveco Group NV | 8027 | 128240 |
|  | Koninklijke Heijmans <br> NV<br>| 536 | 27453 |
|  | Nedap NV | 1373 | 94804 |
|  | Pluxee NV | 15298 | 344046 |
| # | PostNL NV | 30014 | 30645 |
|  | Qiagen NV | 7428 | 317547 |
|  | Technip Energies NV | 33822 | 1154147 |
|  | TKH Group NV | 6408 | 253181 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 6444368 |
| NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |
|  | Air New Zealand Ltd. | 219495 | 75638 |
|  | Briscoe Group Ltd. | 6337 | 15894 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |
|  | Channel Infrastructure <br> NZ Ltd.<br>| 21900 | $24724 |
|  | Freightways Group <br> Ltd.<br>| 33273 | 194516 |
|  | Hallenstein Glasson <br> Holdings Ltd.<br>| 11317 | 48882 |
| \* | Neuren <br> Pharmaceuticals <br> Ltd.<br>| 14643 | 109189 |
|  | NZME Ltd. (NZM NZ) | 11793 | 7446 |
|  | NZX Ltd. | 73480 | 67199 |
| # | Restaurant Brands <br> New Zealand Ltd.<br>| 7481 | 14669 |
|  | Scales Corp. Ltd. | 17987 | 44439 |
|  | Skellerup Holdings <br> Ltd.<br>| 60070 | 150673 |
|  | Summerset Group <br> Holdings Ltd.<br>| 8349 | 53427 |
|  | TOWER Ltd. | 42265 | 33327 |
| \* | Vista Group <br> International Ltd.<br>| 10959 | 23065 |
|  | Vulcan Steel Ltd. | 5335 | 25234 |
| \* | Warehouse Group <br> Ltd.<br>| 17853 | 8684 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 897006 |
| NORWAY — (1.0%) | NORWAY — (1.0%) | NORWAY — (1.0%) | NORWAY — (1.0%) |
|  | 2020 Bulkers Ltd. | 3624 | 38733 |
|  | ABG Sundal Collier <br> Holding ASA<br>| 119624 | 75545 |
|  | AF Gruppen ASA | 4408 | 63266 |
|  | Atea ASA | 22915 | 313526 |
| \* | Bluenord ASA | 2815 | 161262 |
|  | Bonheur ASA | 580 | 13430 |
|  | Borregaard ASA | 14230 | 244839 |
|  | Bouvet ASA | 23439 | 180891 |
| \* | DOF Group ASA | 3196 | 25064 |
| Ω | Elmera Group ASA | 23591 | 84090 |
|  | Elopak ASA | 24411 | 99663 |
| Ω | Europris ASA | 44317 | 328582 |
| Ω | Kid ASA | 9010 | 126590 |
|  | Kitron ASA | 55251 | 273730 |
|  | Medistim ASA | 4290 | 66268 |
| Ω | Multiconsult ASA | 5352 | 97823 |
|  | Norbit ASA | 3975 | 54591 |
|  | Odfjell Technology <br> Ltd.<br>| 4019 | 15991 |
| \* | OKEA ASA | 6412 | 10099 |
| #Ω | Okeanis Eco Tankers <br> Corp.<br>| 2766 | 64679 |
|  | Protector Forsikring <br> ASA<br>| 1560 | 54905 |
|  | Rana Gruber ASA | 4523 | 32198 |
| \* | SATS ASA | 16092 | 58134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| \* | Solstad Offshore ASA | 6256 | $22839 |
|  | Veidekke ASA | 23783 | 357862 |
| TOTAL NORWAY | TOTAL NORWAY |  | 2864600 |
| PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |
| # | Altri SGPS SA | 16971 | 116779 |
|  | Banco Comercial <br> Portugues SA, <br> Class R<br>| 18825 | 12041 |
|  | CTT-Correios de <br> Portugal SA<br>| 31173 | 274588 |
| # | Mota-Engil SGPS SA | 27718 | 110020 |
|  | Navigator Co. SA | 60736 | 230491 |
|  | NOS SGPS SA | 76360 | 318682 |
| TOTAL PORTUGAL | TOTAL PORTUGAL |  | 1062601 |
| SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |
|  | Aztech Global Ltd. | 45500 | 18475 |
|  | Delfi Ltd. | 68200 | 37648 |
|  | DFI Retail Group <br> Holdings Ltd.<br>| 65600 | 165584 |
|  | First Resources Ltd. | 83400 | 96492 |
|  | Food Empire Holdings <br> Ltd.<br>| 48100 | 55611 |
|  | Frencken Group Ltd. | 61200 | 47540 |
|  | Grand Venture <br> Technology Ltd.<br>| 19100 | 10753 |
|  | HRnetgroup Ltd. | 67400 | 35835 |
|  | iFAST Corp. Ltd. | 31300 | 149092 |
|  | Micro-Mechanics <br> Holdings Ltd.<br>| 15800 | 19802 |
|  | Netlink NBN Trust | 261300 | 182996 |
|  | Propnex Ltd. | 98100 | 78892 |
|  | Q&M Dental Group <br> Singapore Ltd.<br>| 87720 | 19486 |
|  | Raffles Medical Group <br> Ltd.<br>| 223700 | 173183 |
| \* | Rex International <br> Holding Ltd.<br>| 179900 | 16417 |
|  | Riverstone Holdings <br> Ltd.<br>| 117700 | 81565 |
|  | SATS Ltd. | 11900 | 25663 |
|  | Sheng Siong Group <br> Ltd.<br>| 206900 | 278762 |
|  | StarHub Ltd. | 158800 | 142339 |
| \* | Thomson Medical <br> Group Ltd.<br>| 620100 | 19940 |
|  | UMS Integration Ltd. | 197175 | 163052 |
|  | Vicom Ltd. | 33700 | 34789 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 1853916 |
| SPAIN — (2.7%) | SPAIN — (2.7%) | SPAIN — (2.7%) | SPAIN — (2.7%) |
|  | Acciona SA | 3386 | 493419 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Audax Renovables <br> SA<br>| 30608 | $52579 |
|  | Bankinter SA | 44079 | 513473 |
|  | CIE Automotive SA | 15735 | 415966 |
|  | Construcciones y <br> Auxiliar de <br> Ferrocarriles SA<br>| 3367 | 164572 |
| \* | Distribuidora <br> Internacional de <br> Alimentacion SA<br>| 1732 | 44767 |
| \* | eDreams ODIGEO <br> SA<br>| 5636 | 47143 |
|  | Ence Energia y <br> Celulosa SA<br>| 4331 | 13967 |
|  | Fluidra SA | 9547 | 221028 |
| Ω | Global Dominion <br> Access SA<br>| 10267 | 33909 |
|  | Indra Sistemas SA | 37303 | 1189364 |
|  | Laboratorios <br> Farmaceuticos Rovi <br> SA<br>| 6930 | 406271 |
|  | Logista Integral SA | 21593 | 738228 |
|  | Melia Hotels <br> International SA<br>| 33213 | 241101 |
| Ω | Prosegur Cash SA | 118184 | 102830 |
|  | Renta 4 Banco SA | 926 | 13871 |
|  | Sacyr SA | 170308 | 624712 |
| \* | Solaria Energia y <br> Medio Ambiente <br> SA<br>| 21705 | 163602 |
| \* | Tecnicas Reunidas <br> SA<br>| 10270 | 172363 |
| # | Tubacex SA | 32303 | 133218 |
|  | Vidrala SA | 6016 | 655731 |
|  | Viscofan SA | 12809 | 924060 |
| TOTAL SPAIN | TOTAL SPAIN |  | 7366174 |
| SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) | SWEDEN — (2.6%) |
| # | AddLife AB, Class B | 24189 | 459036 |
| # | Addnode Group AB | 31624 | 272257 |
|  | AQ Group AB | 15000 | 241372 |
|  | Beijer Alma AB | 8618 | 179270 |
|  | Bergman & Beving <br> AB<br>| 3825 | 116127 |
|  | Betsson AB, Class B | 5880 | 102836 |
|  | Bilia AB, Class A | 17266 | 216090 |
|  | BioGaia AB, Class B | 6245 | 66480 |
|  | BTS Group AB, <br> Class B<br>| 498 | 11961 |
|  | Bufab AB | 8404 | 347362 |
|  | Cellavision AB | 3860 | 80472 |
|  | Clas Ohlson AB, <br> Class B<br>| 10598 | 300221 |
|  | CTT Systems AB | 968 | 20436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| \* | Dynavox Group AB | 4673 | $42312 |
| # | Electrolux <br> Professional AB, <br> Class B<br>| 55121 | 319376 |
|  | Engcon AB | 1430 | 13701 |
|  | Ework Group AB | 2192 | 33070 |
| #\* | HMS Networks AB | 3208 | 143796 |
| # | Instalco AB | 50519 | 140065 |
|  | INVISIO AB | 8775 | 352672 |
|  | Lime Technologies <br> AB<br>| 2918 | 117790 |
|  | Lindab International <br> AB<br>| 57 | 1198 |
| \* | Medcap AB | 3367 | 151884 |
|  | Micro Systemation AB, <br> Class B<br>| 3597 | 18390 |
| # | MIPS AB | 3065 | 108027 |
|  | Momentum Group AB | 8546 | 141110 |
| #Ω | Munters Group AB | 15736 | 201394 |
| # | NCAB Group AB | 37830 | 166713 |
|  | NCC AB, Class B | 4373 | 81414 |
|  | Nederman Holding <br> AB<br>| 4197 | 73234 |
|  | Nolato AB, Class B | 8734 | 49072 |
| \* | Norva24 Group AB | 1751 | 6559 |
|  | Note AB | 2247 | 37382 |
|  | OEM International AB, <br> Class B<br>| 20968 | 300102 |
|  | Prevas AB, Class B | 2095 | 21168 |
|  | Proact IT Group AB | 6525 | 78056 |
|  | RaySearch <br> Laboratories AB<br>| 7143 | 193412 |
|  | Rvrc Holding AB | 12708 | 65941 |
| Ω | Scandic Hotels Group <br> AB<br>| 42995 | 334640 |
|  | SkiStar AB | 9997 | 173139 |
|  | Synsam AB | 20537 | 104495 |
|  | Systemair AB | 21801 | 186695 |
| \* | TF Bank AB | 750 | 27594 |
|  | Troax Group AB | 11120 | 154111 |
|  | Truecaller AB, <br> Class B<br>| 46868 | 352703 |
|  | Vitec Software Group <br> AB, Class B<br>| 8760 | 400253 |
|  | Volati AB | 3354 | 41313 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | 7046701 |
| SWITZERLAND — (7.6%) | SWITZERLAND — (7.6%) | SWITZERLAND — (7.6%) | SWITZERLAND — (7.6%) |
|  | Accelleron Industries <br> AG (ACLN SW)<br>| 23434 | 1258041 |
|  | APG SGA SA | 377 | 101716 |
| \* | Aryzta AG | 312750 | 784427 |
|  | Avolta AG | 12335 | 562078 |
|  | Belimo Holding AG | 3044 | 2586369 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| # | Bossard Holding AG, <br> Class A<br>| 1719 | $374862 |
|  | Burckhardt <br> Compression <br> Holding AG<br>| 999 | 679211 |
|  | Burkhalter Holding <br> AG<br>| 191 | 28414 |
|  | Cie Financiere <br> Tradition SA<br>| 1124 | 297238 |
|  | Coltene Holding AG | 468 | 35502 |
|  | Daetwyler Holding AG | 1738 | 250951 |
|  | dormakaba Holding <br> AG<br>| 989 | 834278 |
|  | Emmi AG | 646 | 635448 |
|  | Flughafen Zurich AG | 447 | 112636 |
| Ω | Galenica AG | 969 | 101496 |
| # | Georg Fischer AG | 20427 | 1476968 |
|  | Inficon Holding AG | 5830 | 618609 |
|  | Interroll Holding AG | 174 | 381865 |
|  | Kardex Holding AG | 2288 | 576400 |
|  | LEM Holding SA | 126 | 105144 |
| Ω | Medacta Group SA | 2186 | 354872 |
| # | Mobilezone Holding <br> AG<br>| 14625 | 201043 |
| # | Orior AG | 1085 | 24569 |
| # | SFS Group AG | 5125 | 692775 |
|  | Siegfried Holding AG | 14370 | 1710843 |
| # | SIG Group AG | 38240 | 737648 |
|  | SKAN Group AG | 1832 | 150130 |
| # | Softwareone Holding <br> AG<br>| 11538 | 79868 |
| # | Stadler Rail AG | 6729 | 177491 |
|  | Sulzer AG | 3893 | 658930 |
|  | Swissquote Group <br> Holding SA<br>| 2575 | 1329207 |
|  | Temenos AG | 20126 | 1441633 |
| Ω | VAT Group AG | 184 | 66422 |
|  | VZ Holding AG | 4613 | 951876 |
|  | Ypsomed Holding AG | 1069 | 455467 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  | 20834427 |
| UNITED KINGDOM — (11.5%) | UNITED KINGDOM — (11.5%) | UNITED KINGDOM — (11.5%) | UNITED KINGDOM — (11.5%) |
|  | 4imprint Group PLC | 7740 | 354521 |
|  | AG Barr PLC | 4994 | 46211 |
| Ω | Airtel Africa PLC | 41661 | 95341 |
|  | AJ Bell PLC | 81220 | 462243 |
| Ω | Alfa Financial <br> Software Holdings <br> PLC<br>| 29356 | 87278 |
| \* | AO World PLC | 44960 | 59015 |
|  | Ashtead Technology <br> Holdings PLC<br>| 16300 | 108699 |
|  | Babcock International <br> Group PLC<br>| 197394 | 2126483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | Bloomsbury <br> Publishing PLC<br>| 17257 | $137315 |
|  | Burberry Group PLC | 6628 | 64549 |
|  | Bytes Technology <br> Group PLC (BYIT <br> LN)<br>| 68875 | 468360 |
|  | Chemring Group PLC | 19598 | 104680 |
|  | Clarkson PLC | 6119 | 268951 |
|  | Coats Group PLC | 431804 | 418170 |
|  | Computacenter PLC | 24476 | 791642 |
|  | Cranswick PLC | 15010 | 1038855 |
|  | CVS Group PLC | 21271 | 305701 |
|  | Domino's Pizza Group <br> PLC<br>| 83777 | 301358 |
|  | Dr. Martens PLC | 33197 | 24467 |
|  | Dunelm Group PLC | 37158 | 545673 |
|  | Endeavour Mining <br> PLC<br>| 10102 | 273690 |
|  | Energean PLC | 41424 | 490736 |
|  | Entain PLC | 48672 | 416093 |
|  | FDM Group Holdings <br> PLC<br>| 26704 | 79908 |
|  | Foresight Group <br> Holdings Ltd.<br>| 7357 | 36524 |
|  | Galliford Try Holdings <br> PLC<br>| 15138 | 78749 |
|  | Games Workshop <br> Group PLC<br>| 8702 | 1792110 |
|  | Gamma <br> Communications <br> PLC<br>| 23390 | 417554 |
|  | Greggs PLC | 32833 | 817377 |
|  | Harbour Energy PLC | 89330 | 182567 |
|  | Hays PLC | 153725 | 146854 |
|  | Hikma <br> Pharmaceuticals <br> PLC<br>| 38301 | 1014959 |
|  | Hill & Smith PLC | 23052 | 554176 |
|  | Hilton Food Group <br> PLC<br>| 17406 | 207056 |
| \* | Hochschild Mining <br> PLC<br>| 50066 | 188533 |
|  | Hollywood Bowl <br> Group PLC<br>| 42980 | 167848 |
|  | Howden Joinery <br> Group PLC<br>| 123221 | 1267143 |
| # | IDOX PLC | 94139 | 68904 |
|  | IG Group Holdings <br> PLC<br>| 48290 | 688276 |
|  | IMI PLC | 56929 | 1351085 |
|  | Inchcape PLC | 100016 | 896202 |
| \* | Indivior PLC | 23853 | 270677 |
|  | IntegraFin Holdings <br> PLC<br>| 79159 | 323283 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | International <br> Workplace Group <br> PLC<br>| 220696 | $546440 |
|  | J D Wetherspoon <br> PLC<br>| 24584 | 214978 |
| # | James Halstead PLC | 93307 | 191174 |
|  | Johnson Service <br> Group PLC<br>| 84067 | 157429 |
|  | Kainos Group PLC | 26868 | 261547 |
|  | Keller Group PLC | 5340 | 101685 |
|  | Kitwave Group PLC | 2849 | 11332 |
|  | LSL Property Services <br> PLC<br>| 13847 | 51626 |
| Ω | Luceco PLC | 32411 | 59931 |
|  | Man Group PLC | 150502 | 328494 |
| \* | McBride PLC | 35139 | 67548 |
|  | Me Group <br> International PLC<br>| 62186 | 168012 |
|  | Mitie Group PLC | 393366 | 758554 |
|  | MONY Group PLC | 165006 | 446584 |
|  | Morgan Sindall Group <br> PLC<br>| 6631 | 313443 |
|  | Mortgage Advice <br> Bureau Holdings <br> Ltd.<br>| 8498 | 92207 |
|  | Ninety One PLC | 94720 | 187488 |
|  | Oxford Instruments <br> PLC<br>| 5595 | 123097 |
|  | Pagegroup PLC | 100653 | 363021 |
|  | Pan African <br> Resources PLC<br>| 373052 | 221293 |
|  | PayPoint PLC | 14726 | 132952 |
| \* | Pinewood <br> Technologies Group <br> PLC<br>| 9169 | 44260 |
|  | Polar Capital Holdings <br> PLC<br>| 20109 | 105487 |
|  | QinetiQ Group PLC | 84863 | 446684 |
|  | Record PLC | 14254 | 10102 |
|  | Renew Holdings PLC | 19291 | 195266 |
|  | Renold PLC | 27285 | 17335 |
|  | Rightmove PLC | 45743 | 451765 |
|  | Rotork PLC | 221063 | 900117 |
|  | RS Group PLC | 86881 | 599045 |
|  | Serco Group PLC | 185303 | 425264 |
|  | Softcat PLC | 32618 | 728510 |
| \* | Spirent <br> Communications <br> PLC<br>| 193208 | 476364 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  | SSP Group PLC | 178241 | $353018 |
|  | St. James's Place <br> PLC<br>| 37144 | 468213 |
|  | SThree PLC | 6210 | 20189 |
| \* | Strix Group PLC | 36615 | 22701 |
| \*†† | Studio Retail Group <br> PLC<br>| 9958 | 0 |
|  | Tatton Asset <br> Management PLC<br>| 9729 | 80495 |
|  | Team Internet Group <br> PLC<br>| 17972 | 13640 |
|  | Telecom Plus PLC | 19737 | 499021 |
|  | Volex PLC | 6522 | 22191 |
|  | Volution Group PLC | 65907 | 499102 |
| \*Ω | Watches of <br> Switzerland Group <br> PLC<br>| 26657 | 126829 |
|  | WH Smith PLC | 33990 | 411317 |
|  | Wickes Group PLC | 71296 | 181224 |
|  | Wilmington PLC | 4671 | 23001 |
|  | XPS Pensions Group <br> PLC<br>| 23245 | 119202 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 31578993 |
| UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |
| \* | Coeur Mining, Inc. | 24214 | 134386 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 258288593 |
| PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | FUCHS SE, 2.506% | 16206 | 812612 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $210,474,820) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $210,474,820) |  | 259101205 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (5.4%) | SECURITIES LENDING COLLATERAL — (5.4%) | SECURITIES LENDING COLLATERAL — (5.4%) | SECURITIES LENDING COLLATERAL — (5.4%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 1270363 | 14691745 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $225,167,457) | (Cost $225,167,457) |  | $273792950 |

---

------

**International Small Cap Growth Portfolio**

**CONTINUED**

As of April 30, 2025, International Small Cap Growth Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 3 | 06/20/25 | &nbsp;&nbsp; $843495 | &nbsp;&nbsp; $838050 | &nbsp;&nbsp; $(5445)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$843495** | &nbsp;&nbsp; **$838050** | &nbsp;&nbsp; **$(5445)**<br>|

---

As of April 30, 2025, the value of Rule 144A securities amounted to $10,570,792 or 4.0% of net assets.

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $16309164 | &nbsp;&nbsp; $35281 | &nbsp;&nbsp; $16344445 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 3908883 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3908883 |
| Belgium | &nbsp;&nbsp; $17708 | &nbsp;&nbsp; 3556370 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3574078 |
| Canada | &nbsp;&nbsp; 29270249 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 29270249 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 7665059 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7665059 |
| Finland | &nbsp;&nbsp; — | &nbsp;&nbsp; 8071754 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8071754 |
| France | &nbsp;&nbsp; 29641 | &nbsp;&nbsp; 12177536 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12207177 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 15242680 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15242680 |
| Gibraltar | &nbsp;&nbsp; — | &nbsp;&nbsp; 19855 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19855 |
| Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp; 3506109 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3506109 |
| Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp; 682692 | &nbsp;&nbsp; — | &nbsp;&nbsp; 682692 |
| Israel | &nbsp;&nbsp; 137528 | &nbsp;&nbsp; 3379261 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3516789 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 11962346 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11962346 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 60575878 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60575878 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 1657427 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1657427 |
| Netherlands | &nbsp;&nbsp; 317547 | &nbsp;&nbsp; 6126821 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6444368 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 897006 | &nbsp;&nbsp; — | &nbsp;&nbsp; 897006 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 2864600 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2864600 |
| Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp; 1062601 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1062601 |
| Singapore | &nbsp;&nbsp; 19940 | &nbsp;&nbsp; 1833976 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1853916 |
| Spain | &nbsp;&nbsp; — | &nbsp;&nbsp; 7366174 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7366174 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 7046701 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7046701 |
| Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp; 20834427 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20834427 |
| United Kingdom | &nbsp;&nbsp; 273690 | &nbsp;&nbsp; 31305303 | &nbsp;&nbsp; — | &nbsp;&nbsp; 31578993 |
| United States | &nbsp;&nbsp; 134386 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 134386 |
| Preferred Stocks |  |  |  |  |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 812612 | &nbsp;&nbsp; — | &nbsp;&nbsp; 812612 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 14691745 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14691745 |
| Total Investments in Securities | &nbsp;&nbsp; $30200689 | &nbsp;&nbsp; $243556980 | &nbsp;&nbsp; $35,281˂˃ | &nbsp;&nbsp; $273792950 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; (5445) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (5445) |
| Total Financial Instruments | &nbsp;&nbsp; $(5445) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(5445) |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

**International Small Cap Growth Portfolio**

**CONTINUED**

---

| | |
|:---|:---|
| ˂˃ | A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning <br> and/or end of the reporting period in relation to net assets.<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap**<br> **Growth**<br> **Portfolio\***<br>| **U.S. Small Cap**<br> **Growth**<br> **Portfolio\***<br>| **International**<br> **Large Cap**<br> **Growth**<br> **Portfolio\***<br>| **International**<br> **Small Cap**<br> **Growth**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $27,637, <br> $123,529, $45,931 and $23,673 of securities on loan, <br> respectively)<br>| $3388448 | $1386752 | $981478 | $259101 |
| Temporary Cash Investments at Value & Cost | 31235 | 1157 |  |  |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $28,206, $126,145, $46,309 <br> and $14,693, respectively)<br>| 28206 | 126132 | 46308 | 14692 |
| Foreign Currencies at Value |  |  | 602 | 182 |
| Cash  | 2120 | 6526 | 2420 | 257 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 1911 | 1731 | 203 | 673 |
| Dividends and Interest | 2832 | 207 | 4706 | 1561 |
| Securities Lending Income | 1 | 12 | 21 | 20 |
| Fund Shares Sold | 1082 | 2312 | 598 | 907 |
| Prepaid Expenses and Other Assets  | 33 | 32 | 20 | 13 |
| Total Assets | 3455868 | 1524861 | 1036356 | 277406 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 28212 | 126147 | 46327 | 14704 |
| Investment Securities Purchased | 2217 |  | 1277 |  |
| Fund Shares Redeemed | 2828 | 1115 | 279 | 108 |
| Due to Advisor | 406 | 310 | 177 | 79 |
| Futures Margin Variation | 196 |  |  | 5 |
| Accrued Expenses and Other Liabilities | 99 | 25 | 12 | 31 |
| Total Liabilities | 33958 | 127597 | 48072 | 14927 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $3421910 | $1397264 | $988284 | $262479 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION** <br> **PRICE PER SHARE:** <br>|  |  |  |  |
| Institutional Class Shares — based on shares outstanding <br> of 92,154,358, 53,055,051, 55,829,215 and 16,154,085, <br> respectively, $0.01 Par Value (1)<br>| **$37.13** | **$26.34** | **$17.70** | **$16.25** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 | 1000000000 |
| Investment Securities at Cost | $2035082 | $1113941 | $704956 | $210475 |
| Foreign Currencies at Cost | $— | $— | $603 | $182 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $1896111 | $1116698 | $753155 | $231034 |
| Total Distributable Earnings (Loss) | 1525799 | 280566 | 235129 | 31445 |
| **NET ASSETS** | $3421910 | $1397264 | $988284 | $262479 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap**<br> **Growth**<br> **Portfolio**<br>| **U.S. Small Cap**<br> **Growth**<br> **Portfolio**<br>| **International**<br> **Large Cap**<br> **Growth**<br> **Portfolio**<br>| **International**<br> **Small Cap**<br> **Growth**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $2, $10, $1,220 and <br> $325, respectively)<br>| $22035 | $5935 | $10350 | $2701 |
| Dividend Income from Affiliates | 225 | 1669 | 687 | 221 |
| Income from Securities Lending, Net | 5 | 67 | 82 | 107 |
| Total Investment Income | 22265 | 7671 | 11119 | 3029 |
| **Fund Expenses** |  |  |  |  |
| Investment Management Fees | 2653 | 2014 | 1045 | 490 |
| Accounting & Transfer Agent Fees | 310 | 108 | 75 | 23 |
| Custodian Fees | 20 | 13 | 30 | 22 |
| Filing Fees | 30 | 23 | 15 | 11 |
| Shareholders' Reports | 35 | 24 | 20 | 13 |
| Directors'/Trustees' Fees & Expenses | 10 | 4 | 3 |  |
| Professional Fees | 19 | 7 | 6 | 2 |
| Other | 161 | 22 | 12 | 6 |
| Total Fund Expenses | 3238 | 2215 | 1206 | 567 |
| Fees Paid Indirectly (Note C) |  |  | 20 |  |
| Net Expenses | 3238 | 2215 | 1186 | 567 |
| **Net Investment Income (Loss)** | 19027 | 5456 | 9933 | 2462 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (3801)<br>| (18608)<br>| (8726)<br>| 89 |
| Affiliated Investment Companies Shares Sold | (5)<br>| (2)<br>| (4)<br>|  |
| Futures | 66 | 15 | (78)<br>| (41)<br>|
| Foreign Currency Transactions |  |  | (58)<br>| 16 |
| In-Kind Redemptions | 184767 | 50264 |  |  |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (252302)<br>| (145618)<br>| 71083 | 14196 |
| Affiliated Investment Companies Shares |  | (13)<br>| (1)<br>| (1)<br>|
| Futures | 76 |  | 22 | 10 |
| Translation of Foreign Currency-Denominated Amounts |  |  | 247 | 77 |
| **Net Realized and Unrealized Gain (Loss)** | (71199)<br>| (113962)<br>| 62485 | 14346 |
| **Net Increase (Decrease) in Net Assets Resulting from** <br> **Operations**<br>| $(52172)<br>| $(108506)<br>| $72418 | $16808 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap**<br> **Growth Portfolio** | **U.S. Large Cap**<br> **Growth Portfolio** | **U.S. Small Cap**<br> **Growth Portfolio** | **U.S. Small Cap**<br> **Growth Portfolio** | **International Large**<br> **Cap Growth Portfolio** | **International Large**<br> **Cap Growth Portfolio** | **International Small**<br> **Cap Growth Portfolio** | **International Small**<br> **Cap Growth Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $19027 | $41587 | $5456 | $8682 | $9933 | $15200 | $2462 | $5490 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Investment Securities Sold | (3801)<br>| (20278)<br>| (18608)<br>| (24654)<br>| (8726)<br>| (1708)<br>| 89 | 3235 |
| Affiliated Investment Companies Shares Sold | (5)<br>| (3)<br>| (2)<br>| (17)<br>| (4)<br>| (7)<br>|  | (1)<br>|
| Futures | 66 | 7282 | 15 | 952 | (78)<br>| 207 | (41)<br>| 149 |
| Foreign Currency Transactions |  |  |  |  | (58)<br>| 165 | 16 | 24 |
| In-Kind Redemptions | 184767 | 598596 | 50264 | 86585 |  | 508 |  |  |
| Change in Unrealized Appreciation (Depreciation) <br> of:<br>|  |  |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | (252302)<br>| 427874 | (145618)<br>| 229380 | 71083 | 107640 | 14196 | 43383 |
| Affiliated Investment Companies Shares |  |  | (13)<br>| 2 | (1)<br>| 1 | (1)<br>|  |
| Futures | 76 | 1034 |  |  | 22 | (24)<br>| 10 | (15)<br>|
| Translation of Foreign Currency-Denominated <br> Amounts<br>|  |  |  |  | 247 | (4)<br>| 77 | (4)<br>|
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| (52172)<br>| 1056092 | (108506)<br>| 300930 | 72418 | 121978 | 16808 | 52261 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (15745)<br>| (56096)<br>| (4860)<br>| (8391)<br>| (5400)<br>| (14300)<br>| (2625)<br>| (5940)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 632023 | 1570849 | 389588 | 596453 | 116610 | 321484 | 17233 | 32777 |
| Shares Issued in Lieu of Cash Distributions | 15627 | 55699 | 4683 | 8140 | 5387 | 14237 | 2593 | 5861 |
| Shares Redeemed | (719029)<br>| (1775872)<br>| (255200)<br>| (369024)<br>| (84186)<br>| (115572)<br>| (30609)<br>| (58932)<br>|
| Net Increase (Decrease) from Capital Share <br> Transactions<br>| (71379)<br>| (149324)<br>| 139071 | 235569 | 37811 | 220149 | (10783)<br>| (20294)<br>|
| Total Increase (Decrease) in Net Assets | (139296)<br>| 850672 | 25705 | 528108 | 104829 | 327827 | 3400 | 26027 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 3561206 | 2710534 | 1371559 | 843451 | 883455 | 555628 | 259079 | 233052 |
| End of Period | $3421910 | $3561206 | $1397264 | $1371559 | $988284 | $883455 | $262479 | $259079 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 16235 | 45700 | 13459 | 22530 | 7024 | 19477 | 1127 | 2181 |
| Shares Issued in Lieu of Cash Distributions | 410 | 1651 | 166 | 306 | 324 | 858 | 170 | 388 |
| Shares Redeemed  | (18407)<br>| (51470)<br>| (8832)<br>| (13929)<br>| (5063)<br>| (7089)<br>| (2005)<br>| (3901)<br>|
| Net Increase (Decrease) from Shares Issued <br> and Redeemed<br>| (1762)<br>| (4119)<br>| 4793 | 8907 | 2285 | 13246 | (708)<br>| (1332)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** | **U.S. Large Cap Growth Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $37.92 | &nbsp;&nbsp;&nbsp; $27.65 | &nbsp;&nbsp; $26.68 | &nbsp;&nbsp; $32.74 | &nbsp;&nbsp; $24.35 | &nbsp;&nbsp; $22.13 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.20 | &nbsp;&nbsp;&nbsp;&nbsp;0.43 | 0.44 | 0.41 | 0.40 | 0.39 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (0.82)<br>| &nbsp;&nbsp;&nbsp;&nbsp;10.42 | 2.67 | &nbsp;&nbsp; (4.02)<br>| 8.37 | 2.41 |
| Total from Investment Operations  | &nbsp;&nbsp; (0.62)<br>| &nbsp;&nbsp;&nbsp;&nbsp;10.85 | 3.11 | &nbsp;&nbsp; (3.61)<br>| 8.77 | 2.80 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.40)<br>| &nbsp;&nbsp; (0.39)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.38)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (0.18)<br>| &nbsp;&nbsp; (1.75)<br>| &nbsp;&nbsp; (2.07)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.20)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.58)<br>| &nbsp;&nbsp; (2.14)<br>| &nbsp;&nbsp; (2.45)<br>| &nbsp;&nbsp; (0.38)<br>| &nbsp;&nbsp; (0.58)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $37.13 | &nbsp;&nbsp;&nbsp; $37.92 | &nbsp;&nbsp; $27.65 | &nbsp;&nbsp; $26.68 | &nbsp;&nbsp; $32.74 | &nbsp;&nbsp; $24.35 |
| Total Return  | &nbsp;&nbsp; (1.64<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 39.51<br> %<br>| 12.01<br> %<br>| &nbsp;&nbsp; (12.12<br> %)<br>| 36.20<br> %<br>| 12.89<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $3421910 | &nbsp;&nbsp;&nbsp; $3561206 | &nbsp;&nbsp; $2710534 | &nbsp;&nbsp; $2355314 | &nbsp;&nbsp; $2942457 | &nbsp;&nbsp; $2393740 |
| Ratio of Expenses to Average Net Assets  | 0.18<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.19<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding <br> Fees Waived, Expenses Reimbursed by Advisor) <br>| 0.18<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.19<br> %<br>|
| Ratio of Net Investment Income to Average Net <br> Assets <br>| 1.08<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.25<br> %<br>| 1.58<br> %<br>| 1.43<br> %<br>| 1.35<br> %<br>| 1.69<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 11<br> %<br>| &nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 13<br> %<br>| &nbsp;&nbsp; 11<br> %<br>| &nbsp;&nbsp; 20<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** | **U.S. Small Cap Growth Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $28.42 | &nbsp;&nbsp;&nbsp; $21.43 | &nbsp;&nbsp; $22.21 | &nbsp;&nbsp; $27.98 | &nbsp;&nbsp; $18.67 | &nbsp;&nbsp; $18.50 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.10 | &nbsp;&nbsp;&nbsp;&nbsp;0.20 | 0.19 | 0.17 | 0.16 | 0.12 |
| Net Gains (Losses) on Securities (Realized and <br> Unrealized) <br>| &nbsp;&nbsp; (2.08)<br>| &nbsp;&nbsp;&nbsp;&nbsp;6.98 | &nbsp;&nbsp; (0.09)<br>| &nbsp;&nbsp; (3.83)<br>| 9.30 | 0.27 |
| Total from Investment Operations  | &nbsp;&nbsp; (1.98)<br>| &nbsp;&nbsp;&nbsp;&nbsp;7.18 | 0.10 | &nbsp;&nbsp; (3.66)<br>| 9.46 | 0.39 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.17)<br>| &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp; (0.12)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (0.69)<br>| &nbsp;&nbsp; (1.94)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.10)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.19)<br>| &nbsp;&nbsp; (0.88)<br>| &nbsp;&nbsp; (2.11)<br>| &nbsp;&nbsp; (0.15)<br>| &nbsp;&nbsp; (0.22)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $26.34 | &nbsp;&nbsp;&nbsp; $28.42 | &nbsp;&nbsp; $21.43 | &nbsp;&nbsp; $22.21 | &nbsp;&nbsp; $27.98 | &nbsp;&nbsp; $18.67 |
| Total Return  | &nbsp;&nbsp; (7.01<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 33.58<br> %<br>| 0.33<br> %<br>| &nbsp;&nbsp; (14.10<br> %)<br>| 50.76<br> %<br>| 2.23<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $1397264 | &nbsp;&nbsp;&nbsp; $1371559 | &nbsp;&nbsp; $843451 | &nbsp;&nbsp; $829017 | &nbsp;&nbsp; $984629 | &nbsp;&nbsp; $694814 |
| Ratio of Expenses to Average Net Assets  | 0.31<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.32<br> %<br>| 0.32<br> %<br>| 0.33<br> %<br>| 0.37<br> %<br>| 0.38<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor) <br>| 0.31<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.32<br> %<br>| 0.32<br> %<br>| 0.33<br> %<br>| 0.37<br> %<br>| 0.38<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 0.76<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.75<br> %<br>| 0.85<br> %<br>| 0.74<br> %<br>| 0.64<br> %<br>| 0.68<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 10<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 16<br> %<br>| &nbsp;&nbsp; 25<br> %<br>| &nbsp;&nbsp; 30<br> %<br>| &nbsp;&nbsp; 29<br> %<br>| &nbsp;&nbsp; 32<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** | **International Large Cap Growth Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $16.50 | &nbsp;&nbsp;&nbsp; $13.79 | &nbsp;&nbsp; $12.57 | &nbsp;&nbsp; $17.35 | &nbsp;&nbsp; $13.40 | &nbsp;&nbsp; $13.30 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.31 | 0.38 | 0.31 | 0.23 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 1.13 | &nbsp;&nbsp;&nbsp;&nbsp;2.68 | 1.21 | &nbsp;&nbsp; (4.80)<br>| 3.93 | 0.09 |
| Total from Investment Operations  | 1.30 | &nbsp;&nbsp;&nbsp;&nbsp;3.01 | 1.52 | &nbsp;&nbsp; (4.42)<br>| 4.24 | 0.32 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.22)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.30)<br>| &nbsp;&nbsp; (0.36)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.22)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $17.70 | &nbsp;&nbsp;&nbsp; $16.50 | &nbsp;&nbsp; $13.79 | &nbsp;&nbsp; $12.57 | &nbsp;&nbsp; $17.35 | &nbsp;&nbsp; $13.40 |
| Total Return  | 7.91<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 21.86<br> %<br>| 11.97<br> %<br>| &nbsp;&nbsp; (25.63<br> %)<br>| 31.77<br> %<br>| 2.50<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $988284 | &nbsp;&nbsp;&nbsp; $883455 | &nbsp;&nbsp; $555628 | &nbsp;&nbsp; $522908 | &nbsp;&nbsp; $662401 | &nbsp;&nbsp; $523019 |
| Ratio of Expenses to Average Net Assets  | 0.26<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.27<br> %<br>| 0.28<br> %<br>| 0.29<br> %<br>| 0.30<br> %<br>| 0.29<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.26<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.27<br> %<br>| 0.28<br> %<br>| 0.29<br> %<br>| 0.30<br> %<br>| 0.30<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.19<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.01<br> %<br>| 2.15<br> %<br>| 2.55<br> %<br>| 1.86<br> %<br>| 1.78<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 7<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 15<br> %<br>| &nbsp;&nbsp; 17<br> %<br>| &nbsp;&nbsp; 14<br> %<br>| &nbsp;&nbsp; 17<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** | **International Small Cap Growth Portfolio** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $15.36 | &nbsp;&nbsp;&nbsp; $12.81 | &nbsp;&nbsp; $12.50 | &nbsp;&nbsp; $20.04 | &nbsp;&nbsp; $14.79 | &nbsp;&nbsp; $14.23 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | 0.29 | 0.33 | 0.27 | 0.19 |
| Net Gains (Losses) on Securities (Realized and Unrealized) <br>| 0.91 | &nbsp;&nbsp;&nbsp;&nbsp;2.58 | 0.31 | &nbsp;&nbsp; (6.67)<br>| 5.23 | 0.62 |
| Total from Investment Operations  | 1.05 | &nbsp;&nbsp;&nbsp;&nbsp;2.89 | 0.60 | &nbsp;&nbsp; (6.34)<br>| 5.50 | 0.81 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.18)<br>|
| Net Realized Gains  | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (0.91)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (0.07)<br>|
| Total Distributions  | &nbsp;&nbsp; (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.34)<br>| &nbsp;&nbsp; (0.29)<br>| &nbsp;&nbsp; (1.20)<br>| &nbsp;&nbsp; (0.25)<br>| &nbsp;&nbsp; (0.25)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $16.25 | &nbsp;&nbsp;&nbsp; $15.36 | &nbsp;&nbsp; $12.81 | &nbsp;&nbsp; $12.50 | &nbsp;&nbsp; $20.04 | &nbsp;&nbsp; $14.79 |
| Total Return  | 6.89<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 22.62<br> %<br>| 4.58<br> %<br>| &nbsp;&nbsp; (33.14<br> %)<br>| 37.31<br> %<br>| 5.75<br> %<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $262479 | &nbsp;&nbsp;&nbsp; $259079 | &nbsp;&nbsp; $233052 | &nbsp;&nbsp; $238123 | &nbsp;&nbsp; $267467 | &nbsp;&nbsp; $215690 |
| Ratio of Expenses to Average Net Assets  | 0.45<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.45<br> %<br>| 0.48<br> %<br>| 0.53<br> %<br>| 0.55<br> %<br>| 0.55<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.45<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.45<br> %<br>| 0.49<br> %<br>| 0.53<br> %<br>| 0.56<br> %<br>| 0.58<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.96<br> %(C)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.06<br> %<br>| 2.05<br> %<br>| 2.10<br> %<br>| 1.45<br> %<br>| 1.35<br> %<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 9<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 23<br> %<br>| &nbsp;&nbsp; 23<br> %<br>| &nbsp;&nbsp; 32<br> %<br>| &nbsp;&nbsp; 24<br> %<br>| &nbsp;&nbsp; 34<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund offers one hundred and two operational portfolios as of April 30, 2025, four of which, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, International Large Cap Growth Portfolio and International Small Cap Growth Portfolio (collectively, the "Portfolios"), are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Securities held by U.S. Large Cap Growth Portfolio and U.S. Small Cap Growth Portfolio (the "Domestic Equity Portfolios") and International Large Cap Growth Portfolio and International Small Cap Growth Portfolio (the "International Equity Portfolios"), including OTC securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities at the mean between the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be

------

used if events that have a significant effect on the value of an investment (as determined in the discretion of Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Futures contracts held by the Portfolios are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the International Equity Portfolios whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate this translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated

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as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of distributions received that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

The Portfolios may be subject to taxes imposed by countries in which they invest, with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The International Equity Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios.

For the six months ended April 30, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
| U.S. Large Cap Growth Portfolio | 0.15<br> %<br>|
| U.S. Small Cap Growth Portfolio | 0.28<br> %<br>|
| International Large Cap Growth Portfolio | 0.23<br> %<br>|
| International Small Cap Growth Portfolio | 0.39<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement") for the Portfolios, the Advisor has contractually agreed to waive all or a portion of its management fee and assume the ordinary operating expenses of a class of each Portfolio (excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of each Portfolio, on an annualized basis, to the rates listed below as a percentage of a class

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of the respective Portfolio's average net assets (the "Expense Limitation Amount"). The Fee Waiver Agreement for the Portfolios will remain in effect through February 28, 2026, and may only be terminated by the Fund's Board of Directors prior to that date. The Fee Waiver Agreement shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor.

During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. The Portfolios did not waive fees/assume expenses or recover previously waived fees/expenses assumed during the six months ended April 30, 2025, and have no previously waived fees/expenses assumed subject to future recovery by the Advisor. At any time that the Portfolio Expenses of a class of a Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

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| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Large Cap Growth Portfolio | 0.20<br> %<br>|  |  |
| U.S. Small Cap Growth Portfolio | 0.40<br> %<br>|  |  |
| International Large Cap Growth Portfolio | 0.30<br> %<br>|  |  |
| International Small Cap Growth Portfolio | 0.52<br> %<br>|  |  |

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**Earned Income Credit:** 

Additionally, the Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the six months ended April 30, 2025, expenses reduced were as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Fees Paid**<br> **Indirectly**<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; $20 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of April 30, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $9 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 3 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 2 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 1 |

---

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**E. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, the Portfolios made the following purchases and sales of investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $436933 | &nbsp;&nbsp; $204753 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 350641 | &nbsp;&nbsp; 137627 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 103005 | &nbsp;&nbsp; 60440 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 21907 | &nbsp;&nbsp; 30518 |

---

There were no purchases or sales of long-term U.S. government securities.

For the six months ended April 30, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Large Cap Growth Portfolio** |  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $83471 | $265682 | $320942 | $(5)<br>|  | $28206 | 2439 | $225 |  |
| **Total** | **$83471** | **$265682** | **$320942** | **$(5)**<br>| **—** | **$28206** |  | **$225** | **—** |
| **U.S. Small Cap Growth Portfolio** |  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $41278 | $398365 | $313496 | $(2)<br>| $(13)<br>| $126132 | 10906 | $1669 |  |
| **Total** | **$41278** | **$398365** | **$313496** | **$(2)**<br>| **$(13)**<br>| **$126132** |  | **$1669** | **—** |
| **International Large Cap Growth** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $26267 | $229284 | $209238 | $(4)<br>| $(1)<br>| $46308 | 4004 | $687 |  |
| **Total** | **$26267** | **$229284** | **$209238** | **$(4)**<br>| **$(1)**<br>| **$46308** |  | **$687** | **—** |
| **International Small Cap Growth** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term Investment <br> Fund<br>| $6613 | $49158 | $41078 |  | $(1)<br>| $14692 | 1270 | $221 |  |
| **Total** | **$6613** | **$49158** | **$41078** | **—** | **$(1)**<br>| **$14692** |  | **$221** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

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Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2024, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2023, and October 31, 2024, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Large Cap Growth Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; $37370 | &nbsp;&nbsp; $153941 | &nbsp;&nbsp; $191311 |
| 2024 | &nbsp;&nbsp; 38396 | &nbsp;&nbsp; 17700 | &nbsp;&nbsp; 56096 |
| U.S. Small Cap Growth Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 7163 | &nbsp;&nbsp; 25673 | &nbsp;&nbsp; 32836 |
| 2024 | &nbsp;&nbsp; 8391 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8391 |
| International Large Cap Growth Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 12405 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12405 |
| 2024 | &nbsp;&nbsp; 14300 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14300 |
| International Small Cap Growth Portfolio |  |  |  |
| 2023 | &nbsp;&nbsp; 5268 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5268 |
| 2024 | &nbsp;&nbsp; 5940 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5940 |

---

As of October 31, 2024, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $(3327)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(3327)<br>|
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; (237)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (237)<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; (419)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (419)<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; (398)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (398)<br>|

---

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As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(11967)<br>| &nbsp;&nbsp; $1605687 | &nbsp;&nbsp; $1593720 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (25491)<br>| &nbsp;&nbsp; 419427 | &nbsp;&nbsp; 393936 |
| International Large Cap Growth <br> Portfolio<br>| &nbsp;&nbsp; $1824 | &nbsp;&nbsp; — | &nbsp;&nbsp; (38637)<br>| &nbsp;&nbsp; 204926 | &nbsp;&nbsp; 168113 |
| International Small Cap Growth <br> Portfolio<br>| &nbsp;&nbsp; 1753 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17056)<br>| &nbsp;&nbsp; 32568 | &nbsp;&nbsp; 17265 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

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| | |
|:---|:---|
|  | **Total** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $11967 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 25491 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 38637 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 17056 |

---

During the year ended October 31, 2024, the following Portfolio used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

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| | |
|:---|:---|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; $3021 |

---

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $2094232 | &nbsp;&nbsp; $1370506 | &nbsp;&nbsp; $(17140)<br>| &nbsp;&nbsp; $1353366 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 1240246 | &nbsp;&nbsp; 345815 | &nbsp;&nbsp; (73016)<br>| &nbsp;&nbsp; 272799 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 751746 | &nbsp;&nbsp; 286893 | &nbsp;&nbsp; (10372)<br>| &nbsp;&nbsp; 276521 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 227076 | &nbsp;&nbsp; 67401 | &nbsp;&nbsp; (18854)<br>| &nbsp;&nbsp; 48547 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed each Portfolio's tax positions and has concluded that no additional provision for income tax is required in any Portfolio's financial statements. The Portfolios

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are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. Foreign Market Risks: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the International Equity Portfolios may be inhibited.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

2. Futures Contracts: The Portfolios listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolios. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded. Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the six months ended April 30, 2025 was as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Futures\*** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $24262 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; — |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 1418 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 682 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Average Notional Value of futures contracts.

------

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of April 30, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **April 30, 2025** <br>| **Equity**<br> **Contracts** <sup>(1), \*</sup> <br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $(196)<br>| &nbsp;&nbsp; $(196)<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; (5)<br>| &nbsp;&nbsp; (5)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(1) Presented on Statements of Assets and Liabilities as Payables: Futures Margin Variation. <br> \* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the six months ended April 30, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(1)</sup> <br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $66 | &nbsp;&nbsp; $66 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 15 | &nbsp;&nbsp; 15\* |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; (78)<br>| &nbsp;&nbsp; (78)\*<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; (41)<br>| &nbsp;&nbsp; (41)<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $76 | &nbsp;&nbsp; $76 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(1) Presented on Statements of Operations as Net Realized Gain (Loss) on: Futures.

(2) Presented on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

\* As of April 30, 2025, there were no futures contracts outstanding. During the six months ended April 30, 2025, the Portfolio had limited activity in futures contracts. 

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

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The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the six months ended April 30, 2025, borrowings by the Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| U.S. Small Cap Growth <br> Portfolio<br>| 5.15<br> %<br>| &nbsp;&nbsp; $3395 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $3 | &nbsp;&nbsp; $8291 | &nbsp;&nbsp; — |
| International Large Cap <br> Growth Portfolio<br>| 5.08<br> %<br>| &nbsp;&nbsp; 826 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — | &nbsp;&nbsp; 826 | &nbsp;&nbsp; — |
| International Small Cap <br> Growth Portfolio<br>| 5.16<br> %<br>| &nbsp;&nbsp; 135 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; — | &nbsp;&nbsp; 338 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2025.

**I. Affiliated Trades:**

Cross trades for the six months ended April 30, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the six months ended April 30, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

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| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $34214 | &nbsp;&nbsp; $52716 | &nbsp;&nbsp; $(2610)<br>|
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 27066 | &nbsp;&nbsp; 59566 | &nbsp;&nbsp; (13684)<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 23956 | &nbsp;&nbsp; 10898 | &nbsp;&nbsp; (1524)<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 6072 | &nbsp;&nbsp; 9497 | &nbsp;&nbsp; 168 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**J. Securities Lending:** 

As of April 30, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. Additionally, the following Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; $1744 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 10346 |

---

Each Portfolio with securities on loan invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio with securities on loan's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, a Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, a Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**L. In-Kind Redemptions:**

During the six months ended April 30, 2025, the following Portfolios realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

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| | |
|:---|:---|
| U.S. Large Cap Growth Portfolio  | &nbsp;&nbsp; $184767 |
| U.S. Small Cap Growth Portfolio  | &nbsp;&nbsp; 50264 |

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**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i)engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 77<br> %<br>|
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 59<br> %<br>|
| International Large Cap Growth Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 72<br> %<br>|
| International Small Cap Growth Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 87<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in a Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

During the six months ended April 30, 2025, the Portfolios' activity in the program was as follows (amounts in thousands, except shares):

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| | | | |
|:---|:---|:---|:---|
|  | **Value of Cash** <br> **and Value of** <br> **Securities** <br> **Sold**<br>| **Shares Sold** | **Service Fees** |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp; $67557 | &nbsp;&nbsp; 1731353 | &nbsp;&nbsp; $133 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp; 5423 | &nbsp;&nbsp; 193775 | &nbsp;&nbsp; 8 |

---

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements for each portfolio (collectively, the "Funds") and, if applicable, a Fund's sub-advisory agreements. For certain Funds, Dimensional Fund Advisors Ltd. and DFA Australia Limited serve as sub-advisors. (The investment management agreements and the sub-advisory agreements are referred to as the "Management Agreements," and the Advisor and sub-advisors are referred to as the "Advisor.")

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's global investment advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

DFA-043025-011S

------

Semi-Annual Financial Statements &

Other Information

**Six Months Ended: April 30, 2025 (Unaudited)**

------

DFA INVESTMENT DIMENSIONS GROUP INC.

------

**Dimensional Retirement Income Fund**

**Dimensional 2015 Target Date Retirement Income Fund**

**Dimensional 2020 Target Date Retirement Income Fund**

**Dimensional 2025 Target Date Retirement Income Fund**

**Dimensional 2030 Target Date Retirement Income Fund**

**Dimensional 2035 Target Date Retirement Income Fund**

**Dimensional 2040 Target Date Retirement Income Fund**

**Dimensional 2045 Target Date Retirement Income Fund**

**Dimensional 2050 Target Date Retirement Income Fund**

**Dimensional 2055 Target Date Retirement Income Fund**

**Dimensional 2060 Target Date Retirement Income Fund**

**Dimensional 2065 Target Date Retirement Income Fund**

**Dimensional 2070 Target Date Retirement Income Fund**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**SEMI-ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**(Unaudited)**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_FC-FrontCoverImage-784_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_FC-FrontCoverImage-784_1)**<br> **[Companies](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_FC-FrontCoverImage-784_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_AF-TOC-AbbreviationsandFootnotes_1)** | 1 |
| [Schedules of Investments](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_1) |  |
| [Dimensional Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_1) | 2 |
| [Dimensional 2015 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_2) | 3 |
| [Dimensional 2020 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_3) | 4 |
| [Dimensional 2025 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_4) | 5 |
| [Dimensional 2030 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_5) | 6 |
| [Dimensional 2035 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_6) | 7 |
| [Dimensional 2040 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_7) | 8 |
| [Dimensional 2045 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_8) | 9 |
| [Dimensional 2050 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_9) | 10 |
| [Dimensional 2055 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_10) | 11 |
| [Dimensional 2060 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_11) | 12 |
| [Dimensional 2065 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_12) | 13 |
| [Dimensional 2070 Target Date Retirement Income Fund](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOI-TOC-ScheduleofInvestments-784_13) | 14 |
| [Statements of Assets and Liabilities](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_FS-StatementofAssetsandLiabilities_1) | 15 |
| [Statements of Operations](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOP-StatementofOperations_1) | 19 |
| [Statements of Changes in Net Assets](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_SOC-StatementofChanges_1) | 23 |
| [Financial Highlights](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_FIHI_L-TOC-FinancialHighlights_L_1) | 28 |
| [Notes to Financial Statements](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_NTF-NotestoFinancialStatements-774_1) | 41 |
| **[Item 8 –](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_1)**<br>| 61 |
| **[Item 9 –](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_2)** | 62 |
| **[Item 10 –](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_3)**<br>| 63 |
| **[Item 11 –](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_b455c635-43c7-4e16-b0ec-5b4978d8c638_DISCLOSE-ChangesandDisagreements_4)** | 64 |

---

i

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**<u>Schedules</u> <u>of Investments</u>** 

Investment Footnotes <br> † See Note B to Financial Statements. <br> Ɏ Represents 7 Day subsidized yield as of April 30, 2025

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Represents
 the combined ratios for the respective Portfolio and its respective pro-rata share
 of its Underlying Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(E) Because
 of commencement of operations and related preliminary transaction costs, these
 ratios are not necessarily indicative of future ratios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero or rounded to zero. |
| SEC | Securities and Exchange Commission |

---

------

**Dimensional Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (14.2%) | DOMESTIC EQUITIES — (14.2%) | DOMESTIC EQUITIES — (14.2%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 113101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4179082 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 102588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4173304 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8352386 |
| INTERNATIONAL EQUITIES — (5.8%) | INTERNATIONAL EQUITIES — (5.8%) | INTERNATIONAL EQUITIES — (5.8%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 53341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1586346 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 42336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000826 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 46099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791526 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3378698 |
| FIXED INCOME (DOMESTIC) — (80.0%) | FIXED INCOME (DOMESTIC) — (80.0%) | FIXED INCOME (DOMESTIC) — (80.0%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 2522386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28275947 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 1820653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18643484 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46919431 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $52,863,658) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $52,863,658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $58650515 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $58650515 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $58650515 |
| Total Investments in Securities | &nbsp;&nbsp; $58650515 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $58650515 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2015 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (17.2%) | DOMESTIC EQUITIES — (17.2%) | DOMESTIC EQUITIES — (17.2%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 56048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2070987 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 50676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2061484 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4132471 |
| INTERNATIONAL EQUITIES — (7.1%) | INTERNATIONAL EQUITIES — (7.1%) | INTERNATIONAL EQUITIES — (7.1%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 26908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800243 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 21312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503824 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 23370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401262 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1705329 |
| FIXED INCOME (DOMESTIC) — (75.7%) | FIXED INCOME (DOMESTIC) — (75.7%) | FIXED INCOME (DOMESTIC) — (75.7%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 1601691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17954960 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 46508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252535 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18207495 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $21,017,834) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $21,017,834) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $24045295 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $24045295 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $24045295 |
| Total Investments in Securities | &nbsp;&nbsp; $24045295 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $24045295 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2020 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (17.3%) | DOMESTIC EQUITIES — (17.3%) | DOMESTIC EQUITIES — (17.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 157438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5817329 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 142234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5786074 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11603403 |
| INTERNATIONAL EQUITIES — (7.2%) | INTERNATIONAL EQUITIES — (7.2%) | INTERNATIONAL EQUITIES — (7.2%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 75662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2250176 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 60171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422456 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 65692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1127936 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800568 |
| FIXED INCOME (DOMESTIC) — (75.5%) | FIXED INCOME (DOMESTIC) — (75.5%) | FIXED INCOME (DOMESTIC) — (75.5%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 3911558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43848557 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 1242250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6745419 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50593976 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $60,750,145) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $60,750,145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $66997947 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $66997947 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $66997947 |
| Total Investments in Securities | &nbsp;&nbsp; $66997947 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $66997947 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2025 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (17.6%) | DOMESTIC EQUITIES — (17.6%) | DOMESTIC EQUITIES — (17.6%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 299395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $11062660 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 270535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11005371 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22068031 |
| INTERNATIONAL EQUITIES — (7.3%) | INTERNATIONAL EQUITIES — (7.3%) | INTERNATIONAL EQUITIES — (7.3%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 142815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4247327 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 114668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2710737 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 123713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2124158 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9082222 |
| FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) | FIXED INCOME (DOMESTIC) — (75.1%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 6332405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70986255 |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 4229104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22964035 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93950290 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $114,581,343) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $114,581,343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $125100543 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $125100543 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $125100543 |
| Total Investments in Securities | &nbsp;&nbsp; $125100543 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $125100543 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2030 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (26.9%) | DOMESTIC EQUITIES — (26.9%) | DOMESTIC EQUITIES — (26.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 605532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $22374381 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 547064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22254576 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44628957 |
| INTERNATIONAL EQUITIES — (11.1%) | INTERNATIONAL EQUITIES — (11.1%) | INTERNATIONAL EQUITIES — (11.1%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 287156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8540030 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 232155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5488135 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 251009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4309824 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18337989 |
| FIXED INCOME (DOMESTIC) — (57.2%) | FIXED INCOME (DOMESTIC) — (57.2%) | FIXED INCOME (DOMESTIC) — (57.2%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 8959996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48652781 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 4134419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46346837 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94999618 |
| FIXED INCOME (INTERNATIONAL) — (4.8%) | FIXED INCOME (INTERNATIONAL) — (4.8%) | FIXED INCOME (INTERNATIONAL) — (4.8%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 384359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4020391 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 407482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4017777 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8038168 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $146,495,234) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $146,495,234) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $166004732 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $31,044) | &nbsp;&nbsp;&nbsp; 31045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31045 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $146,526,278) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $146,526,278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $166035777 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $166004732 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $166004732 |
| Temporary Cash Investments | &nbsp;&nbsp; 31045 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 31045 |
| Total Investments in Securities | &nbsp;&nbsp; $166035777 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $166035777 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2035 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (36.3%) | DOMESTIC EQUITIES — (36.3%) | DOMESTIC EQUITIES — (36.3%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 910325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $33636507 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 824754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33551011 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67187518 |
| INTERNATIONAL EQUITIES — (15.0%) | INTERNATIONAL EQUITIES — (15.0%) | INTERNATIONAL EQUITIES — (15.0%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 438722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13047582 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 348329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8234505 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 380074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6525876 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27807963 |
| FIXED INCOME (DOMESTIC) — (38.6%) | FIXED INCOME (DOMESTIC) — (38.6%) | FIXED INCOME (DOMESTIC) — (38.6%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 10405442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56501550 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp; 1321360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14812440 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71313990 |
| FIXED INCOME (INTERNATIONAL) — (10.0%) | FIXED INCOME (INTERNATIONAL) — (10.0%) | FIXED INCOME (INTERNATIONAL) — (10.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 939643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9264885 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 884684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9253791 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18518676 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $157,308,707) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $157,308,707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $184828147 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $112,039) | &nbsp;&nbsp;&nbsp; 112039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112039 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $157,420,746) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $157,420,746) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $184940186 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $184828147 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $184828147 |
| Temporary Cash Investments | &nbsp;&nbsp; 112039 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 112039 |
| Total Investments in Securities | &nbsp;&nbsp; $184940186 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $184940186 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2040 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (46.0%) | DOMESTIC EQUITIES — (46.0%) | DOMESTIC EQUITIES — (46.0%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1203371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $44464569 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1090430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44358681 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88823250 |
| INTERNATIONAL EQUITIES — (19.0%) | INTERNATIONAL EQUITIES — (19.0%) | INTERNATIONAL EQUITIES — (19.0%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 576778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17153368 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 463031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10946045 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 499973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8584542 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36683955 |
| FIXED INCOME (DOMESTIC) — (20.0%) | FIXED INCOME (DOMESTIC) — (20.0%) | FIXED INCOME (DOMESTIC) — (20.0%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 7107931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38596067 |
| FIXED INCOME (INTERNATIONAL) — (15.0%) | FIXED INCOME (INTERNATIONAL) — (15.0%) | FIXED INCOME (INTERNATIONAL) — (15.0%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 1389395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14533072 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 1472888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14522679 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29055751 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,792,694) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $148,792,694) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $193159023 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $24,826) | &nbsp;&nbsp;&nbsp; 24826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24826 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $148,817,520) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $148,817,520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $193183849 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $193159023 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $193159023 |
| Temporary Cash Investments | &nbsp;&nbsp; 24826 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 24826 |
| Total Investments in Securities | &nbsp;&nbsp; $193183849 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $193183849 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2045 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (55.4%) | DOMESTIC EQUITIES — (55.4%) | DOMESTIC EQUITIES — (55.4%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1442817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $53312070 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1308705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53238134 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106550204 |
| INTERNATIONAL EQUITIES — (22.7%) | INTERNATIONAL EQUITIES — (22.7%) | INTERNATIONAL EQUITIES — (22.7%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 690426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20533259 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 545100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12886167 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 594564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10208664 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43628090 |
| FIXED INCOME (DOMESTIC) — (1.1%) | FIXED INCOME (DOMESTIC) — (1.1%) | FIXED INCOME (DOMESTIC) — (1.1%) |
| DFA LTIP Portfolio | &nbsp;&nbsp;&nbsp; 397093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2156214 |
| FIXED INCOME (INTERNATIONAL) — (20.8%) | FIXED INCOME (INTERNATIONAL) — (20.8%) | FIXED INCOME (INTERNATIONAL) — (20.8%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 2034276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20057962 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 1917587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20057962 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40115924 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $143,516,506) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $143,516,506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $192450432 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $192450432 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $192450432 |
| Total Investments in Securities | &nbsp;&nbsp; $192450432 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $192450432 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2050 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (64.9%) | DOMESTIC EQUITIES — (64.9%) | DOMESTIC EQUITIES — (64.9%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1476299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $54549240 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 1334991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54307448 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108856688 |
| INTERNATIONAL EQUITIES — (26.9%) | INTERNATIONAL EQUITIES — (26.9%) | INTERNATIONAL EQUITIES — (26.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 709042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21086905 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 570537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13487500 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 617572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10603709 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45178114 |
| FIXED INCOME (INTERNATIONAL) — (8.1%) | FIXED INCOME (INTERNATIONAL) — (8.1%) | FIXED INCOME (INTERNATIONAL) — (8.1%) |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 646645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6763905 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 685992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6763883 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13527788 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $122,329,826) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $122,329,826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $167562590 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $127,058) | &nbsp;&nbsp;&nbsp; 127058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127058 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $122,456,884) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $122,456,884) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $167689648 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $167562590 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $167562590 |
| Temporary Cash Investments | &nbsp;&nbsp; 127058 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 127058 |
| Total Investments in Securities | &nbsp;&nbsp; $167689648 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $167689648 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2055 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (67.2%) | DOMESTIC EQUITIES — (67.2%) | DOMESTIC EQUITIES — (67.2%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 1045025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $38613680 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 943310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38373827 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76987507 |
| INTERNATIONAL EQUITIES — (27.8%) | INTERNATIONAL EQUITIES — (27.8%) | INTERNATIONAL EQUITIES — (27.8%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 500028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14870815 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 401391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9488887 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 434395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7458565 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31818267 |
| FIXED INCOME (INTERNATIONAL) — (4.9%) | FIXED INCOME (INTERNATIONAL) — (4.9%) | FIXED INCOME (INTERNATIONAL) — (4.9%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 288481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2844424 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 271933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2844424 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5688848 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $89,009,412) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $89,009,412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $114494622 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $82,233) | &nbsp;&nbsp;&nbsp; 82233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82233 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $89,091,645) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $89,091,645) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $114576855 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $114494622 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $114494622 |
| Temporary Cash Investments | &nbsp;&nbsp; 82233 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 82233 |
| Total Investments in Securities | &nbsp;&nbsp; $114576855 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $114576855 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2060 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) | AFFILIATED INVESTMENT COMPANIES — (99.9%) |
| DOMESTIC EQUITIES — (67.2%) | DOMESTIC EQUITIES — (67.2%) | DOMESTIC EQUITIES — (67.2%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 856125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $31633807 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 772459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31423649 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63057456 |
| INTERNATIONAL EQUITIES — (27.8%) | INTERNATIONAL EQUITIES — (27.8%) | INTERNATIONAL EQUITIES — (27.8%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 412530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12268642 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 328777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7772273 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 355653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6106559 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26147474 |
| FIXED INCOME (INTERNATIONAL) — (4.9%) | FIXED INCOME (INTERNATIONAL) — (4.9%) | FIXED INCOME (INTERNATIONAL) — (4.9%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 234264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2309845 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 220826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2309840 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4619685 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $73,145,886) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $73,145,886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $93824615 |
| TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) | TEMPORARY CASH INVESTMENTS — (0.1%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $88,554) | &nbsp;&nbsp;&nbsp; 88554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88554 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $73,234,440) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $73,234,440) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $93913169 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $93824615 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $93824615 |
| Temporary Cash Investments | &nbsp;&nbsp; 88554 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 88554 |
| Total Investments in Securities | &nbsp;&nbsp; $93913169 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $93913169 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2065 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (99.5%) | AFFILIATED INVESTMENT COMPANIES — (99.5%) | AFFILIATED INVESTMENT COMPANIES — (99.5%) |
| DOMESTIC EQUITIES — (67.0%) | DOMESTIC EQUITIES — (67.0%) | DOMESTIC EQUITIES — (67.0%) |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 296924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10971320 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 269328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10956260 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21927580 |
| INTERNATIONAL EQUITIES — (27.5%) | INTERNATIONAL EQUITIES — (27.5%) | INTERNATIONAL EQUITIES — (27.5%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 141863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4219013 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 113869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2691850 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 122868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2109648 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9020511 |
| FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) | FIXED INCOME (INTERNATIONAL) — (5.0%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 82506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813514 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 77774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813514 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1627028 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $29,395,704) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $29,395,704) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $32575119 |
| TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) | TEMPORARY CASH INVESTMENTS — (0.5%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $155,184) | &nbsp;&nbsp;&nbsp; 155184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155184 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $29,550,888) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $29,550,888) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $32730303 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $32575119 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $32575119 |
| Temporary Cash Investments | &nbsp;&nbsp; 155184 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 155184 |
| Total Investments in Securities | &nbsp;&nbsp; $32730303 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $32730303 |

---

See accompanying Notes to Financial Statements.

------

**Dimensional 2070 Target Date Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**April 30, 2025**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (94.4%) | AFFILIATED INVESTMENT COMPANIES — (94.4%) | AFFILIATED INVESTMENT COMPANIES — (94.4%) |
| DOMESTIC EQUITIES — (62.2%) | DOMESTIC EQUITIES — (62.2%) | DOMESTIC EQUITIES — (62.2%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3283 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3195 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6478 |
| INTERNATIONAL EQUITIES — (27.1%) | INTERNATIONAL EQUITIES — (27.1%) | INTERNATIONAL EQUITIES — (27.1%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1279 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2819 |
| FIXED INCOME (INTERNATIONAL) — (5.1%) | FIXED INCOME (INTERNATIONAL) — (5.1%) | FIXED INCOME (INTERNATIONAL) — (5.1%) |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| TOTAL FIXED INCOME (INTERNATIONAL) | TOTAL FIXED INCOME (INTERNATIONAL) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $9,978) | TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES <br>(Cost $9,978) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $9833 |
| TEMPORARY CASH INVESTMENTS — (5.6%) | TEMPORARY CASH INVESTMENTS — (5.6%) | TEMPORARY CASH INVESTMENTS — (5.6%) |
| ɎState Street Institutional U.S. Government Money Market Fund, 4.290% <br>(Cost $579) | &nbsp;&nbsp;&nbsp; 579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 579 |
| TOTAL INVESTMENTS — (100.0%) <br>(Cost $10,557) | TOTAL INVESTMENTS — (100.0%) <br>(Cost $10,557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $10412 |

---

Summary of the Portfolio's investments as of April 30, 2025, based on their valuation inputs, is as follows (see Security Valuation Note):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp; $9833 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $9833 |
| Temporary Cash Investments | &nbsp;&nbsp; 579 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 579 |
| Total Investments in Securities | &nbsp;&nbsp; $10412 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $10412 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2015 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2020 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>|
| **ASSETS:** |  |  |  |
| Investments in Affiliated Investment Companies at Value | $58651 | $24045 | $66998 |
| Receivables: |  |  |  |
| Affiliated Investment Companies Sold | 31 | 26 | 55 |
| Fund Shares Sold | 21 | 13 | 43 |
| Due from Advisor |  | 2 |  |
| Prepaid Expenses and Other Assets  | 9 | 8 | 8 |
| Total Assets | 58712 | 24094 | 67104 |
| **LIABILITIES:** |  |  |  |
| Payables: |  |  |  |
| Due to Custodian  | 5 | 20 |  |
| Fund Shares Redeemed | 244 |  | 1 |
| Line of Credit |  |  | 18 |
| Accrued Expenses and Other Liabilities | 6 | 4 | 12 |
| Total Liabilities | 255 | 24 | 31 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |
| **NET ASSETS** | $58457 | $24070 | $67073 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |  |  |
| Institutional Class Shares — based on shares outstanding of 5,029,124, <br> 2,159,048 and 6,067,768, respectively, $0.01 Par Value (1)<br>| **$11.62** | **$11.15** | **$11.05** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 | 800000000 | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $52864 | $21018 | $60750 |
| **NET ASSETS CONSIST OF:** |  |  |  |
| Paid-In Capital | $58234 | $21425 | $63634 |
| Total Distributable Earnings (Loss) | 223 | 2645 | 3439 |
| **NET ASSETS** | $58457 | $24070 | $67073 |

---

------

+

See Note C to the Financial Statements for additional information about the Due from Advisor receivable.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2025 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2030 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2035 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2040 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>|
| **ASSETS:** |  |  |  |  |
| Investments in Affiliated Investment Companies at Value | $125101 | $166005 | $184828 | $193159 |
| Temporary Cash Investments at Value & Cost |  | 31 | 112 | 25 |
| Receivables: |  |  |  |  |
| Affiliated Investment Companies Sold | 625 |  |  |  |
| Dividends and Interest |  |  |  | 1 |
| Fund Shares Sold | 135 | 197 | 325 | 398 |
| Prepaid Expenses and Other Assets  | 9 | 8 | 9 | 8 |
| Total Assets | 125870 | 166241 | 185274 | 193591 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Affiliated Investment Companies Purchased |  |  | 14 |  |
| Fund Shares Redeemed | 16 | 26 | 13 | 129 |
| Line of Credit | 557 |  |  |  |
| Accrued Expenses and Other Liabilities | 15 | 16 | 15 | 12 |
| Total Liabilities | 588 | 42 | 42 | 141 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $125282 | $166199 | $185232 | $193450 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE** <br> **PER SHARE:** <br>|  |  |  |  |
| Institutional Class Shares — based on shares outstanding of <br> 11,312,675, 14,024,019, 13,873,267 and 12,422,111, <br> respectively, $0.01 Par Value (1)<br>| **$11.07** | **$11.85** | **$13.35** | **$15.57** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 | 800000000 | 800000000 | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $114581 | $146495 | $157309 | $148793 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $124454 | $161900 | $165525 | $154200 |
| Total Distributable Earnings (Loss) | 828 | 4299 | 19707 | 39250 |
| **NET ASSETS** | $125282 | $166199 | $185232 | $193450 |

---

------

+

See Note C to the Financial Statements for additional information about the Due from Advisor receivable and Due to Advisor payable.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2045 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2050 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2055 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2060 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>| **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>+</sup> <br>|
| **ASSETS:** |  |  |  |  |  |
| Investments in Affiliated Investment Companies at Value | $192450 | $167563 | $114495 | $93825 | $32575 |
| Temporary Cash Investments at Value & Cost |  | 127 | 82 | 89 | 155 |
| Receivables: |  |  |  |  |  |
| Affiliated Investment Companies Sold | 744 |  |  |  |  |
| Dividends and Interest | 1 | 1 | 1 | 1 |  |
| Fund Shares Sold | 581 | 381 | 399 | 554 | 147 |
| Due from Advisor |  |  |  |  | 2 |
| Prepaid Expenses and Other Assets  | 8 | 9 | 8 | 8 | 11 |
| Total Assets | 193784 | 168081 | 114985 | 94477 | 32890 |
| **LIABILITIES:** |  |  |  |  |  |
| Payables: |  |  |  |  |  |
| Affiliated Investment Companies Purchased |  | 45 | 28 | 46 | 151 |
| Fund Shares Redeemed | 22 | 20 | 82 | 50 | 18 |
| Due to Advisor |  |  | 2 | 1 |  |
| Line of Credit | 645 |  |  |  |  |
| Accrued Expenses and Other Liabilities | 10 | 7 | 4 | 4 | 1 |
| Total Liabilities | 677 | 72 | 116 | 101 | 170 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |  |
| **NET ASSETS** | $193107 | $168009 | $114869 | $94376 | $32720 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER** <br> **SHARE:** <br>|  |  |  |  |  |
| Institutional Class Shares — based on shares outstanding of <br> 10,581,507, 8,961,512, 5,996,932, 4,894,685 and 2,251,012, <br> respectively, $0.01 Par Value (1)<br>| **$18.25** | **$18.75** | **$19.15** | **$19.28** | **$14.54** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 | 800000000 | 800000000 | 800000000 | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $143517 | $122330 | $89009 | $73146 | $29396 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |  |
| Paid-In Capital | $146601 | $125199 | $90975 | $75416 | $29595 |
| Total Distributable Earnings (Loss) | 46506 | 42810 | 23894 | 18960 | 3125 |
| **NET ASSETS** | $193107 | $168009 | $114869 | $94376 | $32720 |

---

------

+

See Note C to the Financial Statements for additional information about the Due from Advisor receivable and Due to Advisor payable.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**April 30, 2025**

**(Unaudited)**

**(Amounts in thousands, except share and per share amounts)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **2070 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **ASSETS:** |  |
| Investments in Affiliated Investment Companies at Value | $10 |
| Temporary Cash Investments at Value & Cost | 1 |
| Total Assets | 11 |
| **LIABILITIES:** |  |
| Payables: |  |
| Accrued Expenses and Other Liabilities | 1 |
| Total Liabilities | 1 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
| **NET ASSETS** | $10 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |
| Institutional Class Shares — based on shares outstanding of 1,001 | **$9.83** |
| (1) NUMBER OF SHARES AUTHORIZED | 800000000 |
| Investments in Affiliated Investment Companies at Cost | $10 |
| **NET ASSETS CONSIST OF:** |  |
| Paid-In Capital | $10 |
| **NET ASSETS** | $10 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | **Dimensional**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2015 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2020 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **Investment Income** |  |  |  |
| Dividends | $2 |  | $1 |
| Dividend Income from Affiliates | 665 | $241 | 707 |
| Total Investment Income | 667 | 241 | 708 |
| **Expenses** |  |  |  |
| Accounting & Transfer Agent Fees | 5 | 3 | 4 |
| Custodian Fees | 1 |  | 1 |
| Filing Fees | 22 | 10 | 11 |
| Shareholders' Reports | 4 | 3 | 4 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 1 |
| Other | 3 | 3 | 5 |
| Total Expenses | 35 | 19 | 26 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 20 | 11 | 5 |
| Net Expenses | 15 | 8 | 21 |
| **Net Investment Income (Loss)** | 652 | 233 | 687 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |
| Capital Gain Distributions Received from Affiliated Investment Companies | 1 | 1 | 2 |
| Net Realized Gain (Loss) on: |  |  |  |
| Affiliated Investment Companies Shares Sold | (171)<br>| 274 | 460 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |
| Affiliated Investment Companies Shares | 643 | 83 | (130)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 473 | 358 | 332 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $1125 | $591 | $1019 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2025 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2030 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2035 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2040 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **Investment Income** |  |  |  |  |
| Dividends | $2 | $2 | $3 | $3 |
| Dividend Income from Affiliates | 1500 | 2309 | 2491 | 2441 |
| Total Investment Income | 1502 | 2311 | 2494 | 2444 |
| **Expenses** |  |  |  |  |
| Accounting & Transfer Agent Fees | 6 | 7 | 7 | 9 |
| Custodian Fees | 1 | 1 | 1 |  |
| Filing Fees | 10 | 10 | 10 | 10 |
| Shareholders' Reports | 4 | 4 | 4 | 4 |
| Other | 9 | 8 | 6 | 6 |
| Total Expenses | 30 | 30 | 28 | 29 |
| Net Expenses | 30 | 30 | 28 | 29 |
| **Net Investment Income (Loss)** | 1472 | 2281 | 2466 | 2415 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Capital Gain Distributions Received from Affiliated Investment <br> Companies<br>| 4 | 9 | 12 | 16 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Affiliated Investment Companies Shares Sold | (1958)<br>| (639)<br>| (140)<br>| (1076)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Affiliated Investment Companies Shares | 1285 | (2953)<br>| (4935)<br>| (3008)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (669)<br>| (3583)<br>| (5063)<br>| (4068)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $803 | $(1302)<br>| $(2597)<br>| $(1653)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2045 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2050 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2055 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2060 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>| **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
| **Investment Income** |  |  |  |  |  |
| Dividends | $5 | $4 | $3 | $3 | $2 |
| Dividend Income from Affiliates | 1997 | 1491 | 957 | 780 | 245 |
| Total Investment Income | 2002 | 1495 | 960 | 783 | 247 |
| **Expenses** |  |  |  |  |  |
| Accounting & Transfer Agent Fees | 8 | 7 | 5 | 5 | 2 |
| Custodian Fees | 1 | 1 | 1 | 1 | 1 |
| Filing Fees | 10 | 10 | 9 | 9 | 9 |
| Shareholders' Reports | 4 | 4 | 4 | 4 | 4 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 11 | 6 |  |
| Other | 4 | 4 | 3 | 4 | 2 |
| Total Expenses | 27 | 26 | 33 | 29 | 18 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  |  | 1 | 9 |
| Net Expenses | 27 | 26 | 33 | 28 | 9 |
| **Net Investment Income (Loss)** | 1975 | 1469 | 927 | 755 | 238 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |  |
| Capital Gain Distributions Received from Affiliated Investment Companies | 18 | 18 | 13 | 10 | 3 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |
| Affiliated Investment Companies Shares Sold | 142 | (127)<br>| (83)<br>| (79)<br>| (28)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |
| Affiliated Investment Companies Shares | (1699)<br>| (1677)<br>| (1299)<br>| (1055)<br>| (426)<br>|
| **Net Realized and Unrealized Gain (Loss)** | (1539)<br>| (1786)<br>| (1369)<br>| (1124)<br>| (451)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $436 | $(317)<br>| $(442)<br>| $(369)<br>| $(213)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE SIX MONTHS ENDED April 30, 2025**

**(Unaudited)**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **2070 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<sup>Ʊ</sup> <br>|
| **Investment Income** |  |
| Dividend Income from Affiliates |  |
| Total Investment Income |  |
| **Expenses** |  |
| Custodian Fees | 1 |
| Total Expenses | 1 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1 |
| Net Expenses |  |
| **Net Investment Income (Loss)** |  |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $— |

---

------

Ʊ

The Portfolio commenced operations on January 02, 2025.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **Retirement**<br> **Income Fund** | **Dimensional 2015 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2015 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |
| Operations: |  |  |  |  |
| Net Investment Income (Loss) | $652 | $2207 | &nbsp;&nbsp; $233 | $811 |
| Capital Gain Distributions Received from Affiliated Investment Companies | 1 | 145 | &nbsp;&nbsp; 1 | 75 |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Affiliated Investment Companies Shares Sold | (171)<br>| (345)<br>| &nbsp;&nbsp; 274 | 860 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Affiliated Investment Companies Shares | 643 | 5806 | &nbsp;&nbsp; 83 | 2242 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 1125 | 7813 | &nbsp;&nbsp; 591 | 3988 |
| Distributions: |  |  |  |  |
| Institutional Class Shares | (629)<br>| (2168)<br>| &nbsp;&nbsp; (786)<br>| (1098)<br>|
| Capital Share Transactions (1): |  |  |  |  |
| Shares Issued | 11884 | 11960 | &nbsp;&nbsp; 1102 | 3020 |
| Shares Issued in Reorganization | 10685 |  | &nbsp;&nbsp; — |  |
| Shares Issued in Lieu of Cash Distributions | 629 | 2166 | &nbsp;&nbsp; 786 | 1098 |
| Shares Redeemed | (10895)<br>| (43909)<br>| &nbsp;&nbsp; (5299)<br>| (9191)<br>|
| Net Increase (Decrease) from Capital Share Transactions | 12303 | (29783)<br>| &nbsp;&nbsp; (3411)<br>| (5073)<br>|
| Total Increase (Decrease) in Net Assets | 12799 | (24138)<br>| &nbsp;&nbsp; (3606)<br>| (2183)<br>|
| **Net Assets** |  |  |  |  |
| Beginning of Period | 45658 | 69796 | &nbsp;&nbsp; 27676 | 29859 |
| End of Period | $58457 | $45658 | &nbsp;&nbsp; $24070 | $27676 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |
| Shares Issued | 1029 | 1062 | &nbsp;&nbsp; 99 | 272 |
| Shares Issued in Reorganization | 920 |  | &nbsp;&nbsp; — |  |
| Shares Issued in Lieu of Cash Distributions | 54 | 192 | &nbsp;&nbsp; 71 | 101 |
| Shares Redeemed  | (942)<br>| (3866)<br>| &nbsp;&nbsp; (478)<br>| (843)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | 1061 | (2612)<br>| &nbsp;&nbsp; (308)<br>| (470)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2020 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2020 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2025 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2025 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2030 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2030 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $687 | $2500 | &nbsp;&nbsp; $1472 | $5064 | &nbsp;&nbsp; $2281 | $6446 |
| Capital Gain Distributions Received from <br> Affiliated Investment Companies<br>| 2 | 225 | &nbsp;&nbsp; 4 | 444 | &nbsp;&nbsp; 9 | 778 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Affiliated Investment Companies Shares <br> Sold<br>| 460 | 1203 | &nbsp;&nbsp; (1958)<br>| 1260 | &nbsp;&nbsp; (639)<br>| 407 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Affiliated Investment Companies Shares | (130)<br>| 8268 | &nbsp;&nbsp; 1285 | 17235 | &nbsp;&nbsp; (2953)<br>| 27266 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| 1019 | 12196 | &nbsp;&nbsp; 803 | 24003 | &nbsp;&nbsp; (1302)<br>| 34897 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (1777)<br>| (2631)<br>| &nbsp;&nbsp; (3671)<br>| (6430)<br>| &nbsp;&nbsp; (7739)<br>| (7517)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 2895 | 6885 | &nbsp;&nbsp; 13442 | 29431 | &nbsp;&nbsp; 16626 | 48496 |
| Shares Issued in Lieu of Cash Distributions | 1777 | 2631 | &nbsp;&nbsp; 3671 | 6430 | &nbsp;&nbsp; 7738 | 7515 |
| Shares Redeemed | (10261)<br>| (31558)<br>| &nbsp;&nbsp; (36961)<br>| (55008)<br>| &nbsp;&nbsp; (42667)<br>| (66090)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (5589)<br>| (22042)<br>| &nbsp;&nbsp; (19848)<br>| (19147)<br>| &nbsp;&nbsp; (18303)<br>| (10079)<br>|
| Total Increase (Decrease) in Net Assets | (6347)<br>| (12477)<br>| &nbsp;&nbsp; (22716)<br>| (1574)<br>| &nbsp;&nbsp; (27344)<br>| 17301 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Period | 73420 | 85897 | &nbsp;&nbsp; 147998 | 149572 | &nbsp;&nbsp; 193543 | 176242 |
| End of Period | $67073 | $73420 | &nbsp;&nbsp; $125282 | $147998 | &nbsp;&nbsp; $166199 | $193543 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 263 | 630 | &nbsp;&nbsp; 1212 | 2668 | &nbsp;&nbsp; 1385 | 4025 |
| Shares Issued in Lieu of Cash Distributions | 162 | 242 | &nbsp;&nbsp; 331 | 586 | &nbsp;&nbsp; 642 | 624 |
| Shares Redeemed  | (931)<br>| (2893)<br>| &nbsp;&nbsp; (3338)<br>| (4986)<br>| &nbsp;&nbsp; (3556)<br>| (5481)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (506)<br>| (2021)<br>| &nbsp;&nbsp; (1795)<br>| (1732)<br>| &nbsp;&nbsp; (1529)<br>| (832)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2035 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2035 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2040 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2040 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2045 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2045 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $2466 | $6014 | &nbsp;&nbsp; $2415 | $5176 | &nbsp;&nbsp; $1975 | $3970 |
| Capital Gain Distributions Received from <br> Affiliated Investment Companies<br>| 12 | 962 | &nbsp;&nbsp; 16 | 1104 | &nbsp;&nbsp; 18 | 1213 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Affiliated Investment Companies Shares <br> Sold<br>| (140)<br>| 665 | &nbsp;&nbsp; (1076)<br>| (42)<br>| &nbsp;&nbsp; 142 | 942 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Affiliated Investment Companies Shares | (4935)<br>| 29960 | &nbsp;&nbsp; (3008)<br>| 32244 | &nbsp;&nbsp; (1699)<br>| 32845 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| (2597)<br>| 37601 | &nbsp;&nbsp; (1653)<br>| 38482 | &nbsp;&nbsp; 436 | 38970 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (5099)<br>| (7333)<br>| &nbsp;&nbsp; (4028)<br>| (6866)<br>| &nbsp;&nbsp; (3859)<br>| (5818)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 19321 | 42925 | &nbsp;&nbsp; 23283 | 55167 | &nbsp;&nbsp; 28872 | 53676 |
| Shares Issued in Lieu of Cash Distributions | 5099 | 7333 | &nbsp;&nbsp; 4024 | 6859 | &nbsp;&nbsp; 3856 | 5816 |
| Shares Redeemed | (24583)<br>| (51430)<br>| &nbsp;&nbsp; (31622)<br>| (38103)<br>| &nbsp;&nbsp; (21573)<br>| (44967)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| (163)<br>| (1172)<br>| &nbsp;&nbsp; (4315)<br>| 23923 | &nbsp;&nbsp; 11155 | 14525 |
| Total Increase (Decrease) in Net Assets | (7859)<br>| 29096 | &nbsp;&nbsp; (9996)<br>| 55539 | &nbsp;&nbsp; 7732 | 47677 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Period | 193091 | 163995 | &nbsp;&nbsp; 203446 | 147907 | &nbsp;&nbsp; 185375 | 137698 |
| End of Period | $185232 | $193091 | &nbsp;&nbsp; $193450 | $203446 | &nbsp;&nbsp; $193107 | $185375 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 1417 | 3201 | &nbsp;&nbsp; 1471 | 3622 | &nbsp;&nbsp; 1558 | 3067 |
| Shares Issued in Lieu of Cash Distributions | 372 | 551 | &nbsp;&nbsp; 251 | 455 | &nbsp;&nbsp; 205 | 340 |
| Shares Redeemed  | (1816)<br>| (3831)<br>| &nbsp;&nbsp; (2007)<br>| (2500)<br>| &nbsp;&nbsp; (1161)<br>| (2547)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| (27)<br>| (79)<br>| &nbsp;&nbsp; (285)<br>| 1577 | &nbsp;&nbsp; 602 | 860 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2050 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2050 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2055 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2055 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2060 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2060 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2065 Target**<br> **Date Retirement Income**<br> **Fund** | **Dimensional 2065 Target**<br> **Date Retirement Income**<br> **Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
|  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  | **(Unaudited)** |  |
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |  |  |
| Net Investment Income (Loss) | $1469 | $2794 | $927 | $1788 | $755 | $1432 | $238 | $373 |
| Capital Gain Distributions Received from <br> Affiliated Investment Companies<br>| 18 | 1094 | 13 | 701 | 10 | 554 | 3 | 117 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |  |  |
| Affiliated Investment Companies Shares <br> Sold<br>| (127)<br>| 68 | (83)<br>| 39 | (79)<br>| 19 | (28)<br>| (15)<br>|
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |  |  |
| Affiliated Investment Companies Shares | (1677)<br>| 30845 | (1299)<br>| 20180 | (1055)<br>| 15893 | (426)<br>| 3698 |
| Net Increase (Decrease) in Net Assets <br> Resulting from Operations<br>| (317)<br>| 34801 | (442)<br>| 22708 | (369)<br>| 17898 | (213)<br>| 4173 |
| Distributions: |  |  |  |  |  |  |  |  |
| Institutional Class Shares | (2553)<br>| (4397)<br>| (1631)<br>| (2672)<br>| (1291)<br>| (2161)<br>| (334)<br>| (350)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |  |  |
| Shares Issued | 24348 | 51657 | 21204 | 40302 | 19239 | 35244 | 11721 | 15838 |
| Shares Issued in Lieu of Cash Distributions | 2552 | 4397 | 1631 | 2672 | 1291 | 2161 | 334 | 350 |
| Shares Redeemed | (18822)<br>| (29198)<br>| (13249)<br>| (22600)<br>| (11375)<br>| (18763)<br>| (4106)<br>| (4370)<br>|
| Net Increase (Decrease) from Capital <br> Share Transactions<br>| 8078 | 26856 | 9586 | 20374 | 9155 | 18642 | 7949 | 11818 |
| Total Increase (Decrease) in Net <br> Assets<br>| 5208 | 57260 | 7513 | 40410 | 7495 | 34379 | 7402 | 15641 |
| **Net Assets** |  |  |  |  |  |  |  |  |
| Beginning of Period | 162801 | 105541 | 107356 | 66946 | 86881 | 52502 | 25318 | 9677 |
| End of Period | $168009 | $162801 | $114869 | $107356 | $94376 | $86881 | $32720 | $25318 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |  |  |
| Shares Issued | 1273 | 2906 | 1082 | 2215 | 975 | 1921 | 787 | 1159 |
| Shares Issued in Lieu of Cash Distributions | 131 | 254 | 82 | 151 | 65 | 121 | 22 | 25 |
| Shares Redeemed  | (991)<br>| (1646)<br>| (679)<br>| (1229)<br>| (579)<br>| (1016)<br>| (276)<br>| (312)<br>|
| Net Increase (Decrease) from Shares <br> Issued and Redeemed<br>| 413 | 1514 | 485 | 1137 | 461 | 1026 | 533 | 872 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional 2070 Target**<br> **Date Retirement Income**<br> **Fund**<br>|
|  | **Period**<br> **Jan 02,**<br> **2025Ʊ**<br> **to**<br> **Apr 30,**<br> **2025**<br>|
|  | **(Unaudited)** |
| **Increase (Decrease) in Net Assets** |  |
| Operations: |  |
| Net Investment Income (Loss) |  |
| Capital Share Transactions (1): |  |
| Shares Issued | 10 |
| Net Increase (Decrease) from Capital Share Transactions | 10 |
| Total Increase (Decrease) in Net Assets | 10 |
| **Net Assets** |  |
| Beginning of Period  |  |
| End of Period | $10 |
| **(1) Shares Issued and Redeemed:** |  |
| Shares Issued | 1 |
| Net Increase (Decrease) from Shares Issued and Redeemed | 1 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** | **Dimensional Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $11.51 | &nbsp;&nbsp;&nbsp; $10.61 | $10.57 | $12.24 | $11.36 | $10.83 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.14 | &nbsp;&nbsp;&nbsp;&nbsp;0.38 | 0.30 | 0.51 | 0.31 | 0.13 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.90 | 0.06 | (1.67)<br>| 0.89 | 0.53 |
| Total from Investment Operations  | 0.25 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 | 0.36 | (1.16)<br>| 1.20 | 0.66 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.38)<br>| (0.29)<br>| (0.48)<br>| (0.28)<br>| (0.12)<br>|
| Net Realized Gains  |  | &nbsp;&nbsp;&nbsp; — | (0.03)<br>| (0.03)<br>| (0.04)<br>| (0.01)<br>|
| Total Distributions  | (0.14)<br>| &nbsp;&nbsp;&nbsp; (0.38)<br>| (0.32)<br>| (0.51)<br>| (0.32)<br>| (0.13)<br>|
| Net Asset Value, End of Period | $11.62 | &nbsp;&nbsp;&nbsp; $11.51 | $10.61 | $10.57 | $12.24 | $11.36 |
| Total Return  | 2.20<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12.17<br> %<br>| 3.39<br> %<br>| (9.59<br> %)<br>| 10.60<br> %<br>| 6.19<br> %<br>|
| Net Assets, End of Period (thousands)  | $58457 | &nbsp;&nbsp;&nbsp; $45658 | $69796 | $87883 | $72386 | $34812 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.18<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.19<br> %<br>| 0.19<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.26<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.19<br> %<br>| 0.25<br> %<br>| 0.46<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.53<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.42<br> %<br>| 2.75<br> %<br>| 4.43<br> %<br>| 2.59<br> %<br>| 1.14<br> %<br>|
| Portfolio Turnover Rate  | 15<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 16<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.12<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.14<br> %<br>| 0.16<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** | **Dimensional 2015 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $11.22 | &nbsp;&nbsp;&nbsp; $10.17 | $10.31 | $13.18 | $12.20 | $11.28 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.10 | &nbsp;&nbsp;&nbsp;&nbsp;0.31 | 0.31 | 0.72 | 0.47 | 0.14 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;1.16 | (0.14)<br>| (2.55)<br>| 1.27 | 0.93 |
| Total from Investment Operations  | 0.26 | &nbsp;&nbsp;&nbsp;&nbsp;1.47 | 0.17 | (1.83)<br>| 1.74 | 1.07 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.10)<br>| &nbsp;&nbsp;&nbsp; (0.31)<br>| (0.31)<br>| (0.74)<br>| (0.46)<br>| (0.14)<br>|
| Net Realized Gains  | (0.23)<br>| &nbsp;&nbsp;&nbsp; (0.11)<br>|  | (0.30)<br>| (0.30)<br>| (0.01)<br>|
| Total Distributions  | (0.33)<br>| &nbsp;&nbsp;&nbsp; (0.42)<br>| (0.31)<br>| (1.04)<br>| (0.76)<br>| (0.15)<br>|
| Net Asset Value, End of Period | $11.15 | &nbsp;&nbsp;&nbsp; $11.22 | $10.17 | $10.31 | $13.18 | $12.20 |
| Total Return  | 2.33<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 14.61<br> %<br>| 1.58<br> %<br>| (14.53<br> %)<br>| 14.68<br> %<br>| 9.58<br> %<br>|
| Net Assets, End of Period (thousands)  | $24070 | &nbsp;&nbsp;&nbsp; $27676 | $29859 | $33536 | $45672 | $41450 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.17<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.17<br> %<br>| 0.17<br> %<br>| 0.18<br> %<br>| 0.19<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.26<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.26<br> %<br>| 0.24<br> %<br>| 0.19<br> %<br>| 0.25<br> %<br>| 0.29<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.79<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.84<br> %<br>| 2.89<br> %<br>| 6.02<br> %<br>| 3.69<br> %<br>| 1.23<br> %<br>|
| Portfolio Turnover Rate  | 3<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 12<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.11<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.11<br> %<br>| 0.11<br> %<br>| 0.11<br> %<br>| 0.12<br> %<br>| 0.13<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** | **Dimensional 2020 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $11.17 | &nbsp;&nbsp;&nbsp; $9.99 | $10.35 | $13.80 | $12.66 | $11.60 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.11 | &nbsp;&nbsp;&nbsp;&nbsp;0.33 | 0.32 | 0.76 | 0.48 | 0.15 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.05 | &nbsp;&nbsp;&nbsp;&nbsp;1.20 | (0.29)<br>| (3.01)<br>| 1.35 | 1.12 |
| Total from Investment Operations  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;1.53 | 0.03 | (2.25)<br>| 1.83 | 1.27 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.11)<br>| &nbsp;&nbsp;&nbsp; (0.33)<br>| (0.32)<br>| (0.76)<br>| (0.48)<br>| (0.15)<br>|
| Net Realized Gains  | (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.02)<br>| (0.07)<br>| (0.44)<br>| (0.21)<br>| (0.06)<br>|
| Total Distributions  | (0.28)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| (0.39)<br>| (1.20)<br>| (0.69)<br>| (0.21)<br>|
| Net Asset Value, End of Period | $11.05 | &nbsp;&nbsp;&nbsp; $11.17 | $9.99 | $10.35 | $13.80 | $12.66 |
| Total Return  | 1.44<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 15.43<br> %<br>| 0.18<br> %<br>| (17.18<br> %)<br>| 14.83<br> %<br>| 11.11<br> %<br>|
| Net Assets, End of Period (thousands)  | $67073 | &nbsp;&nbsp;&nbsp; $73420 | $85897 | $100847 | $131477 | $125810 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.18<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.19<br> %<br>| 0.19<br> %<br>| 0.19<br> %<br>| 0.20<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.19<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.20<br> %<br>| 0.18<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.97<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.06<br> %<br>| 3.00<br> %<br>| 6.20<br> %<br>| 3.60<br> %<br>| 1.27<br> %<br>|
| Portfolio Turnover Rate  | 3<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 7<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.12<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.14<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** | **Dimensional 2025 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $11.29 | &nbsp;&nbsp;&nbsp; $10.08 | $10.60 | $14.79 | $13.23 | $12.08 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | 0.34 | 0.74 | 0.46 | 0.18 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.04)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.31 | (0.37)<br>| (3.56)<br>| 1.88 | 1.18 |
| Total from Investment Operations  | 0.08 | &nbsp;&nbsp;&nbsp;&nbsp;1.67 | (0.03)<br>| (2.82)<br>| 2.34 | 1.36 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.36)<br>| (0.34)<br>| (0.72)<br>| (0.46)<br>| (0.18)<br>|
| Net Realized Gains  | (0.18)<br>| &nbsp;&nbsp;&nbsp; (0.10)<br>| (0.15)<br>| (0.65)<br>| (0.32)<br>| (0.03)<br>|
| Total Distributions  | (0.30)<br>| &nbsp;&nbsp;&nbsp; (0.46)<br>| (0.49)<br>| (1.37)<br>| (0.78)<br>| (0.21)<br>|
| Net Asset Value, End of Period | $11.07 | &nbsp;&nbsp;&nbsp; $11.29 | $10.08 | $10.60 | $14.79 | $13.23 |
| Total Return  | 0.68<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 16.68<br> %<br>| (0.51<br> %)<br>| (20.29<br> %)<br>| 18.13<br> %<br>| 11.36<br> %<br>|
| Net Assets, End of Period (thousands)  | $125282 | &nbsp;&nbsp;&nbsp; $147998 | $149572 | $162613 | $184318 | $167857 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.16<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.19<br> %<br>| 0.21<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.16<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.18<br> %<br>| 0.18<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.19<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.28<br> %<br>| 3.12<br> %<br>| 5.77<br> %<br>| 3.25<br> %<br>| 1.44<br> %<br>|
| Portfolio Turnover Rate  | 7<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 14<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.12<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.12<br> %<br>| 0.12<br> %<br>| 0.13<br> %<br>| 0.13<br> %<br>| 0.15<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** | **Dimensional 2030 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $12.44 | &nbsp;&nbsp;&nbsp; $10.76 | $11.23 | $15.61 | $13.44 | $12.37 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.15 | &nbsp;&nbsp;&nbsp;&nbsp;0.40 | 0.36 | 0.63 | 0.41 | 0.21 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.23)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1.75 | (0.32)<br>| (3.87)<br>| 2.52 | 1.11 |
| Total from Investment Operations  | (0.08)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.15 | 0.04 | (3.24)<br>| 2.93 | 1.32 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.15)<br>| &nbsp;&nbsp;&nbsp; (0.40)<br>| (0.35)<br>| (0.62)<br>| (0.40)<br>| (0.20)<br>|
| Net Realized Gains  | (0.36)<br>| &nbsp;&nbsp;&nbsp; (0.07)<br>| (0.16)<br>| (0.52)<br>| (0.36)<br>| (0.05)<br>|
| Total Distributions  | (0.51)<br>| &nbsp;&nbsp;&nbsp; (0.47)<br>| (0.51)<br>| (1.14)<br>| (0.76)<br>| (0.25)<br>|
| Net Asset Value, End of Period | $11.85 | &nbsp;&nbsp;&nbsp; $12.44 | $10.76 | $11.23 | $15.61 | $13.44 |
| Total Return  | (0.70<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 20.18<br> %<br>| 0.07<br> %<br>| (21.74<br> %)<br>| 22.29<br> %<br>| 10.80<br> %<br>|
| Net Assets, End of Period (thousands)  | $166199 | &nbsp;&nbsp;&nbsp; $193543 | $176242 | $164659 | $190639 | $146402 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.17<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.18<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.17<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.17<br> %<br>| 0.18<br> %<br>| 0.20<br> %<br>| 0.22<br> %<br>| 0.24<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.54<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.32<br> %<br>| 3.07<br> %<br>| 4.71<br> %<br>| 2.76<br> %<br>| 1.61<br> %<br>|
| Portfolio Turnover Rate  | 4<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 17<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.13<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.14<br> %<br>| 0.14<br> %<br>| 0.14<br> %<br>| 0.15<br> %<br>| 0.17<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** | **Dimensional 2035 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $13.89 | &nbsp;&nbsp;&nbsp; $11.73 | $12.03 | $16.02 | $13.20 | $12.45 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.18 | &nbsp;&nbsp;&nbsp;&nbsp;0.43 | 0.35 | 0.51 | 0.33 | 0.23 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.36)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.26 | (0.08)<br>| (3.72)<br>| 3.08 | 0.78 |
| Total from Investment Operations  | (0.18)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.69 | 0.27 | (3.21)<br>| 3.41 | 1.01 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.42)<br>| (0.34)<br>| (0.49)<br>| (0.32)<br>| (0.22)<br>|
| Net Realized Gains  | (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.11)<br>| (0.23)<br>| (0.29)<br>| (0.27)<br>| (0.04)<br>|
| Total Distributions  | (0.36)<br>| &nbsp;&nbsp;&nbsp; (0.53)<br>| (0.57)<br>| (0.78)<br>| (0.59)<br>| (0.26)<br>|
| Net Asset Value, End of Period | $13.35 | &nbsp;&nbsp;&nbsp; $13.89 | $11.73 | $12.03 | $16.02 | $13.20 |
| Total Return  | (1.31<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 23.16<br> %<br>| 2.09<br> %<br>| (20.61<br> %)<br>| 26.31<br> %<br>| 8.23<br> %<br>|
| Net Assets, End of Period (thousands)  | $185232 | &nbsp;&nbsp;&nbsp; $193091 | $163995 | $150963 | $161715 | $115093 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.17<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.22<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.17<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.18<br> %<br>| 0.20<br> %<br>| 0.21<br> %<br>| 0.23<br> %<br>| 0.26<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.60<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3.21<br> %<br>| 2.82<br> %<br>| 3.62<br> %<br>| 2.17<br> %<br>| 1.78<br> %<br>|
| Portfolio Turnover Rate  | 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 16<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.14<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.15<br> %<br>| 0.15<br> %<br>| 0.15<br> %<br>| 0.16<br> %<br>| 0.19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** | **Dimensional 2040 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $16.01 | &nbsp;&nbsp;&nbsp; $13.29 | $13.08 | $16.27 | $12.90 | $12.65 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.19 | &nbsp;&nbsp;&nbsp;&nbsp;0.43 | 0.34 | 0.34 | 0.24 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.31)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2.88 | 0.44 | (2.97)<br>| 3.60 | 0.27 |
| Total from Investment Operations  | (0.12)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.31 | 0.78 | (2.63)<br>| 3.84 | 0.51 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.20)<br>| &nbsp;&nbsp;&nbsp; (0.42)<br>| (0.32)<br>| (0.33)<br>| (0.23)<br>| (0.23)<br>|
| Net Realized Gains  | (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.17)<br>| (0.25)<br>| (0.23)<br>| (0.24)<br>| (0.03)<br>|
| Total Distributions  | (0.32)<br>| &nbsp;&nbsp;&nbsp; (0.59)<br>| (0.57)<br>| (0.56)<br>| (0.47)<br>| (0.26)<br>|
| Net Asset Value, End of Period | $15.57 | &nbsp;&nbsp;&nbsp; $16.01 | $13.29 | $13.08 | $16.27 | $12.90 |
| Total Return  | (0.80<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 25.19<br> %<br>| 5.86<br> %<br>| (16.49<br> %)<br>| 30.23<br> %<br>| 4.17<br> %<br>|
| Net Assets, End of Period (thousands)  | $193450 | &nbsp;&nbsp;&nbsp; $203446 | $147907 | $126127 | $127722 | $91658 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.18<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.18<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.19<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.24<br> %<br>| 0.28<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.43<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.83<br> %<br>| 2.43<br> %<br>| 2.34<br> %<br>| 1.55<br> %<br>| 1.93<br> %<br>|
| Portfolio Turnover Rate  | 6<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 10<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.15<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.15<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** | **Dimensional 2045 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $18.58 | &nbsp;&nbsp;&nbsp; $15.10 | $14.33 | $17.24 | $13.10 | $12.94 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.19 | &nbsp;&nbsp;&nbsp;&nbsp;0.41 | 0.32 | 0.28 | 0.24 | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.13)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.68 | 1.04 | (2.76)<br>| 4.35 | 0.18 |
| Total from Investment Operations  | 0.06 | &nbsp;&nbsp;&nbsp;&nbsp;4.09 | 1.36 | (2.48)<br>| 4.59 | 0.43 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.19)<br>| &nbsp;&nbsp;&nbsp; (0.39)<br>| (0.30)<br>| (0.28)<br>| (0.23)<br>| (0.24)<br>|
| Net Realized Gains  | (0.20)<br>| &nbsp;&nbsp;&nbsp; (0.22)<br>| (0.29)<br>| (0.15)<br>| (0.22)<br>| (0.03)<br>|
| Total Distributions  | (0.39)<br>| &nbsp;&nbsp;&nbsp; (0.61)<br>| (0.59)<br>| (0.43)<br>| (0.45)<br>| (0.27)<br>|
| Net Asset Value, End of Period | $18.25 | &nbsp;&nbsp;&nbsp; $18.58 | $15.10 | $14.33 | $17.24 | $13.10 |
| Total Return  | 0.24<br> %(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 27.53<br> %<br>| 9.53<br> %<br>| (14.64<br> %)<br>| 35.48<br> %<br>| 3.42<br> %<br>|
| Net Assets, End of Period (thousands)  | $193107 | &nbsp;&nbsp;&nbsp; $185375 | $137698 | $106103 | $101027 | $62585 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.19<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.19<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.20<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.24<br> %<br>| 0.29<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 2.09<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.33<br> %<br>| 2.06<br> %<br>| 1.77<br> %<br>| 1.47<br> %<br>| 1.92<br> %<br>|
| Portfolio Turnover Rate  | 5<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 13<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.16<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** | **Dimensional 2050 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $19.04 | &nbsp;&nbsp;&nbsp; $15.00 | $14.18 | $17.27 | $13.04 | $12.89 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.17 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | 0.29 | 0.30 | 0.25 | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.16)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.27 | 1.10 | (2.97)<br>| 4.62 | 0.17 |
| Total from Investment Operations  | 0.01 | &nbsp;&nbsp;&nbsp;&nbsp;4.63 | 1.39 | (2.67)<br>| 4.87 | 0.42 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.17)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| (0.28)<br>| (0.29)<br>| (0.25)<br>| (0.24)<br>|
| Net Realized Gains  | (0.13)<br>| &nbsp;&nbsp;&nbsp; (0.24)<br>| (0.29)<br>| (0.13)<br>| (0.39)<br>| (0.03)<br>|
| Total Distributions  | (0.30)<br>| &nbsp;&nbsp;&nbsp; (0.59)<br>| (0.57)<br>| (0.42)<br>| (0.64)<br>| (0.27)<br>|
| Net Asset Value, End of Period | $18.75 | &nbsp;&nbsp;&nbsp; $19.04 | $15.00 | $14.18 | $17.27 | $13.04 |
| Total Return  | (0.03<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 31.29<br> %<br>| 9.90<br> %<br>| (15.66<br> %)<br>| 38.07<br> %<br>| 3.37<br> %<br>|
| Net Assets, End of Period (thousands)  | $168009 | &nbsp;&nbsp;&nbsp; $162801 | $105541 | $82695 | $73989 | $47328 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.19<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.19<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.21<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.26<br> %<br>| 0.32<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.75<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.00<br> %<br>| 1.92<br> %<br>| 1.91<br> %<br>| 1.56<br> %<br>| 1.95<br> %<br>|
| Portfolio Turnover Rate  | 4<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 7<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.15<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** | **Dimensional 2055 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $19.48 | &nbsp;&nbsp;&nbsp; $15.30 | $14.46 | $17.60 | $13.06 | $12.88 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | 0.30 | 0.31 | 0.26 | 0.25 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.20)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.38 | 1.12 | (3.04)<br>| 4.67 | 0.19 |
| Total from Investment Operations  | (0.04)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.74 | 1.42 | (2.73)<br>| 4.93 | 0.44 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| (0.29)<br>| (0.30)<br>| (0.25)<br>| (0.24)<br>|
| Net Realized Gains  | (0.13)<br>| &nbsp;&nbsp;&nbsp; (0.21)<br>| (0.29)<br>| (0.11)<br>| (0.14)<br>| (0.02)<br>|
| Total Distributions  | (0.29)<br>| &nbsp;&nbsp;&nbsp; (0.56)<br>| (0.58)<br>| (0.41)<br>| (0.39)<br>| (0.26)<br>|
| Net Asset Value, End of Period | $19.15 | &nbsp;&nbsp;&nbsp; $19.48 | $15.30 | $14.46 | $17.60 | $13.06 |
| Total Return  | (0.25<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 31.37<br> %<br>| 9.85<br> %<br>| (15.71<br> %)<br>| 38.10<br> %<br>| 3.56<br> %<br>|
| Net Assets, End of Period (thousands)  | $114869 | &nbsp;&nbsp;&nbsp; $107356 | $66946 | $46676 | $41261 | $25074 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.21<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.21<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.23<br> %<br>| 0.24<br> %<br>| 0.43<br> %<br>| 0.40<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.66<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.95<br> %<br>| 1.94<br> %<br>| 1.92<br> %<br>| 1.57<br> %<br>| 1.92<br> %<br>|
| Portfolio Turnover Rate  | 4<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 10<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as <br> follows:<br>| 0.15<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** | **Dimensional 2060 Target Date Retirement Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $19.59 | &nbsp;&nbsp;&nbsp; $15.40 | $14.56 | $17.71 | $13.10 | $12.94 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.16 | &nbsp;&nbsp;&nbsp;&nbsp;0.36 | 0.30 | 0.30 | 0.25 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.19)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.40 | 1.13 | (3.05)<br>| 4.70 | 0.18 |
| Total from Investment Operations  | (0.03)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4.76 | 1.43 | (2.75)<br>| 4.95 | 0.42 |
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.16)<br>| &nbsp;&nbsp;&nbsp; (0.35)<br>| (0.29)<br>| (0.30)<br>| (0.25)<br>| (0.24)<br>|
| Net Realized Gains  | (0.12)<br>| &nbsp;&nbsp;&nbsp; (0.22)<br>| (0.30)<br>| (0.10)<br>| (0.09)<br>| (0.02)<br>|
| Total Distributions  | (0.28)<br>| &nbsp;&nbsp;&nbsp; (0.57)<br>| (0.59)<br>| (0.40)<br>| (0.34)<br>| (0.26)<br>|
| Net Asset Value, End of Period | $19.28 | &nbsp;&nbsp;&nbsp; $19.59 | $15.40 | $14.56 | $17.71 | $13.10 |
| Total Return  | (0.18<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 31.35<br> %<br>| 9.86<br> %<br>| (15.70<br> %)<br>| 38.13<br> %<br>| 3.40<br> %<br>|
| Net Assets, End of Period (thousands)  | $94376 | &nbsp;&nbsp;&nbsp; $86881 | $52502 | $40495 | $37559 | $20934 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.21<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.25<br> %<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 0.21<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.23<br> %<br>| 0.24<br> %<br>| 0.26<br> %<br>| 0.39<br> %<br>| 0.45<br> %<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.65<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1.96<br> %<br>| 1.93<br> %<br>| 1.90<br> %<br>| 1.55<br> %<br>| 1.91<br> %<br>|
| Portfolio Turnover Rate  | 4<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 8<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses <br> incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.15<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.19<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund** | **Dimensional**<br> **2065 Target**<br> **Date**<br> **Retirement**<br> **Income Fund** |
|  | **Six Months**<br> **Ended**<br> **Apr 30,**<br> **2025**<br>| &nbsp;&nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>| **Period**<br> **Jan 2,**<br> **2020Ʊ to**<br> **Oct 31,**<br> **2020**<br>|
|  | **(Unaudited)** |  |  |  |  |  |
| Net Asset Value, Beginning of Period | $14.74 | &nbsp;&nbsp;&nbsp; $11.44 | $10.60 | $12.82 | $9.43 | $10.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.12 | &nbsp;&nbsp;&nbsp;&nbsp;0.28 | 0.23 | 0.23 | 0.19 | 0.17 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (0.14)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.28 | 0.83 | (2.23)<br>| 3.38 | (0.51)<br>|
| Total from Investment Operations  | (0.02)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3.56 | 1.06 | (2.00)<br>| 3.57 | (0.34)<br>|
| <u>Less Distributions:</u>  |  |  |  |  |  |  |
| Net Investment Income  | (0.13)<br>| &nbsp;&nbsp;&nbsp; (0.26)<br>| (0.21)<br>| (0.22)<br>| (0.18)<br>| (0.23)<br>|
| Net Realized Gains  | (0.05)<br>| &nbsp;&nbsp;&nbsp; — | (0.01)<br>| (—)<br>|  |  |
| Total Distributions  | (0.18)<br>| &nbsp;&nbsp;&nbsp; (0.26)<br>| (0.22)<br>| (0.22)<br>| (0.18)<br>| (0.23)<br>|
| Net Asset Value, End of Period | $14.54 | &nbsp;&nbsp;&nbsp; $14.74 | $11.44 | $10.60 | $12.82 | $9.43 |
| Total Return  | (0.21<br> %)(B)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 31.27<br> %<br>| 10.00<br> %<br>| (15.66<br> %)<br>| 38.01<br> %<br>| (3.18<br> %)(B)<br>|
| Net Assets, End of Period (thousands)  | $32720 | &nbsp;&nbsp;&nbsp; $25318 | $9677 | $5658 | $2483 | $954 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.21<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.22<br> %<br>| 0.22<br> %<br>| 0.22<br> %<br>| 0.23<br> %<br>| 0.21<br> %(D)(E)<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by <br> Advisor)\*(C)<br>| 0.27<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.37<br> %<br>| 0.53<br> %<br>| 0.85<br> %<br>| 2.33<br> %<br>| 35.30<br> %(D)(E)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 1.64<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2.00<br> %<br>| 1.99<br> %<br>| 1.98<br> %<br>| 1.61<br> %<br>| 2.18<br> %(D)(E)<br>|
| Portfolio Turnover Rate  | 5<br> %(B)<br>| &nbsp;&nbsp;&nbsp; 8<br> %<br>| N/A | N/A | N/A | N/A |
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and <br> expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in <br> Underlying Funds as follows:<br>| 0.15<br> %(D)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 0.16<br> %<br>| 0.16<br> %<br>| 0.16<br> %<br>| 0.17<br> %<br>| 0.15<br> %<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
|  | **Dimensional**<br> **2070 Target**<br> **Date**<br> **Retirement**<br> **Income Fund**<br>|
|  | **Period**<br> **Jan 2,**<br> **2025Ʊ to**<br> **Apr 30,**<br> **2025**<br>|
|  | **(Unaudited)** |
| Net Asset Value, Beginning of Period | &nbsp;&nbsp; $10.00 |
| <u>Income from Investment Operations (A)</u> |  |
| Net Investment Income (Loss)  | 0.04 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | &nbsp;&nbsp; (0.21)<br>|
| Total from Investment Operations  | &nbsp;&nbsp; (0.17)<br>|
| Net Asset Value, End of Period | &nbsp;&nbsp; $9.83 |
| Total Return  | &nbsp;&nbsp; (1.70<br> %)(B)<br>|
| Net Assets, End of Period (thousands)  | &nbsp;&nbsp; $10 |
| Ratio of Expenses to Average Net Assets \*(C) | 0.21<br> %(D)(E)<br>|
| Ratio of Expenses to Average Net Assets (Excluding Expenses Reimbursed by Advisor)\*(C) | 28.70<br> %(D)(E)<br>|
| Ratio of Net Investment Income to Average Net Assets  | 0.99<br> %(D)(E)<br>|
| Portfolio Turnover Rate  | &nbsp;&nbsp; 6<br> %(B)<br>|
| \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the <br> Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows:<br>| 0.15<br> %(D)<br>|

---

See page 1 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**(Unaudited)**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund" or "IDG") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and three operational portfolios as of April 30, 2025, of which thirteen portfolios (the "Portfolios") are included in this report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolios achieve their investment objectives by investing substantially all of their assets in other series of IDG and Dimensional Investment Group Inc. ("DIG") (collectively, the "Underlying Funds"). The Portfolios may also invest in affiliated and unaffiliated registered and unregistered money market funds. The Underlying Funds' shareholder reports are not covered by this report. Copies of the Underlying Funds' shareholder reports are available from the EDGAR database on the SEC's website at http://www.sec.gov. As of April 30, 2025, the Portfolios were the owners of record of the following approximate percentages of the total outstanding shares of the following Underlying Funds as detailed below:

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
| Dimensional Retirement Income Fund | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |
|  | DFA One-Year Fixed Income Portfolio (IDG) | &nbsp;&nbsp; — |
|  | U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2015 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2020 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 2 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |

---

------

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| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
| Dimensional 2025 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 6 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |
| Dimensional 2030 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Social Fixed Income Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 14 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; 1 |
| Dimensional 2035 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 16 |
|  | DFA Inflation-Protected Securities Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2040 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; Emerging Markets Social Core Equity Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |

---

------

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| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
|  | DFA LTIP Portfolio (IDG) | &nbsp;&nbsp; 11 |
| Dimensional 2045 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2050 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2055 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2060 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
| Dimensional 2065 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |

---

------

---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br> **Ownership**<br> **at 04/30/25**<br>|
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |
| Dimensional 2070 Target Date Retirement <br> Income Fund<br>| U.S. Large Company Portfolio (DIG) | &nbsp;&nbsp; — |
|  | U.S. Core Equity 1 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Large Cap International Portfolio (IDG) | &nbsp;&nbsp; — |
|  | Emerging Markets Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | International Core Equity 2 Portfolio (IDG) | &nbsp;&nbsp; — |
|  | DFA Short-Term Extended Quality Portfolio (IDG) | &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; DFA Two-Year Global Fixed Income Portfolio <br> (IDG)<br>| &nbsp;&nbsp; — |

---

On February 7, 2025, the Dimensional Retirement Income Fund (the "Acquiring Portfolio") acquired substantially all of the assets of the Dimensional 2010 Target Date Retirement Fund (the "Target Portfolio") pursuant to a plan of reorganization approved by the Board of Directors of the Fund (the "Reorganization"). Shareholder approval of the Reorganization was not required. The purpose of the Reorganization was to combine the Acquiring Portfolio and the Target Portfolio since they had identical investment objectives and fundamental investment restrictions. The Target Portfolio was part of Dimensional's suite of target date retirement income funds that seek to achieve an asset allocation consistent with the fund's position on the evolving asset allocation "glide path" disclosed in its prospectus. Based on the design of the glide path, each such fund generally becomes more conservative (e.g., by reducing its allocation to equity underlying funds and increasing its allocation to fixed income underlying funds) until reaching a final static asset allocation or "landing point" fifteen years after its target date, at which time the fund will have approximately the same asset allocation as the Acquiring Portfolio.

The Reorganization was accomplished by a tax-free exchange of 919,548 shares of the Acquiring Portfolio for 923,505 shares of the Target Portfolio. The Target Portfolio had net assets immediately before the Reorganization of $10,726,556 including $1,296,398 of unrealized appreciation, which were combined with the Acquiring Portfolio's net assets. Immediately before the Reorganization the Acquiring Portfolio's net assets were $47,220,688, and immediately after the Reorganization the Acquiring Portfolio's net assets were $57,947,244. The Acquiring Portfolio is the accounting survivor, and accordingly, its historical performance and financial information is presented in the financial statements for periods prior to February 7, 2025. The cost basis of the investments received from the Target Portfolio was carried forward to the Acquiring Portfolio.

Assuming that the Reorganization had been completed on November 1, 2024, the Acquiring Portfolio's proforma results of operations for the period ended April 30, 2025 would have been as follows (amounts in thousands):

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| | |
|:---|:---|
| Net Investment Income | &nbsp;&nbsp; $739 |
| Net Realized Gain (Loss) | &nbsp;&nbsp; (42)<br>|
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp; 1938 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp; 2535 |

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------

Because the combined Portfolio has been managed as a single Portfolio since the Reorganization was completed, it is not practical to separate the results of operations of the Acquired Portfolio that have been included in the Portfolio's Statement of Operations since February 7, 2025.

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 1 – inputs are quoted prices in active markets for identical securities, including, though not limited to, equity securities and futures contracts. Underlying Fund and money market fund shares are valued at their respective daily net asset values as reported by their administrator, as they are treated as regulated investment companies and are also included as Level 1 investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

A valuation hierarchy is included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by Dimensional Fund Advisors LP (the "Advisor"): the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i)the first business day of January following the year in which such Director ceases to be a member of the Board of Directors of the Fund; (the "Board") and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value

------

of securities received. Distributions received on securities and from investments in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios.

For the six months ended April 30, 2025, each Portfolio did not pay a management fee to the Advisor for the services provided by the Advisor to the Portfolio. As a shareholder of the Underlying Funds, each Portfolio pays its proportionate share of the management fees paid to the Advisor by the Underlying Funds.

Pursuant to an Expense Assumption Agreement (the "Expense Assumption Agreement") for each Portfolio, the Advisor has contractually agreed to assume the ordinary operating expenses of the Institutional Class of a Portfolio (excluding the expenses that the Portfolio incurs indirectly through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the Institutional Class of the Portfolio to the expense limitation amount listed below as a percentage of the average net assets of the Institutional Class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). The Expense Assumption Agreement for each Portfolio will remain in effect through February 28, 2026, and may only be terminated by the Fund's Board of Directors prior to that date. The Expense Assumption Agreement shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the six months ended April 30, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses of the Institutional Class of a Portfolio are less than the Expense Limitation Amount listed below, the Advisor retains the right to recover previously assumed expenses to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year expenses were assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously assumed expenses during the six months ended April 30, 2025, assumed expenses during the six months ended April 30, 2025, and previously assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolios, is not obligated to reimburse the Advisor for previously assumed expenses by the Advisor more than thirty-six months before the date of such reimbursement.

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| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Assumed Expenses**<br>| **Assumed Expenses** |
| Dimensional Retirement Income Fund | 0.06<br> %<br>|  | $20 |
| Dimensional 2015 Target Date Retirement Income Fund | 0.06<br> %<br>|  | 11 |
| Dimensional 2020 Target Date Retirement Income Fund | 0.06<br> %<br>| $1 | 5 |
| Dimensional 2025 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2030 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2035 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2040 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2045 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2050 Target Date Retirement Income Fund | 0.06<br> %<br>|  |  |
| Dimensional 2055 Target Date Retirement Income Fund | 0.06<br> %<br>| 11 |  |
| Dimensional 2060 Target Date Retirement Income Fund | 0.06<br> %<br>| 6 | 1 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Assumed Expenses**<br>| **Assumed Expenses** |
| Dimensional 2065 Target Date Retirement Income Fund | 0.06<br> %<br>|  | $9 |
| Dimensional 2070 Target Date Retirement Income Fund | 0.06<br> %<br>|  | 1 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2025** | **10/31/2026** | **10/31/2027** | **4/30/2028** | **Total** |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $11 | $24 | $23 | $20 | $78 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | 21 | 26 | 11 | 64 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; 3 | 12 | 15 | 5 | 35 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; — | 7 | 3 |  | 10 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | 12 | 5 | 1 | 24 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; 8 | 22 | 27 | 9 | 66 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp; — |  |  | 1 | 1 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the six months ended April 30, 2025, the total related amount paid by the Fund to the CCO was $100 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Purchases and Sales of Securities:** 

For the six months ended April 30, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional Retirement Income** <br> **Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| $21952 | $9159 | $3517 | $(208)<br>| $890 | $28276 | 2522 | $228 |  |
| DFA One-Year Fixed Income <br> Portfolio<br>| 14709 | 6305 | 2377 | (1)<br>| 8 | 18644 | 1821 | 358 |  |
| U.S. Large Company Portfolio | 3242 | 1693 | 611 | 11 | (156)<br>| 4179 | 113 | 24 | $1 |
| U.S. Core Equity 1 Portfolio | 3248 | 1839 | 701 | 15 | (228)<br>| 4173 | 103 | 21 |  |
| Large Cap International Portfolio | 1145 | 578 | 244 | 8 | 99 | 1586 | 53 | 14 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 770 | 408 | 156 |  | (21)<br>| 1001 | 42 | 13 |  |
| International Core Equity 2 Portfolio | 571 | 289 | 123 | 4 | 51 | 792 | 46 | 7 |  |
| **Total** | **$45637** | **$20271** | **$7729** | **$(171)**<br>| **$643** | **$58651** |  | **$665** | **$1** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2015 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| $20599 | $357 | $3443 | $(109)<br>| $551 | $17955 | 1602 | $184 |  |
| U.S. Large Company Portfolio | 2458 | 51 | 395 | 177 | (220)<br>| 2071 | 56 | 15 | $1 |
| U.S. Core Equity 1 Portfolio | 2462 | 56 | 373 | 162 | (246)<br>| 2061 | 51 | 13 |  |
| Large Cap International Portfolio | 867 | 25 | 148 | 38 | 18 | 800 | 27 | 9 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 586 | 18 | 83 | 12 | (29)<br>| 504 | 21 | 9 |  |
| International Core Equity 2 Portfolio | 435 | 8 | 72 | 19 | 11 | 401 | 23 | 5 |  |
| DFA LTIP Portfolio | 262 | 204 | 186 | (25)<br>| (2)<br>| 253 | 47 | 6 |  |
| **Total** | **$27669** | **$719** | **$4700** | **$274** | **$83** | **$24045** |  | **$241** | **$1** |
| **Dimensional 2020 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| $47496 | $723 | $5392 | $(331)<br>| $1353 | $43849 | 3912 | $424 |  |
| DFA LTIP Portfolio | 7382 | 540 | 625 | (327)<br>| (225)<br>| 6745 | 1242 | 143 |  |
| U.S. Large Company Portfolio | 6670 | 166 | 907 | 478 | (589)<br>| 5818 | 157 | 41 | $2 |
| U.S. Core Equity 1 Portfolio | 6678 | 212 | 883 | 461 | (682)<br>| 5786 | 142 | 35 |  |
| Large Cap International Portfolio | 2375 | 68 | 348 | 90 | 65 | 2250 | 76 | 25 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 1602 | 64 | 201 | 45 | (88)<br>| 1422 | 60 | 25 |  |
| International Core Equity 2 Portfolio | 1188 | 29 | 169 | 44 | 36 | 1128 | 66 | 14 |  |
| **Total** | **$73391** | **$1802** | **$8525** | **$460** | **$(130)**<br>| **$66998** |  | **$707** | **$2** |
| **Dimensional 2025 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| $81088 | $4188 | $15933 | $(1702)<br>| $3345 | $70986 | 6332 | $704 |  |
| DFA LTIP Portfolio | 28762 | 2583 | 6309 | (3665)<br>| 1594 | 22965 | 4229 | 525 |  |
| U.S. Large Company Portfolio | 13497 | 892 | 3135 | 1392 | (1583)<br>| 11063 | 299 | 80 | $4 |
| U.S. Core Equity 1 Portfolio | 13518 | 858 | 2972 | 1372 | (1771)<br>| 11005 | 271 | 67 |  |
| Large Cap International Portfolio | 4864 | 354 | 1256 | 313 | (28)<br>| 4247 | 143 | 49 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 3337 | 309 | 848 | 160 | (247)<br>| 2711 | 115 | 47 |  |
| International Core Equity 2 Portfolio | 2456 | 179 | 658 | 159 | (12)<br>| 2124 | 124 | 26 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 231 | 1 | 232 | 6 | (6)<br>|  |  | 1 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 231 | 1 | 232 | 7 | (7)<br>|  |  | 1 |  |
| **Total** | **$147984** | **$9365** | **$31575** | **$(1958)**<br>| **$1285** | **$125101** |  | **$1500** | **$4** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2030 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA LTIP Portfolio | $57019 | $3256 | $7429 | $(4697)<br>| $504 | $48653 | 8960 | $1086 |  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| 50537 | 2027 | 7295 | (1434)<br>| 2512 | 46347 | 4134 | 456 |  |
| U.S. Large Company Portfolio | 26905 | 773 | 4910 | 2297 | (2691)<br>| 22374 | 606 | 167 | $9 |
| U.S. Core Equity 1 Portfolio | 26971 | 960 | 4853 | 2305 | (3128)<br>| 22255 | 547 | 138 |  |
| Large Cap International Portfolio | 9574 | 295 | 1927 | 494 | 104 | 8540 | 287 | 102 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 6579 | 209 | 1123 | 200 | (377)<br>| 5488 | 232 | 100 |  |
| International Core Equity 1 Portfolio | 4843 | 121 | 963 | 243 | 66 | 4310 | 251 | 55 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 5546 | 199 | 1751 | (33)<br>| 59 | 4020 | 384 | 85 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 5546 | 230 | 1742 | (14)<br>| (2)<br>| 4018 | 407 | 120 |  |
| **Total** | **$193520** | **$8070** | **$31993** | **$(639)**<br>| **$(2953)**<br>| **$166005** |  | **$2309** | **$9** |
| **Dimensional 2035 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| DFA LTIP Portfolio | $56721 | $6574 | $2330 | $(2090)<br>| $(2375)<br>| $56500 | 10405 | $1144 |  |
| U.S. Large Company Portfolio | 36249 | 925 | 2790 | 762 | (1509)<br>| 33637 | 910 | 236 | $12 |
| U.S. Core Equity 1 Portfolio | 36350 | 918 | 2377 | 1035 | (2375)<br>| 33551 | 825 | 197 |  |
| DFA Inflation-Protected Securities <br> Portfolio<br>| 13730 | 1185 | 451 | (86)<br>| 434 | 14812 | 1321 | 132 |  |
| Large Cap International Portfolio | 12958 | 308 | 1103 | 190 | 695 | 13048 | 439 | 142 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 10814 | 654 | 2181 | (26)<br>| 4 | 9265 | 940 | 245 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 10815 | 580 | 2199 | (59)<br>| 117 | 9254 | 885 | 178 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 8820 | 361 | 696 | 36 | (286)<br>| 8235 | 348 | 140 |  |
| International Core Equity 2 Portfolio | 6550 | 91 | 573 | 98 | 360 | 6526 | 380 | 77 |  |
| **Total** | **$193007** | **$11596** | **$14700** | **$(140)**<br>| **$(4935)**<br>| **$184828** |  | **$2491** | **$12** |
| **Dimensional 2040 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $48245 | $926 | $3739 | $810 | $(1777)<br>| $44465 | 1203 | $313 | $16 |
| U.S. Core Equity 1 Portfolio | 48405 | 1110 | 3382 | 752 | (2526)<br>| 44359 | 1090 | 263 |  |
| DFA LTIP Portfolio | 35888 | 8101 | 2535 | (2583)<br>| (276)<br>| 38595 | 7108 | 732 |  |
| Large Cap International Portfolio | 17140 | 529 | 1690 | 70 | 1104 | 17153 | 577 | 189 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 16811 | 430 | 2799 | (80)<br>| 171 | 14533 | 1389 | 277 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 16816 | 545 | 2808 | (45)<br>| 15 | 14523 | 1473 | 378 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 11629 | 527 | 882 | (21)<br>| (307)<br>| 10946 | 463 | 186 |  |
| International Core Equity 2 Portfolio | 8617 | 233 | 874 | 21 | 588 | 8585 | 500 | 103 |  |
| **Total** | **$203551** | **$12401** | **$18709** | **$(1076)**<br>| **$(3008)**<br>| **$193159** |  | **$2441** | **$16** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2045 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $52843 | $3377 | $1687 | $76 | $(1297)<br>| $53312 | 1443 | $356 | $18 |
| U.S. Core Equity 1 Portfolio | 52975 | 4566 | 2145 | 120 | (2278)<br>| 53238 | 1309 | 302 |  |
| Large Cap International Portfolio | 18662 | 1087 | 603 | 12 | 1375 | 20533 | 690 | 211 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 19431 | 2937 | 2425 | (27)<br>| 142 | 20058 | 1918 | 348 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 19425 | 3061 | 2410 | (38)<br>| 20 | 20058 | 2034 | 454 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 12585 | 834 | 178 | (2)<br>| (353)<br>| 12886 | 545 | 201 |  |
| International Core Equity 2 Portfolio | 9340 | 324 | 170 | 1 | 714 | 10209 | 595 | 113 |  |
| DFA LTIP Portfolio |  | 2178 |  |  | (22)<br>| 2156 | 397 | 12 |  |
| **Total** | **$185261** | **$18364** | **$9618** | **$142** | **$(1699)**<br>| **$192450** |  | **$1997** | **$18** |
| **Dimensional 2050 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $54391 | $2998 | $1477 | $(33)<br>| $(1330)<br>| $54549 | 1476 | $370 | $18 |
| U.S. Core Equity 1 Portfolio | 54526 | 3161 | 1046 | (43)<br>| (2291)<br>| 54307 | 1335 | 313 |  |
| Large Cap International Portfolio | 19218 | 1376 | 963 | (7)<br>| 1463 | 21087 | 709 | 220 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 12972 | 1187 | 317 | (16)<br>| (338)<br>| 13488 | 571 | 211 |  |
| International Core Equity 2 Portfolio | 9620 | 613 | 381 | (8)<br>| 760 | 10604 | 618 | 118 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 5965 | 1877 | 1117 | (2)<br>| 41 | 6764 | 647 | 115 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 5963 | 1936 | 1135 | (18)<br>| 18 | 6764 | 686 | 144 |  |
| **Total** | **$162655** | **$13148** | **$6436** | **$(127)**<br>| **$(1677)**<br>| **$167563** |  | **$1491** | **$18** |
| **Dimensional 2055 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $36691 | $3869 | $949 | $(16)<br>| $(981)<br>| $38614 | 1045 | $254 | $13 |
| U.S. Core Equity 1 Portfolio | 36781 | 4041 | 758 | (27)<br>| (1663)<br>| 38374 | 943 | 217 |  |
| Large Cap International Portfolio | 12962 | 1558 | 652 | (18)<br>| 1021 | 14871 | 500 | 150 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 8748 | 1206 | 229 | (9)<br>| (227)<br>| 9489 | 401 | 143 |  |
| International Core Equity 2 Portfolio | 6488 | 612 | 166 | (6)<br>| 531 | 7459 | 434 | 80 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 2724 | 949 | 845 | 1 | 15 | 2844 | 272 | 49 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 2726 | 976 | 855 | (8)<br>| 5 | 2844 | 288 | 64 |  |
| **Total** | **$107120** | **$13211** | **$4454** | **$(83)**<br>| **$(1299)**<br>| **$114495** |  | **$957** | **$13** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **April 30, 2025**<br>| **Shares as of**<br> **April 30, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Dimensional 2060 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $29707 | $3416 | $659 | $(16)<br>| $(815)<br>| $31633 | 856 | $207 | $10 |
| U.S. Core Equity 1 Portfolio | 29762 | 3943 | 889 | (34)<br>| (1358)<br>| 31424 | 772 | 176 |  |
| Large Cap International Portfolio | 10533 | 1235 | 334 | (12)<br>| 847 | 12269 | 413 | 122 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 7097 | 1035 | 169 | (9)<br>| (182)<br>| 7772 | 329 | 118 |  |
| International Core Equity 2 Portfolio | 5251 | 523 | 101 | (1)<br>| 435 | 6107 | 356 | 65 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 2204 | 669 | 576 |  | 13 | 2310 | 221 | 40 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 2206 | 680 | 574 | (7)<br>| 5 | 2310 | 234 | 52 |  |
| **Total** | **$86760** | **$11501** | **$3302** | **$(79)**<br>| **$(1055)**<br>| **$93825** |  | **$780** | **$10** |
| **Dimensional 2065 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Large Company Portfolio | $8644 | $3096 | $445 | $(3)<br>| $(322)<br>| $10970 | 297 | $65 | $3 |
| U.S. Core Equity 1 Portfolio | 8667 | 3191 | 395 | (7)<br>| (500)<br>| 10956 | 269 | 57 |  |
| Large Cap International Portfolio | 3066 | 1059 | 188 | (6)<br>| 288 | 4219 | 142 | 38 |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>| 2062 | 818 | 133 | (7)<br>| (48)<br>| 2692 | 114 | 36 |  |
| International Core Equity 2 Portfolio | 1526 | 505 | 67 | (3)<br>| 149 | 2110 | 123 | 20 |  |
| DFA Short-Term Extended Quality <br> Portfolio<br>| 642 | 264 | 97 |  | 5 | 814 | 78 | 13 |  |
| DFA Two-Year Global Fixed Income <br> Portfolio<br>| 642 | 270 | 98 | (2)<br>| 2 | 814 | 83 | 16 |  |
| **Total** | **$25249** | **$9203** | **$1423** | **$(28)**<br>| **$(426)**<br>| **$32575** |  | **$245** | **$3** |
| **Dimensional 2070 Target Date** <br> **Retirement Income Fund**<br>|  |  |  |  |  |  |  |  |  |
| U.S. Core Equity 1 Portfolio |  | $4 |  |  |  | $4 |  |  |  |
| U.S. Large Company Portfolio |  | 3 |  |  |  | 3 |  |  |  |
| Emerging Markets Core Equity 2 <br> Portfolio<br>|  | 1 |  |  |  | 1 |  |  |  |
| International Core Equity 2 Portfolio |  | 1 |  |  |  | 1 |  |  |  |
| Large Cap International Portfolio |  | 1 |  |  |  | 1 |  |  |  |
| **Total** | **—** | **$10** | **—** | **—** | **—** | **$10** |  | **—** | **—** |

---

**E. Federal Income Taxes:** 

Each Portfolio has qualified (with respect to the Dimensional 2070 Target Date Retirement Income Fund, intends to qualify) and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income or accumulated net realized gains or losses, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2024, can occur as a result of realized gains on securities considered to be "passive

------

foreign investment companies," non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2023, and October 31, 2024, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; $1989 | &nbsp;&nbsp; $252 | &nbsp;&nbsp; $2241 |
| 2024 | &nbsp;&nbsp; 2168 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2168 |
| Dimensional 2015 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 959 | &nbsp;&nbsp; — | &nbsp;&nbsp; 959 |
| 2024 | &nbsp;&nbsp; 800 | &nbsp;&nbsp; 298 | &nbsp;&nbsp; 1098 |
| Dimensional 2020 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 2873 | &nbsp;&nbsp; 614 | &nbsp;&nbsp; 3487 |
| 2024 | &nbsp;&nbsp; 2485 | &nbsp;&nbsp; 146 | &nbsp;&nbsp; 2631 |
| Dimensional 2025 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 5227 | &nbsp;&nbsp; 2248 | &nbsp;&nbsp; 7475 |
| 2024 | &nbsp;&nbsp; 5016 | &nbsp;&nbsp; 1414 | &nbsp;&nbsp; 6430 |
| Dimensional 2030 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 5602 | &nbsp;&nbsp; 2222 | &nbsp;&nbsp; 7824 |
| 2024 | &nbsp;&nbsp; 6437 | &nbsp;&nbsp; 1080 | &nbsp;&nbsp; 7517 |
| Dimensional 2035 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 4663 | &nbsp;&nbsp; 2821 | &nbsp;&nbsp; 7484 |
| 2024 | &nbsp;&nbsp; 5868 | &nbsp;&nbsp; 1465 | &nbsp;&nbsp; 7333 |
| Dimensional 2040 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 3368 | &nbsp;&nbsp; 2359 | &nbsp;&nbsp; 5727 |
| 2024 | &nbsp;&nbsp; 4989 | &nbsp;&nbsp; 1877 | &nbsp;&nbsp; 6866 |
| Dimensional 2045 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 2514 | &nbsp;&nbsp; 2161 | &nbsp;&nbsp; 4675 |
| 2024 | &nbsp;&nbsp; 3771 | &nbsp;&nbsp; 2047 | &nbsp;&nbsp; 5818 |
| Dimensional 2050 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 1854 | &nbsp;&nbsp; 1730 | &nbsp;&nbsp; 3584 |
| 2024 | &nbsp;&nbsp; 2712 | &nbsp;&nbsp; 1685 | &nbsp;&nbsp; 4397 |
| Dimensional 2055 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 1150 | &nbsp;&nbsp; 956 | &nbsp;&nbsp; 2106 |
| 2024 | &nbsp;&nbsp; 1735 | &nbsp;&nbsp; 937 | &nbsp;&nbsp; 2672 |
| Dimensional 2060 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 904 | &nbsp;&nbsp; 849 | &nbsp;&nbsp; 1753 |
| 2024 | &nbsp;&nbsp; 1387 | &nbsp;&nbsp; 774 | &nbsp;&nbsp; 2161 |
| Dimensional 2065 Target Date Retirement Income Fund |  |  |  |
| 2023 | &nbsp;&nbsp; 140 | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 148 |
| 2024 | &nbsp;&nbsp; 350 | &nbsp;&nbsp; — | &nbsp;&nbsp; 350 |

---

------

Dimensional 2070 Target Date Retirement Income Fund commenced operations on January 2, 2025 and did not pay any distributions for the periods ended October 31, 2023 and October 31, 2024.

As of October 31, 2024, the following net investment income and short-term capital gains and long-term capital gains distributions designated for federal income tax purposes are due to the use of accumulated earnings and profits distributed to shareholders upon redemption of shares (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $(30)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $(30)<br>|
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; (24)<br>| &nbsp;&nbsp; $(67)<br>| &nbsp;&nbsp; (91)<br>|
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; (54)<br>| &nbsp;&nbsp; (136)<br>| &nbsp;&nbsp; (190)<br>|
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp; (119)<br>| &nbsp;&nbsp; (238)<br>| &nbsp;&nbsp; (357)<br>|
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp; (299)<br>| &nbsp;&nbsp; (691)<br>| &nbsp;&nbsp; (990)<br>|
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp; (391)<br>| &nbsp;&nbsp; (17)<br>| &nbsp;&nbsp; (408)<br>|
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp; (208)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (208)<br>|
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp; (320)<br>| &nbsp;&nbsp; (38)<br>| &nbsp;&nbsp; (358)<br>|
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp; (143)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (143)<br>|
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; (114)<br>| &nbsp;&nbsp; (10)<br>| &nbsp;&nbsp; (124)<br>|
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; (86)<br>| &nbsp;&nbsp; (8)<br>| &nbsp;&nbsp; (94)<br>|
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; (18)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (18)<br>|

---

As of October 31, 2024, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $49 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(1545)<br>| &nbsp;&nbsp; $1224 | &nbsp;&nbsp; $(272)<br>|
| Dimensional 2015 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; $554 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2291 | &nbsp;&nbsp; 2845 |
| Dimensional 2020 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 1086 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3108 | &nbsp;&nbsp; 4194 |
| Dimensional 2025 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 2138 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1557 | &nbsp;&nbsp; 3695 |
| Dimensional 2030 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 5472 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7869 | &nbsp;&nbsp; 13341 |
| Dimensional 2035 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 2673 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24728 | &nbsp;&nbsp; 27401 |
| Dimensional 2040 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 181 | &nbsp;&nbsp; 1483 | &nbsp;&nbsp; — | &nbsp;&nbsp; 43269 | &nbsp;&nbsp; 44933 |
| Dimensional 2045 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 1948 | &nbsp;&nbsp; — | &nbsp;&nbsp; 47983 | &nbsp;&nbsp; 49931 |
| Dimensional 2050 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; 11 | &nbsp;&nbsp; 1097 | &nbsp;&nbsp; — | &nbsp;&nbsp; 44571 | &nbsp;&nbsp; 45679 |
| Dimensional 2055 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 711 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25257 | &nbsp;&nbsp; 25968 |
| Dimensional 2060 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; 546 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20074 | &nbsp;&nbsp; 20620 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Dimensional 2065 Target Date <br> Retirement Income Fund<br>| &nbsp;&nbsp; $10 | &nbsp;&nbsp; $89 | &nbsp;&nbsp; — | &nbsp;&nbsp; $3573 | &nbsp;&nbsp; $3672 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2024, the Portfolio listed below had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amount in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $1545 |

---

During the year ended October 31, 2024, the Portfolio listed below used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

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| | |
|:---|:---|
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; $32 |

---

As of April 30, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; $55488 | &nbsp;&nbsp; $5787 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5787 |
| Dimensional 2015 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 21671 | &nbsp;&nbsp; 3119 | &nbsp;&nbsp; $(92)<br>| &nbsp;&nbsp; 3027 |
| Dimensional 2020 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 64020 | &nbsp;&nbsp; 8780 | &nbsp;&nbsp; (2532)<br>| &nbsp;&nbsp; 6248 |
| Dimensional 2025 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 122260 | &nbsp;&nbsp; 16630 | &nbsp;&nbsp; (6111)<br>| &nbsp;&nbsp; 10519 |
| Dimensional 2030 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 161121 | &nbsp;&nbsp; 33008 | &nbsp;&nbsp; (13499)<br>| &nbsp;&nbsp; 19509 |
| Dimensional 2035 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 165146 | &nbsp;&nbsp; 45657 | &nbsp;&nbsp; (18137)<br>| &nbsp;&nbsp; 27520 |
| Dimensional 2040 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 152923 | &nbsp;&nbsp; 51576 | &nbsp;&nbsp; (7210)<br>| &nbsp;&nbsp; 44366 |
| Dimensional 2045 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 146166 | &nbsp;&nbsp; 48956 | &nbsp;&nbsp; (22)<br>| &nbsp;&nbsp; 48934 |
| Dimensional 2050 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 124795 | &nbsp;&nbsp; 45233 | &nbsp;&nbsp; — | &nbsp;&nbsp; 45233 |
| Dimensional 2055 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 90620 | &nbsp;&nbsp; 25485 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25485 |
| Dimensional 2060 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 74894 | &nbsp;&nbsp; 20679 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20679 |
| Dimensional 2065 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; 29584 | &nbsp;&nbsp; 3179 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3179 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Dimensional 2070 Target Date Retirement Income <br> Fund<br>| &nbsp;&nbsp; $11 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(—)<br>| &nbsp;&nbsp; — |

---

The difference between GAAP-basis and tax-basis unrealized appreciation (depreciation) can occur as a result of wash sales and other book to tax differences.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**F. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the six months ended April 30, 2025, borrowings by the Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| Dimensional Retirement <br> Income Fund<br>| 5.17<br> %<br>| &nbsp;&nbsp; $251 | &nbsp;&nbsp; 24 | &nbsp;&nbsp; $1 | &nbsp;&nbsp; $582 | &nbsp;&nbsp; — |
| Dimensional 2015 Target <br> Date Retirement Income <br> Fund<br>| 5.10<br> %<br>| &nbsp;&nbsp; 106 | &nbsp;&nbsp; 32 | &nbsp;&nbsp; — | &nbsp;&nbsp; 274 | &nbsp;&nbsp; — |
| Dimensional 2020 Target <br> Date Retirement Income <br> Fund<br>| 5.14<br> %<br>| &nbsp;&nbsp; 249 | &nbsp;&nbsp; 40 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 661 | &nbsp;&nbsp; $18 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 04/30/2025**<br>|
| Dimensional 2025 Target <br> Date Retirement Income <br> Fund<br>| 5.18<br> %<br>| &nbsp;&nbsp; $469 | &nbsp;&nbsp; 62 | &nbsp;&nbsp; $4 | &nbsp;&nbsp; $1413 | &nbsp;&nbsp; $557 |
| Dimensional 2030 Target <br> Date Retirement Income <br> Fund<br>| 5.12<br> %<br>| &nbsp;&nbsp; 667 | &nbsp;&nbsp; 45 | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp; — |
| Dimensional 2035 Target <br> Date Retirement Income <br> Fund<br>| 5.12<br> %<br>| &nbsp;&nbsp; 347 | &nbsp;&nbsp; 36 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 1067 | &nbsp;&nbsp; — |
| Dimensional 2040 Target <br> Date Retirement Income <br> Fund<br>| 5.22<br> %<br>| &nbsp;&nbsp; 353 | &nbsp;&nbsp; 39 | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 2026 | &nbsp;&nbsp; — |
| Dimensional 2045 Target <br> Date Retirement Income <br> Fund<br>| 5.13<br> %<br>| &nbsp;&nbsp; 361 | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1197 | &nbsp;&nbsp; 645 |
| Dimensional 2050 Target <br> Date Retirement Income <br> Fund<br>| 5.25<br> %<br>| &nbsp;&nbsp; 265 | &nbsp;&nbsp; 19 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 925 | &nbsp;&nbsp; — |
| Dimensional 2055 Target <br> Date Retirement Income <br> Fund<br>| 5.12<br> %<br>| &nbsp;&nbsp; 204 | &nbsp;&nbsp; 17 | &nbsp;&nbsp; — | &nbsp;&nbsp; 500 | &nbsp;&nbsp; — |
| Dimensional 2060 Target <br> Date Retirement Income <br> Fund<br>| 5.08<br> %<br>| &nbsp;&nbsp; 248 | &nbsp;&nbsp; 10 | &nbsp;&nbsp; — | &nbsp;&nbsp; 815 | &nbsp;&nbsp; — |
| Dimensional 2065 Target <br> Date Retirement Income <br> Fund<br>| 5.12<br> %<br>| &nbsp;&nbsp; 276 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; — | &nbsp;&nbsp; 316 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Number of Days Outstanding represents the total of single or consecutive days during the six months ended April 30, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the six months ended April 30, 2025.

**G. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

------

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**H. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**I. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**J. Other:**

As of April 30, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors.

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| Dimensional Retirement Income Fund | &nbsp;&nbsp; 5 | &nbsp;&nbsp; 83<br> %<br>|
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 75<br> %<br>|
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 83<br> %<br>|
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 91<br> %<br>|
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp; 7 | &nbsp;&nbsp; 86<br> %<br>|
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 91<br> %<br>|
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp; 7 | &nbsp;&nbsp; 87<br> %<br>|
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 85<br> %<br>|
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 87<br> %<br>|
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 89<br> %<br>|
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 94<br> %<br>|
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 92<br> %<br>|

---

------

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shareholders**<br>| **Approximate**<br> **Percentage**<br> **of Outstanding**<br> **Shares**<br>|
| Dimensional 2070 Target Date Retirement Income Fund^ | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 100<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

^ As of April 30, 2025, the Advisor owned 100% of the Fund.<br>

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**K. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolios through the date that the financial statements were issued and has determined that there are no subsequent events other than as described above requiring recognition or disclosure in the financial statements.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies**

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

At the Board meeting held on December 18-19, 2024 (the "Meeting"), the Board of Directors of DFA Investment Dimensions Group Inc. (the "Board") considered the continuation of the investment management agreements (the "Management Agreements") for each portfolio (collectively, the "Funds").

Prior to the Meeting, independent counsel to the Independent Board Members sent to the Advisor a request for information, which identified the information that the Independent Board Members wished to receive in order to consider the continuation of the Management Agreements. At a Board meeting held on November 1, 2024, the Board discussed the materials provided by the Advisor, the independent reports prepared by Broadridge Financial Solutions (the "Broadridge Reports"), and issues related to the continuation of the Management Agreements. Also in advance of the Meeting, the Independent Board Members met with their independent counsel to discuss the materials and management provided additional materials to address and respond to questions that the Independent Board Members posed after their review and analysis of materials provided by the Advisor and the Broadridge Reports.

At the Meeting, the Board considered a number of factors when considering the continuation of each Management Agreement for a Fund, including: (i) the nature, extent and quality of services provided by the Advisor to each Fund; (ii) the performance of each Fund and the Advisor; (iii) the fees and expenses borne by each Fund; (iv) the profitability realized by the Advisor from the relationship with each Fund; and (v) whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of the management fee charged.

When considering the nature and quality of the services provided by the Advisor to a Fund, the Board reviewed: (a) the scope and depth of the Advisor's organization; (b) the experience and expertise of its investment professionals currently providing management services to the Fund; and (c) the Advisor's global investment advisory capabilities. The Board evaluated the Advisor's portfolio management process and discussed the unique features of the Advisor's investment approach. The Board also considered the nature and character of non-investment advisory services provided by the Advisor, including administrative services. After analyzing the caliber of services provided by the Advisor to each Fund, both quantitatively and qualitatively, including the impact of these services on investment performance, the Board concluded that the nature, extent and quality of services provided to each Fund were consistent with the operational requirements of the Fund and met the needs of the shareholders of the Fund.

In considering the performance of each Fund, the Board analyzed the Broadridge Reports, which compared the performance of each Fund with other funds in its respective peer group and investment category. The Board also reviewed the performance analysis prepared by the Advisor, which presented the performance of each Fund and its benchmark index, over multiple performance periods, along with the Advisor's explanation of the performance. The Board noted that the Advisor reported that each Fund had performed in accordance with relevant markets and the Advisor's expectations. The Board concluded that the Advisor's explanations provided a sound basis for understanding the comparative performance of the Funds. The Board determined, among other things, that after considering each Fund's investment strategies and the expectations of its shareholder base, the performance of each Fund was reasonable as compared with relevant performance standards and appropriate market indexes.

When considering the fees and expenses borne by each Fund, and considering the reasonableness of the management fees paid to the Advisor in light of the services provided to the Fund and any additional benefits received by the Advisor in connection with providing such services, the Board compared the fees charged by the Advisor to the Fund to the fees charged to the funds in its peer group for comparable services as provided in the Broadridge Reports. The Board concluded that the effective management fees and total expenses of each Fund over various periods were favorable in relation to those of its peer funds, and that the management fees were fair, both on an absolute basis and in comparison with the fees of other funds identified in the peer groups and the industry at large.

------

**Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements**

**CONTINUED**

The Board considered the profitability of each Fund to the Advisor by reviewing the profitability analysis provided by the Advisor, including information about its fee revenues and income. The Board reviewed the overall profitability of the Advisor, and the compensation that it received for providing services to each Fund. The Board considered the profitability to the Advisor of managing and servicing the Funds and the Advisor's unregistered clients, such as collective trusts, group trusts and separate accounts. Upon closely examining the Advisor's profitability, the Board concluded, among other things, that it was reasonable and similar to the profitability reported in previous years.

The Board also discussed whether economies of scale are realized by the Advisor with respect to each Fund as it grows larger, and the extent to which this is reflected in the level of management fees charged. For several reasons, the Board concluded that economies of scale and the reflection of such economies of scale in the level of management fees charged were not particularly meaningful to each Fund at the present time, due to the current level of fees and expenses and the profitability of the Fund.

After full consideration of the factors discussed above, with no single factor identified as being of paramount importance, the Board, including the Independent Board Members, with the assistance of independent counsel, concluded that the continuation of the Management Agreement for each Fund was in the best interests of the Fund and its shareholders.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

DFA-043025-013S

------

ITEM 12. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 13. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 14. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

This item is not applicable to the Registrant, which is an open-end management investment company.

---

| | |
|:---|:---|
| ITEM 15. | SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS. |

---

None.

ITEM 16. CONTROLS AND PROCEDURES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Based on their evaluation of the Registrant's disclosure controls and procedures
 as of a date within 90 days of the filing date of this Form N-CSR (the "Report"), the Registrant's Co-Principal Executive
 Officers and Principal Financial Officer believe that the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment
 Company Act of 1940, as amended) are effectively designed to ensure that information required to be disclosed by the Registrant in the
 Report is recorded, processed, summarized and reported by the filing date, including ensuring that information required to be disclosed
 in the Report is accumulated and communicated to the Registrant's officers that are making certifications in the Report, as appropriate,
 to allow timely decisions regarding required disclosure. The Registrant's management, including the Co-Principal Executive Officers
 and the Principal Financial Officer, recognizes that any set of controls and procedures, no matter how well designed and operated, can
 provide only reasonable assurance of achieving the desired control objectives.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) There were no changes in the Registrant's internal control over financial reporting
 (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the period covered by this Report
 that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

ITEM 17. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 18. RECOVERY OF ERRONEOUSLY AWARDED COMPENSATION.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

ITEM 19. EXHIBITS.

(a)(1) This item is not applicable.

(a)(2) This item is not applicable.

(a)(3) [Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 are filed herewith.](dfaidgi-efp16513_ex99cert.htm)

(a)(4) This item is not applicable.

(a)(5) This item is not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) [Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 are filed herewith.](dfaidgi-efp16513_ex99906cert.htm)

**SIGNATURES**

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

DFA Investment Dimensions Group Inc.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Chief Executive Officer |

---

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Chief Executive Officer and |
|  | Co-Chief Investment Officer |

---

Date: July 7, 2025

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: July 7, 2025

## Ex-99.Cert

**EX-99.CERT**

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, David P. Butler, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of DFA Investment Dimensions Group Inc. (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Gerard K. O'Reilly, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of DFA Investment Dimensions Group Inc. (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Jan Miller, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of DFA Investment Dimensions Group Inc. (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | DFA Investment Dimensions Group Inc. |

---

## Exhibit 99.906

**EX-99.906CERT**

CERTIFICATIONS PURSUANT TO SECTION 906 OF THE

SARBANES-OXLEY ACT OF 2002

David P. Butler and Gerard K. O'Reilly, Co-Principal Executive Officers, and Jan Miller, Principal Financial Officer, of DFA Investment Dimensions Group Inc., a Maryland corporation (the "Registrant"), each certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The
 Registrant's periodic report on Form N-CSR for the period ended April 30, 2025 (the
 "Report") fully complies with the requirements of Section 13(a) or Section 15(d)
 of the Securities Exchange Act of 1934, as amended, as applicable; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The
 information contained in the Report fairly presents, in all material respects, the financial
 condition and results of operations of the Registrant.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: July 7, 2025

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | DFA Investment Dimensions Group Inc. |

---

Date: July 7, 2025